Christian Kamm
0aabd28cdc
Merge remote-tracking branch 'origin/deploy' into dev
2023-09-07 13:14:03 +02:00
Christian Kamm
d60bea7436
Merge remote-tracking branch 'origin/main' into deploy
2023-09-07 12:59:50 +02:00
tjs
c7c362292c
Support reloading reloadSerum3ExternalMarkets from Ids class
...
remove console logs
2023-09-05 09:35:17 -04:00
Christian Kamm
c07978fb68
max_swap: Fix swapping between zero weight tokens ( #699 )
...
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-31 14:01:18 +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
1d6ce550f3
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
2023-08-29 10:03:07 +02:00
microwavedcola1
0ee9af749f
ts: getInstantaneousFundingRatePerSecond
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:56:14 +02:00
microwavedcola1
447e7cb151
ts: update tcs helpers
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-20 21:30:12 +02:00
Christian Kamm
1dd934f8ad
ts: fix stub oracle reading
2023-08-14 15:15:56 +02:00
microwavedcola1
aa1a9f36e9
ts: add tcs helper for current pair price
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-13 12:01:20 +02:00
microwavedcola1
c1be446aab
Mc/slot to tx ( #676 )
...
* v0.18.17
* ts: return confirmed slot when executing a tx
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-11 19:12:13 +02:00
microwavedcola1
c7cc7c248c
ts: fix threshold price computation in token conditional swaps
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-10 16:16:05 +02:00
Christian Kamm
b2e578bc61
Merge remote-tracking branch 'origin/deploy' into dev
2023-08-10 13:32:06 +02:00
Christian Kamm
6dcd5c925c
FlashLoan swaps: Allow charging a fee ( #660 )
...
To give more flexibility to the DAO.
The fee is deducted from any deposits that happen during the flash loan
and controlled per-bank with TokenEdit.
2023-08-09 13:27:25 +02:00
Christian Kamm
4810b6afbc
Tcs: store a display-only intention enum ( #667 )
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This way the ui can know what the user created the tcs order for.
Introduces tcs create and trigger v2 logs.
2023-08-08 18:16:59 +02:00
microwavedcola1
5755480248
threshold price ui helper for tcs in ts client
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-08 14:59:43 +02:00
Christian Kamm
785e6353c1
Fix compile after merges
2023-08-08 10:36:21 +02:00
Christian Kamm
774c67909e
Tcs: Use fees config from Bank instead of Group ( #659 )
...
To give more flexibility to the DAO, the maximum tcs fees from
the buy and sell banks will be used.
2023-08-08 10:21:13 +02:00
microwavedcola1
4c083a9a56
ts client: fix getMaxWithdrawWithBorrowForToken ( #664 )
...
* fix max withdraw amount, wasnt taking into account scaled weights
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-07 13:12:37 +02:00
microwavedcola1
776545fcdd
token conditional swaps, fixes from review ( #653 )
...
* tcs fixes from review, and easy to use helper functions
* 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>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-07 13:09:19 +02:00
Christian Kamm
1be38d14cb
Tcs: Add price display style enum ( #654 )
...
Tcs orders always store prices in a fixed "sell per buy" style, but users
can create them in either price direction. When they look at them later,
the ui needs to know what their preferred style is for this order.
