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main.ts
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main.ts
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import BigNumber from 'bignumber.js'
import { calculateFeeToLiquidator } from './src/utils/calculator'
import { getLiquidationFeeAndPenaltyRatio, getPartialLiquidationRatio } from './src/utils/position/positionConfiguration'
import { getManualMargin, getRawPosition } from './src/utils/position/positionHouse'
import { getMaintenanceDetail, getPositionNotionalAndUnrealizedPnl } from './src/utils/position/positionViewer'
import { getBalanceNumber } from './src/utils/number'
import getSender from './src/utils/getSender'
import liquidate from './src/utils/position/signed/liquidate'
import configs from './config'
import { generatePositionLog } from './src/utils/log'
const checkValidPosition = (rawPosition: any): boolean => {
const ZERO = new BigNumber(0)
const quantity = new BigNumber(rawPosition[0])
const margin = new BigNumber(rawPosition[1])
const openNotional = new BigNumber(rawPosition[2])
const lastUpdatedCumulativePremiumFraction = new BigNumber(rawPosition[3])
const blockNumber = new BigNumber(rawPosition[4])
const leverage = new BigNumber(rawPosition[5])
return (
quantity.isEqualTo(ZERO)
&& margin.isEqualTo(ZERO)
&& openNotional.isEqualTo(ZERO)
&& lastUpdatedCumulativePremiumFraction.isEqualTo(ZERO)
&& blockNumber.isEqualTo(ZERO)
&& leverage.isEqualTo(ZERO)
? false
: true
)
}
const canLiquidate = (
marginRatio: BigNumber,
partialLiquidationRatio: BigNumber
): boolean => {
return marginRatio.gte(partialLiquidationRatio)
}
const isEnoughProfit = (
currentProfit: BigNumber,
minimumProfit = configs.bot.MINIMUM_PROFIT_BUSD
): boolean => {
return currentProfit.gte(new BigNumber(minimumProfit).times(1e18))
}
export const checkAndLiquidate = async (pmAddress: string, trader: string) => {
const rawPosition = await getRawPosition(pmAddress, trader)
const isValidPosition = checkValidPosition(rawPosition)
if (!isValidPosition) {
return
}
const { unrealizedPnl } = await getPositionNotionalAndUnrealizedPnl(
pmAddress,
trader,
rawPosition
)
const { marginRatio } = await getMaintenanceDetail(pmAddress, trader)
const partialLiquidationRatio = await getPartialLiquidationRatio()
const isCanLiquidate = canLiquidate(marginRatio, partialLiquidationRatio)
console.log(
generatePositionLog(
pmAddress,
trader,
rawPosition[0],
rawPosition[5],
unrealizedPnl,
marginRatio,
isCanLiquidate
)
)
if (isCanLiquidate) {
const { liquidationFeeRatio } = await getLiquidationFeeAndPenaltyRatio()
const positionMargin = new BigNumber(rawPosition[1])
const manualMargin = await getManualMargin(pmAddress, trader)
const profit = calculateFeeToLiquidator(
marginRatio,
partialLiquidationRatio,
liquidationFeeRatio,
positionMargin,
manualMargin
)
console.log(generatePositionLog(
pmAddress,
trader,
rawPosition[0],
rawPosition[5],
unrealizedPnl,
marginRatio,
isCanLiquidate,
profit
))
if (isEnoughProfit(profit) && configs.bot.ENABLE) {
console.log(`🔥 Liquidating ${pmAddress}:${trader} with $${getBalanceNumber(profit)} profit.....`)
const sender = getSender(configs.sender.PRIVATE_KEY)
await liquidate(sender, pmAddress, trader)
}
}
}