mango-v4/programs/mango-v4/tests/cases/test_margin_trade.rs

842 lines
24 KiB
Rust

use super::*;
// This is an unspecific happy-case test that just runs a few instructions to check
// that they work in principle. It should be split up / renamed.
#[tokio::test]
async fn test_margin_trade() -> Result<(), BanksClientError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(100_000);
let context = test_builder.start_default().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..2];
let payer_mint0_account = context.users[1].token_accounts[0];
let loan_origination_fee = 0.0005;
//
// SETUP: Create a group, account, register a token (mint0)
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let bank = tokens[0].bank;
let vault = tokens[0].vault;
//
// provide some funds for tokens, so the test user can borrow
//
let provided_amount = 1000;
create_funded_account(
&solana,
group,
owner,
1,
&context.users[1],
mints,
provided_amount,
0,
)
.await;
//
// create the test user account
//
let account = send_tx(
solana,
AccountCreateInstruction {
account_num: 0,
group,
owner,
payer,
..Default::default()
},
)
.await
.unwrap()
.account;
//
// TEST: Deposit funds
//
let deposit_amount_initial = 100;
{
let start_balance = solana.token_account_balance(payer_mint0_account).await;
send_tx(
solana,
TokenDepositInstruction {
amount: deposit_amount_initial,
reduce_only: false,
account,
owner,
token_account: payer_mint0_account,
token_authority: payer.clone(),
bank_index: 0,
},
)
.await
.unwrap();
assert_eq!(
solana.token_account_balance(vault).await,
provided_amount + deposit_amount_initial
);
assert_eq!(
solana.token_account_balance(payer_mint0_account).await,
start_balance - deposit_amount_initial
);
assert_eq!(
account_position(solana, account, bank).await,
deposit_amount_initial as i64,
);
}
//
// TEST: Margin trade
//
let margin_account = payer_mint0_account;
let margin_account_initial = solana.token_account_balance(margin_account).await;
let target_token_account = context.users[0].token_accounts[0];
let withdraw_amount = 2;
let deposit_amount = 1;
let send_flash_loan_tx = |solana, withdraw_amount, deposit_amount| async move {
let mut tx = ClientTransaction::new(solana);
let loans = vec![FlashLoanPart {
bank,
token_account: target_token_account,
withdraw_amount,
}];
tx.add_instruction(FlashLoanBeginInstruction {
account,
owner,
loans: loans.clone(),
})
.await;
if withdraw_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&target_token_account,
&margin_account,
&owner.pubkey(),
&[&owner.pubkey()],
withdraw_amount,
)
.unwrap(),
);
}
if deposit_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&margin_account,
&target_token_account,
&payer.pubkey(),
&[&payer.pubkey()],
deposit_amount,
)
.unwrap(),
);
tx.add_signer(payer);
}
tx.add_instruction(FlashLoanEndInstruction {
account,
owner,
loans,
// the test only accesses a single token: not a swap
flash_loan_type: mango_v4::accounts_ix::FlashLoanType::Unknown,
})
.await;
tx.send().await.unwrap();
};
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
assert_eq!(
solana.token_account_balance(vault).await,
provided_amount + deposit_amount_initial - withdraw_amount + deposit_amount
);
assert_eq!(
solana.token_account_balance(margin_account).await,
margin_account_initial + withdraw_amount - deposit_amount
);
// no fee because user had positive balance
assert_eq_f64!(
account_position_f64(solana, account, bank).await,
(deposit_amount_initial - withdraw_amount + deposit_amount) as f64,
0.0001
);
//
// TEST: Bringing the balance to 0 deactivates the token
//
let deposit_amount_initial = account_position(solana, account, bank).await;
let margin_account_initial = solana.token_account_balance(margin_account).await;
let withdraw_amount = deposit_amount_initial as u64;
let deposit_amount = 0;
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
assert_eq!(solana.token_account_balance(vault).await, provided_amount);
assert_eq!(
solana.token_account_balance(margin_account).await,
margin_account_initial + withdraw_amount
);
// Check that position is fully deactivated
let account_data = get_mango_account(solana, account).await;
assert_eq!(account_data.active_token_positions().count(), 0);
//
// TEST: Activating a token via margin trade
//
let margin_account_initial = solana.token_account_balance(margin_account).await;
let withdraw_amount = 0;
let deposit_amount = 100;
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
assert_eq!(
solana.token_account_balance(vault).await,
provided_amount + deposit_amount
);
assert_eq!(
solana.token_account_balance(margin_account).await,
margin_account_initial - deposit_amount
);
assert_eq_f64!(
account_position_f64(solana, account, bank).await,
deposit_amount as f64,
0.0001
);
