524fe110e3
Health client: Fix max perp trade ( #309 )
...
Previously we didn't take the health cap for untrusted perp markets into
account correctly.
2022-12-01 11:26:01 +01:00
7bbf045823
Separate health code into multiple files
2022-11-30 13:21:32 +01:00
d64d9285f4
limit settleable pnl ( #295 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
f6d189ce29
Test fixes
2022-11-28 11:31:51 +01:00
1732a5aff4
net borrow limits ( #301 )
...
* net borrow limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
502f0767a8
Adjust avg entry price / break even price computation ( #304 )
...
- Don't return result as I80F48, f64 is more honest
- Allow access to avg entry price per base lot without division
- Reset break even price when position changes sign
- Fix occasionally-failing fast division test
- Fix sign of break even price -- it can now be negative if the
position has broken even.
2022-11-25 09:59:52 +01:00
f236a0521a
Fast I80F48 division with reduced precision ( #300 )
2022-11-24 11:59:00 +01:00
c276353289
Implement a stable_price on banks and perp markets ( #303 )
...
It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.
The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
65362cb4de
AccountRetriever review fixes
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Done-with: conj0iner
2022-11-21 20:34:23 +01:00
d3661bac7b
mc/oracle peg ts client ( #290 )
...
* 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
6ea7eddcb3
Compute health based on two prices ( #298 )
...
Now the oracle price and a "safe" price go into the health computation and
init health uses the min of both for assets and the max for liabs.
This has far-reaching consequences for how serum and perp health need to
be computed because many intermediate values depend on the prices, which
now differ for init and maint health computations.
The biggest change is that the serum3 reservation totals need to be done
for each health call from scratch.
This PR increases the health CU host per serum3 market and perp market
significantly, check the test_health_compute tests.
2022-11-21 15:01:10 +01:00
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 )
...
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
3ccfa3241f
Perp: Remove misleading LeafNode::price()
2022-11-16 15:53:07 +01:00
5d780a86dc
Upgrade to Solana 1.10.35 ( #291 )
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* 1.10.35 upgrade & compatibility
* Patch Anchor
* Fix test compile
* Serum program update
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-16 10:50:40 +00:00
1026b2bb85
benchmark improvements
2022-11-16 11:14:46 +01:00
2ee152f7ea
Oracle staleness: Check when accessing oracle price
2022-11-12 12:12:45 +01:00
58f7ff2e0e
Add staleness param to OracleConfig
...
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
f5e47c47bd
Clarification of price_data for pegged orders
2022-11-11 08:18:53 +01:00
b6361bad37
PerpUpdateFunding: update automatically on PerpPlaceOrder ( #287 )
2022-11-10 14:41:20 +01:00
efec1eb906
Test fixes
2022-11-09 10:51:03 +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
e47e17d79f
reduce only flag for perp place order ( #286 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +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
5731ce8faa
Perp oracle peg feature ( #264 )
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This introduces the ability to use oracle peg orders on perp markets.
This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
96344d7de1
Clarkeni/perp logging ( #265 )
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* Perp instruction logging
* Onchain funding calculation
* perp_spot_transfers field on perp positions
* Logging on register token, perp market
* Additional fields on update token index logging
* maker and taker volume fields on perp position
2022-10-07 12:12:55 -07:00
f2cc869795
Perps: Prepare for settlement token != oracle token
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Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
5b549fb59f
program: fix bug where expansion would not move positions whose size remained same ( #262 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-03 13:06:04 +02:00
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
...
* 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
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
...
This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
01a958cd22
Clarkeni/onchain interest ( #244 )
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* Onchain interest calculation
* Fix to TokenBalanceLog for token_liq_bankruptcy (was previously using liqee liab position for liqor liab position).
* Log cumulative interest when token position is deactivated.
2022-09-28 23:04:33 -07:00
984695e8d0
liquidator: Call liq_perp_bankruptcy
2022-09-29 07:36:00 +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
77abfd0529
Perp liq: Fix base position liquidation amount computation
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It was wrong for quote weights != 1.
