Commit Graph

916 Commits

Author SHA1 Message Date
Lou-Kamades aed2afbde4 ensure fallbacks are only used for stale or unconfident oracles 2023-11-22 11:42:32 -06:00
Lou-Kamades a0a47af6a4 ScanningAccountRetriever uses fallback oracles 2023-11-22 11:35:26 -06:00
Lou-Kamades 20261bf734 test: add fallback oracle withdrawal test 2023-11-22 11:35:26 -06:00
Lou-Kamades d4017e6038 FixedOrderAccountRetriever uses fallback oracles 2023-11-22 11:35:26 -06:00
Lou-Kamades c22db3be0c test: stubOracle is not a PDA (allow multiple with same mint) 2023-11-22 11:35:26 -06:00
Lou-Kamades 6288f2dd7d add fallback oracles to bank and mintinfo 2023-11-22 11:35:26 -06:00
Christian Kamm eceef44a96
Log emissions: Serialize to buffer on stack instead of using heap (#787)
Emitting many events could previously cause heap exhaustion.
2023-11-22 16:00:47 +01:00
Christian Kamm eeb172e44e
Bank: Close zero position when withdrawing 0 (#793) 2023-11-22 15:54:38 +01:00
Christian Kamm 57a9835aa8
Reduce HealthCache heap use (#785)
Growing these vectors is a waste, rough measurements say this saves
around 1k bytes for a 5 tokens and 4 serum account.
2023-11-20 10:15:39 +01:00
Christian Kamm 0ac930eb8d tests: fix build 2023-11-16 16:44:18 +01:00
Christian Kamm 2d1bf023c6
TokenRegister: Add arg for group insurance fund flag (#782) 2023-11-16 08:16:18 +01:00
Christian Kamm 93d85c3f71
Bank: allow maint weights to change over time (#780)
- token_edit can set it up to gradually scale to new target values
- security admin can abort an ongoing change via token_edit
- all health computations are now time dependent and get the weight
  based on it
- when the change is done, the keeper "cleans up" and moves the new
  values into the default fields
2023-11-14 14:52:04 +01:00
Christian Kamm 12d74789ef
cli: save-snapshot command (#773) 2023-11-08 10:27:55 +01:00
microwavedcola1 5ca5d8f78c
program: even delegate can create token position (#775)
* program: even delegate can create token position

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-08 09:06:43 +01:00
Christian Kamm c49efb2213
Change conditions for perp settle incentive (#771)
- Only ever give an incentive when pnl is at least 1% of the position
  value. That way large positions (like $100k in SOL-PERP) don't get
  settled on 0.1% price fluctuations. The price now needs to change by
  1% for settlement to occur.
- For low health incentives, cap the percentual incentive at 2x the flat
  settle fee. We want to give the settler incentive to use these first,
  but the settler doesn't take on risk, so the reward doesn't need to be
  large.
2023-11-07 12:01:02 +01:00
Christian Kamm f690514638
rust client: ix cu limits based on health compute cost (#768)
Many instructions now return PreparedInstructions instead of a direct
Instruction or Vec<Instruction>. That way they can keep track of the
expected cu cost of the instructions for the compute limit instruction
that gets added once all instructions are made.
2023-11-03 11:20:37 +01:00
Christian Kamm 941f945999
fast listing: disable flash loan swap fee (#770) 2023-11-02 10:40:43 +01:00
Christian Kamm 26549ffd92
Bank: track deposits in serum oo accounts (#769) 2023-11-02 10:40:31 +01:00
Christian Kamm 5d08f4ae0f tcs trigger: consistent maker fee computation 2023-10-30 17:22:24 +01:00
Christian Kamm c5cbdd927f tcs start: defensive assert on sold <= max_sell 2023-10-30 13:43:15 +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
Christian Kamm a24e43c8a7 tcs trigger: remove dead code
deactivation of liqee token positions is impossible because they're in
use until the tcs is closed
2023-10-30 13:30:08 +01:00
Christian Kamm 15072be644 tcs trigger: simplify min buy check for expired 2023-10-30 13:25:53 +01:00
microwavedcola1 33bc278a2c
program: update trustless token registration interest rates and leverage and support borrowing (#760) 2023-10-19 10:21:11 +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
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
Christian Kamm dfde7ec43f
serum health: use lower-precision division (#750)
This saves around 1/3rd of the compute for active serum markets.
2023-10-11 15:19:24 +02:00
Christian Kamm 20eb02af01
program-test improvements: performance, cu test output, warnings (#749)
* tests: Upgrade tx log capturing

Instead of overriding the system logger to intercept the logs, we can
now ask solana to return the logs of a tx execution directly.

