Commit Graph

701 Commits

Author SHA1 Message Date
Christian Kamm b7dd8e0663
Fee buyback: Respect USDC oracle (#504) 2023-03-20 11:18:11 +01:00
Christian Kamm b6bfb01879
token_liq_bankruptcy: Use oracle for valuing insurance fund tokens (#503)
Previously a token from the insurance fund was valued at 1 USD. Now it
uses the oracle associated with it (USDC oracle).
2023-03-16 11:23:45 +01:00
Christian Kamm 0349ace3b6
Downgrade the `fixed` crate to v1.11.0 (#500) 2023-03-12 08:50:42 +01:00
Christian Kamm c7dd6cd9e3 Bump program version to v0.9.0 2023-03-12 08:19:05 +01:00
Christian Kamm 6ee3cb1e19
Perp: More comments on fields and funding computation (#497) 2023-03-07 20:53:07 +01:00
microwavedcola1 5cd9279a21 add todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 10:05:02 +01:00
Nicholas Clarke 97895dfb1e
buyback fees with mngo logging (#489)
* buyback fees with mngo logging

* add logging of usdc balances for account_buyback_fees_with_mngo
2023-03-06 14:42:10 +01:00
Christian Kamm 252210d194
Serum settle funds V2: fees can go to users (#484)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 14:04:45 +01:00
microwavedcola1 1950d8c84a
support name edit for token and program (#488)
* support name edit for token and program

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

* undo

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 10:05:12 +01:00
Christian Kamm f29fffd331
Perp: User-selected reduce-only behaves more intuitively (#483)
The previous strict behavior of taking existing open orders into account
is only used when the perp market itself is also flagged as reduce-only.
2023-03-03 09:53:27 +01:00
Christian Kamm 255c6fb138
Fee buyback: Limit MNGO price by stable price (#485)
This makes it much harder to temporarily manipulate the MNGO price to
get a more favorable buyback deal.
2023-03-01 09:58:47 +01:00
Christian Kamm 46c79af430
Security admin: Allow disabling token/perp init collateral (#482)
This allows the security council to say "users can't create new borrows
against this token/perp anymore". In some emergency situations this can
help reduce risk exposure.

For example, if the price of a wrapped asset permanently depegs from
its underlying or there is a successful long-term attack on an oracle,
this (and reduce-only) would significantly reduce exploitability until
the DAO's decision for how to resolve the issue goes through.
2023-02-28 11:49:07 +01:00
Christian Kamm df4a7b0474
Fees buyback: Credit users for ui part of serum fees (#481)
At least for markets with USDC quote currency.
2023-02-28 09:48:15 +01:00
Christian Kamm 9a13c1366a
Fee buyback: Credit only perp fees that go to the dao (#479) 2023-02-27 19:51:09 +01:00
microwavedcola1 16599dd506
admins can also register trustless tokens (#477)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-27 16:37:57 +01:00
Christian Kamm e4d46c3c5b
Buyback fees: Add staggered expiry (#478) 2023-02-27 16:36:27 +01:00
microwavedcola1 d88d44b34a
buyback perp fees with mngo at a discount (#464)
buyback perp fees with mngo

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
Christian Kamm 5c7a2e3e10
Use the overflow-checks=true equivalent with the fixed crate (#476)
* Vendor `fixed` crate to have checked math in release mode
* remove all cm!()
* drop superfluous parens
* drop use of checked_math crate
* manual removal of redundant checked_* functions
2023-02-24 11:56:33 +01:00
Christian Kamm cfcda705e6 Bump program version to v0.8.0 2023-02-22 14:49:18 +01:00
Christian Kamm f75e3ee656
Serum: Track referrer rebates as Mango platform fees (#469)
And start sharing code between serum3 settle and force cancel
2023-02-22 12:04:21 +01:00
microwavedcola1 ae2f74a928
security admin can move openbook market to reduce only (#472)
* security admin can move openbook market to reduce only

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-22 09:24:38 +01:00
Christian Kamm 5c7f23adb1
Perp place order: more logging for reduce only (#468) 2023-02-21 13:14:40 +01:00
Christian Kamm 8f9700ed2d Settle pnl: Always grant the fractional fee on low health 2023-02-15 15:11:58 +01:00
Christian Kamm a3a6d9d636 Settle pnl: Move fee-computation to PerpMarket
So it can be used in client code to decide what accounts to settle.
2023-02-15 15:11:58 +01:00
Christian Kamm 8916c28b99
License: Mark instructions GPLv3 and everything else MIT (#454)
To do that, split up the Accounts objects and the instruction
implementations.

