Commit Graph

969 Commits

Author SHA1 Message Date
tjs 214ffafb1f expose additional bank params 2023-07-19 14:57:29 -04:00
Christian Kamm fef5fd97da Merge remote-tracking branch 'origin/release/program-v0.18' into deploy 2023-07-17 16:28:59 +02:00
microwavedcola1 f3a7c5ca14 make consistent with other sim functions
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-17 15:23:47 +02:00
Christian Kamm 348fef80f3 Tcs: reserve token positions while tcs is open (#647)
- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
  trigger/cancel

(cherry picked from commit 5dd5c507f2)
2023-07-17 13:23:16 +02:00
Christian Kamm 5dd5c507f2
Tcs: reserve token positions while tcs is open (#647)
- Update in_use_count to u16
- Pass banks to TCS cancel instruction
- Increase the in_use_count when a tcs is created and decrease on
  trigger/cancel
2023-07-17 13:14:53 +02:00
microwavedcola1 7e917bb85d Fix type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-14 14:02:06 +02:00
microwavedcola1 b1b0729eee settle all even spot
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-14 13:19:17 +02:00
microwavedcola1 1e61a6429e Fees to dao (#644)
* withdraw fees to dao

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>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

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* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:42:50 +02:00
microwavedcola1 40a011a48e
Fees to dao (#644)
* withdraw fees to dao

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>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

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* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 18:22:35 +02:00
microwavedcola1 9d2e4bf609
Perp close all positions helper (#643)
* close multiple perp positions in one tx

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* settle all

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update

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* Fixes from review

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* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 17:10:16 +02:00
microwavedcola1 e623b8c276
Enforce safety limits while borrowing, while computing max swap source, and max spot order base/quote (#642)
* --wip-- [skip ci]

* enforce safety limits while borrowing

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* --wip-- [skip ci]

* --wip-- [skip ci]

* --wip-- [skip ci]

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 16:29:13 +02:00
microwavedcola1 c2a939bcfd Fix decimals
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-13 12:15:28 +02:00
microwavedcola1 2ebffcdb05 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 17:25:16 +02:00
microwavedcola1 b3b932f148 Fix headers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 15:45:42 +02:00
microwavedcola1 d67970ebc1 fix header
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 15:28:20 +02:00
microwavedcola1 5ca349f94b use mngo cloud for risl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 14:30:47 +02:00
microwavedcola1 604c38ed5b fix max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:53:38 +02:00
microwavedcola1 a6fe8dfd48 fix max swap
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-12 09:38:48 +02:00
Christian Kamm 6b2f6af6e4 Idl: remove references to undefined openbook_v2 enums 2023-07-11 13:01:55 +02:00
Christian Kamm a7ac6f8dfb Update Cargo.lock and IDL after merge 2023-07-11 10:39:06 +02:00
galactus 6461743f35
Openbook v2 integration: instructions and accounts (#628) 2023-07-11 09:59:50 +02:00
microwavedcola1 c40bffb047 Merge branch 'main' into deploy 2023-07-07 15:44:50 +02:00
microwavedcola1 2060245f31 optimise
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 18:45:42 +02:00
microwavedcola1 05b9f8f5da ui helper
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 18:17:24 +02:00
microwavedcola1 4b82771487 also consider shorts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-06 15:21:30 +02:00
Christian Kamm 30cb4d7753
Tcs: Switch prices from f32 to f64 (#634)
To have more precision when storing user supplied prices and ensure that
the rounding that will occur will be tiny compared to the user-provided
precision.
2023-07-06 14:48:49 +02:00
microwavedcola1 7ab0164d38 v0.17.1 2023-07-05 07:32:26 +02:00
Christian Kamm 3867d902d2 Bump program version to v0.18.0 2023-07-04 11:10:31 +02:00
Christian Kamm cc4a39850a Bump version and idl to v0.17.1 2023-07-04 11:08:59 +02:00
microwavedcola1 7e4ec9e14f Merge branch 'deploy-2' into dev 2023-07-04 11:05:39 +02:00
microwavedcola1 1ffa65d01b optimise getAllMangoAccounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-04 09:26:59 +02:00
Christian Kamm ae66dbc462 Bump version and idl to v0.17.1 2023-07-03 19:54:21 +02:00
Christian Kamm 35064d4ab0
Token conditional swaps (#604)
Users can request token swaps to happen when the oracle price
is within a price band. Once the price is right, an executor can
trigger the swap. The executors are rewarded with a premium
over the oracle price.

