c006948319
Enable self-trading protection ( #533 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
7ec8fbffe5
Fix build without enable-gpl
2023-04-25 13:39:01 +02:00
3741f78da5
insurance fund withdraw ix ( #561 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 09:20:44 +02:00
497012042c
Force close for serum3 market ( #551 )
...
* force close for serum3 market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* always require admin
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>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:19:23 +02:00
6ac9f19287
Perp force close positions in a market ( #525 )
...
* force close tokens
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add test
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reset
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* force close perp market
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>
* test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add back staleness slot check
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 17:42:01 +02:00
98a79505e1
FlashLoan: Don't deduce vault_len, add more checks ( #542 )
...
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.
However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
token accounts for foreign mints in Begin when the loan amount is zero,
and it's clearer to see that the bookkeeping in End won't break if the
user reinited the account for a different mint.
- Also add a few other extra comments and checks.
The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
b07857c696
force close tokens program part ( #518 )
...
* force close tokens
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add test
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reset
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 12:44:12 +02:00
b7dd8e0663
Fee buyback: Respect USDC oracle ( #504 )
2023-03-20 11:18:11 +01:00
252210d194
Serum settle funds V2: fees can go to users ( #484 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 14:04:45 +01:00
1950d8c84a
support name edit for token and program ( #488 )
...
* support name edit for token and program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* undo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 10:05:12 +01:00
e4d46c3c5b
Buyback fees: Add staggered expiry ( #478 )
2023-02-27 16:36:27 +01:00
d88d44b34a
buyback perp fees with mngo at a discount ( #464 )
...
buyback perp fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
8916c28b99
License: Mark instructions GPLv3 and everything else MIT ( #454 )
...
To do that, split up the Accounts objects and the instruction
implementations.
GPL code is only used when the "enable-gpl" feature is enabled. That
means compiling the program or running tests need explicit feature
activation now.
2023-02-15 08:42:07 +01:00
4e3a7f22b9
remove perp zero out, was only added to cleanup testing perp market, can be re-added if needed ( #430 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-06 11:59:12 +01:00
a91a9ae998
Perp: Fix liq instructions ( #424 )
...
- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
...
Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
0012907ee3
Mc/ix toggler ( #419 )
...
* add gating to individual 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>
* 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>
2023-01-26 20:27:39 +01:00
0192728efc
return order id from a perp place order ix ( #417 )
...
* return order id from a perp place order ix
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>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:03:35 +01:00
64dda20cb5
group level token deposit limit ( #415 )
...
* group level token deposit limit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
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>
* 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>
2023-01-23 14:58:03 +01:00
f0c797a2e4
zero out perp position and orders for a broken market ( #413 )
...
* zero out perp position and orders for a broken market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:50:20 +01:00
1a3d0da34a
Perp market edit: Separate out stable price resetting, like for tokens
2023-01-19 09:33:27 +01:00
886a6696da
Perp audit: ix constraint fixes ( #399 )
2023-01-19 09:31:03 +01:00
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
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
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
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
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
15784ecd2b
add security policy and on-chain metadata ( #361 )
...
* add security-txt macro
* minor fmt fix
2023-01-04 18:13:29 +00:00
86c9331647
reduce only order type and mode for tokens and perp markets ( #353 )
...
* reduce only order type and mode for tokens and perp markets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes
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>
2023-01-04 09:24:40 +01:00
df4a48a558
dont do checks force close flag is used explicitly ( #341 )
...
* dont do checks force close flag is used explicitly
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 21:10:56 +01:00
a29a736ba2
Move src/state/health/ -> src/health/
2022-12-08 20:48:44 +01:00
fa815f1c75
switch to new vanity address
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
a5a015e19f
LeafNode: tif field u8 -> u16
...
Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
fa09c557a1
ts client sync with program ( #311 )
...
mostly health related code
2022-12-02 15:48:43 +01:00
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
...
* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
512eef96ea
Perp pegged orders: Add stub max oracle staleness arg
2022-12-02 08:19:51 +01:00
d64d9285f4
limit settleable pnl ( #295 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
1732a5aff4
net borrow limits ( #301 )
...
* net borrow limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
f236a0521a
Fast I80F48 division with reduced precision ( #300 )
2022-11-24 11:59:00 +01:00
c276353289
Implement a stable_price on banks and perp markets ( #303 )
...
It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.
The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
...
This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
58f7ff2e0e
Add staleness param to OracleConfig
...
Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
...
* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
e47e17d79f
reduce only flag for perp place order ( #286 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +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
f2cc869795
Perps: Prepare for settlement token != oracle token
...
Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
...
This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
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Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
Maximilian Schneider
Christian Kamm
microwavedcola1
silas
microwavedcola1
conj0iner