Commit Graph

22 Commits

Author SHA1 Message Date
Christian Kamm 40ad0b7b66
Rust client: Use alts for every transaction (#720) 2023-09-18 09:21:30 +02:00
Christian Kamm 0f10cb4d92
client/liquidator: jupiter v6 (#684)
Add rust client functions for v6 API that are usuable in parallel to the v4 ones.
2023-08-24 16:45:01 +02:00
Christian Kamm f63163d737
Account limits: Prefer 4 perp + 4 serum (#689) 2023-08-21 16:26:49 +02:00
Christian Kamm a151ebcf11
Account size: restict more, but only increases (#688)
* 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
Christian Kamm 072cd766ca
liquidator: parallel tcs execution (#679) 2023-08-18 15:36:02 +02:00
Christian Kamm 8746060be0
liquidator: increase tx budget for tcs trigger instructions (#674) 2023-08-11 12:48:50 +02:00
Christian Kamm a7705a2a1b
liquidator: Allow overriding compute limit for potentially costly ix (#669) 2023-08-09 15:26:13 +02:00
Christian Kamm 7e32e2e0bd
liquidator: Add telemetry (#668)
The DAO would like to know how many potential liquidators are around.
2023-08-08 18:17:23 +02:00
Christian Kamm c58ee91356 Client: jupiter swap and tx builder improvements
- jupiter swap now supports multiple hops
- tx builder can check resulting tx size
2023-07-12 08:57:21 +02:00
Christian Kamm 5a70917a91
client: Fix seeds for create_account() (#635) 2023-07-07 17:20:03 +02:00
Christian Kamm e535e81257
Pyth: Read agg.price or prev_price, depending on staleness (#631)
This updates our use of pyth oracle accounts to be more in line with
what the pyth sdk is doing.
2023-07-05 12:58:42 +02:00
Christian Kamm 35064d4ab0
Token conditional swaps (#604)
Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.

This allows limit and stop loss orders on arbitrary spot pairs.

The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
Christian Kamm 0281a1b8ed
Deprecate Serum3SettleFunds, require use of V2 instruction (#606) 2023-06-15 17:34:56 +02:00
Maximilian Schneider c956f153b0
Expose instruction builders for Openbook (#601) 2023-06-15 17:20:31 +02:00
Christian Kamm 5fc7aa1092
Configurable perp settle token (#550)
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC. 

There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.

For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.

The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
Maximilian Schneider c006948319
Enable self-trading protection (#533)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
Maximilian Schneider 7bfdb0af47
Add more instruction generators to client (#575)
* Add more instruction generators to client
* fmt
2023-05-09 12:46:45 +02:00
Christian Kamm 953e2f76b2
Ckamm/liq fixes (#571)
* liquidator: Don't attempt to close in-use token positions

This could happen if the user manually used serum on the liquidator
account.

* Client: Move jup's CU ix outside of flash loan

That makes a flash loan based jup swap usable with delegates.
2023-05-05 09:11:12 +02:00
microwavedcola1 81571664bd clippy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 14:15:32 +02:00
microwavedcola1 a40ceedc97
Fix bug where if no insurance fund position was present, ix would err… (#522)
* Fix bug where if no insurance fund position was present, ix would error out

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>

* prettier

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:30:27 +02:00
Christian Kamm 98a79505e1
FlashLoan: Don't deduce vault_len, add more checks (#542)
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.

However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
  from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
  token accounts for foreign mints in Begin when the loan amount is zero,
  and it's clearer to see that the bookkeeping in End won't break if the
  user reinited the account for a different mint.
- Also add a few other extra comments and checks.

The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
Christian Kamm 7b9e19cc08
Organize paths, rename crates (#466)
liquidator, keeper, cli and settle-bot moved to bin/
client moved to lib/client

All crates have a "mango-v4-" prefix
2023-02-20 14:08:38 +01:00