This speeds up tests a lot because we don't need to hold a global lock
on tx execution anymore!

* tests: Improve token, serum, perp cu test
* benchmark: add a few more operations
2023-10-11 15:18:23 +02:00
Christian Kamm 817bf9bbc6
Tcs: linear and premium auctions (#717) 2023-10-07 21:27:19 +02:00
Christian Kamm 81fd7951dd
FlashLoanSwapBegin: small tx-size FlashLoanBegin for swaps (#744) 2023-10-06 16:18:59 +02:00
Christian Kamm fd997e2e2c Cargo: Remove explicit workspace-inheritance feature use
solana-release cargo version was updated
2023-10-05 11:05:12 +02:00
Steve f625284593
Update to solana 1.16.14 and anchor 0.28.0 (#718)
- Change fixed to be a git dependency (no more submodules!)
- Upgrade fixed to a version compatible with borsh 0.10
- Upgrade openbook-v2 dependency (for anchor compat)
- Move services from mango-feeds repo into bin/
- Update mango-feeds-connector

Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-10-05 10:56:45 +02:00
Christian Kamm 1afcff5dc2
Changelog and version bump for v0.20.0 (#739) 2023-10-04 09:18:57 +02:00
microwavedcola1 2df4df048c
program: be more relaxed with max rate (#734)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-03 21:13:50 +02:00
Christian Kamm ea7fae4687 Changelog, version bump for program v0.19.1 2023-10-02 19:54:09 +02:00
Christian Kamm 1d241de75a
FlashLoan: Allow jup v6 for delegates (#737) 2023-10-02 19:40:43 +02:00
microwavedcola1 39ed3a3fb5
program: if position is not negative then continue ahead with withdrawal, also deactivate if position is 0 (#736)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-02 09:11:44 +02:00
Christian Kamm ac38ccc687
Drop HealthCache from idl, disable ComputeAccountData ix (#723)
It's used for tests, we don't want people depending on it.
2023-09-19 10:01:44 +02:00
Christian Kamm 2c4009eab1
Token deposit: Require valid oracle for new token positions (#722)
This avoids making an account accidentally or intentionally unusable
(except for deposits/withdraws) by depositing a token with a stale
oracle.
2023-09-19 09:08:32 +02:00
Christian Kamm 2adc0339dc
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.
2023-09-13 09:35:10 +02:00
Christian Kamm ba6bd96784
Allow account shrinking and migration (#692)
- The AccountExpand instruction can now shrink accounts by reducing
  the number of token/perp/serum/tcs/perp oo slots.
- A new AccountSizeMigration instruction can permissionlessly shrink
  accounts that are too large and migrate them to the v3 layout.
2023-09-04 09:30:57 +02:00
Christian Kamm c07978fb68
max_swap: Fix swapping between zero weight tokens (#699)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-31 14:01:18 +02:00
Christian Kamm 03378bb808
FlashLoan: Log the approved amount (#696)
Previously only the part of the approved amount that was a loan got
logged, missing some interesting information.
2023-08-30 10:57:41 +02:00
Christian Kamm 020a978270
Account expansion: Transfer more lamports only if needed (#694)
Result of audit feedback
2023-08-29 10:03:24 +02:00
Christian Kamm 1d6ce550f3
FlashLoan: fee fixes (#693)
- Rename the new "swap fee" to "deposit fee" and let it apply to all
  deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)

Result of audit feedback
2023-08-29 10:03:07 +02:00
Christian Kamm 6e2363c86f
Improve CU benchmarks (#690) 2023-08-24 16:33:08 +02:00
Christian Kamm f63163d737
Account limits: Prefer 4 perp + 4 serum (#689) 2023-08-21 16:26:49 +02:00
Christian Kamm a151ebcf11
Account size: restict more, but only increases (#688)
* Account size: Don't fail on unrelated resize

If the account was previously resized to larger than is allowed now,
don't fail unrelated resizes.

* Further reduce account size limits

Out of caution and future-proofing. Can always raise again.

