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program: scale down init asset weights past threshold #575

Merged
merged 43 commits into from
Sep 6, 2023
Merged

program: scale down init asset weights past threshold #575

merged 43 commits into from
Sep 6, 2023

Commits on Aug 12, 2023

  1. initial logic to scale initial weight

    @crispheaney
    crispheaney committed Aug 12, 2023
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  2. add cargo test

    @crispheaney
    crispheaney committed Aug 12, 2023
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  3. add initial sdk logic

    @crispheaney
    crispheaney committed Aug 12, 2023
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Commits on Aug 24, 2023

  1. tweak field comments

    @crispheaney
    crispheaney committed Aug 24, 2023
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  2. program: add twap to initial asset weight calc

    @crispheaney
    crispheaney committed Aug 24, 2023
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  3. inital work for worst case to account for free collateral contribution

    @crispheaney
    crispheaney committed Aug 24, 2023
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  4. add strict oracle price

    @crispheaney
    crispheaney committed Aug 24, 2023
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Commits on Aug 25, 2023

  1. tests work

    @crispheaney
    crispheaney committed Aug 25, 2023
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  2. used cache values from calc worst case token amounts

    @crispheaney
    crispheaney committed Aug 25, 2023
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  3. rm comment

    @crispheaney
    crispheaney committed Aug 25, 2023
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  4. use free collateral contribution in place_spot_order

    @crispheaney
    crispheaney committed Aug 25, 2023
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  5. use strict quote in calculate_perp_position_value_and_pnl

    @crispheaney
    crispheaney committed Aug 25, 2023
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  6. remove w bounds from pnl calc

    @crispheaney
    crispheaney committed Aug 25, 2023
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  7. expand worst case tests

    @crispheaney
    crispheaney committed Aug 25, 2023
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Commits on Aug 26, 2023

  1. test the twap logic in worst case calc

    @crispheaney
    crispheaney committed Aug 26, 2023
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  2. some simplifications

    @crispheaney
    crispheaney committed Aug 26, 2023
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  3. add some tests for scaled asset weight using twap

    @crispheaney
    crispheaney committed Aug 26, 2023
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Commits on Aug 28, 2023

  1. make calc max spot order size work

    @crispheaney
    crispheaney committed Aug 28, 2023
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  2. tweak place_spot_order on how it checks if spot order is risk decreasing

    @crispheaney
    crispheaney committed Aug 28, 2023
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Commits on Aug 29, 2023

  1. Merge branch 'master' into crispheaney/scale-asset-weight

    @crispheaney
    crispheaney committed Aug 29, 2023
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  2. always do margin check in place order

    @crispheaney
    crispheaney committed Aug 29, 2023
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  3. log margin type in meets_place_order_margin_requirement

    @crispheaney
    crispheaney committed Aug 29, 2023
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  4. fix a bug

    @crispheaney
    crispheaney committed Aug 29, 2023
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  5. better logic for deciding if trigger order is risk increasing

    @crispheaney
    crispheaney committed Aug 29, 2023
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Commits on Aug 30, 2023

  1. sdk: rework calculateWorstCaseTokenAmounts

    @crispheaney
    crispheaney committed Aug 30, 2023
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  2. place order params keep track of risk increasing

    @crispheaney
    crispheaney committed Aug 30, 2023
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  3. tweaks

    @crispheaney
    crispheaney committed Aug 30, 2023
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  4. tweak some tests

    @crispheaney
    crispheaney committed Aug 30, 2023
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  5. add some comments

    @crispheaney
    crispheaney committed Aug 30, 2023
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  6. tweak some tests

    @crispheaney
    crispheaney committed Aug 30, 2023
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  7. calculate_max_withdrawable_amount use spot_market.get_asset_weight

    @crispheaney
    crispheaney committed Aug 30, 2023
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  8. fix ts tests

    @crispheaney
    crispheaney committed Aug 30, 2023
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  9. get_asset_weight just takes oracle price

    @crispheaney
    crispheaney committed Aug 30, 2023
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  10. calculateAssetWeight doesn't look at twap

    @crispheaney
    crispheaney committed Aug 30, 2023
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  11. add strictOraclePrice

    @crispheaney
    crispheaney committed Aug 30, 2023
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  12. add strictOraclePrice

    @crispheaney
    crispheaney committed Aug 30, 2023
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  13. add some sdk tests for worst case token amount calc

    @crispheaney
    crispheaney committed Aug 30, 2023
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  14. Merge branch 'master' into crispheaney/scale-asset-weight

    @crispheaney
    crispheaney committed Aug 30, 2023
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Commits on Sep 5, 2023

  1. add is riskier logic to OrderFillSimulation

    @crispheaney
    crispheaney committed Sep 5, 2023
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  2. tweak to sdk

    @crispheaney
    crispheaney committed Sep 5, 2023
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Commits on Sep 6, 2023

  1. Merge branch 'master' into crispheaney/scale-asset-weight

    @crispheaney
    crispheaney committed Sep 6, 2023
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  2. add admin function to update scaleInitialAssetWeightStart

    @crispheaney
    crispheaney committed Sep 6, 2023
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  3. CHANGELOG

    @crispheaney
    crispheaney committed Sep 6, 2023
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