Commit Graph

464 Commits

Author SHA1 Message Date
Nicholas Clarke 8a1c58e723
FlashLoan: Add flash_loan_type (#164)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
Christian Kamm e8bbfbef83 Bank: fix collection of loan fee
Instead of changing indexed_borrows, change borrow_index!
2022-08-16 16:27:45 +02:00
Christian Kamm 4c65204c19 Liquidator: Fix condition for starting to liquidate 2022-08-16 16:19:04 +02:00
Christian Kamm 421b2d3d19 FlashLoan: Fix validation holes
- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
2022-08-16 13:10:05 +02:00
Christian Kamm 54222c5b3f liq_token_bankruptcy: don't pass redundant index 2022-08-16 13:08:57 +02:00
Christian Kamm e92561d32e Liquidation: Fix rounding issues in liq_token_bankruptcy
By explicitly dusting trace positive positions.
2022-08-16 13:08:43 +02:00
Christian Kamm 961a81b94f Liquidation: Fix positive dust issues 2022-08-16 13:08:43 +02:00
Christian Kamm af5f622bd8 Liquidator: bankruptcy requires borrows 2022-08-16 12:13:54 +02:00
Christian Kamm c9a5fb5fc1
ScanningAccountRetriever: Don't mut-borrow oracles (#170)
This allows using the same oracle for different banks, like for ETH and
soETH.
2022-08-15 11:32:54 +02:00
Christian Kamm 58105207af Make anchor's lint pass 2022-08-15 10:48:43 +02:00
Christian Kamm 0265b9b0a9 Account: Change type of net_deposts / net_settled
Because f32 doesn't have enough significant digits for large deposits.
2022-08-15 10:48:43 +02:00
Christian Kamm 18857c7b72 Add "client" feature annoations 2022-08-15 10:48:43 +02:00
Christian Kamm 6a77a5c349 tests: fix compilation warnings 2022-08-15 10:48:43 +02:00
Christian Kamm fcecd21cdb health: remove duplicated code 2022-08-15 10:48:43 +02:00
microwavedcola1 1b6ed725be
over explaining the code (#168)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-14 20:45:57 +02:00
Christian Kamm 7a343a9a8d checked_math: support casts and I80F48::from 2022-08-14 15:01:15 +02:00
Christian Kamm d91a676e3d Oracle: Decimal constant cleanup 2022-08-14 15:01:15 +02:00
Christian Kamm 724824d21a Bank: small fixes from audit 2022-08-14 15:01:15 +02:00
Christian Kamm ccba4ee597
Cleanups and bugfixes from the audit (#163)
* AccountExpand: cleanups from audit

* Group instructions: cleanups from audit

* AccountClose: cleanups from audit

* TokenAddBank: Audit fixes, including significant bugs

Must not take collected_fees and bump from the existing bank.

* Instruction comment updates

* GroupEdit: Add version/testing flag changes

Ported from mc/vanity
2022-08-13 19:54:58 +02:00
Christian Kamm 21815612ae
Let all PDA seeds start with a unique prefix (#166)
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
2022-08-13 19:30:35 +02:00
Christian Kamm a3067e2448 Avoid custom Debug impls by using derivative crate 2022-08-13 10:18:04 +02:00
microwavedcola1 261c856bb2 reduce max source swap targetError so that we dont error out
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:08:08 +02:00
Christian Kamm 92a37f23ed Remove is_bankrupt
Instead, check for any liquidatable assets in liq_token_bankruptcy.

Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
Conj0iner 02c19a6eb4 Optimise entry price calculations 2022-08-11 22:58:47 +08:00
Christian Kamm ac58081430 Audit: Fix some account constraints 2022-08-11 13:30:04 +02:00
Christian Kamm e8479e2e7c liq_token_with_token: Correctly adjust health cache for dusting
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.

This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
2022-08-10 16:24:48 +02:00
Christian Kamm 7c72a1956a Withdraw: Allow withdrawing all funds with allow_borrow=false
We should also add the ability to withdraw as much as possible without
borrowing and without specifying the exact amount, for convenience.
2022-08-09 11:56:08 +02:00
microwavedcola1 5516ecb132 remove unused param in context
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 21:11:15 +02:00
microwavedcola1 d594286266
reserve for ALTs (#152)
* reserve for ALTs

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

* add explicit padding

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

* fix from review

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

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 18:50:59 +02:00
microwavedcola1 b8bf3a1c40 reorder mango account fields in idl to match on chain order according to MangoAccountFixed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 17:04:54 +02:00
microwavedcola1 ca790c9ef3
add prioritization for token rate update ix in keeper (#153)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-08 16:31:59 +02:00
microwavedcola1 4f72985f2d
also allow editing group insurance fund (#149)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:23 +02:00
microwavedcola1 e06736660a
remove account size, make mango account feature position counts explicit (#148)
* remove account size from program, make position counts explicit

