bigz/improve-calculate_size_premium_liability_weight #350
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
crispheaney
added a commit
that referenced
this pull request
Feb 18, 2023
…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]>
crispheaney
added a commit
that referenced
this pull request
Feb 20, 2023
* new is_amm_available_liquidity_source * tweak how trigger orders work * tweak get_limit_price to allow limit orders to have auction price * allow limit order to pass auction params * do order validation * make the resting limit order logic based on auction being complete * dlob trigger order matches on chain * ts client reflects price changes * fix ts dlob tests * add rust tests * add failing test * prototype of updateRestingLimitOrders * address pr feedback * program: tweak calculate_size_premium_liability_weight to have smaller 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]> * v2.16.0-beta.2 * sdk: fix borrow limit calc (#356) * update CHANGELOG.md * sdk: new squareRootBN implementation using bit shifting * sdk: change modify order params to be object (#353) * sdk: change modify order params to be object * Update CHANGELOG.md * sdk: DLOB matching logic accounts for zero-price spot market orders not matching resting limit orders * v2.16.0-beta.3 * 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 * v2.16.0 * getMarketBids/Asks becomes getTakingBids/Asks * remove updateRestingLimitOrder from getbestNode * tests working * update isFallbackAvailableLiquiditySource * tweak is_maker_for_taker * tweaks * fix updateRestingLimitOrders * add test for updating resting limit ordres * add tests for is_maker_for_taker * fix broken ts test * tweak some syntax choices * simplify is_maker_for_taker * dont let auction prices be zero for market or limit orders * tweak findJitAuctionNodesToFill * CHANGELOG --------- Co-authored-by: bigzPubkey <[email protected]> Co-authored-by: wphan <[email protected]> Co-authored-by: Evan Pipta <[email protected]> Co-authored-by: 0xbigz <[email protected]>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.