This allows limit and stop loss orders on arbitrary spot pairs.

The PR comes with basic ts support and adjustments to the liquidator,
to execute available token conditional swaps.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 14:09:11 +02:00
microwavedcola1 c2e48df051 Merge branch 'main' into deploy 2023-07-03 09:02:25 +02:00
microwavedcola1 eba7b4d15b add perp market filter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-07-03 08:20:13 +02:00
microwavedcola1 acf02e2575 new helpers
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 15:03:32 +02:00
microwavedcola1 53b608d79d optimize
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 09:45:15 +02:00
microwavedcola1 21c2af7317 make pp liq price faster to compute
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-28 08:04:49 +02:00
microwavedcola1 0e180ed380
Mc/perp liq price 2 (#625)
* perp position liquidation price calculator

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* refactor

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ui method

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-26 16:45:52 +02:00
microwavedcola1 66ccd962bc
mc/break even price ts client: account for unsettled funding (#617)
* v0.16.3

* ts: break even price, account for unsettled funding

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* script

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-23 14:32:04 +02:00
microwavedcola1 b84b135dae add realized pnl helpers, reorder methods
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-22 08:40:06 +02:00
Adrian Brzeziński f108ef4e4b
lisitng helpers (#616)
* lisitng helpers

* fix

* fix

* fix

* fix

* fix
2023-06-22 08:34:27 +02:00
Christian Kamm 7eedcbae0d
Serum3 edit market: Allow changing the name (#621) 2023-06-21 15:38:27 +02:00
microwavedcola1 09ee476ecf Fix risk computation for stable pairs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-21 08:45:27 +02:00
microwavedcola1 6b2e9bbf12
deploy->dev (#612)
* expose perp order type on perp order

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.9.17

* Fix funding rate method

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix scrript

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.9.18

* ts-client v0.9.19

* fix script

* update reduce only and force close flags in ts client

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.13.1

* expose underlying property

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.13.2

* Fix bug in closing mango account (#559)

* reafactor code for collecting health accounts, fix bug where bank oracle was skipped while closing account

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.13.3

* fix client code for building health accounts

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.13.4

* Fix bug in sim max serum3 bid

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.13.5

* increase charge

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts-client v0.14.0

* Fix getBorrowRate() to include loan upkeep

* ts-client v0.14.1

* Client: Move jup's CU ix outside of flash loan

That makes a flash loan based jup swap usable with delegates.

* liquidator: Don't attempt to close in-use token positions

This could happen if the user manually used serum on the liquidator
account.

* Mc/ci cd (#570)

* prettier

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix branch

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---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* rename

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* 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

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* client function

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---------

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* fix

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* 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

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* v0.15.3

* Fix

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* v0.15.4

* update

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* v0.15.5

* update

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* v0.15.6

* add highlight

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.15.7

* Fix math

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* Fix

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* v0.15.10

* Fix

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* 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

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* typo

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* move to new ixs

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.16.1

* Revert "try to override bad node-fetch code"

This reverts commit 468754d5ae.

