Commit Graph

51 Commits

Author SHA1 Message Date
Christian Kamm a7aaaff07e
allow skipping banks and oracles in fixed-order health account list (#891)
The following instructions now allow skipping banks and oracles if health
and the token position balance is not negative:
- token_withdraw
- token_deposit
- serum3_place_order
- perp_place_order
- flash_loan

They also allow skipping oracles that are stale.
2024-03-04 15:49:14 +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 93d85c3f71
Bank: allow maint weights to change over time (#780)
- token_edit can set it up to gradually scale to new target values
- security admin can abort an ongoing change via token_edit
- all health computations are now time dependent and get the weight
  based on it
- when the change is done, the keeper "cleans up" and moves the new
  values into the default fields
2023-11-14 14:52:04 +01:00
Christian Kamm 4f810edebc
Allow token withdraws/deposits even with stale oracles (#646) 2023-08-07 16:15:45 +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
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
Nicholas Clarke 37ae7549fb
Clarkeni/perp trade logging (#535)
* Emit the slot corresponding to the oracle price to PerpUpdateFundingLog.

* Emit a new FilledPerpOrderLog consisting of just the group, perp market and seq num. This will be used to correlate perp fills to the transactions they were matched (not consumed).
2023-04-13 10:50:39 -07:00
Christian Kamm f29fffd331
Perp: User-selected reduce-only behaves more intuitively (#483)
The previous strict behavior of taking existing open orders into account
is only used when the perp market itself is also flagged as reduce-only.
2023-03-03 09:53:27 +01:00
Christian Kamm e4d46c3c5b
Buyback fees: Add staggered expiry (#478) 2023-02-27 16:36:27 +01:00
Christian Kamm 5c7f23adb1
Perp place order: more logging for reduce only (#468) 2023-02-21 13:14:40 +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 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 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
Christian Kamm 2db617cea5 Perp ix: Mention and reference important constraints 2023-01-19 09:33:27 +01:00
microwavedcola1 7c69197505
mango account freeze (#372)
* mango account freeze

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>

* 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

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>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-12 09:12:55 +01:00
microwavedcola1 86c9331647
reduce only order type and mode for tokens and perp markets (#353)
* reduce only order type and mode for tokens and perp markets

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

* Fix from review

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

* Fix from review

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

* Fixes from review

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

* tests

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

* remove token

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

* fixes

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>
2023-01-04 09:24:40 +01:00
Christian Kamm 31bd72e84a Drop AccountLoaderDynamic
This gives us better compatibility with released anchor versions.

Instead of using AccountLoaderDynamic<MangoAccount>, we now use
a standard AccountLoader<MangoAccountFixed>. This will generally work
(except for load_init(), which is dangerous).
A new trait, MangoAccountLoader, provides load_full(), load_full_mut()
etc on the AccountLoader<MangoAccountFixed> to create accessor structs
that can read and write to the dynamic part of the mango account data.
2022-12-29 17:40:08 +01:00
Christian Kamm a29a736ba2 Move src/state/health/ -> src/health/ 2022-12-08 20:48:44 +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
Christian Kamm c276353289
Implement a stable_price on banks and perp markets (#303)
It is tracked in the StablePriceModel and updated on
TokenUpdateIndexAndRate and PerpUpdateFunding instructions.

The stable price is used in health computations.
2022-11-24 11:55:22 +01:00
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
Christian Kamm 2ee152f7ea Oracle staleness: Check when accessing oracle price 2022-11-12 12:12:45 +01:00
Christian Kamm b6361bad37
PerpUpdateFunding: update automatically on PerpPlaceOrder (#287) 2022-11-10 14:41:20 +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
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
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
Christian Kamm a41a245e24 PerpLiqBankruptcy instruction 2022-09-21 09:46:54 +02:00
Christian Kamm 1f26a54399
Perps: introduce explicit position close (#216)
* Perps: fix position lifetime; explicit closing

When an order is placed and the position needs to be created, the
settlement token is marked as in use. The perp position and the in-use
flag are only released with the new perp_close_position instruction.

* Tests: Factor out common floating-point comparisons

* Rename PerpClosePosition -> PerpDeactivatePosition
2022-09-09 10:50:09 +02:00
Christian Kamm 3128115dca PerpMarket: Add helper for getting oracle price 2022-09-06 14:26:06 +02:00
Christian Kamm dfa8166aee Health: Put common pre/post check logic into functions 2022-08-24 16:39:36 +02:00
Christian Kamm bba27ed6f0 PlacePerpOrder: pre-health computation 2022-08-24 16:07:22 +02:00
Christian Kamm 2d2cef35a0 Add HealthRegion instructions
You can do
- HealthRegionBegin
- ... mango instructions ...
- HealthRegionEnd

and the account health will only be checked at the start and end
instead of for every instruction.
2022-08-24 10:07:45 +02:00
Christian Kamm 403226dc28 BeingLiquidated: Deactivate flag on positive health 2022-08-18 13:12:13 +02:00
Christian Kamm 92a37f23ed Remove is_bankrupt
Instead, check for any liquidatable assets in liq_token_bankruptcy.

Bankrupt accounts may use the same operations as any other
negative-health account.
2022-08-11 22:57:53 +02:00
microwavedcola1 0b2e1e6e6c
Mc/realloc 4 (#119)
Realloc + dynamic mango account

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-07-25 16:07:53 +02:00
Christian Kamm 35ca4d31b3 liq_token_bankruptcy instruction for socialized loss 2022-07-06 09:07:49 +02:00
microwavedcola1 d74cc78a84
edit tokens, perp markets, mango accounts, allow delegate to perform certain operations (#94)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-07-05 19:31:47 +02:00
Nicholas Clarke f8da1f6a40
Clarkeni/logging (#81)
* Add logging

* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes

* Add token balances logging to token and token liquidation and add logging to margin trade

* rust format

* fix clippy errors

* Address PR requested changes

* fix flash_loan

* Recalculate raw_token_index in token withdraw to account for position becoming inactive

* Fix retrieving oracle for logging

in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.

* Add logging flash_loan2 and flash_loan3

* Refactoring flash loan logging

Co-authored-by: Christian Kamm <mail@ckamm.de>
2022-06-30 14:35:05 +02:00
Christian Kamm 20fc9d557a Satisfy anchor's lint by adding CHECK: comments 2022-06-24 12:36:35 +02:00
microwavedcola1 5b78293c5c minor refactoring
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-19 18:32:04 +02:00
microwavedcola1 0f34851c64
switchboard support (#67)
* switchboard support

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

* Fix from review

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-18 16:38:46 +02:00
Christian Kamm b3568b7f3e
Make health/oracle functions usable from clients (#63)
* Make health/oracle functions usable from clients

By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.

* Health: fixup tests
2022-06-08 13:43:12 +02:00
microwavedcola1 a20d04b6ff
Fix oracle price read by using decimals from pyth (#62)
* Fix oracle price read by using decimals from pyth

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

* fix

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-06-02 10:36:04 +02:00
Christian Kamm 48cb1f0b88 Compute health in perp_place_order 2022-05-29 20:50:21 +02:00
microwavedcola1 717b72857d
Remove anchor dummy type workaround (#53)
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-18 17:16:14 +02:00
microwavedcola1 f19f3da659 add todo
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
2022-05-17 13:01:48 +02:00
Christian Kamm 9f0a7f67ae Orderbook: Port over unittests 2022-04-02 13:51:26 +02:00
Christian Kamm d26caf1c87 Perp: Rename fields to be explicit about being in lots 2022-04-01 15:47:12 +02:00