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 )
...
* 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 )
...
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 )
...
* 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 )
...
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 )
...
* 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 )
...
- 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 )
...
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
...
Done-with: conj0iner
2022-11-21 20:34:23 +01:00
d3661bac7b
mc/oracle peg ts client ( #290 )
...
* 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 )
...
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 )"
...
This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
39ed94aa87
client additions + extra tests + safety ( #281 )
...
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 )
...
* 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
...
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 )
...
* 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 )
...
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 )
...
* 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 )
...
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 )
...
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 )
...
* 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
...
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 )
...
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
...
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 )
...
* 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 )
...
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 )
...
* 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
...
Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
77abfd0529
Perp liq: Fix base position liquidation amount computation
...
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
...
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
...
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 )
...
* 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 )
...
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 )
...
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
...
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 )
...
* 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
...
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
...
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 )
...
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
...
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
1f26a54399
Perps: introduce explicit position close ( #216 )
...
* Perps: fix position lifetime; explicit closing
When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.
* Tests: Factor out common floating-point comparisons
* Rename PerpClosePosition -> PerpDeactivatePosition
2022-09-09 10:50:09 +02:00
6c32077d1a
Perps: Let all base lot changes go through a function
...
Direct access to base_position_lots and quote_position_native is not
allowed anymore.
Fixes an issue where quote_lots were used instead of quote_native, and
also takes fees into account for the entry price.
2022-09-08 13:12:50 +02:00
e56ed3776c
Perp: Api cleanups
...
- Clarification of close_order vs close_all_orders
- Remove of get_ prefixes
- Remove find_min/find_max/find_min_max, duplicated with
min_leaf/max_leaf
2022-09-08 13:11:45 +02:00
1d7d5e9a6d
Test: simplify by adding a TestKeypair that's Clone+Copy
...
This means a lot less annoyance because of &'a Keypair or Arc<Keypair>
2022-09-07 14:23:52 +02:00
4795286dbd
Perps: Account for unsettled funding in health
2022-09-07 11:37:20 +02:00
c714fb213d
Tests: Auto-advance the slot after sending a transaction
...
This fixes a recurring error where it would look as if a transaction you
send would not be processed at all.
2022-09-07 11:34:47 +02:00
3128115dca
PerpMarket: Add helper for getting oracle price
2022-09-06 14:26:06 +02:00
79a7bdc299
Checked math: support cm!(a += b)
2022-09-06 08:55:27 +02:00
3c51449040
Tests: Remove unused imports
2022-09-05 18:40:42 +02:00
c34ee54233
Added perp_settle_fees instruction
2022-09-05 22:18:40 +08:00
3fbc3ca32d
TokenEdit: remove bank_num arg
2022-09-02 13:55:00 +02:00
97eed4081d
Added perp_settle_pnl instruction
2022-09-02 00:07:57 +08:00
511db72f8e
Health token adjustment: Deal with odd I80F48 behavior
...
The identity
a * b = -((-a) * b)
does not hold for I80F48, probably it's rounding to -inf.
This meant that withdrawing the full native token balance could
fail because the magnitude of -position * price was bigger than
position * price.
2022-09-01 14:38:48 +02:00
868c55fef1
Serum index reservation: use a real account
...
Makes it easier and more future-proof
2022-09-01 12:28:37 +02:00
c31f11013f
Serum deregister: Close index reservation account
...
Only safe because this is a testing-only instruction
2022-09-01 12:15:00 +02:00
1f0cd62846
Don't panic if accounts are shorter than 8 bytes
2022-09-01 12:00:09 +02:00
5e0001afb8
Serum: Index reservation account has 8 bytes
...
otherwise all code needs to be able to deal with mango accounts that are
smaller than 8 bytes in size.
2022-09-01 11:49:33 +02:00
b30b2f8870
program: serum3 should work when group has version 1, perps and multiple banks should be moved to version 2 or beyond ( #205 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:38 +02:00
d0fef4a586
Test: simplify allow(dead_code) to be per-file
2022-08-30 15:32:59 +02:00
8a2d54cce8
Fix some clippy warnings
2022-08-30 13:59:34 +02:00
801b68b93c
MangoAccount: add unittests
2022-08-30 13:11:47 +02:00
77b8e6e8b9
SerumPlaceOrder: Fix vault balance check for base_lot_size
...
