defbd8c2b1
Add loan amount to WithdrawLoanLog. Add withdraw loan logging to toke… ( #599 )
...
* Add loan amount to WithdrawLoanLog. Add withdraw loan logging to token_force_close_borrows_with_token
* Address review comments.
2023-06-11 15:37:33 -07:00
7803f1dc9d
Fix warning when running tests
2023-06-01 08:16:11 +02:00
1cc77af7fa
Bump version to 0.17.0, changelog updates, idl update
2023-05-31 09:11:56 +02:00
56b010eb71
HealthRegion: Whitelist new perp_place_order_(pegged_)v2 ix ( #597 )
2023-05-26 16:48:19 +02:00
2ea8f73ad1
Fix typo in token_liq_with_token comment ( #594 )
2023-05-25 12:35:22 +02:00
9f9f3d257c
Docs: improve HealthCache comments ( #590 )
2023-05-19 14:42:14 +02:00
0b22e41acd
manage dependencies in workspace ( #588 )
...
* move important dependencies to workspace
* enable workspace inheritance
2023-05-17 20:48:14 +02:00
5fc7aa1092
Configurable perp settle token ( #550 )
...
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC.
There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.
For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.
The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
be5618aa2b
PerpTakerTradeLog: Add decremented base lots ( #584 )
2023-05-16 11:10:26 +02:00
c006948319
Enable self-trading protection ( #533 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
9166b761e9
log taker trade summary ( #579 )
...
* add new event for taker trade so arb bots can verify their execution cost without waiting for consume events
Co-authored-by: Nicholas <nicholasgclarke@gmail.com>
2023-05-13 17:54:27 +02:00
784ef88927
document unused ( #581 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 10:03:28 +02:00
5a05e9cb2e
Update anchor to v0.27.0, stop using submodule ( #582 )
2023-05-12 13:54:53 +02:00
9429d3991d
Bump program version to v0.16.0 and add deploy info
2023-05-11 13:46:43 +02:00
450f446032
Make clippy happy ( #580 )
2023-05-09 21:08:55 +02:00
2205fe7260
Changelog for program v0.15.0, version bump, idl update ( #577 )
2023-05-08 08:13:50 +02:00
d20ae0abcb
Perp: Exit matching loop when no more base lots can be filled ( #576 )
2023-05-08 06:40:38 +02:00
c0ea9970b6
Clarkeni/oracle confidence ( #568 )
...
* Add oracle confidence and oracle type to update funding logs.
* Return price and OracleState struct from oracle_price_and_state.
2023-05-05 23:44:14 -07:00
2f4976e81f
Improve error message for FixedAccountRetriever ( #566 )
...
When an invalid number of accounts is passed in, which is one of the
most common error messages new integrators will see.
2023-05-05 09:11:25 +02:00
abba3de4ce
Fix bug in flash loan for delegates where compute budget program was not allowed, also improved logging ( #572 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-04 14:46:09 +02:00
0da1b6728b
OpenBook place order: respect bank reduce_only flags ( #569 )
2023-05-04 08:02:28 +02:00
6f47ad92d6
token_register_trustless: Disable borrowing by default ( #567 )
...
Previously tokens listed this way could be borrowed. Now tokens start
with reduce-only set to the "no borrows" mode.
Also decrease the default soft borrow/deposit limits significantly, even
if they don't come into effect when there are no borrows and the deposit
weight is 0 anyway.
2023-05-04 07:59:39 +02:00
4504ed8ff9
Compile fix and idl update
2023-04-26 09:07:05 +02:00
4e4af83d98
Fix bugs for release ( #564 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 16:18:35 +02:00
7ec8fbffe5
Fix build without enable-gpl
2023-04-25 13:39:01 +02:00
2dce1398d3
Fix to seq num logging. Seq num was incremented between event and logging ( #556 )
2023-04-25 13:38:31 +02:00
5d77ba6834
Add PerpForceClosePositionLog and TokenForceCloseBorrowsWithTokenLog ( #555 )
2023-04-25 13:38:08 +02:00
507cb500e9
Fix settle limit accounting for positive pnl takeover ( #562 )
2023-04-25 13:37:34 +02:00
3741f78da5
insurance fund withdraw ix ( #561 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 09:20:44 +02:00
fe8d1a63bd
Fix building with "no-entrypoint" feature ( #558 )
...
Without this, anchor complains about a missing lifetime on a struct
relating to Benchmark.
