Christian Kamm
9d05db68f9
Serum: Prefix instructions with serum3_ and related renames
2022-03-18 13:42:20 +01:00
microwavedcola1
b5734e4f97
fix trailing space
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 13:00:52 +01:00
Christian Kamm
a40eb94833
Serum: settle_funds after place_order
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Avoid using anchor_spl::dex helpers, because calling serum through these
functions costs significantly more compute, likely because AccountInfos
need to be cloned twice.
Examples:
- new_order_v3: direct 26.8k CU, helpers 37.5k CU
- settle funds: direct 24.9k CU, helpers 31.8k CU
2022-03-18 12:17:09 +01:00
microwavedcola1
4f7e3a5738
create perp market wip
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 10:14:30 +01:00
Christian Kamm
57c06bc2da
Health: add a missing group check for remainingAccount Banks
2022-03-18 07:54:20 +01:00
Christian Kamm
7b3cd9a81f
Health: Use split_at_mut to get two element &muts
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Previously we re-indexed token_infos every time, now we can just have
mutable references to the base and quote elements at the same time.
2022-03-18 07:44:44 +01:00
Christian Kamm
430d5c85fa
Health: compute optimizations
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Basic caching of multiplications and divisions.
2022-03-17 21:53:41 +01:00
Christian Kamm
af2f4a0923
Health compute tests
2022-03-17 14:17:28 +01:00
Christian Kamm
9351d0652d
Serum: health based on worst case order outcome
2022-03-17 12:05:07 +01:00
Christian Kamm
0593aa81f7
Serum: more health computation
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Now the open orders are actually read
2022-03-16 18:33:11 +01:00
Christian Kamm
6aa4724b45
Serum: Health computation first steps
2022-03-16 16:45:54 +01:00
Christian Kamm
f5d2964f1d
Serum: Store base/quote token index in MangoAccount
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To avoid having to pass SerumMarket when health needs to be computed.
2022-03-16 13:48:43 +01:00
Christian Kamm
1953d12f0f
Health: expect serum open orders accounts
2022-03-16 13:42:29 +01:00
microwavedcola1
7a68aa71e5
simplify
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-15 16:38:24 +01:00
microwavedcola1
75721d8f06
fix bug where position mutation was not persisted in margin trade
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-15 16:25:44 +01:00
Christian Kamm
3bb94777f3
MangoAccount field renames
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indexed_positions -> token_account_map
serum_open_orders_map -> serum_account_map
in the future we should add the perp_account_map
2022-03-15 15:08:53 +01:00
Christian Kamm
54641692fa
PlaceSerumOrders: indexed positions are guaranteed to exist
2022-03-15 14:59:15 +01:00
Christian Kamm
baa980c659
PlaceSerumOrder: Track vault balances before and after
2022-03-15 14:44:47 +01:00
Christian Kamm
28a26e66da
PlaceSerumOrder: More account validation
2022-03-14 21:53:30 +01:00
Christian Kamm
6b342ffeb9
PlaceSerumOrder basic test
2022-03-14 17:21:16 +01:00
Christian Kamm
a51fdd42f7
Serialization of new serum order instruction data
2022-03-14 15:28:06 +01:00
Christian Kamm
0b2f691f5b
RegisterSerumMarket: pass market_index explicitly
2022-03-14 13:47:34 +01:00
Christian Kamm
07c9b9de7e
Further harmonizing of PDA seeds
2022-03-14 13:39:54 +01:00
Christian Kamm
71cd1755ec
Stop storing token info in Group
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It is just not needed, the individual Bank accounts have all the
necessary info.
2022-03-14 13:35:38 +01:00
Christian Kamm
1cd0f8d6be
RegisterToken: Pass token_index explicitly
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This guarantees stability when a gov proposal adds a new token and a new
market in one transaction. This way the RegisterMarket instruction knows
exactly what index the new token will have.
Previously, the new token index was generated automatically, meaning
you couldn't be sure what index a new token would get in advance.
2022-03-14 13:19:50 +01:00
Christian Kamm
2502f0ac1b
checked_math: use a panic
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This reduces compute use further and still produces good error messages.
2022-03-14 12:45:32 +01:00
Christian Kamm
38d239462f
checked_math: construct errors lazily
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bad benchmark of compute needs for 100 add-assigns of I80F48:
3465 a + b
3465 a.checked_add(b).unwrap()
3465 cm with unwrap() <- maybe future if we fix panics
4366 cm with ok_or_else() <- now
56494 cm with ok_or() <- old
2022-03-13 20:55:28 +01:00
Christian Kamm
449fe4dc6d
Add checked_math library for convenient overflow checking
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Instead of
x.checked_add(y).ok_or(error!(MangoError::MathError))?
