DTF Strategy

package.json

@@ -12,7 +12,29 @@
     "init_trade_fi": "npx ts-node scripts/create_vault_with_trade_fi_strategy.ts",
     "underlying_mint": "npx ts-node scripts/create-underlying-mint.ts",
     "initialize": "npx ts-node scripts/initialize.ts",
-    "shutdown_vault": "npx ts-node scripts/shutdown_vault.ts"
+    "shutdown_vault": "npx ts-node scripts/shutdown_vault.ts",
+    "init_orca_strategy": "npx ts-node scripts/orca/0_init_orca_strategy.ts",
+    "init_token_account": "npx ts-node scripts/orca/1_init_token_account.ts",
+    "init_invest_tracker": "npx ts-node scripts/orca/2_init_invest_tracker.ts",
+    "direct_deposit": "npx ts-node scripts/orca/3_4_5_direct_deposit.ts",
+    "deposit_update": "npx ts-node scripts/orca/3_deposit_update.ts",
+    "updateDebt": "npx ts-node scripts/orca/4_updateDebt.ts",
+    "deploy_funds": "npx ts-node scripts/orca/5_deploy_funds.ts",
+    "update_invest_tracker": "npx ts-node scripts/orca/6_update_invest_tracker.ts",
+    "free_funds_with_vault_redeem": "npx ts-node scripts/orca/7_free_funds_with_vault_redeem.ts",
+    "free_funds_directly": "npx ts-node scripts/orca/8_free_funds_directly.ts",
+    "rebalance": "npx ts-node scripts/orca/9_rebalance.ts",
+    "report_profit": "npx ts-node scripts/orca/10_report_profit.ts",
+    "clean": "anchor clean && rm -rf target/*",
+    "build": "anchor build",
+    "sync": "anchor keys sync",
+    "deploy": "anchor deploy",
+    "deploy-for-orca": "anchor deploy --program-name tokenized_vault && anchor deploy --program-name access_control && anchor deploy --program-name strategy",
+    "full-test-orca": "npm run clean && rm -rf target/* && npm run build && npm run sync && npm run sync && npm run build && npm run deploy-for-orca && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_orca_strategy && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_token_account && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deposit_update && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run updateDebt && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deploy_funds && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run free_funds_with_vault_redeem && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run report_profit",
+    "full-test-orca-direct-deposit": "npm run clean && rm -rf target/* && npm run build && npm run sync && npm run sync && npm run build && npm run deploy-for-orca && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_orca_strategy && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_token_account && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run direct_deposit && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run free_funds_with_vault_redeem && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run report_profit",
+    "till-allocate-buy-assets": "npm run clean && rm -rf target/* && npm run build && npm run sync && npm run sync && npm run build && npm run deploy-for-orca && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_orca_strategy && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_token_account && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deposit_update && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run updateDebt && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deploy_funds",
+    "till-rebalance": "npm run clean && rm -rf target/* && npm run build && npm run sync && npm run sync && npm run build && npm run deploy-for-orca && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_orca_strategy && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_token_account && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deposit_update && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run updateDebt && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run deploy_funds && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run free_funds_directly && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run rebalance && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run report_profit",
+    "till-rebalance-direct-deposit": "npm run clean && rm -rf target/* && npm run build && npm run sync && npm run sync && npm run build && npm run deploy-for-orca && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_orca_strategy && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_token_account && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run init_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run direct_deposit && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run free_funds_directly && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run rebalance && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run update_invest_tracker && ANCHOR_PROVIDER_URL=\"https://api.devnet.solana.com\" ANCHOR_WALLET=~/.config/solana/id.json npm run report_profit"
   },
   "dependencies": {
     "@coral-xyz/anchor": "^0.30.1",

programs/strategy/Cargo.toml

@@ -22,4 +22,6 @@ idl-build = [
 [dependencies]
 anchor-lang = "0.30.1"
 anchor-spl = { version = "0.30.1", features = ["metadata"] }
-access_control = { path = "../access_control", features=["no-entrypoint", "cpi"] }
+access_control = { path = "../access_control", features=["no-entrypoint", "cpi"] }
+whirlpool-cpi = { git = "https://github.com/orca-so/whirlpool-cpi", branch = "anchor/0.30.1" }
+uint = "=0.9.5"

programs/strategy/src/constants.rs

@@ -2,7 +2,22 @@ pub const VAULT_SEED: &str = "vault";
 pub const SHARES_SEED: &str = "shares";
 pub const UNDERLYING_SEED: &str = "underlying";
 pub const CONFIG_SEED: &str = "config";
+pub const TOKEN_ACCOUNT_SEED: &str = "token_account";
+pub const INVEST_TRACKER_SEED: &str = "invest_tracker";
 
