b84b135dae
add realized pnl helpers, reorder methods
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 08:40:06 +02:00
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
2023-06-19 14:24:06 +02:00
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
6a76476acd
referrerRebatesAccrued - these accrue to the ui now ( #596 )
...
* these accrue to the ui now
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-28 07:44:45 +02:00
9f9f3d257c
Docs: improve HealthCache comments ( #590 )
2023-05-19 14:42:14 +02:00
5fc7aa1092
Configurable perp settle token ( #550 )
...
This changes perp market margining to no longer assume all pnl is in USD
while settlement is in USDC. Instead, a configurable settle token is used for
pnl and settlement, defaulting to USDC.
There is no difference while the USDC price is forced to $1 and the init and liab
weights are 1. But with this patch, it becomes possible to change that.
For now it is not recommended to use a token other than USDC or USDT (or
another USD targeting stable token) for perp settlement.
The patch also updates all insurance vault use to be aware that the insurance
fund is not in USD but in USDC and apply the USDC price before payouts.
To do this, the previous PerpLiqNegativePnlOrBankruptcy was replaced by
a new PerpLiqNegativePnlOrBankruptcyV2 instruction.
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-05-17 15:50:05 +02:00
5d31d6bf32
merge deploy changes to dev ( #586 )
...
* 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
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-16 19:20:43 +02:00
8255d53a09
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>
2023-05-13 11:55:24 +02:00
08dfb0ddba
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>
2023-05-13 11:55:08 +02:00
59fe0ffcd9
Merge branch 'main' into deploy
2023-05-11 13:31:51 +02:00
f7e6d6469f
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>
2023-05-10 11:19:03 +02:00
13ac422875
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>
2023-05-10 11:18:46 +02:00
3600b6592c
ts-client: Fix serum taker fee computation ( #573 )
2023-05-05 09:11:47 +02:00
5ad1bb4c7d
Fix getBorrowRate() to include loan upkeep
2023-05-01 15:15:45 +02:00
514f861e2f
Merge tag 'program-v0.14.0' into deploy
2023-05-01 11:30:05 +02:00
01ae9175e9
Fix bug in sim max serum3 bid
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 13:50:30 +02:00
497012042c
Force close for serum3 market ( #551 )
...
* force close for serum3 market
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* always require admin
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>
* format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:19:23 +02:00
8e4603e22c
expose underlying property
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:00:50 +02:00
793bd08ffd
expose underlying property
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 09:59:21 +02:00
2df6ecbb4f
add perp market force close prop to ts client
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 09:57:06 +02:00
6abddc8ba8
merge ts-client to dev ( #553 )
...
* 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
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-04-20 09:55:14 +02:00
50477b2de6
update reduce only and force close flags in ts client
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 09:49:42 +02:00
29002e7197
Spot based token rebalancer ( #541 )
...
* script to relabance account to usdc
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update procfile
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add prio fees
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reset
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>
2023-04-19 18:15:39 +02:00
227aadfc22
merge ts-client to dev ( #538 )
...
* 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
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-17 11:19:47 +02:00
1fdd984a49
Fix funding rate method
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-15 08:44:02 +02:00
a174ff5be9
expose perp order type on perp order
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 15:27:43 +02:00
24d8a5753a
Merge dev changes ( #532 )
...
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix docs build job (#501 )
* workaround where rpc rejects base58 encoded pubkeys (#502 )
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Rename settle-bot to settler, fix build (#492 )
* Fix settler build, rename due to heroku not liking '-'
* Temporarily remove ref tag
* Remove temporary branch trigger
* Add oracleProvider to Bank and PerpMarket (#491 )
* Add oracleProvider to Bank and PerpMarket
* v0.9.6
* Fix null checks on getters for PerpMarket and Bank (#505 )
* Export OracleProvider
* Fix null checks on getters
* token_liq_bankruptcy: Use oracle for valuing insurance fund tokens (#503 )
Previously a token from the insurance fund was valued at 1 USD. Now it
uses the oracle associated with it (USDC oracle).
* v0.9.7
* ts: Fix ix gate enum, add code for creating a disable-tx gov ix
* Fee buyback: Respect USDC oracle (#504 )
* refactor script (#509 )
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* IxGateSet: Log AccountBuybackFeesWithMngo state
* TokenRegister: Sanity checks on token_index
* Allow token/market names to fill storage bytes completely
Previously the last byte was always zero.