we can write
cm!(x + y)
2022-03-13 15:45:50 +01:00
Christian Kamm
fce2316b03
Simplify health fn call, use in place serum order
2022-03-12 14:13:19 +01:00
Christian Kamm
16c0a95679
PlaceSerumOrder instruction stub
2022-03-12 14:13:19 +01:00
microwavedcola1
e742926ce2
change seeds literals to camelcase, camel case was how mango did in v3, also matches struct names
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-11 20:10:15 +01:00
microwavedcola1
241dd6080a
Merge pull request #24 from blockworks-foundation/mc/re-org
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move unused to a unused mod, preparation for working on perp markets
2022-03-11 17:51:32 +01:00
Christian Kamm
693ac17996
Serum: Store open orders pubkey in account
2022-03-11 17:50:04 +01:00
microwavedcola1
c2f91489af
move unused to a unused mod
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-11 17:11:46 +01:00
Christian Kamm
c86a6f8d29
Serum: Create OOs is functional and called from a test
2022-03-11 15:28:27 +01:00
Christian Kamm
9be5ad6488
Test: Add CreateSerumOpenOrders test stub
2022-03-11 14:26:42 +01:00
Christian Kamm
da31b6317f
Drop unnecessary rent accounts
2022-03-11 13:02:20 +01:00
Christian Kamm
dbd8409ce8
Test: Add RegisterSerumMarket test stub
2022-03-11 12:59:42 +01:00
Christian Kamm
e3960dc5e2
Outlines of RegisterSerumMarket / CreateSerumOpenOrders
2022-03-11 12:40:16 +01:00
microwavedcola1
4dc0262546
reformat
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-08 12:45:59 +01:00
microwavedcola1
b3f2ca51fa
fixes from cr
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-08 11:11:28 +01:00
Christian Kamm
f6d2df1ad4
Rename to Bank and Group
2022-03-07 16:16:34 +01:00
Christian Kamm
2d65078c23
Fix margin_trade instruction call
2022-03-07 15:43:29 +01:00
Christian Kamm
cea0f9441a
Build fixes
2022-03-07 15:29:44 +01:00
microwavedcola1
8921ac0441
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-07 15:24:50 +01:00
microwavedcola1
2882476724
clipppy
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-07 15:24:50 +01:00
microwavedcola1
dcacadbcbf
margin trade test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-07 15:24:50 +01:00
Christian Kamm
425e22a086
Deposit: Compute account health
...
Even if it's currently unused, it will become useful in the future.
Make a function to get the list of accounts needed for health checks in
tests, which is now shared between deposit and withdraw.
2022-03-07 15:22:23 +01:00
Christian Kamm
98cf8a7cff
Position lifetime, dust etc
...
- withdraw and deposit may deactivate positions explicitly
- adjusting bank positions may collect dust for positions between
0 and 1 native tokens
- health check always assumes all active and new banks/oracles are
passed
2022-03-07 15:21:19 +01:00
Christian Kamm
51991d8546
Add global address lookup table test
2022-03-04 20:57:33 +01:00
Christian Kamm
c6031acbdb
Move to global address lookup tables
2022-03-04 20:57:33 +01:00
Christian Kamm
9692f9976f
Compile and warning fixes
2022-03-03 13:10:20 +01:00
microwavedcola1
ce5f2027a1
extract health, flesh out margin trade, todo - test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-03 11:43:56 +01:00
microwavedcola1
6702cdbba6
mc/pyth ( #14 )
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* pyth integration
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-02 21:11:05 +01:00
Christian Kamm
01e8458093
Tests: Read banks/oracles from address lookup table
2022-03-01 15:12:53 +01:00
Christian Kamm
fa008a8aa1
Move address map functions into separate module
2022-03-01 15:01:50 +01:00
Christian Kamm
eb38fb4f18
Make module for address_lookup_table functions
2022-03-01 13:57:46 +01:00
Christian Kamm
a7975d390d
Tests: Fix warnings
2022-03-01 13:49:59 +01:00
microwavedcola1
2a698f3135
Merge pull request #13 from blockworks-foundation/mc/oracle-in-withdraw
...
basic stub oracle integration in tests and withdraw
2022-03-01 06:38:13 +01:00
microwavedcola1
d9c7260375
code review
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-01 06:28:12 +01:00
Christian Kamm
3e6d722e01
Deposit: Don't add accounts to lookup table twice
2022-02-28 20:12:37 +01:00
Christian Kamm
5ebf425a65
Deposit: Extend the lookup table with bank and oracle
...
When the position goes from inactive to active.
