549d9a8108
Perp: Remove EventQueue::empty() - is_empty() exists as well
2023-01-20 14:42:35 +01:00
1b4140c078
Perp: Don't allow orders with effective price_lots<1
2023-01-20 14:42:35 +01:00
8bf6210991
better debug logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 09:15:03 +01:00
3fd8d7f615
add sim health calls to debug script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 08:29:36 +01:00
e7b51d1dbf
Perp: Simplify consume events ( #406 )
2023-01-19 13:41:36 +01:00
a28fd49099
Delete perp_liq_bankruptcy again
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Snuck back in in unrelated PR, but was unused
2023-01-19 12:59:24 +01:00
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
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* fix bug where serum oo where not loaded
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>
2023-01-19 11:31:54 +01:00
44f599ca62
dont process orders which have 0 lots; dont return early, we still want to apply ioc penalty ( #404 )
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* skip iteration if the incoming order has no lots to process
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-19 11:29:00 +01:00
8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies ( #402 )
2023-01-19 10:52:49 +01:00
1a3d0da34a
Perp market edit: Separate out stable price resetting, like for tokens
2023-01-19 09:33:27 +01:00
2db617cea5
Perp ix: Mention and reference important constraints
2023-01-19 09:33:27 +01:00
f16f1a6c92
Perp market field documentation pass
2023-01-19 09:31:59 +01:00
0a86257309
Perp: Move best_price/impact_price from Orderbook to BookSide
2023-01-19 09:31:59 +01:00
886a6696da
Perp audit: ix constraint fixes ( #399 )
2023-01-19 09:31:03 +01:00
fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
7d74c5a6a6
Liquidator: Change metric printing interval to 10min
2023-01-18 12:28:43 +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
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
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* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
71b13efc95
Bump program version to v0.4.0
2023-01-17 15:01:04 +01:00
eb14518482
v0.3.0 deployment notice
2023-01-17 14:59:04 +01:00
5eb1472471
Changelog for v0.3.0
2023-01-17 14:50:08 +01:00
be15f54225
agg pub slot was recent even if price was not updated, switch to last slot which seems more relevant ( #393 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:48:06 +01:00
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
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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
6206bbb953
Merge pull request #389 from blockworks-foundation/feature/close-mango-account
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Feature/close mango account
2023-01-17 12:46:42 +01:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
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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
da1dfb2c3c
Add a liquidation test case for negative pnl ( #388 )
2023-01-16 12:30:34 +01:00
6d801bb4b0
log oracle address for quickly identifying which oracle belongs to which bank, remove accounts since its spammy
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 12:26:44 +01:00
572a80d1d0
review fix
2023-01-15 01:31:06 +01:00
13dc5c061d
builder pattern for edit ixs ( #387 )
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* 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
d2b8d76ab6
fix
2023-01-13 23:32:12 +01:00
e3bf0adca2
fix
2023-01-13 18:59:22 +01:00
448cdf7c09
fix
2023-01-13 18:54:25 +01:00
c459c09451
fixes
2023-01-13 18:07:13 +01:00
3077f57c2f
Merge branch 'dev' into feature/close-mango-account
2023-01-13 17:33:50 +01:00
001a528a6e
fix
2023-01-13 17:33:24 +01:00
0da1d5d1ba
Output to security tab ( #376 )
2023-01-13 16:03:26 +00:00
80cf41ff5f
empty and close mango account
2023-01-13 13:19:04 +01:00
15b9b911d1
Bump program version to 0.3.0
2023-01-13 11:38:56 +01:00
1dbf55991c
Changelog: update release time and tx
2023-01-13 11:35:31 +01:00
c238ed4f28
Bump version to v0.2.0
2023-01-13 11:25:08 +01:00
22ed8f2385
Ts client temp merge into dev ( #386 )
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* 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
70616f74dd
idl update ( #384 )
2023-01-13 10:42:31 +01:00
bda8cb9387
v0.1.2 version bump and changelog ( #383 )
2023-01-13 10:36:47 +01:00
42657dcf80
Drop unused HealthCache function, rename ClampedToNum ( #382 )
2023-01-13 10:21:01 +01:00
3ed416a97f
Fix type ( #381 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:20:39 +01:00
ecc22f85d0
make untrusted till we have figured out perp settling ( #379 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:08:40 +01:00
5227daa0b8
Allow serum/perp order force cancelling on frozen accounts ( #374 )
2023-01-13 08:13:15 +01:00
6e3e72436f
withdraw
2023-01-13 01:38:02 +01:00
f5cb67fb3b
start of close
2023-01-12 22:34:48 +01:00
4f0b4da26d
clippy: fix spelling of lint derive_partial_eq_without_eq lint ( #377 )
2023-01-12 21:40:16 +01:00
Christian Kamm
microwavedcola1
microwavedcola1
tylersssss
riordanp
Adrian Brzeziński
silas