Commit Graph

2439 Commits

Author SHA1 Message Date
Nicholas Clarke 81f4929648
Add getCumulativeFunding to client. (#602)
* Add getCumulativeFunding to client.
2023-10-09 01:27:44 -07:00
Christian Kamm 817bf9bbc6
Tcs: linear and premium auctions (#717) 2023-10-07 21:27:19 +02:00
Christian Kamm 81fd7951dd
FlashLoanSwapBegin: small tx-size FlashLoanBegin for swaps (#744) 2023-10-06 16:18:59 +02:00
Christian Kamm da07dae78a Minor changelog additions 2023-10-06 13:50:39 +02:00
Christian Kamm ee9ce8746d ci: verifiable build job needs anchor >v0.28.0
due to workspace inheritance fixes
2023-10-06 13:46:58 +02:00
Christian Kamm 256edd230e ci: update verifiable build job 2023-10-06 12:06:53 +02:00
Steve 6020c2aa0c
fix build-sbf by using "+solana" toolchain (#743) 2023-10-06 12:01:17 +02:00
microwavedcola1 e0b4bd1236
ts: upgrade anchor (#735)
* ts: upgrade anchor

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-06 10:05:56 +02:00
microwavedcola1 5f038b8f62
wip: Mc/update risk params (#729)
* v0.19.33

* ts: script to update risk params

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

* create proposals helpers

* fix

* Update env params

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

* Update

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

* Update

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

* simulate before run

* fix presets

* fix

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-05 12:13:53 +02:00
Christian Kamm fd997e2e2c Cargo: Remove explicit workspace-inheritance feature use
solana-release cargo version was updated
2023-10-05 11:05:12 +02:00
Christian Kamm 32e08af598 Idl update 2023-10-05 11:04:20 +02:00
Steve f625284593
Update to solana 1.16.14 and anchor 0.28.0 (#718)
- Change fixed to be a git dependency (no more submodules!)
- Upgrade fixed to a version compatible with borsh 0.10
- Upgrade openbook-v2 dependency (for anchor compat)
- Move services from mango-feeds repo into bin/
- Update mango-feeds-connector

Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-10-05 10:56:45 +02:00
Christian Kamm 2ad6ec4166
Add script to fetch an account's transactions (#740) 2023-10-04 09:19:30 +02:00
Christian Kamm 1afcff5dc2
Changelog and version bump for v0.20.0 (#739) 2023-10-04 09:18:57 +02:00
microwavedcola1 2df4df048c
program: be more relaxed with max rate (#734)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-03 21:13:50 +02:00
Christian Kamm ea7fae4687 Changelog, version bump for program v0.19.1 2023-10-02 19:54:09 +02:00
Christian Kamm 1d241de75a
FlashLoan: Allow jup v6 for delegates (#737) 2023-10-02 19:40:43 +02:00
microwavedcola1 39ed3a3fb5
program: if position is not negative then continue ahead with withdrawal, also deactivate if position is 0 (#736)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-02 09:11:44 +02:00
Christian Kamm 1db3d21529
Make getBorrowRateWithoutUpkeepRate() work in more cases (#731)
In particular when util0 == 0
2023-09-27 12:57:06 +02:00
Christian Kamm eca4550fa2
Client: fix issue when no serum program is registered (#732)
The serum StreamMap exiting aborts the whole streaming job.
2023-09-27 12:56:52 +02:00
microwavedcola1 e16a586034
ts: cleanup tcs create parameter naming (#730)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:53:17 +02:00
microwavedcola1 6712bfa4a8 ts: rename params to indicate that they are in native
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:18:15 +02:00
microwavedcola1 d212e3bf0a
Mc/settler cu limit (#725)
* v0.19.30

* settler: extend cu limit to 250k for perp pnl settling

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

* TransactionBuilder: add cu limit/price based on config

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-25 14:13:29 +02:00
microwavedcola1 bbc836f10e update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 16:08:15 +02:00
microwavedcola1 5ee00a6639
Mc/tcs p95 (#708)
* use more fine grain price impact

