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717 Commits

Author SHA1 Message Date
Christian Kamm ec850b7bd3 Fix size of account_num in idl 2022-08-19 14:52:31 +02:00
Christian Kamm 403226dc28 BeingLiquidated: Deactivate flag on positive health 2022-08-18 13:12:13 +02:00
Christian Kamm a23afed7de Fix computation of utilization time-weighted average 2022-08-17 15:29:11 +02:00
Nicholas Clarke 8a1c58e723
FlashLoan: Add flash_loan_type (#164) 
Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-08-17 12:36:55 +02:00
Christian Kamm e8bbfbef83 Bank: fix collection of loan fee 
Instead of changing indexed_borrows, change borrow_index!
 2022-08-16 16:27:45 +02:00
Christian Kamm 4c65204c19 Liquidator: Fix condition for starting to liquidate 2022-08-16 16:19:04 +02:00
Christian Kamm 421b2d3d19 FlashLoan: Fix validation holes 
- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
 2022-08-16 13:10:05 +02:00
Christian Kamm 54222c5b3f liq_token_bankruptcy: don't pass redundant index 2022-08-16 13:08:57 +02:00
Christian Kamm e92561d32e Liquidation: Fix rounding issues in liq_token_bankruptcy 
By explicitly dusting trace positive positions.
 2022-08-16 13:08:43 +02:00
Christian Kamm 961a81b94f Liquidation: Fix positive dust issues 2022-08-16 13:08:43 +02:00
Christian Kamm af5f622bd8 Liquidator: bankruptcy requires borrows 2022-08-16 12:13:54 +02:00
Christian Kamm c9a5fb5fc1
ScanningAccountRetriever: Don't mut-borrow oracles (#170) 
This allows using the same oracle for different banks, like for ETH and
soETH.
 2022-08-15 11:32:54 +02:00
Christian Kamm 58105207af Make anchor's lint pass 2022-08-15 10:48:43 +02:00
Christian Kamm 0265b9b0a9 Account: Change type of net_deposts / net_settled 
Because f32 doesn't have enough significant digits for large deposits.
 2022-08-15 10:48:43 +02:00
Christian Kamm 18857c7b72 Add "client" feature annoations 2022-08-15 10:48:43 +02:00
Christian Kamm 6a77a5c349 tests: fix compilation warnings 2022-08-15 10:48:43 +02:00
Christian Kamm fcecd21cdb health: remove duplicated code 2022-08-15 10:48:43 +02:00
microwavedcola1 1b6ed725be
over explaining the code (#168) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-14 20:45:57 +02:00
Christian Kamm 7a343a9a8d checked_math: support casts and I80F48::from 2022-08-14 15:01:15 +02:00
Christian Kamm d91a676e3d Oracle: Decimal constant cleanup 2022-08-14 15:01:15 +02:00
Christian Kamm 724824d21a Bank: small fixes from audit 2022-08-14 15:01:15 +02:00
Christian Kamm ccba4ee597
Cleanups and bugfixes from the audit (#163) 
* AccountExpand: cleanups from audit

* Group instructions: cleanups from audit

* AccountClose: cleanups from audit

* TokenAddBank: Audit fixes, including significant bugs

Must not take collected_fees and bump from the existing bank.

* Instruction comment updates

* GroupEdit: Add version/testing flag changes

Ported from mc/vanity
 2022-08-13 19:54:58 +02:00
Christian Kamm 21815612ae
Let all PDA seeds start with a unique prefix (#166) 
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
 2022-08-13 19:30:35 +02:00
Christian Kamm a3067e2448 Avoid custom Debug impls by using derivative crate 2022-08-13 10:18:04 +02:00
microwavedcola1 261c856bb2 reduce max source swap targetError so that we dont error out 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-12 11:08:08 +02:00
Christian Kamm 92a37f23ed Remove is_bankrupt 
Instead, check for any liquidatable assets in liq_token_bankruptcy.

Bankrupt accounts may use the same operations as any other
negative-health account.
 2022-08-11 22:57:53 +02:00
Conj0iner 02c19a6eb4 Optimise entry price calculations 2022-08-11 22:58:47 +08:00
Christian Kamm ac58081430 Audit: Fix some account constraints 2022-08-11 13:30:04 +02:00
Christian Kamm e8479e2e7c liq_token_with_token: Correctly adjust health cache for dusting 
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.

This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
 2022-08-10 16:24:48 +02:00
Christian Kamm 7c72a1956a Withdraw: Allow withdrawing all funds with allow_borrow=false 
We should also add the ability to withdraw as much as possible without
borrowing and without specifying the exact amount, for convenience.
 2022-08-09 11:56:08 +02:00
microwavedcola1 5516ecb132 remove unused param in context 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-08 21:11:15 +02:00
microwavedcola1 d594286266
reserve for ALTs (#152) 
* reserve for ALTs

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

* add explicit padding

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

* fix from review

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

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-08 18:50:59 +02:00
microwavedcola1 b8bf3a1c40 reorder mango account fields in idl to match on chain order according to MangoAccountFixed 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-08 17:04:54 +02:00
microwavedcola1 ca790c9ef3
add prioritization for token rate update ix in keeper (#153) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-08 16:31:59 +02:00
microwavedcola1 4f72985f2d
also allow editing group insurance fund (#149) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-07 14:16:23 +02:00
microwavedcola1 e06736660a
remove account size, make mango account feature position counts explicit (#148) 
* remove account size from program, make position counts explicit