As spotted by microwavedcola
2022-08-30 12:05:07 +02:00
1f0138d1de
SerumCloseOO: Reduce in_use_count of token positions
2022-08-30 12:05:07 +02:00
8e30870689
SerumLiqForceClose: Proper health/liq checking
2022-08-30 12:05:07 +02:00
e0437305ee
SerumPlaceOrder: Only pass the payer bank/vault
2022-08-30 12:05:07 +02:00
36723792a1
SerumRegister: Block using the same market index twice
2022-08-30 12:05:07 +02:00
dc4acd0dd7
Serum: loan origination fee, don't auto-settle, fix vault check
...
- Loan origination fees: The previous approach of tracking the reserved
amount did not work because OutEvents will also reduce the reserved
amount. This means we can't know if it was an OutEvent-cancel or an
order execution that caused the reduction.
Instead, we now track the amount of borrows that was made (without
applying origination fees) in place order. Whenever we try to settle
and the amount of tokens on the oo account is less than the potential
borrows, we can be certain that the borrow has actualized.
- Place order is no longer automatically followed by a settle.
This can reduce compute use when people want to place multiple orders
in sequence. Now they can use the HealthRegion instructions to place
their orders, settle once at the end, and then have health checked.
- Vault check: Place order previously rejected valid orders because it
didn't consider that there could be free tokens on the oo account.
- Tests: Some infrastructure for less verbose serum testing.
2022-08-30 08:38:13 +02:00
e1adbf0217
Tests: Fix concurrent log capture
2022-08-30 08:37:29 +02:00
d6d66402f7
Tests: Helper for create + fund
2022-08-30 08:37:29 +02:00
7d508e5df5
MangoAccount: Fixes after audit
2022-08-29 16:13:15 +02:00
d63c5bfc76
Serum: Don't attempt deactivating token positions after serum actions
...
While a serum open orders is active, the base and quote token positions
for it are locked to active. It's pointless to check if they need to be
deactivated after place/settle etc.
2022-08-26 11:45:54 +02:00
1a95a84ed4
Serum: Comments on account constraints
2022-08-26 11:45:54 +02:00
453248bbe5
token_deregister: remove redundant token index and add doc ( #192 )
...
* token_deregister: remove redundant token index
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-25 19:25:56 +02:00
dfa8166aee
Health: Put common pre/post check logic into functions
2022-08-24 16:39:36 +02:00
bba27ed6f0
PlacePerpOrder: pre-health computation
2022-08-24 16:07:22 +02:00
38b349a401
Rename PerpOpenOrders -> PerpOpenOrder, since it's a single one
2022-08-24 15:22:55 +02:00
cb0a9e5d2b
Tests: allow checking of logged "post_health"
2022-08-24 14:15:01 +02:00
c8159746e7
Tests: Remove unnecessary argument
2022-08-24 14:15:01 +02:00
45f52ae535
Serum3PlaceOrder: compute pre-health
2022-08-24 14:15:01 +02:00
40f467024d
FlashLoan: Add pre-health check
2022-08-24 14:15:01 +02:00
1ebbac7d6f
Withdraw: Add pre-health check
2022-08-24 14:15:01 +02:00
2d2cef35a0
Add HealthRegion instructions
...
You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd
and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
c9fb4c7133
Tests: Fix program log capture
2022-08-24 10:07:45 +02:00
704dfcaa27
Clarkeni/loan fee logging ( #180 )
...
Logging for loan origination fees and token bankruptcy
2022-08-19 18:50:54 -07:00
09fc5f716b
Renames in MangoAccount
...
- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
ec850b7bd3
Fix size of account_num in idl
2022-08-19 14:52:31 +02:00
403226dc28
BeingLiquidated: Deactivate flag on positive health
2022-08-18 13:12:13 +02:00
a23afed7de
Fix computation of utilization time-weighted average
2022-08-17 15:29:11 +02:00
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
e8bbfbef83
Bank: fix collection of loan fee
...
Instead of changing indexed_borrows, change borrow_index!
2022-08-16 16:27:45 +02:00
4c65204c19
Liquidator: Fix condition for starting to liquidate
2022-08-16 16:19:04 +02:00
421b2d3d19
FlashLoan: Fix validation holes
...
- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
2022-08-16 13:10:05 +02:00
54222c5b3f
liq_token_bankruptcy: don't pass redundant index
2022-08-16 13:08:57 +02:00
e92561d32e
Liquidation: Fix rounding issues in liq_token_bankruptcy
...
By explicitly dusting trace positive positions.
