f8da1f6a40
Clarkeni/logging ( #81 )
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* 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
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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
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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
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accidental removal of mut in 20fc9d557a
2022-06-27 11:38:55 +02:00
9fc8a5a56a
multiple banks ( #82 )
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* 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
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 16:41:24 +02:00
54c0306ae7
Fix flash loan
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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
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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
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
86c8817e0b
serum3 loan origination fees ( #69 )
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* 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
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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 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
5b78293c5c
minor refactoring
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
9462be7f0b
Fix margin trade interface
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
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* 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 )
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* 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 )
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* 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
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
740ff0c09e
Close various things ( #65 )
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* 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 )
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* 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
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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
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
47bccfeec8
Fix oracle price decimal usage
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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 )
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* 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 )
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* 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
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They have a different account owner, that error must be skipped.
2022-05-26 20:38:03 +02:00
Nicholas Clarke
microwavedcola1
Christian Kamm
microwavedcola1