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

* cargo-fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-07 14:16:06 +02:00
conj0iner ff19940ee7
Merge pull request #140 from blockworks-foundation/cj/avgentryprice 
Added avg entry + break even price
 2022-08-07 12:20:33 +08:00
Christian Kamm dded844693 Update dynamic interest and default token parameters 2022-08-06 21:06:34 +02:00
Conj0iner dc4a770835 Merge remote-tracking branch 'origin/dev' into cj/avgentryprice 2022-08-06 22:32:59 +08:00
microwavedcola1 6f5f53c1d8 update comment 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-06 13:36:21 +02:00
microwavedcola1 59d28c97a1
fix name and error message check in flash loan (#145) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-06 12:59:13 +02:00
Christian Kamm 2880a2ec88 Instruction introspection: don't hardcode discriminators 
Patch anchor to allow access to the generated discriminators.
 2022-08-05 23:24:17 +02:00
Nicholas Clarke e4a073c83b
Clarkeni/group logging (#142) 
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
 2022-08-05 10:11:44 -07:00
microwavedcola1 dd22ca2ad6 format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-05 16:17:29 +02:00
Conj0iner 977e85dcf0 Added avg entry + break even price 2022-08-04 22:53:14 +08:00
microwavedcola1 331bb7ebf0 refactor,format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 12:13:36 +02:00
microwavedcola1 dd8086d8eb format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 12:04:08 +02:00
microwavedcola1 ca6b857a43 format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 12:03:06 +02:00
microwavedcola1 d34dea961c format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 12:01:23 +02:00
microwavedcola1 a546f6fb3e format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 11:58:46 +02:00
microwavedcola1 f134f0257a format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 11:54:19 +02:00
microwavedcola1 7953e123cc add simple logging 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-04 09:25:19 +02:00
Christian Kamm 22080fdcc1 TokenRegister: Fix anchor seed derivation 
It likes names constant, but not constant literals.
 2022-08-04 08:26:18 +02:00
microwavedcola1 b62c0cd9be fix 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-03 15:45:10 +02:00
microwavedcola1 9d117c84ac fix from review 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-03 15:45:10 +02:00
microwavedcola1 505cbd48aa fixes from review 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-03 15:45:10 +02:00
microwavedcola1 59dd3aa66e insurance fund for trustless vs not trustful 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-03 15:45:10 +02:00
microwavedcola1 e31ad9ce34 token register trustless 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-03 15:45:10 +02:00
microwavedcola1 9c10101166 remove traces of address lookup tables aka transactions v2 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-02 09:39:08 +02:00
microwavedcola1 374c0eb136 mc/clippy (#135) 
* clippy pass 1

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

* clippy pass 2

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-02 09:07:10 +02:00
microwavedcola1 a9a03b97ac
mc/registration time (#132) 
* registration time

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

* fix from review

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

* fix from review

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

* mc/u32 numbers - consistent numbers in pdas (#133)

* consistent numbers in pdas

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

* fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-01 18:46:45 +02:00
microwavedcola1 5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan (#131) 
* remove flash loan 1 & 2

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

* rename flash loan 3 to flash loan

* fix test

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-01 16:55:17 +02:00
microwavedcola1 c516e45d08
mc/review reserved on accounts (#130) 
* review and extend reserved on accounts

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

* revert changes to node size, stack gets smashed in rust unit tests

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

* max possible

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

* max

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

* Fixes from review

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

* header version

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

* Fix from review

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>

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-01 16:53:30 +02:00
microwavedcola1 e8e774a1a4
mc/feature gating (#129) 
* feature gating

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

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-08-01 12:56:29 +02:00
microwavedcola1 91d59c1918 close insurance vault also 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-31 09:57:56 +02:00
microwavedcola1 45fd36642e
prepare group for ownership transfer to governance (#125) 
* prepare group for ownership transfer to governance

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

* Fixes from reviews

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

* fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-31 09:28:16 +02:00
microwavedcola1 c88297f42e
mc/ts and keeper improvements (#127) 
* ts and keeper improvements

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

* remove stray heroku experiments

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

* Fixes from reviews

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-31 09:25:11 +02:00
microwavedcola1 dfa268dfd6
fix small things to make ci work again (#126) 
* checkout submodules on ci

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

* change to https, so that ci can clone

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

* fix clippy

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

* redundant clone

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-30 09:49:56 +02:00
microwavedcola1 f2bfb951fd
anchor as submodule (#121) 
* anchor as submodule
* Use anchor submodule as dependency

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-07-27 08:52:41 +02:00
microwavedcola1 2fb92abad8
Mc/ts upgrade (#122) 
* upgrade anchor fork, supports anchor idl close now

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

* upgrade ts deps

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-26 17:14:07 +02:00
microwavedcola1 0b2e1e6e6c
Mc/realloc 4 (#119) 
Realloc + dynamic mango account

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-07-25 16:07:53 +02:00
Christian Kamm 46b6bce14b IDL: Remove NodeRef and NodeRefMut enums 
Anchor cannot load idls that include enums with tuple variants.
 2022-07-22 08:35:30 +02:00
Christian Kamm ea85824ccb Remove code copied from solana-address-lookup-table-program 
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
 2022-07-21 06:49:04 +02:00
microwavedcola1 39686d3d0f CU of test has increased, accomodate only for this test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-20 15:51:10 +02:00
microwavedcola1 3eae2cdc34 upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-20 15:51:10 +02:00
Christian Kamm f8d4b2443c Liq: Don't log common+expected simulation errors 2022-07-20 09:47:37 +02:00
Christian Kamm 2bff4bba3d Drop being_liquidated after bankruptcy resolves 2022-07-20 09:47:37 +02:00
Christian Kamm b5d3e2164c Make Serum3Info and PerpInfo pub again 
Accidentally reverted in bad merge
 2022-07-20 09:47:37 +02:00
Christian Kamm a82bab4ed7 Better error when vault doesn't have enough funds 
The spl_token transfer cpi instruction just says "error code: 1", which
is too opaque.
 2022-07-19 13:43:05 +02:00
Christian Kamm 348d8cfcd8 Liq/Client: Various improvements 
- Abstract away account fetching, so it can be done via RPC or from a
  websocket stream (or a geyser plugin) that populates a ChainData
  instance.

- Separate out information about tokens, markets into MangoGroupContext.