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: tjs <tjshipe@gmail.com>
2023-06-19 14:24:06 +02:00
microwavedcola1 01dbae9f0a update mm list
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-18 10:13:10 +02:00
microwavedcola1 e3300138a7
Fix ts client margin trade method to also work for delegates (#615)
* margin trade for delegate support

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* example

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* update

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---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 16:07:09 +02:00
Christian Kamm 9bd3913ba4 Changelog and idl update 2023-06-16 13:38:26 +02:00
microwavedcola1 e39531e87c typo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 08:10:52 +02:00
microwavedcola1 43a034e91e typo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 08:10:07 +02:00
microwavedcola1 ca8053e3ec
ts client: perp place order ix builders with self trade behavior (#609)
* ix builders for self trade behavior on perps

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ix builders for self trade behavior on perps

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-06-16 08:05:16 +02:00
microwavedcola1 07aa994a90
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>
2023-06-16 08:04:58 +02:00
Christian Kamm 0281a1b8ed
Deprecate Serum3SettleFunds, require use of V2 instruction (#606) 2023-06-15 17:34:56 +02:00
microwavedcola1 3df0e9da83 Merge branch 'main' into deploy 2023-06-15 14:21:47 +02:00
tjs 44fc32c311 use birdeye for prices 2023-06-07 20:38:38 -04:00
Christian Kamm 1cc77af7fa Bump version to 0.17.0, changelog updates, idl update 2023-05-31 09:11:56 +02:00
microwavedcola1 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
microwavedcola1 f477fd1d45 no-cors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-25 14:26:59 +02:00
microwavedcola1 7a7dd1cdf8 no-cors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-25 14:26:53 +02:00
Christian Kamm 9f9f3d257c
Docs: improve HealthCache comments (#590) 2023-05-19 14:42:14 +02:00
Christian Kamm 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
microwavedcola1 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
microwavedcola1 34fcec422e Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 15:37:50 +02:00
Christian Kamm e3dec81876
Changelog for program v0.16.0 and idl update (#585) 2023-05-16 12:57:42 +02:00
microwavedcola1 a7cef064a8 Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:48:51 +02:00
microwavedcola1 f416f8a629 Fix math
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:46:42 +02:00
microwavedcola1 0749551c53 add highlight
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:22:50 +02:00
microwavedcola1 cc9f760665 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 11:04:26 +02:00
microwavedcola1 450dbb42b1 update
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:45:38 +02:00
microwavedcola1 d7c0cd7cf2 Fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:35:53 +02:00
microwavedcola1 2aa271453d Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:17:00 +02:00
microwavedcola1 0b3387f396 dont skip usdc
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:09:12 +02:00
microwavedcola1 2a490556f7 dont drop or rally stable assets
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 10:05:10 +02:00
microwavedcola1 590cdb8f60 Fix units
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-16 09:52:21 +02:00
microwavedcola1 a0daef806d Fixes from review
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-15 11:52:35 +02:00
microwavedcola1 4edf50c859 fix risk computati
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-05-15 11:47:42 +02:00
Maximilian Schneider c006948319
Enable self-trading protection (#533)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2023-05-15 10:40:41 +02:00
Maximilian Schneider 9166b761e9
log taker trade summary (#579)
* add new event for taker trade so arb bots can verify their execution cost without waiting for consume events

Co-authored-by: Nicholas <nicholasgclarke@gmail.com>
2023-05-13 17:54:27 +02:00
microwavedcola1 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
microwavedcola1 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 5a05e9cb2e
Update anchor to v0.27.0, stop using submodule (#582) 2023-05-12 13:54:53 +02:00
microwavedcola1 59fe0ffcd9 Merge branch 'main' into deploy 2023-05-11 13:31:51 +02:00
microwavedcola1 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
microwavedcola1 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
Christian Kamm 2205fe7260
Changelog for program v0.15.0, version bump, idl update (#577) 2023-05-08 08:13:50 +02:00
Nicholas Clarke c0ea9970b6
Clarkeni/oracle confidence (#568)
* Add oracle confidence and oracle type to update funding logs.

