40ad0b7b66
Rust client: Use alts for every transaction ( #720 )
2023-09-18 09:21:30 +02:00
2adc0339dc
Serum3 open orders: Fix health overestimation ( #716 )
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When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.
The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.
Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.
The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.
2023-09-13 09:35:10 +02:00
7b8a92dcea
Idl compatibility check: Also cover ix args and field renames ( #709 )
2023-09-08 21:13:30 +02:00
0aabd28cdc
Merge remote-tracking branch 'origin/deploy' into dev
2023-09-07 13:14:03 +02:00
97d3ec01c1
scripts: fix mainnet-no-margin-group post-merge
2023-09-07 13:07:55 +02:00
d60bea7436
Merge remote-tracking branch 'origin/main' into deploy
2023-09-07 12:59:50 +02:00
56eb48904a
Merge tag 'program-v0.19.0'
2023-09-07 10:46:37 +02:00
1861d127bc
only remove active filter from Ids on perp markets
2023-09-06 14:11:25 -04:00
335c98a09a
v0.19.14
2023-09-06 13:53:07 -04:00
f2eb37b598
ids should return all subitems for a group regardless of active state
2023-09-06 13:51:40 -04:00
7b4d46e135
v0.19.13
2023-09-05 10:59:55 -04:00
b42a35cdb9
sb logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-05 15:56:04 +02:00
025f594fb2
Merge pull request #705 from blockworks-foundation/ts/ids-fixes
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Ts/ids fixes
2023-09-05 09:41:08 -04:00
c7c362292c
Support reloading reloadSerum3ExternalMarkets from Ids class
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remove console logs
2023-09-05 09:35:17 -04:00
3715a9a7f2
Update Ids class so the array filters in the getters work
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Also add placeholder values in ids.json so types work; Deprecate ids.json
2023-09-04 21:04:42 -04:00
2110cf7f55
v0.19.12
2023-09-04 18:20:02 +02:00
79ea2bc7df
preprended instruction change ( #703 )
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* fix
* fix
2023-09-04 18:06:37 +02:00
0a2bf3abd5
ts: example script no margin group ( #697 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-04 17:11:04 +02:00
bffb77064a
Add audit report for 0.19.0 ( #704 )
2023-09-04 09:33:14 +02:00
ba6bd96784
Allow account shrinking and migration ( #692 )
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- The AccountExpand instruction can now shrink accounts by reducing
the number of token/perp/serum/tcs/perp oo slots.
- A new AccountSizeMigration instruction can permissionlessly shrink
accounts that are too large and migrate them to the v3 layout.
2023-09-04 09:30:57 +02:00
139555a46e
liquidator: Make the check interval configurable ( #702 )
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And reduce the default from 5s to 1s.
2023-09-01 16:27:17 +02:00
aca2b2e679
liquidator: Work on groups without openbook markets ( #701 )
2023-09-01 15:05:43 +02:00
bb478b9631
v0.19.11
2023-08-31 14:37:29 +02:00
d9f756b346
additional functions mechanizm ( #700 )
2023-08-31 14:36:04 +02:00
c07978fb68
max_swap: Fix swapping between zero weight tokens ( #699 )
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Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-31 14:01:18 +02:00
e37f1ed996
update idl
2023-08-30 10:59:14 +02:00
289c3ff828
FlashLoan: Log the approved amount ( #696 )
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Previously only the part of the approved amount that was a loan got
logged, missing some interesting information.
(cherry picked from commit 03378bb808
2023-08-30 10:58:17 +02:00
03378bb808
FlashLoan: Log the approved amount ( #696 )
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Previously only the part of the approved amount that was a loan got
logged, missing some interesting information.
2023-08-30 10:57:41 +02:00
e0de779d96
v0.19.10
2023-08-30 07:21:53 +02:00
e730bcd146
ts: perpCancelOrderByClientOrderIdIx
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-30 07:21:03 +02:00
7125058ce5
Account expansion: Transfer more lamports only if needed ( #694 )
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Result of audit feedback
(cherry picked from commit 020a978270
2023-08-29 10:03:54 +02:00
2d392c8fff
FlashLoan: fee fixes ( #693 )
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- Rename the new "swap fee" to "deposit fee" and let it apply to all
deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)
Result of audit feedback
(cherry picked from commit 1d6ce550f3
2023-08-29 10:03:53 +02:00
020a978270
Account expansion: Transfer more lamports only if needed ( #694 )
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Result of audit feedback
2023-08-29 10:03:24 +02:00
1d6ce550f3
FlashLoan: fee fixes ( #693 )
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- Rename the new "swap fee" to "deposit fee" and let it apply to all
deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)
Result of audit feedback
2023-08-29 10:03:07 +02:00
0ee9af749f
ts: getInstantaneousFundingRatePerSecond
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:56:14 +02:00
92be5b7de6
v0.19.9
2023-08-28 17:34:52 +02:00
6871ca2ad4
ts: use average slippage for computing tcs premium
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:33:34 +02:00
da8a5909f9
v0.19.8
2023-08-28 08:45:02 +02:00
e767990c64
ts: fix bug in perp close all lot computation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 08:44:13 +02:00
a855d5467a
v0.19.7
2023-08-25 15:30:16 +02:00
ea02670003
ts: drop the premium calculators chunk size for tcs swap, we were overestimating slippage before
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-25 15:29:30 +02:00
0f10cb4d92
client/liquidator: jupiter v6 ( #684 )
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Add rust client functions for v6 API that are usuable in parallel to the v4 ones.
2023-08-24 16:45:01 +02:00
6e2363c86f
Improve CU benchmarks ( #690 )
2023-08-24 16:33:08 +02:00
2237986c4b
Merge pull request #687 from blockworks-foundation/lou/yarn-dedup
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ci: add yarn duplicates check
2023-08-24 09:32:43 -05:00
f63163d737
Account limits: Prefer 4 perp + 4 serum ( #689 )
2023-08-21 16:26:49 +02:00
a151ebcf11
Account size: restict more, but only increases ( #688 )
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* Account size: Don't fail on unrelated resize
If the account was previously resized to larger than is allowed now,
don't fail unrelated resizes.
* Further reduce account size limits
Out of caution and future-proofing. Can always raise again.
Perp settle pnl needs 6 accounts plus 2 health account lists that could
be nearly fully disjoint.
2023-08-21 14:34:52 +02:00
5fd31270f6
v0.19.6
2023-08-21 07:38:35 +02:00
9e6ad1853c
v0.19.5
2023-08-20 21:30:53 +02:00
447e7cb151
ts: update tcs helpers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:30:12 +02:00
cc72f63d06
bump
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:25:42 +02:00
Christian Kamm
microwavedcola1
tjs
Adrian Brzeziński
microwavedcola1
Harrison Green
Lou-Kamades