Christian Kamm
75ec640820
liqtest: script fixes
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- perp market should have zero asset weight to allow positive pnl
takeover tests
- stable price should be reset, to allow better reasoning about health
2023-02-03 17:23:25 +01:00
Christian Kamm
cbd3d915ba
liqtest: Confirm ALT tx before proceeding
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Not waiting can leave the alt-create and alt-extend in the same slot,
and ordered incorrectly.
2023-02-03 17:23:25 +01:00
Christian Kamm
3b9e8c7d2b
ts: Add new convenience sendAndConfirmTx function
2023-02-03 17:23:25 +01:00
Christian Kamm
6c8204e9ef
ts: Allow control over tx confirmation commitment level
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When talking to a load balanced endpoint it can be useful to read data
from rpc nodes at processed while waiting for confirmed commitment
on transactions.
2023-02-03 17:23:25 +01:00
Christian Kamm
38d408126e
client: Increase binary search iter limit
2023-02-03 17:23:25 +01:00
microwavedcola1
0ba7ecd506
Fix health region ix code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-02 19:02:30 +01:00
microwavedcola1
a6a07307b0
fix mm
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-02 18:58:08 +01:00
Christian Kamm
d9a253947c
ts: add back tokenWithdrawNative() ( #434 )
2023-02-02 15:08:57 +01:00
Christian Kamm
628feafcb0
ts: Use sendAndConfirmTransaction instead of anchor's .rpc() ( #432 )
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This allows us to configure a prioritization fee for these calls.
2023-02-02 14:23:22 +01:00
Christian Kamm
40696f40a1
Bump program version to 0.6.0
2023-02-02 10:54:54 +01:00
Nicholas Clarke
4c93a2740a
Add market index to Serum3OpenOrdersBalanceLog ( #429 )
2023-02-02 10:01:19 +01:00
Christian Kamm
df1f7418af
update idl
2023-02-02 09:17:22 +01:00
Christian Kamm
a91a9ae998
Perp: Fix liq instructions ( #424 )
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- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
Christian Kamm
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
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Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
microwavedcola1
66ac32fd4e
Fix script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-01 13:41:19 +01:00
microwavedcola1
a11cbdba21
mm: improve logging ( #408 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-01 09:58:19 +01:00
microwavedcola1
9039e2c586
try exporting explicitly
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-30 14:55:25 +01:00
microwavedcola1
3ad0b39926
add export
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-30 14:37:01 +01:00
microwavedcola1
3d062e8edd
update idl
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-27 18:44:22 +01:00
microwavedcola1
0012907ee3
Mc/ix toggler ( #419 )
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* add gating to individual ixs
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>
2023-01-26 20:27:39 +01:00
microwavedcola1
0192728efc
return order id from a perp place order ix ( #417 )
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* return order id from a perp place order ix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:03:35 +01:00
microwavedcola1
8f8f87727d
update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:00:38 +01:00
microwavedcola1
482f43d9ed
update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 18:05:37 +01:00
microwavedcola1
7ed6e03f34
update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:58:23 +01:00
microwavedcola1
0b3a69631c
update script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:52:21 +01:00
microwavedcola1
64b0dd5fdb
Fix env var
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:43 +01:00
microwavedcola1
1e046685a9
small fix + helper method
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:22 +01:00
Christian Kamm
1224fa4297
Bump program version to v0.5.0
2023-01-24 10:24:50 +01:00
microwavedcola1
629eaafaf3
add alternative mngo oracle
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 07:20:38 +01:00
microwavedcola1
51e3a671e3
make public
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 17:31:50 +01:00
microwavedcola1
80f4bd8048
security admin can bring markets to reduce only ( #394 )
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* security admin can bring markets to reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review; security admin can only turn on reduce only, security admin can only reduce init asset weight
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* --wip-- [skip ci]
* 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>
2023-01-23 15:02:48 +01:00
microwavedcola1
64dda20cb5
group level token deposit limit ( #415 )
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* group level token deposit limit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
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>
2023-01-23 14:58:03 +01:00
microwavedcola1
f0c797a2e4
zero out perp position and orders for a broken market ( #413 )
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* zero out perp position and orders for a broken market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:50:20 +01:00
microwavedcola1
c30fa1dbb3
client support for security admin ( #414 )
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* client support for security admin
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:02:36 +01:00
microwavedcola1
308bc307fe
update idl
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:12:51 +01:00
microwavedcola1
469ace8265
Fix call
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:10:34 +01:00
microwavedcola1
5e934760c1
debug perp: observe that base positions cancel each other out, and un… ( #397 )
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* debug perp: observe that base positions cancel each other out, and unsettled pnl also cancels each out
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont log account level details
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 12:43:25 +01:00
microwavedcola1
265f6a1a48
add helper method: settleTokenNativeToUi ( #405 )
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* add helper method: settleTokenNativeToUi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "add helper method: settleTokenNativeToUi"
This reverts commit 43b19b3056
.
* we can assume that quote is always in usd
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 11:35:43 +01:00
microwavedcola1
bb35aa66dc
ensure that freshly fetched objects have valid prices until we fetch … ( #409 )
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* ensure that freshly fetched objects have valid prices until we fetch oracles again
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 14:52:43 +01:00
microwavedcola1
8bf6210991
better debug logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 09:15:03 +01:00
microwavedcola1
3fd8d7f615
add sim health calls to debug script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 08:29:36 +01:00
microwavedcola1
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
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* fix bug where serum oo where not loaded
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>
2023-01-19 11:31:54 +01:00
tylersssss
8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies ( #402 )
2023-01-19 10:52:49 +01:00
Christian Kamm
1a3d0da34a
Perp market edit: Separate out stable price resetting, like for tokens
2023-01-19 09:33:27 +01:00
microwavedcola1
fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
riordanp
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
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* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
Christian Kamm
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
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This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
Adrian Brzeziński
6206bbb953
Merge pull request #389 from blockworks-foundation/feature/close-mango-account
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Feature/close mango account
2023-01-17 12:46:42 +01:00
Christian Kamm
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
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This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.
This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
Christian Kamm
da1dfb2c3c
Add a liquidation test case for negative pnl ( #388 )
2023-01-16 12:30:34 +01:00