c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
e34f9be60a
Apply loan origination fee only on loans ( #364 )
...
* Apply loan origination fee only on loans
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-06 08:42:16 +01:00
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
44fb1037cf
Mc/serum fees ( #350 )
...
* maker rebate shouldnt be applied to maxQuoteQuantity
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-21 10:21:24 +01:00
f3dac89d3e
Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
071dc34ccc
Client: Rework max_swap function ( #340 )
...
* 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
f31ef4642d
Merge branch 'feature/modify-order'
2022-12-15 11:30:20 +01:00
89c7ab7498
modify serum3 order
2022-12-15 10:40:45 +01:00
309f218c6e
more debugging
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 09:41:03 +01:00
5c1304466b
add account number to toString for debugging
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:50:10 +01:00
f4942fd674
cap max borrow in withdraw to safety constraint ( #335 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 19:41:19 +01:00
b6605bd120
fix perp open order deserializing
2022-12-08 15:53:14 -05:00
fb8eb59355
add back getEquityUi for perp
2022-12-08 14:12:57 -05:00
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
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
ff18ad6ba7
Add client function getCumulativeInterest ( #280 )
...
* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
39ed94aa87
client additions + extra tests + safety ( #281 )
...
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
446b2e8d66
serum util functions
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
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
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
3efebb3ea6
ts: market maker improvements ( #270 )
...
* ts: fix typechecking on scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: market maker round of improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:39:57 +02:00
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
cfd6fd2ca8
remove unnecessary undefined type returns
2022-10-07 13:48:05 -04:00
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
8cdd0233d4
fix merge issues
2022-10-04 15:13:24 -04:00
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
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
a2f4cef940
mc/ts derive and not hardcode size ( #257 )
...
* ts: simplify getOrCreateMangoAccount
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: derive and not hardcode sizes for perp accounts when creating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove todo, not relevant anymore
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 13:33:21 +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
8d86883190
ts: remove debug code
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
92a33a0bf5
return the correct type
2022-09-25 20:27:44 -04:00
b6bcc55fcb
add type guard
2022-09-25 20:26:02 -04:00
fa1a483493
func to load serum open orders accts for get balances
2022-09-23 23:14:12 -04:00
e509a3ae9c
Clarkeni/overall pnl ( #232 )
...
* Add getPNL client function
2022-09-23 11:39:51 -07:00
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
4090cf407e
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
...
* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:28 +02:00
59bb60c405
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
...
* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:08 +02:00
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +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
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
27c42e70e9
reload mango account with slot
2022-09-05 12:31:57 -04:00
c359ce26a7
return new mango account instance from reload
2022-09-02 18:47:09 -04:00
5ff181d01d
Merge branch 'dev'
2022-09-01 09:52:29 +02:00
5f62f15549
mc/i80F48 in-place cleanups ( #203 )
...
* ts: use in place I80F48 wherever applicable
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: dont overwrite I80F48 constants
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:23 +02:00
8296d660d8
return mangoAccount after reloading
2022-08-31 15:33:07 -04:00
5e33c00ec8
Merge branch 'main' into dev
2022-08-31 11:55:54 +02:00
Christian Kamm
microwavedcola1
tjs
microwavedcola1
Adrian Brzeziński
Nicholas Clarke
conj0iner