* Return price and OracleState struct from oracle_price_and_state.
2023-05-05 23:44:14 -07:00
Christian Kamm 3600b6592c
ts-client: Fix serum taker fee computation (#573) 2023-05-05 09:11:47 +02:00
Christian Kamm 5ad1bb4c7d Fix getBorrowRate() to include loan upkeep 2023-05-01 15:15:45 +02:00
Christian Kamm 514f861e2f Merge tag 'program-v0.14.0' into deploy 2023-05-01 11:30:05 +02:00
Christian Kamm 4504ed8ff9 Compile fix and idl update 2023-04-26 09:07:05 +02:00
microwavedcola1 01ae9175e9 Fix bug in sim max serum3 bid
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 13:50:30 +02:00
Nicholas Clarke 2dce1398d3
Fix to seq num logging. Seq num was incremented between event and logging (#556) 2023-04-25 13:38:31 +02:00
Nicholas Clarke 5d77ba6834
Add PerpForceClosePositionLog and TokenForceCloseBorrowsWithTokenLog (#555) 2023-04-25 13:38:08 +02:00
microwavedcola1 b4ed4b6409 fix client code for building health accounts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 11:13:40 +02:00
microwavedcola1 f0d8d404ca update idl, fix ts errors
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 10:14:38 +02:00
microwavedcola1 3741f78da5
insurance fund withdraw ix (#561)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-25 09:20:44 +02:00
microwavedcola1 2305a160d0
Various force close bots (#554)
* wip: force close perp positions

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* wip: force close cancel serum3 orders

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* wip: force close token borrows

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>

* 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>
2023-04-25 08:12:42 +02:00
microwavedcola1 e55c6da8df 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>
2023-04-24 14:49:22 +02:00
microwavedcola1 1bf1a8deb5
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>
2023-04-24 14:48:53 +02:00
microwavedcola1 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
microwavedcola1 8e4603e22c expose underlying property
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 10:00:50 +02:00
microwavedcola1 793bd08ffd expose underlying property
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-20 09:59:21 +02:00
microwavedcola1 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
microwavedcola1 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
microwavedcola1 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
microwavedcola1 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
microwavedcola1 2f1839cb98
Ts keeper (backup for rust keeper) (#546)
* keeper

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* format

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update defaults

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix script

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-19 17:42:13 +02:00
microwavedcola1 6ac9f19287
Perp force close positions in a market (#525)
* force close tokens

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>

* add test

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>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* reset

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* force close perp market

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>

* rename

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* test

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* add back staleness slot check

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 17:42:01 +02:00
Christian Kamm 04d6662128 Merge remote-tracking branch 'origin/main' into ts-client 2023-04-19 08:14:11 +02:00
microwavedcola1 2e060b7eaa Merge branch 'main' into ts-client 2023-04-17 16:03:03 +02:00
microwavedcola1 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
microwavedcola1 1fdd984a49 Fix funding rate method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-15 08:44:02 +02:00
Christian Kamm 98a79505e1
FlashLoan: Don't deduce vault_len, add more checks (#542)
It looks like it wasn't possible to exploit the program by
re-initializing the user-owned token accounts used in flash loan because
the later use of health_ais with the health computation would error out
if any token account was included there.

However, the check and a few others were too indirect. In this patch:
- We pass the number of loans into FlashLoanEnd explicitly (verified
  from FlashLoanBegin)
- Add explicit checks for token mints, so it's no longer possible to use
  token accounts for foreign mints in Begin when the loan amount is zero,
  and it's clearer to see that the bookkeeping in End won't break if the
  user reinited the account for a different mint.
- Also add a few other extra comments and checks.

