5f038b8f62
wip: Mc/update risk params ( #729 )
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* 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
e16a586034
ts: cleanup tcs create parameter naming ( #730 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:53:17 +02:00
6712bfa4a8
ts: rename params to indicate that they are in native
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-26 14:18:15 +02:00
bbc836f10e
update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 16:08:15 +02:00
5ee00a6639
Mc/tcs p95 ( #708 )
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* 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
f3431917b8
ts: if more ixs then more cu ( #728 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-21 08:02:23 +02:00
cc114d702a
ts: higher min. cu limit for each tx ( #727 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 15:41:05 +02:00
549c4704d1
ts: helpers for withdrawing tokens from bad oracles ( #726 )
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* 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
0aa2f6f631
Mc/update cu budget for perp settle pnl ( #724 )
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* ts: bump perp settle pnl cu budget
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 07:08:23 +02:00
d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch ( #719 )
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* 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
2023-09-16 11:04:38 +02:00
d128f85ddf
ts: update debug script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-11 14:12:47 +02:00
885427e777
Mc/keeper ( #714 )
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* 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
b2c187dd92
ts: fix getTimeToNextBorrowLimitWindowStartsTs ( #710 )
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* 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
11fbc25df7
ts: fix tcs order price limits
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:45:51 +02:00
68b345f053
script: log all
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 13:00:42 +02:00
cda47a18d1
v0.19.25
2023-09-08 12:15:50 +02:00
5bf737847f
ts: tcs fix price display input to tx
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 12:07:51 +02:00
3fda20e3da
v0.19.22
2023-09-08 12:05:01 +02:00
b46e275a2c
Mc/tcs improvements ( #706 )
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* ts: additional tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "Fixes from review"
This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:49:38 +02:00
b48a937617
ts: add error when no free token position is found ( #707 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:28:34 +02:00
97d3ec01c1
scripts: fix mainnet-no-margin-group post-merge
2023-09-07 13:07:55 +02:00
d60bea7436
Merge remote-tracking branch 'origin/main' into deploy
2023-09-07 12:59:50 +02:00
56eb48904a
Merge tag 'program-v0.19.0'
2023-09-07 10:46:37 +02:00
1861d127bc
only remove active filter from Ids on perp markets
2023-09-06 14:11:25 -04:00
f2eb37b598
ids should return all subitems for a group regardless of active state
2023-09-06 13:51:40 -04:00
b42a35cdb9
sb logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-05 15:56:04 +02:00
c7c362292c
Support reloading reloadSerum3ExternalMarkets from Ids class
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remove console logs
2023-09-05 09:35:17 -04:00
3715a9a7f2
Update Ids class so the array filters in the getters work
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Also add placeholder values in ids.json so types work; Deprecate ids.json
2023-09-04 21:04:42 -04:00
79ea2bc7df
preprended instruction change ( #703 )
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* fix
* fix
2023-09-04 18:06:37 +02:00
0a2bf3abd5
ts: example script no margin group ( #697 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-04 17:11:04 +02:00
d9f756b346
additional functions mechanizm ( #700 )
2023-08-31 14:36:04 +02:00
e37f1ed996
update idl
2023-08-30 10:59:14 +02:00
e730bcd146
ts: perpCancelOrderByClientOrderIdIx
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-30 07:21:03 +02:00
2d392c8fff
FlashLoan: fee fixes ( #693 )
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- Rename the new "swap fee" to "deposit fee" and let it apply to all
deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)
Result of audit feedback
(cherry picked from commit 1d6ce550f3
2023-08-29 10:03:53 +02:00
0ee9af749f
ts: getInstantaneousFundingRatePerSecond
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:56:14 +02:00
6871ca2ad4
ts: use average slippage for computing tcs premium
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:33:34 +02:00
e767990c64
ts: fix bug in perp close all lot computation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 08:44:13 +02:00
ea02670003
ts: drop the premium calculators chunk size for tcs swap, we were overestimating slippage before
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-25 15:29:30 +02:00
f63163d737
Account limits: Prefer 4 perp + 4 serum ( #689 )
2023-08-21 16:26:49 +02:00
a151ebcf11
Account size: restict more, but only increases ( #688 )
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* Account size: Don't fail on unrelated resize
If the account was previously resized to larger than is allowed now,
don't fail unrelated resizes.
* Further reduce account size limits
Out of caution and future-proofing. Can always raise again.
Perp settle pnl needs 6 accounts plus 2 health account lists that could
be nearly fully disjoint.
2023-08-21 14:34:52 +02:00
447e7cb151
ts: update tcs helpers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:30:12 +02:00
34a875d968
Restrict account growth ( #686 )
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Because of the 64-accounts-per-tx limit. Making a single account use
more than half of these could be problematic.
2023-08-19 08:20:40 +02:00
3480b62945
Changelog and version bump for program v0.19.0 ( #683 )
2023-08-18 15:38:28 +02:00
a244c27df6
Add account_create_v2 instruction ( #680 )
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This one allows specifying the number of tcs slots. That way accounts
can be created without needing a separate extend instruction afterwards.
2023-08-18 15:36:36 +02:00
072cd766ca
liquidator: parallel tcs execution ( #679 )
2023-08-18 15:36:02 +02:00
0c26977ec9
Merge pull request #677 from blockworks-foundation/ckamm/tcs-net-borrow
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Tcs and liquidator and net borrow limits
2023-08-18 15:35:16 +02:00
2460afce85
Merge pull request #662 from blockworks-foundation/lou/estimate-priority-fees
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Add estimatePrioritizationFee to the ts client
2023-08-16 15:42:55 -05:00
27097faa2f
listing fixes ( #678 )
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* remove listing tools
* adjust stalness slots in trustless instruction
2023-08-15 13:33:48 +02:00
ad47e9f2e9
tcs liq test: Add net borrow limit test
2023-08-14 16:15:57 +02:00
1dd934f8ad
ts: fix stub oracle reading
2023-08-14 15:15:56 +02:00
microwavedcola1
microwavedcola1
Christian Kamm
tjs
Adrian Brzeziński
Lou-Kamades