blockworks-foundation
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mango-explorer
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523 Commits 8 Branches 44 Tags 8.8 MiB
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523 Commits

Author SHA1 Message Date
Geoff Taylor 4dcea1c3fa Fixed problem handling exceptions in marketmaker pulse observable. 2021-08-30 11:41:30 +01:00
Geoff Taylor 126cb4e288 Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart. 2021-08-30 11:33:44 +01:00
Geoff Taylor 1e01791a5e Fixed problem cleaning up on marketmaker starting and stopping. 2021-08-28 18:57:41 +01:00
Geoff Taylor 97c83518bb Updated Marketmaker Quickstart to allow running docker as root or non-root. 2021-08-28 18:13:48 +01:00
Geoff Taylor 1d8b2d4f2e Updated Marketmaker Quickstart to use ensure-account instead of init-account. 2021-08-28 12:13:03 +01:00
Geoff Taylor c7399a11d2 Added Marketmaking Quickstart. 2021-08-27 20:37:41 +01:00
Geoff Taylor 9159d615c4 Updated dependencies and fixed subsequent issues. 2021-08-27 20:37:23 +01:00
Geoff Taylor ad86430638 Fixed bug in Serum lot size conversions. 2021-08-26 18:23:09 +01:00
Geoff Taylor e670611722 Fixed forcing to mainnet/devnet. 2021-08-26 18:03:42 +01:00
Geoff Taylor ed50880ef8 Gave Quickstart an overdue (but incomplete) update. 2021-08-26 16:58:33 +01:00
Geoff Taylor 352f4ea65f Removed percentage target balances because of the unexpected frequent rebalancing they could cause. 2021-08-26 16:29:00 +01:00
Geoff Taylor 03f385043b Backported BetterClient from V3 and prefer its return values to the regular Client's. 2021-08-26 15:48:25 +01:00
Geoff Taylor f3f923ac6a Changed marketmaker default update mode to POLL (from WEBSOCKET). 2021-08-26 14:04:04 +01:00
Geoff Taylor 20672e17d1 Marketmaker now automatically redeems MNGO on pulse. 2021-08-26 14:01:57 +01:00
Geoff Taylor 09bdfe3b9f Better identification of TokenLookup instances. 2021-08-26 13:43:23 +01:00
Geoff Taylor 261848f325 Big renaming of Context properties to make them more consistent and appropriate. 2021-08-26 10:31:02 +01:00
Geoff Taylor b89a072cdd Moved not_quoting to model_state (where external components and orderchain elements can both access it). Added a state bag to model_state too. 2021-08-26 09:19:51 +01:00
dd d888fe010c Merge remote-tracking branch 'origin/v3' into v3 2021-08-25 16:41:33 -04:00
dd 958dd87d1c fixed bug in preventpostonlycrossingbookelement.py where bid was being compared against best bid. Now compares against best ask 2021-08-25 16:41:28 -04:00
Geoff Taylor 8debc3238a Added simple flag for marketmaker to prevent quoting. 2021-08-25 20:57:57 +01:00
Geoff Taylor 6baa336c34 Fixed failing test. 2021-08-25 20:57:43 +01:00
Geoff Taylor df6f817969 Added a ws_pong health check for watch-minimum-balances. 2021-08-25 20:40:32 +01:00
dafyddd 61728870a1
Merge pull request #4 from blockworks-foundation/dd/misc 
updated ids.json
 2021-08-25 14:17:46 -04:00
dd f33b432803 updated ids.json 2021-08-25 14:16:24 -04:00
Geoff Taylor 8096483de5 Removed CLUSTER_URL parameter to crank-market-service now we have better environment variable handling in the code. 2021-08-25 18:30:21 +01:00
Geoff Taylor 6bfbe40c84 Fixed problem calculating spread in model. 2021-08-25 17:12:39 +01:00
Geoff Taylor 8c8ebdc7ae Merge branch 'v3' of https://github.com/blockworks-foundation/mango-explorer into v3 2021-08-25 17:09:03 +01:00
Geoff Taylor 4a635d9ad7
Merge pull request #2 from blockworks-foundation/dd/emptybookerr 
top_ask and top_bid now return None if book is empty.
 2021-08-25 17:08:10 +01:00
Geoff Taylor d151e0ce8f Updated to latest devnet ids.json. Fixed some context configuration problems. 2021-08-25 17:06:00 +01:00
dd 05d78ea0b0 top_ask and top_bid now return None if book is empty. 2021-08-25 10:20:53 -04:00
Geoff Taylor ce37e835a2 Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets. 2021-08-24 20:13:44 +01:00
Geoff Taylor fc1957d9b2 Added bias tests. 2021-08-23 17:35:09 +01:00
Geoff Taylor a8dd489601 Added a nicer log mess when biasing marketmaker orders. 2021-08-23 15:55:10 +01:00
Geoff Taylor bf3624ae16 Updated Makefile to be able to build latest or experimental docker images. 2021-08-23 15:40:51 +01:00
Geoff Taylor 59ba4894f1 Moved hedger to its own class, and re-used it as an option in marketmaker. 2021-08-23 15:36:55 +01:00
Geoff Taylor 3419c89033 Moved marketmaker to an 'orderchain' model. 2021-08-22 19:48:20 +01:00
Geoff Taylor b56d114a4a Added bids and asks to marketmaker ModelState, with watchers for latest state. 2021-08-21 22:06:58 +01:00
Geoff Taylor 191d3e644c Anything imported from pyserum should now be imported as a PySerumXYZ to avoid confusion with Mango Explorer classes. 2021-08-21 18:24:53 +01:00
Geoff Taylor 8a83c73ea8 Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.) 2021-08-21 16:03:13 +01:00
Geoff Taylor 153ebae2f4 Moved opening of websocket to be entirely within WebSocketSubscriptionManager. 2021-08-21 13:25:28 +01:00
Geoff Taylor 1696ead1e3 Added --quote-position-bias parameter to marketmaker. 2021-08-21 00:00:34 +01:00
Geoff Taylor f0e8738b04 Removed SPL token lookups from SpotMarketInstructionBuilder. 2021-08-19 23:32:58 +01:00
Geoff Taylor 20af8e7eeb Now logs context when starting marketmaker. 2021-08-19 23:02:53 +01:00
Geoff Taylor 46c768e11b Fixed loading of some context parameters. 2021-08-19 22:59:36 +01:00
Geoff Taylor 5a76874466 Updated for new group. 2021-08-19 22:23:19 +01:00
Geoff Taylor ccd7e869c8 Fixed problem with default for --confidence-interval-level. 2021-08-19 19:03:54 +01:00
Geoff Taylor 7a40ac6e25 Added default for marketmaker --confidence-interval-level. 2021-08-19 18:22:56 +01:00
Geoff Taylor 66ccdcf63e Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders. 2021-08-19 17:31:17 +01:00
Geoff Taylor e3cb7720db random-taker now randomises position size, but with a ceiling. 2021-08-19 17:27:52 +01:00
Geoff Taylor 0f765c471f Plugged ensure-account into setup-devnet-account. 2021-08-19 13:06:31 +01:00