bff4828bbf
use deposit limits ( #852 )
...
* edit max source token
* deposit limits adjustments
* fix comment
* pr fixes
* fix
* fix
2024-01-18 17:47:57 +01:00
27b1ceebe8
Accounts: Expect only the v3 MangoAccounts now ( #783 )
2023-12-19 10:08:46 +01:00
2829bef48e
ts: tcs hasData was renamed to isConfigured
2023-11-24 11:05:20 +01:00
af314d01a5
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-14 17:05:55 +01:00
25fd722743
ts: update some typings, commented ones will be improved after next release
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-14 10:29:58 +01:00
35bdf46c05
update getCumulativeFundingUi comment
2023-11-05 23:51:49 +01:00
b39412d3a2
add getCumulativeFundingUi
2023-11-05 15:13:23 +01:00
a4fa1b801b
Add getCumulativeFunding to client. ( #602 )
...
* Add getCumulativeFunding to client.
2023-11-05 14:27:46 +01:00
e0b4bd1236
ts: upgrade anchor ( #735 )
...
* ts: upgrade anchor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-10-06 10:05:56 +02:00
549c4704d1
ts: helpers for withdrawing tokens from bad oracles ( #726 )
...
* ts: helpers for withdrawing tokens from bad oracles
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>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix usage of field
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-20 10:48:11 +02:00
d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch ( #719 )
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* Serum3 open orders: Fix health overestimation (#716 )
When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.
The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.
Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.
The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.
(cherry picked from commit 2adc0339dc
2023-09-16 11:04:38 +02:00
cda47a18d1
v0.19.25
2023-09-08 12:15:50 +02:00
b46e275a2c
Mc/tcs improvements ( #706 )
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* ts: additional tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "Fixes from review"
This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-08 08:49:38 +02:00
d60bea7436
Merge remote-tracking branch 'origin/main' into deploy
2023-09-07 12:59:50 +02:00
447e7cb151
ts: update tcs helpers
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:30:12 +02:00
aa1a9f36e9
ts: add tcs helper for current pair price
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-13 12:01:20 +02:00
c1be446aab
Mc/slot to tx ( #676 )
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* v0.18.17
* ts: return confirmed slot when executing a tx
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-11 19:12:13 +02:00
c7cc7c248c
ts: fix threshold price computation in token conditional swaps
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-10 16:16:05 +02:00
b2e578bc61
Merge remote-tracking branch 'origin/deploy' into dev
2023-08-10 13:32:06 +02:00
4810b6afbc
Tcs: store a display-only intention enum ( #667 )
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This way the ui can know what the user created the tcs order for.
Introduces tcs create and trigger v2 logs.
2023-08-08 18:16:59 +02:00
5755480248
threshold price ui helper for tcs in ts client
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-08 14:59:43 +02:00
774c67909e
Tcs: Use fees config from Bank instead of Group ( #659 )
...
To give more flexibility to the DAO, the maximum tcs fees from
the buy and sell banks will be used.
2023-08-08 10:21:13 +02:00
4c083a9a56
ts client: fix getMaxWithdrawWithBorrowForToken ( #664 )
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* fix max withdraw amount, wasnt taking into account scaled weights
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-07 13:12:37 +02:00
776545fcdd
token conditional swaps, fixes from review ( #653 )
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* tcs fixes from review, and easy to use helper functions
* 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>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-07 13:09:19 +02:00
1be38d14cb
Tcs: Add price display style enum ( #654 )
...
Tcs orders always store prices in a fixed "sell per buy" style, but users
can create them in either price direction. When they look at them later,
the ui needs to know what their preferred style is for this order.
2023-08-03 12:37:01 +02:00
5f7d704911
improve tcs further
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:57:25 +02:00
ef2df16f83
cleanup tcs
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:32:50 +02:00
5008d3253c
Fixes for tcs
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:13:01 +02:00
c24e77d3a4
wip: extend tcs helpers ( #649 )
...
* extend tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add slippage helper
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 08:26:34 +02:00
fef5fd97da
Merge remote-tracking branch 'origin/release/program-v0.18' into deploy
2023-07-17 16:28:59 +02:00
f3a7c5ca14
make consistent with other sim functions
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-17 15:23:47 +02:00
7e917bb85d
Fix type
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-14 14:02:06 +02:00
e623b8c276
Enforce safety limits while borrowing, while computing max swap source, and max spot order base/quote ( #642 )
...
* --wip-- [skip ci]
* enforce safety limits while borrowing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* --wip-- [skip ci]
* --wip-- [skip ci]
* --wip-- [skip ci]
* Fixes from review
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 16:29:13 +02:00
604c38ed5b
fix max swap
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:53:38 +02:00
a6fe8dfd48
fix max swap
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:38:48 +02:00
05b9f8f5da
ui helper
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 18:17:24 +02:00
7ab0164d38
v0.17.1
2023-07-05 07:32:26 +02:00
7e4ec9e14f
Merge branch 'deploy-2' into dev
2023-07-04 11:05:39 +02:00
1ffa65d01b
optimise getAllMangoAccounts
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
35064d4ab0
Token conditional swaps ( #604 )
...
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
c2e48df051
Merge branch 'main' into deploy
2023-07-03 09:02:25 +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
66ccd962bc
mc/break even price ts client: account for unsettled funding ( #617 )
...
* 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
b84b135dae
add realized pnl helpers, reorder methods
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 08:40:06 +02:00
6a76476acd
referrerRebatesAccrued - these accrue to the ui now ( #596 )
...
* these accrue to the ui now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-28 07:44:45 +02:00
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
5d31d6bf32
merge deploy changes to dev ( #586 )
...
* expose perp order type on perp order
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.9.17
* Fix funding rate method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix scrript
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.9.18
* ts-client v0.9.19
* fix script
* update reduce only and force close flags in ts client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.1
* expose underlying property
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.2
* Fix bug in closing mango account (#559 )
* reafactor code for collecting health accounts, fix bug where bank oracle was skipped while closing account
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>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.3
* fix client code for building health accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.4
* Fix bug in sim max serum3 bid
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.5
* increase charge
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts-client v0.14.0
* Fix getBorrowRate() to include loan upkeep
* ts-client v0.14.1
* Client: Move jup's CU ix outside of flash loan
That makes a flash loan based jup swap usable with delegates.
* liquidator: Don't attempt to close in-use token positions
This could happen if the user manually used serum on the liquidator
account.
* Mc/ci cd (#570 )
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix branch
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Increase iterations for max swap to fix some edge case, fix debug script since fees are already accounted for
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.14.2
* Risk notification bot (#565 )
* risk stuff
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>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.0
* fix risk computati
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.2
* Fix units
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont drop or rally stable assets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont skip usdc
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.3
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.4
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.5
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.6
* add highlight
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.7
* Fix math
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.10
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.12
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-16 19:20:43 +02:00
8255d53a09
Risk notification bot ( #565 )
...
* risk stuff
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>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 11:55:24 +02:00
08dfb0ddba
Risk notification bot ( #565 )
...
* risk stuff
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>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-13 11:55:08 +02:00
01ae9175e9
Fix bug in sim max serum3 bid
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 13:50:30 +02:00
Adrian Brzeziński
Christian Kamm
microwavedcola1
Lou-Kamades
Nicholas Clarke
microwavedcola1