a93945602b
Add audit report for 0.18.0 ( #650 )
2023-07-22 07:38:37 +02:00
cce2620de8
liquidator: Improve logging for tcs execution ( #648 )
2023-07-17 13:16:01 +02:00
5dd5c507f2
Tcs: reserve token positions while tcs is open ( #647 )
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- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
trigger/cancel
2023-07-17 13:14:53 +02:00
1ba6513b5e
Compile and test fix ( #645 )
2023-07-14 16:27:52 +02:00
609f6f24da
Fix rename
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:41:01 +02:00
40a011a48e
Fees to dao ( #644 )
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* withdraw fees to dao
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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:22:35 +02:00
db8f5ae30d
liquidator: when rebalancing allow multi-hop jupiter routes
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and if that doesn't fit into a transaction, try a direct route with USDC
or SOL.
2023-07-12 08:57:21 +02:00
c58ee91356
Client: jupiter swap and tx builder improvements
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- jupiter swap now supports multiple hops
- tx builder can check resulting tx size
2023-07-12 08:57:21 +02:00
b8376b4b89
logging improvements ( #641 )
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- switch logging to tracing crate
- update liquidator logging to use tracing features
2023-07-12 08:38:38 +02:00
6b2f6af6e4
Idl: remove references to undefined openbook_v2 enums
2023-07-11 13:01:55 +02:00
a7ac6f8dfb
Update Cargo.lock and IDL after merge
2023-07-11 10:39:06 +02:00
6461743f35
Openbook v2 integration: instructions and accounts ( #628 )
2023-07-11 09:59:50 +02:00
65c747b36a
Flash loan: Better errors for missing banks ( #639 )
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Check for missing banks _before_ checking for "exactly two token
changes" because the missing banks can be a cause of the latter error.
2023-07-10 16:20:43 +02:00
ff55a7910c
Changelog for v0.18.0 ( #636 )
2023-07-07 17:31:35 +02:00
5a70917a91
client: Fix seeds for create_account() ( #635 )
2023-07-07 17:20:03 +02:00
30cb4d7753
Tcs: Switch prices from f32 to f64 ( #634 )
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To have more precision when storing user supplied prices and ensure that
the rounding that will occur will be tiny compared to the user-provided
precision.
2023-07-06 14:48:49 +02:00
801a66d682
Merge pull request #624 from blockworks-foundation/lou/avgEntryPricePerBaseLot-logs
2023-07-05 08:19:48 -05:00
fad5aca654
add comment for pnl fields of FillLogV3
2023-07-05 07:56:07 -05:00
e535e81257
Pyth: Read agg.price or prev_price, depending on staleness ( #631 )
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This updates our use of pyth oracle accounts to be more in line with
what the pyth sdk is doing.
2023-07-05 12:58:42 +02:00
8177680415
feat: closed pnl is calculated via realized_trade_pnl_native
2023-07-04 10:39:47 -05:00
3867d902d2
Bump program version to v0.18.0
2023-07-04 11:10:31 +02:00
cc4a39850a
Bump version and idl to v0.17.1
2023-07-04 11:08:59 +02:00
f2cdb8aeec
Changelog for v0.17.1
2023-07-04 11:08:53 +02:00
dd56881a41
Revert "Pyth oracles: Check that status is "trading" ( #607 )"
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This reverts commit bbf0186398
2023-07-04 11:08:48 +02:00
7e4ec9e14f
Merge branch 'deploy-2' into dev
2023-07-04 11:05:39 +02:00
6b1ac492dc
v0.17.0
2023-07-04 09:27:53 +02:00
1ffa65d01b
optimise getAllMangoAccounts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
6c6504aefa
feat: emit closed_pnl in FillEventLog3
2023-07-03 13:04:33 -05:00
c67360071e
Fix tcs test script
2023-07-03 15:23:22 +02:00
35064d4ab0
Token conditional swaps ( #604 )
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Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.
This allows limit and stop loss orders on arbitrary spot pairs.
The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
34e41b6719
Token bankruptcy: Separate checks ( #629 )
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This makes it easier to debug, since we know what value did not match
the requirements.
2023-07-03 10:25:02 +02:00
5ea81fc0d5
v0.16.12
2023-07-03 09:03:08 +02:00
c2e48df051
Merge branch 'main' into deploy
2023-07-03 09:02:25 +02:00
6f2345edcb
v0.16.11
2023-07-03 08:20:50 +02:00
eba7b4d15b
add perp market filter
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 08:20:13 +02:00
81cc4ffe42
Add v0.17.0 Audit report ( #627 )
2023-06-29 08:37:59 +02:00
f75b086200
v0.16.10
2023-06-28 15:04:05 +02:00
acf02e2575
new helpers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 15:03:32 +02:00
f84b8014fb
Move audits to audits/ folder
2023-06-28 14:55:05 +02:00
9a31c587a1
v0.16.9
2023-06-28 09:45:46 +02:00
53b608d79d
optimize
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:45:15 +02:00
aa9851dfd7
Fix imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:40:55 +02:00
21c2af7317
make pp liq price faster to compute
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
86fe602364
cleanup
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-27 12:47:01 +02:00
fb414ad591
v0.16.7
2023-06-27 12:35:08 +02:00
06ade9ec04
bump
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:52:33 +02:00
5674076b8e
fix merge
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:47:32 +02:00
0e180ed380
Mc/perp liq price 2 ( #625 )
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* perp position liquidation price calculator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* refactor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ui method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:45:52 +02:00
18e39bc197
dont quote rndr
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 20:06:04 +02:00
66ccd962bc
mc/break even price ts client: account for unsettled funding ( #617 )
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* v0.16.3
* ts: break even price, account for unsettled funding
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 14:32:04 +02:00
Harrison Green
Christian Kamm
microwavedcola1
microwavedcola1
galactus
Lou-Kamades
Lou-Kamades
Robert Chen