//
// TEST: Try loan fees by withdrawing more than the user balance
//
let margin_account_initial = solana.token_account_balance(margin_account).await;
let deposit_amount_initial = account_position(solana, account, bank).await as u64;
let withdraw_amount = 500;
let deposit_amount = 450;
println!("{}", deposit_amount_initial);
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
assert_eq!(
solana.token_account_balance(vault).await,
provided_amount + deposit_amount_initial + deposit_amount - withdraw_amount
);
assert_eq!(
solana.token_account_balance(margin_account).await,
margin_account_initial + withdraw_amount - deposit_amount
);
assert_eq_f64!(
account_position_f64(solana, account, bank).await,
(deposit_amount_initial + deposit_amount - withdraw_amount) as f64
- (withdraw_amount - deposit_amount_initial) as f64 * loan_origination_fee,
0.0001
);
Ok(())
}
#[tokio::test]
async fn test_flash_loan_swap_fee() -> Result<(), BanksClientError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(150_000);
let context = test_builder.start_default().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..2];
let owner_accounts = context.users[0].token_accounts.clone();
let payer_accounts = context.users[1].token_accounts.clone();
//
// SETUP: Create a group, account, register a token (mint0)
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let swap_fee_rate = 0.042f64;
send_tx(
solana,
TokenEdit {
group,
admin,
mint: tokens[1].mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
flash_loan_swap_fee_rate_opt: Some(swap_fee_rate as f32),
..token_edit_instruction_default()
},
},
)
.await
.unwrap();
//
// provide some funds for tokens, so the test user can borrow
//
let provided_amount = 10000;
create_funded_account(
&solana,
group,
owner,
1,
&context.users[1],
mints,
provided_amount,
0,
)
.await;
//
// create the test user account
//
let initial_deposit = 5000;
let account = create_funded_account(
&solana,
group,
owner,
0,
&context.users[1],
&mints[0..1],
initial_deposit,
0,
)
.await;
//
// TEST: flash loan swap
//
let initial_owner_balance0 = solana.token_account_balance(owner_accounts[0]).await;
let initial_owner_balance1 = solana.token_account_balance(owner_accounts[1]).await;
let initial_payer_balance0 = solana.token_account_balance(payer_accounts[0]).await;
let initial_payer_balance1 = solana.token_account_balance(payer_accounts[1]).await;
let withdraw_amount = 1000;
let deposit_amount = 1000;
{
let mut tx = ClientTransaction::new(solana);
let loans = vec![
FlashLoanPart {
bank: tokens[0].bank,
token_account: owner_accounts[0],
withdraw_amount,
},
FlashLoanPart {
bank: tokens[1].bank,
token_account: owner_accounts[1],
withdraw_amount: 0,
},
];
tx.add_instruction(FlashLoanBeginInstruction {
account,
owner,
loans: loans.clone(),
})
.await;
if withdraw_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&owner_accounts[0],
&payer_accounts[0],
&owner.pubkey(),
&[&owner.pubkey()],
withdraw_amount,
)
.unwrap(),
);
}
if deposit_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&payer_accounts[1],
&owner_accounts[1],
&payer.pubkey(),
&[&payer.pubkey()],
deposit_amount,
)
.unwrap(),
);
tx.add_signer(payer);
}
tx.add_instruction(FlashLoanEndInstruction {
account,
owner,
loans,
flash_loan_type: mango_v4::accounts_ix::FlashLoanType::Swap,
})
.await;
tx.send().await.unwrap();
}
let after_owner_balance0 = solana.token_account_balance(owner_accounts[0]).await;
let after_owner_balance1 = solana.token_account_balance(owner_accounts[1]).await;
let after_payer_balance0 = solana.token_account_balance(payer_accounts[0]).await;
let after_payer_balance1 = solana.token_account_balance(payer_accounts[1]).await;
assert_eq!(after_owner_balance0, initial_owner_balance0);
assert_eq!(after_owner_balance1, initial_owner_balance1);
assert_eq!(
after_payer_balance0,
initial_payer_balance0 + withdraw_amount
);
assert_eq!(
after_payer_balance1,
initial_payer_balance1 - deposit_amount
);
assert_eq!(
solana.token_account_balance(tokens[0].vault).await,
provided_amount + initial_deposit - withdraw_amount
);
assert_eq!(
solana.token_account_balance(tokens[1].vault).await,
provided_amount + deposit_amount
);
let mango_withdraw_amount = account_position_f64(solana, account, tokens[0].bank).await;
assert_eq_f64!(
mango_withdraw_amount,
initial_deposit as f64 - withdraw_amount as f64 * (1.0 + swap_fee_rate),
0.0001
);
let mango_deposit_amount = account_position_f64(solana, account, tokens[1].bank).await;
assert_eq_f64!(mango_deposit_amount, deposit_amount as f64, 0.0001);
Ok(())
}
#[tokio::test]
async fn test_flash_loan_creates_ata_accounts() -> Result<(), BanksClientError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(200_000); // ata::create_idempotent adds a lot!