- Separate all gPA calls into functions in a new file

- The liquidator re-fetches critical accounts via RPC before
  liquidation. Unfortunately the websocket stream seems slower :/

- Don't re-implement health account derivation in the liquidator.
  Instead reuse the existing code from the client.

- More smaller stuff.
 2022-07-18 18:18:57 +02:00
Christian Kamm b44f628c01 LiqTokenWithToken: More error contexts 2022-07-18 18:18:57 +02:00
Christian Kamm 5231ee7f98 Token edit: Fix bug where mintinfo.oracle goes out of sync 2022-07-18 18:18:57 +02:00
Christian Kamm 88a292e656 Health: Add max_swap_for_source function 2022-07-15 10:09:36 +02:00
microwavedcola1 bc4c57911a
Health from health components in ts/client (#104) 2022-07-13 19:18:55 +02:00
Christian Kamm 86a84396f5 Health: cleanup and new functions for ratio and assets/liabs 2022-07-12 09:47:23 +02:00
Christian Kamm 6f758ff25b clippy 2022-07-12 09:46:17 +02:00
Christian Kamm b77af54f15 Fix tests 2022-07-11 22:31:00 +02:00
microwavedcola1 ef7d2862da
wip: dynamic rates (#98) 
* dynamic rates

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

* fmt

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-11 17:08:32 +02:00
Christian Kamm f132f30874 Better error messages 2022-07-08 12:48:43 +02:00
Christian Kamm 469e7fd704 Use get() instead of get_mut() where possible 2022-07-08 09:10:08 +02:00
Christian Kamm 6c7245adaa Serum3 liq force cancel orders: Deactivate inactive token positions 2022-07-07 13:22:25 +02:00
Christian Kamm 693333b71e Serum3 place/settle: deactivate inactive token positions 2022-07-07 13:16:23 +02:00
Christian Kamm 9f90c3982f Fix serum3 loan origination fee withdrawal 
Paying the loan origination fee must be like a withdrawal and can't be
charged as a borrow if the user has deposits.
 2022-07-07 12:33:21 +02:00
Christian Kamm 45da68c6ac LiqTokenWithToken: Close inactive token positions 2022-07-07 12:24:48 +02:00
Christian Kamm 31831454b4 Return raw position index from get_mut() 2022-07-07 12:01:18 +02:00
microwavedcola1 0ff269c38c Merge branch 'main' into dev 2022-07-06 17:47:45 +02:00
microwavedcola1 ab3abc69e7 Fix flash loan3 - fetching of bank from retriever 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-06 17:41:08 +02:00
microwavedcola1 b0f1585541 Merge branch 'main' into dev 2022-07-06 17:11:20 +02:00
microwavedcola1 8a1e9136a6 better error msg 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-06 17:11:12 +02:00
Christian Kamm ffd83a7a05
Rename instructions to follow naming pattern (#97) 2022-07-06 14:51:15 +02:00
Nicholas Clarke 348fbc1cb9
Track cumulative net deposits (deposits - withdraws) (#91) 
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).

Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-07-06 12:07:30 +02:00
Christian Kamm de86b69e1a Client/program interface changes 
- rearrange structs to have gPA data in front and add comments about the
  offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
 2022-07-06 11:34:07 +02:00
Christian Kamm 35517bdb75 Review fixes 2022-07-06 11:34:04 +02:00
Christian Kamm b25f6d5f4f Insurance fund 2022-07-06 09:07:50 +02:00
Christian Kamm 35ca4d31b3 liq_token_bankruptcy instruction for socialized loss 2022-07-06 09:07:49 +02:00
Nicholas Clarke 30fc7def77
Add oracle price to update_index logging. (#89) 
* Add oracle price to update_index logging.

* Update IDL with changes to update_index instruction and logging.
 2022-07-05 11:59:44 -07:00
microwavedcola1 d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations (#94) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-05 19:31:47 +02:00
microwavedcola1 dff3f7cd8c client functions via program simulation 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-04 14:11:38 +02:00
microwavedcola1 39284c5705
Flash loan 3 minimal example (#90) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-04 12:09:33 +02:00
microwavedcola1 6a99eb893b Fix types 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-01 14:31:47 +02:00
Christian Kamm 30a221047c Bank: rename indexed total deposits and schedule for removal 2022-07-01 14:08:28 +02:00
microwavedcola1 e8cb27610e
close mango account without checks when testing flag is set on the group, workaround weird issues when all dust cant be withdraw (#92) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-07-01 13:38:50 +02:00
Christian Kamm 6d05306859 Improve FlashLoan3 docs 2022-06-30 18:45:17 +02:00
Nicholas Clarke f8da1f6a40
Clarkeni/logging (#81) 
* Add logging

* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes

* Add token balances logging to token and token liquidation and add logging to margin trade

* rust format

* fix clippy errors

* Address PR requested changes

* fix flash_loan

* Recalculate raw_token_index in token withdraw to account for position becoming inactive

* Fix retrieving oracle for logging

in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.

* Add logging flash_loan2 and flash_loan3

* Refactoring flash loan logging

Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-06-30 14:35:05 +02:00
microwavedcola1 1c02ccd21d
Transfer dust from bank vaults to a dust account, without this we wont be able to close bank vaults (#88) 2022-06-29 09:11:14 +02:00
Christian Kamm 86d635f5d0 FlashLoan3: Variant that transfers directly 
FlashLoan2 requires the user to set up transfers to and from the Mango
vault accounts. This version directly provides the loaned funds into a
target token account and repays everything that exceeds the initial
token account balance at the end.
 2022-06-28 15:32:26 +02:00
Christian Kamm d786a672f1 FlashLoan2: API with Begin and End instructions 
For FlashLoan users had to pass the target cpi programs, accounts and
data to the FlashLoan instruction itself.

