15b9b911d1
Bump program version to 0.3.0
2023-01-13 11:38:56 +01:00
c238ed4f28
Bump version to v0.2.0
2023-01-13 11:25:08 +01:00
bda8cb9387
v0.1.2 version bump and changelog ( #383 )
2023-01-13 10:36:47 +01:00
93d33edb74
Perp: liq with token instruction ( #368 )
...
The new instruction allows the liqor to take over negative pnl (limited
by liqee settle health and settle limits) before applying the bankruptcy
logic.
2023-01-12 09:07:13 +01:00
c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
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Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +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
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
5a38506f04
Liquidator, liqtest and rust client fixes ( #336 )
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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
0ed7175341
Upgrade to solana ~1.14.9
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- Update anchor submodule
- Fork and submodule switchboard-v2 package to update dep
2022-12-13 17:00:57 +01:00
e0f50bf0d4
pnl limit: Clean up by adding functions, using it in get-settleable ( #329 )
2022-12-10 17:56:56 +01:00
d3db44e7ba
Client: Fix liq health accounts: no duplicate perp markets
2022-12-09 20:43:48 +01:00
fe9c92e7ef
Client: Fix ata idempotent creation
2022-12-09 20:43:48 +01:00
a29a736ba2
Move src/state/health/ -> src/health/
2022-12-08 20:48:44 +01:00
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
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* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
748334d674
Fix liquidator ( #302 )
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* Fix liquidator
* Remove redundant variable.
Co-authored-by: Nicholas Clarke <nicholasgclarke@gmail.com>
2022-11-22 07:10:23 +01:00
44d0170ea9
mc/settle pnl ts client ( #292 )
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* oracle peg client support
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>
* perp pnl settle, candidate finder, and example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 20:36:13 +01:00
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
39ed94aa87
client additions + extra tests + safety ( #281 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-18 08:58:56 +01:00
5d780a86dc
Upgrade to Solana 1.10.35 ( #291 )
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* 1.10.35 upgrade & compatibility
* Patch Anchor
* Fix test compile
* Serum program update
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-16 10:50:40 +00:00
2ee152f7ea
Oracle staleness: Check when accessing oracle price
2022-11-12 12:12:45 +01:00
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
e8ba511c45
mc/flash loan for delegate ( #271 )
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* flash loan for delegates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix rust client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +01:00
7da421ea1c
Fix client and keeper for new perp orderbooks
2022-11-09 09:32:32 +01:00
21e4b080e3
Fix incorrect open orders start index
2022-11-02 17:13:25 +00:00
f2cc869795
Perps: Prepare for settlement token != oracle token
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Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
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This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
984695e8d0
liquidator: Call liq_perp_bankruptcy
2022-09-29 07:36:00 +02:00
15d0a98c94
liquidator: settle pnl on liquidatable accounts
2022-09-28 10:48:41 +02:00
11daf4d0eb
client: fetch top settle pnl counterparties
2022-09-28 10:48:41 +02:00
9cbc352197
liquidator: force-cancel perp orders, liq perp base positions
2022-09-28 10:47:05 +02:00
d86b3dd757
Rust client: Fix remaining accounts perp oracles
2022-09-23 09:07:51 +02:00
50be520e99
Rename: LiqToken* -> TokenLiq*
2022-09-14 16:22:42 +02:00
8bde9e2bff
Liquidator: Force cancel serum orders
2022-09-02 12:23:59 +02:00
1f0cd62846
Don't panic if accounts are shorter than 8 bytes
2022-09-01 12:00:09 +02:00
8a2d54cce8
Fix some clippy warnings
2022-08-30 13:59:34 +02:00
e0437305ee
SerumPlaceOrder: Only pass the payer bank/vault
2022-08-30 12:05:07 +02:00
2d2cef35a0
Add HealthRegion instructions
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You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd
and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
09fc5f716b
Renames in MangoAccount
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- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
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Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
421b2d3d19
FlashLoan: Fix validation holes
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- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
2022-08-16 13:10:05 +02:00
54222c5b3f
liq_token_bankruptcy: don't pass redundant index
2022-08-16 13:08:57 +02:00
f169bcdafe
Client: add token_withdraw
2022-08-10 16:24:48 +02:00
3139b0816a
Client: Jupiter swaps preserve ata/token instructions
2022-08-10 16:24:48 +02:00
19153b8874
Client: Fix jupiter api field that is sometimes null
2022-08-10 16:24:48 +02:00
13e4d0a432
Client: Fix loan amount for jupiter ExactOut swaps
2022-08-10 16:18:41 +02:00
2552bffc66
Liquidator: blocking-wait for data after actions
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To avoid sending a second jupiter-swap while the first one is still
in-flight.
2022-08-10 16:18:41 +02:00
cce1881223
Liquidator: basic sell/buy to keep only quote
2022-08-10 16:18:41 +02:00
Christian Kamm
microwavedcola1
riordanp
microwavedcola1
conj0iner
Nicholas Clarke