54c0306ae7
Fix flash loan
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 13:10:15 +02:00
0bd5b8fdf3
Rename margin_trade.rs -> flash_loan.rs
2022-06-23 10:23:52 +02:00
c8ebc1f611
Rename MarginTrade -> FlashLoan
2022-06-23 10:23:52 +02:00
d8a6a29e70
Renames: propagate to idl and ts
2022-06-23 10:04:54 +02:00
648b462352
Rename MangoAccount components
2022-06-23 10:04:54 +02:00
1143b38d3c
Health review comments
2022-06-22 16:52:11 +02:00
ba79995c01
Health: order-independent serum3 health
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Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.
This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.
An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
2022-06-22 16:52:11 +02:00
d4cec8dfa4
Bank: Fix bug when when depositing to exactly 0
2022-06-22 16:51:16 +02:00
aeb94642ce
fix clippy warnings
2022-06-21 13:10:37 +02:00
5dd186ac13
Health: fix unittests
2022-06-21 13:02:47 +02:00
6f41efad0f
Health: helper for finding token info by index
2022-06-21 13:02:47 +02:00
b0fd4c2a61
Fix warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
86c8817e0b
serum3 loan origination fees ( #69 )
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* serum3 loan origination fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Fix 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>
2022-06-21 11:45:38 +02:00
cb0010b2b5
Health: never allow positive contributions from perps
2022-06-21 11:07:13 +02:00
be98f6524a
Orderbook: Avoid usize fields in data
2022-06-21 11:05:46 +02:00
6ff4ff5910
Add a ComputeHealth instruction
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This way the client can ask for simulation to determine an account's
health.
2022-06-21 11:05:32 +02:00
712bece0b2
Remove stray log message from health computation
2022-06-20 18:21:26 +02:00
470292024e
Filter out bad switchboard prices ( #70 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
5b78293c5c
minor refactoring
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
9462be7f0b
Fix margin trade interface
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
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* margin trade, support multi cpi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:43:45 +02:00
0f34851c64
switchboard support ( #67 )
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* switchboard support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:38:46 +02:00
95c06c2bfc
Mc/liquidator ( #64 )
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* Copy over and integrate liquidatable-accounts-feed (doesn't compile)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Liquidator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Adapt to refactoring
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Use copies of AccountSharedData
* Implement AccountReader for AccountSharedData
* use LoadZeroCopy in liquidator
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-18 16:31:28 +02:00
de481a4008
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
740ff0c09e
Close various things ( #65 )
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* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88 ), close serum market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* serum oo closing example in ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from code review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-09 18:27:31 +02:00
40023fcef1
Health: Make FixedOrderAccountRetriever more flexible
2022-06-08 14:38:49 +02:00
b3568b7f3e
Make health/oracle functions usable from clients ( #63 )
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* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
2022-06-08 13:43:12 +02:00
a14f37362d
margin_trade: forbid direct self-calls
2022-06-07 13:25:30 +02:00
685fd3122f
Perps: Limit overall health contribution from perp markets
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We don't want to allow borrowing against unsettled pnl in perp markets.
This makes it safer to create perp markets for untrustworthy assets.
2022-06-06 12:58:08 +02:00
1b4063cd0d
remove misleading example
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
47bccfeec8
Fix oracle price decimal usage
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 19:16:30 +02:00
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
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* Fix oracle price read by using decimals from pyth
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 10:36:04 +02:00
383489ae34
Merge branch 'mc/liquidator-bot' into dev
2022-05-30 17:08:16 +02:00
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
65a5139db7
Tests: Send perp markets as health accounts
2022-05-29 20:50:21 +02:00
4984bba71e
Health: Add perp health calculation
2022-05-29 20:50:21 +02:00
97e434fbb6
keeper: find/create account by account name
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-29 12:25:12 +02:00
34a8f0919f
serum taker bot ( #57 )
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* taker bot
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* inline code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add mints
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray log
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* use same rust as what solana uses, use same solana version as cargo toml
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* linter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-28 07:05:34 +02:00
cc2d46bf4a
add support for mint decimals on bank, for easy look up
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-27 14:52:03 +02:00
b1fcb4a7e6
CreateGroup: Allow multiple groups per admin
2022-05-27 11:36:50 +02:00
1844898280
margin_trade: Allow forwarding mint accounts
2022-05-26 21:12:02 +02:00
536ec8a84a
Make health iteration code work with pyth oracles
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They have a different account owner, that error must be skipped.
