a6ddf232cb
Fixed tests
2022-09-09 18:50:11 +08:00
3b3286a5b3
Changed max_settle_amount to u64
2022-09-09 18:29:02 +08:00
1f26a54399
Perps: introduce explicit position close ( #216 )
...
* Perps: fix position lifetime; explicit closing
When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.
* Tests: Factor out common floating-point comparisons
* Rename PerpClosePosition -> PerpDeactivatePosition
2022-09-09 10:50:09 +02:00
6c32077d1a
Perps: Let all base lot changes go through a function
...
Direct access to base_position_lots and quote_position_native is not
allowed anymore.
Fixes an issue where quote_lots were used instead of quote_native, and
also takes fees into account for the entry price.
2022-09-08 13:12:50 +02:00
1d7d5e9a6d
Test: simplify by adding a TestKeypair that's Clone+Copy
...
This means a lot less annoyance because of &'a Keypair or Arc<Keypair>
2022-09-07 14:23:52 +02:00
c714fb213d
Tests: Auto-advance the slot after sending a transaction
...
This fixes a recurring error where it would look as if a transaction you
send would not be processed at all.
2022-09-07 11:34:47 +02:00
3c51449040
Tests: Remove unused imports
2022-09-05 18:40:42 +02:00
c34ee54233
Added perp_settle_fees instruction
2022-09-05 22:18:40 +08:00
97eed4081d
Added perp_settle_pnl instruction
2022-09-02 00:07:57 +08:00
c31f11013f
Serum deregister: Close index reservation account
...
Only safe because this is a testing-only instruction
2022-09-01 12:15:00 +02:00
d0fef4a586
Test: simplify allow(dead_code) to be per-file
2022-08-30 15:32:59 +02:00
1f0138d1de
SerumCloseOO: Reduce in_use_count of token positions
2022-08-30 12:05:07 +02:00
8e30870689
SerumLiqForceClose: Proper health/liq checking
2022-08-30 12:05:07 +02:00
e0437305ee
SerumPlaceOrder: Only pass the payer bank/vault
2022-08-30 12:05:07 +02:00
36723792a1
SerumRegister: Block using the same market index twice
2022-08-30 12:05:07 +02:00
dc4acd0dd7
Serum: loan origination fee, don't auto-settle, fix vault check
...
- Loan origination fees: The previous approach of tracking the reserved
amount did not work because OutEvents will also reduce the reserved
amount. This means we can't know if it was an OutEvent-cancel or an
order execution that caused the reduction.
Instead, we now track the amount of borrows that was made (without
applying origination fees) in place order. Whenever we try to settle
and the amount of tokens on the oo account is less than the potential
borrows, we can be certain that the borrow has actualized.
- Place order is no longer automatically followed by a settle.
This can reduce compute use when people want to place multiple orders
in sequence. Now they can use the HealthRegion instructions to place
their orders, settle once at the end, and then have health checked.
- Vault check: Place order previously rejected valid orders because it
didn't consider that there could be free tokens on the oo account.
- Tests: Some infrastructure for less verbose serum testing.
2022-08-30 08:38:13 +02:00
e1adbf0217
Tests: Fix concurrent log capture
2022-08-30 08:37:29 +02:00
d6d66402f7
Tests: Helper for create + fund
2022-08-30 08:37:29 +02:00
453248bbe5
token_deregister: remove redundant token index and add doc ( #192 )
...
* token_deregister: remove redundant token index
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-25 19:25:56 +02:00
bba27ed6f0
PlacePerpOrder: pre-health computation
2022-08-24 16:07:22 +02:00
cb0a9e5d2b
Tests: allow checking of logged "post_health"
2022-08-24 14:15:01 +02:00
c8159746e7
Tests: Remove unnecessary argument
2022-08-24 14:15:01 +02:00
45f52ae535
Serum3PlaceOrder: compute pre-health
2022-08-24 14:15:01 +02:00
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
c9fb4c7133
Tests: Fix program log capture
2022-08-24 10:07:45 +02:00
704dfcaa27
Clarkeni/loan fee logging ( #180 )
...
Logging for loan origination fees and token bankruptcy
2022-08-19 18:50:54 -07:00
09fc5f716b
Renames in MangoAccount
...
- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
a23afed7de
Fix computation of utilization time-weighted average
2022-08-17 15:29:11 +02:00
8a1c58e723
FlashLoan: Add flash_loan_type ( #164 )
...
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-08-17 12:36:55 +02:00
e8bbfbef83
Bank: fix collection of loan fee
...
Instead of changing indexed_borrows, change borrow_index!