The new API allows existing instructions to be used unchanged, they
just need to be bracketed by FlashLoan2Begin and FlashLoan2End.
 2022-06-28 15:30:13 +02:00
Christian Kamm 3eedba67b1 Fix serum3_cancel_order 
accidental removal of mut in 20fc9d557a
 2022-06-27 11:38:55 +02:00
microwavedcola1 9fc8a5a56a
multiple banks (#82) 
* multiple banks

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

* Fixes from review

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

* test for closing multiple banks for a registered token

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

* fix deregister_token

* update idl

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

* Fixes from review

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

Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-06-27 11:27:17 +02:00
Christian Kamm 20fc9d557a Satisfy anchor's lint by adding CHECK: comments 2022-06-24 12:36:35 +02:00
microwavedcola1 7a28a3bfb0 improvements to flash loan 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-23 16:41:24 +02:00
microwavedcola1 54c0306ae7 Fix flash loan 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-23 13:10:15 +02:00
Christian Kamm 0bd5b8fdf3 Rename margin_trade.rs -> flash_loan.rs 2022-06-23 10:23:52 +02:00
Christian Kamm c8ebc1f611 Rename MarginTrade -> FlashLoan 2022-06-23 10:23:52 +02:00
Christian Kamm d8a6a29e70 Renames: propagate to idl and ts 2022-06-23 10:04:54 +02:00
Christian Kamm 648b462352 Rename MangoAccount components 2022-06-23 10:04:54 +02:00
Christian Kamm 1143b38d3c Health review comments 2022-06-22 16:52:11 +02:00
Christian Kamm ba79995c01 Health: order-independent serum3 health 
Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.

This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.

An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
 2022-06-22 16:52:11 +02:00
Christian Kamm d4cec8dfa4 Bank: Fix bug when when depositing to exactly 0 2022-06-22 16:51:16 +02:00
Christian Kamm aeb94642ce fix clippy warnings 2022-06-21 13:10:37 +02:00
Christian Kamm 5dd186ac13 Health: fix unittests 2022-06-21 13:02:47 +02:00
Christian Kamm 6f41efad0f Health: helper for finding token info by index 2022-06-21 13:02:47 +02:00
microwavedcola1 b0fd4c2a61 Fix warnings 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-21 13:02:30 +02:00
microwavedcola1 86c8817e0b
serum3 loan origination fees (#69) 
* serum3 loan origination fees

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

* Fix tests
Fix 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>
 2022-06-21 11:45:38 +02:00
Christian Kamm cb0010b2b5 Health: never allow positive contributions from perps 2022-06-21 11:07:13 +02:00
Christian Kamm be98f6524a Orderbook: Avoid usize fields in data 2022-06-21 11:05:46 +02:00
Christian Kamm 6ff4ff5910 Add a ComputeHealth instruction 
This way the client can ask for simulation to determine an account's
health.
 2022-06-21 11:05:32 +02:00
Christian Kamm 712bece0b2 Remove stray log message from health computation 2022-06-20 18:21:26 +02:00
microwavedcola1 470292024e
Filter out bad switchboard prices (#70) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-20 18:03:16 +02:00
microwavedcola1 5b78293c5c minor refactoring 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-19 18:32:04 +02:00
microwavedcola1 9462be7f0b Fix margin trade interface 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-18 17:14:20 +02:00
microwavedcola1 4864562ff3
margin trade, support multi cpi (#68) 
* margin trade, support multi cpi

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

* Fix from review

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

* todo

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-18 16:43:45 +02:00
microwavedcola1 0f34851c64
switchboard support (#67) 
* switchboard support

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

* Fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-18 16:38:46 +02:00
microwavedcola1 95c06c2bfc
Mc/liquidator (#64) 
* Copy over and integrate liquidatable-accounts-feed (doesn't compile)

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

* Liquidator

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

* Adapt to refactoring

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

* remove dead code

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

* Use copies of AccountSharedData

* Implement AccountReader for AccountSharedData

* use LoadZeroCopy in liquidator

* Fix from review

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

Co-authored-by: Christian Kamm <mail@ckamm.de>
 2022-06-18 16:31:28 +02:00
microwavedcola1 de481a4008 todo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-10 08:42:26 +02:00
microwavedcola1 740ff0c09e
Close various things (#65) 
* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88), close serum market

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

* serum oo closing example in ts

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

* Fix from code review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-09 18:27:31 +02:00
Christian Kamm 40023fcef1 Health: Make FixedOrderAccountRetriever more flexible 2022-06-08 14:38:49 +02:00
Christian Kamm b3568b7f3e
Make health/oracle functions usable from clients (#63) 
* Make health/oracle functions usable from clients

By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.

* Health: fixup tests
 2022-06-08 13:43:12 +02:00
Christian Kamm a14f37362d margin_trade: forbid direct self-calls 2022-06-07 13:25:30 +02:00
Christian Kamm 685fd3122f Perps: Limit overall health contribution from perp markets 
We don't want to allow borrowing against unsettled pnl in perp markets.

This makes it safer to create perp markets for untrustworthy assets.
 2022-06-06 12:58:08 +02:00
microwavedcola1 1b4063cd0d remove misleading example 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-03 08:29:35 +02:00
microwavedcola1 47bccfeec8 Fix oracle price decimal usage 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-02 19:16:30 +02:00
microwavedcola1 a20d04b6ff
Fix oracle price read by using decimals from pyth (#62) 
* Fix oracle price read by using decimals from pyth

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

* fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-06-02 10:36:04 +02:00
microwavedcola1 383489ae34 Merge branch 'mc/liquidator-bot' into dev 2022-05-30 17:08:16 +02:00
Christian Kamm 48cb1f0b88 Compute health in perp_place_order 2022-05-29 20:50:21 +02:00
Christian Kamm 65a5139db7 Tests: Send perp markets as health accounts 2022-05-29 20:50:21 +02:00
Christian Kamm 4984bba71e Health: Add perp health calculation 2022-05-29 20:50:21 +02:00
microwavedcola1 97e434fbb6 keeper: find/create account by account name 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-29 12:25:12 +02:00
microwavedcola1 34a8f0919f
serum taker bot (#57) 
* taker bot

