Commit Graph

2054 Commits

Author SHA1 Message Date
microwavedcola1 6b1ac492dc v0.17.0 2023-07-04 09:27:53 +02:00
microwavedcola1 1ffa65d01b optimise getAllMangoAccounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
Lou-Kamades 6c6504aefa
feat: emit closed_pnl in FillEventLog3 2023-07-03 13:04:33 -05:00
Christian Kamm ae66dbc462 Bump version and idl to v0.17.1 2023-07-03 19:54:21 +02:00
Christian Kamm a9a3c63f91 Changelog for v0.17.1 2023-07-03 19:25:42 +02:00
Christian Kamm cb3a43236d Revert "Pyth oracles: Check that status is "trading" (#607)"
This reverts commit bbf0186398.
2023-07-03 19:16:17 +02:00
Christian Kamm c67360071e Fix tcs test script 2023-07-03 15:23:22 +02:00
Christian Kamm 35064d4ab0
Token conditional swaps (#604)
Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.

This allows limit and stop loss orders on arbitrary spot pairs.

The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
Christian Kamm 34e41b6719
Token bankruptcy: Separate checks (#629)
This makes it easier to debug, since we know what value did not match
the requirements.
2023-07-03 10:25:02 +02:00
microwavedcola1 5ea81fc0d5 v0.16.12 2023-07-03 09:03:08 +02:00
microwavedcola1 c2e48df051 Merge branch 'main' into deploy 2023-07-03 09:02:25 +02:00
microwavedcola1 6f2345edcb v0.16.11 2023-07-03 08:20:50 +02:00
microwavedcola1 eba7b4d15b add perp market filter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 08:20:13 +02:00
Robert Chen 81cc4ffe42
Add v0.17.0 Audit report (#627) 2023-06-29 08:37:59 +02:00
microwavedcola1 f75b086200 v0.16.10 2023-06-28 15:04:05 +02:00
microwavedcola1 acf02e2575 new helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 15:03:32 +02:00
Christian Kamm f84b8014fb Move audits to audits/ folder 2023-06-28 14:55:05 +02:00
microwavedcola1 9a31c587a1 v0.16.9 2023-06-28 09:45:46 +02:00
microwavedcola1 53b608d79d optimize
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:45:15 +02:00
microwavedcola1 aa9851dfd7 Fix imports
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:40:55 +02:00
microwavedcola1 21c2af7317 make pp liq price faster to compute
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
microwavedcola1 86fe602364 cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-27 12:47:01 +02:00
microwavedcola1 fb414ad591 v0.16.7 2023-06-27 12:35:08 +02:00
microwavedcola1 06ade9ec04 bump
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:52:33 +02:00
microwavedcola1 5674076b8e fix merge
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:47:32 +02:00
microwavedcola1 0e180ed380
Mc/perp liq price 2 (#625)
* perp position liquidation price calculator

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

* refactor

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

* ui method

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:45:52 +02:00
microwavedcola1 18e39bc197 dont quote rndr
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 20:06:04 +02:00
microwavedcola1 66ccd962bc
mc/break even price ts client: account for unsettled funding (#617)
* v0.16.3

* ts: break even price, account for unsettled funding

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

* script

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 14:32:04 +02:00
microwavedcola1 e8a5b543af add logs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 20:02:33 +02:00
microwavedcola1 87bb290010 widen
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 19:37:08 +02:00
microwavedcola1 f5955dc7cf quote small rndr
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 19:36:49 +02:00
Christian Kamm 925e34981f
CI: workaround yarn install issue (#622) 2023-06-22 10:06:22 +02:00
microwavedcola1 d9792bc007 v0.16.5 2023-06-22 08:42:25 +02:00
microwavedcola1 b84b135dae add realized pnl helpers, reorder methods
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 08:40:06 +02:00
Adrian Brzeziński f108ef4e4b
lisitng helpers (#616)
* lisitng helpers

* fix

* fix

* fix

* fix

* fix
2023-06-22 08:34:27 +02:00
Christian Kamm 7eedcbae0d
Serum3 edit market: Allow changing the name (#621) 2023-06-21 15:38:27 +02:00
Christian Kamm a77515acbf
Improve listing with invalid oracles (#620)
* Stable Price: Reset on first price != 0

This helps when listing tokens or perp markets with an upcoming
oracle. Currently the stable price would be 0 and would need to be
manually reset by DAO proposal.

