Commit Graph

67 Commits

Author SHA1 Message Date
Serge Farny f54bb6f0b0
Serge/liquidator split tcs and liquidation (#914)
liquidator: split TCS triggering and liquidation job

Concurrent execution of candidate lookup and tx building/sending
- Also added an health assertion IX to protect liqor in multi liquidation scenario
- And a timeout for jupiter v6 queries (avoid blocking liquidation because of slow TCS)
2024-03-20 15:25:52 +01:00
Christian Kamm 6f85dfa42d Merge remote-tracking branch 'origin/deploy' into dev 2024-03-14 11:26:33 +01:00
Christian Kamm 4ea7c531ef
liquidator: make alternate routes configurable (#916) 2024-03-13 09:13:07 +01:00
Serge Farny 5affbb9cee
liquidator: add some latency metrics (#904)
liquidator: add some latency metrics
2024-03-07 11:44:23 +01:00
Christian Kamm 54674e4b20 keeper: fix tx size limits on charge collateral fee batching 2024-02-26 09:21:53 +01:00
Serge Farny ab8393b52d
liquidator: avoid logging same oracle error (same token) in loop (#889)
* liquidator: avoid logging same oracle error (same token) in loop
2024-02-21 16:35:28 +01:00
Serge Farny 338a9cb7b8
liquidator: add allow/forbid token list (#883)
liquidator: add a way to restrict token accepted by the liquidator 

- add allow/forbid list of token for liquidation & conditional token swap triggering
- add allow/forbid list for perp market liquidation
- housekeeping: extract cli args to a dedicated file
- move more hardcoded thing to config and stop using token name (replace with token index)
2024-02-19 10:20:12 +01:00
Serge Farny 7a8d46e362
rust client: remove jupiter v4 (#879)
* rust client: remove jupiter v4

* rust client: remove dead code

* rust client: allow large enum variant for RawQuote enum
2024-02-14 14:20:23 +01:00
Christian Kamm 007cf0da6e
liquidator: make tcs max amount configurable (#874) 2024-02-09 11:31:37 +01:00
Christian Kamm ea91d9d353
rust client: optionally derive prio fees from feed (#866)
This allows connecting to a lite-rpc feed to receive block priority
updates and computing recently good priority fee values based on that.
2024-02-07 12:52:32 +01:00
Christian Kamm d9a9c7d664
liquidation: Add flag to disable asset liquidation (#867)
This can be used to remove the oracle dependency for tokens with zero maint asset
weight that are not borrowable.
2024-02-07 12:52:01 +01:00
Christian Kamm 6c6a75d90d
liquidator: batch serum-cancel step (#861) 2024-01-29 15:07:24 +01:00
Lou-Kamades db98ba5edf
Use fallback oracles in Rust client (#838)
* rename usd_opt to usdc_opt in OracleAccountInfos

* use fallbacks when fetching bank+ price in AccountFetcher struct

* feat: add derive_fallback_oracle_keys to MangoGroupContext

* test: properly assert failure CU in test_health_compute_tokens_fallback_oracles

