Commit Graph

846 Commits

Author SHA1 Message Date
Britt Cyr 797e866f04
Add a type to the perp cancel order instructions when not found (#833) 2024-01-04 16:00:54 +01:00
Christian Kamm 34aebf01f2
oracle: don't force logging in OracleState functions (#828)
The msg!() caused writes to stdout in the liquidator etc in codepaths
that just wanted to check if the oracle was usable.
2024-01-03 08:37:35 +01:00
Christian Kamm f10fc01388
Fix idl generation, update it (#834) 2024-01-03 08:36:19 +01:00
Christian Kamm 30e639fe84 Bank: require borrows <= deposits
- require borrows <= deposits, even if vaults have more tokens
- change min_vault_to_deposits_ratio to be about max utilization

Reviewed and audited as part of the v0.21.1 release, original
commit was 5c2f857112
2024-01-02 11:05:58 +01:00
Christian Kamm 0e3b52b0ef Clamp utilization at 100%
To avoid excessive interest rates or interest curve moves.

Reviewed and audited as part of the v0.21.1 release, original
commit was 3914e48c24
2024-01-02 11:05:22 +01:00
Christian Kamm 79ddbf21f1
Liquidation: Use asset and liab liq fee (#825) 2023-12-28 10:46:43 +01:00
Maximilian Schneider e83052a036
helpers for estimating order sizes (#823) 2023-12-27 09:56:54 +01:00
Christian Kamm 428e71e07f
Allow delegates to withdraw small token amounts (#820)
- if they're withdrawing to the owner's ata
- if they're closing the token position
- if the amount is small
2023-12-20 11:15:47 +01:00
Christian Kamm b5614e98c3
test: Add interest rate test (#818) 2023-12-20 11:15:29 +01:00
Christian Kamm 7655a87404
Perp: Always allow users to free perp open order slots (#817)
Previously, freeing would be impossible if a canceling fill or out event
was already in-flight - then the order would no longer be on the
orderbook.

Now, FillEvent and OutEvent store the order id and can check if the open
order slot on the account has been reused already. That allows canceling
orders to always free up the user slot immediately.
2023-12-20 11:15:10 +01:00
Christian Kamm 86334020e2
Use custom allocator for the program (#801)
To allow making use of extended heap sizes.
2023-12-20 11:10:18 +01:00
Christian Kamm 64d6c8c3c4
Add doc comments for new fields (#819) 2023-12-18 17:41:17 +01:00
Christian Kamm 05f03f4ed8
test: Add one for migrating interest rates for v0.21 (#816) 2023-12-12 11:28:37 +01:00
Christian Kamm 5f8f717430
adjust token_register_trustless params (#810)
- since there's no borrowing or asset weight, don't put staleness or
  confidence restrictions on the oracle
- disable the tcs fees, they are not enabled anywhere yet
2023-12-06 16:46:57 +01:00
Christian Kamm 42e31ae859
Deposit limits (#806)
- limit deposits (via deposit, flash loan, tcs)
- limit potential deposits via openbook settle
  by restricting placable orders via potential_serum_tokens
- introduce Serum3PlaceOrderV2 for this purpose
- account for new limits in liquidator, max_swap
2023-12-05 15:43:38 +01:00
Christian Kamm 81501837a9
Openbook token tracking and price bands (#805)
- track min bid, max ask
- track maximal token outflow from oo
- add serum3_place_order_v2 with mutable receiver bank
- placing openbook orders is restricted to a certain distance from the
  oracle
2023-12-05 15:39:24 +01:00
Christian Kamm e2c9cf2de0 tests: drop extra debug output 2023-12-05 11:16:09 +01:00
Christian Kamm ce71c67a88 Bump program version to v0.22 2023-12-05 11:15:50 +01:00
Christian Kamm 361ba23df1
revert trustless token registration params to conservative defaults (#804)
This mostly reverts commit 33bc278a2c.
2023-12-05 10:13:55 +01:00
Christian Kamm f03944b5dd
Disable TokenAddBank instruction (#803)
It was unused for a long time and it should be reevaluated before being
used.
2023-12-05 10:12:50 +01:00
Lou-Kamades 838df8cd7c
Merge pull request #790 from blockworks-foundation/lou/fallback-oracle
Add fallback oracles
2023-12-01 12:59:38 -06:00
Lou-Kamades 25aa422e2d also log primary oracle when fallback errors 2023-12-01 12:44:35 -06:00
Britt Cyr 68944747e0
Add serum3 cancel by client order id instruction (#798) 2023-12-01 13:36:29 +01:00
Lou-Kamades ab9d3c37b4 check serum OO headers in ScanningAccountRetriever 2023-11-30 11:03:24 -06:00
Lou-Kamades b19678f874 use a Vec for fallbacks in ScannedBanksAndOracles 2023-11-29 01:03:48 -06:00
Lou-Kamades 59001b3631 reduce CU cost of fallback oracles 2023-11-28 22:55:19 -06:00
Christian Kamm e9198577f1
deposit: remove debug output (#799) 2023-11-28 14:59:40 +01:00
Christian Kamm 6d80568022
Accounts: Expect only the v3 MangoAccounts now (#783) 2023-11-27 09:30:37 +01:00
microwavedcola1 236aee99d8
program: optimize cu usage in token deposit, by computing health only… (#786)
* program: optimize cu usage in token deposit, by computing health only if user is being liquidated

