microwavedcola1
d461dc9b3a
not deployed yet
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:27:33 +01:00
microwavedcola1
3c2a55bf07
Merge branch 'dev'
2023-01-04 13:23:48 +01:00
microwavedcola1
3d832d5f2b
changelog
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:23:46 +01:00
microwavedcola1
3ab8c6072a
add reduce only field on ts classes
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 13:14:05 +01:00
microwavedcola1
86c9331647
reduce only order type and mode for tokens and perp markets ( #353 )
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* reduce only order type and mode for tokens and perp markets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove token
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes
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>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 09:24:40 +01:00
microwavedcola1
b174ee13cc
update script for alts and new admin change
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-04 07:42:19 +01:00
tjs
c30ecbb7bb
downgrade pyth client
2023-01-03 20:11:55 -05:00
tjs
ae615b7473
Merge branch 'main' into dev
2023-01-03 19:56:45 -05:00
tjs
57040b160a
use passed in prioritization fee
2023-01-03 19:56:33 -05:00
Christian Kamm
b304ce09ec
Perp: Make settle limit robust against settle window size changes
2023-01-03 14:52:04 +01:00
tjs
92f92cb967
Merge branch 'main' into dev
2023-01-02 15:36:08 -05:00
tjs
80f94166bd
add prioritization fee instruction
2023-01-02 15:35:39 -05:00
riordanp
89c024e9df
Setup MM for Heroku deployments ( #358 )
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* Setup mm for heroku
* Update params
* Update Procfile
* Fix runtime dependencies
* Run linter
2023-01-02 19:21:08 +00:00
tjs
0c1884ce56
Merge branch 'ts/healthtype' into main
2022-12-30 15:36:13 -05:00
tjs
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
Christian Kamm
7a8f31c611
Perp: settlement applies no loan origination fee
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It's likely for perp pnl to oscillate and be settled in positive and
negative direction repeatedly. If the user's USDC balance is <= 0, every
settlement of negative pnl will increase borrows and cause loan
origination fees.
Over time the fees accumulated this way could be significant. Skipping
loan origination fees for borrows created from perp settlement avoids
that.
2022-12-30 12:54:03 +01:00
Christian Kamm
31bd72e84a
Drop AccountLoaderDynamic
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This gives us better compatibility with released anchor versions.
Instead of using AccountLoaderDynamic<MangoAccount>, we now use
a standard AccountLoader<MangoAccountFixed>. This will generally work
(except for load_init(), which is dangerous).
A new trait, MangoAccountLoader, provides load_full(), load_full_mut()
etc on the AccountLoader<MangoAccountFixed> to create accessor structs
that can read and write to the dynamic part of the mango account data.
2022-12-29 17:40:08 +01:00
Christian Kamm
9ada3f0574
README formatting
2022-12-29 14:14:47 +01:00
Christian Kamm
cf3ebb5d96
Minor README updates
2022-12-29 14:13:57 +01:00
tjs
d2ed61328a
settle serum after placing order
2022-12-27 18:50:29 -05:00
microwavedcola1
f72c3cd0ae
Fix typings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
microwavedcola1
b8d8a0c238
Merge branch 'dev'
2022-12-21 10:21:59 +01:00
microwavedcola1
44fb1037cf
Mc/serum fees ( #350 )
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* maker rebate shouldnt be applied to maxQuoteQuantity
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-21 10:21:24 +01:00
microwavedcola1
770b5a8056
pop perp events without processing, when mango account is closed ( #351 )
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* pop perp events without processing, when mango account is closed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-21 10:21:10 +01:00
microwavedcola1
4d61bb76a4
Merge branch 'main' into dev
2022-12-20 20:39:47 +01:00
microwavedcola1
5def04f6ee
add price band helper ( #349 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 19:19:18 +01:00
Christian Kamm
21c13fa9b1
liquidator: Skip accounts with many errors in short time
2022-12-20 14:30:26 +01:00
Christian Kamm
4bd1cf1ece
liquidator: Shuffle liquidation check
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This way the liquidator is less likely to get stuck on one account if
there are multiple that need liquidation.
2022-12-20 14:13:02 +01:00
Christian Kamm
fb43ec0e7f
liquidator: Don't panic when accounts not yet available
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This can happen when users created a new serum open orders account and
it has not yet been received even though the account itself has arrived.
2022-12-20 14:13:02 +01:00
Christian Kamm
6439791233
Token deposit: limit while being_liquidated
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While the flag is true, deposits that don't bring the account health
over the init threshold are forbidden. This makes it impossible for
users to drag out liquidation by continuously depositing tiny amounts.
2022-12-20 14:12:46 +01:00
microwavedcola1
ebeb2328b9
force close mango account script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-20 10:32:33 +01:00
tjs
48b5b81a09
script to add spot market
2022-12-19 20:30:47 -05:00
microwavedcola1
0ba51e6324
move to new authority and admin
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 19:50:09 +01:00
microwavedcola1
f3dac89d3e
Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
microwavedcola1
31f56d0e41
Fix BN creation ( #342 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 15:40:14 +01:00
microwavedcola1
edd0633489
change to new authority
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 15:38:06 +01:00
Christian Kamm
69cb21026d
Rebalance: Don't use Jupiter's ExactOut method
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It has limited liquidity.
2022-12-19 15:31:25 +01:00
microwavedcola1
6e8f6596e7
rename
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 14:46:39 +01:00
Christian Kamm
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
Christian Kamm
55e8fc390f
Liquidation: Ignore dust balances and perp pnl
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Liquidation and perp pnl settlement may not bring spot amounts to
exactly zero. Having a small spot amount < 1 native token can otherwise
make the liquidation get stuck and not move one to the next phase.
2022-12-19 12:49:09 +01:00
microwavedcola1
f68a11145f
Filter by account
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 09:42:05 +01:00
tjs
2a906af95c
Merge branch 'main' into dev
2022-12-17 14:32:11 -05:00
tjs
13f32c8bae
assume taker fees
2022-12-17 14:08:48 -05:00
tjs
08cc99790c
needs parenthesis in maxQuoteQuantity
2022-12-17 13:06:48 -05:00
tjs
9b0db13c10
fix maxQuoteQuantity in placeSpotOrder
2022-12-17 13:01:57 -05:00
microwavedcola1
ff37b21777
Changelog
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:41:55 +01:00
microwavedcola1
246b3a351d
Merge branch 'dev'
2022-12-16 16:38:33 +01:00
Christian Kamm
071dc34ccc
Client: Rework max_swap function ( #340 )
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* Client: Rework max_swap function
Determining the amounts at which the health function changes slope
becomes too difficult when serum3 open orders come in.
Instead, generally find the function's maximum and then work with that.
* max_swap: Add test for swapping into a trustless token
* ts port
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-16 16:33:37 +01:00
Christian Kamm
5a38506f04
Liquidator, liqtest and rust client fixes ( #336 )
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Liquidator, liqtest and rust client fixes
- Make rust MangoClient fully async
- Update and improve liquidation test setup scripts
- Update liquidator to use versioned transactions
- Update liquidator to use mango and jupiter account lookup tables
- Use jupiter v4 api to get versioned transactions
Perp liquidation is still not fully good. See discussion aboult perp_liq_pnl_with_token.
2022-12-16 13:10:46 +01:00
Christian Kamm
1c36b1b493
Fix rust test compilation
2022-12-16 13:07:19 +01:00