Commit Graph

159 Commits

Author SHA1 Message Date
Christian Kamm 777c1a7804
Rename bank fields, make weight scale limits editable (#319) 2022-12-06 09:34:02 +01:00
microwavedcola1 fa09c557a1
ts client sync with program (#311)
mostly health related code
2022-12-02 15:48:43 +01:00
microwavedcola1 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
Nicholas Clarke ff18ad6ba7
Add client function getCumulativeInterest (#280)
* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
microwavedcola1 d3661bac7b
mc/oracle peg ts client (#290)
* 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>

* Fix from review

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
microwavedcola1 d82608ebee Revert "add support for msrm vault for serum3 discounts (#285)"
This reverts commit 0a4f7150d6.
2022-11-20 15:31:16 +01:00
conj0iner 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
Christian Kamm 58f7ff2e0e Add staleness param to OracleConfig
Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.

Add some reserved space to OracleConfig to make this easier in the
future.

Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
microwavedcola1 0a4f7150d6
add support for msrm vault for serum3 discounts (#285)
* add support for msrm vault for serum3 discounts

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

* Fix client

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

* client support

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

* More client code and todos

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

* prettoer

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

* remove mint, not needed

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
microwavedcola1 e8ba511c45
mc/flash loan for delegate (#271)
* flash loan for delegates

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

* Fix rust client

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

* prettier

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +01:00
microwavedcola1 446b2e8d66 serum util functions
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
Maximilian Schneider 4d134f266b
reloadAll is now idsSource aware (#275)
add markets to test SOL quote serum trading
tweak dust leverage so we can test isolated markets and liquidation
add unregister token & market
2022-11-04 14:35:40 +00:00
microwavedcola1 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
microwavedcola1 cae10bcdae Merge branch 'dev' 2022-11-02 11:52:43 +00:00
tjs 032c9d43b0 get serum open orders only for active mkts 2022-10-31 19:08:26 +00:00
tjs 4b6a2973ab add perp market index to perp order 2022-10-31 17:39:03 +00:00
tjs 2efbc41755 getters for perp order 2022-10-31 17:07:58 +00:00
microwavedcola1 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
microwavedcola1 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
tjs 286563b0ef add minordersize and ticksize to perpmarket 2022-10-10 18:59:44 -04:00
Conj0iner f0ae79b0f7 Refactor TS client anchor tests 2022-10-08 17:48:13 +07:00
tjs f7787ea828 remove duplicate function 2022-10-07 13:48:12 -04:00
tjs cfd6fd2ca8 remove unnecessary undefined type returns 2022-10-07 13:48:05 -04:00
microwavedcola1 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
tjs dd4175b401 add back get serum3marketbypk 2022-10-04 16:35:38 -04:00
tjs 8cdd0233d4 fix merge issues 2022-10-04 15:13:24 -04:00
tjs 56313b6eac Merge branch 'dev' into main 2022-10-04 14:54:42 -04:00
microwavedcola1 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
microwavedcola1 d1079bb1b9
Mc/ts increase error tolerance for binary search (#258)
* ts: a higher error tolerance is sufficient

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

* Fixes from review

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

* program: fix error size

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
microwavedcola1 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
microwavedcola1 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
Christian Kamm 12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
microwavedcola1 dd83aeb156 ts: ALTs integration
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
Christian Kamm 15d3a0cdfa ts client: fix reading perp event queue 2022-09-28 10:48:41 +02:00
microwavedcola1 8d86883190 ts: remove debug code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
microwavedcola1 b57e50c75b ts: fix tsc issues
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
tjs 3b1ea91903 consistent naming to get serum markets 2022-09-25 21:11:38 -04:00
tjs 92a33a0bf5 return the correct type 2022-09-25 20:27:44 -04:00
tjs b6bcc55fcb add type guard 2022-09-25 20:26:02 -04:00
tjs f486a6c381 helper fn to get serum3 external market 2022-09-25 16:23:43 -04:00
microwavedcola1 b7aa6dbd5d
ts: tiny liabs pushes health ratio beyond what I80F48 can support (#243)
* ts: tiny liabs pushes health ratio beyond what I80F48 can support

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

* add alias

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-24 07:11:57 +02:00
tjs fa1a483493 func to load serum open orders accts for get balances 2022-09-23 23:14:12 -04:00
Nicholas Clarke e509a3ae9c
Clarkeni/overall pnl (#232)
* Add getPNL client function
2022-09-23 11:39:51 -07:00
microwavedcola1 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
Christian Kamm 39bdf20813 ts: Add group.findPerpMarket() 2022-09-23 09:48:35 +02:00
microwavedcola1 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
microwavedcola1 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
Christian Kamm 96218fb7ba Update IDL and merge issue fixups 2022-09-21 10:19:23 +02:00
Christian Kamm 52f8b61240 Merge remote-tracking branch 'origin/dev' 2022-09-21 10:14:34 +02:00
conj0iner 1c67b8ed5f
remove base_token_index from perps and include oracles (#224)
Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00