Commit Graph

10 Commits

Author SHA1 Message Date
dafyddd 95e563b193
Dd/serum max ts (#170)
* point to serum dex upstream for now; add in max_ts for PlaceSpotOrder and PlaceSpotOrder2; DOES NOT COMPILE UNTIL OUR SERUM DEX FORK IS UPDATED

* point to blockworks-foundation version of serum-dex

* add serum_dex.so from anchor build registry; fix initialize market in tests; tests still don't pass because of liquidate_token_and_token

* fixed tests breaking because of new fees in serum dex

* got rid of compile warnings in tests; made tests run faster
2022-04-18 17:07:23 -04:00
godmodegalactus 58edf81e21
implementing cancel all spot orders instruction (#162)
* implementing cancel all spot orders instruction

* solving formatting issues

* Adding limit as argument, adding checks on root bank

* fixing format

* minor ident changes and adding a check on progId
2022-04-13 15:29:09 -04:00
dafyddd 3d59136bb0
V3.2 (#74)
* implemented create_mango_account which uses PDA

* wrote iter() funciton for bids and asks. Still working on size LM

* added CreatePerpMarket

* added CreatePerpMarket

* implemented the instruction for CreatePerpMarket

* Run workflows on all pushes/prs for "v*.*" branch names

* Run cargo fmt

* Fix compilation when bytemuck is used with the derive feature (#71)

With the feature enabled there's also a bytemuck::Pod derive macro,
which will conflict with mango_macro::Pod.

Using bytemuck's Pod macro instead would be a larger change because
it validates that all fields in the struct are Pod themselves. And
technically neither bool or enums are: these types do not allow any
bit pattern.

* updated cargo lock and anchor version; still need to finish one more function cancel_all_with_incentives

* implemented size incentives for cancel_all

* Allow for signer key to fund creation of new perp market accounts

* updated CreatePerpMarket so bids, asks and event queue are craeted first not as PDAs

* Optimized new size LM

* removed the ***; reverted sim_new_bid to not cause complications

* fixed bugs in size depth calculations

* updated changelog

* updated readme with bug bounty email

* fixed bug

* fixed cache_prices where the oracle doesn't have token with decimals. Defaults to 6 decimals

* updated to version 3.2.1

* trying out sort_unstable to get around clippy error

* added back AddPerpMarket to not fail unit tests

* update changelog

* since AddPerpMarket is added back, it also now sets the decimals to 6 if perp market added before spot market; But AddPerpMarket is deprecated and shouldn't be used anyway

* update Deploy time for mainnet deployment v3.2.1

Co-authored-by: dd <dafydd.durairaj@gmail.com>
Co-authored-by: Christian Kamm <ckamm@delightful-solutions.de>
Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2021-11-01 14:38:30 -04:00
dafyddd 0c4d26e3e3
V3.1 (#66)
* implemented reduce_only and market order for PlacePerpOrder; untested

* added root bank cache valid check under MangoCache

* fixed the root bank cache function and made it compiling

* added some stuff during live stream. still not finished

* Cache validation moved to impl

* All cache validations moved to appropriate struct implementations

* Increase valid_interval for RootBankCache check

* implemented place_spot_order2; still not finished reducing size of the tx

* more progress on place_spot_order2

* finished implementing place_spot_order2

* intermediate work on advanced orders

* compiling and deployed to devnet; advanced orders still unfinished

* changed get_spot_val to use Option for open_orders; more work on advanced orders but not completed

* added testi80f48 into placespotorder2

* removed test_i80f48; removed rent_ai into invoke_place_order

* removed test_i80f48; removed rent_ai into invoke_place_order

* cleaned up compiler warnings

* use serum order v3 serialization

* add perp stop order instruction

* implement correctly register order

* connect instructions with impl

* changed name to PerpTriggerOrder. Still need to implement RemovePerpTriggerOrder and test;

* Added RemoveAdvancedOrder and rearranged some of the instruction discriminants

* remove perp trigger order instruction

* Fix pda_signer_seeds

* fixed borrow issue in AddPerpTriggerOrder

* Move transfer_lamports

* fix accounts comment

* fixed borrow checker issue in execute adv order; added signed version of transfer lamports

* added order_type into LeafNode to help with trading view order movement

* fixed issues with transfering lamports so now RemoveAdvancedOrder works

* added some TODOs for logs; added simulation of perp order to prevent exploits in ExecutePerpTriggerOrder

* added exp to liquidity mining params

* Replaced json logging of FillEvent with borsh serialized LoggableFillEvent base64 encoding

* Added accounts to logs where necessary (mango_group_pk, liqee, liqor). Fixed malformed json. Added logging to cache_perp_markets. Made 'init_health above zero' an error'.

* updated the LoggableFillEvent

* revert throwing zero on 'Account init_health above zero'

* Added accounts to logs where necessary (mango_group_pk, liqee, liqor)… (#55)

* Added accounts to logs where necessary (mango_group_pk, liqee, liqor). Fixed malformed json. Added logging to cache_perp_markets. Made 'init_health above zero' an error'.

* revert throwing zero on 'Account init_health above zero'

* fixed liquidate_perp_market log

* fixed zero open interest bug in perp bankruptcy

* fixed zero open interest bug in perp bankruptcy

* added anchor events framework in mango-logs directory. See the README on how to use it.

