Update mango-client, add testnet configs

2022-07-06 19:05:34 +01:00 · 2022-07-06 19:05:34 +01:00 · 472c098a5b
parent e4c140fe90
commit 472c098a5b
7 changed files with 691 additions and 369 deletions
--- a/2
+++ b/2
@ -0,0 +1,2 @@
+mm-1: PARAMS=testnet.json yarn mm
+mm-2: PARAMS=testnet2.json yarn mm
--- a/package.json
+++ b/package.json
@ -11,7 +11,6 @@
    "format": "prettier --check ."
  },
  "devDependencies": {
-    "@tsconfig/recommended": "^1.0.1",
    "@types/big.js": "^6.1.1",
    "@types/bn.js": "^5.1.0",
    "@types/chai": "^4.2.14",
@ -27,9 +26,8 @@
    "eslint-config-prettier": "^7.2.0",
    "mocha": "^8.4.0",
    "prettier": "^2.0.5",
-    "ts-node": "^9.1.1",
    "typedoc": "^0.22.5",
-    "typescript": "^4.1.3"
+    "typescript": "^4.6.3"
  },
  "files": [
    "lib"
@ -39,25 +37,21 @@
    "trailingComma": "all"
  },
  "dependencies": {
-    "@blockworks-foundation/mango-client": "git+https://github.com/blockworks-foundation/mango-client-v3.git",
-    "@project-serum/anchor": "^0.16.2",
-    "@project-serum/serum": "0.13.55",
+    "@blockworks-foundation/mango-client": "^3.6.2",
+    "@project-serum/anchor": "^0.21.0",
    "@project-serum/sol-wallet-adapter": "^0.2.0",
    "@solana/spl-token": "^0.1.6",
-    "@solana/web3.js": "1.31.0",
+    "@solana/web3.js": "^1.43.5",
+    "@tsconfig/recommended": "^1.0.1",
    "axios": "^0.21.1",
    "big.js": "^6.1.1",
    "bigint-buffer": "^1.1.5",
-    "bn.js": "^5.2.0",
+    "bn.js": "^5.1.0",
    "buffer-layout": "^1.2.1",
    "crypto-js": "^4.1.1",
    "dotenv": "^10.0.0",
    "dotenv-expand": "^5.1.0",
-    "tardis-dev": "^13.1.3"
-  },
-  "resolutions": {
-    "bn.js": "5.1.3",
-    "@types/bn.js": "5.1.0",
-    "@solana/web3.js": "^1.31.0"
+    "tardis-dev": "^13.1.3",
+    "ts-node": "^10.7.0"
  }
 }
--- a/params/testnet.json
+++ b/params/testnet.json
@ -0,0 +1,102 @@
+{
+  "group": "testnet.0",
+  "mangoAccountName": "MM",
+  "mangoAccountPubkey": "optional pubkey string if your mango account doesn't have name",
+  "interval": 1000,
+  "batch": 2,
+  "assets": {
+    "MNGO": {
+      "perp": {
+        "sizePerc": 0.01,
+        "leanCoeff": 0.0010,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "ftxSize": 10000
+      }
+    },
+
+    "BTC": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.00025,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "ETH": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.000375,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+
+    "SOL": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "SRM": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0010,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "RAY": {
+      "perp": {
+        "sizePerc": 0.015,
+        "leanCoeff": 0.00075,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "FTT": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "AVAX": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    },
+    "GMT": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2
+      }
+    }
+  }
+}
--- a/params/testnet2.json
+++ b/params/testnet2.json
@ -0,0 +1,111 @@
+{
+  "group": "testnet.0",
+  "mangoAccountName": "MM2",
+  "mangoAccountPubkey": "optional pubkey string if your mango account doesn't have name",
+  "interval": 500,
+  "batch": 2,
+  "assets": {
+    "MNGO": {
+      "perp": {
+        "sizePerc": 0.01,
+        "leanCoeff": 0.0010,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "ftxSize": 10000,
+        "charge": 0.0020
+      }
+    },
+
+    "BTC": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.00025,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "ETH": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.000375,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+
+    "SOL": {
+      "perp": {
+        "sizePerc": 0.05,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "SRM": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0010,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "RAY": {
+      "perp": {
+        "sizePerc": 0.015,
+        "leanCoeff": 0.00075,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "FTT": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "AVAX": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    },
+    "GMT": {
+      "perp": {
+        "sizePerc": 0.02,
+        "leanCoeff": 0.0005,
+        "bias": 0.0,
+        "requoteThresh": 0.0002,
+        "takeSpammers": true,
+        "spammerCharge": 2,
+        "charge": 0.0020
+      }
+    }
+  }
+}
--- a/src/mm.ts
+++ b/src/mm.ts
@ -2,6 +2,7 @@ import {
  Account,
  Commitment,
  Connection,
+  Keypair,
  PublicKey,
  Transaction,
  TransactionInstruction,
@ -35,6 +36,7 @@ import {
  PerpMarketConfig,
  sleep,
  zeroKey,
+  Payer,
 } from '@blockworks-foundation/mango-client';
 import { OpenOrders } from '@project-serum/serum';
 import path from 'path';
@ -43,7 +45,7 @@ import {
  loadMangoAccountWithPubkey,
  makeCheckAndSetSequenceNumberInstruction,
  makeInitSequenceInstruction,
-  seqEnforcerProgramId,
+  seqEnforcerProgramIds,
  listenersArray,
 } from './utils';
 import { findProgramAddressSync } from '@project-serum/anchor/dist/cjs/utils/pubkey';
@ -56,13 +58,15 @@ const params = JSON.parse(
  ),
 );