GPL code is only used when the "enable-gpl" feature is enabled. That
means compiling the program or running tests need explicit feature
activation now.
2023-02-15 08:42:07 +01:00
Christian Kamm 30a84ce6c0 Bump to program version to v0.7.0 2023-02-14 16:09:53 +01:00
Christian Kamm f6abd9579d
Perp cancel all: Don't error when orders are filled/expired (#453) 2023-02-14 10:44:51 +01:00
microwavedcola1 02d980f4e4
restrict what a security admin can do (#452)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-13 20:02:47 +01:00
Christian Kamm 1f66bef88f
Change liquidation end target to a new, third health type (#447)
Due to the safety features in v4, the init health can differ from maint
health a lot more than it used to in v3. This is because of stable-price
adjusted oracle prices used in init health, and the weight scaling based
on total deposits and borrows used in init health.

The effect is that once an account becomes liquidatable, it could be
liquidated a lot until it reaches init>=0.

The original idea of liquidating until init>=0 was just to provide some
buffer, such that liquidated accounts wouldn't immediately become
liquidatable again.

This patch decouples the buffer idea explicit from init health by
creating a new LiquidationEnd health type. Liquidation proceeds until
the LiquidationEnd health becomes positive.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-02-10 09:00:36 +01:00
microwavedcola1 74a6c72f45
fix log amount in token deposit (#446)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-09 13:31:41 +01:00
Christian Kamm 2cb4da8b58
Liquidation: Fix amounts when stable price != oracle price (#440)
Previously liquidation would overestimate the amount required, because
it used the oracle price for computing the health gain from
liquidation.

Now it uses the correct (stable price adjusted) price for figuring out
the amount of liquidation required, while still executing at
fee-adjusted oracle price.
2023-02-08 09:05:17 +01:00
microwavedcola1 4e3a7f22b9
remove perp zero out, was only added to cleanup testing perp market, can be re-added if needed (#430)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-06 11:59:12 +01:00
Christian Kamm 257aeb298c
Enable release-mode overflow checks (#438)
The checked_math macro is still needed for I80F48 though
2023-02-06 08:33:08 +01:00
Maximilian Schneider 4c9490f004
update serum to most recent openbook version (#437) 2023-02-05 10:26:04 +09:00
Christian Kamm 38d408126e client: Increase binary search iter limit 2023-02-03 17:23:25 +01:00
Christian Kamm 40696f40a1 Bump program version to 0.6.0 2023-02-02 10:54:54 +01:00
Nicholas Clarke 4c93a2740a
Add market index to Serum3OpenOrdersBalanceLog (#429) 2023-02-02 10:01:19 +01:00
Christian Kamm 5328003183
Perp: Reorganize fill events, add client order id to LeafNodes (#426)
- don't store internal order ids: unneeded
- provide the maker client order id for user correlation
- store fees as f32 to waste fewer bytes
- new FillLogV2
2023-02-02 09:15:06 +01:00
Christian Kamm a91a9ae998
Perp: Fix liq instructions (#424)
- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
  would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
Christian Kamm bac15698e6
Add explicit self-liquidation checks (#427)
Just for safety, the other conditions and borrowing pattern would
already make it impossible.
2023-02-01 16:15:58 +01:00
Christian Kamm 50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight (#428)
Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
Christian Kamm d3cbb9e2ec
Create a single rust test binary (#425)
Speeds up the linking step, needs way less disk space for test binaries
and executes tests significantly faster.

Test execution went from 35s -> 29s for me and compilation improved a
lot.
2023-01-30 21:09:47 +01:00
microwavedcola1 0012907ee3
Mc/ix toggler (#419)
* add gating to individual ixs

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>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-26 20:27:39 +01:00
microwavedcola1 f30ebf4ff8
logging + prevention of setting admin to default pk (#423)
* logging + prevention of setting admin to default pk

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>
2023-01-25 15:33:19 +01:00
microwavedcola1 0192728efc
return order id from a perp place order ix (#417)
* return order id from a perp place order ix

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

* fix

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

* fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:03:35 +01:00
microwavedcola1 dae02885c2
log old and new in edit ixs (#418)
* log old and new in edit ixs

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

* fix

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

* fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:02:27 +01:00
Christian Kamm 1224fa4297 Bump program version to v0.5.0 2023-01-24 10:24:50 +01:00
Christian Kamm 4fd8139854
Token deposit: put expensive computation behind gates (#421) 2023-01-24 10:05:37 +01:00
Christian Kamm eb079e1f4c
PerpEditMarket: Fix permission for oracle change (#420) 2023-01-24 10:03:10 +01:00
microwavedcola1 80f4bd8048
security admin can bring markets to reduce only (#394)
* security admin can bring markets to reduce only

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

* fixes from review

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

* fix from review; security admin can only turn on reduce only, security admin can only reduce init asset weight