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

* cargo-fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:06 +02:00
conj0iner ff19940ee7
Merge pull request #140 from blockworks-foundation/cj/avgentryprice
Added avg entry + break even price
2022-08-07 12:20:33 +08:00
Christian Kamm dded844693 Update dynamic interest and default token parameters 2022-08-06 21:06:34 +02:00
Conj0iner dc4a770835 Merge remote-tracking branch 'origin/dev' into cj/avgentryprice 2022-08-06 22:32:59 +08:00
microwavedcola1 6f5f53c1d8 update comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 13:36:21 +02:00
microwavedcola1 59d28c97a1
fix name and error message check in flash loan (#145)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 12:59:13 +02:00
Christian Kamm 2880a2ec88 Instruction introspection: don't hardcode discriminators
Patch anchor to allow access to the generated discriminators.
2022-08-05 23:24:17 +02:00
Nicholas Clarke e4a073c83b
Clarkeni/group logging (#142)
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
2022-08-05 10:11:44 -07:00
microwavedcola1 dd22ca2ad6 format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-05 16:17:29 +02:00
Conj0iner 977e85dcf0 Added avg entry + break even price 2022-08-04 22:53:14 +08:00
microwavedcola1 331bb7ebf0 refactor,format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:13:36 +02:00
microwavedcola1 dd8086d8eb format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:04:08 +02:00
microwavedcola1 ca6b857a43 format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:03:06 +02:00
microwavedcola1 d34dea961c format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:01:23 +02:00
microwavedcola1 a546f6fb3e format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:58:46 +02:00
microwavedcola1 f134f0257a format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 11:54:19 +02:00
microwavedcola1 7953e123cc add simple logging
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 09:25:19 +02:00
Christian Kamm 22080fdcc1 TokenRegister: Fix anchor seed derivation
It likes names constant, but not constant literals.
2022-08-04 08:26:18 +02:00
microwavedcola1 b62c0cd9be fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
microwavedcola1 9d117c84ac fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
microwavedcola1 505cbd48aa fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
microwavedcola1 59dd3aa66e insurance fund for trustless vs not trustful
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
microwavedcola1 e31ad9ce34 token register trustless
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
microwavedcola1 9c10101166 remove traces of address lookup tables aka transactions v2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:39:08 +02:00
microwavedcola1 374c0eb136 mc/clippy (#135)
* clippy pass 1

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

* clippy pass 2

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:07:10 +02:00
microwavedcola1 a9a03b97ac
mc/registration time (#132)
* registration time

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

* fix from review

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

* fix from review

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

* mc/u32 numbers - consistent numbers in pdas (#133)

* consistent numbers in pdas

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

* fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 18:46:45 +02:00
microwavedcola1 5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan (#131)
* remove flash loan 1 & 2

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

* rename flash loan 3 to flash loan

* fix test

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:55:17 +02:00
microwavedcola1 c516e45d08
mc/review reserved on accounts (#130)
* review and extend reserved on accounts

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

* revert changes to node size, stack gets smashed in rust unit tests

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

* max possible

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

* max

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

* Fixes from review

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

* header version

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

* Fix from review

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

* fix

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

* fixes from review

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

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:53:30 +02:00
microwavedcola1 e8e774a1a4
mc/feature gating (#129)
* feature gating

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

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 12:56:29 +02:00
microwavedcola1 91d59c1918 close insurance vault also
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
microwavedcola1 45fd36642e
prepare group for ownership transfer to governance (#125)
* prepare group for ownership transfer to governance

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

* Fixes from reviews

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

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:28:16 +02:00
microwavedcola1 c88297f42e
mc/ts and keeper improvements (#127)
* ts and keeper improvements

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

* remove stray heroku experiments

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

* Fixes from reviews

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:25:11 +02:00
microwavedcola1 dfa268dfd6
fix small things to make ci work again (#126)
* checkout submodules on ci

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

* change to https, so that ci can clone

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

* fix clippy

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

* redundant clone

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-30 09:49:56 +02:00
microwavedcola1 f2bfb951fd
anchor as submodule (#121)
* anchor as submodule
* Use anchor submodule as dependency

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-27 08:52:41 +02:00
microwavedcola1 2fb92abad8
Mc/ts upgrade (#122)
* upgrade anchor fork, supports anchor idl close now

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

* upgrade ts deps

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-26 17:14:07 +02:00
microwavedcola1 0b2e1e6e6c
Mc/realloc 4 (#119)
Realloc + dynamic mango account