2022-09-29 07:34:52 +02:00
11daf4d0eb
client: fetch top settle pnl counterparties
2022-09-28 10:48:41 +02:00
a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
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Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
1320451e1a
Add serum open orders balance logging. Remove price from token and perp balances. ( #236 )
2022-09-23 10:42:43 -07:00
f6c9a93ac5
Health: Avoid overflow panic in health ratio for tiny liabs
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Spotted by microwavedcola
2022-09-23 12:04:14 +02:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
...
* 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
55f77ad6c6
Added IOC penalty
2022-09-23 00:55:12 +08:00
ae42356b22
program: remove todos for ix which have now been implemented or not relevant ( #240 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-22 17:43:01 +02:00
0040a1477e
Client: Compute max perp trade amount ( #231 )
2022-09-21 11:45:05 +02:00
a41a245e24
PerpLiqBankruptcy instruction
2022-09-21 09:46:54 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
...
Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
ddb68b7991
Test build fix
2022-09-20 16:59:55 +02:00
6399e6cb6c
Fix PerpMarket data layout breakage
...
The new fees_settled must be added at the end and the reserved amount
needs to be reduced.
2022-09-20 16:58:07 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
...
* 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
11160ae2fe
Health: Pass price to max_swap_source_for_health_ratio
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Because it's not correct to think we'll always swap at oracle price.
That was an ok assumption for liquidations, where we'll swap at slightly
better than that, but not for jup.
2022-09-20 10:41:33 +02:00
a6d25071cd
Test: Fix test_alt compile
2022-09-15 19:06:46 +02:00
20eb61527b
Compile fixups after merge
2022-09-15 09:40:14 +02:00
1b3a2b07db
Update idl
2022-09-15 09:24:35 +02:00
14ca1dac35
Add alt_set / alt_extend instructions
...
alt_extend will only work in the future, when alt_set can receive lookup
tables where the authority is set to be the mango group pda.
2022-09-15 09:20:08 +02:00
50be520e99
Rename: LiqToken* -> TokenLiq*
2022-09-14 16:22:42 +02:00
f3bdfec6a6
Perp settle pnl: Limit to maint spot health ( #225 )
...
Perp settle pnl: Limit to maint spot health
We want to isolate perp markets. As such, it's not acceptable to convert
arbitrary perp losses into spot token borrows.
The safe amount for this conversion is given by the account's
maint health -- with all perp markets ignored.
2022-09-14 13:26:29 +02:00
5572242e6d
Tests: PerpLiqBaseToken tests
2022-09-10 07:45:27 +02:00
45025a1145
Perp tests: Helper for market creation
2022-09-10 07:45:27 +02:00
bb962c6781
Perp tests: Don't pass derivable accounts explicitly
...
This makes it impossible to test passing bad accounts for these through
this interface, but I think that's an ok tradeoff.
2022-09-10 07:45:25 +02:00
2dfada7377
Tests: initial perp force-cancel test
2022-09-10 07:42:58 +02:00
810998a2af
Add PerpLiqForceCancelOrders instruction
2022-09-10 07:42:58 +02:00
845a32a7c2
Add PerpLiqBasePosition instruction
2022-09-10 07:42:58 +02:00
a6ddf232cb
Fixed tests
2022-09-09 18:50:11 +08:00
3b3286a5b3
Changed max_settle_amount to u64
2022-09-09 18:29:02 +08:00
1f26a54399
Perps: introduce explicit position close ( #216 )
...
* Perps: fix position lifetime; explicit closing
When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.
* Tests: Factor out common floating-point comparisons
* Rename PerpClosePosition -> PerpDeactivatePosition
2022-09-09 10:50:09 +02:00
6c32077d1a
Perps: Let all base lot changes go through a function
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Direct access to base_position_lots and quote_position_native is not
allowed anymore.
Fixes an issue where quote_lots were used instead of quote_native, and
also takes fees into account for the entry price.