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

* --wip-- [skip ci]

* 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>
2023-01-23 15:02:48 +01:00
microwavedcola1 64dda20cb5
group level token deposit limit (#415)
* group level token deposit limit

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

* fix

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

* fix

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

* fix

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>
2023-01-23 14:58:03 +01:00
microwavedcola1 f0c797a2e4
zero out perp position and orders for a broken market (#413)
* zero out  perp position and orders for a broken market

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

* fix

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

* client code

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

* fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:50:20 +01:00
Christian Kamm b3aabfadfc
Perp: Clarify has_open_orders use during liquidation (#412) 2023-01-23 10:45:45 +01:00
Christian Kamm 8b4a4c82fb Perp: move Book::new_order() code around 2023-01-20 14:42:35 +01:00
Christian Kamm be37f33946 Perp: Add PerpOpenOrder::is_active_for_market() 2023-01-20 14:42:35 +01:00
Christian Kamm 30ebf173ee Perp: documentation in bookside_iterator.rs 2023-01-20 14:42:35 +01:00
Christian Kamm d65e0794f4 Perp: Documentation in nodes.rs 2023-01-20 14:42:35 +01:00
Christian Kamm 549d9a8108 Perp: Remove EventQueue::empty() - is_empty() exists as well 2023-01-20 14:42:35 +01:00
Christian Kamm 1b4140c078 Perp: Don't allow orders with effective price_lots<1 2023-01-20 14:42:35 +01:00
Christian Kamm e7b51d1dbf
Perp: Simplify consume events (#406) 2023-01-19 13:41:36 +01:00
Christian Kamm a28fd49099 Delete perp_liq_bankruptcy again
Snuck back in in unrelated PR, but was unused
2023-01-19 12:59:24 +01:00
microwavedcola1 44f599ca62
dont process orders which have 0 lots; dont return early, we still want to apply ioc penalty (#404)
* skip iteration if the incoming order has no lots to process

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

* fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-19 11:29:00 +01:00
Christian Kamm 1a3d0da34a Perp market edit: Separate out stable price resetting, like for tokens 2023-01-19 09:33:27 +01:00
Christian Kamm 2db617cea5 Perp ix: Mention and reference important constraints 2023-01-19 09:33:27 +01:00
Christian Kamm f16f1a6c92 Perp market field documentation pass 2023-01-19 09:31:59 +01:00
Christian Kamm 0a86257309 Perp: Move best_price/impact_price from Orderbook to BookSide 2023-01-19 09:31:59 +01:00
Christian Kamm 886a6696da
Perp audit: ix constraint fixes (#399) 2023-01-19 09:31:03 +01:00
Christian Kamm ff90c85874
Liquidator: reduce perp base pos if possible (#398)
- send reduce-only ioc order if possible
- settle pnl if needed
- deactivate position
2023-01-18 10:50:23 +01:00
Christian Kamm 71b13efc95 Bump program version to v0.4.0 2023-01-17 15:01:04 +01:00
microwavedcola1 be15f54225
agg pub slot was recent even if price was not updated, switch to last slot which seems more relevant (#393)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:48:06 +01:00
Christian Kamm 9346c8e546
Perps: track overall realized pnl relating to a position (#392)
This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
Christian Kamm ec99376a8f
Perp: Allow setting pnl asset weights (#391)
This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.

This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
Christian Kamm 15b9b911d1 Bump program version to 0.3.0 2023-01-13 11:38:56 +01:00
Christian Kamm c238ed4f28 Bump version to v0.2.0 2023-01-13 11:25:08 +01:00
Christian Kamm bda8cb9387
v0.1.2 version bump and changelog (#383) 2023-01-13 10:36:47 +01:00
Christian Kamm 42657dcf80
Drop unused HealthCache function, rename ClampedToNum (#382) 2023-01-13 10:21:01 +01:00
microwavedcola1 3ed416a97f
Fix type (#381)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:20:39 +01:00
Christian Kamm 5227daa0b8
Allow serum/perp order force cancelling on frozen accounts (#374) 2023-01-13 08:13:15 +01:00
microwavedcola1 a7a5c740c9
Fix typo (#375)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 20:39:46 +01:00
microwavedcola1 b4b7085e67
fix clippy (#373)
* fix clippy

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

* Fixes from review

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

* add clippy whitelist trait

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 14:26:55 +01:00
microwavedcola1 7c69197505
mango account freeze (#372)
* mango account freeze

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>

* Fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 13:08:10 +01:00
microwavedcola1 5ef04d6d08
group halt (#370)
* group halt