* HealthRegion: Whitelist allowed instruction types (#508 )
This fixes a security issue where bankruptcy related instructions could
be called inside a health region. Now health regions are limited to
compute optimization like when placing multiple orders in one
transaction.
This limitation also makes it impossible to abuse health regions for
flash loans. Use the FlashLoan instructions for that purpose.
* Add fly deploy scripts (#490 )
* Bump program version to v0.10.0
* liquidator docs (#512 )
* liquidator docs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Quality of life fixes (#511 )
* breaking: make pegLimit an optional arg
* pass externally cached blockhashes to sendTransaction
* convenience accessors for connection & walletPk on client
* add script to sim accounts with leverage change (#514 )
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix bug: only account for borrows we are offsetting (#513 )
* Fix bug: only account for borrows we are offsetting
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Bank: Unittest for net borrow limits
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
* extend script, fix util function
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix interest rate computation in client (#520 )
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* minor ts fixes
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Temporarily disable health region use on mm script (#507 )
* Use new shared mango-feeds-connector crate for chain_data (#515 )
* Add prometheus metrics to crank (#517 )
* Add prometheus metrics to keeper
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix bug where unrealised profit was not abs'ed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* in perp settle fees, dont error, rather return early, this enables blindly concatenating perp settle fees to perp settle pnl (#526 )
* in perp settle fees, dont error, rather return early
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Net borrow limits: Use correct price for check (#527 )
* Changelog for program-v0.10.0 and idl update
* script for grabbing logs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Perp funding: Fix logging in update funding + deactivate pos (#528 )
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* sync rate params to latest proposal (#523 )
* sync rate params to latest proposal
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>
* Limit funding and interest accrual during downtimes (#529 )
Previously, if the funding or interest updating instruction wasn't
called for a long time (like for a solana downtime or the security
council halting the program), the next update would apply funding or
interest for the whole time interval since the last update.
This could lead to a bad downtime situation becoming worse. Instead,
limit the maximum funding and interest time interval to one hour.
* Changelog for program-v0.11.0, bump version, update idl
* Don't reload openorders if there's no active markets
* update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* reorg
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Emit perp fees settled on update_funding. Required to have a full picture of total perp market fees. (#530 )
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
Co-authored-by: tlrsssss <tjshipe@gmail.com>
Co-authored-by: Nicholas Clarke <nicholasgclarke@gmail.com>
2023-04-07 13:57:53 +01:00
63049df695
Fix vault balance conversion
2023-04-07 11:51:33 +01:00
3191a10622
add workaround to computing max perp trade
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 14:44:46 +02:00
cd3f6a684a
Don't reload openorders if there's no active markets
2023-04-03 16:12:03 -04:00
47adfa6540
fix bug where unrealised profit was not abs'ed
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 09:39:49 +02:00
c29c41e20f
Fix interest rate computation in client ( #520 )
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-27 10:39:26 +02:00
26d7ec505c
make decodePriceFromOracleAi fn public so websockets can update price
2023-03-25 13:37:02 -04:00
1c0c444c3d
add missing field to group
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-13 19:35:13 +01:00
2adf7da861
Merge branch 'main' into ts-client
2023-03-13 11:09:19 +01:00
cb8ee54d0f
Fix price unit used in health sim
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 13:08:54 +01:00
c7f577fc8e
Fix price unit used in get max perp trade size
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:50:41 +01:00
cfdfd2f8a0
cleanup
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:34:49 +01:00
dc2a3b79de
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:34:19 +01:00
d9181fc4b5
Merge branch 'deploy-mm' into dev
2023-03-07 08:32:52 +01:00
679f8dd29b
some more logginh
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 08:32:44 +01:00
f192c19fb8
Fix type
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:28:59 +01:00
925440b47e
Fix type
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:17:46 +01:00
6c5c88b1e6
fix access specifier
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:12:01 +01:00
c48d9c94d9
Fix types
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 15:04:28 +01:00
07c46d0129
Revert "fix account in client ix"
...
This reverts commit 1343e70cc6
2023-02-28 14:46:22 +01:00
1343e70cc6
fix account in client ix
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 14:45:25 +01:00
73b626efff
ts client for max buyback of fees with mngo ( #480 )
...
