27ecc14000
Merge tag 'program-v0.22.0' into deploy
2024-03-04 11:32:42 +01:00
a4e5cf9b02
Add a token-token platform liquidation fee ( #849 )
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The liqor liquidation fee and platform liquidation fee for the asset and
liab token are both payed by the liqee.
The platform liquidation fee is added to the Bank's
collected_fees_native and tracked in collected_liquidation_fees.
(cherry picked from commit 8383109f0d
2024-01-26 10:25:27 +01:00
5d186421bb
ts: take liquidation batches to a script
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-16 10:47:52 +01:00
fce4e18735
Merge branch 'mc/deposit-limits' into deploy
2024-01-16 10:22:04 +01:00
6e3c284220
ts: deposit limits
2024-01-16 10:21:15 +01:00
68e119e726
use fast clone ( #843 )
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* use fast clone
* fix
* add health check copy tests
* fix
* fix
* add more test
2024-01-11 21:13:41 +01:00
55d22e07c5
risk: use know mm's endpoint + add fallback to known mms pubkeys
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2024-01-03 08:43:48 +01:00
21b8c0dbfa
risk: disable for now
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-11-16 08:42:18 +01:00
5f038b8f62
wip: Mc/update risk params ( #729 )
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* v0.19.33
* ts: script to update risk params
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* create proposals helpers
* fix
* Update env params
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* Update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* simulate before run
* fix presets
* fix
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-05 12:13:53 +02:00
5ee00a6639
Mc/tcs p95 ( #708 )
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* use more fine grain price impact
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* ts: for computing tcs premium use more fine grain price impact
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-09-23 15:56:55 +02:00
6871ca2ad4
ts: use average slippage for computing tcs premium
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-08-28 17:33:34 +02:00
ef2df16f83
cleanup tcs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 15:32:50 +02:00
c24e77d3a4
wip: extend tcs helpers ( #649 )
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* extend tcs helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* comment
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
* add slippage helper
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---------
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-28 08:26:34 +02:00
b3b932f148
Fix headers
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 15:45:42 +02:00
d67970ebc1
fix header
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 15:28:20 +02:00
5ca349f94b
use mngo cloud for risl
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 14:30:47 +02:00
2060245f31
optimise
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 18:45:42 +02:00
c2e48df051
Merge branch 'main' into deploy
2023-07-03 09:02:25 +02:00
09ee476ecf
Fix risk computation for stable pairs
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-21 08:45:27 +02:00
01dbae9f0a
update mm list
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-18 10:13:10 +02:00
44fc32c311
use birdeye for prices
2023-06-07 20:38:38 -04:00
f477fd1d45
no-cors
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-25 14:26:59 +02:00
7a7dd1cdf8
no-cors
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-25 14:26:53 +02:00
5fc7aa1092
Configurable perp settle token ( #550 )
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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 )
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* 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
34fcec422e
Fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 15:37:50 +02:00
a7cef064a8
Fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:48:51 +02:00
f416f8a629
Fix math
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:46:42 +02:00
0749551c53
add highlight
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:22:50 +02:00
cc9f760665
update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:04:26 +02:00
450dbb42b1
update
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:45:38 +02:00
d7c0cd7cf2
Fix
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:35:53 +02:00
2aa271453d
Fixes from review
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:17:00 +02:00
0b3387f396
dont skip usdc
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:09:12 +02:00
2a490556f7
dont drop or rally stable assets
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:05:10 +02:00
590cdb8f60
Fix units
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 09:52:21 +02:00
a0daef806d
Fixes from review
...
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-15 11:52:35 +02:00
4edf50c859
fix risk computati
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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-15 11:47:42 +02:00
8255d53a09
Risk notification bot ( #565 )
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* 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
Christian Kamm
microwavedcola1
Adrian Brzeziński
microwavedcola1
tjs