Commit Graph

60 Commits

Author SHA1 Message Date
microwavedcola1 d51c3ee85d
release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)
* 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)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-09-16 11:04:38 +02:00
Christian Kamm 7125058ce5 Account expansion: Transfer more lamports only if needed (#694)
Result of audit feedback

(cherry picked from commit 020a978270)
2023-08-29 10:03:54 +02:00
Christian Kamm 2d392c8fff FlashLoan: fee fixes (#693)
- Rename the new "swap fee" to "deposit fee" and let it apply to all
  deposits, not just for Swap-type flash loans.
- But don't apply it to withdrawals (effectively giving rebates!)

Result of audit feedback

(cherry picked from commit 1d6ce550f3)
2023-08-29 10:03:53 +02:00
Christian Kamm f63163d737
Account limits: Prefer 4 perp + 4 serum (#689) 2023-08-21 16:26:49 +02:00
Christian Kamm b7a0f9bdad Further program changelog additions for v0.19.0 2023-08-19 13:10:03 +02:00
Christian Kamm fb5794fbad Program changelog additions for v0.19.0 2023-08-19 08:21:01 +02:00
Christian Kamm 3480b62945
Changelog and version bump for program v0.19.0 (#683) 2023-08-18 15:38:28 +02:00
microwavedcola1 fcf2cbbbb6 Extend changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-03 09:12:49 +02:00
Christian Kamm ff55a7910c
Changelog for v0.18.0 (#636) 2023-07-07 17:31:35 +02:00
Christian Kamm f2cdb8aeec Changelog for v0.17.1 2023-07-04 11:08:53 +02:00
Christian Kamm 16f5f03d42 Minor changelog addition 2023-06-16 13:39:44 +02:00
Christian Kamm eb662f34fc Changelog updates 2023-06-15 10:48:37 +02:00
Christian Kamm 438da67653 Changelog addition 2023-06-14 09:45:40 +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 e3dec81876
Changelog for program v0.16.0 and idl update (#585) 2023-05-16 12:57:42 +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
Christian Kamm 9429d3991d Bump program version to v0.16.0 and add deploy info 2023-05-11 13:46:43 +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 ea357f2e95
Changelog for v0.14.0 (#563) 2023-04-25 19:08:29 +02:00
Christian Kamm 68ffadebd2
Changelog for program v0.13.0 (#543) 2023-04-14 16:20:26 +02:00
Christian Kamm 83bab16803 Update changelog for program v0.12.0 2023-04-13 09:03:01 +02:00
Christian Kamm 535b0b2d0c Changelog for program-v0.11.0, bump version, update idl 2023-03-31 18:47:34 +02:00
Christian Kamm ec48db01bb Changelog for program-v0.10.0 and idl update 2023-03-30 17:28:14 +02:00
Christian Kamm 01bfca59e2 Changelog for program v0.9.0 2023-03-12 08:53:24 +01:00
Christian Kamm 552edc8b83 Minor changelog amends 2023-03-06 14:48:06 +01:00
Christian Kamm e61820ce07
Changelog for program-v0.8.0 (#493) 2023-03-06 14:40:48 +01:00
Christian Kamm a6c2b964d6 Add program v0.7.0 release info 2023-02-22 14:46:16 +01:00
Christian Kamm de0f1a7458 Changelog for program v0.7.0 and idl update 2023-02-22 13:34:51 +01:00
Christian Kamm 4ee591e991 Add program v0.6.0 release info 2023-02-14 16:07:15 +01:00
Christian Kamm 8eb177fb32 Changelog for program v0.6.0 2023-02-14 16:03:34 +01:00
Christian Kamm 9cf66f5e7a Program v0.5.0 deployment info 2023-02-02 10:52:50 +01:00
Christian Kamm 828a18f990 Changelog for program v0.5.0 2023-02-02 10:46:39 +01:00
Christian Kamm f9b0fc7595 Add v0.4.0 deployment info 2023-01-24 10:23:11 +01:00
Christian Kamm 09d40185bf
Add v0.4.0 changelog (#422) 2023-01-24 10:17:24 +01:00
Christian Kamm eb14518482 v0.3.0 deployment notice 2023-01-17 14:59:04 +01:00
Christian Kamm 5eb1472471 Changelog for v0.3.0 2023-01-17 14:50:08 +01:00
Christian Kamm 1dbf55991c Changelog: update release time and tx 2023-01-13 11:35:31 +01:00
Christian Kamm c238ed4f28 Bump version to v0.2.0 2023-01-13 11:25:08 +01:00
Christian Kamm bda8cb9387
v0.1.2 version bump and changelog (#383) 2023-01-13 10:36:47 +01:00
microwavedcola1 3ef8b43c2f changelog update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 20:10:02 +01:00
microwavedcola1 d461dc9b3a not deployed yet
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:27:33 +01:00
microwavedcola1 3d832d5f2b changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:23:46 +01:00
microwavedcola1 ff37b21777 Changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:41:55 +01:00
microwavedcola1 ccc1d43a55 Port new fields on accounts from program to ts client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
microwavedcola1 cc92389666 Changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-08 14:42:32 +02:00
microwavedcola1 38e3ea672e changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 10:30:24 +02:00
microwavedcola1 2479107d9a
Prepare serum3 release (#206) 2022-09-01 10:18:47 +02:00
Christian Kamm 2d2cef35a0 Add HealthRegion instructions
You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd

and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
microwavedcola1 ebd713ce42 update changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-20 20:01:20 +02:00
microwavedcola1 d99d2dd7a7 update changelog
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 17:28:18 +02:00