dfa8166aee
Health: Put common pre/post check logic into functions
2022-08-24 16:39:36 +02:00
bba27ed6f0
PlacePerpOrder: pre-health computation
2022-08-24 16:07:22 +02:00
38b349a401
Rename PerpOpenOrders -> PerpOpenOrder, since it's a single one
2022-08-24 15:22:55 +02:00
cb0a9e5d2b
Tests: allow checking of logged "post_health"
2022-08-24 14:15:01 +02:00
c8159746e7
Tests: Remove unnecessary argument
2022-08-24 14:15:01 +02:00
45f52ae535
Serum3PlaceOrder: compute pre-health
2022-08-24 14:15:01 +02:00
40f467024d
FlashLoan: Add pre-health check
2022-08-24 14:15:01 +02:00
1ebbac7d6f
Withdraw: Add pre-health check
2022-08-24 14:15:01 +02:00
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
c9fb4c7133
Tests: Fix program log capture
2022-08-24 10:07:45 +02:00
704dfcaa27
Clarkeni/loan fee logging ( #180 )
...
Logging for loan origination fees and token bankruptcy
2022-08-19 18:50:54 -07:00
09fc5f716b
Renames in MangoAccount
...
- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
ec850b7bd3
Fix size of account_num in idl
2022-08-19 14:52:31 +02:00
403226dc28
BeingLiquidated: Deactivate flag on positive health
2022-08-18 13:12:13 +02:00
a23afed7de
Fix computation of utilization time-weighted average
2022-08-17 15:29:11 +02:00
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
e8bbfbef83
Bank: fix collection of loan fee
...
Instead of changing indexed_borrows, change borrow_index!
2022-08-16 16:27:45 +02:00
4c65204c19
Liquidator: Fix condition for starting to liquidate
2022-08-16 16:19:04 +02:00
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
54222c5b3f
liq_token_bankruptcy: don't pass redundant index
2022-08-16 13:08:57 +02:00
e92561d32e
Liquidation: Fix rounding issues in liq_token_bankruptcy
...
By explicitly dusting trace positive positions.
2022-08-16 13:08:43 +02:00
961a81b94f
Liquidation: Fix positive dust issues
2022-08-16 13:08:43 +02:00
af5f622bd8
Liquidator: bankruptcy requires borrows
2022-08-16 12:13:54 +02:00
c9a5fb5fc1
ScanningAccountRetriever: Don't mut-borrow oracles ( #170 )
...
This allows using the same oracle for different banks, like for ETH and
soETH.
2022-08-15 11:32:54 +02:00
58105207af
Make anchor's lint pass
2022-08-15 10:48:43 +02:00
0265b9b0a9
Account: Change type of net_deposts / net_settled
...
Because f32 doesn't have enough significant digits for large deposits.
2022-08-15 10:48:43 +02:00
18857c7b72
Add "client" feature annoations
2022-08-15 10:48:43 +02:00
6a77a5c349
tests: fix compilation warnings
2022-08-15 10:48:43 +02:00
fcecd21cdb
health: remove duplicated code
2022-08-15 10:48:43 +02:00
1b6ed725be
over explaining the code ( #168 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-14 20:45:57 +02:00
7a343a9a8d
checked_math: support casts and I80F48::from
2022-08-14 15:01:15 +02:00
d91a676e3d
Oracle: Decimal constant cleanup
2022-08-14 15:01:15 +02:00
724824d21a
Bank: small fixes from audit
2022-08-14 15:01:15 +02:00
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
21815612ae
Let all PDA seeds start with a unique prefix ( #166 )
...
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
2022-08-13 19:30:35 +02:00
a3067e2448
Avoid custom Debug impls by using derivative crate
2022-08-13 10:18:04 +02:00
261c856bb2
reduce max source swap targetError so that we dont error out
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:08:08 +02:00
92a37f23ed
Remove is_bankrupt
...
Instead, check for any liquidatable assets in liq_token_bankruptcy.
Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
02c19a6eb4
Optimise entry price calculations
2022-08-11 22:58:47 +08:00
ac58081430
Audit: Fix some account constraints
2022-08-11 13:30:04 +02:00
e8479e2e7c
liq_token_with_token: Correctly adjust health cache for dusting
...
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.
This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
2022-08-10 16:24:48 +02:00
7c72a1956a
Withdraw: Allow withdrawing all funds with allow_borrow=false
...