2022-08-16 13:08:43 +02:00
961a81b94f
Liquidation: Fix positive dust issues
2022-08-16 13:08:43 +02:00
af5f622bd8
Liquidator: bankruptcy requires borrows
2022-08-16 12:13:54 +02:00
c9a5fb5fc1
ScanningAccountRetriever: Don't mut-borrow oracles ( #170 )
...
This allows using the same oracle for different banks, like for ETH and
soETH.
2022-08-15 11:32:54 +02:00
58105207af
Make anchor's lint pass
2022-08-15 10:48:43 +02:00
0265b9b0a9
Account: Change type of net_deposts / net_settled
...
Because f32 doesn't have enough significant digits for large deposits.
2022-08-15 10:48:43 +02:00
18857c7b72
Add "client" feature annoations
2022-08-15 10:48:43 +02:00
6a77a5c349
tests: fix compilation warnings
2022-08-15 10:48:43 +02:00
fcecd21cdb
health: remove duplicated code
2022-08-15 10:48:43 +02:00
1b6ed725be
over explaining the code ( #168 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-14 20:45:57 +02:00
7a343a9a8d
checked_math: support casts and I80F48::from
2022-08-14 15:01:15 +02:00
d91a676e3d
Oracle: Decimal constant cleanup
2022-08-14 15:01:15 +02:00
724824d21a
Bank: small fixes from audit
2022-08-14 15:01:15 +02:00
ccba4ee597
Cleanups and bugfixes from the audit ( #163 )
...
* AccountExpand: cleanups from audit
* Group instructions: cleanups from audit
* AccountClose: cleanups from audit
* TokenAddBank: Audit fixes, including significant bugs
Must not take collected_fees and bump from the existing bank.
* Instruction comment updates
* GroupEdit: Add version/testing flag changes
Ported from mc/vanity
2022-08-13 19:54:58 +02:00
21815612ae
Let all PDA seeds start with a unique prefix ( #166 )
...
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
2022-08-13 19:30:35 +02:00
a3067e2448
Avoid custom Debug impls by using derivative crate
2022-08-13 10:18:04 +02:00
261c856bb2
reduce max source swap targetError so that we dont error out
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:08:08 +02:00
92a37f23ed
Remove is_bankrupt
...
Instead, check for any liquidatable assets in liq_token_bankruptcy.
Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
02c19a6eb4
Optimise entry price calculations
2022-08-11 22:58:47 +08:00
ac58081430
Audit: Fix some account constraints
2022-08-11 13:30:04 +02:00
e8479e2e7c
liq_token_with_token: Correctly adjust health cache for dusting
...
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.
This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
2022-08-10 16:24:48 +02:00
7c72a1956a
Withdraw: Allow withdrawing all funds with allow_borrow=false
...
We should also add the ability to withdraw as much as possible without
borrowing and without specifying the exact amount, for convenience.
2022-08-09 11:56:08 +02:00
5516ecb132
remove unused param in context
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 21:11:15 +02:00
d594286266
reserve for ALTs ( #152 )
...
* reserve for ALTs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add explicit padding
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>
2022-08-08 18:50:59 +02:00
b8bf3a1c40
reorder mango account fields in idl to match on chain order according to MangoAccountFixed
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 17:04:54 +02:00
ca790c9ef3
add prioritization for token rate update ix in keeper ( #153 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 16:31:59 +02:00
4f72985f2d
also allow editing group insurance fund ( #149 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:23 +02:00
e06736660a
remove account size, make mango account feature position counts explicit ( #148 )
...
* remove account size from program, make position counts explicit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cargo-fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:06 +02:00
ff19940ee7
Merge pull request #140 from blockworks-foundation/cj/avgentryprice
...
Added avg entry + break even price
2022-08-07 12:20:33 +08:00
dded844693
Update dynamic interest and default token parameters
2022-08-06 21:06:34 +02:00
dc4a770835
Merge remote-tracking branch 'origin/dev' into cj/avgentryprice
2022-08-06 22:32:59 +08:00
6f5f53c1d8
update comment
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 13:36:21 +02:00
59d28c97a1
fix name and error message check in flash loan ( #145 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 12:59:13 +02:00
2880a2ec88
Instruction introspection: don't hardcode discriminators
...
Patch anchor to allow access to the generated discriminators.
2022-08-05 23:24:17 +02:00
e4a073c83b
Clarkeni/group logging ( #142 )
...