+pub const REMAINING_ACCOUNTS_MIN: usize = 9;
+pub const AMOUNT_SPECIFIED_IS_INPUT: bool = true;
+pub const MAX_SQRT_PRICE_X64: u128 = 79226673515401279992447579055;
+pub const MIN_SQRT_PRICE_X64: u128 = 4295048016;
 pub const FEE_BPS: u64 = 10_000;
-
 pub const DISCRIMINATOR_LEN: usize = 8;
+pub const NO_EXPLICIT_SQRT_PRICE_LIMIT: u128 = 0;
+pub const NUM_REWARDS: usize = 3;
+pub const MAX_ASSIGNED_WEIGHT: u16 = 10000; // 100% in bps
+
+// Asset value discount constant
+pub const ASSET_VALUE_DISCOUNT_BPS: u16 = 30; // 0.3% discount 30 bps
+
+// Orca strategy specific constants
+pub const ORCA_ACCOUNTS_PER_SWAP: usize = 12;
+pub const ORCA_INVEST_TRACKER_OFFSET: usize = 10;

programs/strategy/src/error.rs

@@ -25,4 +25,13 @@ pub enum ErrorCode {
 
     #[msg("Loss is too high")]
     LossTooHigh,
+
+    #[msg("Invalid strategy type")]
+    InvalidStrategyType,
+
+    #[msg("Invalid tracker setup")]
+    InvalidTrackerSetup,
+
+    #[msg("Math overflow")]
+    MathOverflow,
 }

programs/strategy/src/events.rs

@@ -31,4 +31,39 @@ pub struct StrategyWithdrawEvent {
 pub struct SetPerformanceFeeEvent {
     pub account_key: Pubkey,
     pub fee: u64,
+}
+
+#[event]
+pub struct AMMStrategyInitEvent {
+    pub account_key: Pubkey,
+    pub strategy_type: String,
+    pub vault: Pubkey,
+    pub underlying_mint: Pubkey,
+    pub underlying_token_acc: Pubkey,
+    pub undelying_decimals: u8,
+    pub deposit_limit: u64,
+}
+
+#[event]
+pub struct InvestTrackerUpdateEvent {
+    pub asset_mint: Pubkey,
+    pub asset_amount: u64,
+    pub asset_price: u128,
+    pub asset_value: u128,
+    pub timestamp: i64,
+}
+
+#[event]
+pub struct HarvestAndReportDTF {
+    pub total_assets: u128,
+    pub timestamp: i64,
+}
+
+#[event]
+pub struct InvestTrackerSwapEvent {
+    pub asset_mint: Pubkey,
+    pub invested_underlying_amount: u64,
+    pub asset_amount: u64,
+    pub asset_price: u128,
+    pub timestamp: i64,
 }

programs/strategy/src/instructions/deploy_funds.rs

@@ -1,8 +1,5 @@
 use anchor_lang::prelude::*;
-use anchor_spl::{
-    token::Token,
-    token_interface::TokenAccount,
-};
+use anchor_spl::token_interface::{Mint, TokenAccount, TokenInterface};
 
 use crate::utils::unchecked_strategy::UncheckedStrategy;
 use crate::error::ErrorCode;
@@ -17,10 +14,17 @@ pub struct DeployFunds<'info> {
     #[account(mut, seeds = [UNDERLYING_SEED.as_bytes(), strategy.key().as_ref()], bump)]
     pub underlying_token_account: InterfaceAccount<'info, TokenAccount>,
 
-    #[account(mut, constraint = signer.key() == strategy.manager() @ErrorCode::AccessDenied)]
+    #[account(mut, constraint = underlying_mint.key() == strategy.underlying_mint())]
+    pub underlying_mint: InterfaceAccount<'info, Mint>,
+
+    #[account(mut, constraint = 
+        signer.key() == strategy.manager() || 
+        signer.key() == strategy.vault() 
+        @ErrorCode::AccessDenied
+    )]
     pub signer: Signer<'info>,
 
