Commit Graph

573 Commits

Author SHA1 Message Date
microwavedcola1 e34f9be60a
Apply loan origination fee only on loans (#364)
* Apply loan origination fee only on loans

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

* Fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-06 08:42:16 +01:00
microwavedcola1 85a33bde5b setup fast listing admin required for trustless tokens
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 20:24:58 +01:00
microwavedcola1 a911a861f9 Merge branch 'dev' 2023-01-05 20:14:26 +01:00
microwavedcola1 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
tjs 65a31bcd5c use the non deprecated prioritization fee ix 2023-01-05 12:58:20 -05:00
Adrian Brzeziński e4f238f489 combine open orders create with place order (#362)
* wip

* place order fix

* fixes

* comment

* cleanup

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 08:31:07 +01:00
Adrian Brzeziński 068fad98f7
combine open orders create with place order (#362)
* wip

* place order fix

* fixes

* comment

* cleanup

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 08:30:15 +01:00
microwavedcola1 5019864b84 Update script to include perp market to reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 16:55:01 +01:00
microwavedcola1 5b41ff89a0 Update script to include perp market to reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 16:54:28 +01:00
microwavedcola1 3ab8c6072a add reduce only field on ts classes
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:14:05 +01:00
microwavedcola1 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
microwavedcola1 b174ee13cc update script for alts and new admin change
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 07:42:19 +01:00
tjs ae615b7473 Merge branch 'main' into dev 2023-01-03 19:56:45 -05:00
tjs 57040b160a use passed in prioritization fee 2023-01-03 19:56:33 -05:00
tjs 92f92cb967 Merge branch 'main' into dev 2023-01-02 15:36:08 -05:00
tjs 80f94166bd add prioritization fee instruction 2023-01-02 15:35:39 -05:00
riordanp 89c024e9df
Setup MM for Heroku deployments (#358)
* Setup mm for heroku

* Update params

* Update Procfile

* Fix runtime dependencies

* Run linter
2023-01-02 19:21:08 +00:00
tjs b0164113f0 support healthtype of undefined to calculate with a weight of 1 2022-12-30 15:26:53 -05:00
tjs d2ed61328a settle serum after placing order 2022-12-27 18:50:29 -05:00
microwavedcola1 f72c3cd0ae Fix typings
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
microwavedcola1 44fb1037cf
Mc/serum fees (#350)
* maker rebate shouldnt be applied to maxQuoteQuantity