2023-04-24 09:52:44 +02:00
898788909e
Fix account borrow issue in perp_liq_force_cancel_orders ( #557 )
2023-04-24 09:52:33 +02:00
10113443df
Minor test compile fix
2023-04-24 09:35:46 +02:00
497012042c
Force close for serum3 market ( #551 )
...
* force close for serum3 market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* always require admin
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:19:23 +02:00
6fba1692e9
Fix type
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:13:14 +02:00
6ac9f19287
Perp force close positions in a market ( #525 )
...
* force close tokens
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reset
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* force close perp market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add back staleness slot check
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 17:42:01 +02:00
55bfcc3a76
fix bug where flash loans couldnt be executed by delegates ( #552 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 16:17:26 +02:00
fa5b39adad
bump version for next release
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-14 16:59:02 +02:00
0e831db687
IxGate: Fix check for re-enabling instructions ( #540 )
...
The bug allowed the security admin to enable instructions. This was
supposed to require the group admin.
2023-04-14 16:12:17 +02:00
98a79505e1
FlashLoan: Don't deduce vault_len, add more checks ( #542 )
...
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.
However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
token accounts for foreign mints in Begin when the loan amount is zero,
and it's clearer to see that the bookkeeping in End won't break if the
user reinited the account for a different mint.
- Also add a few other extra comments and checks.
The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
13279536aa
Drop leftover conflict markers
2023-04-14 08:26:05 +02:00
37ae7549fb
Clarkeni/perp trade logging ( #535 )
...
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.
* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
2023-04-13 10:50:39 -07:00
c813940054
Fix method calls
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 19:34:45 +02:00
b07857c696
force close tokens program part ( #518 )
...
* force close tokens
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reset
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 12:44:12 +02:00
2dca3003df
Don't incentivise using asset tokens with high liquidation fee during liquidation ( #536 )
...
* Don't incentivise using non-usdc coins to liquidate tokens
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* review: add back test comment
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-04-13 12:43:31 +02:00
61a4f62ea4
Bump program version to v0.13.0 and update idl
2023-04-13 09:53:15 +02:00
74f7282d4e
Bump program version to v0.12.0 and update idl
2023-04-13 09:46:58 +02:00
da2a7f4e0c
Net borrow limit: Separate out tracking and checking ( #534 )
...
That way it's easier to be specific about where the limit should be
checked.
2023-04-13 08:56:33 +02:00
0ba41e3471
Emit perp fees settled on update_funding. Required to have a full picture of total perp market fees. ( #530 )
2023-04-06 22:09:50 -07:00
535b0b2d0c
Changelog for program-v0.11.0, bump version, update idl
2023-03-31 18:47:34 +02:00
762608ecce
Limit funding and interest accrual during downtimes ( #529 )
...
Previously, if the funding or interest updating instruction wasn't
called for a long time (like for a solana downtime or the security
council halting the program), the next update would apply funding or
interest for the whole time interval since the last update.
This could lead to a bad downtime situation becoming worse. Instead,
limit the maximum funding and interest time interval to one hour.
2023-03-31 12:48:34 +02:00
7080c9bf3c
sync rate params to latest proposal ( #523 )
...
* sync rate params to latest proposal
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-31 12:45:26 +02:00
cd39a9f432
Fix test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-31 12:45:05 +02:00
8559d3ef07
Perp funding: Fix logging in update funding + deactivate pos ( #528 )
2023-03-31 10:58:04 +02:00
312a60fe4f
Net borrow limits: Use correct price for check ( #527 )
2023-03-30 17:25:29 +02:00
2957796de8
in perp settle fees, dont error, rather return early, this enables blindly concatenating perp settle fees to perp settle pnl ( #526 )
...
* in perp settle fees, dont error, rather return early
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 17:00:41 +02:00
258d95d035
Fix bug: only account for borrows we are offsetting ( #513 )
...
* Fix bug: only account for borrows we are offsetting
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Bank: Unittest for net borrow limits
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-03-22 09:58:31 +01:00
7c02075c80
Bump program version to v0.10.0
2023-03-21 12:51:21 +01:00
b22a1e7f57
HealthRegion: Whitelist allowed instruction types ( #508 )
...
This fixes a security issue where bankruptcy related instructions could
be called inside a health region. Now health regions are limited to
compute optimization like when placing multiple orders in one
transaction.
This limitation also makes it impossible to abuse health regions for
flash loans. Use the FlashLoan instructions for that purpose.
2023-03-20 14:02:35 +01:00
658a220095
Allow token/market names to fill storage bytes completely
...