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>
2023-11-23 08:59:33 +01:00
Lou-Kamades 2b0a0e3a3e add fallback CU and serum tests 2023-11-22 16:40:48 -06:00
Lou-Kamades aed2afbde4 ensure fallbacks are only used for stale or unconfident oracles 2023-11-22 11:42:32 -06:00
Lou-Kamades a0a47af6a4 ScanningAccountRetriever uses fallback oracles 2023-11-22 11:35:26 -06:00
Lou-Kamades 20261bf734 test: add fallback oracle withdrawal test 2023-11-22 11:35:26 -06:00
Lou-Kamades d4017e6038 FixedOrderAccountRetriever uses fallback oracles 2023-11-22 11:35:26 -06:00
Lou-Kamades c22db3be0c test: stubOracle is not a PDA (allow multiple with same mint) 2023-11-22 11:35:26 -06:00
Lou-Kamades 6288f2dd7d add fallback oracles to bank and mintinfo 2023-11-22 11:35:26 -06:00
Christian Kamm eceef44a96
Log emissions: Serialize to buffer on stack instead of using heap (#787)
Emitting many events could previously cause heap exhaustion.
2023-11-22 16:00:47 +01:00
Christian Kamm eeb172e44e
Bank: Close zero position when withdrawing 0 (#793) 2023-11-22 15:54:38 +01:00
Christian Kamm 57a9835aa8
Reduce HealthCache heap use (#785)
Growing these vectors is a waste, rough measurements say this saves
around 1k bytes for a 5 tokens and 4 serum account.
2023-11-20 10:15:39 +01:00
Christian Kamm 0ac930eb8d tests: fix build 2023-11-16 16:44:18 +01:00
Christian Kamm 2d1bf023c6
TokenRegister: Add arg for group insurance fund flag (#782) 2023-11-16 08:16:18 +01:00
Christian Kamm 93d85c3f71
Bank: allow maint weights to change over time (#780)
- token_edit can set it up to gradually scale to new target values
- security admin can abort an ongoing change via token_edit
- all health computations are now time dependent and get the weight
  based on it
- when the change is done, the keeper "cleans up" and moves the new
  values into the default fields
2023-11-14 14:52:04 +01:00
Christian Kamm 12d74789ef
cli: save-snapshot command (#773) 2023-11-08 10:27:55 +01:00
microwavedcola1 5ca5d8f78c
program: even delegate can create token position (#775)
* program: even delegate can create token position

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-08 09:06:43 +01:00
Christian Kamm c49efb2213
Change conditions for perp settle incentive (#771)
- Only ever give an incentive when pnl is at least 1% of the position
  value. That way large positions (like $100k in SOL-PERP) don't get
  settled on 0.1% price fluctuations. The price now needs to change by
  1% for settlement to occur.
- For low health incentives, cap the percentual incentive at 2x the flat
  settle fee. We want to give the settler incentive to use these first,
  but the settler doesn't take on risk, so the reward doesn't need to be
  large.
2023-11-07 12:01:02 +01:00
Christian Kamm f690514638
rust client: ix cu limits based on health compute cost (#768)
Many instructions now return PreparedInstructions instead of a direct
Instruction or Vec<Instruction>. That way they can keep track of the
expected cu cost of the instructions for the compute limit instruction
that gets added once all instructions are made.
2023-11-03 11:20:37 +01:00
Christian Kamm 941f945999
fast listing: disable flash loan swap fee (#770) 2023-11-02 10:40:43 +01:00
Christian Kamm 26549ffd92
Bank: track deposits in serum oo accounts (#769) 2023-11-02 10:40:31 +01:00
Christian Kamm 5d08f4ae0f tcs trigger: consistent maker fee computation 2023-10-30 17:22:24 +01:00
Christian Kamm c5cbdd927f tcs start: defensive assert on sold <= max_sell 2023-10-30 13:43:15 +01:00