857dcb397f
Allow fast listing admin to register openbook v1 markets ( #839 )
2024-01-08 14:18:43 +01:00
bc8bdaed89
small type fixes + post tx approve fcn ( #830 )
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* background confirmations
* fixes
* background confirmation callback
* fix
* fix
2024-01-07 20:14:26 +01:00
40f2842c10
ts client: Support deposit-into-existing ( #837 )
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And add a script for using it.
2024-01-04 20:21:09 +01:00
9ce6b67831
Add an Orca oracle type ( #813 )
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* deps: add whirlpool crate
* allow oracle to read price from Orca CLMM
* test: add test for raw orca CLMM price
* require the USD/USDC oracle when using a CLMM oracle
* test: add CLMM oracle tests
* use KeyedAccountReader instead of AccountInfoRef for fallback fetching functions
* calculate price for inverted orca pools
* ensure that Orca fallback oracles have USDC side
* remove unused Whirlpool impl
* clmm prices have correct decimals and pyth update slot
* manually deserialize the orca Whirlpool
* refactor: use OracleAccountInfos when checking oracle price
* properly handle inverted clmm prices
* update rs client with OracleAccountInfos struct
* refactor: simplify OracleAccountInfos impl
* add clmm oracle integration test
* use OracleAccountInfos::from_reader in account_retriever
* CLM oracles inherit deviation from supplementary quote oracle
* review fixes
* use f64 division for clmm sqrt price
* standardize fixed to f64 conversion
* review fixes
2024-01-04 11:29:54 -06:00
797e866f04
Add a type to the perp cancel order instructions when not found ( #833 )
2024-01-04 16:00:54 +01:00
7d177fdb26
Merge pull request #827 from blockworks-foundation/ckamm/persistent-errors
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Liquidator: more useful logs by tracking repeated errors better
2024-01-03 16:22:08 +01:00
cf1ca29cee
ts: stock mm, fix perp market name
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 10:25:54 +01:00
56e45ad7e4
ts: rndr stock mm, quote at liq price for liqudiations
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 10:17:26 +01:00
f3365d4e58
ts: make backup keeper relaxed
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:55:39 +01:00
375284df25
ts: update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:46:17 +01:00
5636146fac
ts: clean up script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 09:08:18 +01:00
55d22e07c5
risk: use know mm's endpoint + add fallback to known mms pubkeys
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 08:43:48 +01:00
34aebf01f2
oracle: don't force logging in OracleState functions ( #828 )
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The msg!() caused writes to stdout in the liquidator etc in codepaths
that just wanted to check if the oracle was usable.
2024-01-03 08:37:35 +01:00
f10fc01388
Fix idl generation, update it ( #834 )
2024-01-03 08:36:19 +01:00
332478dee6
Changelog update for v0.21.1
2024-01-02 11:09:22 +01:00
30e639fe84
Bank: require borrows <= deposits
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- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization
Reviewed and audited as part of the v0.21.1 release, original
commit was 5c2f857112
2024-01-02 11:05:58 +01:00
0e3b52b0ef
Clamp utilization at 100%
...
To avoid excessive interest rates or interest curve moves.
Reviewed and audited as part of the v0.21.1 release, original
commit was 3914e48c24
2024-01-02 11:05:22 +01:00
997f9abe52
Changelog update
2023-12-31 13:42:43 +01:00
943f578bc5
Program v0.21.1 version bump, changelog draft, idl update
2023-12-31 11:45:09 +01:00
5c2f857112
Bank: require borrows <= deposits
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- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization
2023-12-30 17:50:38 +01:00
3914e48c24
Clamp utilization at 100%
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To avoid excessive interest rates or interest curve moves.
