08dfb0ddba
Risk notification bot ( #565 )
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* risk stuff
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>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 11:55:08 +02:00
789a5135ac
Don't reload openorders if there's no active markets
2023-04-03 20:07:00 +01:00
b7189696d8
update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 17:17:38 +02:00
613b062e8f
fix bug where unrealised profit was not abs'ed
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 10:12:16 +02:00
2adf7da861
Merge branch 'main' into ts-client
2023-03-13 11:09:19 +01:00
cb8ee54d0f
Fix price unit used in health sim
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 13:08:54 +01:00
c7f577fc8e
Fix price unit used in get max perp trade size
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:50:41 +01:00
679f8dd29b
some more logginh
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 08:32:44 +01:00
73b626efff
ts client for max buyback of fees with mngo ( #480 )
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* ts client for max buyback of fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 12:05:02 +01:00
e4d46c3c5b
Buyback fees: Add staggered expiry ( #478 )
2023-02-27 16:36:27 +01:00
d88d44b34a
buyback perp fees with mngo at a discount ( #464 )
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buyback perp fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
330739364f
ts: add function on perp position to get notional value ( #474 )
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* ts: add function on perp position to get notional value
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>
2023-02-24 10:43:37 +01:00
4c9f99832f
Update package.json build steps and move js scripts out of src folder ( #470 )
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* extracts scripts from source; update tsc build configs and packages
* publish latest
* remove type module
2023-02-22 08:36:59 +01:00
f41f2ab337
Ts/client fixes ( #471 )
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* fix bug with marking perp orders as expired
* support passing in perp books to find mango account orders
* support force reloading of acct perp open orders
* make perp market _bids and _asks public
* dont fetch open order accts if no serum3active
2023-02-22 08:07:06 +01:00
1f66bef88f
Change liquidation end target to a new, third health type ( #447 )
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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
184cf82e22
update settle limit before returning settleable pnl ( #445 )
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* update settle limit before returning settleable pnl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "update settle limit before returning settleable pnl"
This reverts commit 29e38a85ef
2023-02-09 13:31:56 +01:00
1e046685a9
small fix + helper method
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:22 +01:00
265f6a1a48
add helper method: settleTokenNativeToUi ( #405 )
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* add helper method: settleTokenNativeToUi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "add helper method: settleTokenNativeToUi"
This reverts commit 43b19b3056
2023-01-21 11:35:43 +01:00
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
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* fix bug where serum oo where not loaded
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>
2023-01-19 11:31:54 +01:00
8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies ( #402 )
2023-01-19 10:52:49 +01:00
fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
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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
7c69197505
mango account freeze ( #372 )
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* 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
c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
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Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
e34f9be60a
Apply loan origination fee only on loans ( #364 )
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* Apply loan origination fee only on loans
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-06 08:42:16 +01:00
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
44fb1037cf
Mc/serum fees ( #350 )
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* maker rebate shouldnt be applied to maxQuoteQuantity
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
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 10:21:24 +01:00
f3dac89d3e
Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
071dc34ccc
Client: Rework max_swap function ( #340 )
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* 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
f31ef4642d
Merge branch 'feature/modify-order'
2022-12-15 11:30:20 +01:00
89c7ab7498
modify serum3 order
2022-12-15 10:40:45 +01:00
309f218c6e
more debugging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 09:41:03 +01:00
5c1304466b
add account number to toString for debugging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:50:10 +01:00
f4942fd674
cap max borrow in withdraw to safety constraint ( #335 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 19:41:19 +01:00
b6605bd120
fix perp open order deserializing
2022-12-08 15:53:14 -05:00
fb8eb59355
add back getEquityUi for perp
2022-12-08 14:12:57 -05:00
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
dde9ca69e8
sync fields
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
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
ff18ad6ba7
Add client function getCumulativeInterest ( #280 )
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* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
39ed94aa87
client additions + extra tests + safety ( #281 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-18 08:58:56 +01:00
446b2e8d66
serum util functions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
ccc1d43a55
Port new fields on accounts from program to ts client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
3efebb3ea6
ts: market maker improvements ( #270 )
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* ts: fix typechecking on scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: market maker round of improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:39:57 +02:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
cfd6fd2ca8
remove unnecessary undefined type returns
2022-10-07 13:48:05 -04:00
8e919bb741
ts: perp improvements ( #263 )
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* ts: perp improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 13:52:04 +02:00
microwavedcola1
Riordan Panayides
microwavedcola1
Christian Kamm
tylersssss
Adrian Brzeziński
Nicholas Clarke
conj0iner