0f34851c64
switchboard support ( #67 )
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* 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 )
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* 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
40023fcef1
Health: Make FixedOrderAccountRetriever more flexible
2022-06-08 14:38:49 +02:00
b3568b7f3e
Make health/oracle functions usable from clients ( #63 )
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* 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
685fd3122f
Perps: Limit overall health contribution from perp markets
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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
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
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* 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
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
4984bba71e
Health: Add perp health calculation
2022-05-29 20:50:21 +02:00
536ec8a84a
Make health iteration code work with pyth oracles
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They have a different account owner, that error must be skipped.
2022-05-26 20:38:03 +02:00
f09b3cc965
First attempt at finishing perp health
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 15:15:34 +02:00
2587cd914c
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-07 21:04:02 +02:00
68ef58248c
Perp health: Some code and comments
2022-04-05 09:09:12 +02:00
256397593d
Health: Support PerpMarkets in remainingAccounts
2022-04-04 11:25:05 +02:00
e6727cbfae
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:21:34 +02:00
7803cae654
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:16:41 +02:00
dfd1dc5216
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:11:41 +02:00
204ab6963d
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:09:01 +02:00
d6fe317ac9
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:06:03 +02:00
cbc3cc7bbd
MangoAccount: Rename how tokens/serum3/perps data is stored
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token_account_map -> tokens
serum3_account_map -> serum3
perp -> perps
2022-04-02 13:51:26 +02:00
f48a7f5ed9
Clippy: Address issues
2022-04-01 12:21:19 +02:00
00ac0dfce9
comments and test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-30 11:58:45 +02:00
d6ebffd346
liq: functionality fixes and test
2022-03-29 17:47:19 +02:00
69426d6d96
liq: Introduce HealthCache to get init/maint health after liquidation
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The concept only works if all serum3 open orders have been fully
cancelled and settled.
2022-03-29 09:18:13 +02:00
a6ff388e20
health: avoid divisions, reducing compute needs
2022-03-27 14:47:42 +02:00
82819720e0
liq token: progress
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Change bank.deposit()/withdraw() to work with I80F48 values so we don't
need to round during liquidation.
2022-03-27 14:46:51 +02:00
c391c29347
liq token: Instruction outline
2022-03-27 14:46:51 +02:00
bfcb672116
Health: allow account order to be fixed, or to scan for accounts
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The latter is important when we want to compute health for two different
accounts. Then the remainingAccounts would hold the union of the
necessary accounts, and each health check would need to look for the
accounts that it needs.
This patch al so reduces the compute needs for fixed-layout health
checks significantly (Deposit for an account with 8 tokens and 7 markets
takes 65k instead of 70k cu)
2022-03-22 14:13:07 +01:00
d1a7cd109d
Serum: remove some duplicated functions
2022-03-22 09:58:10 +01:00
34d14ef267
Serum: serum3_liq_force_cancel_orders instruction
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Still needs a test.
2022-03-21 17:39:52 +01:00
9d05db68f9
Serum: Prefix instructions with serum3_ and related renames
2022-03-18 13:42:20 +01:00
57c06bc2da
Health: add a missing group check for remainingAccount Banks
2022-03-18 07:54:20 +01:00
7b3cd9a81f
Health: Use split_at_mut to get two element &muts
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Previously we re-indexed token_infos every time, now we can just have
mutable references to the base and quote elements at the same time.
2022-03-18 07:44:44 +01:00
430d5c85fa
Health: compute optimizations
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Basic caching of multiplications and divisions.
2022-03-17 21:53:41 +01:00
9351d0652d
Serum: health based on worst case order outcome
2022-03-17 12:05:07 +01:00
0593aa81f7
Serum: more health computation
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Now the open orders are actually read
2022-03-16 18:33:11 +01:00
6aa4724b45
Serum: Health computation first steps
2022-03-16 16:45:54 +01:00
1953d12f0f
Health: expect serum open orders accounts
2022-03-16 13:42:29 +01:00
3bb94777f3
MangoAccount field renames
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indexed_positions -> token_account_map
serum_open_orders_map -> serum_account_map
in the future we should add the perp_account_map
2022-03-15 15:08:53 +01:00
28a26e66da
PlaceSerumOrder: More account validation
2022-03-14 21:53:30 +01:00
449fe4dc6d
Add checked_math library for convenient overflow checking
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Instead of
x.checked_add(y).ok_or(error!(MangoError::MathError))?
we can write
cm!(x + y)
2022-03-13 15:45:50 +01:00
fce2316b03
Simplify health fn call, use in place serum order
2022-03-12 14:13:19 +01:00
16c0a95679
PlaceSerumOrder instruction stub
2022-03-12 14:13:19 +01:00
4dc0262546
reformat
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-08 12:45:59 +01:00
f6d2df1ad4
Rename to Bank and Group
2022-03-07 16:16:34 +01:00
dcacadbcbf
margin trade test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-07 15:24:50 +01:00
ce5f2027a1
extract health, flesh out margin trade, todo - test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-03 11:43:56 +01:00
268db58294
fix imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 10:04:47 +01:00
5ab8f6e09e
copy structs from v3, next goal is to see what we can retain and what to change
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 09:07:34 +01:00
microwavedcola1
Christian Kamm
microwavedcola1