Commit Graph

738 Commits

Author SHA1 Message Date
microwavedcola1 cad6306bf6 examples
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-21 13:45:07 +02:00
Christian Kamm 348fef80f3 Tcs: reserve token positions while tcs is open (#647)
- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
  trigger/cancel

(cherry picked from commit 5dd5c507f2)
2023-07-17 13:23:16 +02:00
Christian Kamm d243035da0 Compile and test fix (#645)
(cherry picked from commit 1ba6513b5e)
2023-07-14 16:29:57 +02:00
microwavedcola1 fd03bfc68b Fix rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:43:00 +02:00
microwavedcola1 1e61a6429e Fees to dao (#644)
* withdraw fees to dao

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>

* rename

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 18:42:50 +02:00
Christian Kamm 30cb4d7753
Tcs: Switch prices from f32 to f64 (#634)
To have more precision when storing user supplied prices and ensure that
the rounding that will occur will be tiny compared to the user-provided
precision.
2023-07-06 14:48:49 +02:00
Lou-Kamades 801a66d682
Merge pull request #624 from blockworks-foundation/lou/avgEntryPricePerBaseLot-logs 2023-07-05 08:19:48 -05:00
Lou-Kamades fad5aca654
add comment for pnl fields of FillLogV3 2023-07-05 07:56:07 -05:00
Christian Kamm e535e81257
Pyth: Read agg.price or prev_price, depending on staleness (#631)
This updates our use of pyth oracle accounts to be more in line with
what the pyth sdk is doing.
2023-07-05 12:58:42 +02:00
Lou-Kamades 8177680415
feat: closed pnl is calculated via realized_trade_pnl_native 2023-07-04 10:39:47 -05:00
Christian Kamm 3867d902d2 Bump program version to v0.18.0 2023-07-04 11:10:31 +02:00
Christian Kamm cc4a39850a Bump version and idl to v0.17.1 2023-07-04 11:08:59 +02:00
Christian Kamm dd56881a41 Revert "Pyth oracles: Check that status is "trading" (#607)"
This reverts commit bbf0186398.
2023-07-04 11:08:48 +02:00
Lou-Kamades 6c6504aefa
feat: emit closed_pnl in FillEventLog3 2023-07-03 13:04:33 -05:00
Christian Kamm 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
Christian Kamm 34e41b6719
Token bankruptcy: Separate checks (#629)
This makes it easier to debug, since we know what value did not match
the requirements.
2023-07-03 10:25:02 +02:00
Christian Kamm 7eedcbae0d
Serum3 edit market: Allow changing the name (#621) 2023-06-21 15:38:27 +02:00
Christian Kamm a77515acbf
Improve listing with invalid oracles (#620)
* Stable Price: Reset on first price != 0

This helps when listing tokens or perp markets with an upcoming
oracle. Currently the stable price would be 0 and would need to be
manually reset by DAO proposal.

With this change, the first non-zero value will be used as the starting
point for the stable price instead.

* Listing instructions: Succeed even if oracle is invalid

But require the stable price to reset once it becomes valid.
2023-06-21 15:25:24 +02:00
Christian Kamm eeef6711ab Update test_serum_loan_origination_fees test
Now that it always uses the v2 settle, fee buyback potential does
accumulate.
2023-06-19 14:48:08 +02:00
Christian Kamm f3f8359fd1 Fix open_interest doc comment 2023-06-16 16:11:25 +02:00
Christian Kamm b5c9f6d039
Audit fixes (#613)
* TokenForceCloseBorrows: Respect reduce-only flag
* ForceCancelOrders: Readability of early-out condition
2023-06-16 13:34:54 +02:00
Christian Kamm 0281a1b8ed
Deprecate Serum3SettleFunds, require use of V2 instruction (#606) 2023-06-15 17:34:56 +02:00
Christian Kamm 57e1d981ac
Health: Allow actions while init health does not decrease (#592)
Instead of requiring a strict increase when init health < 0.

This allows users to still place reducing limit orders on the spot and
perp orderbooks as long as these orders keep the health unchanged.
2023-06-15 10:44:11 +02:00
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