-    pub token_program: Program<'info, Token>,
+    pub token_program: Interface<'info, TokenInterface>,
 }
 
 pub fn handle_deploy_funds<'info>(ctx: Context<'_, '_, '_, 'info, DeployFunds<'info>>, amount: u64) -> Result<()> {

programs/strategy/src/instructions/deposit.rs

@@ -1,13 +1,12 @@
 use anchor_lang::prelude::*;
-use anchor_spl::{
-    token::Token,
-    token_interface::TokenAccount,
-};
+use anchor_spl::token_interface::{Mint, TokenAccount, TokenInterface};
 
 use crate::error::ErrorCode;
 use crate::utils::token::transfer;
 use crate::utils::unchecked_strategy::UncheckedStrategy;
 use crate::constants::UNDERLYING_SEED;
+use crate::StrategyType;
+use crate::instructions::deploy_funds::DeployFunds;
 
 #[derive(Accounts)]
 pub struct Deposit<'info> {
@@ -21,14 +20,17 @@ pub struct Deposit<'info> {
     #[account(mut)]
     pub vault_token_account: InterfaceAccount<'info, TokenAccount>,
 
+    #[account(mut, constraint = underlying_mint.key() == strategy.underlying_mint())]
+    pub underlying_mint: InterfaceAccount<'info, Mint>,
+
     #[account(constraint = signer.key() == strategy.vault() @ErrorCode::AccessDenied)]
     pub signer: Signer<'info>,
 
-    pub token_program: Program<'info, Token>,
+    pub token_program: Interface<'info, TokenInterface>,
 }
 
 pub fn handle_deposit<'info>(
-    ctx: Context<Deposit<'info>>,
+    ctx: Context<'_, '_, '_, 'info, Deposit<'info>>,
     amount: u64,
 ) -> Result<()> {
     let mut strategy = ctx.accounts.strategy.from_unchecked()?;
@@ -39,14 +41,31 @@ pub fn handle_deposit<'info>(
         return Err(ErrorCode::MaxDepositReached.into());
     }
 
-    strategy.deposit(amount)?;
-    strategy.save_changes(&mut &mut ctx.accounts.strategy.try_borrow_mut_data()?[8..])?;
-
     transfer(
         ctx.accounts.token_program.to_account_info(),
         ctx.accounts.vault_token_account.to_account_info(), 
         ctx.accounts.underlying_token_account.to_account_info(), 
         ctx.accounts.signer.to_account_info(), 
+        &ctx.accounts.underlying_mint,
         amount
-    )
+    )?;
+
+    strategy.deposit(amount)?;
+
+    //if strategy type is orca, we need to call deploy_funds
+    if strategy.strategy_type() == StrategyType::Orca {
+        // Create DeployFunds accounts struct from existing Deposit accounts
+        let deploy_funds = DeployFunds {
+            strategy: ctx.accounts.strategy.clone(),
+            underlying_token_account: ctx.accounts.underlying_token_account.clone(),
+            underlying_mint: ctx.accounts.underlying_mint.clone(),
+            signer: ctx.accounts.signer.clone(),
+            token_program: ctx.accounts.token_program.clone(),
+        };
+        strategy.deploy_funds(&deploy_funds, &ctx.remaining_accounts, amount)?;
+    }
+
+    strategy.save_changes(&mut &mut ctx.accounts.strategy.try_borrow_mut_data()?[8..])?;
+
+    Ok(())
 }

programs/strategy/src/instructions/free_funds.rs

@@ -1,8 +1,5 @@
 use anchor_lang::prelude::*;
-use anchor_spl::{
-    token::Token,
-    token_interface::TokenAccount,
-};
+use anchor_spl::token_interface::{Mint, TokenAccount, TokenInterface};
 
 use crate::utils::unchecked_strategy::UncheckedStrategy;
 use crate::error::ErrorCode;
@@ -17,10 +14,13 @@ pub struct FreeFunds<'info> {
     #[account(mut, seeds = [UNDERLYING_SEED.as_bytes(), strategy.key().as_ref()], bump)]
     pub underlying_token_account: InterfaceAccount<'info, TokenAccount>,
 
+    #[account(mut, constraint = underlying_mint.key() == strategy.underlying_mint())]
+    pub underlying_mint: InterfaceAccount<'info, Mint>,
+
     #[account(mut, constraint = signer.key() == strategy.manager() @ErrorCode::AccessDenied)]
     pub signer: Signer<'info>,
 
-    pub token_program: Program<'info, Token>,
+    pub token_program: Interface<'info, TokenInterface>,
 }
 