We should also add the ability to withdraw as much as possible without
borrowing and without specifying the exact amount, for convenience.
2022-08-09 11:56:08 +02:00
5516ecb132
remove unused param in context
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 21:11:15 +02:00
d594286266
reserve for ALTs ( #152 )
...
* reserve for ALTs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add explicit padding
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>
2022-08-08 18:50:59 +02:00
b8bf3a1c40
reorder mango account fields in idl to match on chain order according to MangoAccountFixed
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 17:04:54 +02:00
ca790c9ef3
add prioritization for token rate update ix in keeper ( #153 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 16:31:59 +02:00
4f72985f2d
also allow editing group insurance fund ( #149 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:23 +02:00
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
ff19940ee7
Merge pull request #140 from blockworks-foundation/cj/avgentryprice
...
Added avg entry + break even price
2022-08-07 12:20:33 +08:00
dded844693
Update dynamic interest and default token parameters
2022-08-06 21:06:34 +02:00
dc4a770835
Merge remote-tracking branch 'origin/dev' into cj/avgentryprice
2022-08-06 22:32:59 +08:00
6f5f53c1d8
update comment
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 13:36:21 +02:00
59d28c97a1
fix name and error message check in flash loan ( #145 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 12:59:13 +02:00
2880a2ec88
Instruction introspection: don't hardcode discriminators
...
Patch anchor to allow access to the generated discriminators.
2022-08-05 23:24:17 +02:00
e4a073c83b
Clarkeni/group logging ( #142 )
...
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
2022-08-05 10:11:44 -07:00
dd22ca2ad6
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-05 16:17:29 +02:00
977e85dcf0
Added avg entry + break even price
2022-08-04 22:53:14 +08:00
331bb7ebf0
refactor,format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:13:36 +02:00
dd8086d8eb
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:04:08 +02:00
ca6b857a43
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:03:06 +02:00
d34dea961c
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:01:23 +02:00
a546f6fb3e
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:58:46 +02:00
f134f0257a
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:54:19 +02:00
7953e123cc
add simple logging
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 09:25:19 +02:00
22080fdcc1
TokenRegister: Fix anchor seed derivation
...
It likes names constant, but not constant literals.
2022-08-04 08:26:18 +02:00
b62c0cd9be
fix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9d117c84ac
fix from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
505cbd48aa
fixes from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
59dd3aa66e
insurance fund for trustless vs not trustful
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
e31ad9ce34
token register trustless
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9c10101166
remove traces of address lookup tables aka transactions v2
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:39:08 +02:00
374c0eb136
mc/clippy ( #135 )
...
* clippy pass 1
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clippy pass 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:07:10 +02:00
a9a03b97ac
mc/registration time ( #132 )
...
* registration time
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>
* mc/u32 numbers - consistent numbers in pdas (#133 )
* consistent numbers in pdas
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 18:46:45 +02:00
5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan ( #131 )
...
* remove flash loan 1 & 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename flash loan 3 to flash loan
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:55:17 +02:00
c516e45d08
mc/review reserved on accounts ( #130 )
...
* review and extend reserved on accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert changes to node size, stack gets smashed in rust unit tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max possible
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* header version
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
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>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:53:30 +02:00
e8e774a1a4
mc/feature gating ( #129 )
...
* feature gating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 12:56:29 +02:00
91d59c1918
close insurance vault also
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
45fd36642e
prepare group for ownership transfer to governance ( #125 )
...
* prepare group for ownership transfer to governance
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:28:16 +02:00
c88297f42e
mc/ts and keeper improvements ( #127 )
...
* ts and keeper improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray heroku experiments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:25:11 +02:00
dfa268dfd6
fix small things to make ci work again ( #126 )
...
* checkout submodules on ci
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* change to https, so that ci can clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix clippy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* redundant clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-30 09:49:56 +02:00
f2bfb951fd
anchor as submodule ( #121 )
...
* anchor as submodule
* Use anchor submodule as dependency
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-27 08:52:41 +02:00
2fb92abad8
Mc/ts upgrade ( #122 )
...
* upgrade anchor fork, supports anchor idl close now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* upgrade ts deps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-26 17:14:07 +02:00
0b2e1e6e6c
Mc/realloc 4 ( #119 )
...
Realloc + dynamic mango account
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
46b6bce14b
IDL: Remove NodeRef and NodeRefMut enums
...
Anchor cannot load idls that include enums with tuple variants.
