Commit Graph

1016 Commits

Author SHA1 Message Date
tjs db7fb39154 npm publish 2023-11-21 17:21:25 -05:00
tjs 97a2a7a194 return slot after sending a transaction 2023-11-21 17:17:01 -05:00
microwavedcola1 a40e7372e4 ts: chunk the ixs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-20 13:22:08 +01:00
microwavedcola1 2609d56648 ts: fix address used for alt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-20 13:14:05 +01:00
microwavedcola1 43afa713a9 ts: fix client usage in script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-20 13:11:08 +01:00
microwavedcola1 1b8f3b7cbc
Mc/maintain alts (#788)
* v0.20.3

* ts: script to maintain ALTs

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-20 12:57:01 +01:00
microwavedcola1 e4c0c247d4
Mc/token sanity check (#789)
* v0.20.3

* ts: token sanity 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>
2023-11-20 12:56:03 +01:00
Christian Kamm a96fb0f614 Revert "Bank: store interest curve scale and target util separately (#755)"
This reverts commit 3b28856692.

It should not have been in deploy since it changes instruction ABI and
has not been released in v0.20.0
2023-11-17 07:58:41 +01:00
microwavedcola1 21b8c0dbfa risk: disable for now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-16 08:42:18 +01:00
microwavedcola1 af314d01a5 format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-14 17:05:55 +01:00
microwavedcola1 25fd722743 ts: update some typings, commented ones will be improved after next release
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-14 10:29:58 +01:00
microwavedcola1 888a270cf2 Merge branch 'mc/update-risk' into deploy 2023-11-14 08:58:53 +01:00
microwavedcola1 71fc571ca4 ts: add formulas for risk
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-14 08:58:41 +01:00
Lou-Kamades 3ccf2317fe ts: use release 20 idl 2023-11-13 18:48:46 -06:00
Lou-Kamades 56480f2268 ts: don't alter user margin trade Ixs 2023-11-13 15:04:25 -06:00
Lou-Kamades 4d73d7e633
Merge pull request #779 from blockworks-foundation/lou/tcs-client-ixs
Add ixs for TCS functions in the Typescript client
2023-11-13 13:30:25 -06:00
microwavedcola1 883434b66b wip
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-12 13:05:46 +01:00
microwavedcola1 cdd23a535c ts: script to compute jitosol balances
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-11 10:11:05 +01:00
Lou-Kamades 8113832e62
add ix functions for TCS in Typescript client 2023-11-09 18:20:40 -06:00
Lou-Kamades e188cd0bcb
expose oracle parsing in TS client 2023-11-08 14:23:40 +01:00
Christian Kamm 06dd834215 Merge remote-tracking branch 'origin/dev' into deploy 2023-11-08 13:32:08 +01:00
Lou-Kamades 35bdf46c05
update getCumulativeFundingUi comment 2023-11-05 23:51:49 +01:00
Lou-Kamades b39412d3a2
add getCumulativeFundingUi 2023-11-05 15:13:23 +01:00
Nicholas Clarke a4fa1b801b
Add getCumulativeFunding to client. (#602)
* Add getCumulativeFunding to client.
2023-11-05 14:27:46 +01:00
microwavedcola1 7a8602b3ab ts: bump cu for now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-31 22:42:06 +01:00
Christian Kamm a81d0918cc tcs start: use same naming convention as in other ix
liqee/liqor over account/caller
2023-10-30 13:41:19 +01:00
microwavedcola1 3ed4e63b58 ts: update settler script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-26 19:46:58 +02:00
microwavedcola1 fb97685e07 ts: update settler script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-26 19:45:26 +02:00
microwavedcola1 e8505ddeaa settle a particular account
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-26 17:50:13 +02:00
Christian Kamm 4eaf550da9 gov-ix: add group edit ix creation 2023-10-20 14:28:29 +02:00
Christian Kamm b3ec7095ce gov ix: idl set-authority instruction 2023-10-20 13:49:39 +02:00
riordanp 37dacafcc8
Increase CU per ix (#763) 2023-10-19 15:47:19 +02:00
microwavedcola1 50f451d06d v0.19.36 2023-10-19 13:54:33 +02:00
microwavedcola1 0759ec1b55
ts: fix getMaxSerum3OrderForHealthRatio account for reserved funds in zeroAmount computation (#761)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-19 13:40:19 +02:00
microwavedcola1 edaf874174
deploy -> dev (#759)
* ts: get yarn lock from dev

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.20

* ts: add missing dependency

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: add error when no free token position is found (#707)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Mc/tcs improvements (#706)

* ts: additional tcs helpers

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Revert "Fixes from review"

This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.21

* v0.19.22

* ts: tcs fix price display input to tx

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.23

* v0.19.25

* script: log all

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: fix tcs order price limits

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.27

* ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710)

* ts: fix getTimeToNextBorrowLimitWindowStartsTs

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Mc/keeper (#714)

* v0.19.28

* ts: tokenWithdrawAllDepositForMint

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rust: dont include tokens with errors in crank

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* review fixes

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* v0.19.29

* ts: update debug script

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)

* Serum3 open orders: Fix health overestimation (#716)

When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.

