Commit Graph

494 Commits

Author SHA1 Message Date
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 5cc88b0d97
mainnet setup script for vanity address (#324)
* mainnet setup script for vanity address

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

* rename

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

* update

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>
2022-12-08 16:04:58 +01:00
Christian Kamm b66dc7ae80 IDL: Fix missing OrderTreeRoot 2022-12-08 11:22:37 +01:00
microwavedcola1 326515a07f rename
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:49:00 +01:00
microwavedcola1 fa815f1c75 switch to new vanity address
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-12-08 10:23:12 +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
tjs e9bcd0209a fix settlerOwner in perpSettlePnl 2022-12-07 23:50:37 -05:00
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 20adf76aac add dotenv for client config vars 2022-12-05 14:48:06 -05:00
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
Christian Kamm c8f1f3c821
Net borrow limits: Limit in quote, not native (#312)
* Net borrow limits: Limit in quote, not native
* make perp settle limit disableable
2022-12-02 12:24:11 +01:00
Christian Kamm 512eef96ea Perp pegged orders: Add stub max oracle staleness arg 2022-12-02 08:19:51 +01:00
microwavedcola1 d64d9285f4
limit settleable pnl (#295)
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-30 13:20:19 +01:00
microwavedcola1 95b03aa5ac remove filter
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-29 10:40:18 +01:00
microwavedcola1 1732a5aff4
net borrow limits (#301)
* net borrow limits

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

* fix client

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

* Fixes from review

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

* Fix tests

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-11-25 13:45:17 +01:00
tjs 0192b16d90 slightly better errors 2022-11-21 17:03:11 -05:00
tjs 717d3f7711 use provider connection to fetch switchboard idl 2022-11-21 16:48:35 -05:00
tjs 20ff7c99c6 use sendRawTx in rpc.ts 2022-11-21 14:50:24 -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
tjs 14e20f9668 fix type error with version txs 2022-11-18 14:22:12 -05:00
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
tjs 679bc05fa8 use switchboard v2 lite client 2022-11-17 13:22:30 -05:00
tjs c4582b0b76 use spl-token v 0.2.0 2022-11-17 12:51:12 -05:00
tjs 0d2ae7bf7b remove tx variable in favor of vtx 2022-11-16 09:11:39 -05:00
tjs 96104fc1cd support versioned txs 2022-11-15 23:10:03 -05:00
tjs a4c9b953df sign version tx in wallets 2022-11-15 15:45:48 -05:00
Christian Kamm 58f7ff2e0e Add staleness param to OracleConfig
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
microwavedcola1 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
microwavedcola1 e47e17d79f
reduce only flag for perp place order (#286)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-09 09:59:34 +01:00
microwavedcola1 e8ba511c45
mc/flash loan for delegate (#271)
* 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
Christian Kamm 5731ce8faa
Perp oracle peg feature (#264)
This introduces the ability to use oracle peg orders on perp markets.

This PR has significant non-backwards compatible changes, for example all
order trees are now in a single account instead of separate.
2022-11-08 15:27:56 +01:00
microwavedcola1 446b2e8d66 serum util functions
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 15:07:26 +00:00
microwavedcola1 85206c46a3 Merge branch 'main' into dev 2022-11-04 14:49:24 +00:00
microwavedcola1 4e12d85d3d
alt for mainnet group 2 (#282)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-04 14:48:26 +00:00
Maximilian Schneider 4d134f266b
reloadAll is now idsSource aware (#275)
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
microwavedcola1 ccc1d43a55 Port new fields on accounts from program to ts client
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-11-02 12:13:29 +00:00
microwavedcola1 cae10bcdae Merge branch 'dev' 2022-11-02 11:52:43 +00:00
tjs 62b1944b2f use BN in perp cancel order 2022-11-01 17:37:21 +00:00
tjs 4368b79c03 cancel perp order client fn 2022-11-01 17:19:41 +00:00
Riordan Panayides c22deb9c25 Run prettier 2022-11-01 11:48:47 +00:00
tjs 032c9d43b0 get serum open orders only for active mkts 2022-10-31 19:08:26 +00:00
tjs 4b6a2973ab add perp market index to perp order 2022-10-31 17:39:03 +00:00
tjs 2efbc41755 getters for perp order 2022-10-31 17:07:58 +00:00
microwavedcola1 73792dd6ea
fix too aggressively flooring BN math (#277)
* fix too aggressively flooring BN math

