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jupiter v6 api in the liquidator #684

Merged
merged 13 commits into from
Aug 24, 2023
Merged

jupiter v6 api in the liquidator #684

merged 13 commits into from
Aug 24, 2023

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ckamm
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@ckamm ckamm commented Aug 18, 2023

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@ckamm ckamm merged commit 0f10cb4 into dev Aug 24, 2023
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@ckamm ckamm deleted the ckamm/jup-v6 branch August 24, 2023 14:45
ckamm added a commit that referenced this pull request Sep 19, 2023
Add rust client functions for v6 API that are usuable in parallel to the v4 ones.

(cherry picked from commit 0f10cb4)
microwavedcola1 added a commit that referenced this pull request Oct 19, 2023
* ts: get yarn lock from dev

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.20

* ts: add missing dependency

Signed-off-by: microwavedcola1 <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

* Mc/tcs improvements (#706)

* ts: additional tcs helpers

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* Revert "Fixes from review"

This reverts commit 1def103.

---------

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.21

* v0.19.22

* ts: tcs fix price display input to tx

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.23

* v0.19.25

* script: log all

Signed-off-by: microwavedcola1 <[email protected]>

* ts: fix tcs order price limits

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.27

* ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710)

* ts: fix getTimeToNextBorrowLimitWindowStartsTs

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>

* Mc/keeper (#714)

* v0.19.28

* ts: tokenWithdrawAllDepositForMint

Signed-off-by: microwavedcola1 <[email protected]>

* Fix

Signed-off-by: microwavedcola1 <[email protected]>

* Fix

Signed-off-by: microwavedcola1 <[email protected]>

* rust: dont include tokens with errors in crank

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* review fixes

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>
Co-authored-by: Christian Kamm <[email protected]>

* v0.19.29

* ts: update debug script

Signed-off-by: microwavedcola1 <[email protected]>

* 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 2adc033)

* Changelog, version bump for program v0.19.1

* ts: ts patch for the PR

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>
Co-authored-by: Christian Kamm <[email protected]>

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

(cherry picked from commit 40ad0b7)

* Jupiter: ensure source account is initialized

Backport of 9b224ea / #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 0f10cb4)

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

(cherry picked from commit 9b224ea)

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

* ts: bump perp settle pnl cu budget

Signed-off-by: microwavedcola1 <[email protected]>

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

* ts: helpers for withdrawing tokens from bad oracles

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

* rename

Signed-off-by: microwavedcola1 <[email protected]>

* rename

Signed-off-by: microwavedcola1 <[email protected]>

* Fix usage of field

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.31

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

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.32

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

Signed-off-by: microwavedcola1 <[email protected]>

* Mc/tcs p95 (#708)

* use more fine grain price impact

Signed-off-by: microwavedcola1 <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>

* update

Signed-off-by: microwavedcola1 <[email protected]>

* Mc/settler cu limit (#725)

* v0.19.30

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

Signed-off-by: microwavedcola1 <[email protected]>

* TransactionBuilder: add cu limit/price based on config

---------

Signed-off-by: microwavedcola1 <[email protected]>
Co-authored-by: Christian Kamm <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

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

* v0.19.33

* ts: script to update risk params

Signed-off-by: microwavedcola1 <[email protected]>

* create proposals helpers

* fix

* Update env params

Signed-off-by: microwavedcola1 <[email protected]>

* Update

Signed-off-by: microwavedcola1 <[email protected]>

* Update

Signed-off-by: microwavedcola1 <[email protected]>

* simulate before run

* fix presets

* fix

---------

Signed-off-by: microwavedcola1 <[email protected]>
Co-authored-by: Adrian Brzeziński <[email protected]>

* ts: upgrade anchor (#735)

* ts: upgrade anchor

Signed-off-by: microwavedcola1 <[email protected]>

* Fixes from review

Signed-off-by: microwavedcola1 <[email protected]>

---------

Signed-off-by: microwavedcola1 <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

* v0.19.34

* ts: fix script for updating token params

Signed-off-by: microwavedcola1 <[email protected]>

* Fix typo

Signed-off-by: microwavedcola1 <[email protected]>

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

Signed-off-by: microwavedcola1 <[email protected]>

* script: error tx grouping, blacklist some more

Signed-off-by: microwavedcola1 <[email protected]>

* fix (#753)

* jupiter: clearer slippage_bps argument name

---------

Signed-off-by: microwavedcola1 <[email protected]>
Co-authored-by: Christian Kamm <[email protected]>
Co-authored-by: Adrian Brzeziński <[email protected]>
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2 participants