2022-09-08 13:12:50 +02:00
e56ed3776c
Perp: Api cleanups
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- Clarification of close_order vs close_all_orders
- Remove of get_ prefixes
- Remove find_min/find_max/find_min_max, duplicated with
min_leaf/max_leaf
2022-09-08 13:11:45 +02:00
1d7d5e9a6d
Test: simplify by adding a TestKeypair that's Clone+Copy
...
This means a lot less annoyance because of &'a Keypair or Arc<Keypair>
2022-09-07 14:23:52 +02:00
4795286dbd
Perps: Account for unsettled funding in health
2022-09-07 11:37:20 +02:00
c714fb213d
Tests: Auto-advance the slot after sending a transaction
...
This fixes a recurring error where it would look as if a transaction you
send would not be processed at all.
2022-09-07 11:34:47 +02:00
3128115dca
PerpMarket: Add helper for getting oracle price
2022-09-06 14:26:06 +02:00
79a7bdc299
Checked math: support cm!(a += b)
2022-09-06 08:55:27 +02:00
3c51449040
Tests: Remove unused imports
2022-09-05 18:40:42 +02:00
c34ee54233
Added perp_settle_fees instruction
2022-09-05 22:18:40 +08:00
3fbc3ca32d
TokenEdit: remove bank_num arg
2022-09-02 13:55:00 +02:00
97eed4081d
Added perp_settle_pnl instruction
2022-09-02 00:07:57 +08:00
511db72f8e
Health token adjustment: Deal with odd I80F48 behavior
...
The identity
a * b = -((-a) * b)
does not hold for I80F48, probably it's rounding to -inf.
This meant that withdrawing the full native token balance could
fail because the magnitude of -position * price was bigger than
position * price.
2022-09-01 14:38:48 +02:00
868c55fef1
Serum index reservation: use a real account
...
Makes it easier and more future-proof
2022-09-01 12:28:37 +02:00
c31f11013f
Serum deregister: Close index reservation account
...
Only safe because this is a testing-only instruction
2022-09-01 12:15:00 +02:00
1f0cd62846
Don't panic if accounts are shorter than 8 bytes
2022-09-01 12:00:09 +02:00
5e0001afb8
Serum: Index reservation account has 8 bytes
...
otherwise all code needs to be able to deal with mango accounts that are
smaller than 8 bytes in size.
2022-09-01 11:49:33 +02:00
b30b2f8870
program: serum3 should work when group has version 1, perps and multiple banks should be moved to version 2 or beyond ( #205 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:38 +02:00
d0fef4a586
Test: simplify allow(dead_code) to be per-file
2022-08-30 15:32:59 +02:00
8a2d54cce8
Fix some clippy warnings
2022-08-30 13:59:34 +02:00
801b68b93c
MangoAccount: add unittests
2022-08-30 13:11:47 +02:00
77b8e6e8b9
SerumPlaceOrder: Fix vault balance check for base_lot_size
...
As spotted by microwavedcola
2022-08-30 12:05:07 +02:00
1f0138d1de
SerumCloseOO: Reduce in_use_count of token positions
2022-08-30 12:05:07 +02:00
8e30870689
SerumLiqForceClose: Proper health/liq checking
2022-08-30 12:05:07 +02:00
e0437305ee
SerumPlaceOrder: Only pass the payer bank/vault
2022-08-30 12:05:07 +02:00
36723792a1
SerumRegister: Block using the same market index twice
2022-08-30 12:05:07 +02:00
dc4acd0dd7
Serum: loan origination fee, don't auto-settle, fix vault check
...
- Loan origination fees: The previous approach of tracking the reserved
amount did not work because OutEvents will also reduce the reserved
amount. This means we can't know if it was an OutEvent-cancel or an
order execution that caused the reduction.
Instead, we now track the amount of borrows that was made (without
applying origination fees) in place order. Whenever we try to settle
and the amount of tokens on the oo account is less than the potential
borrows, we can be certain that the borrow has actualized.
- Place order is no longer automatically followed by a settle.
This can reduce compute use when people want to place multiple orders
in sequence. Now they can use the HealthRegion instructions to place
their orders, settle once at the end, and then have health checked.
- Vault check: Place order previously rejected valid orders because it
didn't consider that there could be free tokens on the oo account.