 // difference between freed and actual is the loss or gain

programs/strategy/src/instructions/init_invest_tracker.rs

@@ -0,0 +1,103 @@
+use anchor_lang::prelude::*;
+use anchor_spl::{
+    token::{ Token },
+    token_interface::Mint,
+};
+use access_control::{
+    constants::USER_ROLE_SEED,
+    program::AccessControl,
+    state::{UserRole, Role}
+};
+
+use crate::constants::{INVEST_TRACKER_SEED, MAX_ASSIGNED_WEIGHT};
+use crate::state::invest_tracker::*;
+use crate::state::whirlpool::*;
+use crate::error::ErrorCode;
+use crate::ID;
+
+//This instruction initializes an invest tracker for the strategy
+#[derive(Accounts)]
+#[instruction()]
+pub struct InitInvestTracker<'info> {
+    #[account(
+        init, 
+        space = 8 + InvestTracker::INIT_SPACE,
+        seeds = [
+            INVEST_TRACKER_SEED.as_bytes(),
+            &asset_mint.key().to_bytes(),
+            strategy.key().as_ref(),
+        ], 
+        bump, 
+        payer = signer, 
+    )]
+    pub invest_tracker: Box<Account<'info, InvestTracker>>,
+    /// CHECK: This is a Whirlpool account owned by Orca's Whirlpool program. 
+    /// The account ownership and data are not yet verified in the instruction handler.
+    pub whirlpool: AccountInfo<'info>,
+
+    /// CHECK: can be any strategy
+    #[account(owner = ID)]
+    pub strategy: UncheckedAccount<'info>,
+
+    pub asset_mint: Box<InterfaceAccount<'info, Mint>>,
+    pub underlying_mint: Box<InterfaceAccount<'info, Mint>>,
+
+    #[account(
+        seeds = [
+            USER_ROLE_SEED.as_bytes(), 
+            signer.key().as_ref(),
+            Role::StrategiesManager.to_seed().as_ref()
+        ], 
+        bump,
+        seeds::program = access_control.key()
+    )]
+    pub roles: Account<'info, UserRole>,
+
+    #[account(mut, constraint = roles.check_role()?)]
+    pub signer: Signer<'info>,
+
+    pub token_program: Program<'info, Token>,
+    pub system_program: Program<'info, System>,
+    pub rent: Sysvar<'info, Rent>,
+    pub access_control: Program<'info, AccessControl>,
+}
+
+pub fn handle_init_invest_tracker(ctx: Context<InitInvestTracker>, a_to_b_for_purchase: bool, assigned_weight: u16) -> Result<()> {
+    msg!("Invest tracker initialized");
+    let invest_tracker = &mut ctx.accounts.invest_tracker;
+
+    // Deserialize the whirlpool account
+    let account_data = ctx.accounts.whirlpool.data.borrow();
+    let whirlpool = Whirlpool::try_from_slice(&account_data[8..])?;
+
+    let asset_mint = &ctx.accounts.asset_mint;
+    let underlying_mint = &ctx.accounts.underlying_mint;
+    if a_to_b_for_purchase {
+        require!(
+            whirlpool.token_mint_a == underlying_mint.key() &&
+            whirlpool.token_mint_b == asset_mint.key(),
+            ErrorCode::InvalidTrackerSetup
+        );
+    } else {
+        require!(
+            whirlpool.token_mint_a == asset_mint.key() &&
+            whirlpool.token_mint_b == underlying_mint.key(),
+            ErrorCode::InvalidTrackerSetup
+        );
+    }
+    invest_tracker.whirlpool_id =  ctx.accounts.whirlpool.key();
+    invest_tracker.asset_mint = asset_mint.key();
+    invest_tracker.amount_invested = 0;
+    invest_tracker.amount_withdrawn = 0;
+    invest_tracker.asset_amount = 0;
+    invest_tracker.asset_price = 0;
+    invest_tracker.sqrt_price = whirlpool.sqrt_price;
+    invest_tracker.asset_value = 0;
+    invest_tracker.asset_decimals = asset_mint.decimals;
+    invest_tracker.underlying_decimals = underlying_mint.decimals;
+    invest_tracker.a_to_b_for_purchase = a_to_b_for_purchase;
+    require!(assigned_weight <= MAX_ASSIGNED_WEIGHT, ErrorCode::InvalidTrackerSetup);
+    invest_tracker.assigned_weight = assigned_weight;
+    invest_tracker.current_weight = assigned_weight;
+    Ok(())
+}