Update configuration and fix rebalancing bug

mrgnlabs · Dec 9, 2023 · 7df90a7 · 7df90a7
1 parent 4b0d619
commit 7df90a7
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Showing 4 changed files with 30 additions and 12 deletions.
diff --git a/apps/alpha-liquidator/src/config.ts b/apps/alpha-liquidator/src/config.ts
@@ -31,7 +31,8 @@ if (!process.env.RPC_ENDPOINT) {
 /*eslint sort-keys: "error"*/
 let envSchema = z.object({
   ACCOUNT_COOL_DOWN_SECONDS: z.string().default("120").transform((s) => parseInt(s, 10)),
-  ACCOUNT_REFRESH_INTERVAL_SECONDS: z.string().default("600").transform((s) => parseInt(s, 10)),
+  /// 30 minutes
+  ACCOUNT_REFRESH_INTERVAL_SECONDS: z.string().default("1800").transform((s) => parseInt(s, 10)),
   EXCLUDE_ISOLATED_BANKS: z.string().optional().default("false").transform((s) => s === "true" || s === "1"),
   IS_DEV: z
     .string()
@@ -84,6 +85,7 @@ let envSchema = z.object({
       return Keypair.fromSecretKey(new Uint8Array(JSON.parse(keypairStr)));
     }
   }),
+  WS_ENDPOINT: z.string().url().optional(),
   WS_RESET_INTERVAL_SECONDS: z.string().optional().default("300").transform((s) => parseInt(s, 10)),
 });
 

diff --git a/apps/alpha-liquidator/src/liquidator.ts b/apps/alpha-liquidator/src/liquidator.ts
@@ -81,6 +81,12 @@ class Liquidator {
 
     console.log("Start with DEBUG=mfi:* to see more logs");
 
+    try {
+      await this.rebalanceIfNeeded();
+    } catch (e) {
+      console.error("Error during initial rebalance: ", e);
+    }
+
     await this.startLiquidatorDataLoader();
     await this.mainLoop();
   }
@@ -227,7 +233,15 @@ class Liquidator {
     console.log("Loading data, this may take a moment...")
     const debug = getDebugLogger("load-all-marginfi-accounts");
     debug("Loading all Marginfi accounts");
-    const allKeys = (await this.client.getAllMarginfiAccountAddresses());
+    let allKeys = [];
+
+    // If whitelist is set, filter out all accounts that are not in the whitelist
+    if (env_config.MARGINFI_ACCOUNT_WHITELIST) {
+      allKeys = env_config.MARGINFI_ACCOUNT_WHITELIST;
+    } else {
+      allKeys = (await this.client.getAllMarginfiAccountAddresses());
+    }
+
     debug("Retrieved all Marginfi account addresses, found: %d", allKeys.length);
     const [slot, ais] = await chunkedGetRawMultipleAccountInfos(this.connection, allKeys.map((k) => k.toBase58()), 16 * 64, 64);
     debug("Received account information for slot %d, got: %d accounts", slot, ais.size);
@@ -242,15 +256,11 @@ class Liquidator {
       this.accountInfos.set(pubkey, account);
 
       processedAccounts++;
-      if (processedAccounts % 1000 === 0) {
+      if (processedAccounts % 5000 === 0) {
         const progress = ((processedAccounts / totalAccounts) * 100).toFixed(2);
         debug("Processed %d accounts out of %d (%s%%)", processedAccounts, totalAccounts, progress);
       }
     }
-    if (processedAccounts % 1000 !== 0) {
-      const progress = ((processedAccounts / totalAccounts) * 100).toFixed(2);
-      debug("Final progress: %s%%", progress);
-    }
 
     console.log("Finished loading all Marginfi accounts");
   }
@@ -273,14 +283,12 @@ class Liquidator {
         const accountInfo = info.accountInfo;
 
         if (accountInfo.data.length !== this.client.program.account.marginfiAccount.size) {
-          debug("Received account update for account with public key: %s, but data length is incorrect", pubkey.toBase58());
           return;
         }
 
         try {
           const account = MarginfiAccountWrapper.fromAccountDataRaw(pubkey, this.client, accountInfo.data);
           this.accountInfos.set(pubkey, account);
-          debug("Updated Marginfi account for public key: %s", pubkey.toBase58());
         } catch (error) {
           debug("Failed to decode Marginfi account for public key: %s, Error: %s", pubkey.toBase58(), error);
         }
@@ -450,7 +458,6 @@ class Liquidator {
   private async rebalancingStage() {
     const debug = getDebugLogger("rebalancing-stage");
     debug("Starting rebalancing stage");
-    captureMessage("Starting rebalancing stage");
     await this.sellNonUsdcDeposits();
     await this.repayAllDebt();
     await this.depositRemainingUsdc();
@@ -480,6 +487,14 @@ class Liquidator {
     }
   }
 
+  private async swapNonUsdcInTokenAccounts2() {
+    const debug = getDebugLogger("swap-non-usdc-in-token-accounts");
+    debug("Swapping any remaining non-usdc to usdc");
+
+    const banks = Array.from(this.client.banks.values()).filter((bank) => !bank.mint.equals(USDC_MINT));
+    const usdcBank = this.client.getBankByMint(USDC_MINT)!;
+  }
+
   private async swapNonUsdcInTokenAccounts() {
     const debug = getDebugLogger("swap-non-usdc-in-token-accounts");
     debug("Swapping any remaining non-usdc to usdc");

diff --git a/apps/alpha-liquidator/src/utils/connection.ts b/apps/alpha-liquidator/src/utils/connection.ts
@@ -14,6 +14,7 @@ const createConnection = () =>
   new Connection(env_config.RPC_ENDPOINT, {
     commitment,
     fetch: fetchWithRetry,
+    wsEndpoint: env_config.WS_ENDPOINT,
   });
 
 export let connection = createConnection();
diff --git a/packages/marginfi-client-v2/src/client.ts b/packages/marginfi-client-v2/src/client.ts
@@ -464,7 +464,7 @@ class MarginfiClient {
     try {
       const getLatestBlockhashAndContext = await connection.getLatestBlockhashAndContext();
 
-      minContextSlot = getLatestBlockhashAndContext.context.slot;
+      minContextSlot = getLatestBlockhashAndContext.context.slot - 4;
       blockhash = getLatestBlockhashAndContext.value.blockhash;
       lastValidBlockHeight = getLatestBlockhashAndContext.value.lastValidBlockHeight;
 
@@ -526,7 +526,7 @@ class MarginfiClient {
         };
 
         signature = await connection.sendTransaction(versionedTransaction, {
-          minContextSlot: mergedOpts.minContextSlot,
+          // minContextSlot: mergedOpts.minContextSlot,
           skipPreflight: mergedOpts.skipPreflight,
           preflightCommitment: mergedOpts.preflightCommitment,
           maxRetries: mergedOpts.maxRetries,