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

* update

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

* update

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

* Fixes from review

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 10:21:24 +01:00
microwavedcola1 5def04f6ee
add price band helper (#349)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 19:19:18 +01:00
microwavedcola1 ebeb2328b9 force close mango account script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 10:32:33 +01:00
tjs 48b5b81a09 script to add spot market 2022-12-19 20:30:47 -05:00
microwavedcola1 0ba51e6324 move to new authority and admin
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 19:50:09 +01:00
microwavedcola1 f3dac89d3e Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
microwavedcola1 31f56d0e41
Fix BN creation (#342)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 15:40:14 +01:00
microwavedcola1 6e8f6596e7 rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 14:46:39 +01:00
Christian Kamm 7231ceea53 ts client: Fix avg entry price and break even price 2022-12-19 13:34:20 +01:00
microwavedcola1 f68a11145f Filter by account
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 09:42:05 +01:00
tjs 13f32c8bae assume taker fees 2022-12-17 14:08:48 -05:00
tjs 08cc99790c needs parenthesis in maxQuoteQuantity 2022-12-17 13:06:48 -05:00
tjs 9b0db13c10 fix maxQuoteQuantity in placeSpotOrder 2022-12-17 13:01:57 -05:00
Christian Kamm 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
Christian Kamm 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
tjs 5df60b48d9 support passing ALT in marginTrade client fn 2022-12-15 17:22:10 -05:00
tjs 95e8bf2d2c Merge branch 'main' into dev 2022-12-15 15:30:18 -05:00
microwavedcola1 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
Adrian Brzeziński 5c329f8800 settle funds in serum3 cancel/modify 2022-12-15 20:06:10 +01:00
Adrian Brzeziński 1125002ba3 make settle funds serum3 ix 2022-12-15 13:41:45 +01:00
Adrian Brzeziński f31ef4642d Merge branch 'feature/modify-order' 2022-12-15 11:30:20 +01:00
Adrian Brzeziński 89c7ab7498 modify serum3 order 2022-12-15 10:40:45 +01:00
microwavedcola1 309f218c6e more debugging
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 09:41:03 +01:00
microwavedcola1 2b2d777130 debug user small changes
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 21:05:05 +01:00
Adrian Brzeziński 8785d007bd Merge branch 'main' into feature/modify-order 2022-12-14 16:58:55 +01:00
microwavedcola1 5c1304466b add account number to toString for debugging
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:50:10 +01:00
microwavedcola1 f781241f90 Fix bug in porting from rust to ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:43:06 +01:00
Adrian Brzeziński 7949ce7d78 modify perp ix 2022-12-14 15:15:35 +01:00
microwavedcola1 2cd8c048f3 bump max iterations in max swap, for edge cases
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 14:55:37 +01:00
microwavedcola1 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
microwavedcola1 f4942fd674
cap max borrow in withdraw to safety constraint (#335)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 19:41:19 +01:00
microwavedcola1 c77c3585ad remove outdated todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 10:29:55 +01:00
tjs 35752ab99b move calls inside reloadBanks in the group reloadAll fn 2022-12-13 00:44:07 -05:00
microwavedcola1 aa53cb95de Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-12 14:54:18 +01:00
microwavedcola1 f745898a40 rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-12 13:10:57 +01:00
microwavedcola1 9c65ea9456 rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-12 13:03:57 +01:00
Christian Kamm b5691e2381
ts: Fix toUiPrice() (#332)
For example, the SOL native price of 0.0136 should become the ui price
of 13.6 because SOL decimals are 9.
2022-12-11 17:22:43 +01:00
microwavedcola1 d0c85f14e6 make mm work with mango-perp, deposit some funds into shared wallet mango account, fixed some ts perp issues
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 20:23:30 +01:00
Christian Kamm 13f6fe2343 ts: Fix serum3PlaceOrder by passing payerOracle 2022-12-09 14:55:33 +01:00
Christian Kamm 29055199ae ts: Make oracle arg optional in edit calls 2022-12-09 14:55:33 +01:00
Christian Kamm a91ff847f2 ts: Fix tokenDeregister() when ATA is missing 2022-12-09 14:55:33 +01:00
Christian Kamm 37060d4192 ts: Fix sendTransaction to work with NodeWallet 2022-12-09 14:55:33 +01:00
microwavedcola1 c773262781 add perp markets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 11:39:00 +01:00
microwavedcola1 9b173e95b5
perp market parameters for vanity address (#327)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 11:16:47 +01:00
microwavedcola1 794f298ded fix scaling of weights
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 06:08:23 +01:00
tjs 82a120df0d Merge branch 'main' into dev 2022-12-08 17:23:17 -05:00
tjs 1c69d4edbb default idsSource is get-program-accounts 2022-12-08 17:23:07 -05:00
tjs af6e10a1cd fix perp open order deserializing 2022-12-08 15:55:32 -05:00
tjs b6605bd120 fix perp open order deserializing 2022-12-08 15:53:14 -05:00
Christian Kamm 57e4510b08 Remove mango-macro 2022-12-08 20:48:44 +01:00
Christian Kamm a29a736ba2 Move src/state/health/ -> src/health/ 2022-12-08 20:48:44 +01:00
tjs 227eea81c3 Merge branch 'main' into dev 2022-12-08 14:13:07 -05:00
tjs fb8eb59355 add back getEquityUi for perp 2022-12-08 14:12:57 -05:00
tjs cfc121cf1c Merge branch 'main' into dev 2022-12-08 14:00:28 -05:00
tjs 4fc2b42f99 add back function to parse perp fill events 2022-12-08 14:00:12 -05:00
Christian Kamm 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
microwavedcola1 3e7f5487b7 add more info to debug bank scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:50:11 +01:00
microwavedcola1 c2a0c8c920 fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:26:12 +01:00
microwavedcola1 d8d0d8e07c Merge branch 'dev' 2022-12-08 16:05:51 +01:00
microwavedcola1 5cc88b0d97
mainnet setup script for vanity address (#324)
* mainnet setup script for vanity address

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

* rename

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

* update

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

* update

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

* update

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:04:58 +01:00
Christian Kamm b66dc7ae80 IDL: Fix missing OrderTreeRoot 2022-12-08 11:22:37 +01:00
microwavedcola1 326515a07f rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:49:00 +01:00
microwavedcola1 fa815f1c75 switch to new vanity address
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
microwavedcola1 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
tjs e9bcd0209a fix settlerOwner in perpSettlePnl 2022-12-07 23:50:37 -05:00
Christian Kamm 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
microwavedcola1 6aea3f97db Merge branch 'main' into dev 2022-12-07 11:01:36 +01:00
tjs 660a733a95 divide by quote decimals to get funding rate 2022-12-06 16:41:42 -05:00
tjs bc4d97d4d1 add confFilter and edit perp script 2022-12-06 10:58:47 -05:00
microwavedcola1 52d7509481 Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
microwavedcola1 dde9ca69e8 sync fields
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
Christian Kamm 777c1a7804
Rename bank fields, make weight scale limits editable (#319) 2022-12-06 09:34:02 +01:00
tjs 20adf76aac add dotenv for client config vars 2022-12-05 14:48:06 -05:00
tjs 0609adbe70 use quote decimal constant 2022-12-03 14:54:36 -05:00
tjs 55db713862 add getEquityUi 2022-12-03 14:47:01 -05:00
microwavedcola1 fa09c557a1
ts client sync with program (#311)
mostly health related code
2022-12-02 15:48:43 +01:00
Christian Kamm 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
Christian Kamm 512eef96ea Perp pegged orders: Add stub max oracle staleness arg 2022-12-02 08:19:51 +01:00
microwavedcola1 d64d9285f4
limit settleable pnl (#295)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
microwavedcola1 95b03aa5ac remove filter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-29 10:40:18 +01:00