Previously the last byte was always zero.
2023-03-20 14:02:03 +01:00
99360e69a3
TokenRegister: Sanity checks on token_index
2023-03-20 14:02:03 +01:00
d1e3da2b75
IxGateSet: Log AccountBuybackFeesWithMngo state
2023-03-20 14:02:03 +01:00
b7dd8e0663
Fee buyback: Respect USDC oracle ( #504 )
2023-03-20 11:18:11 +01:00
b6bfb01879
token_liq_bankruptcy: Use oracle for valuing insurance fund tokens ( #503 )
...
Previously a token from the insurance fund was valued at 1 USD. Now it
uses the oracle associated with it (USDC oracle).
2023-03-16 11:23:45 +01:00
0349ace3b6
Downgrade the `fixed` crate to v1.11.0 ( #500 )
2023-03-12 08:50:42 +01:00
c7dd6cd9e3
Bump program version to v0.9.0
2023-03-12 08:19:05 +01:00
6ee3cb1e19
Perp: More comments on fields and funding computation ( #497 )
2023-03-07 20:53:07 +01:00
5cd9279a21
add todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 10:05:02 +01:00
97895dfb1e
buyback fees with mngo logging ( #489 )
...
* buyback fees with mngo logging
* add logging of usdc balances for account_buyback_fees_with_mngo
2023-03-06 14:42:10 +01:00
252210d194
Serum settle funds V2: fees can go to users ( #484 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 14:04:45 +01:00
1950d8c84a
support name edit for token and program ( #488 )
...
* support name edit for token and program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* undo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 10:05:12 +01:00
f29fffd331
Perp: User-selected reduce-only behaves more intuitively ( #483 )
...
The previous strict behavior of taking existing open orders into account
is only used when the perp market itself is also flagged as reduce-only.
2023-03-03 09:53:27 +01:00
255c6fb138
Fee buyback: Limit MNGO price by stable price ( #485 )
...
This makes it much harder to temporarily manipulate the MNGO price to
get a more favorable buyback deal.
2023-03-01 09:58:47 +01:00
46c79af430
Security admin: Allow disabling token/perp init collateral ( #482 )
...
This allows the security council to say "users can't create new borrows
against this token/perp anymore". In some emergency situations this can
help reduce risk exposure.
For example, if the price of a wrapped asset permanently depegs from
its underlying or there is a successful long-term attack on an oracle,
this (and reduce-only) would significantly reduce exploitability until
the DAO's decision for how to resolve the issue goes through.
2023-02-28 11:49:07 +01:00
df4a7b0474
Fees buyback: Credit users for ui part of serum fees ( #481 )
...
At least for markets with USDC quote currency.
2023-02-28 09:48:15 +01:00
9a13c1366a
Fee buyback: Credit only perp fees that go to the dao ( #479 )
2023-02-27 19:51:09 +01:00
16599dd506
admins can also register trustless tokens ( #477 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-27 16:37:57 +01:00
e4d46c3c5b
Buyback fees: Add staggered expiry ( #478 )
2023-02-27 16:36:27 +01:00
d88d44b34a
buyback perp fees with mngo at a discount ( #464 )
...
buyback perp fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
5c7a2e3e10
Use the overflow-checks=true equivalent with the fixed crate ( #476 )
...
* Vendor `fixed` crate to have checked math in release mode
* remove all cm!()
* drop superfluous parens
* drop use of checked_math crate
* manual removal of redundant checked_* functions
2023-02-24 11:56:33 +01:00
cfcda705e6
Bump program version to v0.8.0
2023-02-22 14:49:18 +01:00
f75e3ee656
Serum: Track referrer rebates as Mango platform fees ( #469 )
...
And start sharing code between serum3 settle and force cancel
2023-02-22 12:04:21 +01:00
ae2f74a928
security admin can move openbook market to reduce only ( #472 )
...
* security admin can move openbook market to reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-22 09:24:38 +01:00
5c7f23adb1
Perp place order: more logging for reduce only ( #468 )
2023-02-21 13:14:40 +01:00
8f9700ed2d
Settle pnl: Always grant the fractional fee on low health
2023-02-15 15:11:58 +01:00
a3a6d9d636
Settle pnl: Move fee-computation to PerpMarket
...
So it can be used in client code to decide what accounts to settle.
2023-02-15 15:11:58 +01:00
8916c28b99
License: Mark instructions GPLv3 and everything else MIT ( #454 )
...
To do that, split up the Accounts objects and the instruction
implementations.
