Commit Graph

458 Commits

Author SHA1 Message Date
Christian Kamm 4795286dbd Perps: Account for unsettled funding in health 2022-09-07 11:37:20 +02:00
Christian Kamm c714fb213d Tests: Auto-advance the slot after sending a transaction
This fixes a recurring error where it would look as if a transaction you
send would not be processed at all.
2022-09-07 11:34:47 +02:00
Christian Kamm 3128115dca PerpMarket: Add helper for getting oracle price 2022-09-06 14:26:06 +02:00
Christian Kamm 79a7bdc299 Checked math: support cm!(a += b) 2022-09-06 08:55:27 +02:00
Christian Kamm 3c51449040 Tests: Remove unused imports 2022-09-05 18:40:42 +02:00
Conj0iner c34ee54233 Added perp_settle_fees instruction 2022-09-05 22:18:40 +08:00
Christian Kamm 3fbc3ca32d TokenEdit: remove bank_num arg 2022-09-02 13:55:00 +02:00
Conj0iner 97eed4081d Added perp_settle_pnl instruction 2022-09-02 00:07:57 +08:00
Christian Kamm 511db72f8e Health token adjustment: Deal with odd I80F48 behavior
The identity
  a * b = -((-a) * b)
does not hold for I80F48, probably it's rounding to -inf.

This meant that withdrawing the full native token balance could
fail because the magnitude of -position * price was bigger than
position * price.
2022-09-01 14:38:48 +02:00
Christian Kamm 868c55fef1 Serum index reservation: use a real account
Makes it easier and more future-proof
2022-09-01 12:28:37 +02:00
Christian Kamm c31f11013f Serum deregister: Close index reservation account
Only safe because this is a testing-only instruction
2022-09-01 12:15:00 +02:00
Christian Kamm 1f0cd62846 Don't panic if accounts are shorter than 8 bytes 2022-09-01 12:00:09 +02:00
Christian Kamm 5e0001afb8 Serum: Index reservation account has 8 bytes
otherwise all code needs to be able to deal with mango accounts that are
smaller than 8 bytes in size.
2022-09-01 11:49:33 +02:00
microwavedcola1 b30b2f8870
program: serum3 should work when group has version 1, perps and multiple banks should be moved to version 2 or beyond (#205)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:38 +02:00
Christian Kamm d0fef4a586 Test: simplify allow(dead_code) to be per-file 2022-08-30 15:32:59 +02:00
Christian Kamm 8a2d54cce8 Fix some clippy warnings 2022-08-30 13:59:34 +02:00
Christian Kamm 801b68b93c MangoAccount: add unittests 2022-08-30 13:11:47 +02:00
Christian Kamm 77b8e6e8b9 SerumPlaceOrder: Fix vault balance check for base_lot_size
As spotted by microwavedcola
2022-08-30 12:05:07 +02:00
Christian Kamm 1f0138d1de SerumCloseOO: Reduce in_use_count of token positions 2022-08-30 12:05:07 +02:00
Christian Kamm 8e30870689 SerumLiqForceClose: Proper health/liq checking 2022-08-30 12:05:07 +02:00
Christian Kamm e0437305ee SerumPlaceOrder: Only pass the payer bank/vault 2022-08-30 12:05:07 +02:00
Christian Kamm 36723792a1 SerumRegister: Block using the same market index twice 2022-08-30 12:05:07 +02:00
Christian Kamm dc4acd0dd7 Serum: loan origination fee, don't auto-settle, fix vault check
- Loan origination fees: The previous approach of tracking the reserved
  amount did not work because OutEvents will also reduce the reserved
  amount. This means we can't know if it was an OutEvent-cancel or an
  order execution that caused the reduction.

  Instead, we now track the amount of borrows that was made (without
  applying origination fees) in place order. Whenever we try to settle
  and the amount of tokens on the oo account is less than the potential
  borrows, we can be certain that the borrow has actualized.

- Place order is no longer automatically followed by a settle.

  This can reduce compute use when people want to place multiple orders
  in sequence. Now they can use the HealthRegion instructions to place
  their orders, settle once at the end, and then have health checked.

- Vault check: Place order previously rejected valid orders because it
  didn't consider that there could be free tokens on the oo account.

- Tests: Some infrastructure for less verbose serum testing.
2022-08-30 08:38:13 +02:00
Christian Kamm e1adbf0217 Tests: Fix concurrent log capture 2022-08-30 08:37:29 +02:00
Christian Kamm d6d66402f7 Tests: Helper for create + fund 2022-08-30 08:37:29 +02:00
Christian Kamm 7d508e5df5 MangoAccount: Fixes after audit 2022-08-29 16:13:15 +02:00
Christian Kamm d63c5bfc76 Serum: Don't attempt deactivating token positions after serum actions
While a serum open orders is active, the base and quote token positions
for it are locked to active. It's pointless to check if they need to be
deactivated after place/settle etc.
2022-08-26 11:45:54 +02:00
Christian Kamm 1a95a84ed4 Serum: Comments on account constraints 2022-08-26 11:45:54 +02:00
microwavedcola1 453248bbe5
token_deregister: remove redundant token index and add doc (#192)
* token_deregister: remove redundant token index

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

* fix test

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-25 19:25:56 +02:00
Christian Kamm dfa8166aee Health: Put common pre/post check logic into functions 2022-08-24 16:39:36 +02:00
Christian Kamm bba27ed6f0 PlacePerpOrder: pre-health computation 2022-08-24 16:07:22 +02:00
Christian Kamm 38b349a401 Rename PerpOpenOrders -> PerpOpenOrder, since it's a single one 2022-08-24 15:22:55 +02:00
Christian Kamm cb0a9e5d2b Tests: allow checking of logged "post_health" 2022-08-24 14:15:01 +02:00
Christian Kamm c8159746e7 Tests: Remove unnecessary argument 2022-08-24 14:15:01 +02:00
Christian Kamm 45f52ae535 Serum3PlaceOrder: compute pre-health 2022-08-24 14:15:01 +02:00
Christian Kamm 40f467024d FlashLoan: Add pre-health check 2022-08-24 14:15:01 +02:00
Christian Kamm 1ebbac7d6f Withdraw: Add pre-health check 2022-08-24 14:15:01 +02:00
Christian Kamm 2d2cef35a0 Add HealthRegion instructions
You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd

and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
Christian Kamm c9fb4c7133 Tests: Fix program log capture 2022-08-24 10:07:45 +02:00
Nicholas Clarke 704dfcaa27
Clarkeni/loan fee logging (#180)
Logging for loan origination fees and token bankruptcy
2022-08-19 18:50:54 -07:00
Christian Kamm 09fc5f716b Renames in MangoAccount
- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
Christian Kamm ec850b7bd3 Fix size of account_num in idl 2022-08-19 14:52:31 +02:00
Christian Kamm 403226dc28 BeingLiquidated: Deactivate flag on positive health 2022-08-18 13:12:13 +02:00
Christian Kamm a23afed7de Fix computation of utilization time-weighted average 2022-08-17 15:29:11 +02:00
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