332478dee6
Changelog update for v0.21.1
2024-01-02 11:09:22 +01:00
30e639fe84
Bank: require borrows <= deposits
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- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization
Reviewed and audited as part of the v0.21.1 release, original
commit was 5c2f857112
2024-01-02 11:05:58 +01:00
0e3b52b0ef
Clamp utilization at 100%
...
To avoid excessive interest rates or interest curve moves.
Reviewed and audited as part of the v0.21.1 release, original
commit was 3914e48c24
2024-01-02 11:05:22 +01:00
997f9abe52
Changelog update
2023-12-31 13:42:43 +01:00
943f578bc5
Program v0.21.1 version bump, changelog draft, idl update
2023-12-31 11:45:09 +01:00
5c2f857112
Bank: require borrows <= deposits
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- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization
2023-12-30 17:50:38 +01:00
3914e48c24
Clamp utilization at 100%
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To avoid excessive interest rates or interest curve moves.
2023-12-30 11:41:10 +01:00
fd806dab9f
v0.21.8
2023-12-29 14:27:07 +01:00
a57ec4018d
Mc/no usdc health cache ( #831 )
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* ts: sim usdc pos for max perp trades even if no usdc token position exists
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-29 14:21:01 +01:00
5e5900f94e
liquidator: less error spam on bad jup price updates
2023-12-29 10:16:18 +01:00
b18d0dd154
Rework ErrorTracking
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- keep track of different error types per key
- skip for a given duration once too many errors came in
- wipe if no new errors are seen for a while
- simplify logging of actively skipped cases
2023-12-29 10:16:18 +01:00
48993ed130
ts: improve sending txns using muiltiple connections ( #826 )
2023-12-28 21:48:59 -06:00
79ddbf21f1
Liquidation: Use asset and liab liq fee ( #825 )
2023-12-28 10:46:43 +01:00
eb6622b4fc
client/liq: support jupiter api tokens
2023-12-27 14:47:58 +01:00
e2bfa9a1e6
client: configurable jupiter urls ( #800 )
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(cherry picked from commit 71f0e5cc13
2023-12-27 14:15:45 +01:00
e83052a036
helpers for estimating order sizes ( #823 )
2023-12-27 09:56:54 +01:00
571e8d483c
v0.21.5
2023-12-26 11:36:29 +01:00
ce3a243749
ts: export class
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-26 11:35:11 +01:00
d2327f8d11
liquidator: rebalance asynchronously
2023-12-22 09:02:06 +01:00
0a55184ec7
liquidator: stop withdraw attempts on delgated accounts
2023-12-22 08:35:21 +01:00
cdf804e971
liquidator: don't panic when unable to build health cache
2023-12-22 08:11:34 +01:00
428e71e07f
Allow delegates to withdraw small token amounts ( #820 )
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- if they're withdrawing to the owner's ata
- if they're closing the token position
- if the amount is small
2023-12-20 11:15:47 +01:00
b5614e98c3
test: Add interest rate test ( #818 )
2023-12-20 11:15:29 +01:00
7655a87404
Perp: Always allow users to free perp open order slots ( #817 )
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Previously, freeing would be impossible if a canceling fill or out event
was already in-flight - then the order would no longer be on the
orderbook.
Now, FillEvent and OutEvent store the order id and can check if the open
order slot on the account has been reused already. That allows canceling
orders to always free up the user slot immediately.
2023-12-20 11:15:10 +01:00
86334020e2
Use custom allocator for the program ( #801 )
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To allow making use of extended heap sizes.
2023-12-20 11:10:18 +01:00
27b1ceebe8
Accounts: Expect only the v3 MangoAccounts now ( #783 )
2023-12-19 10:08:46 +01:00
64d6c8c3c4
Add doc comments for new fields ( #819 )
2023-12-18 17:41:17 +01:00
b12b998e3a
liquidator: cover errors during tcs execution
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previously they could abort the liquidator
2023-12-15 11:55:21 +01:00
99cb3d4f4c
liquidator: Pick better asset/liab for liq_token
2023-12-15 11:40:25 +01:00
b6ddd991b0
liquidator: early out when no tcs tx were sent
2023-12-14 21:48:01 +01:00
06da4768f3
Gov instruction creation helpers
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- Add one to make a proposal for all serum markets
- Switch created proposals to be drafts
- Add PROPOSAL_LINK env arg
- Add serum3EditMarketIx()
2023-12-14 11:34:17 +01:00
66bb74c2fd
ts: add prop to serum3 markets
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-14 05:59:44 +01:00
f342595a88
ts keeper: skip broken tokens
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-13 10:52:18 +01:00
47faa8a7f1
liq: get rid of separate rebalance job ( #815 )
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Previously, the separate job and the post-liquidation rebalance could
run at the same time and would occasionally perform the same action at
the same time, leading to overshooting.
Now rebalancing never happens twice. In the future it should potentially
just run separately from liquidation, but that needs a review of the
assumptions the liquidation job is making first.
(cherry picked from commit e8e7e445d3
2023-12-13 09:27:21 +01:00
9ba0004760
bins: Fix restarting on new or changed listings ( #802 )
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- Don't just restart on new listings, but also on significant changes to
old listings such as oracle changes.
- Cover the liquidator and settler in addition to the keeper.
(cherry picked from commit ce16d79b13
2023-12-13 09:27:04 +01:00
5cfbb8386d
liquidator: fix token info for same-name, fix delays ( #795 )
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(cherry picked from commit 0483faef1e
2023-12-13 09:20:52 +01:00
2551fd7e34
v0.21.0
2023-12-13 09:10:56 +01:00
e3d405da65
ts: fix scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-13 09:09:38 +01:00
e75d279b15
Merge branch 'deploy-v0.21.0' into deploy
2023-12-13 09:04:44 +01:00
445be8a1c7
ts: up the size since we are quoting far
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-12 17:32:39 +01:00
6aacb2ecd0
ts: small logging update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-12 15:21:11 +01:00
944798c298
ts: make stock mm more safer, quote wide, twap out
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-12 15:08:26 +01:00
05f03f4ed8
test: Add one for migrating interest rates for v0.21 ( #816 )
2023-12-12 11:28:37 +01:00
e8e7e445d3
liq: get rid of separate rebalance job ( #815 )
...
Previously, the separate job and the post-liquidation rebalance could
run at the same time and would occasionally perform the same action at
the same time, leading to overshooting.
Now rebalancing never happens twice. In the future it should potentially
just run separately from liquidation, but that needs a review of the
assumptions the liquidation job is making first.
2023-12-11 17:41:11 +01:00
add1647d37
rs client: Use finalized commitment for blockhash
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confirmed say occasional errors
2023-12-11 10:31:34 +01:00
7722c66826
ts keeper: use confirmed for blockhash
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-11 09:47:24 +01:00
0d6d0d2837
rs client: Fix blockhash to be from confirmed commitment
2023-12-11 09:42:03 +01:00
95442b993f
ts: fix getMaxSerum3OrderForHealthRatio where scaled weights werent used
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-08 15:59:01 +01:00
0e8fc5e10e
Merge branch 'deploy-v0.21.0' into dev
2023-12-08 11:39:01 +01:00
f2bde7ba9f
Merge tag 'program-v0.21.0' into deploy-v0.21.0
2023-12-08 11:30:44 +01:00
Christian Kamm
Adrian Brzeziński
microwavedcola1
Lou-Kamades
Maximilian Schneider
microwavedcola1