GPL code is only used when the "enable-gpl" feature is enabled. That
means compiling the program or running tests need explicit feature
activation now.
2023-02-15 08:42:07 +01:00
30a84ce6c0
Bump to program version to v0.7.0
2023-02-14 16:09:53 +01:00
f6abd9579d
Perp cancel all: Don't error when orders are filled/expired ( #453 )
2023-02-14 10:44:51 +01:00
02d980f4e4
restrict what a security admin can do ( #452 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-13 20:02:47 +01:00
1f66bef88f
Change liquidation end target to a new, third health type ( #447 )
...
Due to the safety features in v4, the init health can differ from maint
health a lot more than it used to in v3. This is because of stable-price
adjusted oracle prices used in init health, and the weight scaling based
on total deposits and borrows used in init health.
The effect is that once an account becomes liquidatable, it could be
liquidated a lot until it reaches init>=0.
The original idea of liquidating until init>=0 was just to provide some
buffer, such that liquidated accounts wouldn't immediately become
liquidatable again.
This patch decouples the buffer idea explicit from init health by
creating a new LiquidationEnd health type. Liquidation proceeds until
the LiquidationEnd health becomes positive.
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-02-10 09:00:36 +01:00
74a6c72f45
fix log amount in token deposit ( #446 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-09 13:31:41 +01:00
2cb4da8b58
Liquidation: Fix amounts when stable price != oracle price ( #440 )
...
Previously liquidation would overestimate the amount required, because
it used the oracle price for computing the health gain from
liquidation.
Now it uses the correct (stable price adjusted) price for figuring out
the amount of liquidation required, while still executing at
fee-adjusted oracle price.
2023-02-08 09:05:17 +01:00
4e3a7f22b9
remove perp zero out, was only added to cleanup testing perp market, can be re-added if needed ( #430 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-06 11:59:12 +01:00
257aeb298c
Enable release-mode overflow checks ( #438 )
...
The checked_math macro is still needed for I80F48 though
2023-02-06 08:33:08 +01:00
4c9490f004
update serum to most recent openbook version ( #437 )
2023-02-05 10:26:04 +09:00
38d408126e
client: Increase binary search iter limit
2023-02-03 17:23:25 +01:00
40696f40a1
Bump program version to 0.6.0
2023-02-02 10:54:54 +01:00
4c93a2740a
Add market index to Serum3OpenOrdersBalanceLog ( #429 )
2023-02-02 10:01:19 +01:00
5328003183
Perp: Reorganize fill events, add client order id to LeafNodes ( #426 )
...
- don't store internal order ids: unneeded
- provide the maker client order id for user correlation
- store fees as f32 to waste fewer bytes
- new FillLogV2
2023-02-02 09:15:06 +01:00
a91a9ae998
Perp: Fix liq instructions ( #424 )
...
- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
bac15698e6
Add explicit self-liquidation checks ( #427 )
...
Just for safety, the other conditions and borrowing pattern would
already make it impossible.
2023-02-01 16:15:58 +01:00
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
...
Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
d3cbb9e2ec
Create a single rust test binary ( #425 )
...
Speeds up the linking step, needs way less disk space for test binaries
and executes tests significantly faster.
Test execution went from 35s -> 29s for me and compilation improved a
lot.
2023-01-30 21:09:47 +01:00
0012907ee3
Mc/ix toggler ( #419 )
...
* add gating to individual ixs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-26 20:27:39 +01:00
f30ebf4ff8
logging + prevention of setting admin to default pk ( #423 )
...
* logging + prevention of setting admin to default pk
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 15:33:19 +01:00
0192728efc
return order id from a perp place order ix ( #417 )
...
* return order id from a perp place order ix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:03:35 +01:00
dae02885c2
log old and new in edit ixs ( #418 )
...
* log old and new in edit ixs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:02:27 +01:00
1224fa4297
Bump program version to v0.5.0
2023-01-24 10:24:50 +01:00
4fd8139854
Token deposit: put expensive computation behind gates ( #421 )
2023-01-24 10:05:37 +01:00
eb079e1f4c
PerpEditMarket: Fix permission for oracle change ( #420 )
2023-01-24 10:03:10 +01:00
80f4bd8048
security admin can bring markets to reduce only ( #394 )
...
* security admin can bring markets to reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review; security admin can only turn on reduce only, security admin can only reduce init asset weight
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* --wip-- [skip ci]
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 15:02:48 +01:00
64dda20cb5
group level token deposit limit ( #415 )
...
