4459369c23
Merge pull request #30 from blockworks-foundation/mc/clippy
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fix clippy warnings
2022-03-23 10:04:01 +01:00
5919a5a1df
Merge branch 'main' into mc/clippy
2022-03-23 09:53:50 +01:00
f135ca4d9b
fix clippy warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 09:33:51 +01:00
fde4bce86f
Merge pull request #29 from blockworks-foundation/mc/event_queue
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add event queue
2022-03-23 08:54:11 +01:00
b0d6a14d00
fix clippy warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 08:34:23 +01:00
f7fb9b7e35
add event queue
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 07:53:45 +01:00
696806ee77
Add liq_token_with_token file outline
2022-03-22 19:25:33 +01:00
bfcb672116
Health: allow account order to be fixed, or to scan for accounts
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The latter is important when we want to compute health for two different
accounts. Then the remainingAccounts would hold the union of the
necessary accounts, and each health check would need to look for the
accounts that it needs.
This patch al so reduces the compute needs for fixed-layout health
checks significantly (Deposit for an account with 8 tokens and 7 markets
takes 65k instead of 70k cu)
2022-03-22 14:13:07 +01:00
3443ab0d70
Merge pull request #27 from blockworks-foundation/mc/ci
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checked math
2022-03-22 11:47:10 +01:00
237d776e2b
fix test cu requirement
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:33:06 +01:00
974724cfe1
fix some clippy warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:19:12 +01:00
ed9368cb3d
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 10:39:51 +01:00
d1a7cd109d
Serum: remove some duplicated functions
2022-03-22 09:58:10 +01:00
43eba0a529
Serum: Test for force cancel orders
2022-03-22 09:25:13 +01:00
d7e4fc3ea9
Add manual run
2022-03-22 07:45:36 +00:00
b8d84112d7
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 07:09:49 +01:00
ec5e959804
further work on perps
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 07:06:33 +01:00
34d14ef267
Serum: serum3_liq_force_cancel_orders instruction
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Still needs a test.
2022-03-21 17:39:52 +01:00
27f882a333
Tests: More flexible test context construction
2022-03-21 10:45:55 +01:00
a6a31f226c
Tests: Unify group + tokens setup
2022-03-21 07:49:51 +01:00
75ac224b6e
Tests: Bank deposit/withdraw/active/dust tests
2022-03-21 07:01:25 +01:00
e7b32c6149
clippy
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-20 10:16:02 +01:00
fbedea9424
reorg, placeholder for place perp order
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-20 10:11:36 +01:00
1ad0826573
Clippy warnings
2022-03-19 12:53:24 +01:00
6f72cd27e8
Serum: Cancel order instruction
2022-03-19 12:19:16 +01:00
63050c3661
Serum: No health check needed after settle_funds
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It just moves free funds from open_orders to the user account.
2022-03-19 09:05:42 +01:00
9fb16f3906
Add comments
2022-03-19 08:54:33 +01:00
9475d9545c
add comment
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-19 08:52:38 +01:00
479bd60ecf
extend perp market with indices, which make it easier to lookup the perp market and base and quote tokens
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-19 07:28:37 +01:00
70316fb927
Serum: Settle funds instruction
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Also move serum3 cpi helpers to a separate file, to allow reuse of calls
like settle_funds from multiple mango instructions.
2022-03-18 19:27:23 +01:00
4987e072cd
fix test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 17:49:13 +01:00
ab61c6b244
remove unused
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 16:30:18 +01:00
ba9bc82df2
Merge branch 'mc/perps'
2022-03-18 15:16:13 +01:00
9d05db68f9
Serum: Prefix instructions with serum3_ and related renames
2022-03-18 13:42:20 +01:00
b5734e4f97
fix trailing space
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 13:00:52 +01:00
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
4f7e3a5738
create perp market wip
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 10:14:30 +01:00
57c06bc2da
Health: add a missing group check for remainingAccount Banks
2022-03-18 07:54:20 +01:00
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
430d5c85fa
Health: compute optimizations
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Basic caching of multiplications and divisions.
2022-03-17 21:53:41 +01:00
af2f4a0923
Health compute tests
2022-03-17 14:17:28 +01:00
9351d0652d
Serum: health based on worst case order outcome
2022-03-17 12:05:07 +01:00
0593aa81f7
Serum: more health computation
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Now the open orders are actually read
2022-03-16 18:33:11 +01:00
6aa4724b45
Serum: Health computation first steps
2022-03-16 16:45:54 +01:00
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
1953d12f0f
Health: expect serum open orders accounts
2022-03-16 13:42:29 +01:00
7a68aa71e5
simplify
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-15 16:38:24 +01:00
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
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
54641692fa
PlaceSerumOrders: indexed positions are guaranteed to exist
2022-03-15 14:59:15 +01:00
microwavedcola1
microwavedcola1
Christian Kamm
silas