The updated FlashLoanEnd instruction is called FlashLoanEndV2
2023-04-14 15:18:02 +02:00
microwavedcola1 a174ff5be9 expose perp order type on perp order
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 15:27:43 +02:00
microwavedcola1 b07857c696
force close tokens program part (#518)
* force close tokens

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>

* add test

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>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* reset

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-13 12:44:12 +02:00
Christian Kamm 61a4f62ea4 Bump program version to v0.13.0 and update idl 2023-04-13 09:53:15 +02:00
Christian Kamm 74f7282d4e Bump program version to v0.12.0 and update idl 2023-04-13 09:46:58 +02:00
riordanp 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
Riordan Panayides 63049df695 Fix vault balance conversion 2023-04-07 11:51:33 +01:00
microwavedcola1 3191a10622 add workaround to computing max perp trade
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-04-04 14:44:46 +02:00
Riordan Panayides cd3f6a684a Don't reload openorders if there's no active markets 2023-04-03 16:12:03 -04:00
microwavedcola1 8156e2396d Merge branch 'deploy-mm' into ts-client 2023-03-30 21:09:12 +02:00
microwavedcola1 207ad830f4 trigger funding before cancelling all orders
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 21:05:36 +02:00
microwavedcola1 fd8e68d633 update url
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 17:38:20 +02:00
microwavedcola1 612595b246 combined fees and pnl settle tx
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 10:30:15 +02:00
microwavedcola1 1bff79f8f9 perp settle pnl and fees ix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-30 10:19:00 +02:00
microwavedcola1 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
microwavedcola1 c29c41e20f Fix interest rate computation in client (#520)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-27 10:39:26 +02:00
tjs 26d7ec505c make decodePriceFromOracleAi fn public so websockets can update price 2023-03-25 13:37:02 -04:00
microwavedcola1 6406b61d6a Add missing field on builder
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-20 08:57:27 +01:00
microwavedcola1 1c0c444c3d add missing field to group
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-13 19:35:13 +01:00
microwavedcola1 2adf7da861 Merge branch 'main' into ts-client 2023-03-13 11:09:19 +01:00
Christian Kamm 68f9f38a3c Update idl for v0.9.0 2023-03-12 08:37:52 +01:00
microwavedcola1 cb8ee54d0f Fix price unit used in health sim
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 13:08:54 +01:00
microwavedcola1 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
microwavedcola1 cfdfd2f8a0 cleanup
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:34:49 +01:00
microwavedcola1 dc2a3b79de fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 12:34:19 +01:00
microwavedcola1 d9181fc4b5 Merge branch 'deploy-mm' into dev 2023-03-07 08:32:52 +01:00
microwavedcola1 679f8dd29b some more logginh
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-07 08:32:44 +01:00
Nicholas Clarke 97895dfb1e
buyback fees with mngo logging (#489)
* buyback fees with mngo logging

* add logging of usdc balances for account_buyback_fees_with_mngo
2023-03-06 14:42:10 +01:00
Christian Kamm 252210d194
Serum settle funds V2: fees can go to users (#484)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 14:04:45 +01:00
microwavedcola1 1950d8c84a
support name edit for token and program (#488)
* support name edit for token and program

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* undo

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-03 10:05:12 +01:00
microwavedcola1 b38bca5517 easy building of governance ixs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-02 09:20:49 +01:00
microwavedcola1 f192c19fb8 Fix type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:28:59 +01:00
microwavedcola1 925440b47e Fix type
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:17:46 +01:00
microwavedcola1 6c5c88b1e6 fix access specifier
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-03-01 12:12:01 +01:00
microwavedcola1 c48d9c94d9 Fix types
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 15:04:28 +01:00
microwavedcola1 07c46d0129 Revert "fix account in client ix"
This reverts commit 1343e70cc6.
2023-02-28 14:46:22 +01:00
microwavedcola1 1343e70cc6 fix account in client ix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-28 14:45:25 +01:00
microwavedcola1 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
Christian Kamm e4d46c3c5b
Buyback fees: Add staggered expiry (#478) 2023-02-27 16:36:27 +01:00
microwavedcola1 25d94b0e7b Fix idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-27 08:49:43 +01:00
microwavedcola1 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
microwavedcola1 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
tjs f9bc74b48f fix return type on perp loadFills 2023-02-23 13:00:22 -05:00
microwavedcola1 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
microwavedcola1 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
Christian Kamm cfcda705e6 Bump program version to v0.8.0 2023-02-22 14:49:18 +01:00
Christian Kamm de0f1a7458 Changelog for program v0.7.0 and idl update 2023-02-22 13:34:51 +01:00
tylersssss 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
tylersssss 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
microwavedcola1 ae761c9270
support 32 perp oo by default (#467)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-21 10:40:15 +01:00
tylersssss a87705fa37
fix fillevent type in client (#460) 2023-02-16 10:55:12 +01:00
Christian Kamm 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
Christian Kamm 8916c28b99
License: Mark instructions GPLv3 and everything else MIT (#454)
To do that, split up the Accounts objects and the instruction
implementations.