* group level token deposit limit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 14:58:03 +01:00
f0c797a2e4
zero out perp position and orders for a broken market ( #413 )
...
* zero out perp position and orders for a broken market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:50:20 +01:00
b3aabfadfc
Perp: Clarify has_open_orders use during liquidation ( #412 )
2023-01-23 10:45:45 +01:00
8b4a4c82fb
Perp: move Book::new_order() code around
2023-01-20 14:42:35 +01:00
be37f33946
Perp: Add PerpOpenOrder::is_active_for_market()
2023-01-20 14:42:35 +01:00
30ebf173ee
Perp: documentation in bookside_iterator.rs
2023-01-20 14:42:35 +01:00
d65e0794f4
Perp: Documentation in nodes.rs
2023-01-20 14:42:35 +01:00
549d9a8108
Perp: Remove EventQueue::empty() - is_empty() exists as well
2023-01-20 14:42:35 +01:00
1b4140c078
Perp: Don't allow orders with effective price_lots<1
2023-01-20 14:42:35 +01:00
e7b51d1dbf
Perp: Simplify consume events ( #406 )
2023-01-19 13:41:36 +01:00
a28fd49099
Delete perp_liq_bankruptcy again
...
Snuck back in in unrelated PR, but was unused
2023-01-19 12:59:24 +01:00
44f599ca62
dont process orders which have 0 lots; dont return early, we still want to apply ioc penalty ( #404 )
...
* skip iteration if the incoming order has no lots to process
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-19 11:29:00 +01:00
1a3d0da34a
Perp market edit: Separate out stable price resetting, like for tokens
2023-01-19 09:33:27 +01:00
2db617cea5
Perp ix: Mention and reference important constraints
2023-01-19 09:33:27 +01:00
f16f1a6c92
Perp market field documentation pass
2023-01-19 09:31:59 +01:00
0a86257309
Perp: Move best_price/impact_price from Orderbook to BookSide
2023-01-19 09:31:59 +01:00
886a6696da
Perp audit: ix constraint fixes ( #399 )
2023-01-19 09:31:03 +01:00
ff90c85874
Liquidator: reduce perp base pos if possible ( #398 )
...
- send reduce-only ioc order if possible
- settle pnl if needed
- deactivate position
2023-01-18 10:50:23 +01:00
71b13efc95
Bump program version to v0.4.0
2023-01-17 15:01:04 +01:00
be15f54225
agg pub slot was recent even if price was not updated, switch to last slot which seems more relevant ( #393 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:48:06 +01:00
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
...
This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
...
This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.
This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
15b9b911d1
Bump program version to 0.3.0
2023-01-13 11:38:56 +01:00
c238ed4f28
Bump version to v0.2.0
2023-01-13 11:25:08 +01:00
bda8cb9387
v0.1.2 version bump and changelog ( #383 )
2023-01-13 10:36:47 +01:00
42657dcf80
Drop unused HealthCache function, rename ClampedToNum ( #382 )
2023-01-13 10:21:01 +01:00
3ed416a97f
Fix type ( #381 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:20:39 +01:00
5227daa0b8
Allow serum/perp order force cancelling on frozen accounts ( #374 )
2023-01-13 08:13:15 +01:00
a7a5c740c9
Fix typo ( #375 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 20:39:46 +01:00
b4b7085e67
fix clippy ( #373 )
...
* fix clippy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add clippy whitelist trait
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 14:26:55 +01:00
7c69197505
mango account freeze ( #372 )
...
* mango account freeze
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 13:08:10 +01:00
5ef04d6d08
group halt ( #370 )
...
* group halt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 09:12:55 +01:00
93d33edb74
Perp: liq with token instruction ( #368 )
...
The new instruction allows the liqor to take over negative pnl (limited
by liqee settle health and settle limits) before applying the bankruptcy
logic.
2023-01-12 09:07:13 +01:00
c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
292cc9a450
bonk ( #363 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 20:08:45 +01:00
15784ecd2b
add security policy and on-chain metadata ( #361 )
...
* add security-txt macro
* minor fmt fix
2023-01-04 18:13:29 +00:00
86c9331647
reduce only order type and mode for tokens and perp markets ( #353 )
...
* reduce only order type and mode for tokens and perp markets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 09:24:40 +01:00
b304ce09ec
Perp: Make settle limit robust against settle window size changes
2023-01-03 14:52:04 +01:00
7a8f31c611
Perp: settlement applies no loan origination fee
...