* ts client for max buyback of fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 12:05:02 +01:00
e4d46c3c5b
Buyback fees: Add staggered expiry ( #478 )
2023-02-27 16:36:27 +01:00
25d94b0e7b
Fix idl
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-27 08:49:43 +01:00
d88d44b34a
buyback perp fees with mngo at a discount ( #464 )
...
buyback perp fees with mngo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-25 20:34:16 +01:00
330739364f
ts: add function on perp position to get notional value ( #474 )
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* ts: add function on perp position to get notional value
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>
2023-02-24 10:43:37 +01:00
f9bc74b48f
fix return type on perp loadFills
2023-02-23 13:00:22 -05:00
16a41dfe38
Fix extraction of amount for token account and mm Procfile
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-22 15:08:13 +01:00
3fe008da8b
Fix extraction of amount for token account and mm Procfile
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-22 15:08:05 +01:00
4c9f99832f
Update package.json build steps and move js scripts out of src folder ( #470 )
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* extracts scripts from source; update tsc build configs and packages
* publish latest
* remove type module
2023-02-22 08:36:59 +01:00
f41f2ab337
Ts/client fixes ( #471 )
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* fix bug with marking perp orders as expired
* support passing in perp books to find mango account orders
* support force reloading of acct perp open orders
* make perp market _bids and _asks public
* dont fetch open order accts if no serum3active
2023-02-22 08:07:06 +01:00
a87705fa37
fix fillevent type in client ( #460 )
2023-02-16 10:55:12 +01:00
023d2f96cb
Settle pnl: Don't avoid settlement on being_liquidated accounts
...
The action doesn't decrease health and is already limited by
perp-settle-health, so it's fine to allow. (the instruction already
allows it, this fix is just for finding counterparties)
2023-02-15 15:11:58 +01:00
1f66bef88f
Change liquidation end target to a new, third health type ( #447 )
...
Due to the safety features in v4, the init health can differ from maint
health a lot more than it used to in v3. This is because of stable-price
adjusted oracle prices used in init health, and the weight scaling based
on total deposits and borrows used in init health.
The effect is that once an account becomes liquidatable, it could be
liquidated a lot until it reaches init>=0.
The original idea of liquidating until init>=0 was just to provide some
buffer, such that liquidated accounts wouldn't immediately become
liquidatable again.
This patch decouples the buffer idea explicit from init health by
creating a new LiquidationEnd health type. Liquidation proceeds until
the LiquidationEnd health becomes positive.
Co-authored-by: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
2023-02-10 09:00:36 +01:00
184cf82e22
update settle limit before returning settleable pnl ( #445 )
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* update settle limit before returning settleable pnl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "update settle limit before returning settleable pnl"
This reverts commit 29e38a85ef
2023-02-09 13:31:56 +01:00
38d408126e
client: Increase binary search iter limit
2023-02-03 17:23:25 +01:00
a91a9ae998
Perp: Fix liq instructions ( #424 )
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- Rename to perp_liq_base_or_positive_pnl and perp_liq_negative_pnl_or_bankruptcy
- Deal with situations where overall asset weight is zero and base position reduction
would not improve liqee health
- Add ability for liqors to take over positive unsettled pnl if that improves liqee health
2023-02-02 09:00:37 +01:00
50c820ddce
Perps: Rename pnl_asset_weight -> overall_asset_weight ( #428 )
...
Calling it "pnl" was confusing, because the thing that is weighted isn't
the pnl, but `(weighted base value + quote position)`.