2022-08-16 16:27:45 +02:00
421b2d3d19
FlashLoan: Fix validation holes
...
- 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
54222c5b3f
liq_token_bankruptcy: don't pass redundant index
2022-08-16 13:08:57 +02:00
0265b9b0a9
Account: Change type of net_deposts / net_settled
...
Because f32 doesn't have enough significant digits for large deposits.
2022-08-15 10:48:43 +02:00
6a77a5c349
tests: fix compilation warnings
2022-08-15 10:48:43 +02:00
21815612ae
Let all PDA seeds start with a unique prefix ( #166 )
...
This is mostly paranoia. Now it's guaranteed that different PDA types
have unique seeds.
2022-08-13 19:30:35 +02:00
92a37f23ed
Remove is_bankrupt
...
Instead, check for any liquidatable assets in liq_token_bankruptcy.
Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
e8479e2e7c
liq_token_with_token: Correctly adjust health cache for dusting
...
Previously the health cache adjustments didn't take into account that
positions between 0 and 1 native token would be dusted to 0.
This makes a difference for valuable tokens with few decimals. For
example 1 BTC-native token is currently worth 500k SOL-native tokens.
That means 0.9 BTC-native would easily be enough collateral for a 10k
SOL-native borrow -- but if the 0.9 get dusted, then the whole account
is bankrupt instead.
2022-08-10 16:24:48 +02:00
e06736660a
remove account size, make mango account feature position counts explicit ( #148 )
...
* remove account size from program, make position counts explicit
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cargo-fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-07 14:16:06 +02:00
e4a073c83b
Clarkeni/group logging ( #142 )
...
* Add group logging and updateIndexAndRate anchor test
* Bugfix on health account ordering
2022-08-05 10:11:44 -07:00
331bb7ebf0
refactor,format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 12:13:36 +02:00
505cbd48aa
fixes from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-03 15:45:10 +02:00
9c10101166
remove traces of address lookup tables aka transactions v2
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 09:39:08 +02:00
a9a03b97ac
mc/registration time ( #132 )
...
* registration time
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>
* mc/u32 numbers - consistent numbers in pdas (#133 )
* consistent numbers in pdas
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 18:46:45 +02:00
5c3b2c1189
mc/kill flash loan 1 & 2 and rename flash loan 3 to flash loan ( #131 )
...
* remove flash loan 1 & 2
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename flash loan 3 to flash loan
* fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 16:55:17 +02:00
e8e774a1a4
mc/feature gating ( #129 )
...
* feature gating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-01 12:56:29 +02:00
91d59c1918
close insurance vault also
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
45fd36642e
prepare group for ownership transfer to governance ( #125 )
...
* prepare group for ownership transfer to governance
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:28:16 +02:00
0b2e1e6e6c
Mc/realloc 4 ( #119 )
...
Realloc + dynamic mango account
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
ea85824ccb
Remove code copied from solana-address-lookup-table-program
...
This removes the ProgramInstruction enum from the IDL, which was unused
and could break clients.
2022-07-21 06:49:04 +02:00
39686d3d0f
CU of test has increased, accomodate only for this test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
3eae2cdc34
upgrade anchor to latest, upgrade solana dependencies to match what latest anchor uses
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-20 15:51:10 +02:00
2bff4bba3d
Drop being_liquidated after bankruptcy resolves
2022-07-20 09:47:37 +02:00
b77af54f15
Fix tests
2022-07-11 22:31:00 +02:00
ef7d2862da
wip: dynamic rates ( #98 )
...
* dynamic rates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fmt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-11 17:08:32 +02:00
45da68c6ac
LiqTokenWithToken: Close inactive token positions
2022-07-07 12:24:48 +02:00
ffd83a7a05
Rename instructions to follow naming pattern ( #97 )
2022-07-06 14:51:15 +02:00
348fbc1cb9
Track cumulative net deposits (deposits - withdraws) ( #91 )
...
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-06 12:07:30 +02:00
de86b69e1a
Client/program interface changes
...
- rearrange structs to have gPA data in front and add comments about the
offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
2022-07-06 11:34:07 +02:00
35517bdb75
Review fixes
2022-07-06 11:34:04 +02:00
b25f6d5f4f
Insurance fund
2022-07-06 09:07:50 +02:00
35ca4d31b3
liq_token_bankruptcy instruction for socialized loss
2022-07-06 09:07:49 +02:00
30fc7def77
Add oracle price to update_index logging. ( #89 )
...
* Add oracle price to update_index logging.
* Update IDL with changes to update_index instruction and logging.