It's likely for perp pnl to oscillate and be settled in positive and
negative direction repeatedly. If the user's USDC balance is <= 0, every
settlement of negative pnl will increase borrows and cause loan
origination fees.
Over time the fees accumulated this way could be significant. Skipping
loan origination fees for borrows created from perp settlement avoids
that.
2022-12-30 12:54:03 +01:00
31bd72e84a
Drop AccountLoaderDynamic
...
This gives us better compatibility with released anchor versions.
Instead of using AccountLoaderDynamic<MangoAccount>, we now use
a standard AccountLoader<MangoAccountFixed>. This will generally work
(except for load_init(), which is dangerous).
A new trait, MangoAccountLoader, provides load_full(), load_full_mut()
etc on the AccountLoader<MangoAccountFixed> to create accessor structs
that can read and write to the dynamic part of the mango account data.
2022-12-29 17:40:08 +01:00
770b5a8056
pop perp events without processing, when mango account is closed ( #351 )
...
* pop perp events without processing, when mango account is closed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-21 10:21:10 +01:00
6439791233
Token deposit: limit while being_liquidated
...
While the flag is true, deposits that don't bring the account health
over the init threshold are forbidden. This makes it impossible for
users to drag out liquidation by continuously depositing tiny amounts.
2022-12-20 14:12:46 +01:00
55e8fc390f
Liquidation: Ignore dust balances and perp pnl
...
Liquidation and perp pnl settlement may not bring spot amounts to
exactly zero. Having a small spot amount < 1 native token can otherwise
make the liquidation get stuck and not move one to the next phase.
2022-12-19 12:49:09 +01:00
071dc34ccc
Client: Rework max_swap function ( #340 )
...
* Client: Rework max_swap function
Determining the amounts at which the health function changes slope
becomes too difficult when serum3 open orders come in.
Instead, generally find the function's maximum and then work with that.
* max_swap: Add test for swapping into a trustless token
* ts port
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:33:37 +01:00
5a38506f04
Liquidator, liqtest and rust client fixes ( #336 )
...
Liquidator, liqtest and rust client fixes
- Make rust MangoClient fully async
- Update and improve liquidation test setup scripts
- Update liquidator to use versioned transactions
- Update liquidator to use mango and jupiter account lookup tables
- Use jupiter v4 api to get versioned transactions
Perp liquidation is still not fully good. See discussion aboult perp_liq_pnl_with_token.
2022-12-16 13:10:46 +01:00
1c36b1b493
Fix rust test compilation
2022-12-16 13:07:19 +01:00
df4a48a558
dont do checks force close flag is used explicitly ( #341 )
...
* dont do checks force close flag is used explicitly
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 21:10:56 +01:00
4169ccb960
enforce min vault to deposits ratio in flash loan and serum3 place order, in addition to token_withdraw ( #338 )
...
* refactor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Enforce min vault to deposits ratio in flash loan and serum3 place order
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* refactor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* refactor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 18:27:22 +01:00
51cded4965
Mc/health max swap with serum effects ( #333 )
...
* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* health max swap with serum effects
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max swap: Fix with serum reserved amounts
* port rust code to ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* port tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix method call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-12-14 09:21:45 +01:00
0ed7175341
Upgrade to solana ~1.14.9
...
- Update anchor submodule
- Fork and submodule switchboard-v2 package to update dep
2022-12-13 17:00:57 +01:00
e0f50bf0d4
pnl limit: Clean up by adding functions, using it in get-settleable ( #329 )
2022-12-10 17:56:56 +01:00
e2295b2daa
Add instantaneous interest rates to update index log ( #314 )
2022-12-09 10:14:06 +01:00
ec41fe4413
Don't compile the margin-trade fixture all the time
2022-12-08 20:48:44 +01:00
57e4510b08
Remove mango-macro
2022-12-08 20:48:44 +01:00
a29a736ba2
Move src/state/health/ -> src/health/
2022-12-08 20:48:44 +01:00
450007d34b
Perp: Drop client order id from LeafNodes ( #323 )
...
This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
b66dc7ae80
IDL: Fix missing OrderTreeRoot
2022-12-08 11:22:37 +01:00
fa815f1c75
switch to new vanity address
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
7d9c3616af
ts client changes ( #320 )
...
* cleanup + small sync with program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update lock file
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:16:06 +01:00
947d9b2b60
Split into perp bids and perp asks ( #322 )
...
Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
c44dc045cf
Perp: Merge ordertrees for fixed and oracle_pegged ( #321 )
...
By sharing the nodes list we're much less likely to grossly
over-allocate space.