- Tests: Some infrastructure for less verbose serum testing.
2022-08-30 08:38:13 +02:00
e1adbf0217
Tests: Fix concurrent log capture
2022-08-30 08:37:29 +02:00
d6d66402f7
Tests: Helper for create + fund
2022-08-30 08:37:29 +02:00
7d508e5df5
MangoAccount: Fixes after audit
2022-08-29 16:13:15 +02:00
d63c5bfc76
Serum: Don't attempt deactivating token positions after serum actions
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While a serum open orders is active, the base and quote token positions
for it are locked to active. It's pointless to check if they need to be
deactivated after place/settle etc.
2022-08-26 11:45:54 +02:00
1a95a84ed4
Serum: Comments on account constraints
2022-08-26 11:45:54 +02:00
453248bbe5
token_deregister: remove redundant token index and add doc ( #192 )
...
* token_deregister: remove redundant token index
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-25 19:25:56 +02:00
dfa8166aee
Health: Put common pre/post check logic into functions
2022-08-24 16:39:36 +02:00
bba27ed6f0
PlacePerpOrder: pre-health computation
2022-08-24 16:07:22 +02:00
38b349a401
Rename PerpOpenOrders -> PerpOpenOrder, since it's a single one
2022-08-24 15:22:55 +02:00
cb0a9e5d2b
Tests: allow checking of logged "post_health"
2022-08-24 14:15:01 +02:00
c8159746e7
Tests: Remove unnecessary argument
2022-08-24 14:15:01 +02:00
45f52ae535
Serum3PlaceOrder: compute pre-health
2022-08-24 14:15:01 +02:00
40f467024d
FlashLoan: Add pre-health check
2022-08-24 14:15:01 +02:00
1ebbac7d6f
Withdraw: Add pre-health check
2022-08-24 14:15:01 +02:00
2d2cef35a0
Add HealthRegion instructions
...
You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd
and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
c9fb4c7133
Tests: Fix program log capture
2022-08-24 10:07:45 +02:00
704dfcaa27
Clarkeni/loan fee logging ( #180 )
...
Logging for loan origination fees and token bankruptcy
2022-08-19 18:50:54 -07:00
09fc5f716b
Renames in MangoAccount
...
- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
ec850b7bd3
Fix size of account_num in idl
2022-08-19 14:52:31 +02:00
403226dc28
BeingLiquidated: Deactivate flag on positive health
2022-08-18 13:12:13 +02:00
a23afed7de
Fix computation of utilization time-weighted average
2022-08-17 15:29:11 +02:00
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
e8bbfbef83
Bank: fix collection of loan fee
...
Instead of changing indexed_borrows, change borrow_index!
2022-08-16 16:27:45 +02:00
4c65204c19
Liquidator: Fix condition for starting to liquidate
2022-08-16 16:19:04 +02:00
421b2d3d19
FlashLoan: Fix validation holes
...
- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
2022-08-16 13:10:05 +02:00
54222c5b3f
liq_token_bankruptcy: don't pass redundant index
2022-08-16 13:08:57 +02:00
e92561d32e
Liquidation: Fix rounding issues in liq_token_bankruptcy
...
By explicitly dusting trace positive positions.
2022-08-16 13:08:43 +02:00
961a81b94f
Liquidation: Fix positive dust issues
2022-08-16 13:08:43 +02:00
af5f622bd8
Liquidator: bankruptcy requires borrows
2022-08-16 12:13:54 +02:00
c9a5fb5fc1
ScanningAccountRetriever: Don't mut-borrow oracles ( #170 )
...
This allows using the same oracle for different banks, like for ETH and
soETH.
2022-08-15 11:32:54 +02:00
58105207af
Make anchor's lint pass
2022-08-15 10:48:43 +02:00
0265b9b0a9
Account: Change type of net_deposts / net_settled
...
Because f32 doesn't have enough significant digits for large deposits.