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

* inline code

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

* cleanup

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

* add mints

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

* add todo

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

* fix todos

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

* remove stray log

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

* cleanup

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

* remove dead code

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

* use same rust as what solana uses, use same solana version as cargo toml

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

* Fix from review

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

* fix from reviews

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

* linter

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-28 07:05:34 +02:00
microwavedcola1 cc2d46bf4a add support for mint decimals on bank, for easy look up 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-27 14:52:03 +02:00
Christian Kamm b1fcb4a7e6 CreateGroup: Allow multiple groups per admin 2022-05-27 11:36:50 +02:00
Christian Kamm 1844898280 margin_trade: Allow forwarding mint accounts 2022-05-26 21:12:02 +02:00
Christian Kamm 536ec8a84a Make health iteration code work with pyth oracles 
They have a different account owner, that error must be skipped.
 2022-05-26 20:38:03 +02:00
Christian Kamm 946e6b1c96 margin_trade: doc improvements 2022-05-25 08:02:55 +02:00
microwavedcola1 ed4e63a82f Change tuple to a struct, seemingly anchor ts doesnt support tuples 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-24 22:03:35 +02:00
Christian Kamm f844720130 Review fixes 2022-05-24 13:00:32 +02:00
Christian Kamm 53a5e208fd margin_trade: loan origination fees, limited withdraws 2022-05-23 08:55:30 +02:00
Christian Kamm 21af012d1f Improvements to margin_trade 
- don't hard-code the group as the first passed account
- token::approve() banks for each token vault
- sign for each bank
- deal with using tokens without an existing position
- handle deactivation of token account if balance goes to 0
 2022-05-20 10:16:09 +02:00
Christian Kamm 8a8b36e345 Fold loan origination fee handling into Bank 2022-05-18 22:53:03 +02:00
microwavedcola1 717b72857d
Remove anchor dummy type workaround (#53) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-18 17:16:14 +02:00
microwavedcola1 ab0df0e7f2 unwrap 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 17:11:37 +02:00
microwavedcola1 2de149f74c checked math + rustfmt 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 17:08:00 +02:00
microwavedcola1 6ecd4a0da9 Update funding for keeper 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 15:59:47 +02:00
microwavedcola1 2518ec24a6 Update client to match program changes 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 15:06:29 +02:00
microwavedcola1 f19f3da659 add todo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 13:01:48 +02:00
microwavedcola1 a4f3569a87 Fix merge 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 10:12:16 +02:00
microwavedcola1 fac9b4a57a perp funding 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-17 10:07:24 +02:00
microwavedcola1 be73106ce1
perp funding (#51) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 15:34:56 +02:00
microwavedcola1 f5c505f847 fix test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 15:26:38 +02:00
microwavedcola1 db82fcbbcc perp cancel order instructions 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 67c1d5d451 format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 967ce34002 move comment 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 a1034c08b7 refactor 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 ee6fe93b26 Fix tests 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 fbd3fd410c loan_origination_fees 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-16 10:49:11 +02:00
microwavedcola1 f1791be039 add todo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-11 20:25:09 +02:00
microwavedcola1 b903073ce6 add comment so that it doesnt get lost 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-11 20:09:12 +02:00
microwavedcola1 81f0f38188 ts client support for perps 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-11 20:06:07 +02:00
microwavedcola1 15961ec81c fees for borrows 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-09 11:14:50 +02:00
microwavedcola1 5266668bc2 keeper: consume events 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-06 14:19:49 +02:00
microwavedcola1 7abfc417ac reorg 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-06 10:13:33 +02:00
microwavedcola1 9f5a2fd32e add a test for consume events, add debug impl for mango account for easy debugging in tests 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-05 10:25:32 +02:00
microwavedcola1 d38ca0de4c refactor 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-03 18:17:58 +02:00
microwavedcola1 ec7c61327c list of ix to implement 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-03 18:07:31 +02:00
microwavedcola1 f09b3cc965 First attempt at finishing perp health 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-05-03 15:15:34 +02:00
microwavedcola1 3c469d7194 todo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 20:43:45 +02:00
microwavedcola1 1206109260 todo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 20:39:48 +02:00
microwavedcola1 7ead988ba4 small ticker size 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 20:38:35 +02:00
microwavedcola1 6db679d35e support longer account names 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 20:23:45 +02:00
microwavedcola1 e3a60a637a format 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 17:35:39 +02:00
microwavedcola1 bf2fa47a1c fix viz 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 17:33:42 +02:00
microwavedcola1 62ee1bc5c0 prepare for multiple ts packages 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 17:28:47 +02:00
microwavedcola1 addb12736f fixes from cr 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 16:53:45 +02:00
microwavedcola1 03ae43017c account, market and bank names 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-12 16:19:58 +02:00
microwavedcola1 1b1dd1a541 poc keeper 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-09 21:18:07 +02:00
microwavedcola1 5ab48fb6e0 rust: Fix args in tests to more realistic values, ts: expose args, update idl 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-09 17:09:06 +02:00
microwavedcola1 57d9de86c8 comment 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-09 16:55:00 +02:00
microwavedcola1 257ccf76ad multi legged interest rates + keeper ix 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-09 16:53:30 +02:00
microwavedcola1 2587cd914c checked math 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-07 21:04:02 +02:00
Christian Kamm 68ef58248c Perp health: Some code and comments 2022-04-05 09:09:12 +02:00
Christian Kamm 256397593d Health: Support PerpMarkets in remainingAccounts 2022-04-04 11:25:05 +02:00
Christian Kamm 6f3673bcdf Perp: Track taker and maker orders in the account; test 2022-04-04 10:39:13 +02:00
microwavedcola1 a44120c470 add group to mintinfo, for better gpa support 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 19:07:43 +02:00
microwavedcola1 e6727cbfae fix clippy warning 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 06:21:34 +02:00
microwavedcola1 7803cae654 fix clippy warning 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 06:16:41 +02:00
microwavedcola1 dfd1dc5216 fix clippy warning 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 06:11:41 +02:00
microwavedcola1 204ab6963d checked math 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 06:09:01 +02:00
microwavedcola1 d6fe317ac9 checked math 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 06:06:03 +02:00
microwavedcola1 9debc63a6a
update idl, add tokenmint to stuboracle for gpa (#34) 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 05:43:32 +02:00
microwavedcola1 884d638e36
Merge pull request #33 from blockworks-foundation/mc/stub-oracle-ext 
Mc/stub oracle ext
 2022-04-03 05:36:24 +02:00
microwavedcola1 ace5df2a85 revert unintended changes 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-03 05:21:16 +02:00
microwavedcola1 d7a8c5c91d add todo 
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 2022-04-02 21:04:00 +02:00
microwavedcola1 77ddbd4eeb fix test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 21:02:48 +02:00
microwavedcola1 c7d3103e6b --wip-- [skip ci] 2022-04-02 20:42:17 +02:00
microwavedcola1 4d1a9e4556 refactor 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 20:15:56 +02:00
Christian Kamm 9f0a7f67ae Orderbook: Port over unittests 2022-04-02 13:51:26 +02:00
Christian Kamm cbc3cc7bbd MangoAccount: Rename how tokens/serum3/perps data is stored 
token_account_map -> tokens
serum3_account_map -> serum3
perp -> perps
 2022-04-02 13:51:26 +02:00
microwavedcola1 1d15db37c5 clippy 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 10:02:12 +02:00
microwavedcola1 9cd08a1355 improve checks 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 09:52:40 +02:00
microwavedcola1 87bcc538cd compiles 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 09:05:31 +02:00
microwavedcola1 0bdbd19ddd Make Serum3 ix anchor friendly 
Make work with changes in mango account, add no deploy part to release script
Clippy
Fixes from cr