Perp settle pnl needs 6 accounts plus 2 health account lists that could
be nearly fully disjoint.
2023-08-21 14:34:52 +02:00
Christian Kamm 34a875d968
Restrict account growth (#686)
Because of the 64-accounts-per-tx limit. Making a single account use
more than half of these could be problematic.
2023-08-19 08:20:40 +02:00
Christian Kamm 6fd158ff6c
account_create_v2: fix bad account size (#685) 2023-08-19 08:17:03 +02:00
Christian Kamm 3480b62945
Changelog and version bump for program v0.19.0 (#683) 2023-08-18 15:38:28 +02:00
Christian Kamm 6e9878e31d
Tcs trigger: Avoid building a health cache for expired tcs (#682) 2023-08-18 15:37:59 +02:00
Christian Kamm cbc96fe79f
FlashLoan: Allow mango ix after flash loan end (#681)
This lifts an unnecessary restriction, making it possible to do things
like flash loan and then liquidate with the resulting balances in a
single transaction.

The "no mango ix after FlashLoanEnd" limitation was unnecessary:
After the flash loan ends, the mango accounts are in a valid state
again. And it's impossible to use a two FlashLoanEnd for a single
FlashLoanBegin for the same reason that isolated FlashLoanEnds are
rejected.
2023-08-18 15:37:15 +02:00
Christian Kamm a244c27df6
Add account_create_v2 instruction (#680)
This one allows specifying the number of tcs slots. That way accounts
can be created without needing a separate extend instruction afterwards.
2023-08-18 15:36:36 +02:00
Christian Kamm 0c26977ec9
Merge pull request #677 from blockworks-foundation/ckamm/tcs-net-borrow
Tcs and liquidator and net borrow limits
2023-08-18 15:35:16 +02:00
Adrian Brzeziński 27097faa2f
listing fixes (#678)
* remove listing tools

* adjust stalness slots in trustless instruction
2023-08-15 13:33:48 +02:00
Christian Kamm 727f9a2400 tcs: Change low-health-closure to absolute $1
Health ratio was too expensive to compute on-chain
2023-08-14 16:14:30 +02:00
Christian Kamm 7e804b228f tcs: net borrow checks 2023-08-14 16:14:30 +02:00
Christian Kamm 643a997723
Oracles: Fix units of deviation in OracleState (#675) 2023-08-11 16:47:52 +02:00
Christian Kamm 1f55d549a6
liquidator: execute tcs with volume-weighted randomness (#670) 2023-08-11 12:08:34 +02:00
Christian Kamm e4a9a56f89
Pass all params to token_register (#665)
Makes governance a little easier
2023-08-09 13:55:53 +02:00
Maximilian Schneider e4162a8281
Leverage & Balance Sheet helpers (#637) 2023-08-09 13:54:09 +02:00
Christian Kamm 6dcd5c925c
FlashLoan swaps: Allow charging a fee (#660)
To give more flexibility to the DAO.

The fee is deducted from any deposits that happen during the flash loan
and controlled per-bank with TokenEdit.
2023-08-09 13:27:25 +02:00
Christian Kamm faa0649c6a Fix program tests after temporary delegate addition 2023-08-09 13:18:28 +02:00
microwavedcola1 8d924a8b9b
Delegate with expiry (#663)
* delegate with expiry

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

* update idl

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>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-09 12:05:16 +02:00
Christian Kamm 4810b6afbc
Tcs: store a display-only intention enum (#667)
This way the ui can know what the user created the tcs order for.

Introduces tcs create and trigger v2 logs.
2023-08-08 18:16:59 +02:00
Christian Kamm 785e6353c1 Fix compile after merges 2023-08-08 10:36:21 +02:00
Christian Kamm 774c67909e
Tcs: Use fees config from Bank instead of Group (#659)
To give more flexibility to the DAO, the maximum tcs fees from
the buy and sell banks will be used.
2023-08-08 10:21:13 +02:00
Christian Kamm 4f810edebc
Allow token withdraws/deposits even with stale oracles (#646) 2023-08-07 16:15:45 +02:00
Lou-Kamades 98cbf2df59
Merge pull request #652 from blockworks-foundation/lou/token-conditional-logs 2023-08-03 12:30:40 -05:00
Christian Kamm 44f0f4ffa3
Clippy fixes (#656) 2023-08-03 13:27:04 +02:00
Christian Kamm 1be38d14cb
Tcs: Add price display style enum (#654)
Tcs orders always store prices in a fixed "sell per buy" style, but users
can create them in either price direction. When they look at them later,
the ui needs to know what their preferred style is for this order.
2023-08-03 12:37:01 +02:00
Christian Kamm 06f6d75b98
Fix typo in admin_token_withdraw_fees ix (#655) 2023-08-03 12:34:33 +02:00
Lou-Kamades 55a3a28ad7
use indexed position in token conditional balance logs 2023-08-01 18:33:21 -07:00
Christian Kamm 5dd5c507f2
Tcs: reserve token positions while tcs is open (#647)
- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
  trigger/cancel
2023-07-17 13:14:53 +02:00
Christian Kamm 1ba6513b5e
Compile and test fix (#645) 2023-07-14 16:27:52 +02:00
microwavedcola1 609f6f24da Fix rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:41:01 +02:00
microwavedcola1 40a011a48e
Fees to dao (#644)
* withdraw fees to dao

