fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
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* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
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
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
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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
60d3f8d403
Fix ids api ( #371 )
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* Fix ids api
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 20:43:37 +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
e4f238f489
combine open orders create with place order ( #362 )
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* wip
* place order fix
* fixes
* comment
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 08:31:07 +01:00
3ab8c6072a
add reduce only field on ts classes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:14:05 +01:00
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
f72c3cd0ae
Fix typings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
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
5def04f6ee
add price band helper ( #349 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 19:19:18 +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
f781241f90
Fix bug in porting from rust to ts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:43:06 +01:00
2cd8c048f3
bump max iterations in max swap, for edge cases
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 14:55:37 +01:00
51cded4965
Mc/health max swap with serum effects ( #333 )
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* 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
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
c77c3585ad
remove outdated todos
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 10:29:55 +01:00
35752ab99b
move calls inside reloadBanks in the group reloadAll fn
2022-12-13 00:44:07 -05:00
b5691e2381
ts: Fix toUiPrice() ( #332 )
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For example, the SOL native price of 0.0136 should become the ui price
of 13.6 because SOL decimals are 9.
2022-12-11 17:22:43 +01:00
d0c85f14e6
make mm work with mango-perp, deposit some funds into shared wallet mango account, fixed some ts perp issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 20:23:30 +01:00
794f298ded
fix scaling of weights
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 06:08:23 +01:00
b6605bd120
fix perp open order deserializing
2022-12-08 15:53:14 -05:00
57e4510b08
Remove mango-macro
2022-12-08 20:48:44 +01:00
227eea81c3
Merge branch 'main' into dev
2022-12-08 14:13:07 -05:00
fb8eb59355
add back getEquityUi for perp
2022-12-08 14:12:57 -05:00
cfc121cf1c
Merge branch 'main' into dev
2022-12-08 14:00:28 -05:00
4fc2b42f99
add back function to parse perp fill events
2022-12-08 14:00:12 -05:00
450007d34b
Perp: Drop client order id from LeafNodes ( #323 )
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This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
3e7f5487b7
add more info to debug bank scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:50:11 +01:00
c2a0c8c920
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:26:12 +01:00
d8d0d8e07c
Merge branch 'dev'
2022-12-08 16:05:51 +01:00
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
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
6aea3f97db
Merge branch 'main' into dev
2022-12-07 11:01:36 +01:00
660a733a95
divide by quote decimals to get funding rate
2022-12-06 16:41:42 -05:00
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
52d7509481
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
dde9ca69e8
sync fields
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
0609adbe70
use quote decimal constant
2022-12-03 14:54:36 -05:00
55db713862
add getEquityUi
2022-12-03 14:47:01 -05:00
microwavedcola1
riordanp
Christian Kamm
microwavedcola1
Adrian Brzeziński
tjs