riordanp
37dacafcc8
Increase CU per ix ( #763 )
2023-10-19 15:47:19 +02:00
microwavedcola1
50f451d06d
v0.19.36
2023-10-19 13:54:33 +02:00
microwavedcola1
0759ec1b55
ts: fix getMaxSerum3OrderForHealthRatio account for reserved funds in zeroAmount computation ( #761 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-19 13:40:19 +02:00
Adrian Brzeziński
899c9570c3
fix ( #753 )
2023-10-19 09:15:16 +02:00
microwavedcola1
550bec53fc
Fix typo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-12 07:35:45 +02:00
microwavedcola1
a75803662c
ts: fix script for updating token params
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-10 09:18:04 +02:00
microwavedcola1
1800ad95f6
script for tx error grouping, and ts helper code for finding tx error reason ( #747 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-09 15:39:38 +02:00
microwavedcola1
e0b4bd1236
ts: upgrade anchor ( #735 )
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* ts: upgrade anchor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-06 10:05:56 +02:00
microwavedcola1
5f038b8f62
wip: Mc/update risk params ( #729 )
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* v0.19.33
* ts: script to update risk params
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* create proposals helpers
* fix
* Update env params
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* simulate before run
* fix presets
* fix
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-05 12:13:53 +02:00
microwavedcola1
e16a586034
ts: cleanup tcs create parameter naming ( #730 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:53:17 +02:00
microwavedcola1
6712bfa4a8
ts: rename params to indicate that they are in native
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:18:15 +02:00
microwavedcola1
bbc836f10e
update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 16:08:15 +02:00
microwavedcola1
5ee00a6639
Mc/tcs p95 ( #708 )
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* use more fine grain price impact
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: for computing tcs premium use more fine grain price impact
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 15:56:55 +02:00
microwavedcola1
f3431917b8
ts: if more ixs then more cu ( #728 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-21 08:02:23 +02:00
microwavedcola1
cc114d702a
ts: higher min. cu limit for each tx ( #727 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 15:41:05 +02:00
microwavedcola1
549c4704d1
ts: helpers for withdrawing tokens from bad oracles ( #726 )
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* ts: helpers for withdrawing tokens from bad oracles
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix usage of field
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 10:48:11 +02:00
microwavedcola1
0aa2f6f631
Mc/update cu budget for perp settle pnl ( #724 )
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* ts: bump perp settle pnl cu budget
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 07:08:23 +02:00
microwavedcola1
d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch ( #719 )
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* Serum3 open orders: Fix health overestimation (#716 )
When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.
The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.
Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.
The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.
(cherry picked from commit 2adc0339dc
)
* Changelog, version bump for program v0.19.1
* ts: ts patch for the PR
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-16 11:04:38 +02:00
microwavedcola1
d128f85ddf
ts: update debug script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-11 14:12:47 +02:00
microwavedcola1
885427e777
Mc/keeper ( #714 )
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* v0.19.28
* ts: tokenWithdrawAllDepositForMint
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rust: dont include tokens with errors in crank
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* review fixes
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-11 13:37:11 +02:00
microwavedcola1
b2c187dd92
ts: fix getTimeToNextBorrowLimitWindowStartsTs ( #710 )
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* ts: fix getTimeToNextBorrowLimitWindowStartsTs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-10 10:08:17 +02:00
microwavedcola1
11fbc25df7
ts: fix tcs order price limits
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:45:51 +02:00
microwavedcola1
68b345f053
script: log all
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:00:42 +02:00
microwavedcola1
cda47a18d1
v0.19.25
2023-09-08 12:15:50 +02:00
microwavedcola1
5bf737847f
ts: tcs fix price display input to tx
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 12:07:51 +02:00
microwavedcola1
3fda20e3da
v0.19.22
2023-09-08 12:05:01 +02:00
microwavedcola1
b46e275a2c
Mc/tcs improvements ( #706 )
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* ts: additional tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "Fixes from review"
This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:49:38 +02:00
microwavedcola1
b48a937617
ts: add error when no free token position is found ( #707 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:28:34 +02:00
Christian Kamm
97d3ec01c1
scripts: fix mainnet-no-margin-group post-merge
2023-09-07 13:07:55 +02:00
Christian Kamm
d60bea7436
Merge remote-tracking branch 'origin/main' into deploy
2023-09-07 12:59:50 +02:00
microwavedcola1
56eb48904a
Merge tag 'program-v0.19.0'
2023-09-07 10:46:37 +02:00
tjs
1861d127bc
only remove active filter from Ids on perp markets
2023-09-06 14:11:25 -04:00
tjs
f2eb37b598
ids should return all subitems for a group regardless of active state
2023-09-06 13:51:40 -04:00
microwavedcola1
b42a35cdb9
sb logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-05 15:56:04 +02:00
tjs
c7c362292c
Support reloading reloadSerum3ExternalMarkets from Ids class
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remove console logs
2023-09-05 09:35:17 -04:00
tjs
3715a9a7f2
Update Ids class so the array filters in the getters work
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Also add placeholder values in ids.json so types work; Deprecate ids.json
2023-09-04 21:04:42 -04:00
Adrian Brzeziński
79ea2bc7df
preprended instruction change ( #703 )
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* fix
* fix
2023-09-04 18:06:37 +02:00
microwavedcola1
0a2bf3abd5
ts: example script no margin group ( #697 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-04 17:11:04 +02:00
Adrian Brzeziński
d9f756b346
additional functions mechanizm ( #700 )
2023-08-31 14:36:04 +02:00
Christian Kamm
e37f1ed996
update idl
2023-08-30 10:59:14 +02:00
microwavedcola1
e730bcd146
ts: perpCancelOrderByClientOrderIdIx
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-30 07:21:03 +02:00
Christian Kamm
2d392c8fff
FlashLoan: fee fixes ( #693 )
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- Rename the new "swap fee" to "deposit fee" and let it apply to all
deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)
Result of audit feedback
(cherry picked from commit 1d6ce550f3
)
2023-08-29 10:03:53 +02:00
microwavedcola1
0ee9af749f
ts: getInstantaneousFundingRatePerSecond
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:56:14 +02:00
microwavedcola1
6871ca2ad4
ts: use average slippage for computing tcs premium
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:33:34 +02:00
microwavedcola1
e767990c64
ts: fix bug in perp close all lot computation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 08:44:13 +02:00
microwavedcola1
ea02670003
ts: drop the premium calculators chunk size for tcs swap, we were overestimating slippage before
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-25 15:29:30 +02:00
Christian Kamm
f63163d737
Account limits: Prefer 4 perp + 4 serum ( #689 )
2023-08-21 16:26:49 +02:00
Christian Kamm
a151ebcf11
Account size: restict more, but only increases ( #688 )
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* Account size: Don't fail on unrelated resize
If the account was previously resized to larger than is allowed now,
don't fail unrelated resizes.
* Further reduce account size limits
Out of caution and future-proofing. Can always raise again.
Perp settle pnl needs 6 accounts plus 2 health account lists that could
be nearly fully disjoint.
2023-08-21 14:34:52 +02:00
microwavedcola1
447e7cb151
ts: update tcs helpers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:30:12 +02:00
Christian Kamm
34a875d968
Restrict account growth ( #686 )
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Because of the 64-accounts-per-tx limit. Making a single account use
more than half of these could be problematic.
2023-08-19 08:20:40 +02:00