2022-08-15 10:48:43 +02:00
18857c7b72
Add "client" feature annoations
2022-08-15 10:48:43 +02:00
6a77a5c349
tests: fix compilation warnings
2022-08-15 10:48:43 +02:00
fcecd21cdb
health: remove duplicated code
2022-08-15 10:48:43 +02:00
1b6ed725be
over explaining the code ( #168 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-14 20:45:57 +02:00
7a343a9a8d
checked_math: support casts and I80F48::from
2022-08-14 15:01:15 +02:00
d91a676e3d
Oracle: Decimal constant cleanup
2022-08-14 15:01:15 +02:00
724824d21a
Bank: small fixes from audit
2022-08-14 15:01:15 +02:00
ccba4ee597
Cleanups and bugfixes from the audit ( #163 )
...
* AccountExpand: cleanups from audit
* Group instructions: cleanups from audit
* AccountClose: cleanups from audit
* TokenAddBank: Audit fixes, including significant bugs
Must not take collected_fees and bump from the existing bank.
* Instruction comment updates
* GroupEdit: Add version/testing flag changes
Ported from mc/vanity
2022-08-13 19:54:58 +02:00
21815612ae
Let all PDA seeds start with a unique prefix ( #166 )
...
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
2022-08-13 19:30:35 +02:00
a3067e2448
Avoid custom Debug impls by using derivative crate
2022-08-13 10:18:04 +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
92a37f23ed
Remove is_bankrupt
...
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
02c19a6eb4
Optimise entry price calculations
2022-08-11 22:58:47 +08:00
ac58081430
Audit: Fix some account constraints
2022-08-11 13:30:04 +02:00
e8479e2e7c
liq_token_with_token: Correctly adjust health cache for dusting
...
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.
This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
2022-08-10 16:24:48 +02:00
7c72a1956a
Withdraw: Allow withdrawing all funds with allow_borrow=false
...
We should also add the ability to withdraw as much as possible without
borrowing and without specifying the exact amount, for convenience.
2022-08-09 11:56:08 +02:00
5516ecb132
remove unused param in context
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 21:11:15 +02:00
d594286266
reserve for ALTs ( #152 )
...
* reserve for ALTs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add explicit padding
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 18:50:59 +02:00
b8bf3a1c40
reorder mango account fields in idl to match on chain order according to MangoAccountFixed
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 17:04:54 +02:00
ca790c9ef3
add prioritization for token rate update ix in keeper ( #153 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 16:31:59 +02:00
4f72985f2d
also allow editing group insurance fund ( #149 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:23 +02:00
e06736660a
remove account size, make mango account feature position counts explicit ( #148 )
...
* remove account size from program, make position counts explicit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cargo-fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:06 +02:00
ff19940ee7
Merge pull request #140 from blockworks-foundation/cj/avgentryprice
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Added avg entry + break even price
2022-08-07 12:20:33 +08:00
dded844693
Update dynamic interest and default token parameters
2022-08-06 21:06:34 +02:00
dc4a770835
Merge remote-tracking branch 'origin/dev' into cj/avgentryprice
2022-08-06 22:32:59 +08:00
6f5f53c1d8
update comment
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 13:36:21 +02:00
59d28c97a1
fix name and error message check in flash loan ( #145 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 12:59:13 +02:00
2880a2ec88
Instruction introspection: don't hardcode discriminators
...
Patch anchor to allow access to the generated discriminators.
2022-08-05 23:24:17 +02:00
e4a073c83b
Clarkeni/group logging ( #142 )
...
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
2022-08-05 10:11:44 -07:00
dd22ca2ad6
format
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-05 16:17:29 +02:00
977e85dcf0
Added avg entry + break even price
2022-08-04 22:53:14 +08:00
331bb7ebf0
refactor,format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:13:36 +02:00
dd8086d8eb
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:04:08 +02:00
ca6b857a43
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:03:06 +02:00
d34dea961c
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:01:23 +02:00
a546f6fb3e
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:58:46 +02:00
f134f0257a
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:54:19 +02:00
7953e123cc
add simple logging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 09:25:19 +02:00
22080fdcc1
TokenRegister: Fix anchor seed derivation
...
It likes names constant, but not constant literals.
