001e549484
Removed unused DryRunMarket.
2022-02-22 14:25:53 +00:00
7725ed59c1
MarketOperations.place_order() now returns transaction signatures, consistent with other operations.
2022-02-16 20:02:31 +00:00
5c3b0befa9
Switched from autopep8 to black for code formatting. Reformatted all files. Updated dependencies.
2022-02-09 19:31:50 +00:00
eadd2bbb13
Reduced default crank limit in MarketOperations.place_order().
2022-01-22 17:00:05 +00:00
6352844ed1
Improved perp cranking and added public key sorting tests.
2022-01-11 12:24:15 +00:00
62b0332439
Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
2021-12-13 12:06:42 +00:00
bc20564e0b
Explicitly made loggers protected instead of public.
2021-12-13 11:15:24 +00:00
9fdcc21bc0
Added ways to get pandas DataFrames from OrderBooks for some L1, L2 and L3 data.
2021-11-26 17:40:31 +00:00
d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +00:00
e69e60b3ed
Refactored MarketOperations and MarketInstructionBuilder.
2021-11-08 12:43:11 +00:00
56599a1037
Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage.
2021-10-26 18:45:04 +01:00
6306e1e65a
Improved model state and marketoperations. Some work on hedging.
2021-09-30 18:53:33 +01:00
59ba4894f1
Moved hedger to its own class, and re-used it as an option in marketmaker.
2021-08-23 15:36:55 +01:00
ec37c14d03
Added ensure-account and ensure-open-orders commands.
2021-08-19 11:00:39 +01:00
97a5c41a39
Updated to latest group structures and IDs.
2021-08-17 19:42:11 +01:00
373392cf78
Updated place_order() method to take an Order instead of separate parameters.
2021-07-28 15:29:24 +01:00
3738ff820e
Better logging of Orders.
2021-07-22 18:44:23 +01:00
94df52003b
Changes for devnet group v3.8.
...
* Some struct/layout changes
* Big changes to OpenOrders handling in MarketMaker
* Serum and Spot settlement should now work as expected
2021-07-19 15:04:53 +01:00
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
6a15c81fa3
New approach to transactions allowing them to be split up.
...
* CombinableTransactions now separated out.
* CombinableTransactions are now size-aware when being executed, and will automatically split into batches for execution if they are too big.
* New MarketInstructionBuilder approach - each market type can now have its own way of building instructions for common operations.
2021-07-12 17:18:56 +01:00
5b71ffbd18
Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
...
* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
Geoff Taylor
Geoff Taylor