Commit Graph

30 Commits

Author SHA1 Message Date
microwavedcola1 ef2df16f83 cleanup tcs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:32:50 +02:00
microwavedcola1 5008d3253c Fixes for tcs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:13:01 +02:00
microwavedcola1 c24e77d3a4
wip: extend tcs helpers (#649)
* extend tcs helpers

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

* comment

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

* add slippage helper

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 08:26:34 +02:00
Christian Kamm fef5fd97da Merge remote-tracking branch 'origin/release/program-v0.18' into deploy 2023-07-17 16:28:59 +02:00
microwavedcola1 08188f3cf2 updarte
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 11:20:21 +02:00
microwavedcola1 7e4ec9e14f Merge branch 'deploy-2' into dev 2023-07-04 11:05:39 +02:00
microwavedcola1 baab384055 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 10:55:59 +02:00
microwavedcola1 580a565705 token-delegate-example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 10:55:14 +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
microwavedcola1 c2e48df051 Merge branch 'main' into deploy 2023-07-03 09:02:25 +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 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 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 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 e3300138a7
Fix ts client margin trade method to also work for delegates (#615)
* margin trade for delegate support

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

* Fixes from review

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

* example

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* update

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 16:07:09 +02:00
Christian Kamm 5fc7aa1092
Configurable perp settle token (#550)
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC. 

There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.

For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.

The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
microwavedcola1 79f6b7ae59 fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 11:57:17 +02:00
microwavedcola1 8255d53a09 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>
2023-05-13 11:55:24 +02:00
microwavedcola1 08dfb0ddba
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>
2023-05-13 11:55:08 +02:00
microwavedcola1 f7e6d6469f 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>
2023-05-10 11:19:03 +02:00
microwavedcola1 13ac422875 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>
2023-05-10 11:18:46 +02:00
microwavedcola1 2305a160d0
Various force close bots (#554)
* wip: force close perp positions

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

* wip: force close cancel serum3 orders

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

* wip: force close token borrows

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>

* 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>
2023-04-25 08:12:42 +02:00
microwavedcola1 29002e7197
Spot based token rebalancer (#541)
* script to relabance account to usdc

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

* update procfile

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

* Fix script

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

* Fixes from review

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

* add prio fees

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

* reset

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>

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 18:15:39 +02:00
microwavedcola1 2f1839cb98
Ts keeper (backup for rust keeper) (#546)
* keeper

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

* update

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* format

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* update defaults

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

* Fix script

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 17:42:13 +02:00
microwavedcola1 227aadfc22
merge ts-client to dev (#538)
* 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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:19:47 +02:00
Riordan Panayides 9a289a6e8c v0.9.16 2023-04-07 15:25:05 +01:00
Riordan Panayides b49e41a2eb Fix paths in archived scripts 2023-04-07 14:04:32 +01:00
microwavedcola1 9a77f8d64d reorg
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 08:36:54 +02:00