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
01cad88f07
delete unused
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:22:33 +01:00
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
2a13cf9ac2
Update lock file
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:13:28 +01:00
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
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
6aea3f97db
Merge branch 'main' into dev
2022-12-07 11:01:36 +01:00
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
52d7509481
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
dde9ca69e8
sync fields
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
375b2b3fb3
Use bytemuck::Pod derives to check for accidental padding ( #317 )
2022-12-06 09:25:43 +01:00
e0c403dcb9
Client: consider borrow limits in max-swap ( #316 )
2022-12-06 09:25:24 +01:00
20adf76aac
add dotenv for client config vars
2022-12-05 14:48:06 -05:00
a5a015e19f
LeafNode: tif field u8 -> u16
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Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
cbaa0098d6
LeafNode: tag field is u8 instead of u32
2022-12-05 15:28:13 +01:00
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
0609adbe70
use quote decimal constant
2022-12-03 14:54:36 -05:00
55db713862
add getEquityUi
2022-12-03 14:47:01 -05:00
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
9bfa574ee6
Doc: note about final health slope in max_swap_source
2022-12-02 14:08:13 +01:00
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
cf34a5b4b7
Health: Add soft deposit and borrow limits
2022-12-02 08:20:22 +01:00
512eef96ea
Perp pegged orders: Add stub max oracle staleness arg
2022-12-02 08:19:51 +01:00
9757f7a509
Fix perp liq computation; doc liq fee in token liq
2022-12-02 08:19:29 +01:00
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
7bbf045823
Separate health code into multiple files
2022-11-30 13:21:32 +01:00
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
95b03aa5ac
remove filter
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-29 10:40:18 +01:00
f6d189ce29
Test fixes
2022-11-28 11:31:51 +01:00
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
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
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 )
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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
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
c2e4230a73
Fix submodule reference
2022-11-21 23:37:53 +00:00
0192b16d90
slightly better errors
2022-11-21 17:03:11 -05:00
717d3f7711
use provider connection to fetch switchboard idl
2022-11-21 16:48:35 -05:00
20ff7c99c6
use sendRawTx in rpc.ts
2022-11-21 14:50:24 -05:00
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
65362cb4de
AccountRetriever review fixes
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Done-with: conj0iner
2022-11-21 20:34:23 +01:00
ff18ad6ba7
Add client function getCumulativeInterest ( #280 )
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* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
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
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
ae7acbbc6b
Revert "fix get unsettled funding function"
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This reverts commit 708ef68b85
2022-11-21 12:54:14 -05:00
708ef68b85
fix get unsettled funding function
2022-11-21 10:47:30 -05:00
6ea7eddcb3
Compute health based on two prices ( #298 )
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Now the oracle price and a "safe" price go into the health computation and
init health uses the min of both for assets and the max for liabs.
This has far-reaching consequences for how serum and perp health need to
be computed because many intermediate values depend on the prices, which
now differ for init and maint health computations.
The biggest change is that the serum3 reservation totals need to be done
for each health call from scratch.
This PR increases the health CU host per serum3 market and perp market
significantly, check the test_health_compute tests.
2022-11-21 15:01:10 +01:00
860696f74b
Fix anchor submodule checkout
2022-11-21 11:04:01 +01:00
256b948207
parse fill events
2022-11-20 23:50:08 -05:00
80809c6404
default seq num for load fills
2022-11-20 22:27:29 -05:00
microwavedcola1
microwavedcola1
Christian Kamm
tjs
riordanp
Nicholas Clarke