microwavedcola1
dff3f7cd8c
client functions via program simulation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 14:11:38 +02:00
microwavedcola1
39284c5705
Flash loan 3 minimal example ( #90 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 12:09:33 +02:00
microwavedcola1
6a99eb893b
Fix types
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 14:31:47 +02:00
Christian Kamm
30a221047c
Bank: rename indexed total deposits and schedule for removal
2022-07-01 14:08:28 +02:00
microwavedcola1
e8cb27610e
close mango account without checks when testing flag is set on the group, workaround weird issues when all dust cant be withdraw ( #92 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 13:38:50 +02:00
Christian Kamm
6d05306859
Improve FlashLoan3 docs
2022-06-30 18:45:17 +02:00
Nicholas Clarke
f8da1f6a40
Clarkeni/logging ( #81 )
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* Add logging
* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes
* Add token balances logging to token and token liquidation and add logging to margin trade
* rust format
* fix clippy errors
* Address PR requested changes
* fix flash_loan
* Recalculate raw_token_index in token withdraw to account for position becoming inactive
* Fix retrieving oracle for logging
in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.
* Add logging flash_loan2 and flash_loan3
* Refactoring flash loan logging
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-30 14:35:05 +02:00
microwavedcola1
1c02ccd21d
Transfer dust from bank vaults to a dust account, without this we wont be able to close bank vaults ( #88 )
2022-06-29 09:11:14 +02:00
Christian Kamm
86d635f5d0
FlashLoan3: Variant that transfers directly
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FlashLoan2 requires the user to set up transfers to and from the Mango
vault accounts. This version directly provides the loaned funds into a
target token account and repays everything that exceeds the initial
token account balance at the end.
2022-06-28 15:32:26 +02:00
Christian Kamm
d786a672f1
FlashLoan2: API with Begin and End instructions
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For FlashLoan users had to pass the target cpi programs, accounts and
data to the FlashLoan instruction itself.
The new API allows existing instructions to be used unchanged, they
just need to be bracketed by FlashLoan2Begin and FlashLoan2End.
2022-06-28 15:30:13 +02:00
Christian Kamm
3eedba67b1
Fix serum3_cancel_order
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accidental removal of mut in 20fc9d557a
2022-06-27 11:38:55 +02:00
microwavedcola1
9fc8a5a56a
multiple banks ( #82 )
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* multiple banks
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* test for closing multiple banks for a registered token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix deregister_token
* update idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-27 11:27:17 +02:00
Christian Kamm
20fc9d557a
Satisfy anchor's lint by adding CHECK: comments
2022-06-24 12:36:35 +02:00
microwavedcola1
7a28a3bfb0
improvements to flash loan
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 16:41:24 +02:00
microwavedcola1
54c0306ae7
Fix flash loan
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 13:10:15 +02:00
Christian Kamm
0bd5b8fdf3
Rename margin_trade.rs -> flash_loan.rs
2022-06-23 10:23:52 +02:00
Christian Kamm
c8ebc1f611
Rename MarginTrade -> FlashLoan
2022-06-23 10:23:52 +02:00
Christian Kamm
d8a6a29e70
Renames: propagate to idl and ts
2022-06-23 10:04:54 +02:00
Christian Kamm
648b462352
Rename MangoAccount components
2022-06-23 10:04:54 +02:00
Christian Kamm
1143b38d3c
Health review comments
2022-06-22 16:52:11 +02:00
Christian Kamm
ba79995c01
Health: order-independent serum3 health
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Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.
This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.
An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
2022-06-22 16:52:11 +02:00
Christian Kamm
d4cec8dfa4
Bank: Fix bug when when depositing to exactly 0
2022-06-22 16:51:16 +02:00
Christian Kamm
aeb94642ce
fix clippy warnings
2022-06-21 13:10:37 +02:00
Christian Kamm
5dd186ac13
Health: fix unittests
2022-06-21 13:02:47 +02:00
Christian Kamm
6f41efad0f
Health: helper for finding token info by index
2022-06-21 13:02:47 +02:00
microwavedcola1
b0fd4c2a61
Fix warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-21 13:02:30 +02:00
microwavedcola1
86c8817e0b
serum3 loan origination fees ( #69 )
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* serum3 loan origination fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tests
Fix 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>
2022-06-21 11:45:38 +02:00
Christian Kamm
cb0010b2b5
Health: never allow positive contributions from perps
2022-06-21 11:07:13 +02:00
Christian Kamm
be98f6524a
Orderbook: Avoid usize fields in data
2022-06-21 11:05:46 +02:00
Christian Kamm
6ff4ff5910
Add a ComputeHealth instruction
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This way the client can ask for simulation to determine an account's
health.
2022-06-21 11:05:32 +02:00
Christian Kamm
712bece0b2
Remove stray log message from health computation
2022-06-20 18:21:26 +02:00
microwavedcola1
470292024e
Filter out bad switchboard prices ( #70 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-20 18:03:16 +02:00
microwavedcola1
5b78293c5c
minor refactoring
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
microwavedcola1
9462be7f0b
Fix margin trade interface
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
microwavedcola1
4864562ff3
margin trade, support multi cpi ( #68 )
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* margin trade, support multi cpi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:43:45 +02:00
microwavedcola1
0f34851c64
switchboard support ( #67 )
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* switchboard support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:38:46 +02:00
microwavedcola1
95c06c2bfc
Mc/liquidator ( #64 )
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* Copy over and integrate liquidatable-accounts-feed (doesn't compile)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Liquidator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Adapt to refactoring
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove dead code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Use copies of AccountSharedData
* Implement AccountReader for AccountSharedData
* use LoadZeroCopy in liquidator
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-18 16:31:28 +02:00
microwavedcola1
de481a4008
todo
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-10 08:42:26 +02:00
microwavedcola1
740ff0c09e
Close various things ( #65 )
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* close bank, vaults, mint infos, stub oracles, serum OO (doesnt work, throws https://github.com/project-serum/serum-dex/blob/master/dex/src/error.rs\#L88 ), close serum market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* serum oo closing example in ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from code review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-09 18:27:31 +02:00
Christian Kamm
40023fcef1
Health: Make FixedOrderAccountRetriever more flexible
2022-06-08 14:38:49 +02:00
Christian Kamm
b3568b7f3e
Make health/oracle functions usable from clients ( #63 )
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* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
2022-06-08 13:43:12 +02:00
Christian Kamm
a14f37362d
margin_trade: forbid direct self-calls
2022-06-07 13:25:30 +02:00
Christian Kamm
685fd3122f
Perps: Limit overall health contribution from perp markets
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We don't want to allow borrowing against unsettled pnl in perp markets.
This makes it safer to create perp markets for untrustworthy assets.
2022-06-06 12:58:08 +02:00
microwavedcola1
1b4063cd0d
remove misleading example
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-03 08:29:35 +02:00
microwavedcola1
47bccfeec8
Fix oracle price decimal usage
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 19:16:30 +02:00
microwavedcola1
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
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* Fix oracle price read by using decimals from pyth
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 10:36:04 +02:00
microwavedcola1
383489ae34
Merge branch 'mc/liquidator-bot' into dev
2022-05-30 17:08:16 +02:00
Christian Kamm
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
Christian Kamm
65a5139db7
Tests: Send perp markets as health accounts
2022-05-29 20:50:21 +02:00
Christian Kamm
4984bba71e
Health: Add perp health calculation
2022-05-29 20:50:21 +02:00