GPL code is only used when the "enable-gpl" feature is enabled. That
means compiling the program or running tests need explicit feature
activation now.
2023-02-15 08:42:07 +01:00
Christian Kamm 820ab36209 Update idl 2023-02-14 16:04:37 +01:00
Adrian Brzeziński 02321e705f excude perp oracle pk from helthaccount during close account inst 2023-02-13 16:54:14 +01:00
Christian Kamm 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
microwavedcola1 184cf82e22
update settle limit before returning settleable pnl (#445)
* 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.

* provide a canSettlePnl to reflect constraints in perp settle pnl ix

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>
2023-02-09 13:31:56 +01:00
microwavedcola1 a1b3b8bfc0 set start quote on banks
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-08 10:41:58 +01:00
microwavedcola1 0639681c33 configure max staleness slots
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-08 10:29:11 +01:00
microwavedcola1 0dba464a28 make dai reduce only
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-08 10:19:47 +01:00
microwavedcola1 4e3a7f22b9
remove perp zero out, was only added to cleanup testing perp market, can be re-added if needed (#430)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-06 11:59:12 +01:00
Christian Kamm 75ec640820 liqtest: script fixes
- perp market should have zero asset weight to allow positive pnl
  takeover tests
- stable price should be reset, to allow better reasoning about health
2023-02-03 17:23:25 +01:00
Christian Kamm cbd3d915ba liqtest: Confirm ALT tx before proceeding
Not waiting can leave the alt-create and alt-extend in the same slot,
and ordered incorrectly.
2023-02-03 17:23:25 +01:00
Christian Kamm 3b9e8c7d2b ts: Add new convenience sendAndConfirmTx function 2023-02-03 17:23:25 +01:00
Christian Kamm 6c8204e9ef ts: Allow control over tx confirmation commitment level
When talking to a load balanced endpoint it can be useful to read data
from rpc nodes at processed while waiting for confirmed commitment
on transactions.
2023-02-03 17:23:25 +01:00
Christian Kamm 38d408126e client: Increase binary search iter limit 2023-02-03 17:23:25 +01:00
microwavedcola1 0ba7ecd506 Fix health region ix code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-02 19:02:30 +01:00
microwavedcola1 a6a07307b0 fix mm
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-02 18:58:08 +01:00
Christian Kamm d9a253947c
ts: add back tokenWithdrawNative() (#434) 2023-02-02 15:08:57 +01:00
Christian Kamm 628feafcb0
ts: Use sendAndConfirmTransaction instead of anchor's .rpc() (#432)
This allows us to configure a prioritization fee for these calls.
2023-02-02 14:23:22 +01:00
Christian Kamm 40696f40a1 Bump program version to 0.6.0 2023-02-02 10:54:54 +01:00
Nicholas Clarke 4c93a2740a
Add market index to Serum3OpenOrdersBalanceLog (#429) 2023-02-02 10:01:19 +01:00
Christian Kamm df1f7418af update idl 2023-02-02 09:17:22 +01:00
Christian Kamm a91a9ae998
Perp: Fix liq instructions (#424)
- 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
Christian Kamm 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
microwavedcola1 66ac32fd4e Fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-01 13:41:19 +01:00
microwavedcola1 a11cbdba21
mm: improve logging (#408)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-02-01 09:58:19 +01:00
microwavedcola1 9039e2c586 try exporting explicitly
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-30 14:55:25 +01:00
microwavedcola1 3ad0b39926 add export
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-30 14:37:01 +01:00
microwavedcola1 3d062e8edd update idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-27 18:44:22 +01:00
microwavedcola1 0012907ee3
Mc/ix toggler (#419)
* 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
microwavedcola1 0192728efc
return order id from a perp place order ix (#417)
* return order id from a perp place order ix

