Christian Kamm
44f0f4ffa3
Clippy fixes ( #656 )
2023-08-03 13:27:04 +02:00
Christian Kamm
1be38d14cb
Tcs: Add price display style enum ( #654 )
...
Tcs orders always store prices in a fixed "sell per buy" style, but users
can create them in either price direction. When they look at them later,
the ui needs to know what their preferred style is for this order.
2023-08-03 12:37:01 +02:00
Christian Kamm
06f6d75b98
Fix typo in admin_token_withdraw_fees ix ( #655 )
2023-08-03 12:34:33 +02:00
microwavedcola1
fcf2cbbbb6
Extend changelog
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-03 09:12:49 +02:00
Vladimir Guguiev
ca7f1422ca
Client: use createWithSeed when wrapping SOL ( #651 )
2023-07-28 16:09:05 +02:00
Harrison Green
a93945602b
Add audit report for 0.18.0 ( #650 )
2023-07-22 07:38:37 +02:00
Christian Kamm
cce2620de8
liquidator: Improve logging for tcs execution ( #648 )
2023-07-17 13:16:01 +02:00
Christian Kamm
5dd5c507f2
Tcs: reserve token positions while tcs is open ( #647 )
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- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
trigger/cancel
2023-07-17 13:14:53 +02:00
Christian Kamm
1ba6513b5e
Compile and test fix ( #645 )
2023-07-14 16:27:52 +02:00
microwavedcola1
609f6f24da
Fix rename
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:41:01 +02:00
microwavedcola1
40a011a48e
Fees to dao ( #644 )
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* withdraw fees to dao
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>
* Fixes from review
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:22:35 +02:00
Christian Kamm
db8f5ae30d
liquidator: when rebalancing allow multi-hop jupiter routes
...
and if that doesn't fit into a transaction, try a direct route with USDC
or SOL.
2023-07-12 08:57:21 +02:00
Christian Kamm
c58ee91356
Client: jupiter swap and tx builder improvements
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- jupiter swap now supports multiple hops
- tx builder can check resulting tx size
2023-07-12 08:57:21 +02:00
Christian Kamm
b8376b4b89
logging improvements ( #641 )
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- switch logging to tracing crate
- update liquidator logging to use tracing features
2023-07-12 08:38:38 +02:00
Christian Kamm
6b2f6af6e4
Idl: remove references to undefined openbook_v2 enums
2023-07-11 13:01:55 +02:00
Christian Kamm
a7ac6f8dfb
Update Cargo.lock and IDL after merge
2023-07-11 10:39:06 +02:00
galactus
6461743f35
Openbook v2 integration: instructions and accounts ( #628 )
2023-07-11 09:59:50 +02:00
Christian Kamm
65c747b36a
Flash loan: Better errors for missing banks ( #639 )
...
Check for missing banks _before_ checking for "exactly two token
changes" because the missing banks can be a cause of the latter error.
2023-07-10 16:20:43 +02:00
Christian Kamm
ff55a7910c
Changelog for v0.18.0 ( #636 )
2023-07-07 17:31:35 +02:00
Christian Kamm
5a70917a91
client: Fix seeds for create_account() ( #635 )
2023-07-07 17:20:03 +02:00
Christian Kamm
30cb4d7753
Tcs: Switch prices from f32 to f64 ( #634 )
...
To have more precision when storing user supplied prices and ensure that
the rounding that will occur will be tiny compared to the user-provided
precision.
2023-07-06 14:48:49 +02:00
Lou-Kamades
801a66d682
Merge pull request #624 from blockworks-foundation/lou/avgEntryPricePerBaseLot-logs
2023-07-05 08:19:48 -05:00
Lou-Kamades
fad5aca654
add comment for pnl fields of FillLogV3
2023-07-05 07:56:07 -05:00
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
Lou-Kamades
8177680415
feat: closed pnl is calculated via realized_trade_pnl_native
2023-07-04 10:39:47 -05:00
Christian Kamm
3867d902d2
Bump program version to v0.18.0
2023-07-04 11:10:31 +02:00
Christian Kamm
cc4a39850a
Bump version and idl to v0.17.1
2023-07-04 11:08:59 +02:00
Christian Kamm
f2cdb8aeec
Changelog for v0.17.1
2023-07-04 11:08:53 +02:00
Christian Kamm
dd56881a41
Revert "Pyth oracles: Check that status is "trading" ( #607 )"
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This reverts commit bbf0186398
.
2023-07-04 11:08:48 +02:00
microwavedcola1
7e4ec9e14f
Merge branch 'deploy-2' into dev
2023-07-04 11:05:39 +02:00
microwavedcola1
6b1ac492dc
v0.17.0
2023-07-04 09:27:53 +02:00
microwavedcola1
1ffa65d01b
optimise getAllMangoAccounts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
Lou-Kamades
6c6504aefa
feat: emit closed_pnl in FillEventLog3
2023-07-03 13:04:33 -05:00
Christian Kamm
c67360071e
Fix tcs test script
2023-07-03 15:23:22 +02:00
Christian Kamm
35064d4ab0
Token conditional swaps ( #604 )
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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
34e41b6719
Token bankruptcy: Separate checks ( #629 )
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This makes it easier to debug, since we know what value did not match
the requirements.
2023-07-03 10:25:02 +02:00
microwavedcola1
5ea81fc0d5
v0.16.12
2023-07-03 09:03:08 +02:00
microwavedcola1
c2e48df051
Merge branch 'main' into deploy
2023-07-03 09:02:25 +02:00
microwavedcola1
6f2345edcb
v0.16.11
2023-07-03 08:20:50 +02:00
microwavedcola1
eba7b4d15b
add perp market filter
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 08:20:13 +02:00
Robert Chen
81cc4ffe42
Add v0.17.0 Audit report ( #627 )
2023-06-29 08:37:59 +02:00
microwavedcola1
f75b086200
v0.16.10
2023-06-28 15:04:05 +02:00
microwavedcola1
acf02e2575
new helpers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 15:03:32 +02:00
Christian Kamm
f84b8014fb
Move audits to audits/ folder
2023-06-28 14:55:05 +02:00
microwavedcola1
9a31c587a1
v0.16.9
2023-06-28 09:45:46 +02:00
microwavedcola1
53b608d79d
optimize
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:45:15 +02:00
microwavedcola1
aa9851dfd7
Fix imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:40:55 +02:00
microwavedcola1
21c2af7317
make pp liq price faster to compute
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
microwavedcola1
86fe602364
cleanup
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-27 12:47:01 +02:00
microwavedcola1
fb414ad591
v0.16.7
2023-06-27 12:35:08 +02:00