2023-02-01 16:15:45 +01:00
0012907ee3
Mc/ix toggler ( #419 )
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* add gating to individual ixs
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>
2023-01-26 20:27:39 +01:00
1e046685a9
small fix + helper method
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:22 +01:00
51e3a671e3
make public
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 17:31:50 +01:00
c30fa1dbb3
client support for security admin ( #414 )
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* client support for security admin
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:02:36 +01:00
265f6a1a48
add helper method: settleTokenNativeToUi ( #405 )
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* add helper method: settleTokenNativeToUi
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Revert "add helper method: settleTokenNativeToUi"
This reverts commit 43b19b3056
2023-01-21 11:35:43 +01:00
bb35aa66dc
ensure that freshly fetched objects have valid prices until we fetch … ( #409 )
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* ensure that freshly fetched objects have valid prices until we fetch oracles again
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 14:52:43 +01:00
8bf6210991
better debug logs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 09:15:03 +01:00
919f09bb8c
fix bug where serum oo where not loaded ( #403 )
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* fix bug where serum oo where not loaded
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>
2023-01-19 11:31:54 +01:00
8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies ( #402 )
2023-01-19 10:52:49 +01:00
fbbce98ec3
simply debug user
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket ( #395 )
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* Parse last updated slot from oracle
* Fix typo
* Remove unused package
2023-01-17 18:03:16 +00:00
9346c8e546
Perps: track overall realized pnl relating to a position ( #392 )
...
This includes trade pnl, funding and fees. Tracking this makes it easier
for uis to display a consistent position overall pnl value that doesn't
decrease by settling.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-17 14:07:58 +01:00
ec99376a8f
Perp: Allow setting pnl asset weights ( #391 )
...
This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.
This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 16:49:09 +01:00
60d3f8d403
Fix ids api ( #371 )
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* Fix ids api
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 20:43:37 +01:00
7c69197505
mango account freeze ( #372 )
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* mango account freeze
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* format
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>
2023-01-12 13:08:10 +01:00
c5d875e04d
Perp settle limit extension to realized pnl ( #359 )
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Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
e34f9be60a
Apply loan origination fee only on loans ( #364 )
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* Apply loan origination fee only on loans
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-06 08:42:16 +01:00
e4f238f489
combine open orders create with place order ( #362 )
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* wip
* place order fix
* fixes
* comment
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 08:31:07 +01:00
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
b0164113f0
support healthtype of undefined to calculate with a weight of 1
2022-12-30 15:26:53 -05:00
f72c3cd0ae
Fix typings
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-27 08:26:19 +01:00
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
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
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
7231ceea53
ts client: Fix avg entry price and break even price
2022-12-19 13:34:20 +01:00
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
f31ef4642d
Merge branch 'feature/modify-order'
2022-12-15 11:30:20 +01:00
89c7ab7498
modify serum3 order
2022-12-15 10:40:45 +01:00
309f218c6e
more debugging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 09:41:03 +01:00
5c1304466b
add account number to toString for debugging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:50:10 +01:00
f781241f90
Fix bug in porting from rust to ts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:43:06 +01:00
2cd8c048f3
bump max iterations in max swap, for edge cases
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 14:55:37 +01:00
51cded4965
Mc/health max swap with serum effects ( #333 )
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* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* rearrange, log before expect
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix test
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* health max swap with serum effects
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* max swap: Fix with serum reserved amounts
* port rust code to ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* port tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix method call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-12-14 09:21:45 +01:00
f4942fd674
cap max borrow in withdraw to safety constraint ( #335 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 19:41:19 +01:00
c77c3585ad
remove outdated todos
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 10:29:55 +01:00
35752ab99b
move calls inside reloadBanks in the group reloadAll fn
2022-12-13 00:44:07 -05:00
b5691e2381
ts: Fix toUiPrice() ( #332 )
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For example, the SOL native price of 0.0136 should become the ui price
of 13.6 because SOL decimals are 9.