* added stubs for all the logs that need to be replaced

* Added mango group to FillLog and added cache prices log, CacheRootBanksLog

* added support for all logs; added OpenOrdersBalanceLog as well whereever OpenOrders changes

* Added PostOnlySlide

* fixed PostOnlySlide

* added MngoAccrual

* added MngoAccrualLog

* rearrange

* removed reduce_only restriction on AddPerpTriggerOrder

* added msg into exec perp trigger

* fixed check in ExecutePerpTriggerOrder

* Fix test build: don't require &'a [AccountInfo<'a>] lifetimes (#59)

It's sufficient to propagate the lifetimes on
checked_unpack_open_orders.

* Add log events for deposit, withdraw and redeem mngo (#58)

* updated I80F48 to u64 in new log structs

* Fix serialization of instructions (#60)

Now it matches what MangoInstruction::unpack() expects.

- Side, OrderType, AssetType, TriggerCondition are serialized into u8
- the Option fields in ChangePerpMarketParams have a fixed width

* merged in changes from main

* Update serum-dex program fixture to 0.4.0

Built from 1be91f2863d8ecede32daaae7e768034e24bbc79

* quantity == u64::max in withdraw now withdraws max possible (if allow borrow false)

* UpdateFunding now caches funding; new UpdateFundingLog

* Add perp trigger order unittests (#61)

* Fix sim_new_bid/ask when the book is empty

* Add first perp trigger order unittest

This test only runs with "cargo test-bpf" as the non-bpf runtime does
not allow creation of pda accounts.

- Test users are now owned by the system program, not by themselves
- MangoProgramTest::process_transaction no longer always returns success
  (must check for error; all existing users do)

* Test: Add perp trigger order test around health

* Minor fixes to mango-logs (#63)

* Add mango-logs to Anchor.toml

* mango-logs: Disable doctests

There's nothing to test and they fail spuriously with an ambiguity error
on the mango_logs program.

* Add github actions CI workflow (#64)

* Apply rustfmt

To allow the formatting lint CI job to pass

* Add github actions CI workflow

Adapted from https://github.com/solana-labs/dapp-scaffold

Co-authored-by: dafyddd <daffy321@gmail.com>

* updated github workflows

* added max_withdrawable utility function in processor.rs

* moved max_withdrawable into MangoAccount and now also uses existing deposits

* Added market index to FillLog

* removed some debug logging in execute trigger order

* added the deploy time for v3.1

Co-authored-by: dd <dafydd.durairaj@gmail.com>
Co-authored-by: Ralfs <lagzda7@inbox.lv>
Co-authored-by: Tyler Shipe <tjshipe@gmail.com>
Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: Riordan Panayides <riordan@panayid.es>
Co-authored-by: root <nicholasgclarke@gmail.com>
Co-authored-by: Christian Kamm <ckamm@delightful-solutions.de>
2021-10-11 13:42:01 -04:00
dafyddd 2f69af62df
Max/add market without index (#50)
* add spot/perp market without index but with oracle pk

* cleaned up the checks a little in AddPerpMarket and AddSpotMarket

* ralfs/test assertions v2 (#49)

* More precise assertions for spot

* add spot/perp market without index but with oracle pk (#48)

* add spot/perp market without index but with oracle pk

* cleaned up the checks a little in AddPerpMarket and AddSpotMarket

Co-authored-by: dd <dafydd.durairaj@gmail.com>

* Assertions cleaner

* Updated assertion code

Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: dd <dafydd.durairaj@gmail.com>

* Remove compiler warning

Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: dd <dafydd.durairaj@gmail.com>
Co-authored-by: Ralfs <lagzda@users.noreply.github.com>
Co-authored-by: Ralfs <lagzda7@inbox.lv>
2021-09-10 12:30:05 -04:00
Ralfs ff6bad996c Total net assertion improvement 2021-09-03 15:29:20 +03:00
Ralfs 124cd87ccb Small fixes 2021-09-03 00:24:53 +03:00
Ralfs c7de21d66e Vault Difference comparison with user net 2021-09-03 00:16:21 +03:00
dafyddd a1a62e91d0
Ralfs/liq tests v2 (#46)
* Moved from u64 to f64 for price and size types

* Rewrote match spot order scenario to conform to the rest of scenarios

* Assertions modularized and consume_perp_events

* Tests on new program

* Adjust the assertion code to work with new layouts

* Test interest rates

* Removed ralfs tests

* Clean up of new tests

* Coompiler warning cleanup

Co-authored-by: Ralfs <lagzda7@inbox.lv>
Co-authored-by: dd <dafydd.durairaj@gmail.com>
2021-08-31 10:05:58 -04:00
dafyddd 6d421774f6
Ralfs/liq tests v2 (#40)
* Moved from u64 to f64 for price and size types

* Rewrote match spot order scenario to conform to the rest of scenarios

* Assertions modularized and consume_perp_events

* Tests on new program

* Adjust the assertion code to work with new layouts

* Test interest rates

* Removed ralfs tests

Co-authored-by: Ralfs <lagzda7@inbox.lv>
2021-08-23 13:41:22 -04:00