dc4a770835
Merge remote-tracking branch 'origin/dev' into cj/avgentryprice
2022-08-06 22:32:59 +08:00
6f5f53c1d8
update comment
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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 )
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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
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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
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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
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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
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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
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
59dd3aa66e
insurance fund for trustless vs not trustful
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
e31ad9ce34
token register trustless
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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
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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
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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 )
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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
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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
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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
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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
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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
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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
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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
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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
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- 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 )
...
* 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
...
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
...
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
...
accidental removal of mut in 20fc9d557a
2022-06-27 11:38:55 +02:00
9fc8a5a56a
multiple banks ( #82 )
...
* 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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 16:41:24 +02:00
54c0306ae7
Fix flash loan
...
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
...
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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
86c8817e0b
serum3 loan origination fees ( #69 )
...
* 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
...
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 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
5b78293c5c
minor refactoring
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
9462be7f0b
Fix margin trade interface
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
...
* 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 )
...
* 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 )
...
* 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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
740ff0c09e
Close various things ( #65 )
...
* 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 )
...
* 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
...
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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
47bccfeec8
Fix oracle price decimal usage
...
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 )
...
* 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 )
...
* 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
...
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
...
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
...
- 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 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
ab0df0e7f2
unwrap
...
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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:59:47 +02:00
2518ec24a6
Update client to match program changes
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:06:29 +02:00
f19f3da659
add todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 13:01:48 +02:00
a4f3569a87
Fix merge
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:12:16 +02:00
fac9b4a57a
perp funding
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:07:24 +02:00
be73106ce1
perp funding ( #51 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:34:56 +02:00
f5c505f847
fix test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:26:38 +02:00
db82fcbbcc
perp cancel order instructions
...
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
...
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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
f1791be039
add todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:25:09 +02:00
b903073ce6
add comment so that it doesnt get lost
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:09:12 +02:00
81f0f38188
ts client support for perps
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:06:07 +02:00
15961ec81c
fees for borrows
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-09 11:14:50 +02:00
5266668bc2
keeper: consume events
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 14:19:49 +02:00
7abfc417ac
reorg
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 10:13:33 +02:00
9f5a2fd32e
add a test for consume events, add debug impl for mango account for easy debugging in tests
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-05 10:25:32 +02:00
d38ca0de4c
refactor
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 18:17:58 +02:00
ec7c61327c
list of ix to implement
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 18:07:31 +02:00
f09b3cc965
First attempt at finishing perp health
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 15:15:34 +02:00
3c469d7194
todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:43:45 +02:00
1206109260
todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:39:48 +02:00
7ead988ba4
small ticker size
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:38:35 +02:00
6db679d35e
support longer account names
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:23:45 +02:00
e3a60a637a
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:35:39 +02:00
bf2fa47a1c
fix viz
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:33:42 +02:00
62ee1bc5c0
prepare for multiple ts packages
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:28:47 +02:00
addb12736f
fixes from cr
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:53:45 +02:00
03ae43017c
account, market and bank names
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:19:58 +02:00
1b1dd1a541
poc keeper
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 21:18:07 +02:00
5ab48fb6e0
rust: Fix args in tests to more realistic values, ts: expose args, update idl
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 17:09:06 +02:00
57d9de86c8
comment
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:55:00 +02:00
257ccf76ad
multi legged interest rates + keeper ix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:53:30 +02:00
2587cd914c
checked math
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-07 21:04:02 +02:00
68ef58248c
Perp health: Some code and comments
2022-04-05 09:09:12 +02:00
256397593d
Health: Support PerpMarkets in remainingAccounts
2022-04-04 11:25:05 +02:00
6f3673bcdf
Perp: Track taker and maker orders in the account; test
2022-04-04 10:39:13 +02:00
a44120c470
add group to mintinfo, for better gpa support
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 19:07:43 +02:00
e6727cbfae
fix clippy warning
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:21:34 +02:00
7803cae654
fix clippy warning
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:16:41 +02:00
dfd1dc5216
fix clippy warning
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:11:41 +02:00
204ab6963d
checked math
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:09:01 +02:00
d6fe317ac9
checked math
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:06:03 +02:00
9debc63a6a
update idl, add tokenmint to stuboracle for gpa ( #34 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 05:43:32 +02:00
884d638e36
Merge pull request #33 from blockworks-foundation/mc/stub-oracle-ext
...
Mc/stub oracle ext
2022-04-03 05:36:24 +02:00
ace5df2a85
revert unintended changes
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 05:21:16 +02:00
d7a8c5c91d
add todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 21:04:00 +02:00
77ddbd4eeb
fix test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 21:02:48 +02:00
c7d3103e6b
--wip-- [skip ci]
2022-04-02 20:42:17 +02:00
4d1a9e4556
refactor
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 20:15:56 +02:00
9f0a7f67ae
Orderbook: Port over unittests
2022-04-02 13:51:26 +02:00
cbc3cc7bbd
MangoAccount: Rename how tokens/serum3/perps data is stored
...
token_account_map -> tokens
serum3_account_map -> serum3
perp -> perps
2022-04-02 13:51:26 +02:00
1d15db37c5
clippy
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 10:02:12 +02:00
9cd08a1355
improve checks
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 09:52:40 +02:00
87bcc538cd
compiles
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 09:05:31 +02:00
0bdbd19ddd
Make Serum3 ix anchor friendly
...
Make work with changes in mango account, add no deploy part to release script
Clippy
Fixes from cr
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 08:59:07 +02:00
d26caf1c87
Perp: Rename fields to be explicit about being in lots
2022-04-01 15:47:12 +02:00
f2607889e3
Perps: Place accounts and open orders in MangoAccount::perp
...