* provide fallback oracle accounts in the rust client

* liquidator: update for fallback oracles

* set fallback config in mango services

* support fallback oracles in rust settler + keeper

* fix send error related to fetching fallbacks dynamically in tcs_start

* drop derive_fallback_oracle_keys_sync

* add fetch_multiple_accounts to AccountFetcher trait

* revert client::new() api

* deriving oracle keys uses account_fetcher

* use client helpers for deriving health_check account_metas

* add health_cache helper to mango client

* add get_slot to account_fetcher

* lint

* cached account fetcher only fetches uncached accounts

* ensure keeper client does not use cached oracles for staleness checks

* address minor review comments

* create unique job keys for CachedAccountFetcher.fetch_multiple_accounts

* fmt

* improve hashing in CachedAccountFetcher.fetch_multiple_accounts

---------

Co-authored-by: Christian Kamm <mail@ckamm.de>
2024-01-23 10:26:31 -06:00
Christian Kamm 43b9cac3a1
Rust client: Allow sending transactions to multiple rpcs (#853) 2024-01-19 16:35:30 +01:00
Christian Kamm ce0713070a Merge remote-tracking branch 'origin/deploy' into dev 2024-01-09 12:31:20 +01:00
Christian Kamm 7a0cb6c8f4
Switch all tokio Interval to MissedTickBehavior::Delay (#840)
Burst can lead to undesired behavior, in particular with rate limits.
2024-01-09 11:25:55 +01:00
Lou-Kamades 9ce6b67831
Add an Orca oracle type (#813)
* deps: add whirlpool crate

* allow oracle to read price from Orca CLMM

* test: add test for raw orca CLMM price

* require the USD/USDC oracle when using a CLMM oracle

* test: add CLMM oracle tests

* use KeyedAccountReader instead of AccountInfoRef for fallback fetching functions

* calculate price for inverted orca pools

* ensure that Orca fallback oracles have USDC side

* remove unused Whirlpool impl

* clmm prices have correct decimals and pyth update slot

* manually deserialize the orca Whirlpool

* refactor: use OracleAccountInfos when checking oracle price

* properly handle inverted clmm prices

* update rs client with OracleAccountInfos struct

* refactor: simplify OracleAccountInfos impl

* add clmm oracle integration test

* use OracleAccountInfos::from_reader in account_retriever

* CLM oracles inherit deviation from supplementary quote oracle

* review fixes

* use f64 division for clmm sqrt price

* standardize fixed to f64 conversion

* review fixes
2024-01-04 11:29:54 -06:00
Christian Kamm 5e5900f94e liquidator: less error spam on bad jup price updates 2023-12-29 10:16:18 +01:00
Christian Kamm b18d0dd154 Rework ErrorTracking
- keep track of different error types per key
- skip for a given duration once too many errors came in
- wipe if no new errors are seen for a while
- simplify logging of actively skipped cases
2023-12-29 10:16:18 +01:00
Christian Kamm eb6622b4fc client/liq: support jupiter api tokens 2023-12-27 14:47:58 +01:00
Christian Kamm e2bfa9a1e6 client: configurable jupiter urls (#800)
(cherry picked from commit 71f0e5cc13)
2023-12-27 14:15:45 +01:00
Christian Kamm d2327f8d11 liquidator: rebalance asynchronously 2023-12-22 09:02:06 +01:00
Christian Kamm 0a55184ec7 liquidator: stop withdraw attempts on delgated accounts 2023-12-22 08:35:21 +01:00
Christian Kamm cdf804e971 liquidator: don't panic when unable to build health cache 2023-12-22 08:11:34 +01:00
Christian Kamm b12b998e3a liquidator: cover errors during tcs execution
previously they could abort the liquidator
2023-12-15 11:55:21 +01:00
Christian Kamm 99cb3d4f4c liquidator: Pick better asset/liab for liq_token 2023-12-15 11:40:25 +01:00
Christian Kamm b6ddd991b0 liquidator: early out when no tcs tx were sent 2023-12-14 21:48:01 +01:00
Christian Kamm 47faa8a7f1 liq: get rid of separate rebalance job (#815)
Previously, the separate job and the post-liquidation rebalance could
run at the same time and would occasionally perform the same action at
the same time, leading to overshooting.

Now rebalancing never happens twice. In the future it should potentially
just run separately from liquidation, but that needs a review of the
assumptions the liquidation job is making first.

(cherry picked from commit e8e7e445d3)
2023-12-13 09:27:21 +01:00
Christian Kamm 9ba0004760 bins: Fix restarting on new or changed listings (#802)
- Don't just restart on new listings, but also on significant changes to
  old listings such as oracle changes.
- Cover the liquidator and settler in addition to the keeper.