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>

* 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>

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:22:35 +02:00
Christian Kamm 6b2f6af6e4 Idl: remove references to undefined openbook_v2 enums 2023-07-11 13:01:55 +02:00
galactus 6461743f35
Openbook v2 integration: instructions and accounts (#628) 2023-07-11 09:59:50 +02:00
Christian Kamm 65c747b36a
Flash loan: Better errors for missing banks (#639)
Check for missing banks _before_ checking for "exactly two token
changes" because the missing banks can be a cause of the latter error.
2023-07-10 16:20:43 +02:00
Christian Kamm 30cb4d7753
Tcs: Switch prices from f32 to f64 (#634)
To have more precision when storing user supplied prices and ensure that
the rounding that will occur will be tiny compared to the user-provided
precision.
2023-07-06 14:48:49 +02:00
Lou-Kamades 801a66d682
Merge pull request #624 from blockworks-foundation/lou/avgEntryPricePerBaseLot-logs 2023-07-05 08:19:48 -05:00
Lou-Kamades fad5aca654
add comment for pnl fields of FillLogV3 2023-07-05 07:56:07 -05:00
Christian Kamm e535e81257
Pyth: Read agg.price or prev_price, depending on staleness (#631)
This updates our use of pyth oracle accounts to be more in line with
what the pyth sdk is doing.
2023-07-05 12:58:42 +02:00
Lou-Kamades 8177680415
feat: closed pnl is calculated via realized_trade_pnl_native 2023-07-04 10:39:47 -05:00
Christian Kamm 3867d902d2 Bump program version to v0.18.0 2023-07-04 11:10:31 +02:00
Christian Kamm cc4a39850a Bump version and idl to v0.17.1 2023-07-04 11:08:59 +02:00
Christian Kamm dd56881a41 Revert "Pyth oracles: Check that status is "trading" (#607)"
This reverts commit bbf0186398.
2023-07-04 11:08:48 +02:00
Lou-Kamades 6c6504aefa
feat: emit closed_pnl in FillEventLog3 2023-07-03 13:04:33 -05:00
Christian Kamm 35064d4ab0
Token conditional swaps (#604)
Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.

This allows limit and stop loss orders on arbitrary spot pairs.

The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
Christian Kamm 34e41b6719
Token bankruptcy: Separate checks (#629)
This makes it easier to debug, since we know what value did not match
the requirements.
2023-07-03 10:25:02 +02:00
Christian Kamm 7eedcbae0d
Serum3 edit market: Allow changing the name (#621) 2023-06-21 15:38:27 +02:00
Christian Kamm a77515acbf
Improve listing with invalid oracles (#620)
* Stable Price: Reset on first price != 0

This helps when listing tokens or perp markets with an upcoming
oracle. Currently the stable price would be 0 and would need to be
manually reset by DAO proposal.

With this change, the first non-zero value will be used as the starting
point for the stable price instead.

* Listing instructions: Succeed even if oracle is invalid

But require the stable price to reset once it becomes valid.
2023-06-21 15:25:24 +02:00
Christian Kamm eeef6711ab Update test_serum_loan_origination_fees test
Now that it always uses the v2 settle, fee buyback potential does
accumulate.
2023-06-19 14:48:08 +02:00
Christian Kamm f3f8359fd1 Fix open_interest doc comment 2023-06-16 16:11:25 +02:00
Christian Kamm b5c9f6d039
Audit fixes (#613)
* TokenForceCloseBorrows: Respect reduce-only flag
* ForceCancelOrders: Readability of early-out condition
2023-06-16 13:34:54 +02:00
Christian Kamm 0281a1b8ed
Deprecate Serum3SettleFunds, require use of V2 instruction (#606) 2023-06-15 17:34:56 +02:00
Christian Kamm 57e1d981ac
Health: Allow actions while init health does not decrease (#592)
Instead of requiring a strict increase when init health < 0.