Also make test_perp succeed by fixing the FillEvent size.
2022-04-01 12:45:01 +02:00
f48a7f5ed9
Clippy: Address issues
2022-04-01 12:21:19 +02:00
833a909aa4
Orderbook: unify new_bid/new_ask
2022-04-01 12:21:19 +02:00
6505abcd54
Side: Make inversion function be associated
2022-04-01 12:21:19 +02:00
10ab9804d1
Rename perp instructions to have perp_ prefix
2022-04-01 08:01:56 +02:00
8038f9e257
Add CloseAccount instruction to make testing easier
2022-03-31 17:22:56 +02:00
9e2d5de914
add gt 0 checks
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-31 16:02:18 +02:00
78df0082c4
Some progress on initial ts example
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-31 15:58:18 +02:00
56e3bd8740
Rearrange accounts to avoid padding bytes
2022-03-31 14:37:05 +02:00
9cf4f1a748
Rearrange MangoAccount to avoid padding bytes
2022-03-31 14:01:08 +02:00
85b0b420d4
Disable address lookup tables
...
Because the ALT program isn't available on devnet yet, so prohibits
testing there.
2022-03-31 09:25:47 +02:00
795fa532da
update program, and deploy to devnet
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-30 17:16:32 +02:00
faba5c47bf
remove unwanted code
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-30 17:03:56 +02:00
46cb811c99
Merge branch 'mc/consume_events'
2022-03-30 13:22:31 +02:00
afbfd3b7f9
serum3_register_market: better validation
...
Previously we just trusted the base and quote token index to be correct,
now the appropriate banks are validated.
2022-03-30 12:24:49 +02:00
babbff6bec
Add is_bankrupt check to most instructions
2022-03-30 12:24:49 +02:00
00ac0dfce9
comments and test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-30 11:58:45 +02:00
14d4147efa
liq test: Cover more cases
2022-03-30 09:37:31 +02:00
d6ebffd346
liq: functionality fixes and test
2022-03-29 17:47:19 +02:00
69426d6d96
liq: Introduce HealthCache to get init/maint health after liquidation
...
The concept only works if all serum3 open orders have been fully
cancelled and settled.
2022-03-29 09:18:13 +02:00
64e3ba0d7c
--wip-- [skip ci]
2022-03-28 21:13:16 +02:00
a6ff388e20
health: avoid divisions, reducing compute needs
2022-03-27 14:47:42 +02:00
d9ac178481
liq token: Adjust fee handling
...
Use the sum of the fees configured for the tokens.
2022-03-27 14:47:42 +02:00
82819720e0
liq token: progress
...
Change bank.deposit()/withdraw() to work with I80F48 values so we don't
need to round during liquidation.
2022-03-27 14:46:51 +02:00
c391c29347
liq token: Instruction outline
2022-03-27 14:46:51 +02:00
b139f6beab
ask example test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 17:27:50 +01:00
b851dd13ad
add new ask
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 17:06:55 +01:00
c83be301e4
extend
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 06:41:39 +01:00
1e5a6f90bc
extend
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 06:37:32 +01:00
223179b278
basic test to measure cu
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 06:16:52 +01:00
c7bf53659c
fix warning
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 20:44:06 +01:00
00da3460ab
cleanuo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 20:35:19 +01:00
860b7aa1d4
cleanup
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 20:03:44 +01:00
27eaa5f8f5
ported fees
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 09:46:38 +01:00
3036ffa45c
clippy
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 19:27:00 +01:00
671c06da89
events
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 19:20:56 +01:00
0e953f5e80
more
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 19:15:46 +01:00
f895467bf5
weights
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 17:29:30 +01:00
21073d6b71
cleanup
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 16:12:55 +01:00
de0ce5ad8f
cleanup
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 15:29:42 +01:00
baf4b255c8
remove more dead code
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 14:48:11 +01:00
1eaf58812f
remove more dead code
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 14:46:09 +01:00
ba4300accc
simplify
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 14:40:08 +01:00
4a3d61a0b0
cleanup unused
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 14:08:10 +01:00
e6ee72b8b0
remove unused
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 13:45:46 +01:00
5919a5a1df
Merge branch 'main' into mc/clippy
2022-03-23 09:53:50 +01:00
f135ca4d9b
fix clippy warnings
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 09:33:51 +01:00
fde4bce86f
Merge pull request #29 from blockworks-foundation/mc/event_queue
...
add event queue
2022-03-23 08:54:11 +01:00
b0d6a14d00
fix clippy warnings
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 08:34:23 +01:00
f7fb9b7e35
add event queue
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 07:53:45 +01:00
696806ee77
Add liq_token_with_token file outline
2022-03-22 19:25:33 +01:00
bfcb672116
Health: allow account order to be fixed, or to scan for accounts
...
The latter is important when we want to compute health for two different
accounts. Then the remainingAccounts would hold the union of the
necessary accounts, and each health check would need to look for the
accounts that it needs.
This patch al so reduces the compute needs for fixed-layout health
checks significantly (Deposit for an account with 8 tokens and 7 markets
takes 65k instead of 70k cu)
2022-03-22 14:13:07 +01:00
3443ab0d70
Merge pull request #27 from blockworks-foundation/mc/ci
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checked math
2022-03-22 11:47:10 +01:00
237d776e2b
fix test cu requirement
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:33:06 +01:00
974724cfe1
fix some clippy warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:19:12 +01:00
ed9368cb3d
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 10:39:51 +01:00
Conj0iner
microwavedcola1
microwavedcola1
Christian Kamm
Nicholas Clarke