2022-07-22 08:35:30 +02:00
ea85824ccb
Remove code copied from solana-address-lookup-table-program
...
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
2022-07-21 06:49:04 +02:00
39686d3d0f
CU of test has increased, accomodate only for this test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
3eae2cdc34
upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
f8d4b2443c
Liq: Don't log common+expected simulation errors
2022-07-20 09:47:37 +02:00
2bff4bba3d
Drop being_liquidated after bankruptcy resolves
2022-07-20 09:47:37 +02:00
b5d3e2164c
Make Serum3Info and PerpInfo pub again
...
Accidentally reverted in bad merge
2022-07-20 09:47:37 +02:00
a82bab4ed7
Better error when vault doesn't have enough funds
...
The spl_token transfer cpi instruction just says "error code: 1", which
is too opaque.
2022-07-19 13:43:05 +02:00
348d8cfcd8
Liq/Client: Various improvements
...
- Abstract away account fetching, so it can be done via RPC or from a
websocket stream (or a geyser plugin) that populates a ChainData
instance.
- Separate out information about tokens, markets into MangoGroupContext.
- Separate all gPA calls into functions in a new file
- The liquidator re-fetches critical accounts via RPC before
liquidation. Unfortunately the websocket stream seems slower :/
- Don't re-implement health account derivation in the liquidator.
Instead reuse the existing code from the client.
- More smaller stuff.
2022-07-18 18:18:57 +02:00
b44f628c01
LiqTokenWithToken: More error contexts
2022-07-18 18:18:57 +02:00
5231ee7f98
Token edit: Fix bug where mintinfo.oracle goes out of sync
2022-07-18 18:18:57 +02:00
88a292e656
Health: Add max_swap_for_source function
2022-07-15 10:09:36 +02:00
bc4c57911a
Health from health components in ts/client ( #104 )
2022-07-13 19:18:55 +02:00
86a84396f5
Health: cleanup and new functions for ratio and assets/liabs
2022-07-12 09:47:23 +02:00
6f758ff25b
clippy
2022-07-12 09:46:17 +02:00
b77af54f15
Fix tests
2022-07-11 22:31:00 +02:00
ef7d2862da
wip: dynamic rates ( #98 )
...
* dynamic rates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fmt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-11 17:08:32 +02:00
f132f30874
Better error messages
2022-07-08 12:48:43 +02:00
469e7fd704
Use get() instead of get_mut() where possible
2022-07-08 09:10:08 +02:00
6c7245adaa
Serum3 liq force cancel orders: Deactivate inactive token positions
2022-07-07 13:22:25 +02:00
693333b71e
Serum3 place/settle: deactivate inactive token positions
2022-07-07 13:16:23 +02:00
9f90c3982f
Fix serum3 loan origination fee withdrawal
...
Paying the loan origination fee must be like a withdrawal and can't be
charged as a borrow if the user has deposits.
2022-07-07 12:33:21 +02:00
45da68c6ac
LiqTokenWithToken: Close inactive token positions
2022-07-07 12:24:48 +02:00
31831454b4
Return raw position index from get_mut()
2022-07-07 12:01:18 +02:00
0ff269c38c
Merge branch 'main' into dev
2022-07-06 17:47:45 +02:00
ab3abc69e7
Fix flash loan3 - fetching of bank from retriever
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:41:08 +02:00
b0f1585541
Merge branch 'main' into dev
2022-07-06 17:11:20 +02:00
8a1e9136a6
better error msg
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:11:12 +02:00
ffd83a7a05
Rename instructions to follow naming pattern ( #97 )
2022-07-06 14:51:15 +02:00
348fbc1cb9
Track cumulative net deposits (deposits - withdraws) ( #91 )
...
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-06 12:07:30 +02:00
de86b69e1a
Client/program interface changes
...
- rearrange structs to have gPA data in front and add comments about the
offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
2022-07-06 11:34:07 +02:00
35517bdb75
Review fixes
2022-07-06 11:34:04 +02:00
b25f6d5f4f
Insurance fund
2022-07-06 09:07:50 +02:00
35ca4d31b3
liq_token_bankruptcy instruction for socialized loss
2022-07-06 09:07:49 +02:00
30fc7def77
Add oracle price to update_index logging. ( #89 )
...
* Add oracle price to update_index logging.
* Update IDL with changes to update_index instruction and logging.
