* liquidator: randomly select token/perps for rebalancing to avoid failing at every try if one token is having an issue (#921)
(cherry picked from commit e3a7ed9e32)
* liquidator: do not panic if token or perp rebalancing fails (#927)
(cherry picked from commit 0b7e62e671)
* Liquidator: add Sanctum swap (#919)
liquidator: add sanctum swap
(cherry picked from commit 01d5237162)
* liquidator: add more LST for sanctum swap (#944)
(cherry picked from commit c0b61b3b37)
liquidator: add a way to restrict token accepted by the liquidator
- add allow/forbid list of token for liquidation & conditional token swap triggering
- add allow/forbid list for perp market liquidation
- housekeeping: extract cli args to a dedicated file
- move more hardcoded thing to config and stop using token name (replace with token index)
* rename usd_opt to usdc_opt in OracleAccountInfos
* use fallbacks when fetching bank+ price in AccountFetcher struct
* feat: add derive_fallback_oracle_keys to MangoGroupContext
* test: properly assert failure CU in test_health_compute_tokens_fallback_oracles
* provide fallback oracle accounts in the rust client
* liquidator: update for fallback oracles
* set fallback config in mango services
* support fallback oracles in rust settler + keeper
* fix send error related to fetching fallbacks dynamically in tcs_start
* drop derive_fallback_oracle_keys_sync
* add fetch_multiple_accounts to AccountFetcher trait
* revert client::new() api
* deriving oracle keys uses account_fetcher
* use client helpers for deriving health_check account_metas
* add health_cache helper to mango client
* add get_slot to account_fetcher
* lint
* cached account fetcher only fetches uncached accounts
* ensure keeper client does not use cached oracles for staleness checks
* address minor review comments
* create unique job keys for CachedAccountFetcher.fetch_multiple_accounts
* fmt
* improve hashing in CachedAccountFetcher.fetch_multiple_accounts
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Co-authored-by: Christian Kamm <mail@ckamm.de>
- keep track of different error types per key
- skip for a given duration once too many errors came in
- wipe if no new errors are seen for a while
- simplify logging of actively skipped cases
- limit deposits (via deposit, flash loan, tcs)
- limit potential deposits via openbook settle
by restricting placable orders via potential_serum_tokens
- introduce Serum3PlaceOrderV2 for this purpose
- account for new limits in liquidator, max_swap
- Don't just restart on new listings, but also on significant changes to
old listings such as oracle changes.
- Cover the liquidator and settler in addition to the keeper.
Many instructions now return PreparedInstructions instead of a direct
Instruction or Vec<Instruction>. That way they can keep track of the
expected cu cost of the instructions for the compute limit instruction
that gets added once all instructions are made.
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>