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fix: breaking solana dep update + wrapper struct
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173 changes: 173 additions & 0 deletions
173
observability/indexer/src/utils/marginfi_account_dup.rs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,173 @@ | ||
| use fixed::types::I80F48; | ||
| use marginfi::{ | ||
| constants::TOTAL_ASSET_VALUE_INIT_LIMIT_INACTIVE, | ||
| state::{ | ||
| marginfi_account::{ | ||
| calc_asset_value, Balance, BalanceSide, MarginfiAccount, RiskRequirementType, | ||
| WeightType, | ||
| }, | ||
| marginfi_group::Bank, | ||
| price::{OraclePriceFeedAdapter, PriceAdapter}, | ||
| }, | ||
| }; | ||
| use solana_sdk::pubkey::Pubkey; | ||
|
|
||
| pub struct BankAccountWithPriceFeed2 { | ||
| bank: Bank, | ||
| price_feed: OraclePriceFeedAdapter, | ||
| balance: Balance, | ||
| } | ||
|
|
||
| impl BankAccountWithPriceFeed2 { | ||
| pub fn load( | ||
| marginfi_account: &MarginfiAccount, | ||
| banks: &std::collections::HashMap<Pubkey, Bank>, | ||
| price_feeds: &std::collections::HashMap<Pubkey, OraclePriceFeedAdapter>, | ||
| ) -> anyhow::Result<Vec<Self>> { | ||
| marginfi_account | ||
| .lending_account | ||
| .balances | ||
| .into_iter() | ||
| .filter(|balance| balance.active) | ||
| .enumerate() | ||
| .map(|(_, balance)| { | ||
| let bank = banks.get(&balance.bank_pk).cloned().unwrap(); | ||
| let price_feed = price_feeds | ||
| .get(&bank.config.oracle_keys[0]) | ||
| .cloned() | ||
| .unwrap(); | ||
| Ok(BankAccountWithPriceFeed2 { | ||
| bank, | ||
| price_feed, | ||
| balance, | ||
| }) | ||
| }) | ||
| .collect::<anyhow::Result<Vec<_>>>() | ||
| } | ||
|
|
||
| #[inline(always)] | ||
| pub fn calc_weighted_assets_and_liabilities_values( | ||
| &self, | ||
| weight_type: WeightType, | ||
| ) -> anyhow::Result<(I80F48, I80F48)> { | ||
| let (worst_price, best_price) = self.price_feed.get_price_range()?; | ||
| let (mut asset_weight, liability_weight) = self.bank.config.get_weights(weight_type); | ||
| let mint_decimals = self.bank.mint_decimals; | ||
|
|
||
| let asset_amount = self | ||
| .bank | ||
| .get_asset_amount(self.balance.asset_shares.into())?; | ||
| let liability_amount = self | ||
| .bank | ||
| .get_liability_amount(self.balance.liability_shares.into())?; | ||
|
|
||
| if matches!(weight_type, WeightType::Initial) | ||
| && self.bank.config.total_asset_value_init_limit | ||
| != TOTAL_ASSET_VALUE_INIT_LIMIT_INACTIVE | ||
| { | ||
| let bank_total_assets_value = calc_asset_value( | ||
| self.bank | ||
| .get_asset_amount(self.bank.total_asset_shares.into())?, | ||
| worst_price, | ||
| mint_decimals, | ||
| None, | ||
| )?; | ||
|
|
||
| let total_asset_value_init_limit = | ||
| I80F48::from_num(self.bank.config.total_asset_value_init_limit); | ||
|
|
||
| if bank_total_assets_value > total_asset_value_init_limit { | ||
| let discount = total_asset_value_init_limit | ||
| .checked_div(bank_total_assets_value) | ||
| .unwrap(); | ||
|
|
||
| asset_weight = asset_weight.checked_mul(discount).unwrap(); | ||
| } | ||
| } | ||
|
|
||
| Ok(( | ||
| calc_asset_value(asset_amount, worst_price, mint_decimals, Some(asset_weight))?, | ||
| calc_asset_value( | ||
| liability_amount, | ||
| best_price, | ||
| mint_decimals, | ||
| Some(liability_weight), | ||
| )?, | ||
| )) | ||
| } | ||
|
|
||
| #[inline] | ||
| pub fn is_empty(&self, side: BalanceSide) -> bool { | ||
| self.balance.is_empty(side) | ||
| } | ||
| } | ||
|
|
||
| pub struct RiskEngine2 { | ||
| bank_accounts_with_price: Vec<BankAccountWithPriceFeed2>, | ||
| } | ||
|
|
||
| impl RiskEngine2 { | ||
| pub fn load( | ||
| marginfi_account: &MarginfiAccount, | ||
| banks: &std::collections::HashMap<Pubkey, Bank>, | ||
| price_feeds: &std::collections::HashMap<Pubkey, OraclePriceFeedAdapter>, | ||
| ) -> anyhow::Result<Self> { | ||
| Ok(Self { | ||
| bank_accounts_with_price: BankAccountWithPriceFeed2::load( | ||
| marginfi_account, | ||
| banks, | ||
| price_feeds, | ||
| )?, | ||
| }) | ||
| } | ||
|
|
||
| /// Returns the total assets and liabilities of the account in the form of (assets, liabilities) | ||
| pub fn get_account_health_components( | ||
| &self, | ||
| requirement_type: RiskRequirementType, | ||
| ) -> anyhow::Result<(I80F48, I80F48)> { | ||
| let mut total_assets = I80F48::ZERO; | ||
| let mut total_liabilities = I80F48::ZERO; | ||
|
|
||
| for a in &self.bank_accounts_with_price { | ||
| let (assets, liabilities) = | ||
| a.calc_weighted_assets_and_liabilities_values(requirement_type.to_weight_type())?; | ||
|
|
||
| total_assets = total_assets.checked_add(assets).unwrap(); | ||
| total_liabilities = total_liabilities.checked_add(liabilities).unwrap(); | ||
| } | ||
|
|
||
| Ok((total_assets, total_liabilities)) | ||
| } | ||
|
|
||
| pub fn get_equity_components(&self) -> anyhow::Result<(I80F48, I80F48)> { | ||
| Ok(self | ||
| .bank_accounts_with_price | ||
| .iter() | ||
| .map(|a: &BankAccountWithPriceFeed2| { | ||
| a.calc_weighted_assets_and_liabilities_values(WeightType::Equity) | ||
| }) | ||
| .try_fold( | ||
| (I80F48::ZERO, I80F48::ZERO), | ||
| |(total_assets, total_liabilities), res| { | ||
| let (assets, liabilities) = res?; | ||
| let total_assets_sum = total_assets.checked_add(assets).unwrap(); | ||
| let total_liabilities_sum = total_liabilities.checked_add(liabilities).unwrap(); | ||
|
|
||
| Ok::<_, anyhow::Error>((total_assets_sum, total_liabilities_sum)) | ||
| }, | ||
| )?) | ||
| } | ||
|
|
||
| pub fn get_account_health( | ||
| &self, | ||
| requirement_type: RiskRequirementType, | ||
| ) -> anyhow::Result<I80F48> { | ||
| let (total_weighted_assets, total_weighted_liabilities) = | ||
| self.get_account_health_components(requirement_type)?; | ||
|
|
||
| Ok(total_weighted_assets | ||
| .checked_sub(total_weighted_liabilities) | ||
| .unwrap()) | ||
| } | ||
| } |
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