microwavedcola1
6aea3f97db
Merge branch 'main' into dev
2022-12-07 11:01:36 +01:00
tjs
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
Christian Kamm
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
microwavedcola1
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
Christian Kamm
c8f1f3c821
Net borrow limits: Limit in quote, not native ( #312 )
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* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
microwavedcola1
1732a5aff4
net borrow limits ( #301 )
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* net borrow limits
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
microwavedcola1
44d0170ea9
mc/settle pnl ts client ( #292 )
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* oracle peg client support
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>
* perp pnl settle, candidate finder, and example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 20:36:13 +01:00
microwavedcola1
d3661bac7b
mc/oracle peg ts client ( #290 )
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* oracle peg client support
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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
microwavedcola1
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
.
2022-11-20 15:31:16 +01:00
Christian Kamm
58f7ff2e0e
Add staleness param to OracleConfig
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Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
2022-11-12 12:11:09 +01:00
microwavedcola1
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
microwavedcola1
e47e17d79f
reduce only flag for perp place order ( #286 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +01:00
microwavedcola1
85206c46a3
Merge branch 'main' into dev
2022-11-04 14:49:24 +00:00
microwavedcola1
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
Maximilian Schneider
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
microwavedcola1
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
microwavedcola1
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
tjs
286563b0ef
add minordersize and ticksize to perpmarket
2022-10-10 18:59:44 -04:00
microwavedcola1
3939d48dc6
ts: fix script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-08 14:32:50 +02:00
tjs
73039e1b39
Merge remote-tracking branch 'origin/dev' into main
2022-10-07 13:21:47 -04:00
tjs
69a0ac32b7
add perp market script
2022-10-07 13:21:25 -04:00
microwavedcola1
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
Christian Kamm
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
tjs
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
microwavedcola1
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
microwavedcola1
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
Christian Kamm
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
Christian Kamm
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
microwavedcola1
dd83aeb156
ts: ALTs integration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
Christian Kamm
15d0a98c94
liquidator: settle pnl on liquidatable accounts
2022-09-28 10:48:41 +02:00
Christian Kamm
9cbc352197
liquidator: force-cancel perp orders, liq perp base positions
2022-09-28 10:47:05 +02:00
tjs
1380481781
script to view unowned mango account
2022-09-27 11:40:22 -04:00
tjs
3b1ea91903
consistent naming to get serum markets
2022-09-25 21:11:38 -04:00
microwavedcola1
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
microwavedcola1
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
microwavedcola1
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
Christian Kamm
ef5552c1c0
Liqtest: Build serum test case
2022-09-02 12:24:18 +02:00
Christian Kamm
d566db7db0
Liqtest: Settle-and-close settles and closes open serum orders
2022-09-02 12:24:04 +02:00
Christian Kamm
3b3258769f
ts: TokenEdit takes optional arguments
2022-09-02 12:24:04 +02:00
Christian Kamm
22dc07df1d
Liquidation test: Fix scripts
2022-09-02 10:22:35 +02:00
microwavedcola1
0222ca8954
ts fixes ( #207 )
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* ts: use gpa path if rest services has not caught up yet
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: convert wrapped sol to sol when withdrawing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 11:25:58 +02:00
microwavedcola1
149e0eb0c7
Fix client and remove excessive logging in scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 10:48:50 +02:00
microwavedcola1
2479107d9a
Prepare serum3 release ( #206 )
2022-09-01 10:18:47 +02:00
microwavedcola1
a889e6c206
Fix scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:56:17 +02:00
microwavedcola1
c66dd882b6
ts: Additional serum3 support ( #196 )
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* get bids and asks for a user on a serum3 market
* get orderbook for a market
* get max bid or ask that a user can place for a market
* simulate health if a bid or ask were to be placed
misc:
* fix remaining accounts list for health when placing perp bids
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
remove testing code
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>
script adjustment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
comments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-31 11:36:44 +02:00
microwavedcola1
aae3c32c78
mc/switchboard ts support ( #182 )
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* switchboard oracle v2 parsing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-24 10:16:43 +02:00
tjs
82ec90f9a0
update close all script
2022-08-18 17:54:41 -04:00
Nicholas Clarke
808f0abde9
Clarkeni/ids from api ( #177 )
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* Fetch ids from api. Use mint public key in client args instead of token name.
Fix tests
Add getFirstBankByMint and getFirstBankByTokenIndex
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* yarn fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix usage of service
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clean up testing scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 08:48:45 +02:00
Nicholas Clarke
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
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Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
Christian Kamm
421b2d3d19
FlashLoan: Fix validation holes
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- Pass the group to Begin and End and ensure it is the same.
- Enforce target token accounts can't be group-owned.
- Now End can consistently derive the number of vaults/token accounts.
2022-08-16 13:10:05 +02:00