Commit Graph

146 Commits

Author SHA1 Message Date
microwavedcola1 a7a5c740c9
Fix typo (#375)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 20:39:46 +01:00
microwavedcola1 7c69197505
mango account freeze (#372)
* mango account freeze

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

* format

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* 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>
2023-01-12 13:08:10 +01:00
microwavedcola1 5ef04d6d08
group halt (#370)
* group halt

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* Fixes from review

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

* format

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 09:12:55 +01:00
Christian Kamm 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
silas 15784ecd2b
add security policy and on-chain metadata (#361)
* add security-txt macro

* minor fmt fix
2023-01-04 18:13:29 +00:00
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

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* remove token

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* fixes

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* 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 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

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* comment

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* Fix ts

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* 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
Christian Kamm a29a736ba2 Move src/state/health/ -> src/health/ 2022-12-08 20:48:44 +01:00
microwavedcola1 fa815f1c75 switch to new vanity address
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
Christian Kamm 777c1a7804
Rename bank fields, make weight scale limits editable (#319) 2022-12-06 09:34:02 +01:00
Christian Kamm a5a015e19f LeafNode: tif field u8 -> u16
Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
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 1732a5aff4
net borrow limits (#301)
* net borrow limits

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

* fix client

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* Fixes from review

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

* Fix tests

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
Christian Kamm f236a0521a
Fast I80F48 division with reduced precision (#300) 2022-11-24 11:59:00 +01:00
Christian Kamm c276353289
Implement a stable_price on banks and perp markets (#303)
It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.

The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
microwavedcola1 d82608ebee Revert "add support for msrm vault for serum3 discounts (#285)"
This reverts commit 0a4f7150d6.
2022-11-20 15:31:16 +01:00
Christian Kamm 58f7ff2e0e Add staleness param to OracleConfig
Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.

Add some reserved space to OracleConfig to make this easier in the
future.

Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
microwavedcola1 0a4f7150d6
add support for msrm vault for serum3 discounts (#285)
* add support for msrm vault for serum3 discounts

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

* Fix client

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* client support

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* More client code and todos

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* prettoer

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* remove mint, not needed

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
microwavedcola1 e47e17d79f
reduce only flag for perp place order (#286)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +01:00
Christian Kamm 5731ce8faa
Perp oracle peg feature (#264)
This introduces the ability to use oracle peg orders on perp markets.

This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
Christian Kamm f2cc869795 Perps: Prepare for settlement token != oracle token
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
Christian Kamm b906e3dc78 Token deposit: Split into signed and permissionless ix
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
Christian Kamm 8ba52f46c2
Perp settle pnl: incentive for settler (#252)
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
conj0iner a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
microwavedcola1 bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests (#237)
* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap

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

* ts: comemnt

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
Conj0iner 55f77ad6c6 Added IOC penalty 2022-09-23 00:55:12 +08:00
microwavedcola1 ae42356b22
program: remove todos for ix which have now been implemented or not relevant (#240)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-22 17:43:01 +02:00
Christian Kamm a41a245e24 PerpLiqBankruptcy instruction 2022-09-21 09:46:54 +02:00
conj0iner 1c67b8ed5f
remove base_token_index from perps and include oracles (#224)
Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
Christian Kamm 14ca1dac35 Add alt_set / alt_extend instructions
alt_extend will only work in the future, when alt_set can receive lookup
tables where the authority is set to be the mango group pda.
2022-09-15 09:20:08 +02:00
Christian Kamm 50be520e99 Rename: LiqToken* -> TokenLiq* 2022-09-14 16:22:42 +02:00
Christian Kamm 2dfada7377 Tests: initial perp force-cancel test 2022-09-10 07:42:58 +02:00
Christian Kamm 810998a2af Add PerpLiqForceCancelOrders instruction 2022-09-10 07:42:58 +02:00
Christian Kamm 845a32a7c2 Add PerpLiqBasePosition instruction 2022-09-10 07:42:58 +02:00
Conj0iner 3b3286a5b3 Changed max_settle_amount to u64 2022-09-09 18:29:02 +08:00
Christian Kamm 1f26a54399
Perps: introduce explicit position close (#216)
* Perps: fix position lifetime; explicit closing

When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.

* Tests: Factor out common floating-point comparisons

* Rename PerpClosePosition -> PerpDeactivatePosition
2022-09-09 10:50:09 +02:00
Conj0iner c34ee54233 Added perp_settle_fees instruction 2022-09-05 22:18:40 +08:00
Christian Kamm 3fbc3ca32d TokenEdit: remove bank_num arg 2022-09-02 13:55:00 +02:00
Conj0iner 97eed4081d Added perp_settle_pnl instruction 2022-09-02 00:07:57 +08:00
microwavedcola1 453248bbe5
token_deregister: remove redundant token index and add doc (#192)
* token_deregister: remove redundant token index

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

* fix test

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-25 19:25:56 +02:00
Christian Kamm 2d2cef35a0 Add HealthRegion instructions
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
Nicholas Clarke 8a1c58e723
FlashLoan: Add flash_loan_type (#164)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
Christian Kamm 421b2d3d19 FlashLoan: Fix validation holes
- 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
Christian Kamm 54222c5b3f liq_token_bankruptcy: don't pass redundant index 2022-08-16 13:08:57 +02:00
Christian Kamm ccba4ee597
Cleanups and bugfixes from the audit (#163)
* AccountExpand: cleanups from audit

* Group instructions: cleanups from audit

* AccountClose: cleanups from audit

* TokenAddBank: Audit fixes, including significant bugs

Must not take collected_fees and bump from the existing bank.

* Instruction comment updates

* GroupEdit: Add version/testing flag changes

Ported from mc/vanity
2022-08-13 19:54:58 +02:00
microwavedcola1 4f72985f2d
also allow editing group insurance fund (#149)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:23 +02:00
microwavedcola1 e06736660a
remove account size, make mango account feature position counts explicit (#148)
* remove account size from program, make position counts explicit

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

* cargo-fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:06 +02:00