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 )
...
* 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 )
...
* 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 )
...
* 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 )
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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
...
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 )
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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 )
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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 )
...
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
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
dde9ca69e8
sync fields
...
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 )
...
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 )
...
* 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
286563b0ef
add minordersize and ticksize to perpmarket
2022-10-10 18:59:44 -04:00
f0ae79b0f7
Refactor TS client anchor tests
2022-10-08 17:48:13 +07:00
f7787ea828
remove duplicate function
2022-10-07 13:48:12 -04:00
cfd6fd2ca8
remove unnecessary undefined type returns
2022-10-07 13:48:05 -04:00
8e919bb741
ts: perp improvements ( #263 )
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* ts: perp improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 13:52:04 +02:00
dd4175b401
add back get serum3marketbypk
2022-10-04 16:35:38 -04:00
8cdd0233d4
fix merge issues
2022-10-04 15:13:24 -04:00
56313b6eac
Merge branch 'dev' into main
2022-10-04 14:54:42 -04:00
bafaf73745
Mc/ts numbers - cleanup usage of all numbers ( #259 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: move stuff around
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: string representation while printing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: number cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix tsc errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: cleanup creation of I80F48 from BN
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixed from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* revert
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix from call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 15:07:43 +02:00
d1079bb1b9
Mc/ts increase error tolerance for binary search ( #258 )
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* ts: a higher error tolerance is sufficient
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* program: fix error size
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 14:59:12 +02:00
a2f4cef940
mc/ts derive and not hardcode size ( #257 )
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* ts: simplify getOrCreateMangoAccount
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: derive and not hardcode sizes for perp accounts when creating
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove todo, not relevant anymore
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 13:33:21 +02:00
c22302a1da
ts client improvement ( #254 )
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* Perps: Support trusted markets
* ts: health on client side
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: change perp lookup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reword error messages, refactor common uses of lookups
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: reformat
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: improve typing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fix some todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: type aliasing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: remove '| undefined' where not required as return type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: use trusted market flag for perp health
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-09-29 15:51:09 +02:00
12864e15a6
Merge pull request #245 from blockworks-foundation/ckamm/perp-settle
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Liquidator: Settle pnl on perp accounts
2022-09-29 07:35:37 +02:00
dd83aeb156
ts: ALTs integration
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-28 17:09:59 +02:00
15d3a0cdfa
ts client: fix reading perp event queue
2022-09-28 10:48:41 +02:00
8d86883190
ts: remove debug code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 17:33:51 +02:00
b57e50c75b
ts: fix tsc issues
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-27 13:59:00 +02:00
3b1ea91903
consistent naming to get serum markets
2022-09-25 21:11:38 -04:00
92a33a0bf5
return the correct type
2022-09-25 20:27:44 -04:00
b6bcc55fcb
add type guard
2022-09-25 20:26:02 -04:00
f486a6c381
helper fn to get serum3 external market
2022-09-25 16:23:43 -04:00
b7aa6dbd5d
ts: tiny liabs pushes health ratio beyond what I80F48 can support ( #243 )
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* ts: tiny liabs pushes health ratio beyond what I80F48 can support
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add alias
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-24 07:11:57 +02:00
fa1a483493
func to load serum open orders accts for get balances
2022-09-23 23:14:12 -04:00
e509a3ae9c
Clarkeni/overall pnl ( #232 )
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* Add getPNL client function
2022-09-23 11:39:51 -07:00
bb6790e678
ts: use price factor in maxSourceForSwap + max perp bid and ask + tests ( #237 )
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* ts: use price factor in maxSourceForSwap
ts: max perp bid and ask
ts: mocha test for max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: comemnt
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 11:43:26 +02:00
39bdf20813
ts: Add group.findPerpMarket()
2022-09-23 09:48:35 +02:00
4090cf407e
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:28 +02:00
