Commit Graph

2658 Commits

Author SHA1 Message Date
microwavedcola1 6e3c284220 ts: deposit limits 2024-01-16 10:21:15 +01:00
Christian Kamm 18729cf04c
Configurable interest rate for 0% utilization (#848) 2024-01-15 12:45:00 +01:00
microwavedcola1 81be62093e v0.21.17 2024-01-12 13:14:08 +01:00
microwavedcola1 f7dcb99c5f ts: fix node fetch
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-12 13:12:19 +01:00
Christian Kamm 637b43fec4 Idl update 2024-01-12 10:56:24 +01:00
Adrian Brzeziński 9296caf6f5 publish 0.21.15 2024-01-12 02:08:41 +01:00
Adrian Brzeziński 6e72188bd4 Revert "Improve tx confirmation (#846)"
This reverts commit 19a0f7d59d.
2024-01-12 02:03:46 +01:00
Adrian Brzeziński 7bdaaf4824 publish 0.21.14 2024-01-11 21:18:02 +01:00
Adrian Brzeziński 19a0f7d59d
Improve tx confirmation (#846)
* improve tx confirmation with mangolana

* dedupe

* support multiple connections

* fix
2024-01-11 21:14:05 +01:00
Adrian Brzeziński 68e119e726
use fast clone (#843)
* use fast clone

* fix

* add health check copy tests

* fix

* fix

* add more test
2024-01-11 21:13:41 +01:00
Lou-Kamades c9531f4bc4
Add TxCallbackOptions (#844)
* ts: include slot when fetching LatestBlockHash

* ts: add txSignatureBlockHash to postTxConfirmationCallback

* v0.21.9

* v0.21.11

* v0.21.12

* v0.21.13 - add TxCallbackOptions
2024-01-10 14:12:04 -06:00
Lou-Kamades 0971557047
Expand usage of postTxConfirmationCallback (#842)
* ts: include slot when fetching LatestBlockHash

* ts: add txSignatureBlockHash to postTxConfirmationCallback

* v0.21.9
2024-01-09 14:38:57 -06:00
Christian Kamm 53bc52efe7
Update openbook v1 fast listing default parameter (#841) 2024-01-09 15:14:52 +01:00
Christian Kamm ce0713070a Merge remote-tracking branch 'origin/deploy' into dev 2024-01-09 12:31:20 +01:00
Christian Kamm 7a0cb6c8f4
Switch all tokio Interval to MissedTickBehavior::Delay (#840)
Burst can lead to undesired behavior, in particular with rate limits.
2024-01-09 11:25:55 +01:00
Christian Kamm 857dcb397f
Allow fast listing admin to register openbook v1 markets (#839) 2024-01-08 14:18:43 +01:00
Adrian Brzeziński bc8bdaed89
small type fixes + post tx approve fcn (#830)
* background confirmations

* fixes

* background confirmation callback

* fix

* fix
2024-01-07 20:14:26 +01:00
Christian Kamm 40f2842c10
ts client: Support deposit-into-existing (#837)
And add a script for using it.
2024-01-04 20:21:09 +01:00
Lou-Kamades 9ce6b67831
Add an Orca oracle type (#813)
* deps: add whirlpool crate

* allow oracle to read price from Orca CLMM

* test: add test for raw orca CLMM price

* require the USD/USDC oracle when using a CLMM oracle

* test: add CLMM oracle tests

* use KeyedAccountReader instead of AccountInfoRef for fallback fetching functions