This allows users to still place reducing limit orders on the spot and
perp orderbooks as long as these orders keep the health unchanged.
2023-06-15 10:44:11 +02:00
Christian Kamm bbf0186398
Pyth oracles: Check that status is "trading" (#607) 2023-06-15 10:43:44 +02:00
Christian Kamm 66c6926419
Audit fixes for the fee buyback feature (#608)
* reduce_buyback_fees_accrued: forbid reducing more than accrued
* Buyback fees: Expire accrued during event processing
2023-06-15 10:43:31 +02:00
Nicholas Clarke 23761ef28c
Add price to WithdrawLoanLog (#603) 2023-06-14 09:41:54 +02:00
Nicholas Clarke defbd8c2b1
Add loan amount to WithdrawLoanLog. Add withdraw loan logging to toke… (#599)
* Add loan amount to WithdrawLoanLog. Add withdraw loan logging to token_force_close_borrows_with_token

* Address review comments.
2023-06-11 15:37:33 -07:00
Britt Cyr 7803f1dc9d Fix warning when running tests 2023-06-01 08:16:11 +02:00
Christian Kamm 1cc77af7fa Bump version to 0.17.0, changelog updates, idl update 2023-05-31 09:11:56 +02:00
Christian Kamm 56b010eb71
HealthRegion: Whitelist new perp_place_order_(pegged_)v2 ix (#597) 2023-05-26 16:48:19 +02:00
Britt Cyr 2ea8f73ad1
Fix typo in token_liq_with_token comment (#594) 2023-05-25 12:35:22 +02:00
Christian Kamm 9f9f3d257c
Docs: improve HealthCache comments (#590) 2023-05-19 14:42:14 +02:00
Maximilian Schneider 0b22e41acd
manage dependencies in workspace (#588)
* move important dependencies to workspace
* enable workspace inheritance
2023-05-17 20:48:14 +02:00
Christian Kamm 5fc7aa1092
Configurable perp settle token (#550)
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC. 

There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.

For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.

The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
Christian Kamm be5618aa2b
PerpTakerTradeLog: Add decremented base lots (#584) 2023-05-16 11:10:26 +02:00
Maximilian Schneider c006948319
Enable self-trading protection (#533)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
Maximilian Schneider 9166b761e9
log taker trade summary (#579)
* add new event for taker trade so arb bots can verify their execution cost without waiting for consume events

Co-authored-by: Nicholas <nicholasgclarke@gmail.com>
2023-05-13 17:54:27 +02:00
microwavedcola1 784ef88927
document unused (#581)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 10:03:28 +02:00
Christian Kamm 5a05e9cb2e
Update anchor to v0.27.0, stop using submodule (#582) 2023-05-12 13:54:53 +02:00
Christian Kamm 9429d3991d Bump program version to v0.16.0 and add deploy info 2023-05-11 13:46:43 +02:00
Christian Kamm 450f446032
Make clippy happy (#580) 2023-05-09 21:08:55 +02:00
Christian Kamm 2205fe7260
Changelog for program v0.15.0, version bump, idl update (#577) 2023-05-08 08:13:50 +02:00
Christian Kamm d20ae0abcb
Perp: Exit matching loop when no more base lots can be filled (#576) 2023-05-08 06:40:38 +02:00
Nicholas Clarke c0ea9970b6
Clarkeni/oracle confidence (#568)
* Add oracle confidence and oracle type to update funding logs.

* Return price and OracleState struct from oracle_price_and_state.
2023-05-05 23:44:14 -07:00
Christian Kamm 2f4976e81f
Improve error message for FixedAccountRetriever (#566)
When an invalid number of accounts is passed in, which is one of the
most common error messages new integrators will see.
2023-05-05 09:11:25 +02:00
microwavedcola1 abba3de4ce
Fix bug in flash loan for delegates where compute budget program was not allowed, also improved logging (#572)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-04 14:46:09 +02:00
Christian Kamm 0da1b6728b
OpenBook place order: respect bank reduce_only flags (#569) 2023-05-04 08:02:28 +02:00
Christian Kamm 6f47ad92d6
token_register_trustless: Disable borrowing by default (#567)
Previously tokens listed this way could be borrowed. Now tokens start
with reduce-only set to the "no borrows" mode.

