Commit Graph

715 Commits

Author SHA1 Message Date
Christian Kamm bbf0186398
Pyth oracles: Check that status is "trading" (#607) 2023-06-15 10:43:44 +02:00
Christian Kamm 66c6926419
Audit fixes for the fee buyback feature (#608)
* reduce_buyback_fees_accrued: forbid reducing more than accrued
* Buyback fees: Expire accrued during event processing
2023-06-15 10:43:31 +02:00
Nicholas Clarke 23761ef28c
Add price to WithdrawLoanLog (#603) 2023-06-14 09:41:54 +02:00
Nicholas Clarke defbd8c2b1
Add loan amount to WithdrawLoanLog. Add withdraw loan logging to toke… (#599)
* Add loan amount to WithdrawLoanLog. Add withdraw loan logging to token_force_close_borrows_with_token

* Address review comments.
2023-06-11 15:37:33 -07:00
Britt Cyr 7803f1dc9d Fix warning when running tests 2023-06-01 08:16:11 +02:00
Christian Kamm 1cc77af7fa Bump version to 0.17.0, changelog updates, idl update 2023-05-31 09:11:56 +02:00
Christian Kamm 56b010eb71
HealthRegion: Whitelist new perp_place_order_(pegged_)v2 ix (#597) 2023-05-26 16:48:19 +02:00
Britt Cyr 2ea8f73ad1
Fix typo in token_liq_with_token comment (#594) 2023-05-25 12:35:22 +02:00
Christian Kamm 9f9f3d257c
Docs: improve HealthCache comments (#590) 2023-05-19 14:42:14 +02:00
Maximilian Schneider 0b22e41acd
manage dependencies in workspace (#588)
* move important dependencies to workspace
* enable workspace inheritance
2023-05-17 20:48:14 +02:00
Christian Kamm 5fc7aa1092
Configurable perp settle token (#550)
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC. 

There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.

For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.

The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.

Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
Christian Kamm be5618aa2b
PerpTakerTradeLog: Add decremented base lots (#584) 2023-05-16 11:10:26 +02:00
Maximilian Schneider c006948319
Enable self-trading protection (#533)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
Maximilian Schneider 9166b761e9
log taker trade summary (#579)
* add new event for taker trade so arb bots can verify their execution cost without waiting for consume events

Co-authored-by: Nicholas <nicholasgclarke@gmail.com>
2023-05-13 17:54:27 +02:00
microwavedcola1 784ef88927
document unused (#581)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 10:03:28 +02:00
Christian Kamm 5a05e9cb2e
Update anchor to v0.27.0, stop using submodule (#582) 2023-05-12 13:54:53 +02:00
Christian Kamm 9429d3991d Bump program version to v0.16.0 and add deploy info 2023-05-11 13:46:43 +02:00
Christian Kamm 450f446032
Make clippy happy (#580) 2023-05-09 21:08:55 +02:00
Christian Kamm 2205fe7260
Changelog for program v0.15.0, version bump, idl update (#577) 2023-05-08 08:13:50 +02:00
Christian Kamm d20ae0abcb
Perp: Exit matching loop when no more base lots can be filled (#576) 2023-05-08 06:40:38 +02:00
Nicholas Clarke c0ea9970b6
Clarkeni/oracle confidence (#568)
* Add oracle confidence and oracle type to update funding logs.

* Return price and OracleState struct from oracle_price_and_state.
2023-05-05 23:44:14 -07:00
Christian Kamm 2f4976e81f
Improve error message for FixedAccountRetriever (#566)
When an invalid number of accounts is passed in, which is one of the
most common error messages new integrators will see.
2023-05-05 09:11:25 +02:00
microwavedcola1 abba3de4ce
Fix bug in flash loan for delegates where compute budget program was not allowed, also improved logging (#572)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-04 14:46:09 +02:00
Christian Kamm 0da1b6728b
OpenBook place order: respect bank reduce_only flags (#569) 2023-05-04 08:02:28 +02:00
Christian Kamm 6f47ad92d6
token_register_trustless: Disable borrowing by default (#567)
Previously tokens listed this way could be borrowed. Now tokens start
with reduce-only set to the "no borrows" mode.