59bb60c405
ts: fix max serum bid and ask that can be placed by a mango account ( #241 )
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* ts: fix getMaxQuoteForSerum3BidUi and getMaxBaseForSerum3AskUi where the zero amount was not tight enough for binary search
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-23 09:34:08 +02:00
96218fb7ba
Update IDL and merge issue fixups
2022-09-21 10:19:23 +02:00
52f8b61240
Merge remote-tracking branch 'origin/dev'
2022-09-21 10:14:34 +02:00
1c67b8ed5f
remove base_token_index from perps and include oracles ( #224 )
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Co-authored-by: Conj0iner <conj0iner@users.noreply.github.com>
2022-09-21 09:42:45 +02:00
f96b9ded0d
ts: fix event queue rawevents
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 19:50:21 +02:00
b7e79a4663
WIP: ts/perps ( #220 )
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* ts: further fleshing out of perps code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-20 12:57:01 +02:00
899b51e91c
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 10:23:06 -04:00
3e94ff4605
ts: fix getMaxWithdrawWithBorrowForToken
2022-09-14 09:03:29 +02:00
27c42e70e9
reload mango account with slot
2022-09-05 12:31:57 -04:00
c359ce26a7
return new mango account instance from reload
2022-09-02 18:47:09 -04:00
ef5552c1c0
Liqtest: Build serum test case
2022-09-02 12:24:18 +02:00
0222ca8954
ts fixes ( #207 )
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* ts: use gpa path if rest services has not caught up yet
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: convert wrapped sol to sol when withdrawing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 11:25:58 +02:00
149e0eb0c7
Fix client and remove excessive logging in scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 10:48:50 +02:00
5ff181d01d
Merge branch 'dev'
2022-09-01 09:52:29 +02:00
5f62f15549
mc/i80F48 in-place cleanups ( #203 )
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* ts: use in place I80F48 wherever applicable
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: dont overwrite I80F48 constants
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-01 09:48:23 +02:00
8296d660d8
return mangoAccount after reloading
2022-08-31 15:33:07 -04:00
0c6cc16023
ts: serum display function for max leverage ( #202 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-31 14:37:45 +02:00
5e33c00ec8
Merge branch 'main' into dev
2022-08-31 11:55:54 +02:00
263bc6ff1f
turn on strict null checks and fix issues ( #201 )
2022-08-31 11:41:12 +02:00
c66dd882b6
ts: Additional serum3 support ( #196 )
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* get bids and asks for a user on a serum3 market
* get orderbook for a market
* get max bid or ask that a user can place for a market
* simulate health if a bid or ask were to be placed
misc:
* fix remaining accounts list for health when placing perp bids
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
format
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
remove testing code
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>
script adjustment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
comments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-31 11:36:44 +02:00
ff7638f04b
throw error when reloading account if simulation fails
2022-08-27 03:55:55 -04:00
a12457eeb5
log in getTokenVaultBalanceByMint
2022-08-27 01:58:20 -04:00
2e88889043
remove async and unused arg in getTokenVaultBalanceByMint
2022-08-26 13:54:14 -04:00
b9a69bf59c
extend debugging script to just take mango accounts directly
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-26 10:08:45 +02:00
aae3c32c78
mc/switchboard ts support ( #182 )
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* switchboard oracle v2 parsing
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-24 10:16:43 +02:00
4c4a9cbb73
Small changes for consistency
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-23 16:21:05 +02:00
5947698af8
make functions consistent, always return positive values for deposits or borrows
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provide ui alternative functions for many functions
provide a way to grab total vault balance for a token on a group
improve getMaxWithdrawWithBorrowForToken and getMaxSourceForTokenSwap and simHealthRatioWithTokenPositionUiChanges
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-23 13:47:08 +02:00
fef0f746ff
ts: Change target health ratio in getMaxSourceForTokenSwap ( #187 )
2022-08-20 12:20:34 +02:00
1132853aab
Merge remote-tracking branch 'origin/main' into dev
2022-08-20 11:13:55 +02:00
9b3a415260
ts: separate price and uiPrice
2022-08-19 16:46:59 +02:00
09fc5f716b
Renames in MangoAccount
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- Accessors in MangoAccountValue
- PerpPositions -> PerpPosition
2022-08-19 14:58:20 +02:00
f0dff030a7
functions for rates in bank in ui
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-19 11:58:10 +02:00
8f55e20a05
Fix formula for computing native amounts on banks
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-19 11:45:38 +02:00
f40f33f3b3
make public, useful for ui to iterated over all banks
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 18:45:27 +02:00
c00e2f39db
fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 16:39:22 +02:00
5e617feb8a
Merge branch 'main' into dev
2022-08-18 16:30:38 +02:00
7ad39238b1
mc/mango account units docs ( #181 )
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* cleanup mango account docs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* note
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 16:19:37 +02:00
808f0abde9
Clarkeni/ids from api ( #177 )
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* Fetch ids from api. Use mint public key in client args instead of token name.