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
Christian Kamm 46b6bce14b IDL: Remove NodeRef and NodeRefMut enums
Anchor cannot load idls that include enums with tuple variants.
2022-07-22 08:35:30 +02:00
Christian Kamm ea85824ccb Remove code copied from solana-address-lookup-table-program
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
2022-07-21 06:49:04 +02:00
microwavedcola1 39686d3d0f CU of test has increased, accomodate only for this test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
microwavedcola1 3eae2cdc34 upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
Christian Kamm f8d4b2443c Liq: Don't log common+expected simulation errors 2022-07-20 09:47:37 +02:00
Christian Kamm 2bff4bba3d Drop being_liquidated after bankruptcy resolves 2022-07-20 09:47:37 +02:00
Christian Kamm b5d3e2164c Make Serum3Info and PerpInfo pub again
Accidentally reverted in bad merge
2022-07-20 09:47:37 +02:00
Christian Kamm a82bab4ed7 Better error when vault doesn't have enough funds
The spl_token transfer cpi instruction just says "error code: 1", which
is too opaque.
2022-07-19 13:43:05 +02:00
Christian Kamm 348d8cfcd8 Liq/Client: Various improvements
- Abstract away account fetching, so it can be done via RPC or from a
  websocket stream (or a geyser plugin) that populates a ChainData
  instance.

- Separate out information about tokens, markets into MangoGroupContext.

- Separate all gPA calls into functions in a new file

- The liquidator re-fetches critical accounts via RPC before
  liquidation. Unfortunately the websocket stream seems slower :/

- Don't re-implement health account derivation in the liquidator.
  Instead reuse the existing code from the client.

- More smaller stuff.
2022-07-18 18:18:57 +02:00
Christian Kamm b44f628c01 LiqTokenWithToken: More error contexts 2022-07-18 18:18:57 +02:00
Christian Kamm 5231ee7f98 Token edit: Fix bug where mintinfo.oracle goes out of sync 2022-07-18 18:18:57 +02:00
Christian Kamm 88a292e656 Health: Add max_swap_for_source function 2022-07-15 10:09:36 +02:00
microwavedcola1 bc4c57911a
Health from health components in ts/client (#104) 2022-07-13 19:18:55 +02:00
Christian Kamm 86a84396f5 Health: cleanup and new functions for ratio and assets/liabs 2022-07-12 09:47:23 +02:00
Christian Kamm 6f758ff25b clippy 2022-07-12 09:46:17 +02:00
Christian Kamm b77af54f15 Fix tests 2022-07-11 22:31:00 +02:00
microwavedcola1 ef7d2862da
wip: dynamic rates (#98)
* dynamic rates

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

* fmt

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-11 17:08:32 +02:00
Christian Kamm f132f30874 Better error messages 2022-07-08 12:48:43 +02:00
Christian Kamm 469e7fd704 Use get() instead of get_mut() where possible 2022-07-08 09:10:08 +02:00
Christian Kamm 6c7245adaa Serum3 liq force cancel orders: Deactivate inactive token positions 2022-07-07 13:22:25 +02:00
Christian Kamm 693333b71e Serum3 place/settle: deactivate inactive token positions 2022-07-07 13:16:23 +02:00
Christian Kamm 9f90c3982f Fix serum3 loan origination fee withdrawal
Paying the loan origination fee must be like a withdrawal and can't be
charged as a borrow if the user has deposits.
2022-07-07 12:33:21 +02:00
Christian Kamm 45da68c6ac LiqTokenWithToken: Close inactive token positions 2022-07-07 12:24:48 +02:00
Christian Kamm 31831454b4 Return raw position index from get_mut() 2022-07-07 12:01:18 +02:00
microwavedcola1 0ff269c38c Merge branch 'main' into dev 2022-07-06 17:47:45 +02:00
microwavedcola1 ab3abc69e7 Fix flash loan3 - fetching of bank from retriever
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:41:08 +02:00
microwavedcola1 b0f1585541 Merge branch 'main' into dev 2022-07-06 17:11:20 +02:00
microwavedcola1 8a1e9136a6 better error msg
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-06 17:11:12 +02:00
Christian Kamm ffd83a7a05
Rename instructions to follow naming pattern (#97) 2022-07-06 14:51:15 +02:00
Nicholas Clarke 348fbc1cb9
Track cumulative net deposits (deposits - withdraws) (#91)
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).

Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-06 12:07:30 +02:00
Christian Kamm de86b69e1a Client/program interface changes
- rearrange structs to have gPA data in front and add comments about the
  offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
2022-07-06 11:34:07 +02:00
Christian Kamm 35517bdb75 Review fixes 2022-07-06 11:34:04 +02:00