let context = test_builder.start_default().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..2];
let payer_mint0_account = context.users[1].token_accounts[0];
let payer_mint1_account = context.users[1].token_accounts[1];
//
// SETUP: Create a group, account, register a token (mint0)
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let bank = tokens[0].bank;
let vault = tokens[0].vault;
//
// provide some funds for tokens, so the test user can borrow
//
let provided_amount = 1000;
create_funded_account(
&solana,
group,
payer,
1,
&context.users[1],
mints,
provided_amount,
0,
)
.await;
//
// create the test user account
//
let account = send_tx(
solana,
AccountCreateInstruction {
account_num: 0,
group,
owner,
payer,
..Default::default()
},
)
.await
.unwrap()
.account;
//
// TEST: Deposit funds
//
let deposit_amount_initial = 100;
{
let start_balance = solana.token_account_balance(payer_mint0_account).await;
send_tx(
solana,
TokenDepositInstruction {
amount: deposit_amount_initial,
reduce_only: false,
account,
owner,
token_account: payer_mint0_account,
token_authority: payer.clone(),
bank_index: 0,
},
)
.await
.unwrap();
assert_eq!(
solana.token_account_balance(vault).await,
provided_amount + deposit_amount_initial
);
assert_eq!(
solana.token_account_balance(payer_mint0_account).await,
start_balance - deposit_amount_initial
);
assert_eq!(
account_position(solana, account, bank).await,
deposit_amount_initial as i64,
);
}
//
// SETUP: Wipe owner ATAs that are set up by default
//
use solana_sdk::account::AccountSharedData;
let owner_token0_ata = context.users[0].token_accounts[0];
let owner_token1_ata = context.users[0].token_accounts[1];
solana
.context
.borrow_mut()
.set_account(&owner_token0_ata, &AccountSharedData::default());
solana
.context
.borrow_mut()
.set_account(&owner_token1_ata, &AccountSharedData::default());
assert!(solana.get_account_data(owner_token0_ata).await.is_none());
assert!(solana.get_account_data(owner_token1_ata).await.is_none());
//
// TEST: Margin trade
//
let in_bank = tokens[0].bank;
let out_bank = tokens[1].bank;
let in_token = owner_token0_ata;
let out_token = owner_token1_ata;
let withdraw_amount = 2;
let deposit_amount = 1;
let send_flash_loan_tx = |solana, withdraw_amount, deposit_amount| async move {
let mut tx = ClientTransaction::new(solana);
tx.add_instruction(FlashLoanSwapBeginInstruction {
account,
owner,
in_bank,
out_bank,
in_loan: withdraw_amount,
})
.await;
if withdraw_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&in_token,
&payer_mint0_account,
&owner.pubkey(),
&[&owner.pubkey()],
withdraw_amount,
)
.unwrap(),
);
}
if deposit_amount > 0 {
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&payer_mint1_account,
&out_token,
&payer.pubkey(),
&[&payer.pubkey()],
deposit_amount,
)
.unwrap(),
);
tx.add_signer(payer);
}
tx.add_instruction(FlashLoanEndInstruction {
account,
owner,
loans: vec![
FlashLoanPart {
bank: in_bank,
token_account: in_token,
withdraw_amount,
},
FlashLoanPart {
bank: out_bank,
token_account: out_token,
withdraw_amount: 0,
},
],
flash_loan_type: mango_v4::accounts_ix::FlashLoanType::Swap,
})
.await;
tx.send().await.unwrap();
};
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
// ATAs were created
assert!(solana.get_account_data(owner_token0_ata).await.is_some());
assert!(solana.get_account_data(owner_token1_ata).await.is_some());
// running the same tx again will still work
send_flash_loan_tx(solana, withdraw_amount, deposit_amount).await;
Ok(())
}
#[tokio::test]
async fn test_margin_trade_deposit_limit() -> Result<(), BanksClientError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(100_000);