2022-02-28 19:43:40 +01:00
microwavedcola1
5299e31ff8
basic stub oracle integration in tests and withdraw
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 17:17:01 +01:00
Christian Kamm
9a50325718
fix outdated comment
2022-02-28 15:45:56 +01:00
Christian Kamm
75092f7681
CreateAccount: Initialize an address lookup table
2022-02-28 15:43:08 +01:00
microwavedcola1
c7cd564d11
fix test, was missing oracle
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 14:48:59 +01:00
microwavedcola1
362b180069
add oracle to to token registration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 14:44:08 +01:00
microwavedcola1
12d2a9f962
make clippy happy
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 12:56:26 +01:00
microwavedcola1
1c47f0d004
add ix handling for stub oracles
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 12:37:12 +01:00
microwavedcola1
3355ed1dcf
dont need special crate for this
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 11:18:55 +01:00
microwavedcola1
364f5d895b
fix use statement location
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 11:18:35 +01:00
microwavedcola1
e8b1563223
optimise imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 11:07:04 +01:00
microwavedcola1
3648cba0d0
use discriminator to differentiate between oracles, removes need for a magic constant, same could be done for other oracles
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 11:05:15 +01:00
microwavedcola1
6345d3ebd4
add todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 10:45:03 +01:00
microwavedcola1
c0c115bd03
remove unused
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 10:44:08 +01:00
microwavedcola1
823fbeb6b5
stub oracle ix and account state
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 10:36:31 +01:00
Christian Kamm
b88989bf3a
Tests: Transport error info on send_tx()
2022-02-28 09:12:24 +01:00
Christian Kamm
7aa2cd7e13
Test cleanups
2022-02-28 09:03:43 +01:00
Christian Kamm
1b404cc652
Basic health check, no oracles yet
2022-02-26 17:47:16 +01:00
Christian Kamm
174d38a199
Don't check PDA seeds on use, instead store addresses
...
This saves about 5000 CU currently, making Deposit/Withdraw go from
26000 CU to 21000 CU.
2022-02-26 12:17:20 +01:00
Christian Kamm
2ef2424ac5
Move the asset/liab weights to the Bank account
2022-02-26 12:04:42 +01:00
Christian Kamm
8f5becc0d5
Asset/liab weights and withdraw amounts
2022-02-25 18:29:54 +01:00
Christian Kamm
d1e2cc28b7
Outline of withdraw instruction
2022-02-25 15:14:15 +01:00
Christian Kamm
5f5ba723d6
Add basic test setup
2022-02-25 13:12:16 +01:00
Christian Kamm
818bd6fe48
Enable anchor seeds extraction
2022-02-23 10:55:23 +01:00
Christian Kamm
70d3603cb4
Rename group.owner -> group.admin
2022-02-23 10:19:54 +01:00
Christian Kamm
9f013fb22a
Initialize bank indexes
2022-02-23 10:15:33 +01:00
Christian Kamm
5a4b6263ac
Add deposits/borrows tracking
2022-02-23 10:09:01 +01:00
Christian Kamm
8bc0416ef6
Helper functions to simplify
2022-02-22 17:13:26 +01:00
Christian Kamm
6b5162cce0
Remove root bank
2022-02-22 16:46:55 +01:00
Christian Kamm
1b935335fb
Drop Default impls, manually set account space
...
This fixes stack issues.
I don't know why anchor uses bytemuck::from_bytes(&T::default()).len()
2022-02-22 15:55:30 +01:00
Christian Kamm
13d1ebb614
Remove bad annotation
2022-02-22 14:40:49 +01:00
Christian Kamm
fdfab14e43
Drop unneeded associated token account program
2022-02-22 14:35:10 +01:00
Christian Kamm
c9ad4f0c94
Very basic deposit instruction
2022-02-22 14:23:13 +01:00
Christian Kamm
901062d0c1
Add token bank and vault accounts
2022-02-22 13:31:18 +01:00
Christian Kamm
76a4e717c3
Add forgotten create_account.rs
2022-02-22 13:31:03 +01:00
Christian Kamm
9b16feaf44
CreateAccount instruction outline
2022-02-22 13:15:13 +01:00
Christian Kamm
6a7881b725
RegisterToken instruction outline
2022-02-22 10:19:40 +01:00
Christian Kamm
cb94c7c598
CreateGroup instruction outline
2022-02-22 10:16:13 +01:00
Christian Kamm
6160a80457
First ideas for MangoGroup and MangoAccount accounts
2022-02-22 10:15:37 +01:00
Christian Kamm
d4246f7da1
Upgrade to anchor 0.22.0
2022-02-22 10:09:40 +01:00
Christian Kamm
a79ee2c8e2
Fix compile by disabling unadapted state/ structs
2022-02-22 10:09:40 +01:00
microwavedcola1
b362d3320b
notes for self
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 10:50:57 +01:00
microwavedcola1
f2921d2272
add todos
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 10:49:45 +01:00
microwavedcola1
268db58294
fix imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 10:04:47 +01:00
microwavedcola1
5ab8f6e09e
copy structs from v3, next goal is to see what we can retain and what to change
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-10 09:07:34 +01:00
microwavedcola1
d7229d7a48
Program struct
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-02 11:55:44 +01:00
microwavedcola1
b35802c555
turn off doc tests, make script executable
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-01-21 19:25:13 +01:00
microwavedcola1
66172881a1
First commit
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-01-21 19:21:46 +01:00