Commit Graph

203 Commits

Author SHA1 Message Date
microwavedcola1 f3dac89d3e Fix bug in getMaxBaseForSerum3AskUi where base returned was wrong
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-19 18:30:26 +01:00
Christian Kamm 7231ceea53 ts client: Fix avg entry price and break even price 2022-12-19 13:34:20 +01:00
Christian Kamm 071dc34ccc
Client: Rework max_swap function (#340)
* 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
Adrian Brzeziński f31ef4642d Merge branch 'feature/modify-order' 2022-12-15 11:30:20 +01:00
Adrian Brzeziński 89c7ab7498 modify serum3 order 2022-12-15 10:40:45 +01:00
microwavedcola1 309f218c6e more debugging
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-15 09:41:03 +01:00
microwavedcola1 5c1304466b add account number to toString for debugging
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:50:10 +01:00
microwavedcola1 f781241f90 Fix bug in porting from rust to ts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 15:43:06 +01:00
microwavedcola1 2cd8c048f3 bump max iterations in max swap, for edge cases
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-14 14:55:37 +01:00
microwavedcola1 51cded4965
Mc/health max swap with serum effects (#333)
* 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
microwavedcola1 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
microwavedcola1 c77c3585ad remove outdated todos
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-13 10:29:55 +01:00
tjs 35752ab99b move calls inside reloadBanks in the group reloadAll fn 2022-12-13 00:44:07 -05:00
Christian Kamm b5691e2381
ts: Fix toUiPrice() (#332)
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
microwavedcola1 d0c85f14e6 make mm work with mango-perp, deposit some funds into shared wallet mango account, fixed some ts perp issues
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 20:23:30 +01:00
microwavedcola1 794f298ded fix scaling of weights
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-09 06:08:23 +01:00
tjs b6605bd120 fix perp open order deserializing 2022-12-08 15:53:14 -05:00
Christian Kamm 57e4510b08 Remove mango-macro 2022-12-08 20:48:44 +01:00
tjs 227eea81c3 Merge branch 'main' into dev 2022-12-08 14:13:07 -05:00
tjs fb8eb59355 add back getEquityUi for perp 2022-12-08 14:12:57 -05:00
tjs cfc121cf1c Merge branch 'main' into dev 2022-12-08 14:00:28 -05:00
tjs 4fc2b42f99 add back function to parse perp fill events 2022-12-08 14:00:12 -05:00
Christian Kamm 450007d34b
Perp: Drop client order id from LeafNodes (#323)
This saves 8 bytes and only the FillEvents, FillLogs were populated from
the data.
2022-12-08 19:55:32 +01:00
microwavedcola1 3e7f5487b7 add more info to debug bank scripts
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:50:11 +01:00
microwavedcola1 c2a0c8c920 fix
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 16:26:12 +01:00
microwavedcola1 d8d0d8e07c Merge branch 'dev' 2022-12-08 16:05:51 +01:00
microwavedcola1 7d9c3616af
ts client changes (#320)
* 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
Christian Kamm 947d9b2b60
Split into perp bids and perp asks (#322)
Separate, smaller accounts that are easy to extend if needed.
2022-12-07 21:03:28 +01:00
microwavedcola1 6aea3f97db Merge branch 'main' into dev 2022-12-07 11:01:36 +01:00
tjs 660a733a95 divide by quote decimals to get funding rate 2022-12-06 16:41:42 -05:00
tjs bc4d97d4d1 add confFilter and edit perp script 2022-12-06 10:58:47 -05:00
microwavedcola1 52d7509481 Fix tests
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:14:58 +01:00
microwavedcola1 dde9ca69e8 sync fields
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-06 14:05:12 +01:00
Christian Kamm 777c1a7804
Rename bank fields, make weight scale limits editable (#319) 2022-12-06 09:34:02 +01:00
tjs 0609adbe70 use quote decimal constant 2022-12-03 14:54:36 -05:00
tjs 55db713862 add getEquityUi 2022-12-03 14:47:01 -05:00
microwavedcola1 fa09c557a1
ts client sync with program (#311)
mostly health related code
2022-12-02 15:48:43 +01:00
tjs 717d3f7711 use provider connection to fetch switchboard idl 2022-11-21 16:48:35 -05:00
microwavedcola1 44d0170ea9
mc/settle pnl ts client (#292)
* 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
Nicholas Clarke ff18ad6ba7
Add client function getCumulativeInterest (#280)
* Add client function getCumulativeInterest
2022-11-21 10:59:26 -08:00
microwavedcola1 d3661bac7b
mc/oracle peg ts client (#290)
* 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
tjs ae7acbbc6b Revert "fix get unsettled funding function"
This reverts commit 708ef68b85.
2022-11-21 12:54:14 -05:00
tjs 708ef68b85 fix get unsettled funding function 2022-11-21 10:47:30 -05:00
tjs 256b948207 parse fill events 2022-11-20 23:50:08 -05:00
tjs 80809c6404 default seq num for load fills 2022-11-20 22:27:29 -05:00
tjs 57b05259f9 copy perp position functions from dev branch 2022-11-20 22:07:15 -05:00
tjs 26d65e9db9 fix mango account client layout 2022-11-20 22:05:09 -05:00
microwavedcola1 d82608ebee Revert "add support for msrm vault for serum3 discounts (#285)"
This reverts commit 0a4f7150d6.
2022-11-20 15:31:16 +01:00
conj0iner 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
tjs 98f0632ef9 prettier format 2022-11-17 22:04:03 -05:00