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

* ts: for computing tcs premium use more fine grain price impact

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 15:56:55 +02:00
microwavedcola1 f3431917b8
ts: if more ixs then more cu (#728)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-21 08:02:23 +02:00
microwavedcola1 f44b356826 v0.19.32 2023-09-20 15:42:35 +02:00
microwavedcola1 cc114d702a
ts: higher min. cu limit for each tx (#727)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 15:41:05 +02:00
microwavedcola1 c763d1949a v0.19.31 2023-09-20 10:51:39 +02:00
microwavedcola1 549c4704d1
ts: helpers for withdrawing tokens from bad oracles (#726)
* ts: helpers for withdrawing tokens from bad oracles

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>

* Fixes from review

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

* rename

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

* rename

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

* Fix usage of field

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 10:48:11 +02:00
microwavedcola1 0aa2f6f631
Mc/update cu budget for perp settle pnl (#724)
* ts: bump perp settle pnl cu budget

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 07:08:23 +02:00
Christian Kamm ac38ccc687
Drop HealthCache from idl, disable ComputeAccountData ix (#723)
It's used for tests, we don't want people depending on it.
2023-09-19 10:01:44 +02:00
Christian Kamm bf8d6cb37d Jupiter: Ensure source account is initialized (#721)
(cherry picked from commit 9b224eae1b)
2023-09-19 09:58:45 +02:00
Christian Kamm 6bf1f0aef8 client/liquidator: jupiter v6 (#684)
Add rust client functions for v6 API that are usuable in parallel to the v4 ones.

(cherry picked from commit 0f10cb4d92)
2023-09-19 09:58:31 +02:00
Christian Kamm 2c4009eab1
Token deposit: Require valid oracle for new token positions (#722)
This avoids making an account accidentally or intentionally unusable
(except for deposits/withdraws) by depositing a token with a stale
oracle.
2023-09-19 09:08:32 +02:00
Christian Kamm 45db911d21 Jupiter: ensure source account is initialized
Backport of 9b224eae1b / #721
2023-09-18 09:27:55 +02:00
Christian Kamm a97ec62e1b Rust client: Use alts for every transaction (#720)
(cherry picked from commit 40ad0b7b66)
2023-09-18 09:23:49 +02:00
Christian Kamm 9b224eae1b
Jupiter: Ensure source account is initialized (#721) 2023-09-18 09:21:46 +02:00
Christian Kamm 40ad0b7b66
Rust client: Use alts for every transaction (#720) 2023-09-18 09:21:30 +02:00
microwavedcola1 d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)
* Serum3 open orders: Fix health overestimation (#716)

When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.

(cherry picked from commit 2adc0339dc)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-16 11:04:38 +02:00
Christian Kamm 2adc0339dc
Serum3 open orders: Fix health overestimation (#716)
When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.
2023-09-13 09:35:10 +02:00
microwavedcola1 d128f85ddf ts: update debug script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-11 14:12:47 +02:00
microwavedcola1 e9170f2a52 v0.19.29 2023-09-11 13:38:36 +02:00
microwavedcola1 885427e777
Mc/keeper (#714)
* v0.19.28

* ts: tokenWithdrawAllDepositForMint

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

* Fix

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

* Fix

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

* rust: dont include tokens with errors in crank

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

* Fixes from review

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

* review fixes

* 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>
2023-09-11 13:37:11 +02:00
microwavedcola1 b2c187dd92
ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710)
* ts: fix getTimeToNextBorrowLimitWindowStartsTs

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-10 10:08:17 +02:00
Christian Kamm 7b8a92dcea
Idl compatibility check: Also cover ix args and field renames (#709) 2023-09-08 21:13:30 +02:00
microwavedcola1 e0716d0b6e v0.19.27 2023-09-08 13:47:19 +02:00
microwavedcola1 11fbc25df7 ts: fix tcs order price limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:45:51 +02:00
microwavedcola1 68b345f053 script: log all
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:00:42 +02:00
microwavedcola1 cda47a18d1 v0.19.25 2023-09-08 12:15:50 +02:00