-const payer = new Account(
+const payer = Keypair.fromSecretKey(
+  Uint8Array.from(
  JSON.parse(
-    fs.readFileSync(
-      process.env.KEYPAIR || os.homedir() + '/.config/solana/id.json',
+    process.env.KEYPAIR || fs.readFileSync(
+      process.env.KEYPAIR_FILE || os.homedir() + '/.config/solana/id.json',
      'utf-8',
    ),
  ),
+  ),
 );

 const config = new Config(IDS);
@ -205,6 +209,7 @@ async function initSeqEnfAccounts(
      payer.publicKey,
      mc.sequenceAccountBump,
      mc.marketName,
+      cluster,
    ),
  );
  const seqAccTx = new Transaction();
@ -275,7 +280,7 @@ async function fullMarketMaker() {

    const [sequenceAccount, sequenceAccountBump] = findProgramAddressSync(
      [new Buffer(perpMarketConfig.name, 'utf-8'), payer.publicKey.toBytes()],
-      seqEnforcerProgramId,
+      seqEnforcerProgramIds[cluster],
    );

    const perpMarket = perpMarkets.find((pm) =>
@ -374,7 +379,7 @@ async function fullMarketMaker() {
          j++;
          if (j === params.batch) {
            // sendDupTxs(client, tx, [], 10);
-            client.sendTransaction(tx, payer, [], null);
+            client.sendTransaction(tx, payer, []);
            tx = new Transaction();
            j = 0;
          }
@ -537,7 +542,7 @@ function listenState(
 async function sendDupTxs(
  client: MangoClient,
  transaction: Transaction,
-  signers: Account[],
+  signers: Keypair[],
  n: number,
 ) {
  await client.signTransaction({
@ -653,6 +658,7 @@ function makeMarketUpdateInstructions(
      marketContext.sequenceAccount,
      payer.publicKey,
      Math.round(getUnixTs() * 1000),
+      cluster,
    ),
  ];

