Commit Graph

1803 Commits

Author SHA1 Message Date
microwavedcola1 227aadfc22
merge ts-client to dev (#538)
* expose perp order type on perp order

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

* v0.9.17

* Fix funding rate method

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

* Fix scrript

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

* v0.9.18

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:19:47 +02:00
microwavedcola1 e28fe944c0
add a script to render price impact for scale amount from and to (#539)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:19:15 +02:00
microwavedcola1 b796965d6a
re-enable token rebalance in liquidator (#545)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:18:50 +02:00
microwavedcola1 d3b784fd84 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 08:54:02 +02:00
microwavedcola1 ef8da2cf62 readme
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 08:52:27 +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 68ffadebd2
Changelog for program v0.13.0 (#543) 2023-04-14 16:20:26 +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
microwavedcola1 350d558ee3 disable for now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-14 11:42:02 +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
Christian Kamm 1fe83c5f88
Add notes on how to release (#537) 2023-04-13 12:57:58 +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
Christian Kamm 83bab16803 Update changelog for program v0.12.0 2023-04-13 09:03:01 +02:00
Christian Kamm da2a7f4e0c
Net borrow limit: Separate out tracking and checking (#534)
That way it's easier to be specific about where the limit should be
checked.
2023-04-13 08:56:33 +02:00
microwavedcola1 e612be219d Merge branch 'ts-client' into dev 2023-04-12 16:33:39 +02:00
Christian Kamm 8d18e55eee Update mango-feeds-connector dependency 2023-04-08 08:37:08 +02:00
Riordan Panayides 9a289a6e8c v0.9.16 2023-04-07 15:25:05 +01:00
Riordan Panayides 45b9dbf383 Merge branch 'dev' into ts-client 2023-04-07 14:05:42 +01:00
Riordan Panayides b49e41a2eb Fix paths in archived scripts 2023-04-07 14:04:32 +01:00
riordanp 24d8a5753a
Merge dev changes (#532)
* Fix script

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

* Fix docs build job (#501)

* workaround where rpc rejects base58 encoded pubkeys (#502)

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

* Rename settle-bot to settler, fix build (#492)

* Fix settler build, rename due to heroku not liking '-'

* Temporarily remove ref tag

* Remove temporary branch trigger

* Add oracleProvider to Bank and PerpMarket (#491)

* Add oracleProvider to Bank and PerpMarket

* v0.9.6

* Fix null checks on getters for PerpMarket and Bank (#505)

* Export OracleProvider

* Fix null checks on getters

* 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).

* v0.9.7

* ts: Fix ix gate enum, add code for creating a disable-tx gov ix

* Fee buyback: Respect USDC oracle (#504)

* refactor script (#509)

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

* IxGateSet: Log AccountBuybackFeesWithMngo state

* TokenRegister: Sanity checks on token_index

* Allow token/market names to fill storage bytes completely

Previously the last byte was always zero.

* HealthRegion: Whitelist allowed instruction types (#508)

This fixes a security issue where bankruptcy related instructions could
be called inside a health region. Now health regions are limited to
compute optimization like when placing multiple orders in one
transaction.

This limitation also makes it impossible to abuse health regions for
flash loans. Use the FlashLoan instructions for that purpose.

* Add fly deploy scripts (#490)

* Bump program version to v0.10.0

* liquidator docs (#512)

* liquidator docs

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

* update

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

* update

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

---------

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

* Quality of life fixes (#511)

* breaking: make pegLimit an optional arg
* pass externally cached blockhashes to sendTransaction
* convenience accessors for connection & walletPk on client

* add script to sim accounts with leverage change (#514)

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

* Fix bug: only account for borrows we are offsetting (#513)

* Fix bug: only account for borrows we are offsetting

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

* fix

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

* Bank: Unittest for net borrow limits

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* extend script, fix util function

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

* Fix interest rate computation in client (#520)

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

* minor ts fixes

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

* Temporarily disable health region use on mm script (#507)

* Use new shared mango-feeds-connector crate for chain_data (#515)

* Add prometheus metrics to crank (#517)

* Add prometheus metrics to keeper

* update script

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

* fix bug where unrealised profit was not abs'ed

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

* Fix script

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

* update script

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

* in perp settle fees, dont error, rather return early, this enables blindly concatenating perp settle fees to perp settle pnl (#526)