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
2022-08-05 10:11:44 -07:00
dd22ca2ad6
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-05 16:17:29 +02:00
977e85dcf0
Added avg entry + break even price
2022-08-04 22:53:14 +08:00
331bb7ebf0
refactor,format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:13:36 +02:00
dd8086d8eb
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:04:08 +02:00
ca6b857a43
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:03:06 +02:00
d34dea961c
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:01:23 +02:00
a546f6fb3e
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:58:46 +02:00
f134f0257a
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:54:19 +02:00
7953e123cc
add simple logging
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 09:25:19 +02:00
22080fdcc1
TokenRegister: Fix anchor seed derivation
...
It likes names constant, but not constant literals.
2022-08-04 08:26:18 +02:00
b62c0cd9be
fix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9d117c84ac
fix from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
505cbd48aa
fixes from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
59dd3aa66e
insurance fund for trustless vs not trustful
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
e31ad9ce34
token register trustless
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9c10101166
remove traces of address lookup tables aka transactions v2
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:39:08 +02:00
374c0eb136
mc/clippy ( #135 )
...
* clippy pass 1
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clippy pass 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:07:10 +02:00
a9a03b97ac
mc/registration time ( #132 )
...
* registration time
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>
* mc/u32 numbers - consistent numbers in pdas (#133 )
* consistent numbers in pdas
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 18:46:45 +02:00
5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan ( #131 )
...
* remove flash loan 1 & 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename flash loan 3 to flash loan
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:55:17 +02:00
c516e45d08
mc/review reserved on accounts ( #130 )
...
* review and extend reserved on accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert changes to node size, stack gets smashed in rust unit tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max possible
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* header version
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
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>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:53:30 +02:00
e8e774a1a4
mc/feature gating ( #129 )
...
* feature gating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 12:56:29 +02:00
91d59c1918
close insurance vault also
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
45fd36642e
prepare group for ownership transfer to governance ( #125 )
...
* prepare group for ownership transfer to governance
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:28:16 +02:00
c88297f42e
mc/ts and keeper improvements ( #127 )
...
* ts and keeper improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray heroku experiments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:25:11 +02:00
dfa268dfd6
fix small things to make ci work again ( #126 )
...
* checkout submodules on ci
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* change to https, so that ci can clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix clippy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* redundant clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-30 09:49:56 +02:00
f2bfb951fd
anchor as submodule ( #121 )
...
* anchor as submodule
* Use anchor submodule as dependency
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-27 08:52:41 +02:00
2fb92abad8
Mc/ts upgrade ( #122 )
...
* upgrade anchor fork, supports anchor idl close now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* upgrade ts deps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-26 17:14:07 +02:00
0b2e1e6e6c
Mc/realloc 4 ( #119 )
...
Realloc + dynamic mango account
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
46b6bce14b
IDL: Remove NodeRef and NodeRefMut enums
...
Anchor cannot load idls that include enums with tuple variants.
2022-07-22 08:35:30 +02:00
ea85824ccb
Remove code copied from solana-address-lookup-table-program
...
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
2022-07-21 06:49:04 +02:00
39686d3d0f
CU of test has increased, accomodate only for this test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
3eae2cdc34
upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
f8d4b2443c
Liq: Don't log common+expected simulation errors
2022-07-20 09:47:37 +02:00
2bff4bba3d
Drop being_liquidated after bankruptcy resolves
2022-07-20 09:47:37 +02:00
b5d3e2164c
Make Serum3Info and PerpInfo pub again
...
Accidentally reverted in bad merge
2022-07-20 09:47:37 +02:00
a82bab4ed7
Better error when vault doesn't have enough funds
...
The spl_token transfer cpi instruction just says "error code: 1", which
is too opaque.
2022-07-19 13:43:05 +02:00
348d8cfcd8
Liq/Client: Various improvements
...
- Abstract away account fetching, so it can be done via RPC or from a
websocket stream (or a geyser plugin) that populates a ChainData
instance.
- Separate out information about tokens, markets into MangoGroupContext.
- Separate all gPA calls into functions in a new file
- The liquidator re-fetches critical accounts via RPC before
liquidation. Unfortunately the websocket stream seems slower :/
- Don't re-implement health account derivation in the liquidator.
Instead reuse the existing code from the client.
- More smaller stuff.
