microwavedcola1 d51c3ee85d 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>		2023-09-16 11:04:38 +02:00
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mango-v4	release 19.1 -> deploy + serum3 open orders estimation ts patch (#719)	2023-09-16 11:04:38 +02:00
margin-trade	manage dependencies in workspace (#588)	2023-05-17 20:48:14 +02:00