Fix tests
Add getFirstBankByMint and getFirstBankByTokenIndex
* prettier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* yarn fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* fix usage of service
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* clean up testing scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-18 08:48:45 +02:00
4ee4ab829f
more defensive coding
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:23:51 +02:00
da93f1118e
defensive code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:19:09 +02:00
20c915f0ee
return 0 for swap from same source to same target
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 20:16:46 +02:00
24524d7cd5
update scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 15:53:51 +02:00
551e101b08
fix health ratio computation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 11:21:29 +02:00
4df94615ee
Fix client
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-15 11:10:33 +02:00
41e42da620
debug banks helper script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-13 19:36:09 +02:00
261c856bb2
reduce max source swap targetError so that we dont error out
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:08:08 +02:00
a484aed42b
simulate on non existent token positions ( #162 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 11:05:39 +02:00
00c533d9d7
Merge branch 'dev'
2022-08-12 08:31:20 +02:00
4f25742b26
simHealthWithTokenPositionChanges -> simHealthRatioWithTokenPositionChanges
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-12 08:30:13 +02:00
ac0155b79d
fix for simHealthWithTokenPositionChanges
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needs to keep track of health changes in the loop
2022-08-11 16:43:46 -07:00
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
4507a6a72a
health ratio ui function
2022-08-11 12:06:01 -07:00
5402012064
apply loan origination fee buffer
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-11 17:59:49 +02:00
eee10a22bb
mc/max swap ( #159 )
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* rework getMaxSourceForTokenSwap
* Fix assets and liabs method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-11 17:44:12 +02:00
cfdd59379e
improve logging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-10 17:17:16 +02:00
5c34b60105
Fix health account builder code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-10 10:15:28 +02:00
8b086b3e87
more logging
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-10 08:22:31 +02:00
e0c57af53f
some debugging scripts
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-10 07:32:21 +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
59d28c97a1
fix name and error message check in flash loan ( #145 )
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-06 12:59:13 +02:00
1b1dbc0406
add eslint config and fix errors
2022-08-04 14:44:59 -04:00
1cab5f92fb
match spec of incoming types to accounts on chain, and also the order
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 10:41:54 +02:00
327ea8acff
extend type
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 09:07:32 +02:00
e6fe7bd8cc
update idl, cleanup code
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-04 08:50:48 +02:00
cc17f2a95a
Merge branch 'dev'
2022-08-04 08:03:59 +02:00
4f1f4ec84e
Clarkeni/anchor tests ( #120 )
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* Anchor tests
* Liquidation client functions
* Add payer to client functions
2022-08-03 09:05:16 -07:00
a7654f43a1
update idl, and fix tsc errors
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-08-02 11:28:39 +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
91d59c1918
close insurance vault also
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:57:56 +02:00
0c3efe21a9
match latest changes in group creation
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:36:46 +02:00
c88297f42e
mc/ts and keeper improvements ( #127 )
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* ts and keeper improvements
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* remove stray heroku experiments
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Fixes from reviews
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-31 09:25:11 +02:00
0b2e1e6e6c
Mc/realloc 4 ( #119 )
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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
eee7ed097b
fix getEquivalentNativeUsdcPosition for null TokenPosition
2022-07-18 18:18:57 +02:00
microwavedcola1
tjs
microwavedcola1
Christian Kamm
riordanp
Adrian Brzeziński
Nicholas Clarke
conj0iner
Maximilian Schneider
Conj0iner