2022-08-04 08:26:18 +02:00
b62c0cd9be
fix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9d117c84ac
fix from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
505cbd48aa
fixes from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
59dd3aa66e
insurance fund for trustless vs not trustful
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
e31ad9ce34
token register trustless
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9c10101166
remove traces of address lookup tables aka transactions v2
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:39:08 +02:00
374c0eb136
mc/clippy ( #135 )
...
* clippy pass 1
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clippy pass 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:07:10 +02:00
a9a03b97ac
mc/registration time ( #132 )
...
* registration time
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* mc/u32 numbers - consistent numbers in pdas (#133 )
* consistent numbers in pdas
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 18:46:45 +02:00
5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan ( #131 )
...
* remove flash loan 1 & 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename flash loan 3 to flash loan
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:55:17 +02:00
c516e45d08
mc/review reserved on accounts ( #130 )
...
* review and extend reserved on accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert changes to node size, stack gets smashed in rust unit tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max possible
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* header version
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
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>
2022-08-01 16:53:30 +02:00
e8e774a1a4
mc/feature gating ( #129 )
...
* feature gating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 12:56:29 +02:00
91d59c1918
close insurance vault also
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
45fd36642e
prepare group for ownership transfer to governance ( #125 )
...
* prepare group for ownership transfer to governance
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:28:16 +02:00
c88297f42e
mc/ts and keeper improvements ( #127 )
...
* ts and keeper improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray heroku experiments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:25:11 +02:00
dfa268dfd6
fix small things to make ci work again ( #126 )
...
* checkout submodules on ci
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* change to https, so that ci can clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix clippy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* redundant clone
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-30 09:49:56 +02:00
f2bfb951fd
anchor as submodule ( #121 )
...
* anchor as submodule
* Use anchor submodule as dependency
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-27 08:52:41 +02:00
2fb92abad8
Mc/ts upgrade ( #122 )
...
* upgrade anchor fork, supports anchor idl close now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* upgrade ts deps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-26 17:14:07 +02:00
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
46b6bce14b
IDL: Remove NodeRef and NodeRefMut enums
...
Anchor cannot load idls that include enums with tuple variants.
2022-07-22 08:35:30 +02:00
ea85824ccb
Remove code copied from solana-address-lookup-table-program
...
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
2022-07-21 06:49:04 +02:00
39686d3d0f
CU of test has increased, accomodate only for this test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
3eae2cdc34
upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
f8d4b2443c
Liq: Don't log common+expected simulation errors
2022-07-20 09:47:37 +02:00
2bff4bba3d
Drop being_liquidated after bankruptcy resolves
2022-07-20 09:47:37 +02:00
b5d3e2164c
Make Serum3Info and PerpInfo pub again
...
Accidentally reverted in bad merge
2022-07-20 09:47:37 +02:00
a82bab4ed7
Better error when vault doesn't have enough funds
...
The spl_token transfer cpi instruction just says "error code: 1", which
is too opaque.
2022-07-19 13:43:05 +02:00
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
b44f628c01
LiqTokenWithToken: More error contexts
2022-07-18 18:18:57 +02:00
5231ee7f98
Token edit: Fix bug where mintinfo.oracle goes out of sync
2022-07-18 18:18:57 +02:00
88a292e656
Health: Add max_swap_for_source function
2022-07-15 10:09:36 +02:00
bc4c57911a
Health from health components in ts/client ( #104 )
2022-07-13 19:18:55 +02:00
86a84396f5
Health: cleanup and new functions for ratio and assets/liabs
2022-07-12 09:47:23 +02:00
6f758ff25b
clippy
2022-07-12 09:46:17 +02:00
b77af54f15
Fix tests
2022-07-11 22:31:00 +02:00
ef7d2862da
wip: dynamic rates ( #98 )
...
* dynamic rates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fmt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-11 17:08:32 +02:00
f132f30874
Better error messages
2022-07-08 12:48:43 +02:00
Christian Kamm
microwavedcola1
microwavedcola1
conj0iner
riordanp
Nicholas Clarke
Conj0iner