With this change, the first non-zero value will be used as the starting
point for the stable price instead.

* Listing instructions: Succeed even if oracle is invalid

But require the stable price to reset once it becomes valid.
2023-06-21 15:25:24 +02:00
microwavedcola1 1804412574 v0.16.4 2023-06-21 08:50:39 +02:00
microwavedcola1 09ee476ecf Fix risk computation for stable pairs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-21 08:45:27 +02:00
microwavedcola1 c38d2ec225
add disclaimer to bots (#610)
* Update README.md

* Update README.md

* Update README.md

* link to license

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-20 19:33:08 +02:00
Christian Kamm eeef6711ab Update test_serum_loan_origination_fees test
Now that it always uses the v2 settle, fee buyback potential does
accumulate.
2023-06-19 14:48:08 +02:00
microwavedcola1 6b2e9bbf12
deploy->dev (#612)
* expose perp order type on perp order

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

* v0.9.17

* Fix funding rate method

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

* Fix scrript

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

* v0.9.18

* ts-client v0.9.19

* fix script

* update reduce only and force close flags in ts client

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

* v0.13.1

* expose underlying property

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

* v0.13.2

* Fix bug in closing mango account (#559)

* reafactor code for collecting health accounts, fix bug where bank oracle was skipped while closing account

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>

* Fixes from review

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

---------

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

* v0.13.3

* fix client code for building health accounts

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

* v0.13.4

* Fix bug in sim max serum3 bid

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

* v0.13.5

* increase charge

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

* ts-client v0.14.0

* Fix getBorrowRate() to include loan upkeep

* ts-client v0.14.1

* Client: Move jup's CU ix outside of flash loan

That makes a flash loan based jup swap usable with delegates.

* liquidator: Don't attempt to close in-use token positions

This could happen if the user manually used serum on the liquidator
account.

* Mc/ci cd (#570)

* prettier

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

* Fix branch

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

---------

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

* rename

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

* Increase iterations for max swap to fix some edge case, fix debug script since fees are already accounted for

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

* v0.14.2

* Risk notification bot (#565)

* risk stuff

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>

* cleanup

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

* client function

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

---------

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

* fix

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

* v0.15.0

* fix risk computati

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

* Fixes from review

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

* v0.15.2

* Fix units

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

* dont drop or rally stable assets

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

* dont skip usdc

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

* Fixes from review

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

* v0.15.3

* Fix

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

* v0.15.4

* update

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

* v0.15.5

* update

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

* v0.15.6

* add highlight

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

* v0.15.7

* Fix math

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

* Fix

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

* v0.15.10

* Fix

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

* v0.15.12

* no-cors

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

* use birdeye for prices

* try to override bad node-fetch code

* Mc/client simple setup (#611)

* make setting up of ts client easier

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

* docs

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

---------

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

* ts client: perp place order ix builders with self trade behavior (#609)

* ix builders for self trade behavior on perps

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

* ix builders for self trade behavior on perps

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

---------

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

* v0.16.0

* typo

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

* typo

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

* move to new ixs

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

* v0.16.1

* Revert "try to override bad node-fetch code"

This reverts commit 468754d5ae.

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: tjs <tjshipe@gmail.com>
2023-06-19 14:24:06 +02:00
microwavedcola1 80760566f1 v0.16.3 2023-06-19 10:14:28 +02:00
microwavedcola1 dff07c2028 Fix fetch used
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-19 09:31:18 +02:00
microwavedcola1 01dbae9f0a update mm list
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-18 10:13:10 +02:00
microwavedcola1 a58eec01c7 v0.16.2 2023-06-18 10:10:47 +02:00
microwavedcola1 73671897b9 fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-18 10:08:12 +02:00
microwavedcola1 2e438e0d5e Revert "try to override bad node-fetch code"
This reverts commit 468754d5ae.
2023-06-18 09:59:49 +02:00
Christian Kamm f3f8359fd1 Fix open_interest doc comment 2023-06-16 16:11:25 +02:00
microwavedcola1 b4935fc718 update anchor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 16:09:16 +02:00