Commit Graph

649 Commits

Author SHA1 Message Date
Christian Kamm 0349ace3b6
Downgrade the `fixed` crate to v1.11.0 (#500) 2023-03-12 08:50:42 +01:00
Christian Kamm c7dd6cd9e3 Bump program version to v0.9.0 2023-03-12 08:19:05 +01:00
Christian Kamm 6ee3cb1e19
Perp: More comments on fields and funding computation (#497) 2023-03-07 20:53:07 +01:00
microwavedcola1 5cd9279a21 add todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 10:05:02 +01:00
Nicholas Clarke 97895dfb1e
buyback fees with mngo logging (#489)
* buyback fees with mngo logging

* add logging of usdc balances for account_buyback_fees_with_mngo
2023-03-06 14:42:10 +01:00
Christian Kamm 252210d194
Serum settle funds V2: fees can go to users (#484)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 14:04:45 +01:00
microwavedcola1 1950d8c84a
support name edit for token and program (#488)
* support name edit for token and program

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

* undo

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 10:05:12 +01:00
Christian Kamm f29fffd331
Perp: User-selected reduce-only behaves more intuitively (#483)
The previous strict behavior of taking existing open orders into account
is only used when the perp market itself is also flagged as reduce-only.
2023-03-03 09:53:27 +01:00
Christian Kamm 255c6fb138
Fee buyback: Limit MNGO price by stable price (#485)
This makes it much harder to temporarily manipulate the MNGO price to
get a more favorable buyback deal.
2023-03-01 09:58:47 +01:00
Christian Kamm 46c79af430
Security admin: Allow disabling token/perp init collateral (#482)
This allows the security council to say "users can't create new borrows
against this token/perp anymore". In some emergency situations this can
help reduce risk exposure.

For example, if the price of a wrapped asset permanently depegs from
its underlying or there is a successful long-term attack on an oracle,
this (and reduce-only) would significantly reduce exploitability until
the DAO's decision for how to resolve the issue goes through.
2023-02-28 11:49:07 +01:00
Christian Kamm df4a7b0474
Fees buyback: Credit users for ui part of serum fees (#481)
At least for markets with USDC quote currency.
2023-02-28 09:48:15 +01:00
Christian Kamm 9a13c1366a
Fee buyback: Credit only perp fees that go to the dao (#479) 2023-02-27 19:51:09 +01:00
microwavedcola1 16599dd506
admins can also register trustless tokens (#477)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-27 16:37:57 +01:00
Christian Kamm e4d46c3c5b
Buyback fees: Add staggered expiry (#478) 2023-02-27 16:36:27 +01:00
microwavedcola1 d88d44b34a
buyback perp fees with mngo at a discount (#464)
buyback perp fees with mngo

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
Christian Kamm 5c7a2e3e10
Use the overflow-checks=true equivalent with the fixed crate (#476)
* Vendor `fixed` crate to have checked math in release mode
* remove all cm!()
* drop superfluous parens
* drop use of checked_math crate
* manual removal of redundant checked_* functions
2023-02-24 11:56:33 +01:00
Christian Kamm cfcda705e6 Bump program version to v0.8.0 2023-02-22 14:49:18 +01:00
Christian Kamm f75e3ee656
Serum: Track referrer rebates as Mango platform fees (#469)
And start sharing code between serum3 settle and force cancel
2023-02-22 12:04:21 +01:00
microwavedcola1 ae2f74a928
security admin can move openbook market to reduce only (#472)
* security admin can move openbook market to reduce only

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-22 09:24:38 +01:00
Christian Kamm 5c7f23adb1
Perp place order: more logging for reduce only (#468) 2023-02-21 13:14:40 +01:00
Christian Kamm 8f9700ed2d Settle pnl: Always grant the fractional fee on low health 2023-02-15 15:11:58 +01:00
Christian Kamm a3a6d9d636 Settle pnl: Move fee-computation to PerpMarket
So it can be used in client code to decide what accounts to settle.
2023-02-15 15:11:58 +01:00
Christian Kamm 8916c28b99
License: Mark instructions GPLv3 and everything else MIT (#454)
To do that, split up the Accounts objects and the instruction
implementations.