2022-07-05 11:59:44 -07:00
d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations ( #94 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
dff3f7cd8c
client functions via program simulation
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 14:11:38 +02:00
39284c5705
Flash loan 3 minimal example ( #90 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 12:09:33 +02:00
6a99eb893b
Fix types
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 14:31:47 +02:00
30a221047c
Bank: rename indexed total deposits and schedule for removal
2022-07-01 14:08:28 +02:00
e8cb27610e
close mango account without checks when testing flag is set on the group, workaround weird issues when all dust cant be withdraw ( #92 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 13:38:50 +02:00
6d05306859
Improve FlashLoan3 docs
2022-06-30 18:45:17 +02:00
f8da1f6a40
Clarkeni/logging ( #81 )
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* Add logging
* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes
* Add token balances logging to token and token liquidation and add logging to margin trade
* rust format
* fix clippy errors
* Address PR requested changes
* fix flash_loan
* Recalculate raw_token_index in token withdraw to account for position becoming inactive
* Fix retrieving oracle for logging
in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.
* Add logging flash_loan2 and flash_loan3
* Refactoring flash loan logging
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-30 14:35:05 +02:00
1c02ccd21d
Transfer dust from bank vaults to a dust account, without this we wont be able to close bank vaults ( #88 )
2022-06-29 09:11:14 +02:00
86d635f5d0
FlashLoan3: Variant that transfers directly
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FlashLoan2 requires the user to set up transfers to and from the Mango
vault accounts. This version directly provides the loaned funds into a
target token account and repays everything that exceeds the initial
token account balance at the end.
2022-06-28 15:32:26 +02:00
d786a672f1
FlashLoan2: API with Begin and End instructions
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For FlashLoan users had to pass the target cpi programs, accounts and
data to the FlashLoan instruction itself.
The new API allows existing instructions to be used unchanged, they
just need to be bracketed by FlashLoan2Begin and FlashLoan2End.
2022-06-28 15:30:13 +02:00
3eedba67b1
Fix serum3_cancel_order
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accidental removal of mut in 20fc9d557a
2022-06-27 11:38:55 +02:00
9fc8a5a56a
multiple banks ( #82 )
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* multiple banks
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* test for closing multiple banks for a registered token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix deregister_token
* update idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-27 11:27:17 +02:00
20fc9d557a
Satisfy anchor's lint by adding CHECK: comments
2022-06-24 12:36:35 +02:00
7a28a3bfb0
improvements to flash loan
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 16:41:24 +02:00
54c0306ae7
Fix flash loan
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 13:10:15 +02:00
0bd5b8fdf3
Rename margin_trade.rs -> flash_loan.rs
2022-06-23 10:23:52 +02:00
c8ebc1f611
Rename MarginTrade -> FlashLoan
2022-06-23 10:23:52 +02:00
d8a6a29e70
Renames: propagate to idl and ts
2022-06-23 10:04:54 +02:00
648b462352
Rename MangoAccount components
2022-06-23 10:04:54 +02:00
1143b38d3c
Health review comments
2022-06-22 16:52:11 +02:00
ba79995c01
Health: order-independent serum3 health
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Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.
This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.
An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
2022-06-22 16:52:11 +02:00
d4cec8dfa4
Bank: Fix bug when when depositing to exactly 0
2022-06-22 16:51:16 +02:00
aeb94642ce
fix clippy warnings
2022-06-21 13:10:37 +02:00
5dd186ac13
Health: fix unittests
2022-06-21 13:02:47 +02:00
6f41efad0f
Health: helper for finding token info by index
2022-06-21 13:02:47 +02:00
b0fd4c2a61
Fix warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
86c8817e0b
serum3 loan origination fees ( #69 )
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* serum3 loan origination fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Fix 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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 11:45:38 +02:00
cb0010b2b5
Health: never allow positive contributions from perps
2022-06-21 11:07:13 +02:00
be98f6524a
Orderbook: Avoid usize fields in data
2022-06-21 11:05:46 +02:00
6ff4ff5910
Add a ComputeHealth instruction
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This way the client can ask for simulation to determine an account's
health.
