4c9f99832f
Update package.json build steps and move js scripts out of src folder ( #470 )
...
* extracts scripts from source; update tsc build configs and packages
* publish latest
* remove type module
2023-02-22 08:36:59 +01:00
f41f2ab337
Ts/client fixes ( #471 )
...
* fix bug with marking perp orders as expired
* support passing in perp books to find mango account orders
* support force reloading of acct perp open orders
* make perp market _bids and _asks public
* dont fetch open order accts if no serum3active
2023-02-22 08:07:06 +01:00
a87705fa37
fix fillevent type in client ( #460 )
2023-02-16 10:55:12 +01:00
023d2f96cb
Settle pnl: Don't avoid settlement on being_liquidated accounts
...
The action doesn't decrease health and is already limited by
perp-settle-health, so it's fine to allow. (the instruction already
allows it, this fix is just for finding counterparties)
2023-02-15 15:11:58 +01:00
184cf82e22
update settle limit before returning settleable pnl ( #445 )
...
* update settle limit before returning settleable pnl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "update settle limit before returning settleable pnl"
This reverts commit 29e38a85ef
2023-02-09 13:31:56 +01:00
a91a9ae998
Perp: Fix liq instructions ( #424 )
...
- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
...
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
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
...
* fix bug where serum oo where not loaded
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>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-19 11:31:54 +01:00
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
...
* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
...
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 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
3ab8c6072a
add reduce only field on ts classes
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:14:05 +01:00
5def04f6ee
add price band helper ( #349 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 19:19:18 +01:00
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
d0c85f14e6
make mm work with mango-perp, deposit some funds into shared wallet mango account, fixed some ts perp issues
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 20:23:30 +01:00
57e4510b08
Remove mango-macro
2022-12-08 20:48:44 +01:00
cfc121cf1c
Merge branch 'main' into dev
2022-12-08 14:00:28 -05:00
4fc2b42f99
add back function to parse perp fill events
2022-12-08 14:00:12 -05:00
450007d34b
Perp: Drop client order id from LeafNodes ( #323 )
...
This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
c2a0c8c920
fix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:26:12 +01:00
d8d0d8e07c
Merge branch 'dev'
2022-12-08 16:05:51 +01:00
7d9c3616af
ts client changes ( #320 )
...
* 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
947d9b2b60
Split into perp bids and perp asks ( #322 )
...
Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
660a733a95
divide by quote decimals to get funding rate
2022-12-06 16:41:42 -05:00
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
dde9ca69e8
sync fields
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
fa09c557a1
ts client sync with program ( #311 )
...
mostly health related code
2022-12-02 15:48:43 +01:00
44d0170ea9
mc/settle pnl ts client ( #292 )
...
* oracle peg client support
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>
* perp pnl settle, candidate finder, and example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 20:36:13 +01:00
d3661bac7b
mc/oracle peg ts client ( #290 )
...
* oracle peg client support
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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
256b948207
parse fill events
2022-11-20 23:50:08 -05:00
80809c6404
default seq num for load fills
2022-11-20 22:27:29 -05:00
ccc1d43a55
Port new fields on accounts from program to ts client
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
4b6a2973ab
add perp market index to perp order
2022-10-31 17:39:03 +00:00
2efbc41755
getters for perp order
2022-10-31 17:07:58 +00:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
286563b0ef
add minordersize and ticksize to perpmarket
2022-10-10 18:59:44 -04:00
f0ae79b0f7
Refactor TS client anchor tests
2022-10-08 17:48:13 +07:00
8e919bb741
ts: perp improvements ( #263 )
...
* ts: perp improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 13:52:04 +02:00
bafaf73745
Mc/ts numbers - cleanup usage of all numbers ( #259 )
...
* 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 )
...
* 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
15d3a0cdfa
ts client: fix reading perp event queue
2022-09-28 10:48:41 +02:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
...
* 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
96218fb7ba
Update IDL and merge issue fixups
2022-09-21 10:19:23 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
...
Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
f96b9ded0d
ts: fix event queue rawevents
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 19:50:21 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
...
* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
1cab5f92fb
match spec of incoming types to accounts on chain, and also the order
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 10:41:54 +02:00
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
d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations ( #94 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
tylersssss
Christian Kamm
microwavedcola1
riordanp
microwavedcola1
Conj0iner
conj0iner