microwavedcola1
446b2e8d66
serum util functions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
microwavedcola1
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
tjs
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
microwavedcola1
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
microwavedcola1
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
tjs
cfd6fd2ca8
remove unnecessary undefined type returns
2022-10-07 13:48:05 -04:00
microwavedcola1
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
tjs
8cdd0233d4
fix merge issues
2022-10-04 15:13:24 -04:00
tjs
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
microwavedcola1
bafaf73745
Mc/ts numbers - cleanup usage of all numbers ( #259 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: move stuff around
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: string representation while printing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: number cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: cleanup creation of I80F48 from BN
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixed from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix from call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 15:07:43 +02:00
microwavedcola1
a2f4cef940
mc/ts derive and not hardcode size ( #257 )
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* ts: simplify getOrCreateMangoAccount
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: derive and not hardcode sizes for perp accounts when creating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove todo, not relevant anymore
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 13:33:21 +02:00
microwavedcola1
c22302a1da
ts client improvement ( #254 )
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* Perps: Support trusted markets
* ts: health on client side
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: change perp lookup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reword error messages, refactor common uses of lookups
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reformat
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: improve typing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: type aliasing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove '| undefined' where not required as return type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: use trusted market flag for perp health
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-09-29 15:51:09 +02:00
microwavedcola1
8d86883190
ts: remove debug code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
tjs
92a33a0bf5
return the correct type
2022-09-25 20:27:44 -04:00
tjs
b6bcc55fcb
add type guard
2022-09-25 20:26:02 -04:00
tjs
fa1a483493
func to load serum open orders accts for get balances
2022-09-23 23:14:12 -04:00
Nicholas Clarke
e509a3ae9c
Clarkeni/overall pnl ( #232 )
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* Add getPNL client function
2022-09-23 11:39:51 -07:00
microwavedcola1
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: comemnt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
microwavedcola1
4090cf407e
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:28 +02:00
microwavedcola1
59bb60c405
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:08 +02:00
Christian Kamm
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +02:00
microwavedcola1
b7e79a4663
WIP: ts/perps ( #220 )
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* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
Christian Kamm
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
Christian Kamm
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
tjs
27c42e70e9
reload mango account with slot
2022-09-05 12:31:57 -04:00
tjs
c359ce26a7
return new mango account instance from reload
2022-09-02 18:47:09 -04:00
microwavedcola1
5ff181d01d
Merge branch 'dev'
2022-09-01 09:52:29 +02:00
microwavedcola1
5f62f15549
mc/i80F48 in-place cleanups ( #203 )
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* ts: use in place I80F48 wherever applicable
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: dont overwrite I80F48 constants
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:23 +02:00
tjs
8296d660d8
return mangoAccount after reloading
2022-08-31 15:33:07 -04:00
microwavedcola1
5e33c00ec8
Merge branch 'main' into dev
2022-08-31 11:55:54 +02:00
tjshipe
263bc6ff1f
turn on strict null checks and fix issues ( #201 )
2022-08-31 11:41:12 +02:00
microwavedcola1
c66dd882b6
ts: Additional serum3 support ( #196 )
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* get bids and asks for a user on a serum3 market
* get orderbook for a market
* get max bid or ask that a user can place for a market
* simulate health if a bid or ask were to be placed
misc:
* fix remaining accounts list for health when placing perp bids
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
remove testing code
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>
script adjustment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
comments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-31 11:36:44 +02:00
tjs
ff7638f04b
throw error when reloading account if simulation fails
2022-08-27 03:55:55 -04:00
microwavedcola1
b9a69bf59c
extend debugging script to just take mango accounts directly
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-26 10:08:45 +02:00
microwavedcola1
4c4a9cbb73
Small changes for consistency
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-23 16:21:05 +02:00
microwavedcola1
5947698af8
make functions consistent, always return positive values for deposits or borrows
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provide ui alternative functions for many functions
provide a way to grab total vault balance for a token on a group
improve getMaxWithdrawWithBorrowForToken and getMaxSourceForTokenSwap and simHealthRatioWithTokenPositionUiChanges
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-23 13:47:08 +02:00
Christian Kamm
fef0f746ff
ts: Change target health ratio in getMaxSourceForTokenSwap ( #187 )
2022-08-20 12:20:34 +02:00
Christian Kamm
1132853aab
Merge remote-tracking branch 'origin/main' into dev
2022-08-20 11:13:55 +02:00
Christian Kamm
9b3a415260
ts: separate price and uiPrice
2022-08-19 16:46:59 +02:00
Christian Kamm
09fc5f716b
Renames in MangoAccount
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- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
microwavedcola1
c00e2f39db
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 16:39:22 +02:00
microwavedcola1
7ad39238b1
mc/mango account units docs ( #181 )
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* cleanup mango account docs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* note
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 16:19:37 +02:00
Nicholas Clarke
808f0abde9
Clarkeni/ids from api ( #177 )
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* Fetch ids from api. Use mint public key in client args instead of token name.
Fix tests
Add getFirstBankByMint and getFirstBankByTokenIndex
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* yarn fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix usage of service
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clean up testing scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 08:48:45 +02:00
microwavedcola1
4df94615ee
Fix client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 11:10:33 +02:00
microwavedcola1
00c533d9d7
Merge branch 'dev'
2022-08-12 08:31:20 +02:00
microwavedcola1
4f25742b26
simHealthWithTokenPositionChanges -> simHealthRatioWithTokenPositionChanges
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 08:30:13 +02:00
tjs
ac0155b79d
fix for simHealthWithTokenPositionChanges
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needs to keep track of health changes in the loop
2022-08-11 16:43:46 -07:00
Christian Kamm
92a37f23ed
Remove is_bankrupt
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Instead, check for any liquidatable assets in liq_token_bankruptcy.
Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
tjs
4507a6a72a
health ratio ui function
2022-08-11 12:06:01 -07:00
microwavedcola1
5402012064
apply loan origination fee buffer
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-11 17:59:49 +02:00