2023-12-30 11:41:10 +01:00
fd806dab9f
v0.21.8
2023-12-29 14:27:07 +01:00
a57ec4018d
Mc/no usdc health cache ( #831 )
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* ts: sim usdc pos for max perp trades even if no usdc token position exists
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-29 14:21:01 +01:00
5e5900f94e
liquidator: less error spam on bad jup price updates
2023-12-29 10:16:18 +01:00
b18d0dd154
Rework ErrorTracking
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- keep track of different error types per key
- skip for a given duration once too many errors came in
- wipe if no new errors are seen for a while
- simplify logging of actively skipped cases
2023-12-29 10:16:18 +01:00
48993ed130
ts: improve sending txns using muiltiple connections ( #826 )
2023-12-28 21:48:59 -06:00
79ddbf21f1
Liquidation: Use asset and liab liq fee ( #825 )
2023-12-28 10:46:43 +01:00
eb6622b4fc
client/liq: support jupiter api tokens
2023-12-27 14:47:58 +01:00
e2bfa9a1e6
client: configurable jupiter urls ( #800 )
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(cherry picked from commit 71f0e5cc13
2023-12-27 14:15:45 +01:00
e83052a036
helpers for estimating order sizes ( #823 )
2023-12-27 09:56:54 +01:00
571e8d483c
v0.21.5
2023-12-26 11:36:29 +01:00
ce3a243749
ts: export class
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-26 11:35:11 +01:00
d2327f8d11
liquidator: rebalance asynchronously
2023-12-22 09:02:06 +01:00
0a55184ec7
liquidator: stop withdraw attempts on delgated accounts
2023-12-22 08:35:21 +01:00
cdf804e971
liquidator: don't panic when unable to build health cache
2023-12-22 08:11:34 +01:00
428e71e07f
Allow delegates to withdraw small token amounts ( #820 )
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- if they're withdrawing to the owner's ata
- if they're closing the token position
- if the amount is small
2023-12-20 11:15:47 +01:00
b5614e98c3
test: Add interest rate test ( #818 )
2023-12-20 11:15:29 +01:00
7655a87404
Perp: Always allow users to free perp open order slots ( #817 )
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Previously, freeing would be impossible if a canceling fill or out event
was already in-flight - then the order would no longer be on the
orderbook.
Now, FillEvent and OutEvent store the order id and can check if the open
order slot on the account has been reused already. That allows canceling
orders to always free up the user slot immediately.
2023-12-20 11:15:10 +01:00
86334020e2
Use custom allocator for the program ( #801 )
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To allow making use of extended heap sizes.
2023-12-20 11:10:18 +01:00
27b1ceebe8
Accounts: Expect only the v3 MangoAccounts now ( #783 )
2023-12-19 10:08:46 +01:00
64d6c8c3c4
Add doc comments for new fields ( #819 )
2023-12-18 17:41:17 +01:00
b12b998e3a
liquidator: cover errors during tcs execution
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previously they could abort the liquidator
2023-12-15 11:55:21 +01:00
99cb3d4f4c
liquidator: Pick better asset/liab for liq_token
2023-12-15 11:40:25 +01:00
b6ddd991b0
liquidator: early out when no tcs tx were sent
2023-12-14 21:48:01 +01:00
06da4768f3
Gov instruction creation helpers
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- Add one to make a proposal for all serum markets
- Switch created proposals to be drafts
- Add PROPOSAL_LINK env arg
- Add serum3EditMarketIx()
2023-12-14 11:34:17 +01:00
66bb74c2fd
ts: add prop to serum3 markets
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-14 05:59:44 +01:00
f342595a88
ts keeper: skip broken tokens
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-12-13 10:52:18 +01:00
47faa8a7f1
liq: get rid of separate rebalance job ( #815 )
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Previously, the separate job and the post-liquidation rebalance could
run at the same time and would occasionally perform the same action at
the same time, leading to overshooting.
Now rebalancing never happens twice. In the future it should potentially
just run separately from liquidation, but that needs a review of the
assumptions the liquidation job is making first.
(cherry picked from commit e8e7e445d3
2023-12-13 09:27:21 +01:00
9ba0004760
bins: Fix restarting on new or changed listings ( #802 )
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- Don't just restart on new listings, but also on significant changes to
old listings such as oracle changes.
- Cover the liquidator and settler in addition to the keeper.
(cherry picked from commit ce16d79b13
2023-12-13 09:27:04 +01:00
5cfbb8386d
liquidator: fix token info for same-name, fix delays ( #795 )
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(cherry picked from commit 0483faef1e
2023-12-13 09:20:52 +01:00
Christian Kamm
Adrian Brzeziński
Lou-Kamades
Britt Cyr
microwavedcola1
microwavedcola1
Maximilian Schneider