2022-07-05 11:59:44 -07:00
d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations ( #94 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
dff3f7cd8c
client functions via program simulation
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-04 14:11:38 +02:00
30a221047c
Bank: rename indexed total deposits and schedule for removal
2022-07-01 14:08:28 +02:00
e8cb27610e
close mango account without checks when testing flag is set on the group, workaround weird issues when all dust cant be withdraw ( #92 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-01 13:38:50 +02:00
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
86d635f5d0
FlashLoan3: Variant that transfers directly
...
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
d786a672f1
FlashLoan2: API with Begin and End instructions
...
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
9fc8a5a56a
multiple banks ( #82 )
...
* 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
54c0306ae7
Fix flash loan
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-23 13:10:15 +02:00
0bd5b8fdf3
Rename margin_trade.rs -> flash_loan.rs
2022-06-23 10:23:52 +02:00
c8ebc1f611
Rename MarginTrade -> FlashLoan
2022-06-23 10:23:52 +02:00
ba79995c01
Health: order-independent serum3 health
...
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
6ff4ff5910
Add a ComputeHealth instruction
...
This way the client can ask for simulation to determine an account's
health.
2022-06-21 11:05:32 +02:00
9462be7f0b
Fix margin trade interface
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 17:14:20 +02:00
4864562ff3
margin trade, support multi cpi ( #68 )
...
* 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
0f34851c64
switchboard support ( #67 )
...
* 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
740ff0c09e
Close various things ( #65 )
...
* 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
a20d04b6ff
Fix oracle price read by using decimals from pyth ( #62 )
...
* 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
48cb1f0b88
Compute health in perp_place_order
2022-05-29 20:50:21 +02:00
65a5139db7
Tests: Send perp markets as health accounts
2022-05-29 20:50:21 +02:00
b1fcb4a7e6
CreateGroup: Allow multiple groups per admin
2022-05-27 11:36:50 +02:00
ed4e63a82f
Change tuple to a struct, seemingly anchor ts doesnt support tuples
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-24 22:03:35 +02:00
53a5e208fd
margin_trade: loan origination fees, limited withdraws
2022-05-23 08:55:30 +02:00
21af012d1f
Improvements to margin_trade
...
- don't hard-code the group as the first passed account
- token::approve() banks for each token vault
- sign for each bank
- deal with using tokens without an existing position
- handle deactivation of token account if balance goes to 0
2022-05-20 10:16:09 +02:00
717b72857d
Remove anchor dummy type workaround ( #53 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
6ecd4a0da9
Update funding for keeper
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 15:59:47 +02:00
fac9b4a57a
perp funding
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 10:07:24 +02:00
db82fcbbcc
perp cancel order instructions
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
ee6fe93b26
Fix tests
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-16 10:49:11 +02:00
81f0f38188
ts client support for perps
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-11 20:06:07 +02:00
15961ec81c
fees for borrows
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-09 11:14:50 +02:00
5266668bc2
keeper: consume events
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-06 14:19:49 +02:00
9f5a2fd32e
add a test for consume events, add debug impl for mango account for easy debugging in tests
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-05 10:25:32 +02:00
7ead988ba4
small ticker size
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 20:38:35 +02:00
e3a60a637a
format
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:35:39 +02:00
62ee1bc5c0
prepare for multiple ts packages
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 17:28:47 +02:00
03ae43017c
account, market and bank names
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-12 16:19:58 +02:00
1b1dd1a541
poc keeper
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 21:18:07 +02:00
5ab48fb6e0
rust: Fix args in tests to more realistic values, ts: expose args, update idl
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 17:09:06 +02:00
57d9de86c8
comment
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:55:00 +02:00
257ccf76ad
multi legged interest rates + keeper ix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-09 16:53:30 +02:00
884d638e36
Merge pull request #33 from blockworks-foundation/mc/stub-oracle-ext
...
Mc/stub oracle ext
2022-04-03 05:36:24 +02:00
ace5df2a85
revert unintended changes
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-03 05:21:16 +02:00
d7a8c5c91d
add todo
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 21:04:00 +02:00
77ddbd4eeb
fix test
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 21:02:48 +02:00
c7d3103e6b
--wip-- [skip ci]
2022-04-02 20:42:17 +02:00
cbc3cc7bbd
MangoAccount: Rename how tokens/serum3/perps data is stored
...
token_account_map -> tokens
serum3_account_map -> serum3
perp -> perps
2022-04-02 13:51:26 +02:00
0bdbd19ddd
Make Serum3 ix anchor friendly
...
Make work with changes in mango account, add no deploy part to release script
Clippy
Fixes from cr
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-04-02 08:59:07 +02:00
d26caf1c87
Perp: Rename fields to be explicit about being in lots
2022-04-01 15:47:12 +02:00
f2607889e3
Perps: Place accounts and open orders in MangoAccount::perp
...