2022-12-07 20:54:18 +01:00
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
375b2b3fb3
Use bytemuck::Pod derives to check for accidental padding ( #317 )
2022-12-06 09:25:43 +01:00
e0c403dcb9
Client: consider borrow limits in max-swap ( #316 )
2022-12-06 09:25:24 +01:00
a5a015e19f
LeafNode: tif field u8 -> u16
...
Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
cbaa0098d6
LeafNode: tag field is u8 instead of u32
2022-12-05 15:28:13 +01:00
25312bc398
struct layout reorg + reserved pass ( #315 )
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* reorder structs + review reserved space + split const assets into individual fields for correct checking
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-05 15:23:20 +01:00
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
9bfa574ee6
Doc: note about final health slope in max_swap_source
2022-12-02 14:08:13 +01:00
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
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* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
cf34a5b4b7
Health: Add soft deposit and borrow limits
2022-12-02 08:20:22 +01:00
512eef96ea
Perp pegged orders: Add stub max oracle staleness arg
2022-12-02 08:19:51 +01:00
9757f7a509
Fix perp liq computation; doc liq fee in token liq
2022-12-02 08:19:29 +01:00
524fe110e3
Health client: Fix max perp trade ( #309 )
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Previously we didn't take the health cap for untrusted perp markets into
account correctly.
2022-12-01 11:26:01 +01:00
7bbf045823
Separate health code into multiple files
2022-11-30 13:21:32 +01:00
d64d9285f4
limit settleable pnl ( #295 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
f6d189ce29
Test fixes
2022-11-28 11:31:51 +01:00
1732a5aff4
net borrow limits ( #301 )
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* net borrow limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
502f0767a8
Adjust avg entry price / break even price computation ( #304 )
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- Don't return result as I80F48, f64 is more honest
- Allow access to avg entry price per base lot without division
- Reset break even price when position changes sign
- Fix occasionally-failing fast division test
- Fix sign of break even price -- it can now be negative if the
position has broken even.
2022-11-25 09:59:52 +01:00
f236a0521a
Fast I80F48 division with reduced precision ( #300 )
2022-11-24 11:59:00 +01:00
c276353289
Implement a stable_price on banks and perp markets ( #303 )
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It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.
The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
65362cb4de
AccountRetriever review fixes
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Done-with: conj0iner
2022-11-21 20:34:23 +01:00
d3661bac7b
mc/oracle peg ts client ( #290 )
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* oracle peg client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
6ea7eddcb3
Compute health based on two prices ( #298 )
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Now the oracle price and a "safe" price go into the health computation and
init health uses the min of both for assets and the max for liabs.
This has far-reaching consequences for how serum and perp health need to
be computed because many intermediate values depend on the prices, which
now differ for init and maint health computations.
The biggest change is that the serum3 reservation totals need to be done
for each health call from scratch.
This PR increases the health CU host per serum3 market and perp market
significantly, check the test_health_compute tests.
2022-11-21 15:01:10 +01:00
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
39ed94aa87
client additions + extra tests + safety ( #281 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-18 08:58:56 +01:00
3ccfa3241f
Perp: Remove misleading LeafNode::price()
2022-11-16 15:53:07 +01:00
5d780a86dc
Upgrade to Solana 1.10.35 ( #291 )
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* 1.10.35 upgrade & compatibility
* Patch Anchor
* Fix test compile
* Serum program update
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-16 10:50:40 +00:00
1026b2bb85
benchmark improvements
2022-11-16 11:14:46 +01:00
2ee152f7ea
Oracle staleness: Check when accessing oracle price
2022-11-12 12:12:45 +01:00
58f7ff2e0e
Add staleness param to OracleConfig
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Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
f5e47c47bd
Clarification of price_data for pegged orders
2022-11-11 08:18:53 +01:00
b6361bad37
PerpUpdateFunding: update automatically on PerpPlaceOrder ( #287 )
2022-11-10 14:41:20 +01:00
efec1eb906
Test fixes
2022-11-09 10:51:03 +01:00
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
e47e17d79f
reduce only flag for perp place order ( #286 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +01:00
e8ba511c45
mc/flash loan for delegate ( #271 )
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* flash loan for delegates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix rust client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +01:00
5731ce8faa
Perp oracle peg feature ( #264 )
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This introduces the ability to use oracle peg orders on perp markets.
