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liquidator: rebalance with openbook (limit order) #938

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merged 5 commits into from
Apr 10, 2024
Merged

liquidator: rebalance with openbook (limit order) #938

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1d653d4
liquidator: rebalance with limit order (draft)
farnyser Apr 4, 2024
d5de562
liquidator: rebalacing with limit order - add a spread
farnyser Apr 9, 2024
f3e0dda
liquidator: enable sequence check for rebalancing using limit order
farnyser Apr 9, 2024
dcf6311
liquidator: fix after review
farnyser Apr 10, 2024
3e8cb44
liquidator: continue on missing market instead of exiting rebalancing
farnyser Apr 10, 2024
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7 changes: 7 additions & 0 deletions bin/liquidator/src/cli_args.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -136,6 +136,13 @@ pub struct Cli {
#[clap(long, env, default_value = "30")]
pub(crate) rebalance_refresh_timeout_secs: u64,

#[clap(long, env, value_enum, default_value = "false")]
pub(crate) rebalance_using_limit_order: BoolArg,

/// distance (in bps) from oracle price at which to place order for rebalancing
#[clap(long, env, default_value = "100")]
pub(crate) rebalance_limit_order_distance_from_oracle_price_bps: u64,

/// if taking tcs orders is enabled
///
/// typically only disabled for tests where swaps are unavailable
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10 changes: 9 additions & 1 deletion bin/liquidator/src/main.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -248,6 +248,11 @@ async fn main() -> anyhow::Result<()> {
let (rebalance_trigger_sender, rebalance_trigger_receiver) = async_channel::bounded::<()>(1);
let (tx_tcs_trigger_sender, tx_tcs_trigger_receiver) = async_channel::unbounded::<()>();
let (tx_liq_trigger_sender, tx_liq_trigger_receiver) = async_channel::unbounded::<()>();

if cli.rebalance_using_limit_order == BoolArg::True && !signer_is_owner {
warn!("Can't withdraw dust to liqor account if delegate and using limit orders for rebalancing");
}

let rebalance_config = rebalance::Config {
enabled: cli.rebalance == BoolArg::True,
slippage_bps: cli.rebalance_slippage_bps,
Expand All @@ -263,8 +268,11 @@ async fn main() -> anyhow::Result<()> {
.rebalance_alternate_sanctum_route_tokens
.clone()
.unwrap_or_default(),
allow_withdraws: signer_is_owner,
allow_withdraws: cli.rebalance_using_limit_order == BoolArg::False || signer_is_owner,
use_sanctum: cli.sanctum_enabled == BoolArg::True,
use_limit_order: cli.rebalance_using_limit_order == BoolArg::True,
limit_order_distance_from_oracle_price_bps: cli
.rebalance_limit_order_distance_from_oracle_price_bps,
};
rebalance_config.validate(&mango_client.context);

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