446b2e8d66
serum util functions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
85206c46a3
Merge branch 'main' into dev
2022-11-04 14:49:24 +00:00
4e12d85d3d
alt for mainnet group 2 ( #282 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 14:48:26 +00:00
4d134f266b
reloadAll is now idsSource aware ( #275 )
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add markets to test SOL quote serum trading
tweak dust leverage so we can test isolated markets and liquidation
add unregister token & market
2022-11-04 14:35:40 +00:00
ccc1d43a55
Port new fields on accounts from program to ts client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
62b1944b2f
use BN in perp cancel order
2022-11-01 17:37:21 +00:00
4368b79c03
cancel perp order client fn
2022-11-01 17:19:41 +00:00
c22deb9c25
Run prettier
2022-11-01 11:48:47 +00:00
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
4b6a2973ab
add perp market index to perp order
2022-10-31 17:39:03 +00:00
2efbc41755
getters for perp order
2022-10-31 17:07:58 +00:00
73792dd6ea
fix too aggressively flooring BN math ( #277 )
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* fix too aggressively flooring BN math
* use i80f48 for division
Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
2022-10-28 13:43:24 +02:00
cc220f56e3
Revert "fix too aggressively flooring BN math ( #276 )"
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This reverts commit 28c542be3f
2022-10-27 20:53:47 +02:00
28c542be3f
fix too aggressively flooring BN math ( #276 )
2022-10-27 20:49:19 +02:00
67d25afd02
make prettier happier
2022-10-20 20:01:18 +01:00
9f71cfce4a
eslint
2022-10-18 20:10:20 +01:00
bc3b4adc81
prettier
2022-10-18 20:07:01 +01:00
2e23ccaaec
prettier
2022-10-18 20:05:41 +01:00
fe1b7ab8e8
prettier changes
2022-10-18 19:48:43 +01:00
3efebb3ea6
ts: market maker improvements ( #270 )
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* ts: fix typechecking on scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: market maker round of improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:39:57 +02:00
cd8c500be5
ts: fix typechecking on scripts ( #269 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:38:52 +02:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
286563b0ef
add minordersize and ticksize to perpmarket
2022-10-10 18:59:44 -04:00
7466123934
ts: fix script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-10 08:07:27 +02:00
1f36054bad
Merge pull request #253 from blockworks-foundation/cj/ts_tests
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Refactor & improve anchor tests
2022-10-09 00:20:08 +07:00
3939d48dc6
ts: fix script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-08 14:32:50 +02:00
f0ae79b0f7
Refactor TS client anchor tests
2022-10-08 17:48:13 +07:00
f7787ea828
remove duplicate function
2022-10-07 13:48:12 -04:00
cfd6fd2ca8
remove unnecessary undefined type returns
2022-10-07 13:48:05 -04:00
73039e1b39
Merge remote-tracking branch 'origin/dev' into main
2022-10-07 13:21:47 -04:00
69a0ac32b7
add perp market script
2022-10-07 13:21:25 -04:00
8f6fa5134d
ts: comment out, tsc complains
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 14:05:49 +02:00
8e919bb741
ts: perp improvements ( #263 )
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* ts: perp improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 13:52:04 +02:00
6808171ee3
ts: disable versioned txs for now because wallets dont support them
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 08:28:05 +02:00
f2cc869795
Perps: Prepare for settlement token != oracle token
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Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
dd4175b401
add back get serum3marketbypk
2022-10-04 16:35:38 -04:00
8cdd0233d4
fix merge issues
2022-10-04 15:13:24 -04:00
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
b906e3dc78
Token deposit: Split into signed and permissionless ix
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Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
bafaf73745
Mc/ts numbers - cleanup usage of all numbers ( #259 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: move stuff around
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: string representation while printing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: number cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: cleanup creation of I80F48 from BN
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixed from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix from call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 15:07:43 +02:00
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* program: fix error size
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
a2f4cef940
mc/ts derive and not hardcode size ( #257 )
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* ts: simplify getOrCreateMangoAccount
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: derive and not hardcode sizes for perp accounts when creating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove todo, not relevant anymore
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 13:33:21 +02:00
4b52d9a072
ts: simplify getOrCreateMangoAccount ( #256 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 12:16:24 +02:00
c22302a1da
ts client improvement ( #254 )
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* Perps: Support trusted markets
* ts: health on client side
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: change perp lookup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reword error messages, refactor common uses of lookups
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reformat
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: improve typing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: type aliasing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove '| undefined' where not required as return type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: use trusted market flag for perp health
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-09-29 15:51:09 +02:00
7e180c7b3a
Perps: Support trusted markets
2022-09-29 15:40:31 +02:00
8ba52f46c2
Perp settle pnl: incentive for settler ( #252 )
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This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
be eligible for fees
- and a fractional fee, that only applies when the benefiting account
has low health and gradually becomes bigger as the account slides
towards liquidation
2022-09-29 12:59:55 +02:00
01a958cd22
Clarkeni/onchain interest ( #244 )
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* Onchain interest calculation
* Fix to TokenBalanceLog for token_liq_bankruptcy (was previously using liqee liab position for liqor liab position).