* in perp settle fees, dont error, rather return early

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

* Fixes from review

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

---------

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

* update script

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

* Net borrow limits: Use correct price for check (#527)

* Changelog for program-v0.10.0 and idl update

* script for grabbing logs

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

* Perp funding: Fix logging in update funding + deactivate pos (#528)

* update

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

* Fix test

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

* sync rate params to latest proposal (#523)

* sync rate params to latest proposal

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>

* Limit funding and interest accrual during downtimes (#529)

Previously, if the funding or interest updating instruction wasn't
called for a long time (like for a solana downtime or the security
council halting the program), the next update would apply funding or
interest for the whole time interval since the last update.

This could lead to a bad downtime situation becoming worse. Instead,
limit the maximum funding and interest time interval to one hour.

* Changelog for program-v0.11.0, bump version, update idl

* Don't reload openorders if there's no active markets

* update

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

* reorg

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

* Emit perp fees settled on update_funding. Required to have a full picture of total perp market fees. (#530)

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: tlrsssss <tjshipe@gmail.com>
Co-authored-by: Nicholas Clarke <nicholasgclarke@gmail.com>
2023-04-07 13:57:53 +01:00
Riordan Panayides 6aa9343f11 v0.9.15 2023-04-07 11:53:17 +01:00
Riordan Panayides 63049df695 Fix vault balance conversion 2023-04-07 11:51:33 +01:00
Nicholas Clarke 0ba41e3471
Emit perp fees settled on update_funding. Required to have a full picture of total perp market fees. (#530) 2023-04-06 22:09:50 -07:00
microwavedcola1 90763906b9 v0.9.14 2023-04-04 14:52:08 +02:00
microwavedcola1 3191a10622 add workaround to computing max perp trade
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 14:44:46 +02:00
microwavedcola1 9a77f8d64d reorg
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 08:36:54 +02:00
microwavedcola1 c8bd104e87 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 08:28:45 +02:00
Riordan Panayides cd3f6a684a Don't reload openorders if there's no active markets 2023-04-03 16:12:03 -04:00
tlrsssss 268ccfd03c
Merge pull request #531 from blockworks-foundation/pan/fix-reload-oos
Don't reload OpenOrders if there's no active markets
2023-04-03 15:25:14 -04:00
Riordan Panayides 789a5135ac Don't reload openorders if there's no active markets 2023-04-03 20:07:00 +01:00
Christian Kamm 535b0b2d0c Changelog for program-v0.11.0, bump version, update idl 2023-03-31 18:47:34 +02:00
Christian Kamm 762608ecce
Limit funding and interest accrual during downtimes (#529)
Previously, if the funding or interest updating instruction wasn't
called for a long time (like for a solana downtime or the security
council halting the program), the next update would apply funding or
interest for the whole time interval since the last update.

This could lead to a bad downtime situation becoming worse. Instead,
limit the maximum funding and interest time interval to one hour.
2023-03-31 12:48:34 +02:00
microwavedcola1 7080c9bf3c
sync rate params to latest proposal (#523)
* sync rate params to latest proposal

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>
2023-03-31 12:45:26 +02:00
microwavedcola1 cd39a9f432 Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-31 12:45:05 +02:00
microwavedcola1 c7e2b96802 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-31 12:37:16 +02:00
Christian Kamm 8559d3ef07
Perp funding: Fix logging in update funding + deactivate pos (#528) 2023-03-31 10:58:04 +02:00
microwavedcola1 08f6bf10ff script for grabbing logs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-31 08:55:00 +02:00
microwavedcola1 2a6ac62d17 Merge branch 'ts-client' into dev 2023-03-30 21:09:19 +02:00
microwavedcola1 8156e2396d Merge branch 'deploy-mm' into ts-client 2023-03-30 21:09:12 +02:00
microwavedcola1 4710c61a11 comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 21:09:01 +02:00
microwavedcola1 207ad830f4 trigger funding before cancelling all orders
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 21:05:36 +02:00
microwavedcola1 fc764446bd Merge branch 'ts-client' into dev 2023-03-30 17:43:43 +02:00
microwavedcola1 fd8e68d633 update url
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 17:38:20 +02:00
Christian Kamm ec48db01bb Changelog for program-v0.10.0 and idl update 2023-03-30 17:28:14 +02:00