* add new event for taker trade so arb bots can verify their execution cost without waiting for consume events
Co-authored-by: Nicholas <nicholasgclarke@gmail.com>
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.
* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
* 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
- 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
* 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>
* 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>
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.
* Perp instruction logging
* Onchain funding calculation
* perp_spot_transfers field on perp positions
* Logging on register token, perp market
* Additional fields on update token index logging
* maker and taker volume fields on perp position
* Perps: fix position lifetime; explicit closing
When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.
* Tests: Factor out common floating-point comparisons
* Rename PerpClosePosition -> PerpDeactivatePosition
Direct access to base_position_lots and quote_position_native is not
allowed anymore.
Fixes an issue where quote_lots were used instead of quote_native, and
also takes fees into account for the entry price.
- 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
* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
Maximilian Schneider
Christian Kamm
Nicholas Clarke
microwavedcola1
Conj0iner
microwavedcola1