fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
717d3f7711
use provider connection to fetch switchboard idl
2022-11-21 16:48:35 -05:00
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
d3661bac7b
mc/oracle peg ts client ( #290 )
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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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
ae7acbbc6b
Revert "fix get unsettled funding function"
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This reverts commit 708ef68b85
2022-11-21 12:54:14 -05:00
708ef68b85
fix get unsettled funding function
2022-11-21 10:47:30 -05:00
256b948207
parse fill events
2022-11-20 23:50:08 -05:00
80809c6404
default seq num for load fills
2022-11-20 22:27:29 -05:00
57b05259f9
copy perp position functions from dev branch
2022-11-20 22:07:15 -05:00
26d65e9db9
fix mango account client layout
2022-11-20 22:05:09 -05:00
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
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
98f0632ef9
prettier format
2022-11-17 22:04:03 -05:00
679bc05fa8
use switchboard v2 lite client
2022-11-17 13:22:30 -05:00
58f7ff2e0e
Add staleness param to OracleConfig
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Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
e8ba511c45
mc/flash loan for delegate ( #271 )
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* flash loan for delegates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix rust client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +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
4d134f266b
reloadAll is now idsSource aware ( #275 )
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add markets to test SOL quote serum trading
tweak dust leverage so we can test isolated markets and liquidation
add unregister token & market
2022-11-04 14:35:40 +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
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
4b6a2973ab
add perp market index to perp order
2022-10-31 17:39:03 +00:00
2efbc41755
getters for perp order
2022-10-31 17:07:58 +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
286563b0ef
add minordersize and ticksize to perpmarket
2022-10-10 18:59:44 -04:00
f0ae79b0f7
Refactor TS client anchor tests
2022-10-08 17:48:13 +07:00
f7787ea828
remove duplicate function
2022-10-07 13:48:12 -04:00
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
dd4175b401
add back get serum3marketbypk
2022-10-04 16:35:38 -04:00
8cdd0233d4
fix merge issues
2022-10-04 15:13:24 -04:00
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
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
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* program: fix error size
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
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
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
12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
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Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
dd83aeb156
ts: ALTs integration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
15d3a0cdfa
ts client: fix reading perp event queue
2022-09-28 10:48:41 +02:00
8d86883190
ts: remove debug code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
b57e50c75b
ts: fix tsc issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
3b1ea91903
consistent naming to get serum markets
2022-09-25 21:11:38 -04:00
92a33a0bf5
return the correct type
2022-09-25 20:27:44 -04:00
b6bcc55fcb
add type guard
2022-09-25 20:26:02 -04:00
f486a6c381
helper fn to get serum3 external market
2022-09-25 16:23:43 -04:00
b7aa6dbd5d
ts: tiny liabs pushes health ratio beyond what I80F48 can support ( #243 )
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* ts: tiny liabs pushes health ratio beyond what I80F48 can support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add alias
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-24 07:11:57 +02:00
fa1a483493
func to load serum open orders accts for get balances
2022-09-23 23:14:12 -04:00
e509a3ae9c
Clarkeni/overall pnl ( #232 )
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* Add getPNL client function
2022-09-23 11:39:51 -07:00
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
39bdf20813
ts: Add group.findPerpMarket()
2022-09-23 09:48:35 +02:00
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
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
96218fb7ba
Update IDL and merge issue fixups
2022-09-21 10:19:23 +02:00
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
f96b9ded0d
ts: fix event queue rawevents
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 19:50:21 +02:00
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
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
27c42e70e9
reload mango account with slot
2022-09-05 12:31:57 -04:00
c359ce26a7
return new mango account instance from reload
2022-09-02 18:47:09 -04:00
ef5552c1c0
Liqtest: Build serum test case
2022-09-02 12:24:18 +02:00
0222ca8954
ts fixes ( #207 )
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* ts: use gpa path if rest services has not caught up yet
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: convert wrapped sol to sol when withdrawing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 11:25:58 +02:00
149e0eb0c7
Fix client and remove excessive logging in scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 10:48:50 +02:00
5ff181d01d
Merge branch 'dev'
2022-09-01 09:52:29 +02:00
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
8296d660d8
return mangoAccount after reloading
2022-08-31 15:33:07 -04:00
0c6cc16023
ts: serum display function for max leverage ( #202 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-31 14:37:45 +02:00
5e33c00ec8
Merge branch 'main' into dev
2022-08-31 11:55:54 +02:00
263bc6ff1f
turn on strict null checks and fix issues ( #201 )
2022-08-31 11:41:12 +02:00
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
ff7638f04b
throw error when reloading account if simulation fails
2022-08-27 03:55:55 -04:00
a12457eeb5
log in getTokenVaultBalanceByMint
2022-08-27 01:58:20 -04:00
2e88889043
remove async and unused arg in getTokenVaultBalanceByMint
2022-08-26 13:54:14 -04:00
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
aae3c32c78
mc/switchboard ts support ( #182 )
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* switchboard oracle v2 parsing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-24 10:16:43 +02:00
4c4a9cbb73
Small changes for consistency
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-23 16:21:05 +02:00
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
fef0f746ff
ts: Change target health ratio in getMaxSourceForTokenSwap ( #187 )
2022-08-20 12:20:34 +02:00
1132853aab
Merge remote-tracking branch 'origin/main' into dev
2022-08-20 11:13:55 +02:00
9b3a415260
ts: separate price and uiPrice
2022-08-19 16:46:59 +02:00
09fc5f716b
Renames in MangoAccount
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- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
f0dff030a7
functions for rates in bank in ui
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-19 11:58:10 +02:00
8f55e20a05
Fix formula for computing native amounts on banks
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-19 11:45:38 +02:00
f40f33f3b3
make public, useful for ui to iterated over all banks
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 18:45:27 +02:00
c00e2f39db
fix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 16:39:22 +02:00
5e617feb8a
Merge branch 'main' into dev
2022-08-18 16:30:38 +02:00
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
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
4ee4ab829f
more defensive coding
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:23:51 +02:00
da93f1118e
defensive code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:19:09 +02:00
20c915f0ee
return 0 for swap from same source to same target
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:16:46 +02:00
24524d7cd5
update scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 15:53:51 +02:00
551e101b08
fix health ratio computation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 11:21:29 +02:00
4df94615ee
Fix client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 11:10:33 +02:00
41e42da620
debug banks helper script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-13 19:36:09 +02:00
261c856bb2
reduce max source swap targetError so that we dont error out
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:08:08 +02:00
microwavedcola1
tjs
Nicholas Clarke
microwavedcola1
conj0iner
Christian Kamm
Maximilian Schneider
Conj0iner