Commit Graph

1426 Commits

Author SHA1 Message Date
Christian Kamm 2db617cea5 Perp ix: Mention and reference important constraints 2023-01-19 09:33:27 +01:00
Christian Kamm f16f1a6c92 Perp market field documentation pass 2023-01-19 09:31:59 +01:00
Christian Kamm 0a86257309 Perp: Move best_price/impact_price from Orderbook to BookSide 2023-01-19 09:31:59 +01:00
Christian Kamm 886a6696da
Perp audit: ix constraint fixes (#399) 2023-01-19 09:31:03 +01:00
microwavedcola1 fbbce98ec3 simply debug user
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
Christian Kamm 7d74c5a6a6 Liquidator: Change metric printing interval to 10min 2023-01-18 12:28:43 +01:00
Christian Kamm ff90c85874
Liquidator: reduce perp base pos if possible (#398)
- send reduce-only ioc order if possible
- settle pnl if needed
- deactivate position
2023-01-18 10:50:23 +01:00
riordanp 2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket (#395)
* Parse last updated slot from oracle

* Fix typo

* Remove unused package
2023-01-17 18:03:16 +00:00
Christian Kamm 71b13efc95 Bump program version to v0.4.0 2023-01-17 15:01:04 +01:00
Christian Kamm eb14518482 v0.3.0 deployment notice 2023-01-17 14:59:04 +01:00
Christian Kamm 5eb1472471 Changelog for v0.3.0 2023-01-17 14:50:08 +01:00
microwavedcola1 be15f54225
agg pub slot was recent even if price was not updated, switch to last slot which seems more relevant (#393)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:48:06 +01:00
Christian Kamm 9346c8e546
Perps: track overall realized pnl relating to a position (#392)
This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
Adrian Brzeziński 6206bbb953
Merge pull request #389 from blockworks-foundation/feature/close-mango-account
Feature/close mango account
2023-01-17 12:46:42 +01:00
Christian Kamm ec99376a8f
Perp: Allow setting pnl asset weights (#391)
This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.

This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
Christian Kamm da1dfb2c3c
Add a liquidation test case for negative pnl (#388) 2023-01-16 12:30:34 +01:00
microwavedcola1 6d801bb4b0 log oracle address for quickly identifying which oracle belongs to which bank, remove accounts since its spammy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 12:26:44 +01:00
Adrian Brzeziński 572a80d1d0 review fix 2023-01-15 01:31:06 +01:00
microwavedcola1 13dc5c061d
builder pattern for edit ixs (#387)
* builder pattern for edit ixs

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>
2023-01-14 14:09:26 +01:00
Adrian Brzeziński d2b8d76ab6 fix 2023-01-13 23:32:12 +01:00
Adrian Brzeziński e3bf0adca2 fix 2023-01-13 18:59:22 +01:00
Adrian Brzeziński 448cdf7c09 fix 2023-01-13 18:54:25 +01:00
Adrian Brzeziński c459c09451 fixes 2023-01-13 18:07:13 +01:00
Adrian Brzeziński 3077f57c2f Merge branch 'dev' into feature/close-mango-account 2023-01-13 17:33:50 +01:00
Adrian Brzeziński 001a528a6e fix 2023-01-13 17:33:24 +01:00
silas 0da1d5d1ba
Output to security tab (#376) 2023-01-13 16:03:26 +00:00
Adrian Brzeziński 80cf41ff5f empty and close mango account 2023-01-13 13:19:04 +01:00
Christian Kamm 15b9b911d1 Bump program version to 0.3.0 2023-01-13 11:38:56 +01:00
Christian Kamm 1dbf55991c Changelog: update release time and tx 2023-01-13 11:35:31 +01:00
Christian Kamm c238ed4f28 Bump version to v0.2.0 2023-01-13 11:25:08 +01:00
microwavedcola1 22ed8f2385
Ts client temp merge into dev (#386)
* fix buildHealthRemainingAccounts to not modify the mangoAccount obj

* Fix bug where health accounts were not packed correctly

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

* Fix bug in building health accounts

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: tjs <tjshipe@gmail.com>
2023-01-13 11:23:37 +01:00
Christian Kamm 70616f74dd
idl update (#384) 2023-01-13 10:42:31 +01:00
Christian Kamm bda8cb9387
v0.1.2 version bump and changelog (#383) 2023-01-13 10:36:47 +01:00
Christian Kamm 42657dcf80
Drop unused HealthCache function, rename ClampedToNum (#382) 2023-01-13 10:21:01 +01:00
microwavedcola1 3ed416a97f
Fix type (#381)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:20:39 +01:00
microwavedcola1 ecc22f85d0
make untrusted till we have figured out perp settling (#379)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:08:40 +01:00
Christian Kamm 5227daa0b8
Allow serum/perp order force cancelling on frozen accounts (#374) 2023-01-13 08:13:15 +01:00
Adrian Brzeziński 6e3e72436f withdraw 2023-01-13 01:38:02 +01:00
Adrian Brzeziński f5cb67fb3b start of close 2023-01-12 22:34:48 +01:00
Christian Kamm 4f0b4da26d
clippy: fix spelling of lint derive_partial_eq_without_eq lint (#377) 2023-01-12 21:40:16 +01:00
riordanp 9ec18107a6
Bump dockerfile rust version 2023-01-12 20:34:13 +00:00
microwavedcola1 60d3f8d403
Fix ids api (#371)
* Fix ids api

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 20:43:37 +01:00
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 b4b7085e67
fix clippy (#373)
* fix clippy

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

* Fixes from review

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

* add clippy whitelist trait

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 14:26:55 +01:00
microwavedcola1 7c69197505
mango account freeze (#372)
* mango account freeze

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

* format

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

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

* Fixes from review

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

* format

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

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
Christian Kamm c5d875e04d
Perp settle limit extension to realized pnl (#359)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
tylersssss 75593925aa
fix buildHealthRemainingAccounts to not modify the mangoAccount obj (#369) 2023-01-10 16:51:03 +01:00
silas 143d90ff23
rs CI improvements (#356)
* remove actionrs and add cache

* add rust version check for log

* add back rc version and allow args

* update to vanity address

* resolve merge conflict

Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-01-10 13:35:16 +00:00