(cherry picked from commit 2adc0339dc)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* Rust client: Use alts for every transaction (#720)

(cherry picked from commit 40ad0b7b66)

* Jupiter: ensure source account is initialized

Backport of 9b224eae1b / #721

* client/liquidator: jupiter v6 (#684)

Add rust client functions for v6 API that are usuable in parallel to the v4 ones.

(cherry picked from commit 0f10cb4d92)

* Jupiter: Ensure source account is initialized (#721)

(cherry picked from commit 9b224eae1b)

* Mc/update cu budget for perp settle pnl (#724)

* ts: bump perp settle pnl cu budget

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: helpers for withdrawing tokens from bad oracles (#726)

* ts: helpers for withdrawing tokens from bad oracles

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>

* rename

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix usage of field

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.31

* ts: higher min. cu limit for each tx (#727)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.32

* ts: if more ixs then more cu (#728)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Mc/tcs p95 (#708)

* use more fine grain price impact

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: for computing tcs premium use more fine grain price impact

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Mc/settler cu limit (#725)

* v0.19.30

* settler: extend cu limit to 250k for perp pnl settling

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* TransactionBuilder: add cu limit/price based on config

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* ts: rename params to indicate that they are in native

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: cleanup tcs create parameter naming (#730)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* wip: Mc/update risk params (#729)

* v0.19.33

* ts: script to update risk params

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* create proposals helpers

* fix

* Update env params

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* simulate before run

* fix presets

* fix

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>

* ts: upgrade anchor (#735)

* ts: upgrade anchor

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* script for tx error grouping, and ts helper code for finding tx error reason (#747)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.19.34

* ts: fix script for updating token params

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix typo

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* script: update script to remove files which are of 0 size

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* script: error tx grouping, blacklist some more

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* fix (#753)

* jupiter: clearer slippage_bps argument name

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-19 10:03:07 +02:00
Adrian Brzeziński 899c9570c3
fix (#753) 2023-10-19 09:15:16 +02:00
Christian Kamm 381ef7401d
Group: Limit fast-listing tokens per week (#756)
To avoid potential abuse of fast listing while even when the dao is
unresponsive.
2023-10-17 13:14:49 +02:00
Christian Kamm 3b28856692
Bank: store interest curve scale and target util separately (#755)
Allows for better configurability independent of the previous MAX_RATE
concept
2023-10-17 13:14:07 +02:00
Christian Kamm 8110dd1566
FlashLoan: Replace deposit fee by "swap fee" (#754)
Which applies to the in token amount of swaps only.

Charging a deposit fee on flash loans was a bad idea:
- It incentivizes flash loan users to make the deposit a separate
  instruction, defeating the purpose.
- For swaps, it makes traders pay a loan origination fee in in-token and
  a deposit fee in out-token, leading to more complex bookkeeping and ui
  display.

Instead, charge a fee on the in-token for all flash loans explicitly
marked as swaps only.
2023-10-13 09:02:23 +02:00
microwavedcola1 550bec53fc Fix typo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-12 07:35:45 +02:00
Christian Kamm 5809281f24
gov-ix: create an idl-resize instruction (#752) 2023-10-11 15:22:06 +02:00
Christian Kamm c354f55423
v0.20.0 minor fixes from self-audit (#751)
* tcs::is_startable only true for premium auctions
* individual tcs premium auction / linear auction ix gates
* drop unnecessary I80F48::from(...)
* minor: adjust confusing wording in v2 mango account format doc
* idl update
* ts: prettier
2023-10-11 15:19:53 +02:00
microwavedcola1 a75803662c ts: fix script for updating token params
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-10 09:18:04 +02:00
Christian Kamm a4745dae27
liquidator: improve jupiter quote cache (#748) 2023-10-09 19:56:45 +02:00
microwavedcola1 1800ad95f6
script for tx error grouping, and ts helper code for finding tx error reason (#747)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-09 15:39:38 +02:00
Nicholas Clarke 81f4929648
Add getCumulativeFunding to client. (#602)
* Add getCumulativeFunding to client.
2023-10-09 01:27:44 -07:00
Christian Kamm 817bf9bbc6
Tcs: linear and premium auctions (#717) 2023-10-07 21:27:19 +02:00
microwavedcola1 e0b4bd1236
ts: upgrade anchor (#735)
* ts: upgrade anchor

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-06 10:05:56 +02:00
microwavedcola1 5f038b8f62
wip: Mc/update risk params (#729)
* v0.19.33

* ts: script to update risk params

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* create proposals helpers

* fix

* Update env params

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* simulate before run

* fix presets

* fix

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-05 12:13:53 +02:00
Christian Kamm 32e08af598 Idl update 2023-10-05 11:04:20 +02:00