* calculate price for inverted orca pools

* ensure that Orca fallback oracles have USDC side

* remove unused Whirlpool impl

* clmm prices have correct decimals and pyth update slot

* manually deserialize the orca Whirlpool

* refactor: use OracleAccountInfos when checking oracle price

* properly handle inverted clmm prices

* update rs client with OracleAccountInfos struct

* refactor: simplify OracleAccountInfos impl

* add clmm oracle integration test

* use OracleAccountInfos::from_reader in account_retriever

* CLM oracles inherit deviation from supplementary quote oracle

* review fixes

* use f64 division for clmm sqrt price

* standardize fixed to f64 conversion

* review fixes
2024-01-04 11:29:54 -06:00
Britt Cyr 797e866f04
Add a type to the perp cancel order instructions when not found (#833) 2024-01-04 16:00:54 +01:00
Christian Kamm 7d177fdb26
Merge pull request #827 from blockworks-foundation/ckamm/persistent-errors
Liquidator: more useful logs by tracking repeated errors better
2024-01-03 16:22:08 +01:00
microwavedcola1 cf1ca29cee ts: stock mm, fix perp market name
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 10:25:54 +01:00
microwavedcola1 56e45ad7e4 ts: rndr stock mm, quote at liq price for liqudiations
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 10:17:26 +01:00
microwavedcola1 f3365d4e58 ts: make backup keeper relaxed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:55:39 +01:00
microwavedcola1 375284df25 ts: update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:46:17 +01:00
microwavedcola1 5636146fac ts: clean up script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:08:18 +01:00
microwavedcola1 55d22e07c5 risk: use know mm's endpoint + add fallback to known mms pubkeys
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 08:43:48 +01:00
Christian Kamm 34aebf01f2
oracle: don't force logging in OracleState functions (#828)
The msg!() caused writes to stdout in the liquidator etc in codepaths
that just wanted to check if the oracle was usable.
2024-01-03 08:37:35 +01:00
Christian Kamm f10fc01388
Fix idl generation, update it (#834) 2024-01-03 08:36:19 +01:00
Christian Kamm 332478dee6 Changelog update for v0.21.1 2024-01-02 11:09:22 +01:00
Christian Kamm 30e639fe84 Bank: require borrows <= deposits
- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization

Reviewed and audited as part of the v0.21.1 release, original
commit was 5c2f857112
2024-01-02 11:05:58 +01:00
Christian Kamm 0e3b52b0ef Clamp utilization at 100%
To avoid excessive interest rates or interest curve moves.

Reviewed and audited as part of the v0.21.1 release, original
commit was 3914e48c24
2024-01-02 11:05:22 +01:00
Christian Kamm 997f9abe52 Changelog update 2023-12-31 13:42:43 +01:00
Christian Kamm 943f578bc5 Program v0.21.1 version bump, changelog draft, idl update 2023-12-31 11:45:09 +01:00
Christian Kamm 5c2f857112 Bank: require borrows <= deposits
- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization
2023-12-30 17:50:38 +01:00
Christian Kamm 3914e48c24 Clamp utilization at 100%
To avoid excessive interest rates or interest curve moves.
2023-12-30 11:41:10 +01:00
Adrian Brzeziński fd806dab9f v0.21.8 2023-12-29 14:27:07 +01:00
microwavedcola1 a57ec4018d
Mc/no usdc health cache (#831)
* ts: sim usdc pos for max perp trades even if no usdc token position exists

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-29 14:21:01 +01:00
Christian Kamm 5e5900f94e liquidator: less error spam on bad jup price updates 2023-12-29 10:16:18 +01:00
Christian Kamm b18d0dd154 Rework ErrorTracking
- keep track of different error types per key
- skip for a given duration once too many errors came in
- wipe if no new errors are seen for a while
- simplify logging of actively skipped cases
2023-12-29 10:16:18 +01:00
Lou-Kamades 48993ed130
ts: improve sending txns using muiltiple connections (#826) 2023-12-28 21:48:59 -06:00
Christian Kamm 79ddbf21f1
Liquidation: Use asset and liab liq fee (#825) 2023-12-28 10:46:43 +01:00
Christian Kamm eb6622b4fc client/liq: support jupiter api tokens 2023-12-27 14:47:58 +01:00
Christian Kamm e2bfa9a1e6 client: configurable jupiter urls (#800)
(cherry picked from commit 71f0e5cc13)
2023-12-27 14:15:45 +01:00
Maximilian Schneider e83052a036
helpers for estimating order sizes (#823) 2023-12-27 09:56:54 +01:00
microwavedcola1 571e8d483c v0.21.5 2023-12-26 11:36:29 +01:00
microwavedcola1 ce3a243749 ts: export class
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-26 11:35:11 +01:00
Christian Kamm d2327f8d11 liquidator: rebalance asynchronously 2023-12-22 09:02:06 +01:00
Christian Kamm 0a55184ec7 liquidator: stop withdraw attempts on delgated accounts 2023-12-22 08:35:21 +01:00
Christian Kamm cdf804e971 liquidator: don't panic when unable to build health cache 2023-12-22 08:11:34 +01:00