2022-07-18 18:18:57 +02:00
b44f628c01
LiqTokenWithToken: More error contexts
2022-07-18 18:18:57 +02:00
5231ee7f98
Token edit: Fix bug where mintinfo.oracle goes out of sync
2022-07-18 18:18:57 +02:00
88a292e656
Health: Add max_swap_for_source function
2022-07-15 10:09:36 +02:00
bc4c57911a
Health from health components in ts/client ( #104 )
2022-07-13 19:18:55 +02:00
86a84396f5
Health: cleanup and new functions for ratio and assets/liabs
2022-07-12 09:47:23 +02:00
6f758ff25b
clippy
2022-07-12 09:46:17 +02:00
b77af54f15
Fix tests
2022-07-11 22:31:00 +02:00
ef7d2862da
wip: dynamic rates ( #98 )
...
* dynamic rates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fmt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-11 17:08:32 +02:00
f132f30874
Better error messages
2022-07-08 12:48:43 +02:00
469e7fd704
Use get() instead of get_mut() where possible
2022-07-08 09:10:08 +02:00
6c7245adaa
Serum3 liq force cancel orders: Deactivate inactive token positions
2022-07-07 13:22:25 +02:00
693333b71e
Serum3 place/settle: deactivate inactive token positions
2022-07-07 13:16:23 +02:00
9f90c3982f
Fix serum3 loan origination fee withdrawal
...
Paying the loan origination fee must be like a withdrawal and can't be
charged as a borrow if the user has deposits.
2022-07-07 12:33:21 +02:00
45da68c6ac
LiqTokenWithToken: Close inactive token positions
2022-07-07 12:24:48 +02:00
31831454b4
Return raw position index from get_mut()
2022-07-07 12:01:18 +02:00
0ff269c38c
Merge branch 'main' into dev
2022-07-06 17:47:45 +02:00
ab3abc69e7
Fix flash loan3 - fetching of bank from retriever
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:41:08 +02:00
b0f1585541
Merge branch 'main' into dev
2022-07-06 17:11:20 +02:00
8a1e9136a6
better error msg
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:11:12 +02:00
ffd83a7a05
Rename instructions to follow naming pattern ( #97 )
2022-07-06 14:51:15 +02:00
348fbc1cb9
Track cumulative net deposits (deposits - withdraws) ( #91 )
...
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-06 12:07:30 +02:00
de86b69e1a
Client/program interface changes
...
- rearrange structs to have gPA data in front and add comments about the
offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
2022-07-06 11:34:07 +02:00
35517bdb75
Review fixes
2022-07-06 11:34:04 +02:00
b25f6d5f4f
Insurance fund
2022-07-06 09:07:50 +02:00
35ca4d31b3
liq_token_bankruptcy instruction for socialized loss
2022-07-06 09:07:49 +02:00
30fc7def77
Add oracle price to update_index logging. ( #89 )
...
* Add oracle price to update_index logging.
* Update IDL with changes to update_index instruction and logging.
2022-07-05 11:59:44 -07:00
d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations ( #94 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
dff3f7cd8c
client functions via program simulation
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 14:11:38 +02:00
39284c5705
Flash loan 3 minimal example ( #90 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 12:09:33 +02:00
6a99eb893b
Fix types
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 14:31:47 +02:00
30a221047c
Bank: rename indexed total deposits and schedule for removal
2022-07-01 14:08:28 +02:00
e8cb27610e
close mango account without checks when testing flag is set on the group, workaround weird issues when all dust cant be withdraw ( #92 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 13:38:50 +02:00
6d05306859
Improve FlashLoan3 docs
2022-06-30 18:45:17 +02:00
f8da1f6a40
Clarkeni/logging ( #81 )
...
* Add logging
* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes
* Add token balances logging to token and token liquidation and add logging to margin trade
* rust format
* fix clippy errors
* Address PR requested changes
* fix flash_loan
* Recalculate raw_token_index in token withdraw to account for position becoming inactive
* Fix retrieving oracle for logging
in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.
* Add logging flash_loan2 and flash_loan3
* Refactoring flash loan logging
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-30 14:35:05 +02:00
1c02ccd21d
Transfer dust from bank vaults to a dust account, without this we wont be able to close bank vaults ( #88 )
2022-06-29 09:11:14 +02:00
86d635f5d0
FlashLoan3: Variant that transfers directly
...
FlashLoan2 requires the user to set up transfers to and from the Mango
vault accounts. This version directly provides the loaned funds into a
target token account and repays everything that exceeds the initial
token account balance at the end.
2022-06-28 15:32:26 +02:00
d786a672f1
FlashLoan2: API with Begin and End instructions
...
