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mango-v4
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229 Commits

Author SHA1 Message Date
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