* use i80f48 for division

Co-authored-by: Maximilian Schneider <mail@maximilianschneider.net>
2022-10-28 13:43:24 +02:00
microwavedcola1 cc220f56e3 Revert "fix too aggressively flooring BN math (#276)"
This reverts commit 28c542be3f.
2022-10-27 20:53:47 +02:00
Maximilian Schneider 28c542be3f
fix too aggressively flooring BN math (#276) 2022-10-27 20:49:19 +02:00
silas 67d25afd02
make prettier happier 2022-10-20 20:01:18 +01:00
silas 9f71cfce4a
eslint 2022-10-18 20:10:20 +01:00
silas bc3b4adc81
prettier 2022-10-18 20:07:01 +01:00
silas 2e23ccaaec
prettier 2022-10-18 20:05:41 +01:00
silas fe1b7ab8e8
prettier changes 2022-10-18 19:48:43 +01:00
microwavedcola1 3efebb3ea6
ts: market maker improvements (#270)
* 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
microwavedcola1 cd8c500be5
ts: fix typechecking on scripts (#269)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:38:52 +02:00
microwavedcola1 a66177a77e
ts: match client class definitions 1-1 to program state struct definitions (#268)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-11 09:34:02 +02:00
tjs 286563b0ef add minordersize and ticksize to perpmarket 2022-10-10 18:59:44 -04:00
microwavedcola1 7466123934 ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-10 08:07:27 +02:00
conj0iner 1f36054bad
Merge pull request #253 from blockworks-foundation/cj/ts_tests
Refactor & improve anchor tests
2022-10-09 00:20:08 +07:00
microwavedcola1 3939d48dc6 ts: fix script
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-08 14:32:50 +02:00
Conj0iner f0ae79b0f7 Refactor TS client anchor tests 2022-10-08 17:48:13 +07:00
tjs f7787ea828 remove duplicate function 2022-10-07 13:48:12 -04:00
tjs cfd6fd2ca8 remove unnecessary undefined type returns 2022-10-07 13:48:05 -04:00
tjs 73039e1b39 Merge remote-tracking branch 'origin/dev' into main 2022-10-07 13:21:47 -04:00
tjs 69a0ac32b7 add perp market script 2022-10-07 13:21:25 -04:00
microwavedcola1 8f6fa5134d ts: comment out, tsc complains
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 14:05:49 +02:00
microwavedcola1 8e919bb741
ts: perp improvements (#263)
* 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
microwavedcola1 6808171ee3 ts: disable versioned txs for now because wallets dont support them
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-10-07 08:28:05 +02:00
Christian Kamm f2cc869795 Perps: Prepare for settlement token != oracle token
Make sure the setting is available and that the needed accounts are
passed to the perp instructions.
2022-10-06 08:32:58 +02:00
tjs dd4175b401 add back get serum3marketbypk 2022-10-04 16:35:38 -04:00
tjs 8cdd0233d4 fix merge issues 2022-10-04 15:13:24 -04:00
tjs 56313b6eac Merge branch 'dev' into main 2022-10-04 14:54:42 -04:00
Christian Kamm b906e3dc78 Token deposit: Split into signed and permissionless ix
Token accounts are a limited resource, so allowing other users to make
use of them can cause problems.
2022-10-02 16:06:39 +02:00
microwavedcola1 bafaf73745
Mc/ts numbers - cleanup usage of all numbers (#259)
* 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
microwavedcola1 d1079bb1b9
Mc/ts increase error tolerance for binary search (#258)
* 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
microwavedcola1 a2f4cef940
mc/ts derive and not hardcode size (#257)
* 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
microwavedcola1 4b52d9a072
ts: simplify getOrCreateMangoAccount (#256)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-09-30 12:16:24 +02:00
microwavedcola1 c22302a1da
ts client improvement (#254)
* 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
Christian Kamm 7e180c7b3a Perps: Support trusted markets 2022-09-29 15:40:31 +02:00
Christian Kamm 8ba52f46c2
Perp settle pnl: incentive for settler (#252)
This adds three new options to perp markets:
- a flat fee, that is paid for all perp settlements
- given that they exceed the configured min settle amount threshold to
  be eligible for fees
- and a fractional fee, that only applies when the benefiting account
  has low health and gradually becomes bigger as the account slides
  towards liquidation
2022-09-29 12:59:55 +02:00
Nicholas Clarke 01a958cd22
Clarkeni/onchain interest (#244)
* Onchain interest calculation
* Fix to TokenBalanceLog for token_liq_bankruptcy (was previously using liqee liab position for liqor liab position).
* Log cumulative interest when token position is deactivated.
2022-09-28 23:04:33 -07:00