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>
2023-01-25 09:03:35 +01:00
microwavedcola1 8f8f87727d update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-25 09:00:38 +01:00
microwavedcola1 482f43d9ed update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 18:05:37 +01:00
microwavedcola1 7ed6e03f34 update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:58:23 +01:00
microwavedcola1 0b3a69631c update script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:52:21 +01:00
microwavedcola1 64b0dd5fdb Fix env var
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:43 +01:00
microwavedcola1 1e046685a9 small fix + helper method
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 17:44:22 +01:00
Christian Kamm 1224fa4297 Bump program version to v0.5.0 2023-01-24 10:24:50 +01:00
microwavedcola1 629eaafaf3 add alternative mngo oracle
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-24 07:20:38 +01:00
microwavedcola1 51e3a671e3 make public
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 17:31:50 +01:00
microwavedcola1 80f4bd8048
security admin can bring markets to reduce only (#394)
* security admin can bring markets to reduce only

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* fixes from review

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* fix from review; security admin can only turn on reduce only, security admin can only reduce init asset weight

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* --wip-- [skip ci]

* fixes from review

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* fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 15:02:48 +01:00
microwavedcola1 64dda20cb5
group level token deposit limit (#415)
* group level token deposit limit

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* fix

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* fix

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* fix

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* fixes from review

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* fixes from review

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* fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 14:58:03 +01:00
microwavedcola1 f0c797a2e4
zero out perp position and orders for a broken market (#413)
* zero out  perp position and orders for a broken market

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* fix

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* client code

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* fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:50:20 +01:00
microwavedcola1 c30fa1dbb3
client support for security admin (#414)
* client support for security admin

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* update script

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-23 12:02:36 +01:00
microwavedcola1 308bc307fe update idl
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:12:51 +01:00
microwavedcola1 469ace8265 Fix call
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 14:10:34 +01:00
microwavedcola1 5e934760c1
debug perp: observe that base positions cancel each other out, and un… (#397)
* debug perp: observe that base positions cancel each other out, and unsettled pnl also cancels each out

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* dont log account level details

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* fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 12:43:25 +01:00
microwavedcola1 265f6a1a48
add helper method: settleTokenNativeToUi (#405)
* add helper method: settleTokenNativeToUi

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Revert "add helper method: settleTokenNativeToUi"

This reverts commit 43b19b3056.

* we can assume that quote is always in usd

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-21 11:35:43 +01:00
microwavedcola1 bb35aa66dc
ensure that freshly fetched objects have valid prices until we fetch … (#409)
* ensure that freshly fetched objects have valid prices until we fetch oracles again

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* fix

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* fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 14:52:43 +01:00
microwavedcola1 8bf6210991 better debug logs
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 09:15:03 +01:00
microwavedcola1 3fd8d7f615 add sim health calls to debug script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-20 08:29:36 +01:00
microwavedcola1 919f09bb8c
fix bug where serum oo where not loaded (#403)
* fix bug where serum oo where not loaded

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* fixes from review

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* 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
tylersssss 8fb231f2fc
fix getAverageEntryPrice so it divides instead of multiplies (#402) 2023-01-19 10:52:49 +01:00
Christian Kamm 1a3d0da34a Perp market edit: Separate out stable price resetting, like for tokens 2023-01-19 09:33:27 +01:00
microwavedcola1 fbbce98ec3 simply debug user
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-18 20:15:04 +01:00
riordanp 2f78bd336f
Add oracleLastUpdatedSlot to Bank and PerpMarket (#395)
* Parse last updated slot from oracle