2022-12-11 17:22:43 +01:00
d0c85f14e6
make mm work with mango-perp, deposit some funds into shared wallet mango account, fixed some ts perp issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 20:23:30 +01:00
794f298ded
fix scaling of weights
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 06:08:23 +01:00
b6605bd120
fix perp open order deserializing
2022-12-08 15:53:14 -05:00
57e4510b08
Remove mango-macro
2022-12-08 20:48:44 +01:00
227eea81c3
Merge branch 'main' into dev
2022-12-08 14:13:07 -05:00
fb8eb59355
add back getEquityUi for perp
2022-12-08 14:12:57 -05:00
cfc121cf1c
Merge branch 'main' into dev
2022-12-08 14:00:28 -05:00
4fc2b42f99
add back function to parse perp fill events
2022-12-08 14:00:12 -05:00
450007d34b
Perp: Drop client order id from LeafNodes ( #323 )
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This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
3e7f5487b7
add more info to debug bank scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:50:11 +01:00
c2a0c8c920
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:26:12 +01:00
d8d0d8e07c
Merge branch 'dev'
2022-12-08 16:05:51 +01:00
7d9c3616af
ts client changes ( #320 )
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* cleanup + small sync with program
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update lock file
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:16:06 +01:00
947d9b2b60
Split into perp bids and perp asks ( #322 )
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Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
6aea3f97db
Merge branch 'main' into dev
2022-12-07 11:01:36 +01:00
660a733a95
divide by quote decimals to get funding rate
2022-12-06 16:41:42 -05:00
bc4d97d4d1
add confFilter and edit perp script
2022-12-06 10:58:47 -05:00
52d7509481
Fix tests
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
dde9ca69e8
sync fields
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
777c1a7804
Rename bank fields, make weight scale limits editable ( #319 )
2022-12-06 09:34:02 +01:00
0609adbe70
use quote decimal constant
2022-12-03 14:54:36 -05:00
55db713862
add getEquityUi
2022-12-03 14:47:01 -05:00
fa09c557a1
ts client sync with program ( #311 )
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mostly health related code
2022-12-02 15:48:43 +01:00
717d3f7711
use provider connection to fetch switchboard idl
2022-11-21 16:48:35 -05:00
44d0170ea9
mc/settle pnl ts client ( #292 )
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* oracle peg client support
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>
* perp pnl settle, candidate finder, and example
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 20:36:13 +01:00
ff18ad6ba7
Add client function getCumulativeInterest ( #280 )
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* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
d3661bac7b
mc/oracle peg ts client ( #290 )
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* oracle peg client support
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>
* Fix from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-21 19:34:41 +01:00
ae7acbbc6b
Revert "fix get unsettled funding function"
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This reverts commit 708ef68b85
2022-11-21 12:54:14 -05:00
708ef68b85
fix get unsettled funding function
2022-11-21 10:47:30 -05:00
256b948207
parse fill events
2022-11-20 23:50:08 -05:00
80809c6404
default seq num for load fills
2022-11-20 22:27:29 -05:00
57b05259f9
copy perp position functions from dev branch
2022-11-20 22:07:15 -05:00
26d65e9db9
fix mango account client layout
2022-11-20 22:05:09 -05:00
d82608ebee
Revert "add support for msrm vault for serum3 discounts ( #285 )"
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This reverts commit 0a4f7150d6
2022-11-20 15:31:16 +01:00
39ed94aa87
client additions + extra tests + safety ( #281 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-18 08:58:56 +01:00
98f0632ef9
prettier format
2022-11-17 22:04:03 -05:00
679bc05fa8
use switchboard v2 lite client
2022-11-17 13:22:30 -05:00
58f7ff2e0e
Add staleness param to OracleConfig
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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
2022-11-12 12:11:09 +01:00
0a4f7150d6
add support for msrm vault for serum3 discounts ( #285 )
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* add support for msrm vault for serum3 discounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* client support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* More client code and todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettoer
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove mint, not needed
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:42 +01:00
e8ba511c45
mc/flash loan for delegate ( #271 )
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* flash loan for delegates
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix rust client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:35:13 +01:00
446b2e8d66
serum util functions
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
4d134f266b
reloadAll is now idsSource aware ( #275 )
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add markets to test SOL quote serum trading
tweak dust leverage so we can test isolated markets and liquidation
add unregister token & market
2022-11-04 14:35:40 +00:00
ccc1d43a55
Port new fields on accounts from program to ts client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
cae10bcdae
Merge branch 'dev'
2022-11-02 11:52:43 +00:00
032c9d43b0
get serum open orders only for active mkts
2022-10-31 19:08:26 +00:00
4b6a2973ab
add perp market index to perp order
2022-10-31 17:39:03 +00:00
2efbc41755
getters for perp order
2022-10-31 17:07:58 +00:00
3efebb3ea6
ts: market maker improvements ( #270 )
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* ts: fix typechecking on scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: market maker round of improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:39:57 +02:00
a66177a77e
ts: match client class definitions 1-1 to program state struct definitions ( #268 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
microwavedcola1
microwavedcola1
Christian Kamm
riordanp
tjs
Adrian Brzeziński
Nicholas Clarke
conj0iner
Maximilian Schneider