Also make test_perp succeed by fixing the FillEvent size.
2022-04-01 12:45:01 +02:00
10ab9804d1
Rename perp instructions to have perp_ prefix
2022-04-01 08:01:56 +02:00
8038f9e257
Add CloseAccount instruction to make testing easier
2022-03-31 17:22:56 +02:00
9cf4f1a748
Rearrange MangoAccount to avoid padding bytes
2022-03-31 14:01:08 +02:00
85b0b420d4
Disable address lookup tables
...
Because the ALT program isn't available on devnet yet, so prohibits
testing there.
2022-03-31 09:25:47 +02:00
afbfd3b7f9
serum3_register_market: better validation
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Previously we just trusted the base and quote token index to be correct,
now the appropriate banks are validated.
2022-03-30 12:24:49 +02:00
14d4147efa
liq test: Cover more cases
2022-03-30 09:37:31 +02:00
d6ebffd346
liq: functionality fixes and test
2022-03-29 17:47:19 +02:00
69426d6d96
liq: Introduce HealthCache to get init/maint health after liquidation
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The concept only works if all serum3 open orders have been fully
cancelled and settled.
2022-03-29 09:18:13 +02:00
a6ff388e20
health: avoid divisions, reducing compute needs
2022-03-27 14:47:42 +02:00
82819720e0
liq token: progress
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Change bank.deposit()/withdraw() to work with I80F48 values so we don't
need to round during liquidation.
2022-03-27 14:46:51 +02:00
b139f6beab
ask example test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 17:27:50 +01:00
b851dd13ad
add new ask
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 17:06:55 +01:00
223179b278
basic test to measure cu
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-26 06:16:52 +01:00
0e953f5e80
more
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 19:15:46 +01:00
f895467bf5
weights
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 17:29:30 +01:00
ba4300accc
simplify
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-24 14:40:08 +01:00
f7fb9b7e35
add event queue
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-23 07:53:45 +01:00
3443ab0d70
Merge pull request #27 from blockworks-foundation/mc/ci
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checked math
2022-03-22 11:47:10 +01:00
237d776e2b
fix test cu requirement
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:33:06 +01:00
974724cfe1
fix some clippy warnings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 11:19:12 +01:00
43eba0a529
Serum: Test for force cancel orders
2022-03-22 09:25:13 +01:00
ec5e959804
further work on perps
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-22 07:06:33 +01:00
34d14ef267
Serum: serum3_liq_force_cancel_orders instruction
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Still needs a test.
2022-03-21 17:39:52 +01:00
27f882a333
Tests: More flexible test context construction
2022-03-21 10:45:55 +01:00
a6a31f226c
Tests: Unify group + tokens setup
2022-03-21 07:49:51 +01:00
6f72cd27e8
Serum: Cancel order instruction
2022-03-19 12:19:16 +01:00
63050c3661
Serum: No health check needed after settle_funds
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It just moves free funds from open_orders to the user account.
2022-03-19 09:05:42 +01:00
479bd60ecf
extend perp market with indices, which make it easier to lookup the perp market and base and quote tokens
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-19 07:28:37 +01:00
70316fb927
Serum: Settle funds instruction
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Also move serum3 cpi helpers to a separate file, to allow reuse of calls
like settle_funds from multiple mango instructions.
2022-03-18 19:27:23 +01:00
4987e072cd
fix test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 17:49:13 +01:00
ba9bc82df2
Merge branch 'mc/perps'
2022-03-18 15:16:13 +01:00
9d05db68f9
Serum: Prefix instructions with serum3_ and related renames
2022-03-18 13:42:20 +01:00
a40eb94833
Serum: settle_funds after place_order
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Avoid using anchor_spl::dex helpers, because calling serum through these
functions costs significantly more compute, likely because AccountInfos
need to be cloned twice.
Examples:
- new_order_v3: direct 26.8k CU, helpers 37.5k CU
- settle funds: direct 24.9k CU, helpers 31.8k CU
2022-03-18 12:17:09 +01:00
4f7e3a5738
create perp market wip
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-18 10:14:30 +01:00
7b3cd9a81f
Health: Use split_at_mut to get two element &muts
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Previously we re-indexed token_infos every time, now we can just have
mutable references to the base and quote elements at the same time.
2022-03-18 07:44:44 +01:00
430d5c85fa
Health: compute optimizations
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Basic caching of multiplications and divisions.
