1224fa4297
Bump program version to v0.5.0
2023-01-24 10:24:50 +01:00
f9b0fc7595
Add v0.4.0 deployment info
2023-01-24 10:23:11 +01:00
09d40185bf
Add v0.4.0 changelog ( #422 )
2023-01-24 10:17:24 +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
629eaafaf3
add alternative mngo oracle
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 07:20:38 +01:00
4e9f27ddbc
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 20:31:10 +01:00
51e3a671e3
make public
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 17:31:50 +01:00
80f4bd8048
security admin can bring markets to reduce only ( #394 )
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* 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 )
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* 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 )
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* 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
c30fa1dbb3
client support for security admin ( #414 )
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* client support for security admin
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:02:36 +01:00
b3aabfadfc
Perp: Clarify has_open_orders use during liquidation ( #412 )
2023-01-23 10:45:45 +01:00
308bc307fe
update idl
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:12:51 +01:00
469ace8265
Fix call
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:10:34 +01:00
5e934760c1
debug perp: observe that base positions cancel each other out, and un… ( #397 )
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* debug perp: observe that base positions cancel each other out, and unsettled pnl also cancels each out
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont log account level details
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 12:43:25 +01:00
265f6a1a48
add helper method: settleTokenNativeToUi ( #405 )
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* add helper method: settleTokenNativeToUi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "add helper method: settleTokenNativeToUi"
This reverts commit 43b19b3056
2023-01-21 11:35:43 +01:00
800fe73a9c
abort if new tokens or perp markets listed ( #411 )
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* abort if new tokens or perp markets listed
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>
2023-01-21 11:35:31 +01:00
3f0ed5978c
ci: add PR labels and combine workflows ( #407 )
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* Automatically labels PRs based on change paths to make it easier to see what is in scope of a PR at a glance
* Merges dependency security scanning into single CI workflows for Rust/TS changes
2023-01-20 13:57:09 +00:00
bb35aa66dc
ensure that freshly fetched objects have valid prices until we fetch … ( #409 )
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* ensure that freshly fetched objects have valid prices until we fetch oracles again
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>
2023-01-20 14:52:43 +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
8bf6210991
better debug logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 09:15:03 +01:00
3fd8d7f615
add sim health calls to debug script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 08:29:36 +01:00
e7b51d1dbf
Perp: Simplify consume events ( #406 )
2023-01-19 13:41:36 +01:00
a28fd49099
Delete perp_liq_bankruptcy again
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Snuck back in in unrelated PR, but was unused
2023-01-19 12:59:24 +01:00
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
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* fix bug where serum oo where not loaded
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>
2023-01-19 11:31:54 +01:00
44f599ca62
dont process orders which have 0 lots; dont return early, we still want to apply ioc penalty ( #404 )
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* 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
8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies ( #402 )
2023-01-19 10:52:49 +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
fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
7d74c5a6a6
Liquidator: Change metric printing interval to 10min
2023-01-18 12:28:43 +01:00
ff90c85874
Liquidator: reduce perp base pos if possible ( #398 )
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- send reduce-only ioc order if possible
- settle pnl if needed
- deactivate position
2023-01-18 10:50:23 +01:00
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
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* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
71b13efc95
Bump program version to v0.4.0
2023-01-17 15:01:04 +01:00
eb14518482
v0.3.0 deployment notice
2023-01-17 14:59:04 +01:00
5eb1472471
Changelog for v0.3.0
2023-01-17 14:50:08 +01:00
be15f54225
agg pub slot was recent even if price was not updated, switch to last slot which seems more relevant ( #393 )
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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 )
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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
6206bbb953
Merge pull request #389 from blockworks-foundation/feature/close-mango-account
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Feature/close mango account
2023-01-17 12:46:42 +01:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
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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
da1dfb2c3c
Add a liquidation test case for negative pnl ( #388 )
2023-01-16 12:30:34 +01:00
Christian Kamm
microwavedcola1
microwavedcola1
silas
tylersssss
riordanp
Adrian Brzeziński