2022-05-26 20:38:03 +02:00
946e6b1c96
margin_trade: doc improvements
2022-05-25 08:02:55 +02:00
ed4e63a82f
Change tuple to a struct, seemingly anchor ts doesnt support tuples
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-24 22:03:35 +02:00
f844720130
Review fixes
2022-05-24 13:00:32 +02:00
53a5e208fd
margin_trade: loan origination fees, limited withdraws
2022-05-23 08:55:30 +02:00
21af012d1f
Improvements to margin_trade
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- don't hard-code the group as the first passed account
- token::approve() banks for each token vault
- sign for each bank
- deal with using tokens without an existing position
- handle deactivation of token account if balance goes to 0
2022-05-20 10:16:09 +02:00
8a8b36e345
Fold loan origination fee handling into Bank
2022-05-18 22:53:03 +02:00
717b72857d
Remove anchor dummy type workaround ( #53 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
ab0df0e7f2
unwrap
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 17:11:37 +02:00
2de149f74c
checked math + rustfmt
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 17:08:00 +02:00
6ecd4a0da9
Update funding for keeper
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:59:47 +02:00
2518ec24a6
Update client to match program changes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:06:29 +02:00
f19f3da659
add todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 13:01:48 +02:00
a4f3569a87
Fix merge
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:12:16 +02:00
fac9b4a57a
perp funding
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:07:24 +02:00
be73106ce1
perp funding ( #51 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:34:56 +02:00
f5c505f847
fix test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 15:26:38 +02:00
db82fcbbcc
perp cancel order instructions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
67c1d5d451
format
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
967ce34002
move comment
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
a1034c08b7
refactor
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
ee6fe93b26
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
fbd3fd410c
loan_origination_fees
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
f1791be039
add todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:25:09 +02:00
b903073ce6
add comment so that it doesnt get lost
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:09:12 +02:00
81f0f38188
ts client support for perps
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:06:07 +02:00
15961ec81c
fees for borrows
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-09 11:14:50 +02:00
5266668bc2
keeper: consume events
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 14:19:49 +02:00
7abfc417ac
reorg
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 10:13:33 +02:00
9f5a2fd32e
add a test for consume events, add debug impl for mango account for easy debugging in tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-05 10:25:32 +02:00
d38ca0de4c
refactor
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 18:17:58 +02:00
ec7c61327c
list of ix to implement
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 18:07:31 +02:00
f09b3cc965
First attempt at finishing perp health
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-03 15:15:34 +02:00
3c469d7194
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:43:45 +02:00
1206109260
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:39:48 +02:00
7ead988ba4
small ticker size
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:38:35 +02:00
6db679d35e
support longer account names
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:23:45 +02:00
e3a60a637a
format
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:35:39 +02:00
bf2fa47a1c
fix viz
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:33:42 +02:00
62ee1bc5c0
prepare for multiple ts packages
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:28:47 +02:00
addb12736f
fixes from cr
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:53:45 +02:00
03ae43017c
account, market and bank names
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:19:58 +02:00
1b1dd1a541
poc keeper
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 21:18:07 +02:00
5ab48fb6e0
rust: Fix args in tests to more realistic values, ts: expose args, update idl
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 17:09:06 +02:00
57d9de86c8
comment
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:55:00 +02:00
257ccf76ad
multi legged interest rates + keeper ix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:53:30 +02:00
2587cd914c
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-07 21:04:02 +02:00
68ef58248c
Perp health: Some code and comments
2022-04-05 09:09:12 +02:00
256397593d
Health: Support PerpMarkets in remainingAccounts
2022-04-04 11:25:05 +02:00
6f3673bcdf
Perp: Track taker and maker orders in the account; test
2022-04-04 10:39:13 +02:00
a44120c470
add group to mintinfo, for better gpa support
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 19:07:43 +02:00
e6727cbfae
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:21:34 +02:00
7803cae654
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:16:41 +02:00
dfd1dc5216
fix clippy warning
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:11:41 +02:00
204ab6963d
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:09:01 +02:00
d6fe317ac9
checked math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 06:06:03 +02:00
9debc63a6a
update idl, add tokenmint to stuboracle for gpa ( #34 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 05:43:32 +02:00
884d638e36
Merge pull request #33 from blockworks-foundation/mc/stub-oracle-ext
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Mc/stub oracle ext
2022-04-03 05:36:24 +02:00
ace5df2a85
revert unintended changes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 05:21:16 +02:00
microwavedcola1
Christian Kamm
microwavedcola1