* Log cumulative interest when token position is deactivated.
2022-09-28 23:04:33 -07:00
12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
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Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
dd83aeb156
ts: ALTs integration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
15d3a0cdfa
ts client: fix reading perp event queue
2022-09-28 10:48:41 +02:00
15d0a98c94
liquidator: settle pnl on liquidatable accounts
2022-09-28 10:48:41 +02:00
9cbc352197
liquidator: force-cancel perp orders, liq perp base positions
2022-09-28 10:47:05 +02:00
a97b40a521
Merge pull request #234 from blockworks-foundation/cj/ioc_fees
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Extra fees for IOC orders
2022-09-28 00:05:25 +08:00
1380481781
script to view unowned mango account
2022-09-27 11:40:22 -04:00
8d86883190
ts: remove debug code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
b57e50c75b
ts: fix tsc issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
0def209608
allow fetching mango account by publickey
2022-09-26 17:12:58 -04:00
3b1ea91903
consistent naming to get serum markets
2022-09-25 21:11:38 -04:00
92a33a0bf5
return the correct type
2022-09-25 20:27:44 -04:00
b6bcc55fcb
add type guard
2022-09-25 20:26:02 -04:00
f486a6c381
helper fn to get serum3 external market
2022-09-25 16:23:43 -04:00
b7aa6dbd5d
ts: tiny liabs pushes health ratio beyond what I80F48 can support ( #243 )
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* ts: tiny liabs pushes health ratio beyond what I80F48 can support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add alias
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-24 07:11:57 +02:00
fa1a483493
func to load serum open orders accts for get balances
2022-09-23 23:14:12 -04:00
e509a3ae9c
Clarkeni/overall pnl ( #232 )
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* Add getPNL client function
2022-09-23 11:39:51 -07:00
1320451e1a
Add serum open orders balance logging. Remove price from token and perp balances. ( #236 )
2022-09-23 10:42:43 -07:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: comemnt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
39bdf20813
ts: Add group.findPerpMarket()
2022-09-23 09:48:35 +02:00
4090cf407e
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:28 +02:00
59bb60c405
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:08 +02:00
ecbd4028f7
ts client: Fix remaining accounts when opening a perp position
2022-09-23 08:42:01 +02:00
a8ae59f0fe
IDL and client changes
2022-09-23 01:03:45 +08:00
96218fb7ba
Update IDL and merge issue fixups
2022-09-21 10:19:23 +02:00
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +02:00
a41a245e24
PerpLiqBankruptcy instruction
2022-09-21 09:46:54 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
f96b9ded0d
ts: fix event queue rawevents
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 19:50:21 +02:00
8c91541d12
ts client: Fix serum3DeregisterMarket
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The indexReservation arg wasn't passed.
2022-09-20 16:58:07 +02:00
6399e6cb6c
Fix PerpMarket data layout breakage
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The new fees_settled must be added at the end and the reserved amount
needs to be reduced.
2022-09-20 16:58:07 +02:00
347b225480
TokenEdit: remove bank_num arg
2022-09-20 14:22:25 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
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* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
1b3a2b07db
Update idl
2022-09-15 09:24:35 +02:00
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
2b96965cc5
use send transaction in client
2022-09-14 01:44:00 -04:00
fc63328af1
set lastValidBlockHeight for tx confirmation
2022-09-05 17:36:42 -04:00
27c42e70e9
reload mango account with slot
2022-09-05 12:31:57 -04:00
2d0772833b
filter out jupiter token ledger instruction to save space
2022-09-02 18:47:26 -04:00
c359ce26a7
return new mango account instance from reload
2022-09-02 18:47:09 -04:00
3f456393a5
use custom sendTransaction in closeMangoAccount
2022-09-02 13:50:01 -04:00
3fbc3ca32d
TokenEdit: remove bank_num arg
2022-09-02 13:55:00 +02:00
ef5552c1c0
Liqtest: Build serum test case
2022-09-02 12:24:18 +02:00
90630fa3de
ts client: Enable accounts to have serum slots by default
2022-09-02 12:24:04 +02:00
d566db7db0
Liqtest: Settle-and-close settles and closes open serum orders
2022-09-02 12:24:04 +02:00
3b3258769f
ts: TokenEdit takes optional arguments
2022-09-02 12:24:04 +02:00
22dc07df1d
Liquidation test: Fix scripts
2022-09-02 10:22:35 +02:00
3b93a38395
Merge pull request #208 from blockworks-foundation/ckamm/fix-index-reservation
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Serum: Index reservation account has 8 bytes
2022-09-01 13:23:27 +02:00
868c55fef1
Serum index reservation: use a real account
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Makes it easier and more future-proof
2022-09-01 12:28:37 +02:00
c31f11013f
Serum deregister: Close index reservation account
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Only safe because this is a testing-only instruction
2022-09-01 12:15:00 +02:00
c420d71943
ts: fix withdraw wrapped sol -> sol
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 12:11:31 +02:00
microwavedcola1
microwavedcola1
Maximilian Schneider
tjs
Riordan Panayides
silas
conj0iner
Conj0iner
Christian Kamm
Nicholas Clarke