Commit Graph

337 Commits

Author SHA1 Message Date
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)
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
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-31 06:48:58 +02:00
microwavedcola1 5f7d704911 improve tcs further
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:57:25 +02:00
microwavedcola1 ef2df16f83 cleanup tcs
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)
* 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
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-17 15:23:47 +02:00
microwavedcola1 7e917bb85d Fix type
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)
* --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
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 17:25:16 +02:00
microwavedcola1 604c38ed5b fix max swap
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
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
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
microwavedcola1 0e180ed380
Mc/perp liq price 2 (#625)
* 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