5a05e9cb2e
Update anchor to v0.27.0, stop using submodule ( #582 )
2023-05-12 13:54:53 +02:00
5c7a2e3e10
Use the overflow-checks=true equivalent with the fixed crate ( #476 )
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* Vendor `fixed` crate to have checked math in release mode
* remove all cm!()
* drop superfluous parens
* drop use of checked_math crate
* manual removal of redundant checked_* functions
2023-02-24 11:56:33 +01:00
5328003183
Perp: Reorganize fill events, add client order id to LeafNodes ( #426 )
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- don't store internal order ids: unneeded
- provide the maker client order id for user correlation
- store fees as f32 to waste fewer bytes
- new FillLogV2
2023-02-02 09:15:06 +01:00
0a86257309
Perp: Move best_price/impact_price from Orderbook to BookSide
2023-01-19 09:31:59 +01:00
ff90c85874
Liquidator: reduce perp base pos if possible ( #398 )
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- send reduce-only ioc order if possible
- settle pnl if needed
- deactivate position
2023-01-18 10:50:23 +01:00
450007d34b
Perp: Drop client order id from LeafNodes ( #323 )
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This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
c44dc045cf
Perp: Merge ordertrees for fixed and oracle_pegged ( #321 )
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By sharing the nodes list we're much less likely to grossly
over-allocate space.
2022-12-07 20:54:18 +01:00
375b2b3fb3
Use bytemuck::Pod derives to check for accidental padding ( #317 )
2022-12-06 09:25:43 +01:00
a5a015e19f
LeafNode: tif field u8 -> u16
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Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
25312bc398
struct layout reorg + reserved pass ( #315 )
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* reorder structs + review reserved space + split const assets into individual fields for correct checking
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>
2022-12-05 15:23:20 +01:00
d3661bac7b
mc/oracle peg ts client ( #290 )
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* oracle peg client support
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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
5731ce8faa
Perp oracle peg feature ( #264 )
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This introduces the ability to use oracle peg orders on perp markets.
This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
e56ed3776c
Perp: Api cleanups
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- Clarification of close_order vs close_all_orders
- Remove of get_ prefixes
- Remove find_min/find_max/find_min_max, duplicated with
min_leaf/max_leaf
2022-09-08 13:11:45 +02:00
c516e45d08
mc/review reserved on accounts ( #130 )
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* 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
be98f6524a
Orderbook: Avoid usize fields in data
2022-06-21 11:05:46 +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
6f3673bcdf
Perp: Track taker and maker orders in the account; test
2022-04-04 10:39:13 +02:00
9f0a7f67ae
Orderbook: Port over unittests
2022-04-02 13:51:26 +02:00
833a909aa4
Orderbook: unify new_bid/new_ask
2022-04-01 12:21:19 +02:00
c7bf53659c
fix warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 20:44:06 +01:00
21073d6b71
cleanup
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 16:12:55 +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
ec5e959804
further work on perps
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 07:06:33 +01:00
Christian Kamm
microwavedcola1
microwavedcola1