a2f4cef940
mc/ts derive and not hardcode size ( #257 )
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* 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
4b52d9a072
ts: simplify getOrCreateMangoAccount ( #256 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 12:16:24 +02:00
c22302a1da
ts client improvement ( #254 )
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* 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
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
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This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
01a958cd22
Clarkeni/onchain interest ( #244 )
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* Onchain interest calculation
* Fix to TokenBalanceLog for token_liq_bankruptcy (was previously using liqee liab position for liqor liab position).
* Log cumulative interest when token position is deactivated.
2022-09-28 23:04:33 -07:00
984695e8d0
liquidator: Call liq_perp_bankruptcy
2022-09-29 07:36:00 +02:00
12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
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Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
77abfd0529
Perp liq: Fix base position liquidation amount computation
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It was wrong for quote weights != 1.
2022-09-29 07:34:52 +02:00
dd83aeb156
ts: ALTs integration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
15d3a0cdfa
ts client: fix reading perp event queue
2022-09-28 10:48:41 +02:00
15d0a98c94
liquidator: settle pnl on liquidatable accounts
2022-09-28 10:48:41 +02:00
11daf4d0eb
client: fetch top settle pnl counterparties
2022-09-28 10:48:41 +02:00
9cbc352197
liquidator: force-cancel perp orders, liq perp base positions
2022-09-28 10:47:05 +02:00
a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
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Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
8d86883190
ts: remove debug code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
b57e50c75b
ts: fix tsc issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
b7aa6dbd5d
ts: tiny liabs pushes health ratio beyond what I80F48 can support ( #243 )
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* 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
e509a3ae9c
Clarkeni/overall pnl ( #232 )
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* Add getPNL client function
2022-09-23 11:39:51 -07:00
1320451e1a
Add serum open orders balance logging. Remove price from token and perp balances. ( #236 )
2022-09-23 10:42:43 -07:00
f6c9a93ac5
Health: Avoid overflow panic in health ratio for tiny liabs
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Spotted by microwavedcola
2022-09-23 12:04:14 +02:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* 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
39bdf20813
ts: Add group.findPerpMarket()
2022-09-23 09:48:35 +02:00
4090cf407e
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* 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
d86b3dd757
Rust client: Fix remaining accounts perp oracles
2022-09-23 09:07:51 +02:00
ecbd4028f7
ts client: Fix remaining accounts when opening a perp position
2022-09-23 08:42:01 +02:00
3c98a9fd0a
keeper: Fix logging of how many events are consumed ( #235 )
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* keeper: Fix logging of how many events are consumed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 08:23:37 +02:00
a8ae59f0fe
IDL and client changes
2022-09-23 01:03:45 +08:00
55f77ad6c6
Added IOC penalty
2022-09-23 00:55:12 +08:00
ae42356b22
program: remove todos for ix which have now been implemented or not relevant ( #240 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-22 17:43:01 +02:00
0040a1477e
Client: Compute max perp trade amount ( #231 )
2022-09-21 11:45:05 +02:00
96218fb7ba
Update IDL and merge issue fixups
2022-09-21 10:19:23 +02:00
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +02:00
a41a245e24
PerpLiqBankruptcy instruction
2022-09-21 09:46:54 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
f96b9ded0d
ts: fix event queue rawevents
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 19:50:21 +02:00
ddb68b7991
Test build fix
2022-09-20 16:59:55 +02:00
8c91541d12
ts client: Fix serum3DeregisterMarket
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The indexReservation arg wasn't passed.
2022-09-20 16:58:07 +02:00
6399e6cb6c
Fix PerpMarket data layout breakage
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The new fees_settled must be added at the end and the reserved amount
needs to be reduced.
2022-09-20 16:58:07 +02:00
347b225480
TokenEdit: remove bank_num arg
2022-09-20 14:22:25 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
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* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
11160ae2fe
Health: Pass price to max_swap_source_for_health_ratio
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Because it's not correct to think we'll always swap at oracle price.
That was an ok assumption for liquidations, where we'll swap at slightly
better than that, but not for jup.
2022-09-20 10:41:33 +02:00
a6d25071cd
Test: Fix test_alt compile
2022-09-15 19:06:46 +02:00
20eb61527b
Compile fixups after merge
2022-09-15 09:40:14 +02:00
1b3a2b07db
Update idl
2022-09-15 09:24:35 +02:00
14ca1dac35
Add alt_set / alt_extend instructions
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alt_extend will only work in the future, when alt_set can receive lookup
tables where the authority is set to be the mango group pda.
2022-09-15 09:20:08 +02:00
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
50be520e99
Rename: LiqToken* -> TokenLiq*
2022-09-14 16:22:42 +02:00
f3bdfec6a6
Perp settle pnl: Limit to maint spot health ( #225 )
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Perp settle pnl: Limit to maint spot health
We want to isolate perp markets. As such, it's not acceptable to convert
arbitrary perp losses into spot token borrows.
The safe amount for this conversion is given by the account's
maint health -- with all perp markets ignored.
2022-09-14 13:26:29 +02:00
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
microwavedcola1
Christian Kamm
Nicholas Clarke
microwavedcola1
conj0iner
Conj0iner