4c9f99832f
Update package.json build steps and move js scripts out of src folder ( #470 )
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* extracts scripts from source; update tsc build configs and packages
* publish latest
* remove type module
2023-02-22 08:36:59 +01:00
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
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Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
bb35aa66dc
ensure that freshly fetched objects have valid prices until we fetch … ( #409 )
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* ensure that freshly fetched objects have valid prices until we fetch oracles again
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>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 14:52:43 +01:00
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
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This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
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This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.
This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
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Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
f72c3cd0ae
Fix typings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
071dc34ccc
Client: Rework max_swap function ( #340 )
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* Client: Rework max_swap function
Determining the amounts at which the health function changes slope
becomes too difficult when serum3 open orders come in.
Instead, generally find the function's maximum and then work with that.
* max_swap: Add test for swapping into a trustless token
* ts port
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:33:37 +01:00
51cded4965
Mc/health max swap with serum effects ( #333 )
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* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* health max swap with serum effects
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max swap: Fix with serum reserved amounts
* port rust code to ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* port tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix method call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-12-14 09:21:45 +01:00
7d9c3616af
ts client changes ( #320 )
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* cleanup + small sync with program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update lock file
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:16:06 +01:00
52d7509481
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
e8ba511c45
mc/flash loan for delegate ( #271 )
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* flash loan for delegates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix rust client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +01:00
ccc1d43a55
Port new fields on accounts from program to ts client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
bafaf73745
Mc/ts numbers - cleanup usage of all numbers ( #259 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: move stuff around
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: string representation while printing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: number cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: cleanup creation of I80F48 from BN
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixed from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix from call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 15:07:43 +02:00
c22302a1da
ts client improvement ( #254 )
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* Perps: Support trusted markets
* ts: health on client side
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: change perp lookup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reword error messages, refactor common uses of lookups
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reformat
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: improve typing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: type aliasing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove '| undefined' where not required as return type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: use trusted market flag for perp health
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-09-29 15:51:09 +02:00
b57e50c75b
ts: fix tsc issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: comemnt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
tylersssss
Christian Kamm
microwavedcola1
microwavedcola1