2022-03-17 21:53:41 +01:00
af2f4a0923
Health compute tests
2022-03-17 14:17:28 +01:00
1953d12f0f
Health: expect serum open orders accounts
2022-03-16 13:42:29 +01:00
3bb94777f3
MangoAccount field renames
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indexed_positions -> token_account_map
serum_open_orders_map -> serum_account_map
in the future we should add the perp_account_map
2022-03-15 15:08:53 +01:00
baa980c659
PlaceSerumOrder: Track vault balances before and after
2022-03-15 14:44:47 +01:00
6b342ffeb9
PlaceSerumOrder basic test
2022-03-14 17:21:16 +01:00
0b2f691f5b
RegisterSerumMarket: pass market_index explicitly
2022-03-14 13:47:34 +01:00
07c9b9de7e
Further harmonizing of PDA seeds
2022-03-14 13:39:54 +01:00
71cd1755ec
Stop storing token info in Group
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It is just not needed, the individual Bank accounts have all the
necessary info.
2022-03-14 13:35:38 +01:00
1cd0f8d6be
RegisterToken: Pass token_index explicitly
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This guarantees stability when a gov proposal adds a new token and a new
market in one transaction. This way the RegisterMarket instruction knows
exactly what index the new token will have.
Previously, the new token index was generated automatically, meaning
you couldn't be sure what index a new token would get in advance.
2022-03-14 13:19:50 +01:00
16c0a95679
PlaceSerumOrder instruction stub
2022-03-12 14:13:19 +01:00
e742926ce2
change seeds literals to camelcase, camel case was how mango did in v3, also matches struct names
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-11 20:10:15 +01:00
693ac17996
Serum: Store open orders pubkey in account
2022-03-11 17:50:04 +01:00
c86a6f8d29
Serum: Create OOs is functional and called from a test
2022-03-11 15:28:27 +01:00
9be5ad6488
Test: Add CreateSerumOpenOrders test stub
2022-03-11 14:26:42 +01:00
da31b6317f
Drop unnecessary rent accounts
2022-03-11 13:02:20 +01:00
dbd8409ce8
Test: Add RegisterSerumMarket test stub
2022-03-11 12:59:42 +01:00
b3f2ca51fa
fixes from cr
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-08 11:11:28 +01:00
f6d2df1ad4
Rename to Bank and Group
2022-03-07 16:16:34 +01:00
2d65078c23
Fix margin_trade instruction call
2022-03-07 15:43:29 +01:00
cea0f9441a
Build fixes
2022-03-07 15:29:44 +01:00
dcacadbcbf
margin trade test
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-07 15:24:50 +01:00
425e22a086
Deposit: Compute account health
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Even if it's currently unused, it will become useful in the future.
Make a function to get the list of accounts needed for health checks in
tests, which is now shared between deposit and withdraw.
2022-03-07 15:22:23 +01:00
98cf8a7cff
Position lifetime, dust etc
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- withdraw and deposit may deactivate positions explicitly
- adjusting bank positions may collect dust for positions between
0 and 1 native tokens
- health check always assumes all active and new banks/oracles are
passed
2022-03-07 15:21:19 +01:00
51991d8546
Add global address lookup table test
2022-03-04 20:57:33 +01:00
c6031acbdb
Move to global address lookup tables
2022-03-04 20:57:33 +01:00
01e8458093
Tests: Read banks/oracles from address lookup table
2022-03-01 15:12:53 +01:00
eb38fb4f18
Make module for address_lookup_table functions
2022-03-01 13:57:46 +01:00
a7975d390d
Tests: Fix warnings
2022-03-01 13:49:59 +01:00
d9c7260375
code review
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-03-01 06:28:12 +01:00
5299e31ff8
basic stub oracle integration in tests and withdraw
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 17:17:01 +01:00
75092f7681
CreateAccount: Initialize an address lookup table
2022-02-28 15:43:08 +01:00
c7cd564d11
fix test, was missing oracle
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 14:48:59 +01:00
e8b1563223
optimise imports
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-02-28 11:07:04 +01:00
b88989bf3a
Tests: Transport error info on send_tx()
2022-02-28 09:12:24 +01:00
7aa2cd7e13
Test cleanups
2022-02-28 09:03:43 +01:00
1b404cc652
Basic health check, no oracles yet
2022-02-26 17:47:16 +01:00
8f5becc0d5
Asset/liab weights and withdraw amounts
2022-02-25 18:29:54 +01:00
d1e2cc28b7
Outline of withdraw instruction
2022-02-25 15:14:15 +01:00
5f5ba723d6
Add basic test setup
2022-02-25 13:12:16 +01:00
Conj0iner
Christian Kamm
microwavedcola1
Nicholas Clarke
microwavedcola1