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>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 09:12:55 +01:00
Christian Kamm 93d33edb74
Perp: liq with token instruction (#368)
The new instruction allows the liqor to take over negative pnl (limited
by liqee settle health and settle limits) before applying the bankruptcy
logic.
2023-01-12 09:07:13 +01:00
Christian Kamm c5d875e04d
Perp settle limit extension to realized pnl (#359)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
microwavedcola1 292cc9a450
bonk (#363)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 20:08:45 +01:00
silas 15784ecd2b
add security policy and on-chain metadata (#361)
* add security-txt macro

* minor fmt fix
2023-01-04 18:13:29 +00:00
microwavedcola1 86c9331647
reduce only order type and mode for tokens and perp markets (#353)
* reduce only order type and mode for tokens and perp markets

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

* Fix from review

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

* Fix from review

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

* Fixes from review

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

* tests

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

* remove token

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

* fixes

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>
2023-01-04 09:24:40 +01:00
Christian Kamm b304ce09ec Perp: Make settle limit robust against settle window size changes 2023-01-03 14:52:04 +01:00
Christian Kamm 7a8f31c611 Perp: settlement applies no loan origination fee
It's likely for perp pnl to oscillate and be settled in positive and
negative direction repeatedly. If the user's USDC balance is <= 0, every
settlement of negative pnl will increase borrows and cause loan
origination fees.

Over time the fees accumulated this way could be significant. Skipping
loan origination fees for borrows created from perp settlement avoids
that.
2022-12-30 12:54:03 +01:00
Christian Kamm 31bd72e84a Drop AccountLoaderDynamic
This gives us better compatibility with released anchor versions.

Instead of using AccountLoaderDynamic<MangoAccount>, we now use
a standard AccountLoader<MangoAccountFixed>. This will generally work
(except for load_init(), which is dangerous).
A new trait, MangoAccountLoader, provides load_full(), load_full_mut()
etc on the AccountLoader<MangoAccountFixed> to create accessor structs
that can read and write to the dynamic part of the mango account data.
2022-12-29 17:40:08 +01:00
microwavedcola1 770b5a8056
pop perp events without processing, when mango account is closed (#351)
* pop perp events without processing, when mango account is closed

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

* fix

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-21 10:21:10 +01:00
Christian Kamm 6439791233 Token deposit: limit while being_liquidated
While the flag is true, deposits that don't bring the account health
over the init threshold are forbidden. This makes it impossible for
users to drag out liquidation by continuously depositing tiny amounts.
2022-12-20 14:12:46 +01:00
Christian Kamm 55e8fc390f Liquidation: Ignore dust balances and perp pnl
Liquidation and perp pnl settlement may not bring spot amounts to
exactly zero. Having a small spot amount < 1 native token can otherwise
make the liquidation get stuck and not move one to the next phase.
2022-12-19 12:49:09 +01:00
Christian Kamm 071dc34ccc
Client: Rework max_swap function (#340)
* Client: Rework max_swap function

Determining the amounts at which the health function changes slope
becomes too difficult when serum3 open orders come in.

Instead, generally find the function's maximum and then work with that.

* max_swap: Add test for swapping into a trustless token

* ts port

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:33:37 +01:00
Christian Kamm 5a38506f04
Liquidator, liqtest and rust client fixes (#336)
Liquidator, liqtest and rust client fixes

- Make rust MangoClient fully async
- Update and improve liquidation test setup scripts
- Update liquidator to use versioned transactions
- Update liquidator to use mango and jupiter account lookup tables
- Use jupiter v4 api to get versioned transactions

Perp liquidation is still not fully good. See discussion aboult perp_liq_pnl_with_token.
2022-12-16 13:10:46 +01:00
Christian Kamm 1c36b1b493 Fix rust test compilation 2022-12-16 13:07:19 +01:00
microwavedcola1 df4a48a558
dont do checks force close flag is used explicitly (#341)
* dont do checks force close flag is used explicitly

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

* comment

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

* comment

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

* Fix ts

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

* Fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 21:10:56 +01:00
microwavedcola1 4169ccb960
enforce min vault to deposits ratio in flash loan and serum3 place order, in addition to token_withdraw (#338)
* refactor

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

* Enforce min vault to deposits ratio in flash loan and serum3 place order

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

* refactor

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

* refactor

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

* Fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 18:27:22 +01:00
microwavedcola1 51cded4965
Mc/health max swap with serum effects (#333)
* rearrange, log before expect

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

* rearrange, log before expect

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

* Fix test

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

* health max swap with serum effects

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

* max swap: Fix with serum reserved amounts

* port rust code to ts

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

* port tests

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

* Fix method call

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

* Fixes from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-12-14 09:21:45 +01:00
Christian Kamm 0ed7175341 Upgrade to solana ~1.14.9
- Update anchor submodule
- Fork and submodule switchboard-v2 package to update dep
2022-12-13 17:00:57 +01:00