(cherry picked from commit ce16d79b13)
2023-12-13 09:27:04 +01:00
Christian Kamm 5cfbb8386d liquidator: fix token info for same-name, fix delays (#795)
(cherry picked from commit 0483faef1e)
2023-12-13 09:20:52 +01:00
Christian Kamm e8e7e445d3
liq: get rid of separate rebalance job (#815)
Previously, the separate job and the post-liquidation rebalance could
run at the same time and would occasionally perform the same action at
the same time, leading to overshooting.

Now rebalancing never happens twice. In the future it should potentially
just run separately from liquidation, but that needs a review of the
assumptions the liquidation job is making first.
2023-12-11 17:41:11 +01:00
Christian Kamm e7bfa4e03e Deposit limits (#806)
- limit deposits (via deposit, flash loan, tcs)
- limit potential deposits via openbook settle
  by restricting placable orders via potential_serum_tokens
- introduce Serum3PlaceOrderV2 for this purpose
- account for new limits in liquidator, max_swap

(cherry picked from commit 42e31ae859)
2023-12-05 15:57:26 +01:00
Christian Kamm 42e31ae859
Deposit limits (#806)
- limit deposits (via deposit, flash loan, tcs)
- limit potential deposits via openbook settle
  by restricting placable orders via potential_serum_tokens
- introduce Serum3PlaceOrderV2 for this purpose
- account for new limits in liquidator, max_swap
2023-12-05 15:43:38 +01:00
Christian Kamm 71f0e5cc13
client: configurable jupiter urls (#800) 2023-12-05 13:23:11 +01:00
Christian Kamm ce16d79b13
bins: Fix restarting on new or changed listings (#802)
- Don't just restart on new listings, but also on significant changes to
  old listings such as oracle changes.
- Cover the liquidator and settler in addition to the keeper.
2023-12-05 13:22:24 +01:00
Christian Kamm 0483faef1e
liquidator: fix token info for same-name, fix delays (#795) 2023-11-24 11:04:59 +01:00
Christian Kamm 9a68a2dd7d
liquidator: make tcs mode configurable (#794)
tcs devnet tests want borrow-buy-token
2023-11-24 11:04:48 +01:00
shuoer86 8129cf45b4
chore: fix typos (#778) 2023-11-23 08:59:19 +01:00
Christian Kamm 7af1d58558
Some clippy fixes (#776) 2023-11-08 09:51:36 +01:00
Christian Kamm 0ad26d845f
liquidator: Allow excluding tokens from rebalance (#774) 2023-11-08 08:51:41 +01:00
Christian Kamm f690514638
rust client: ix cu limits based on health compute cost (#768)
Many instructions now return PreparedInstructions instead of a direct
Instruction or Vec<Instruction>. That way they can keep track of the
expected cu cost of the instructions for the compute limit instruction
that gets added once all instructions are made.
2023-11-03 11:20:37 +01:00
microwavedcola1 edaf874174
deploy -> dev (#759)
* ts: get yarn lock from dev

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

* v0.19.20

* ts: add missing dependency

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

* ts: add error when no free token position is found (#707)

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

* Mc/tcs improvements (#706)

* ts: additional tcs helpers

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

* Fixes from review

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

* Revert "Fixes from review"

This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa.

---------

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

* v0.19.21

* v0.19.22

* ts: tcs fix price display input to tx

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

* v0.19.23

* v0.19.25

* script: log all

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

* ts: fix tcs order price limits

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

* v0.19.27

* ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710)

* ts: fix getTimeToNextBorrowLimitWindowStartsTs

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

* Fixes from review

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

---------

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

* Mc/keeper (#714)

* v0.19.28

* ts: tokenWithdrawAllDepositForMint

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

* Fix

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

* Fix

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

* rust: dont include tokens with errors in crank

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

* Fixes from review

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

* review fixes

* 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>

* v0.19.29

* ts: update debug script

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

* release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)

* Serum3 open orders: Fix health overestimation (#716)

When bids or asks crossed the oracle price, the serum3 health would be
overestimated before.