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-04-02 08:59:07 +02:00
Christian Kamm d26caf1c87 Perp: Rename fields to be explicit about being in lots 2022-04-01 15:47:12 +02:00
Christian Kamm f2607889e3 Perps: Place accounts and open orders in MangoAccount::perp 
Also make test_perp succeed by fixing the FillEvent size.
 2022-04-01 12:45:01 +02:00
Christian Kamm f48a7f5ed9 Clippy: Address issues 2022-04-01 12:21:19 +02:00
Christian Kamm 833a909aa4 Orderbook: unify new_bid/new_ask 2022-04-01 12:21:19 +02:00
Christian Kamm 6505abcd54 Side: Make inversion function be associated 2022-04-01 12:21:19 +02:00
Christian Kamm 10ab9804d1 Rename perp instructions to have perp_ prefix 2022-04-01 08:01:56 +02:00
Christian Kamm 8038f9e257 Add CloseAccount instruction to make testing easier 2022-03-31 17:22:56 +02:00
microwavedcola1 9e2d5de914 add gt 0 checks 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-31 16:02:18 +02:00
microwavedcola1 78df0082c4 Some progress on initial ts example 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-31 15:58:18 +02:00
Christian Kamm 56e3bd8740 Rearrange accounts to avoid padding bytes 2022-03-31 14:37:05 +02:00
Christian Kamm 9cf4f1a748 Rearrange MangoAccount to avoid padding bytes 2022-03-31 14:01:08 +02:00
Christian Kamm 85b0b420d4 Disable address lookup tables 
Because the ALT program isn't available on devnet yet, so prohibits
testing there.
 2022-03-31 09:25:47 +02:00
microwavedcola1 795fa532da update program, and deploy to devnet 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-30 17:16:32 +02:00
microwavedcola1 faba5c47bf remove unwanted code 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-30 17:03:56 +02:00
microwavedcola1 46cb811c99 Merge branch 'mc/consume_events' 2022-03-30 13:22:31 +02:00
Christian Kamm afbfd3b7f9 serum3_register_market: better validation 
Previously we just trusted the base and quote token index to be correct,
now the appropriate banks are validated.
 2022-03-30 12:24:49 +02:00
Christian Kamm babbff6bec Add is_bankrupt check to most instructions 2022-03-30 12:24:49 +02:00
microwavedcola1 00ac0dfce9 comments and test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-30 11:58:45 +02:00
Christian Kamm 14d4147efa liq test: Cover more cases 2022-03-30 09:37:31 +02:00
Christian Kamm d6ebffd346 liq: functionality fixes and test 2022-03-29 17:47:19 +02:00
Christian Kamm 69426d6d96 liq: Introduce HealthCache to get init/maint health after liquidation 
The concept only works if all serum3 open orders have been fully
cancelled and settled.
 2022-03-29 09:18:13 +02:00
microwavedcola1 64e3ba0d7c --wip-- [skip ci] 2022-03-28 21:13:16 +02:00
Christian Kamm a6ff388e20 health: avoid divisions, reducing compute needs 2022-03-27 14:47:42 +02:00
Christian Kamm d9ac178481 liq token: Adjust fee handling 
Use the sum of the fees configured for the tokens.
 2022-03-27 14:47:42 +02:00
Christian Kamm 82819720e0 liq token: progress 
Change bank.deposit()/withdraw() to work with I80F48 values so we don't
need to round during liquidation.
 2022-03-27 14:46:51 +02:00
Christian Kamm c391c29347 liq token: Instruction outline 2022-03-27 14:46:51 +02:00
microwavedcola1 b139f6beab ask example test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-26 17:27:50 +01:00
microwavedcola1 b851dd13ad add new ask 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-26 17:06:55 +01:00
microwavedcola1 c83be301e4 extend 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-26 06:41:39 +01:00
microwavedcola1 1e5a6f90bc extend 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-26 06:37:32 +01:00
microwavedcola1 223179b278 basic test to measure cu 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-26 06:16:52 +01:00
microwavedcola1 c7bf53659c fix warning 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-25 20:44:06 +01:00
microwavedcola1 00da3460ab cleanuo 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-25 20:35:19 +01:00
microwavedcola1 860b7aa1d4 cleanup 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-25 20:03:44 +01:00
microwavedcola1 27eaa5f8f5 ported fees 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-25 09:46:38 +01:00
microwavedcola1 3036ffa45c clippy 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 19:27:00 +01:00
microwavedcola1 671c06da89 events 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 19:20:56 +01:00
microwavedcola1 0e953f5e80 more 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 19:15:46 +01:00
microwavedcola1 f895467bf5 weights 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 17:29:30 +01:00
microwavedcola1 21073d6b71 cleanup 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 16:12:55 +01:00
microwavedcola1 de0ce5ad8f cleanup 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 15:29:42 +01:00
microwavedcola1 baf4b255c8 remove more dead code 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 14:48:11 +01:00
microwavedcola1 1eaf58812f remove more dead code 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 14:46:09 +01:00
microwavedcola1 ba4300accc simplify 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 14:40:08 +01:00
microwavedcola1 4a3d61a0b0 cleanup unused 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 14:08:10 +01:00
microwavedcola1 e6ee72b8b0 remove unused 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-24 13:45:46 +01:00
microwavedcola1 5919a5a1df Merge branch 'main' into mc/clippy 2022-03-23 09:53:50 +01:00
microwavedcola1 f135ca4d9b fix clippy warnings 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-23 09:33:51 +01:00
microwavedcola1 fde4bce86f
Merge pull request #29 from blockworks-foundation/mc/event_queue 
add event queue
 2022-03-23 08:54:11 +01:00
microwavedcola1 b0d6a14d00 fix clippy warnings 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-23 08:34:23 +01:00
microwavedcola1 f7fb9b7e35 add event queue 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-23 07:53:45 +01:00
Christian Kamm 696806ee77 Add liq_token_with_token file outline 2022-03-22 19:25:33 +01:00
Christian Kamm bfcb672116 Health: allow account order to be fixed, or to scan for accounts 
The latter is important when we want to compute health for two different
accounts. Then the remainingAccounts would hold the union of the
necessary accounts, and each health check would need to look for the
accounts that it needs.