* Fix typo

* Remove unused package
2023-01-17 18:03:16 +00:00
Christian Kamm 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
Adrian Brzeziński 6206bbb953
Merge pull request #389 from blockworks-foundation/feature/close-mango-account
Feature/close mango account
2023-01-17 12:46:42 +01:00
Christian Kamm 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
Christian Kamm da1dfb2c3c
Add a liquidation test case for negative pnl (#388) 2023-01-16 12:30:34 +01:00
microwavedcola1 6d801bb4b0 log oracle address for quickly identifying which oracle belongs to which bank, remove accounts since its spammy
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-16 12:26:44 +01:00
Adrian Brzeziński 572a80d1d0 review fix 2023-01-15 01:31:06 +01:00
microwavedcola1 13dc5c061d
builder pattern for edit ixs (#387)
* builder pattern for edit ixs

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fixes from review

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* Fixes from review

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-14 14:09:26 +01:00
Adrian Brzeziński d2b8d76ab6 fix 2023-01-13 23:32:12 +01:00
Adrian Brzeziński e3bf0adca2 fix 2023-01-13 18:59:22 +01:00
Adrian Brzeziński 448cdf7c09 fix 2023-01-13 18:54:25 +01:00
Adrian Brzeziński c459c09451 fixes 2023-01-13 18:07:13 +01:00
Adrian Brzeziński 3077f57c2f Merge branch 'dev' into feature/close-mango-account 2023-01-13 17:33:50 +01:00
Adrian Brzeziński 001a528a6e fix 2023-01-13 17:33:24 +01:00
Adrian Brzeziński 80cf41ff5f empty and close mango account 2023-01-13 13:19:04 +01:00
Christian Kamm 1dbf55991c Changelog: update release time and tx 2023-01-13 11:35:31 +01:00
microwavedcola1 22ed8f2385
Ts client temp merge into dev (#386)
* fix buildHealthRemainingAccounts to not modify the mangoAccount obj

* Fix bug where health accounts were not packed correctly

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix bug in building health accounts

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: tjs <tjshipe@gmail.com>
2023-01-13 11:23:37 +01:00
Christian Kamm 70616f74dd
idl update (#384) 2023-01-13 10:42:31 +01:00
microwavedcola1 ecc22f85d0
make untrusted till we have figured out perp settling (#379)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-13 10:08:40 +01:00
Adrian Brzeziński 6e3e72436f withdraw 2023-01-13 01:38:02 +01:00
Adrian Brzeziński f5cb67fb3b start of close 2023-01-12 22:34:48 +01:00
microwavedcola1 60d3f8d403
Fix ids api (#371)
* 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
microwavedcola1 a7a5c740c9
Fix typo (#375)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 20:39:46 +01:00
microwavedcola1 7c69197505
mango account freeze (#372)
* mango account freeze

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* format

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* 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
microwavedcola1 5ef04d6d08
group halt (#370)
* group halt

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* Fixes from review

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* format

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Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 09:12:55 +01:00
Christian Kamm c5d875e04d
Perp settle limit extension to realized pnl (#359)
Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-11 14:32:15 +01:00
tylersssss 75593925aa
fix buildHealthRemainingAccounts to not modify the mangoAccount obj (#369) 2023-01-10 16:51:03 +01:00
tjs 57a563a2c4 include quote token fixes 2023-01-07 17:23:58 -05:00
tjs 9d168f56bd - fix sort order of open order accounts in buildHealthRemainingAccounts
- refactor buildHealthRemainingAccounts to be more idiomatic
2023-01-07 17:06:35 -05:00
tjs 9efe95cc75 fix serum3PlaceOrder logic so health remaining accounts are in order 2023-01-07 00:10:50 -05:00
Adrian Brzeziński c28f3cd07a fixes for open order creation when placing order 2023-01-07 03:01:11 +01:00
microwavedcola1 b6996419ad Merge branch 'dev' 2023-01-06 08:42:54 +01:00