This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
96344d7de1
Clarkeni/perp logging ( #265 )
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* Perp instruction logging
* Onchain funding calculation
* perp_spot_transfers field on perp positions
* Logging on register token, perp market
* Additional fields on update token index logging
* maker and taker volume fields on perp position
2022-10-07 12:12:55 -07:00
f2cc869795
Perps: Prepare for settlement token != oracle token
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Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
5b549fb59f
program: fix bug where expansion would not move positions whose size remained same ( #262 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-03 13:06:04 +02:00
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* program: fix error size
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
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This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
01a958cd22
Clarkeni/onchain interest ( #244 )
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* Onchain interest calculation
* Fix to TokenBalanceLog for token_liq_bankruptcy (was previously using liqee liab position for liqor liab position).
* Log cumulative interest when token position is deactivated.
2022-09-28 23:04:33 -07:00
984695e8d0
liquidator: Call liq_perp_bankruptcy
2022-09-29 07:36:00 +02:00
12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
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Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
77abfd0529
Perp liq: Fix base position liquidation amount computation
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It was wrong for quote weights != 1.
2022-09-29 07:34:52 +02:00
11daf4d0eb
client: fetch top settle pnl counterparties
2022-09-28 10:48:41 +02:00
a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
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Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
1320451e1a
Add serum open orders balance logging. Remove price from token and perp balances. ( #236 )
2022-09-23 10:42:43 -07:00
f6c9a93ac5
Health: Avoid overflow panic in health ratio for tiny liabs
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Spotted by microwavedcola
2022-09-23 12:04:14 +02:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: comemnt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
55f77ad6c6
Added IOC penalty
2022-09-23 00:55:12 +08:00
ae42356b22
program: remove todos for ix which have now been implemented or not relevant ( #240 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-22 17:43:01 +02:00
0040a1477e
Client: Compute max perp trade amount ( #231 )
2022-09-21 11:45:05 +02:00
a41a245e24
PerpLiqBankruptcy instruction
2022-09-21 09:46:54 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
ddb68b7991
Test build fix
2022-09-20 16:59:55 +02:00
6399e6cb6c
Fix PerpMarket data layout breakage
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The new fees_settled must be added at the end and the reserved amount
needs to be reduced.
2022-09-20 16:58:07 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
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* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
11160ae2fe
Health: Pass price to max_swap_source_for_health_ratio
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Because it's not correct to think we'll always swap at oracle price.
That was an ok assumption for liquidations, where we'll swap at slightly
better than that, but not for jup.
2022-09-20 10:41:33 +02:00
a6d25071cd
Test: Fix test_alt compile
2022-09-15 19:06:46 +02:00
20eb61527b
Compile fixups after merge
2022-09-15 09:40:14 +02:00
1b3a2b07db
Update idl
2022-09-15 09:24:35 +02:00
14ca1dac35
Add alt_set / alt_extend instructions
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alt_extend will only work in the future, when alt_set can receive lookup
tables where the authority is set to be the mango group pda.
2022-09-15 09:20:08 +02:00
50be520e99
Rename: LiqToken* -> TokenLiq*
2022-09-14 16:22:42 +02:00
f3bdfec6a6
Perp settle pnl: Limit to maint spot health ( #225 )
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Perp settle pnl: Limit to maint spot health
We want to isolate perp markets. As such, it's not acceptable to convert
arbitrary perp losses into spot token borrows.
The safe amount for this conversion is given by the account's
maint health -- with all perp markets ignored.
2022-09-14 13:26:29 +02:00
5572242e6d
Tests: PerpLiqBaseToken tests
2022-09-10 07:45:27 +02:00
45025a1145
Perp tests: Helper for market creation
2022-09-10 07:45:27 +02:00
bb962c6781
Perp tests: Don't pass derivable accounts explicitly
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This makes it impossible to test passing bad accounts for these through
this interface, but I think that's an ok tradeoff.
2022-09-10 07:45:25 +02:00
2dfada7377
Tests: initial perp force-cancel test
2022-09-10 07:42:58 +02:00
810998a2af
Add PerpLiqForceCancelOrders instruction
2022-09-10 07:42:58 +02:00
845a32a7c2
Add PerpLiqBasePosition instruction
2022-09-10 07:42:58 +02:00
a6ddf232cb
Fixed tests
2022-09-09 18:50:11 +08:00
3b3286a5b3
Changed max_settle_amount to u64
2022-09-09 18:29:02 +08:00
Nicholas Clarke
Britt Cyr
Christian Kamm
Maximilian Schneider
microwavedcola1
microwavedcola1
silas
conj0iner
riordanp
Conj0iner