15784ecd2b
add security policy and on-chain metadata ( #361 )
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* add security-txt macro
* minor fmt fix
2023-01-04 18:13:29 +00:00
5019864b84
Update script to include perp market to reduce only
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 16:55:01 +01:00
5b41ff89a0
Update script to include perp market to reduce only
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 16:54:28 +01:00
6cef8caa34
rust client: Make AccountFetcher futures Send ( #357 )
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This required redoing the cached account fetcher logic to properly deal
with locking and repeated calls while a fetch is ongoing.
2023-01-04 16:15:46 +01:00
d461dc9b3a
not deployed yet
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:27:33 +01:00
3c2a55bf07
Merge branch 'dev'
2023-01-04 13:23:48 +01:00
3d832d5f2b
changelog
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:23:46 +01:00
3ab8c6072a
add reduce only field on ts classes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:14:05 +01:00
86c9331647
reduce only order type and mode for tokens and perp markets ( #353 )
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* 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
b174ee13cc
update script for alts and new admin change
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 07:42:19 +01:00
c30ecbb7bb
downgrade pyth client
2023-01-03 20:11:55 -05:00
ae615b7473
Merge branch 'main' into dev
2023-01-03 19:56:45 -05:00
57040b160a
use passed in prioritization fee
2023-01-03 19:56:33 -05:00
b304ce09ec
Perp: Make settle limit robust against settle window size changes
2023-01-03 14:52:04 +01:00
92f92cb967
Merge branch 'main' into dev
2023-01-02 15:36:08 -05:00
80f94166bd
add prioritization fee instruction
2023-01-02 15:35:39 -05:00
89c024e9df
Setup MM for Heroku deployments ( #358 )
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* Setup mm for heroku
* Update params
* Update Procfile
* Fix runtime dependencies
* Run linter
2023-01-02 19:21:08 +00:00
0c1884ce56
Merge branch 'ts/healthtype' into main
2022-12-30 15:36:13 -05:00
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
7a8f31c611
Perp: settlement applies no loan origination fee
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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
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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
9ada3f0574
README formatting
2022-12-29 14:14:47 +01:00
cf3ebb5d96
Minor README updates
2022-12-29 14:13:57 +01:00
d2ed61328a
settle serum after placing order
2022-12-27 18:50:29 -05:00
f72c3cd0ae
Fix typings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
b8d8a0c238
Merge branch 'dev'
2022-12-21 10:21:59 +01:00
44fb1037cf
Mc/serum fees ( #350 )
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* 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
770b5a8056
pop perp events without processing, when mango account is closed ( #351 )
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* 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
4d61bb76a4
Merge branch 'main' into dev
2022-12-20 20:39:47 +01:00
5def04f6ee
add price band helper ( #349 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 19:19:18 +01:00
21c13fa9b1
liquidator: Skip accounts with many errors in short time
2022-12-20 14:30:26 +01:00
4bd1cf1ece
liquidator: Shuffle liquidation check
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This way the liquidator is less likely to get stuck on one account if
there are multiple that need liquidation.
2022-12-20 14:13:02 +01:00
fb43ec0e7f
liquidator: Don't panic when accounts not yet available
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This can happen when users created a new serum open orders account and
it has not yet been received even though the account itself has arrived.
2022-12-20 14:13:02 +01:00
6439791233
Token deposit: limit while being_liquidated
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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
ebeb2328b9
force close mango account script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 10:32:33 +01:00
48b5b81a09
script to add spot market
2022-12-19 20:30:47 -05:00
0ba51e6324
move to new authority and admin
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 19:50:09 +01:00
f3dac89d3e
Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
31f56d0e41
Fix BN creation ( #342 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 15:40:14 +01:00
edd0633489
change to new authority
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 15:38:06 +01:00
69cb21026d
Rebalance: Don't use Jupiter's ExactOut method
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It has limited liquidity.
2022-12-19 15:31:25 +01:00
6e8f6596e7
rename
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 14:46:39 +01:00
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
55e8fc390f
Liquidation: Ignore dust balances and perp pnl
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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
f68a11145f
Filter by account
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 09:42:05 +01:00
2a906af95c
Merge branch 'main' into dev
2022-12-17 14:32:11 -05:00
13f32c8bae
assume taker fees
2022-12-17 14:08:48 -05:00
08cc99790c
needs parenthesis in maxQuoteQuantity
2022-12-17 13:06:48 -05:00
9b0db13c10
fix maxQuoteQuantity in placeSpotOrder
2022-12-17 13:01:57 -05:00
ff37b21777
Changelog
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:41:55 +01:00
silas
microwavedcola1
Christian Kamm
microwavedcola1
tjs
riordanp