Also decrease the default soft borrow/deposit limits significantly, even
if they don't come into effect when there are no borrows and the deposit
weight is 0 anyway.
2023-05-04 07:59:39 +02:00
Christian Kamm 4504ed8ff9 Compile fix and idl update 2023-04-26 09:07:05 +02:00
microwavedcola1 4e4af83d98
Fix bugs for release (#564)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 16:18:35 +02:00
Christian Kamm 7ec8fbffe5 Fix build without enable-gpl 2023-04-25 13:39:01 +02:00
Nicholas Clarke 2dce1398d3
Fix to seq num logging. Seq num was incremented between event and logging (#556) 2023-04-25 13:38:31 +02:00
Nicholas Clarke 5d77ba6834
Add PerpForceClosePositionLog and TokenForceCloseBorrowsWithTokenLog (#555) 2023-04-25 13:38:08 +02:00
Christian Kamm 507cb500e9
Fix settle limit accounting for positive pnl takeover (#562) 2023-04-25 13:37:34 +02:00
microwavedcola1 3741f78da5
insurance fund withdraw ix (#561)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 09:20:44 +02:00
Christian Kamm fe8d1a63bd
Fix building with "no-entrypoint" feature (#558)
Without this, anchor complains about a missing lifetime on a struct
relating to Benchmark.
2023-04-24 09:52:44 +02:00
Christian Kamm 898788909e
Fix account borrow issue in perp_liq_force_cancel_orders (#557) 2023-04-24 09:52:33 +02:00
Christian Kamm 10113443df Minor test compile fix 2023-04-24 09:35:46 +02:00
microwavedcola1 497012042c
Force close for serum3 market (#551)
* force close for serum3 market

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

* Fixes from review

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

* always require admin

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>

* format

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

* Fixes from review

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

* update client

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:19:23 +02:00
microwavedcola1 6fba1692e9 Fix type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:13:14 +02:00
microwavedcola1 6ac9f19287
Perp force close positions in a market (#525)
* force close tokens

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>

* Fixes from review

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

* add test

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>

* Fixes from review

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

* Fixes from review

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

* reset

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

* force close perp market

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>

* test

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

* update

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

* add back staleness slot 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>
2023-04-19 17:42:01 +02:00
microwavedcola1 55bfcc3a76
fix bug where flash loans couldnt be executed by delegates (#552)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 16:17:26 +02:00
microwavedcola1 fa5b39adad bump version for next release
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-14 16:59:02 +02:00
Christian Kamm 0e831db687
IxGate: Fix check for re-enabling instructions (#540)
The bug allowed the security admin to enable instructions. This was
supposed to require the group admin.
2023-04-14 16:12:17 +02:00
Christian Kamm 98a79505e1
FlashLoan: Don't deduce vault_len, add more checks (#542)
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.

However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
  from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
  token accounts for foreign mints in Begin when the loan amount is zero,
  and it's clearer to see that the bookkeeping in End won't break if the
  user reinited the account for a different mint.
- Also add a few other extra comments and checks.

The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
Christian Kamm 13279536aa Drop leftover conflict markers 2023-04-14 08:26:05 +02:00
Nicholas Clarke 37ae7549fb
Clarkeni/perp trade logging (#535)
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.

* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
2023-04-13 10:50:39 -07:00
microwavedcola1 c813940054 Fix method calls
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 19:34:45 +02:00
microwavedcola1 b07857c696
force close tokens program part (#518)
* force close tokens

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>

* Fixes from review

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

* add test

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>

* Fixes from review

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

* Fixes from review

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

* reset

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 12:44:12 +02:00
microwavedcola1 2dca3003df
Don't incentivise using asset tokens with high liquidation fee during liquidation (#536)
* Don't incentivise using non-usdc coins to liquidate tokens

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

* fix tests

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

* fix tests

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

* review: add back test comment

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-04-13 12:43:31 +02:00
Christian Kamm 61a4f62ea4 Bump program version to v0.13.0 and update idl 2023-04-13 09:53:15 +02:00
Christian Kamm 74f7282d4e Bump program version to v0.12.0 and update idl 2023-04-13 09:46:58 +02:00