GPL code is only used when the "enable-gpl" feature is enabled. That
means compiling the program or running tests need explicit feature
activation now.
2023-02-15 08:42:07 +01:00
Christian Kamm 30a84ce6c0 Bump to program version to v0.7.0 2023-02-14 16:09:53 +01:00
Christian Kamm f6abd9579d
Perp cancel all: Don't error when orders are filled/expired (#453) 2023-02-14 10:44:51 +01:00
microwavedcola1 02d980f4e4
restrict what a security admin can do (#452)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-13 20:02:47 +01:00
Christian Kamm 1f66bef88f
Change liquidation end target to a new, third health type (#447)
Due to the safety features in v4, the init health can differ from maint
health a lot more than it used to in v3. This is because of stable-price
adjusted oracle prices used in init health, and the weight scaling based
on total deposits and borrows used in init health.

The effect is that once an account becomes liquidatable, it could be
liquidated a lot until it reaches init>=0.

The original idea of liquidating until init>=0 was just to provide some
buffer, such that liquidated accounts wouldn't immediately become
liquidatable again.

This patch decouples the buffer idea explicit from init health by
creating a new LiquidationEnd health type. Liquidation proceeds until
the LiquidationEnd health becomes positive.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-02-10 09:00:36 +01:00
microwavedcola1 74a6c72f45
fix log amount in token deposit (#446)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-09 13:31:41 +01:00
Christian Kamm 2cb4da8b58
Liquidation: Fix amounts when stable price != oracle price (#440)
Previously liquidation would overestimate the amount required, because
it used the oracle price for computing the health gain from
liquidation.

Now it uses the correct (stable price adjusted) price for figuring out
the amount of liquidation required, while still executing at
fee-adjusted oracle price.
2023-02-08 09:05:17 +01:00
microwavedcola1 4e3a7f22b9
remove perp zero out, was only added to cleanup testing perp market, can be re-added if needed (#430)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-06 11:59:12 +01:00
Christian Kamm 257aeb298c
Enable release-mode overflow checks (#438)
The checked_math macro is still needed for I80F48 though
2023-02-06 08:33:08 +01:00
Maximilian Schneider 4c9490f004
update serum to most recent openbook version (#437) 2023-02-05 10:26:04 +09:00
Christian Kamm 38d408126e client: Increase binary search iter limit 2023-02-03 17:23:25 +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 5328003183
Perp: Reorganize fill events, add client order id to LeafNodes (#426)
- don't store internal order ids: unneeded
- provide the maker client order id for user correlation
- store fees as f32 to waste fewer bytes
- new FillLogV2
2023-02-02 09:15:06 +01:00
Christian Kamm a91a9ae998
Perp: Fix liq instructions (#424)
- 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 bac15698e6
Add explicit self-liquidation checks (#427)
Just for safety, the other conditions and borrowing pattern would
already make it impossible.
2023-02-01 16:15:58 +01:00
Christian Kamm 50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight (#428)
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
Christian Kamm d3cbb9e2ec
Create a single rust test binary (#425)
Speeds up the linking step, needs way less disk space for test binaries
and executes tests significantly faster.

Test execution went from 35s -> 29s for me and compilation improved a
lot.
2023-01-30 21:09:47 +01:00
microwavedcola1 0012907ee3
Mc/ix toggler (#419)
* 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 f30ebf4ff8
logging + prevention of setting admin to default pk (#423)
* logging + prevention of setting admin to default pk

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>
2023-01-25 15:33:19 +01:00
microwavedcola1 0192728efc
return order id from a perp place order ix (#417)
* 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 dae02885c2
log old and new in edit ixs (#418)
* log old and new in edit ixs

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 09:02:27 +01:00
Christian Kamm 1224fa4297 Bump program version to v0.5.0 2023-01-24 10:24:50 +01:00
Christian Kamm 4fd8139854
Token deposit: put expensive computation behind gates (#421) 2023-01-24 10:05:37 +01:00
Christian Kamm eb079e1f4c
PerpEditMarket: Fix permission for oracle change (#420) 2023-01-24 10:03:10 +01:00
microwavedcola1 80f4bd8048
security admin can bring markets to reduce only (#394)
* 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)
* 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)
* 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