Christian Kamm
b66dc7ae80
IDL: Fix missing OrderTreeRoot
2022-12-08 11:22:37 +01:00
microwavedcola1
fa815f1c75
switch to new vanity address
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +01:00
microwavedcola1
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
Christian Kamm
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
Christian Kamm
c44dc045cf
Perp: Merge ordertrees for fixed and oracle_pegged ( #321 )
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By sharing the nodes list we're much less likely to grossly
over-allocate space.
2022-12-07 20:54:18 +01:00
Christian Kamm
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
Christian Kamm
375b2b3fb3
Use bytemuck::Pod derives to check for accidental padding ( #317 )
2022-12-06 09:25:43 +01:00
Christian Kamm
e0c403dcb9
Client: consider borrow limits in max-swap ( #316 )
2022-12-06 09:25:24 +01:00
Christian Kamm
a5a015e19f
LeafNode: tif field u8 -> u16
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Allows for longer TIF durations
2022-12-05 15:28:13 +01:00
Christian Kamm
cbaa0098d6
LeafNode: tag field is u8 instead of u32
2022-12-05 15:28:13 +01:00
microwavedcola1
25312bc398
struct layout reorg + reserved pass ( #315 )
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* reorder structs + review reserved space + split const assets into individual fields for correct checking
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>
2022-12-05 15:23:20 +01:00
microwavedcola1
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
Christian Kamm
9bfa574ee6
Doc: note about final health slope in max_swap_source
2022-12-02 14:08:13 +01:00
Christian Kamm
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
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* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
Christian Kamm
cf34a5b4b7
Health: Add soft deposit and borrow limits
2022-12-02 08:20:22 +01:00
Christian Kamm
512eef96ea
Perp pegged orders: Add stub max oracle staleness arg
2022-12-02 08:19:51 +01:00
Christian Kamm
9757f7a509
Fix perp liq computation; doc liq fee in token liq
2022-12-02 08:19:29 +01:00
Christian Kamm
524fe110e3
Health client: Fix max perp trade ( #309 )
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Previously we didn't take the health cap for untrusted perp markets into
account correctly.
2022-12-01 11:26:01 +01:00
Christian Kamm
7bbf045823
Separate health code into multiple files
2022-11-30 13:21:32 +01:00
microwavedcola1
d64d9285f4
limit settleable pnl ( #295 )
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Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
Christian Kamm
f6d189ce29
Test fixes
2022-11-28 11:31:51 +01:00
microwavedcola1
1732a5aff4
net borrow limits ( #301 )
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* net borrow limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
Christian Kamm
502f0767a8
Adjust avg entry price / break even price computation ( #304 )
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- Don't return result as I80F48, f64 is more honest
- Allow access to avg entry price per base lot without division
- Reset break even price when position changes sign
- Fix occasionally-failing fast division test
- Fix sign of break even price -- it can now be negative if the
position has broken even.
2022-11-25 09:59:52 +01:00
Christian Kamm
f236a0521a
Fast I80F48 division with reduced precision ( #300 )
2022-11-24 11:59:00 +01:00
Christian Kamm
c276353289
Implement a stable_price on banks and perp markets ( #303 )
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It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.
The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
Christian Kamm
65362cb4de
AccountRetriever review fixes
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Done-with: conj0iner
2022-11-21 20:34:23 +01:00
microwavedcola1
d3661bac7b
mc/oracle peg ts client ( #290 )
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* 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
Christian Kamm
6ea7eddcb3
Compute health based on two prices ( #298 )
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Now the oracle price and a "safe" price go into the health computation and
init health uses the min of both for assets and the max for liabs.
This has far-reaching consequences for how serum and perp health need to
be computed because many intermediate values depend on the prices, which
now differ for init and maint health computations.
The biggest change is that the serum3 reservation totals need to be done
for each health call from scratch.
This PR increases the health CU host per serum3 market and perp market
significantly, check the test_health_compute tests.
2022-11-21 15:01:10 +01:00
microwavedcola1
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
.
2022-11-20 15:31:16 +01:00
conj0iner
39ed94aa87
client additions + extra tests + safety ( #281 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-18 08:58:56 +01:00
Christian Kamm
3ccfa3241f
Perp: Remove misleading LeafNode::price()
2022-11-16 15:53:07 +01:00
riordanp
5d780a86dc
Upgrade to Solana 1.10.35 ( #291 )
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* 1.10.35 upgrade & compatibility
* Patch Anchor
* Fix test compile
* Serum program update
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-16 10:50:40 +00:00
Christian Kamm
1026b2bb85
benchmark improvements
2022-11-16 11:14:46 +01:00
Christian Kamm
2ee152f7ea
Oracle staleness: Check when accessing oracle price
2022-11-12 12:12:45 +01:00
Christian Kamm
58f7ff2e0e
Add staleness param to OracleConfig
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Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
Christian Kamm
f5e47c47bd
Clarification of price_data for pegged orders
2022-11-11 08:18:53 +01:00
Christian Kamm
b6361bad37
PerpUpdateFunding: update automatically on PerpPlaceOrder ( #287 )
2022-11-10 14:41:20 +01:00
Christian Kamm
efec1eb906
Test fixes
2022-11-09 10:51:03 +01:00
microwavedcola1
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
microwavedcola1
e47e17d79f
reduce only flag for perp place order ( #286 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +01:00
microwavedcola1
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
Christian Kamm
5731ce8faa
Perp oracle peg feature ( #264 )
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This introduces the ability to use oracle peg orders on perp markets.
This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
microwavedcola1
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
microwavedcola1
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
Nicholas Clarke
96344d7de1
Clarkeni/perp logging ( #265 )
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* Perp instruction logging
* Onchain funding calculation
* perp_spot_transfers field on perp positions
* Logging on register token, perp market
* Additional fields on update token index logging
* maker and taker volume fields on perp position
2022-10-07 12:12:55 -07:00
Christian Kamm
f2cc869795
Perps: Prepare for settlement token != oracle token
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Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
microwavedcola1
5b549fb59f
program: fix bug where expansion would not move positions whose size remained same ( #262 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-03 13:06:04 +02:00
Christian Kamm
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
microwavedcola1
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* program: fix error size
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
Christian Kamm
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00