let context = test_builder.start_default().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..2];
let payer_mint0_account = context.users[1].token_accounts[0];
//
// SETUP: Create a group, account, register a token (mint0)
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let bank = tokens[0].bank;
//
// SETUP: deposit limit
//
send_tx(
solana,
TokenEdit {
group,
admin,
mint: tokens[0].mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
deposit_limit_opt: Some(1000),
..token_edit_instruction_default()
},
},
)
.await
.unwrap();
//
// create the test user account
//
let deposit_amount_initial = 100;
let account = create_funded_account(
&solana,
group,
owner,
0,
&context.users[1],
&mints[..1],
deposit_amount_initial,
0,
)
.await;
//
// TEST: Margin trade
//
let margin_account = payer_mint0_account;
let target_token_account = context.users[0].token_accounts[0];
let make_flash_loan_tx = |solana, deposit_amount| async move {
let mut tx = ClientTransaction::new(solana);
let loans = vec![FlashLoanPart {
bank,
token_account: target_token_account,
withdraw_amount: 0,
}];
tx.add_instruction(FlashLoanBeginInstruction {
account,
owner,
loans: loans.clone(),
})
.await;
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&margin_account,
&target_token_account,
&payer.pubkey(),
&[&payer.pubkey()],
deposit_amount,
)
.unwrap(),
);
tx.add_signer(payer);
tx.add_instruction(FlashLoanEndInstruction {
account,
owner,
loans,
// the test only accesses a single token: not a swap
flash_loan_type: mango_v4::accounts_ix::FlashLoanType::Unknown,
})
.await;
tx
};
make_flash_loan_tx(solana, 901)
.await
.send_expect_error(MangoError::BankDepositLimit)
.await
.unwrap();
make_flash_loan_tx(solana, 899).await.send().await.unwrap();
Ok(())
}
#[tokio::test]
async fn test_margin_trade_skip_bank() -> Result<(), BanksClientError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(100_000);
let context = test_builder.start_default().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..2];
let payer_mint0_account = context.users[1].token_accounts[0];
//
// SETUP: Create a group, account, register a token (mint0)
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let bank = tokens[0].bank;
//
// create the test user account
//
let deposit_amount_initial = 100;
let account = create_funded_account(
&solana,
group,
owner,
0,
&context.users[1],
&mints,
deposit_amount_initial,
0,
)
.await;
//
// TEST: Margin trade
//
let margin_account = payer_mint0_account;
let target_token_account = context.users[0].token_accounts[0];
let make_flash_loan_tx = |solana, deposit_amount, skip_banks| async move {
let mut tx = ClientTransaction::new(solana);
let loans = vec![FlashLoanPart {
bank,
token_account: target_token_account,
withdraw_amount: 0,
}];
tx.add_instruction(FlashLoanBeginInstruction {
account,
owner,
loans: loans.clone(),
})
.await;
tx.add_instruction_direct(
spl_token::instruction::transfer(
&spl_token::ID,
&margin_account,
&target_token_account,
&payer.pubkey(),
&[&payer.pubkey()],
deposit_amount,
)
.unwrap(),
);
tx.add_signer(payer);
tx.add_instruction(HealthAccountSkipping {
inner: FlashLoanEndInstruction {
account,
owner,
loans,
// the test only accesses a single token: not a swap
flash_loan_type: mango_v4::accounts_ix::FlashLoanType::Unknown,
},
skip_banks,
})
.await;
tx
};
make_flash_loan_tx(solana, 1, vec![])
.await
.send()
.await
.unwrap();
make_flash_loan_tx(solana, 1, vec![tokens[1].bank])
.await
.send()
.await
.unwrap();
make_flash_loan_tx(solana, 1, vec![tokens[0].bank])
.await
.send_expect_error(MangoError::InvalidBank)
.await
.unwrap();
Ok(())
}