2022-06-21 11:05:32 +02:00
712bece0b2
Remove stray log message from health computation
2022-06-20 18:21:26 +02:00
470292024e
Filter out bad switchboard prices ( #70 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
5b78293c5c
minor refactoring
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
9462be7f0b
Fix margin trade interface
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
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* margin trade, support multi cpi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:43:45 +02:00
0f34851c64
switchboard support ( #67 )
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* switchboard support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:38:46 +02:00
95c06c2bfc
Mc/liquidator ( #64 )
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* Copy over and integrate liquidatable-accounts-feed (doesn't compile)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Liquidator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Adapt to refactoring
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Use copies of AccountSharedData
* Implement AccountReader for AccountSharedData
* use LoadZeroCopy in liquidator
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-18 16:31:28 +02:00
de481a4008
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
740ff0c09e
Close various things ( #65 )
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* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88 ), close serum market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* serum oo closing example in ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from code review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-09 18:27:31 +02:00
40023fcef1
Health: Make FixedOrderAccountRetriever more flexible
2022-06-08 14:38:49 +02:00
b3568b7f3e
Make health/oracle functions usable from clients ( #63 )
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* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
2022-06-08 13:43:12 +02:00
a14f37362d
margin_trade: forbid direct self-calls
2022-06-07 13:25:30 +02:00
685fd3122f
Perps: Limit overall health contribution from perp markets
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We don't want to allow borrowing against unsettled pnl in perp markets.
This makes it safer to create perp markets for untrustworthy assets.
2022-06-06 12:58:08 +02:00
1b4063cd0d
remove misleading example
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
47bccfeec8
Fix oracle price decimal usage
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 19:16:30 +02:00
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
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* Fix oracle price read by using decimals from pyth
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 10:36:04 +02:00
383489ae34
Merge branch 'mc/liquidator-bot' into dev
2022-05-30 17:08:16 +02:00
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
65a5139db7
Tests: Send perp markets as health accounts
2022-05-29 20:50:21 +02:00
4984bba71e
Health: Add perp health calculation
2022-05-29 20:50:21 +02:00
97e434fbb6
keeper: find/create account by account name
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-29 12:25:12 +02:00
34a8f0919f
serum taker bot ( #57 )
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* taker bot
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* inline code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add mints
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray log
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* use same rust as what solana uses, use same solana version as cargo toml
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* linter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-28 07:05:34 +02:00
cc2d46bf4a
add support for mint decimals on bank, for easy look up
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-27 14:52:03 +02:00
b1fcb4a7e6
CreateGroup: Allow multiple groups per admin
2022-05-27 11:36:50 +02:00
1844898280
margin_trade: Allow forwarding mint accounts
2022-05-26 21:12:02 +02:00
536ec8a84a
Make health iteration code work with pyth oracles
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They have a different account owner, that error must be skipped.
2022-05-26 20:38:03 +02:00
946e6b1c96
margin_trade: doc improvements
2022-05-25 08:02:55 +02:00
ed4e63a82f
Change tuple to a struct, seemingly anchor ts doesnt support tuples
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-24 22:03:35 +02:00
f844720130
Review fixes
2022-05-24 13:00:32 +02:00
53a5e208fd
margin_trade: loan origination fees, limited withdraws
2022-05-23 08:55:30 +02:00
21af012d1f
Improvements to margin_trade
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- don't hard-code the group as the first passed account
- token::approve() banks for each token vault
- sign for each bank
- deal with using tokens without an existing position
- handle deactivation of token account if balance goes to 0
2022-05-20 10:16:09 +02:00
8a8b36e345
Fold loan origination fee handling into Bank
2022-05-18 22:53:03 +02:00
717b72857d
Remove anchor dummy type workaround ( #53 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
ab0df0e7f2
unwrap
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 17:11:37 +02:00
2de149f74c
checked math + rustfmt
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 17:08:00 +02:00
6ecd4a0da9
Update funding for keeper
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:59:47 +02:00
2518ec24a6
Update client to match program changes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:06:29 +02:00
f19f3da659
add todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 13:01:48 +02:00
a4f3569a87
Fix merge
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:12:16 +02:00
fac9b4a57a
perp funding
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:07:24 +02:00
be73106ce1
perp funding ( #51 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:34:56 +02:00
f5c505f847
fix test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:26:38 +02:00
db82fcbbcc
perp cancel order instructions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
67c1d5d451
format
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
967ce34002
move comment
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
a1034c08b7
refactor
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
ee6fe93b26
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
fbd3fd410c
loan_origination_fees
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
f1791be039
add todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:25:09 +02:00
b903073ce6
add comment so that it doesnt get lost
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:09:12 +02:00
81f0f38188
ts client support for perps
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:06:07 +02:00
Christian Kamm
Nicholas Clarke
microwavedcola1
microwavedcola1
Conj0iner
conj0iner