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program: limit order auctions #355

Merged
merged 40 commits into from
Feb 20, 2023
Merged

program: limit order auctions #355

merged 40 commits into from
Feb 20, 2023

Commits on Feb 10, 2023

  1. new is_amm_available_liquidity_source

    @crispheaney
    crispheaney committed Feb 10, 2023
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  2. tweak how trigger orders work

    @crispheaney
    crispheaney committed Feb 10, 2023
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  3. tweak get_limit_price to allow limit orders to have auction price

    @crispheaney
    crispheaney committed Feb 10, 2023
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  4. allow limit order to pass auction params

    @crispheaney
    crispheaney committed Feb 10, 2023
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  5. do order validation

    @crispheaney
    crispheaney committed Feb 10, 2023
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Commits on Feb 11, 2023

  1. make the resting limit order logic based on auction being complete

    @crispheaney
    crispheaney committed Feb 11, 2023
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  2. dlob trigger order matches on chain

    @crispheaney
    crispheaney committed Feb 11, 2023
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  3. ts client reflects price changes

    @crispheaney
    crispheaney committed Feb 11, 2023
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  4. fix ts dlob tests

    @crispheaney
    crispheaney committed Feb 11, 2023
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  5. add rust tests

    @crispheaney
    crispheaney committed Feb 11, 2023
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Commits on Feb 15, 2023

  1. add failing test

    @crispheaney
    crispheaney committed Feb 15, 2023
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  2. prototype of updateRestingLimitOrders

    @crispheaney
    crispheaney committed Feb 15, 2023
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Commits on Feb 16, 2023

  1. address pr feedback

    @crispheaney
    crispheaney committed Feb 16, 2023
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Commits on Feb 17, 2023

  1. program: tweak calculate_size_premium_liability_weight to have smalle… 

    …r effect on initial margin (#350)

* bigz/improve-calculate_size_premium_liability_weight

* fmt fix

* margin.ts: sync w/ contract

* CHANGELOG

---------

Co-authored-by: Chris Heaney <[email protected]>
    @0xbigz @crispheaney
    0xbigz and crispheaney committed Feb 17, 2023
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  2. v2.16.0-beta.2

    @crispheaney
    crispheaney committed Feb 17, 2023
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  3. sdk: fix borrow limit calc (#356)

    @wphan @crispheaney
    wphan authored and crispheaney committed Feb 17, 2023
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  4. update CHANGELOG.md

    @wphan @crispheaney
    wphan authored and crispheaney committed Feb 17, 2023
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  5. sdk: new squareRootBN implementation using bit shifting

    @crispheaney
    crispheaney committed Feb 17, 2023
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  6. sdk: change modify order params to be object (#353) 

    * sdk: change modify order params to be object

* Update CHANGELOG.md
    @evanpipta @crispheaney
    evanpipta authored and crispheaney committed Feb 17, 2023
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  7. sdk: DLOB matching logic accounts for zero-price spot market orders n… 

    …ot matching resting limit orders
    @crispheaney
    crispheaney committed Feb 17, 2023
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  8. v2.16.0-beta.3

    @crispheaney
    crispheaney committed Feb 17, 2023
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  9. sdk: add market lookup table (#359) 

    * sdk: add look up table to config

* add ability to send version tx with retry sender

* tweak LOOK UP to LOOKUP

* add fetchMarketLookupTableAccount to driftClient

* CHANGELOG
    @crispheaney
    crispheaney committed Feb 17, 2023
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  10. v2.16.0

    @crispheaney
    crispheaney committed Feb 17, 2023
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  11. getMarketBids/Asks becomes getTakingBids/Asks

    @crispheaney
    crispheaney committed Feb 17, 2023
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  12. remove updateRestingLimitOrder from getbestNode

    @crispheaney
    crispheaney committed Feb 17, 2023
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Commits on Feb 18, 2023

  1. tests working

    @crispheaney
    crispheaney committed Feb 18, 2023
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  2. update isFallbackAvailableLiquiditySource

    @crispheaney
    crispheaney committed Feb 18, 2023
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  3. tweak is_maker_for_taker

    @crispheaney
    crispheaney committed Feb 18, 2023
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Commits on Feb 19, 2023

  1. Merge branch 'master' into crispheaney/limit-order-auctions

    @crispheaney
    crispheaney committed Feb 19, 2023
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  2. tweaks

    @crispheaney
    crispheaney committed Feb 19, 2023
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  3. fix updateRestingLimitOrders

    @crispheaney
    crispheaney committed Feb 19, 2023
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  4. add test for updating resting limit ordres

    @crispheaney
    crispheaney committed Feb 19, 2023
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  5. add tests for is_maker_for_taker

    @crispheaney
    crispheaney committed Feb 19, 2023
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  6. fix broken ts test

    @crispheaney
    crispheaney committed Feb 19, 2023
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Commits on Feb 20, 2023

  1. Merge branch 'master' into crispheaney/limit-order-auctions

    @0xbigz
    0xbigz committed Feb 20, 2023
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  2. tweak some syntax choices

    @crispheaney
    crispheaney committed Feb 20, 2023
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  3. simplify is_maker_for_taker

    @crispheaney
    crispheaney committed Feb 20, 2023
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  4. dont let auction prices be zero for market or limit orders

    @crispheaney
    crispheaney committed Feb 20, 2023
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  5. tweak findJitAuctionNodesToFill

    @crispheaney
    crispheaney committed Feb 20, 2023
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  6. CHANGELOG

    @crispheaney
    crispheaney committed Feb 20, 2023
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