Commit Graph

69 Commits

Author SHA1 Message Date
microwavedcola1 0b2e1e6e6c
Mc/realloc 4 (#119)
Realloc + dynamic mango account

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
Christian Kamm 348d8cfcd8 Liq/Client: Various improvements
- Abstract away account fetching, so it can be done via RPC or from a
  websocket stream (or a geyser plugin) that populates a ChainData
  instance.

- Separate out information about tokens, markets into MangoGroupContext.

- Separate all gPA calls into functions in a new file

- The liquidator re-fetches critical accounts via RPC before
  liquidation. Unfortunately the websocket stream seems slower :/

- Don't re-implement health account derivation in the liquidator.
  Instead reuse the existing code from the client.

- More smaller stuff.
2022-07-18 18:18:57 +02:00
Christian Kamm 6f758ff25b clippy 2022-07-12 09:46:17 +02:00
Christian Kamm f132f30874 Better error messages 2022-07-08 12:48:43 +02:00
Christian Kamm 469e7fd704 Use get() instead of get_mut() where possible 2022-07-08 09:10:08 +02:00
Christian Kamm 31831454b4 Return raw position index from get_mut() 2022-07-07 12:01:18 +02:00
Nicholas Clarke 348fbc1cb9
Track cumulative net deposits (deposits - withdraws) (#91)
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).

Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-06 12:07:30 +02:00
Christian Kamm de86b69e1a Client/program interface changes
- rearrange structs to have gPA data in front and add comments about the
  offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
2022-07-06 11:34:07 +02:00
Christian Kamm 35ca4d31b3 liq_token_bankruptcy instruction for socialized loss 2022-07-06 09:07:49 +02:00
microwavedcola1 d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations (#94)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
Nicholas Clarke f8da1f6a40
Clarkeni/logging (#81)
* Add logging

* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes

* Add token balances logging to token and token liquidation and add logging to margin trade

* rust format

* fix clippy errors

* Address PR requested changes

* fix flash_loan

* Recalculate raw_token_index in token withdraw to account for position becoming inactive

* Fix retrieving oracle for logging

in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.

* Add logging flash_loan2 and flash_loan3

* Refactoring flash loan logging

Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-30 14:35:05 +02:00
Christian Kamm 648b462352 Rename MangoAccount components 2022-06-23 10:04:54 +02:00
microwavedcola1 86c8817e0b
serum3 loan origination fees (#69)
* serum3 loan origination fees

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

* Fix tests
Fix 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>
2022-06-21 11:45:38 +02:00
microwavedcola1 740ff0c09e
Close various things (#65)
* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88), close serum market

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

* serum oo closing example in ts

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

* Fix from code review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-09 18:27:31 +02:00
microwavedcola1 383489ae34 Merge branch 'mc/liquidator-bot' into dev 2022-05-30 17:08:16 +02:00
Christian Kamm 4984bba71e Health: Add perp health calculation 2022-05-29 20:50:21 +02:00
microwavedcola1 97e434fbb6 keeper: find/create account by account name
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-29 12:25:12 +02:00
microwavedcola1 34a8f0919f
serum taker bot (#57)
* taker bot

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

* inline code

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

* cleanup

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

* add mints

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

* add todo

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

* fix todos

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

* remove stray log

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

* cleanup

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

* remove dead code

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

* use same rust as what solana uses, use same solana version as cargo toml

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

* Fix from review

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

* fix from reviews

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

* linter

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-28 07:05:34 +02:00
Christian Kamm f844720130 Review fixes 2022-05-24 13:00:32 +02:00
microwavedcola1 717b72857d
Remove anchor dummy type workaround (#53)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
microwavedcola1 be73106ce1
perp funding (#51)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:34:56 +02:00
microwavedcola1 db82fcbbcc perp cancel order instructions
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
microwavedcola1 7abfc417ac reorg
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 10:13:33 +02:00
microwavedcola1 9f5a2fd32e add a test for consume events, add debug impl for mango account for easy debugging in tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-05 10:25:32 +02:00
microwavedcola1 6db679d35e support longer account names
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:23:45 +02:00
microwavedcola1 03ae43017c account, market and bank names
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:19:58 +02:00
Christian Kamm 6f3673bcdf Perp: Track taker and maker orders in the account; test 2022-04-04 10:39:13 +02:00
microwavedcola1 d6fe317ac9 checked math
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:06:03 +02:00
Christian Kamm cbc3cc7bbd MangoAccount: Rename how tokens/serum3/perps data is stored
token_account_map -> tokens
serum3_account_map -> serum3
perp -> perps
2022-04-02 13:51:26 +02:00
Christian Kamm d26caf1c87 Perp: Rename fields to be explicit about being in lots 2022-04-01 15:47:12 +02:00
Christian Kamm f2607889e3 Perps: Place accounts and open orders in MangoAccount::perp
Also make test_perp succeed by fixing the FillEvent size.
2022-04-01 12:45:01 +02:00
Christian Kamm 6505abcd54 Side: Make inversion function be associated 2022-04-01 12:21:19 +02:00
Christian Kamm 56e3bd8740 Rearrange accounts to avoid padding bytes 2022-03-31 14:37:05 +02:00
Christian Kamm 9cf4f1a748 Rearrange MangoAccount to avoid padding bytes 2022-03-31 14:01:08 +02:00
microwavedcola1 faba5c47bf remove unwanted code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-30 17:03:56 +02:00
microwavedcola1 46cb811c99 Merge branch 'mc/consume_events' 2022-03-30 13:22:31 +02:00
microwavedcola1 64e3ba0d7c --wip-- [skip ci] 2022-03-28 21:13:16 +02:00
Christian Kamm c391c29347 liq token: Instruction outline 2022-03-27 14:46:51 +02:00
microwavedcola1 27eaa5f8f5 ported fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-25 09:46:38 +01:00
microwavedcola1 f135ca4d9b fix clippy warnings
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 09:33:51 +01:00
microwavedcola1 974724cfe1 fix some clippy warnings
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:19:12 +01:00
microwavedcola1 ec5e959804 further work on perps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 07:06:33 +01:00
Christian Kamm 9fb16f3906 Add comments 2022-03-19 08:54:33 +01:00
microwavedcola1 9475d9545c add comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-19 08:52:38 +01:00
microwavedcola1 479bd60ecf extend perp market with indices, which make it easier to lookup the perp market and base and quote tokens
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-19 07:28:37 +01:00
Christian Kamm 9d05db68f9 Serum: Prefix instructions with serum3_ and related renames 2022-03-18 13:42:20 +01:00
Christian Kamm f5d2964f1d Serum: Store base/quote token index in MangoAccount
To avoid having to pass SerumMarket when health needs to be computed.
2022-03-16 13:48:43 +01:00
Christian Kamm 3bb94777f3 MangoAccount field renames
indexed_positions -> token_account_map
serum_open_orders_map -> serum_account_map

in the future we should add the perp_account_map
2022-03-15 15:08:53 +01:00
Christian Kamm baa980c659 PlaceSerumOrder: Track vault balances before and after 2022-03-15 14:44:47 +01:00
Christian Kamm 71cd1755ec Stop storing token info in Group
It is just not needed, the individual Bank accounts have all the
necessary info.
2022-03-14 13:35:38 +01:00