The health code has no access to the open order quantites or prices and
used to assume all orders are at oracle price.

Now we track an account's max bid and min ask in each market and use that
as a worst-case price. The tracking isn't perfect for technical reasons
(compute cost, no notifications on fill) but produces an upper bound on
bids (lower bound on asks) that is sufficient to make health not
overestimate.

The tracked price is reset every time the serum3 open orders on a book
side are completely cleared.

(cherry picked from commit 2adc0339dc)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

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

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* Rust client: Use alts for every transaction (#720)

(cherry picked from commit 40ad0b7b66)

* Jupiter: ensure source account is initialized

Backport of 9b224eae1b / #721

* client/liquidator: jupiter v6 (#684)

Add rust client functions for v6 API that are usuable in parallel to the v4 ones.

(cherry picked from commit 0f10cb4d92)

* Jupiter: Ensure source account is initialized (#721)

(cherry picked from commit 9b224eae1b)

* Mc/update cu budget for perp settle pnl (#724)

* ts: bump perp settle pnl cu budget

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

* ts: helpers for withdrawing tokens from bad oracles (#726)

* ts: helpers for withdrawing tokens from bad oracles

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

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

* rename

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

* Fix usage of field

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

* Fixes from review

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

---------

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

* v0.19.31

* ts: higher min. cu limit for each tx (#727)

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

* v0.19.32

* ts: if more ixs then more cu (#728)

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

* Mc/tcs p95 (#708)

* use more fine grain price impact

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

* ts: for computing tcs premium use more fine grain price impact

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

---------

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

* update

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

* Mc/settler cu limit (#725)

* v0.19.30

* settler: extend cu limit to 250k for perp pnl settling

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

* TransactionBuilder: add cu limit/price based on config

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>

* ts: rename params to indicate that they are in native

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

* ts: cleanup tcs create parameter naming (#730)

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

* wip: Mc/update risk params (#729)

* v0.19.33

* ts: script to update risk params

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

* create proposals helpers

* fix

* Update env params

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

* Update

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

* Update

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

* simulate before run

* fix presets

* fix

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>

* ts: upgrade anchor (#735)

* ts: upgrade anchor

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

* Fixes from review

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

---------

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

* script for tx error grouping, and ts helper code for finding tx error reason (#747)

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

* v0.19.34

* ts: fix script for updating token params

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

* Fix typo

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

* script: update script to remove files which are of 0 size

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

* script: error tx grouping, blacklist some more

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

* fix (#753)

* jupiter: clearer slippage_bps argument name

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-19 10:03:07 +02:00
Christian Kamm a4745dae27
liquidator: improve jupiter quote cache (#748) 2023-10-09 19:56:45 +02:00
Christian Kamm 817bf9bbc6
Tcs: linear and premium auctions (#717) 2023-10-07 21:27:19 +02:00
Christian Kamm 139555a46e
liquidator: Make the check interval configurable (#702)
And reduce the default from 5s to 1s.
2023-09-01 16:27:17 +02:00
Christian Kamm aca2b2e679
liquidator: Work on groups without openbook markets (#701) 2023-09-01 15:05:43 +02:00
Christian Kamm 0f10cb4d92
client/liquidator: jupiter v6 (#684)
Add rust client functions for v6 API that are usuable in parallel to the v4 ones.
2023-08-24 16:45:01 +02:00
Christian Kamm 072cd766ca
liquidator: parallel tcs execution (#679) 2023-08-18 15:36:02 +02:00
Christian Kamm a04f5e0df0 liquidator: better startup for tests 2023-08-14 16:15:32 +02:00
Christian Kamm f1e2b521f2 liquidator: Deal with net-borrow restricted tcs executions 2023-08-14 16:14:30 +02:00