Christian Kamm
b66dc7ae80
IDL: Fix missing OrderTreeRoot
2022-12-08 11:22:37 +01:00
microwavedcola1
f37b94a189
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 11:06:57 +01:00
microwavedcola1
326515a07f
rename
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:49:00 +01:00
microwavedcola1
62641dcbe8
remove unused option
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:24:18 +01:00
microwavedcola1
fa815f1c75
switch to new vanity address
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
microwavedcola1
01cad88f07
delete unused
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:22:33 +01:00
microwavedcola1
7d9c3616af
ts client changes ( #320 )
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* cleanup + small sync with program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update lock file
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:16:06 +01:00
microwavedcola1
2a13cf9ac2
Update lock file
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:13:28 +01:00
tjs
e9bcd0209a
fix settlerOwner in perpSettlePnl
2022-12-07 23:50:37 -05:00
Christian Kamm
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
Christian Kamm
c44dc045cf
Perp: Merge ordertrees for fixed and oracle_pegged ( #321 )
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By sharing the nodes list we're much less likely to grossly
over-allocate space.
2022-12-07 20:54:18 +01:00
microwavedcola1
6aea3f97db
Merge branch 'main' into dev
2022-12-07 11:01:36 +01:00
tjs
660a733a95
divide by quote decimals to get funding rate
2022-12-06 16:41:42 -05:00
tjs
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
microwavedcola1
52d7509481
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
microwavedcola1
dde9ca69e8
sync fields
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
Christian Kamm
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
Christian Kamm
375b2b3fb3
Use bytemuck::Pod derives to check for accidental padding ( #317 )
2022-12-06 09:25:43 +01:00
Christian Kamm
e0c403dcb9
Client: consider borrow limits in max-swap ( #316 )
2022-12-06 09:25:24 +01:00
tjs
20adf76aac
add dotenv for client config vars
2022-12-05 14:48:06 -05:00
Christian Kamm
a5a015e19f
LeafNode: tif field u8 -> u16
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Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
Christian Kamm
cbaa0098d6
LeafNode: tag field is u8 instead of u32
2022-12-05 15:28:13 +01:00
microwavedcola1
25312bc398
struct layout reorg + reserved pass ( #315 )
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* reorder structs + review reserved space + split const assets into individual fields for correct checking
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>
2022-12-05 15:23:20 +01:00
tjs
0609adbe70
use quote decimal constant
2022-12-03 14:54:36 -05:00
tjs
55db713862
add getEquityUi
2022-12-03 14:47:01 -05:00
microwavedcola1
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
Christian Kamm
9bfa574ee6
Doc: note about final health slope in max_swap_source
2022-12-02 14:08:13 +01:00
Christian Kamm
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
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* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
Christian Kamm
cf34a5b4b7
Health: Add soft deposit and borrow limits
2022-12-02 08:20:22 +01:00
Christian Kamm
512eef96ea
Perp pegged orders: Add stub max oracle staleness arg
2022-12-02 08:19:51 +01:00
Christian Kamm
9757f7a509
Fix perp liq computation; doc liq fee in token liq
2022-12-02 08:19:29 +01:00
Christian Kamm
524fe110e3
Health client: Fix max perp trade ( #309 )
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Previously we didn't take the health cap for untrusted perp markets into
account correctly.
2022-12-01 11:26:01 +01:00
Christian Kamm
7bbf045823
Separate health code into multiple files
2022-11-30 13:21:32 +01:00
microwavedcola1
d64d9285f4
limit settleable pnl ( #295 )
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Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
microwavedcola1
95b03aa5ac
remove filter
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-29 10:40:18 +01:00
Christian Kamm
f6d189ce29
Test fixes
2022-11-28 11:31:51 +01:00
microwavedcola1
1732a5aff4
net borrow limits ( #301 )
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* 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
Christian Kamm
502f0767a8
Adjust avg entry price / break even price computation ( #304 )
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- Don't return result as I80F48, f64 is more honest
- Allow access to avg entry price per base lot without division
- Reset break even price when position changes sign
- Fix occasionally-failing fast division test
- Fix sign of break even price -- it can now be negative if the
position has broken even.
2022-11-25 09:59:52 +01:00
Christian Kamm
f236a0521a
Fast I80F48 division with reduced precision ( #300 )
2022-11-24 11:59:00 +01:00
Christian Kamm
c276353289
Implement a stable_price on banks and perp markets ( #303 )
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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
riordanp
748334d674
Fix liquidator ( #302 )
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* Fix liquidator
* Remove redundant variable.
Co-authored-by: Nicholas Clarke <nicholasgclarke@gmail.com>
2022-11-22 07:10:23 +01:00
Riordan Panayides
c2e4230a73
Fix submodule reference
2022-11-21 23:37:53 +00:00
tjs
0192b16d90
slightly better errors
2022-11-21 17:03:11 -05:00
tjs
717d3f7711
use provider connection to fetch switchboard idl
2022-11-21 16:48:35 -05:00
tjs
20ff7c99c6
use sendRawTx in rpc.ts
2022-11-21 14:50:24 -05:00
microwavedcola1
44d0170ea9
mc/settle pnl ts client ( #292 )
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* oracle peg client support
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>
* perp pnl settle, candidate finder, and example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 20:36:13 +01:00
Christian Kamm
65362cb4de
AccountRetriever review fixes
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Done-with: conj0iner
2022-11-21 20:34:23 +01:00
Nicholas Clarke
ff18ad6ba7
Add client function getCumulativeInterest ( #280 )
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* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
riordanp
4bd37c776f
Make keeper intervals configurable ( #294 )
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* 1.10.35 compatibility
* cargo update
* Fix build
* cargo fmt
* Add configurable intervals to keeper
* 1.10.35 compatibility
* cargo update
* Fix build
* cargo fmt
* Add configurable intervals to keeper
2022-11-21 19:35:04 +01:00
microwavedcola1
d3661bac7b
mc/oracle peg ts client ( #290 )
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* oracle peg client support
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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00