This patch al so reduces the compute needs for fixed-layout health
checks significantly (Deposit for an account with 8 tokens and 7 markets
takes 65k instead of 70k cu)
 2022-03-22 14:13:07 +01:00
microwavedcola1 3443ab0d70
Merge pull request #27 from blockworks-foundation/mc/ci 
checked math
 2022-03-22 11:47:10 +01:00
microwavedcola1 237d776e2b fix test cu requirement 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-22 11:33:06 +01:00
microwavedcola1 974724cfe1 fix some clippy warnings 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-22 11:19:12 +01:00
microwavedcola1 ed9368cb3d checked math 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-22 10:39:51 +01:00
Christian Kamm d1a7cd109d Serum: remove some duplicated functions 2022-03-22 09:58:10 +01:00
Christian Kamm 43eba0a529 Serum: Test for force cancel orders 2022-03-22 09:25:13 +01:00
microwavedcola1 b8d84112d7 fix 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-22 07:09:49 +01:00
microwavedcola1 ec5e959804 further work on perps 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-22 07:06:33 +01:00
Christian Kamm 34d14ef267 Serum: serum3_liq_force_cancel_orders instruction 
Still needs a test.
 2022-03-21 17:39:52 +01:00
Christian Kamm 27f882a333 Tests: More flexible test context construction 2022-03-21 10:45:55 +01:00
Christian Kamm a6a31f226c Tests: Unify group + tokens setup 2022-03-21 07:49:51 +01:00
Christian Kamm 75ac224b6e Tests: Bank deposit/withdraw/active/dust tests 2022-03-21 07:01:25 +01:00
microwavedcola1 e7b32c6149 clippy 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-20 10:16:02 +01:00
microwavedcola1 fbedea9424 reorg, placeholder for place perp order 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-20 10:11:36 +01:00
Christian Kamm 1ad0826573 Clippy warnings 2022-03-19 12:53:24 +01:00
Christian Kamm 6f72cd27e8 Serum: Cancel order instruction 2022-03-19 12:19:16 +01:00
Christian Kamm 63050c3661 Serum: No health check needed after settle_funds 
It just moves free funds from open_orders to the user account.
 2022-03-19 09:05:42 +01:00
Christian Kamm 9fb16f3906 Add comments 2022-03-19 08:54:33 +01:00
microwavedcola1 9475d9545c add comment 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-19 08:52:38 +01:00
microwavedcola1 479bd60ecf extend perp market with indices, which make it easier to lookup the perp market and base and quote tokens 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-19 07:28:37 +01:00
Christian Kamm 70316fb927 Serum: Settle funds instruction 
Also move serum3 cpi helpers to a separate file, to allow reuse of calls
like settle_funds from multiple mango instructions.
 2022-03-18 19:27:23 +01:00
microwavedcola1 4987e072cd fix test 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-18 17:49:13 +01:00
microwavedcola1 ab61c6b244 remove unused 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-18 16:30:18 +01:00
microwavedcola1 ba9bc82df2 Merge branch 'mc/perps' 2022-03-18 15:16:13 +01:00
Christian Kamm 9d05db68f9 Serum: Prefix instructions with serum3_ and related renames 2022-03-18 13:42:20 +01:00
microwavedcola1 b5734e4f97 fix trailing space 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-18 13:00:52 +01:00
Christian Kamm a40eb94833 Serum: settle_funds after place_order 
Avoid using anchor_spl::dex helpers, because calling serum through these
functions costs significantly more compute, likely because AccountInfos
need to be cloned twice.