2023-08-03 12:37:01 +02:00
microwavedcola1
1dc692c5ac
add missing fields on the group
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-31 06:48:58 +02:00
microwavedcola1
5f7d704911
improve tcs further
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:57:25 +02:00
microwavedcola1
ef2df16f83
cleanup tcs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:32:50 +02:00
microwavedcola1
5008d3253c
Fixes for tcs
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:13:01 +02:00
microwavedcola1
1fdd327f4c
Merge branch 'ckamm/deploy-v0.18.0-merge' into deploy
2023-07-28 08:26:50 +02:00
microwavedcola1
c24e77d3a4
wip: extend tcs helpers ( #649 )
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* extend tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add slippage helper
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 08:26:34 +02:00
tjs
214ffafb1f
expose additional bank params
2023-07-19 14:57:29 -04:00
Christian Kamm
fef5fd97da
Merge remote-tracking branch 'origin/release/program-v0.18' into deploy
2023-07-17 16:28:59 +02:00
microwavedcola1
f3a7c5ca14
make consistent with other sim functions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-17 15:23:47 +02:00
microwavedcola1
7e917bb85d
Fix type
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-14 14:02:06 +02:00
microwavedcola1
e623b8c276
Enforce safety limits while borrowing, while computing max swap source, and max spot order base/quote ( #642 )
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* --wip-- [skip ci]
* enforce safety limits while borrowing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* --wip-- [skip ci]
* --wip-- [skip ci]
* --wip-- [skip ci]
* 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>
2023-07-13 16:29:13 +02:00
microwavedcola1
c2a939bcfd
Fix decimals
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 12:15:28 +02:00
microwavedcola1
2ebffcdb05
update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 17:25:16 +02:00
microwavedcola1
604c38ed5b
fix max swap
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:53:38 +02:00
microwavedcola1
a6fe8dfd48
fix max swap
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:38:48 +02:00
microwavedcola1
05b9f8f5da
ui helper
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 18:17:24 +02:00
microwavedcola1
7ab0164d38
v0.17.1
2023-07-05 07:32:26 +02:00
microwavedcola1
7e4ec9e14f
Merge branch 'deploy-2' into dev
2023-07-04 11:05:39 +02:00
microwavedcola1
1ffa65d01b
optimise getAllMangoAccounts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
Christian Kamm
35064d4ab0
Token conditional swaps ( #604 )
...
Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.
This allows limit and stop loss orders on arbitrary spot pairs.
The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
microwavedcola1
c2e48df051
Merge branch 'main' into deploy
2023-07-03 09:02:25 +02:00
microwavedcola1
acf02e2575
new helpers
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 15:03:32 +02:00
microwavedcola1
53b608d79d
optimize
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:45:15 +02:00
microwavedcola1
21c2af7317
make pp liq price faster to compute
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
microwavedcola1
0e180ed380
Mc/perp liq price 2 ( #625 )
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* perp position liquidation price calculator
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* refactor
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ui method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:45:52 +02:00
microwavedcola1
66ccd962bc
mc/break even price ts client: account for unsettled funding ( #617 )
...
* v0.16.3
* ts: break even price, account for unsettled funding
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 14:32:04 +02:00
microwavedcola1
b84b135dae
add realized pnl helpers, reorder methods
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 08:40:06 +02:00
microwavedcola1
6b2e9bbf12
deploy->dev ( #612 )
...
* expose perp order type on perp order
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.9.17
* Fix funding rate method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix scrript
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.9.18
* ts-client v0.9.19
* fix script
* update reduce only and force close flags in ts client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.1
* expose underlying property
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.2
* Fix bug in closing mango account (#559 )
* reafactor code for collecting health accounts, fix bug where bank oracle was skipped while closing account
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>
* 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>
* v0.13.3
* fix client code for building health accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.4
* Fix bug in sim max serum3 bid
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.13.5
* increase charge
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts-client v0.14.0
* Fix getBorrowRate() to include loan upkeep
* ts-client v0.14.1
* Client: Move jup's CU ix outside of flash loan
That makes a flash loan based jup swap usable with delegates.
* liquidator: Don't attempt to close in-use token positions
This could happen if the user manually used serum on the liquidator
account.
* Mc/ci cd (#570 )
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix branch
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Increase iterations for max swap to fix some edge case, fix debug script since fees are already accounted for
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.14.2
* Risk notification bot (#565 )
* risk stuff
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>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.0
* fix risk computati
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.2
* Fix units
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont drop or rally stable assets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* dont skip usdc
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.3
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.4
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.5
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.6
* add highlight
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.7
* Fix math
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.10
* Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.15.12
* no-cors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* use birdeye for prices
* try to override bad node-fetch code
* Mc/client simple setup (#611 )
* make setting up of ts client easier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* docs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts client: perp place order ix builders with self trade behavior (#609 )
* ix builders for self trade behavior on perps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ix builders for self trade behavior on perps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.16.0
* typo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* typo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* move to new ixs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* v0.16.1
* Revert "try to override bad node-fetch code"
This reverts commit 468754d5ae
.
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: tjs <tjshipe@gmail.com>
2023-06-19 14:24:06 +02:00
microwavedcola1
ca8053e3ec
ts client: perp place order ix builders with self trade behavior ( #609 )
...
* ix builders for self trade behavior on perps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ix builders for self trade behavior on perps
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 08:05:16 +02:00