Also decrease the default soft borrow/deposit limits significantly, even
if they don't come into effect when there are no borrows and the deposit
weight is 0 anyway.
2023-05-04 07:59:39 +02:00
Christian Kamm 4504ed8ff9 Compile fix and idl update 2023-04-26 09:07:05 +02:00
microwavedcola1 4e4af83d98
Fix bugs for release (#564)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 16:18:35 +02:00
Christian Kamm 7ec8fbffe5 Fix build without enable-gpl 2023-04-25 13:39:01 +02:00
Nicholas Clarke 2dce1398d3
Fix to seq num logging. Seq num was incremented between event and logging (#556) 2023-04-25 13:38:31 +02:00
Nicholas Clarke 5d77ba6834
Add PerpForceClosePositionLog and TokenForceCloseBorrowsWithTokenLog (#555) 2023-04-25 13:38:08 +02:00
Christian Kamm 507cb500e9
Fix settle limit accounting for positive pnl takeover (#562) 2023-04-25 13:37:34 +02:00
microwavedcola1 3741f78da5
insurance fund withdraw ix (#561)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 09:20:44 +02:00
Christian Kamm fe8d1a63bd
Fix building with "no-entrypoint" feature (#558)
Without this, anchor complains about a missing lifetime on a struct
relating to Benchmark.
2023-04-24 09:52:44 +02:00
Christian Kamm 898788909e
Fix account borrow issue in perp_liq_force_cancel_orders (#557) 2023-04-24 09:52:33 +02:00
Christian Kamm 10113443df Minor test compile fix 2023-04-24 09:35:46 +02:00
microwavedcola1 497012042c
Force close for serum3 market (#551)
* force close for serum3 market

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

* Fixes from review

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

* always require admin

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>

* format

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

* Fixes from review

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

* update client

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:19:23 +02:00
microwavedcola1 6fba1692e9 Fix type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:13:14 +02:00
microwavedcola1 6ac9f19287
Perp force close positions in a market (#525)
* force close tokens

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>

* add test

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>

* reset

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

* force close perp market

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>

* test

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

* update

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

* add back staleness slot check

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

* Fixes from review

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 17:42:01 +02:00
microwavedcola1 55bfcc3a76
fix bug where flash loans couldnt be executed by delegates (#552)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 16:17:26 +02:00
microwavedcola1 fa5b39adad bump version for next release
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-14 16:59:02 +02:00
Christian Kamm 0e831db687
IxGate: Fix check for re-enabling instructions (#540)
The bug allowed the security admin to enable instructions. This was
supposed to require the group admin.
2023-04-14 16:12:17 +02:00
Christian Kamm 98a79505e1
FlashLoan: Don't deduce vault_len, add more checks (#542)
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.

However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
  from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
  token accounts for foreign mints in Begin when the loan amount is zero,
  and it's clearer to see that the bookkeeping in End won't break if the
  user reinited the account for a different mint.
- Also add a few other extra comments and checks.

The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
Christian Kamm 13279536aa Drop leftover conflict markers 2023-04-14 08:26:05 +02:00
Nicholas Clarke 37ae7549fb
Clarkeni/perp trade logging (#535)
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.

* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
2023-04-13 10:50:39 -07:00
microwavedcola1 c813940054 Fix method calls
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 19:34:45 +02:00
microwavedcola1 b07857c696
force close tokens program part (#518)
* force close tokens

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>

* add test

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>

* reset

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 12:44:12 +02:00
microwavedcola1 2dca3003df
Don't incentivise using asset tokens with high liquidation fee during liquidation (#536)
* Don't incentivise using non-usdc coins to liquidate tokens

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

* fix tests

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

* fix tests

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

* review: add back test comment

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-04-13 12:43:31 +02:00
Christian Kamm 61a4f62ea4 Bump program version to v0.13.0 and update idl 2023-04-13 09:53:15 +02:00
Christian Kamm 74f7282d4e Bump program version to v0.12.0 and update idl 2023-04-13 09:46:58 +02:00
Christian Kamm da2a7f4e0c
Net borrow limit: Separate out tracking and checking (#534)
That way it's easier to be specific about where the limit should be
checked.
2023-04-13 08:56:33 +02:00