Examples:
- new_order_v3: direct 26.8k CU, helpers 37.5k CU
- settle funds: direct 24.9k CU, helpers 31.8k CU
 2022-03-18 12:17:09 +01:00
microwavedcola1 4f7e3a5738 create perp market wip 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-18 10:14:30 +01:00
Christian Kamm 57c06bc2da Health: add a missing group check for remainingAccount Banks 2022-03-18 07:54:20 +01:00
Christian Kamm 7b3cd9a81f Health: Use split_at_mut to get two element &muts 
Previously we re-indexed token_infos every time, now we can just have
mutable references to the base and quote elements at the same time.
 2022-03-18 07:44:44 +01:00
Christian Kamm 430d5c85fa Health: compute optimizations 
Basic caching of multiplications and divisions.
 2022-03-17 21:53:41 +01:00
Christian Kamm af2f4a0923 Health compute tests 2022-03-17 14:17:28 +01:00
Christian Kamm 9351d0652d Serum: health based on worst case order outcome 2022-03-17 12:05:07 +01:00
Christian Kamm 0593aa81f7 Serum: more health computation 
Now the open orders are actually read
 2022-03-16 18:33:11 +01:00
Christian Kamm 6aa4724b45 Serum: Health computation first steps 2022-03-16 16:45:54 +01:00
Christian Kamm f5d2964f1d Serum: Store base/quote token index in MangoAccount 
To avoid having to pass SerumMarket when health needs to be computed.
 2022-03-16 13:48:43 +01:00
Christian Kamm 1953d12f0f Health: expect serum open orders accounts 2022-03-16 13:42:29 +01:00
microwavedcola1 7a68aa71e5 simplify 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-15 16:38:24 +01:00
microwavedcola1 75721d8f06 fix bug where position mutation was not persisted in margin trade 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-15 16:25:44 +01:00
Christian Kamm 3bb94777f3 MangoAccount field renames 
indexed_positions -> token_account_map
serum_open_orders_map -> serum_account_map

in the future we should add the perp_account_map
 2022-03-15 15:08:53 +01:00
Christian Kamm 54641692fa PlaceSerumOrders: indexed positions are guaranteed to exist 2022-03-15 14:59:15 +01:00
Christian Kamm baa980c659 PlaceSerumOrder: Track vault balances before and after 2022-03-15 14:44:47 +01:00
Christian Kamm 28a26e66da PlaceSerumOrder: More account validation 2022-03-14 21:53:30 +01:00
Christian Kamm 6b342ffeb9 PlaceSerumOrder basic test 2022-03-14 17:21:16 +01:00
Christian Kamm a51fdd42f7 Serialization of new serum order instruction data 2022-03-14 15:28:06 +01:00
Christian Kamm 0b2f691f5b RegisterSerumMarket: pass market_index explicitly 2022-03-14 13:47:34 +01:00
Christian Kamm 07c9b9de7e Further harmonizing of PDA seeds 2022-03-14 13:39:54 +01:00
Christian Kamm 71cd1755ec Stop storing token info in Group 
It is just not needed, the individual Bank accounts have all the
necessary info.
 2022-03-14 13:35:38 +01:00
Christian Kamm 1cd0f8d6be RegisterToken: Pass token_index explicitly 
This guarantees stability when a gov proposal adds a new token and a new
market in one transaction. This way the RegisterMarket instruction knows
exactly what index the new token will have.

Previously, the new token index was generated automatically, meaning
you couldn't be sure what index a new token would get in advance.
 2022-03-14 13:19:50 +01:00
Christian Kamm 2502f0ac1b checked_math: use a panic 
This reduces compute use further and still produces good error messages.
 2022-03-14 12:45:32 +01:00
Christian Kamm 38d239462f checked_math: construct errors lazily 
bad benchmark of compute needs for 100 add-assigns of I80F48:
3465 a + b
3465 a.checked_add(b).unwrap()
3465 cm with unwrap()     <- maybe future if we fix panics
4366 cm with ok_or_else() <- now
56494 cm with ok_or()     <- old
 2022-03-13 20:55:28 +01:00
Christian Kamm 449fe4dc6d Add checked_math library for convenient overflow checking 
Instead of
    x.checked_add(y).ok_or(error!(MangoError::MathError))?
we can write
    cm!(x + y)
 2022-03-13 15:45:50 +01:00
Christian Kamm fce2316b03 Simplify health fn call, use in place serum order 2022-03-12 14:13:19 +01:00
Christian Kamm 16c0a95679 PlaceSerumOrder instruction stub 2022-03-12 14:13:19 +01:00
microwavedcola1 e742926ce2 change seeds literals to camelcase, camel case was how mango did in v3, also matches struct names 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-11 20:10:15 +01:00
microwavedcola1 241dd6080a
Merge pull request #24 from blockworks-foundation/mc/re-org 
move unused to a unused mod, preparation for working on perp markets
 2022-03-11 17:51:32 +01:00
Christian Kamm 693ac17996 Serum: Store open orders pubkey in account 2022-03-11 17:50:04 +01:00
microwavedcola1 c2f91489af move unused to a unused mod 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-11 17:11:46 +01:00
Christian Kamm c86a6f8d29 Serum: Create OOs is functional and called from a test 2022-03-11 15:28:27 +01:00
Christian Kamm 9be5ad6488 Test: Add CreateSerumOpenOrders test stub 2022-03-11 14:26:42 +01:00
Christian Kamm da31b6317f Drop unnecessary rent accounts 2022-03-11 13:02:20 +01:00
Christian Kamm dbd8409ce8 Test: Add RegisterSerumMarket test stub 2022-03-11 12:59:42 +01:00
Christian Kamm e3960dc5e2 Outlines of RegisterSerumMarket / CreateSerumOpenOrders 2022-03-11 12:40:16 +01:00
microwavedcola1 4dc0262546 reformat 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-08 12:45:59 +01:00
microwavedcola1 b3f2ca51fa fixes from cr 
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
 2022-03-08 11:11:28 +01:00
Christian Kamm f6d2df1ad4 Rename to Bank and Group 2022-03-07 16:16:34 +01:00