* rename usd_opt to usdc_opt in OracleAccountInfos
* use fallbacks when fetching bank+ price in AccountFetcher struct
* feat: add derive_fallback_oracle_keys to MangoGroupContext
* test: properly assert failure CU in test_health_compute_tokens_fallback_oracles
* provide fallback oracle accounts in the rust client
* liquidator: update for fallback oracles
* set fallback config in mango services
* support fallback oracles in rust settler + keeper
* fix send error related to fetching fallbacks dynamically in tcs_start
* drop derive_fallback_oracle_keys_sync
* add fetch_multiple_accounts to AccountFetcher trait
* revert client::new() api
* deriving oracle keys uses account_fetcher
* use client helpers for deriving health_check account_metas
* add health_cache helper to mango client
* add get_slot to account_fetcher
* lint
* cached account fetcher only fetches uncached accounts
* ensure keeper client does not use cached oracles for staleness checks
* address minor review comments
* create unique job keys for CachedAccountFetcher.fetch_multiple_accounts
* fmt
* improve hashing in CachedAccountFetcher.fetch_multiple_accounts
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Co-authored-by: Christian Kamm <mail@ckamm.de>
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>
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.
* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
* Vendor `fixed` crate to have checked math in release mode
* remove all cm!()
* drop superfluous parens
* drop use of checked_math crate
* manual removal of redundant checked_* functions
Since Bank can't expand the existing OracleConfig, add a new one to Bank
and (temporarily!) copy over the old value to the new one in
TokenUpdateIndexAndRate.
Add some reserved space to OracleConfig to make this easier in the
future.
Breaks the PerpMarket and PerpPosition layouts
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>
- 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
* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
Lou-Kamades
Christian Kamm
Lou-Kamades
Nicholas Clarke
microwavedcola1
conj0iner
microwavedcola1