For FlashLoan users had to pass the target cpi programs, accounts and
data to the FlashLoan instruction itself.
The new API allows existing instructions to be used unchanged, they
just need to be bracketed by FlashLoan2Begin and FlashLoan2End.
2022-06-28 15:30:13 +02:00
3eedba67b1
Fix serum3_cancel_order
...
accidental removal of mut in 20fc9d557a
2022-06-27 11:38:55 +02:00
9fc8a5a56a
multiple banks ( #82 )
...
* multiple banks
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* test for closing multiple banks for a registered token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix deregister_token
* update idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-27 11:27:17 +02:00
20fc9d557a
Satisfy anchor's lint by adding CHECK: comments
2022-06-24 12:36:35 +02:00
7a28a3bfb0
improvements to flash loan
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 16:41:24 +02:00
54c0306ae7
Fix flash loan
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 13:10:15 +02:00
0bd5b8fdf3
Rename margin_trade.rs -> flash_loan.rs
2022-06-23 10:23:52 +02:00
c8ebc1f611
Rename MarginTrade -> FlashLoan
2022-06-23 10:23:52 +02:00
d8a6a29e70
Renames: propagate to idl and ts
2022-06-23 10:04:54 +02:00
648b462352
Rename MangoAccount components
2022-06-23 10:04:54 +02:00
1143b38d3c
Health review comments
2022-06-22 16:52:11 +02:00
ba79995c01
Health: order-independent serum3 health
...
Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.
This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.
An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
2022-06-22 16:52:11 +02:00
d4cec8dfa4
Bank: Fix bug when when depositing to exactly 0
2022-06-22 16:51:16 +02:00
aeb94642ce
fix clippy warnings
2022-06-21 13:10:37 +02:00
5dd186ac13
Health: fix unittests
2022-06-21 13:02:47 +02:00
6f41efad0f
Health: helper for finding token info by index
2022-06-21 13:02:47 +02:00
b0fd4c2a61
Fix warnings
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
86c8817e0b
serum3 loan origination fees ( #69 )
...
* serum3 loan origination fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Fix 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>
2022-06-21 11:45:38 +02:00
cb0010b2b5
Health: never allow positive contributions from perps
2022-06-21 11:07:13 +02:00
be98f6524a
Orderbook: Avoid usize fields in data
2022-06-21 11:05:46 +02:00
6ff4ff5910
Add a ComputeHealth instruction
...
This way the client can ask for simulation to determine an account's
health.
2022-06-21 11:05:32 +02:00
712bece0b2
Remove stray log message from health computation
2022-06-20 18:21:26 +02:00
470292024e
Filter out bad switchboard prices ( #70 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
5b78293c5c
minor refactoring
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
9462be7f0b
Fix margin trade interface
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
...
* margin trade, support multi cpi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:43:45 +02:00
0f34851c64
switchboard support ( #67 )
...
* switchboard support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:38:46 +02:00
95c06c2bfc
Mc/liquidator ( #64 )
...
* Copy over and integrate liquidatable-accounts-feed (doesn't compile)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Liquidator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Adapt to refactoring
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Use copies of AccountSharedData
* Implement AccountReader for AccountSharedData
* use LoadZeroCopy in liquidator
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-18 16:31:28 +02:00
de481a4008
todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
740ff0c09e
Close various things ( #65 )
...
* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88 ), close serum market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* serum oo closing example in ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from code review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-09 18:27:31 +02:00
40023fcef1
Health: Make FixedOrderAccountRetriever more flexible
2022-06-08 14:38:49 +02:00
b3568b7f3e
Make health/oracle functions usable from clients ( #63 )
...
* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
2022-06-08 13:43:12 +02:00
a14f37362d
margin_trade: forbid direct self-calls
2022-06-07 13:25:30 +02:00
685fd3122f
Perps: Limit overall health contribution from perp markets
...
We don't want to allow borrowing against unsettled pnl in perp markets.
This makes it safer to create perp markets for untrustworthy assets.
2022-06-06 12:58:08 +02:00
1b4063cd0d
remove misleading example
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
47bccfeec8
Fix oracle price decimal usage
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 19:16:30 +02:00
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
...
* Fix oracle price read by using decimals from pyth
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 10:36:04 +02:00
383489ae34
Merge branch 'mc/liquidator-bot' into dev
2022-05-30 17:08:16 +02:00
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
Christian Kamm
microwavedcola1
silas
Nicholas Clarke
microwavedcola1
conj0iner
riordanp
Conj0iner