@ -815,7 +821,7 @@ function makeMarketUpdateInstructions(

 async function onExit(
  client: MangoClient,
-  payer: Account,
+  payer: Payer,
  group: MangoGroup,
  mangoAccount: MangoAccount,
  marketContexts: MarketContext[],
@ -833,7 +839,7 @@ async function onExit(
      mangoProgramId,
      group.publicKey,
      mangoAccount.publicKey,
-      payer.publicKey,
+      payer.publicKey!,
      mc.market.publicKey,
      mc.market.bids,
      mc.market.asks,
--- a/src/utils.ts
+++ b/src/utils.ts
@ -8,6 +8,7 @@ import {
  MangoAccount,
  MangoClient,
  MangoGroup,
+  Payer,
 } from '@blockworks-foundation/mango-client';
 import { createHash } from 'crypto';
 import { BN } from 'bn.js';
@ -15,17 +16,17 @@ import { BN } from 'bn.js';
 export async function loadMangoAccountWithName(
  client: MangoClient,
  mangoGroup: MangoGroup,
-  payer: Account,
+  payer: Payer,
  mangoAccountName: string,
 ): Promise<MangoAccount> {
  const ownerAccounts = await client.getMangoAccountsForOwner(
    mangoGroup,
-    payer.publicKey,
+    payer.publicKey!,
    true,
  );
  const delegateAccounts = await client.getMangoAccountsForDelegate(
    mangoGroup,
-    payer.publicKey,
+    payer.publicKey!,
    true,
  );
  ownerAccounts.push(...delegateAccounts);
@ -41,7 +42,7 @@ export async function loadMangoAccountWithName(
 export async function loadMangoAccountWithPubkey(
  client: MangoClient,
  mangoGroup: MangoGroup,
-  payer: Account,
+  payer: Payer,
  mangoAccountPk: PublicKey,
 ): Promise<MangoAccount> {
  const mangoAccount = await client.getMangoAccount(
@ -49,22 +50,25 @@ export async function loadMangoAccountWithPubkey(
    mangoGroup.dexProgramId,
  );

-  if (!mangoAccount.owner.equals(payer.publicKey)) {
+  if (!mangoAccount.owner.equals(payer.publicKey!)) {
    throw new Error(
-      `Invalid MangoAccount owner: ${mangoAccount.owner.toString()}; expected: ${payer.publicKey.toString()}`,
+      `Invalid MangoAccount owner: ${mangoAccount.owner.toString()}; expected: ${payer.publicKey!.toString()}`,
    );
  }
  return mangoAccount;
 }
-export const seqEnforcerProgramId = new PublicKey(
-  'GDDMwNyyx8uB6zrqwBFHjLLG3TBYk2F8Az4yrQC5RzMp',
-);
+export const seqEnforcerProgramIds = {
+  devnet: undefined,
+  testnet: new PublicKey('FThcgpaJM8WiEbK5rw3i31Ptb8Hm4rQ27TrhfzeR1uUy'),
+  mainnet: new PublicKey('GDDMwNyyx8uB6zrqwBFHjLLG3TBYk2F8Az4yrQC5RzMp'),
+};

 export function makeInitSequenceInstruction(
  sequenceAccount: PublicKey,
  ownerPk: PublicKey,
  bump: number,
  sym: string,
+  cluster: string,
 ): TransactionInstruction {
  const keys = [
    { isSigner: false, isWritable: true, pubkey: sequenceAccount },
@ -86,7 +90,7 @@ export function makeInitSequenceInstruction(
  return new TransactionInstruction({
    keys,
    data,
-    programId: seqEnforcerProgramId,
+    programId: seqEnforcerProgramIds[cluster],
  });
 }

@ -94,6 +98,7 @@ export function makeCheckAndSetSequenceNumberInstruction(
  sequenceAccount: PublicKey,
  ownerPk: PublicKey,
  seqNum: number,
+  cluster,
 ): TransactionInstruction {
  const keys = [
    { isSigner: false, isWritable: true, pubkey: sequenceAccount },
@ -109,7 +114,7 @@ export function makeCheckAndSetSequenceNumberInstruction(
  return new TransactionInstruction({
    keys,
    data,
-    programId: seqEnforcerProgramId,
+    programId: seqEnforcerProgramIds[cluster],
  });
 }

--- a/yarn.lock
+++ b/yarn.lock