Geoff Taylor
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2a424aa2d1
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Added sweep command to sell all tokens in a market.
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2021-09-02 18:51:43 +01:00 |
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Geoff Taylor
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8624afabdc
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Replaced command switch --account-index with --account-address because of inconsistent results when fetching multiple accounts - they could come back with different indices.
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2021-09-02 17:19:17 +01:00 |
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Geoff Taylor
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71ba03935f
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Added send_transaction response to debug log.
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2021-09-02 15:23:53 +01:00 |
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Geoff Taylor
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652296856b
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Added some logging to head elements of orderchain.
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2021-09-02 13:30:53 +01:00 |
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Geoff Taylor
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1d4e24ea38
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ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
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2021-09-02 13:11:35 +01:00 |
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Geoff Taylor
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39c591fc6f
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Made order chain more configurable, added MarketmakingOrderChain to docs.
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2021-09-02 12:01:41 +01:00 |
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Geoff Taylor
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d7b36c355c
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Now uses a fresh ThreadPoolScheduler every time instead of one per Context.
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2021-09-02 08:30:06 +01:00 |
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Geoff Taylor
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86f7933bcb
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Fixed problem calculating the proper tick under/over the top orderbook prices.
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2021-09-01 18:33:38 +01:00 |
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Geoff Taylor
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75d24ff367
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Fixed airdrop command in quickstart.
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2021-09-01 09:25:33 +01:00 |
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Geoff Taylor
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38ff5e2fcd
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Added context name to Pyth exceptions.
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2021-08-31 15:09:58 +01:00 |
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Geoff Taylor
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dcd1ccce5b
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show-address can now handle a RootBank.
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2021-08-31 14:31:47 +01:00 |
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Geoff Taylor
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b57ef58d63
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Added a RoundToLotSizeElement element to marketmaker chain.
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2021-08-31 12:36:23 +01:00 |
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Geoff Taylor
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befb86bcfb
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watch-minimum-balances now uses a single websocket for all accounts (again).
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2021-08-31 10:55:06 +01:00 |
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Geoff Taylor
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9111294f2d
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Added request/response data to TransactionException.
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2021-08-31 10:40:05 +01:00 |
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Geoff Taylor
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8bf6384076
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Added CollateralCalculator to calculate collateral in different market types.
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2021-08-31 00:30:22 +01:00 |
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Geoff Taylor
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bf7dc95a9d
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Merging V3 branch into main.
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2021-08-30 15:42:11 +01:00 |
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Geoff Taylor
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126cb4e288
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Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart.
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2021-08-30 11:33:44 +01:00 |
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Geoff Taylor
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9159d615c4
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Updated dependencies and fixed subsequent issues.
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2021-08-27 20:37:23 +01:00 |
|
Geoff Taylor
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ad86430638
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Fixed bug in Serum lot size conversions.
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2021-08-26 18:23:09 +01:00 |
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Geoff Taylor
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e670611722
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Fixed forcing to mainnet/devnet.
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2021-08-26 18:03:42 +01:00 |
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Geoff Taylor
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352f4ea65f
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Removed percentage target balances because of the unexpected frequent rebalancing they could cause.
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2021-08-26 16:29:00 +01:00 |
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Geoff Taylor
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03f385043b
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Backported BetterClient from V3 and prefer its return values to the regular Client's.
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2021-08-26 15:48:25 +01:00 |
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Geoff Taylor
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20672e17d1
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Marketmaker now automatically redeems MNGO on pulse.
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2021-08-26 14:01:57 +01:00 |
|
Geoff Taylor
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09bdfe3b9f
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Better identification of TokenLookup instances.
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2021-08-26 13:43:23 +01:00 |
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Geoff Taylor
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261848f325
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Big renaming of Context properties to make them more consistent and appropriate.
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2021-08-26 10:31:02 +01:00 |
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Geoff Taylor
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b89a072cdd
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Moved not_quoting to model_state (where external components and orderchain elements can both access it). Added a state bag to model_state too.
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2021-08-26 09:19:51 +01:00 |
dd
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d888fe010c
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Merge remote-tracking branch 'origin/v3' into v3
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2021-08-25 16:41:33 -04:00 |
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dd
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958dd87d1c
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fixed bug in preventpostonlycrossingbookelement.py where bid was being compared against best bid. Now compares against best ask
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2021-08-25 16:41:28 -04:00 |
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Geoff Taylor
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8debc3238a
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Added simple flag for marketmaker to prevent quoting.
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2021-08-25 20:57:57 +01:00 |
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Geoff Taylor
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6bfbe40c84
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Fixed problem calculating spread in model.
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2021-08-25 17:12:39 +01:00 |
|
Geoff Taylor
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8c8ebdc7ae
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Merge branch 'v3' of https://github.com/blockworks-foundation/mango-explorer into v3
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2021-08-25 17:09:03 +01:00 |
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Geoff Taylor
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d151e0ce8f
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Updated to latest devnet ids.json. Fixed some context configuration problems.
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2021-08-25 17:06:00 +01:00 |
|
dd
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05d78ea0b0
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top_ask and top_bid now return None if book is empty.
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2021-08-25 10:20:53 -04:00 |
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Geoff Taylor
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ce37e835a2
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Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets.
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2021-08-24 20:13:44 +01:00 |
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Geoff Taylor
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fc1957d9b2
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Added bias tests.
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2021-08-23 17:35:09 +01:00 |
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Geoff Taylor
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a8dd489601
|
Added a nicer log mess when biasing marketmaker orders.
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2021-08-23 15:55:10 +01:00 |
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Geoff Taylor
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59ba4894f1
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Moved hedger to its own class, and re-used it as an option in marketmaker.
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2021-08-23 15:36:55 +01:00 |
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Geoff Taylor
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3419c89033
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Moved marketmaker to an 'orderchain' model.
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2021-08-22 19:48:20 +01:00 |
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Geoff Taylor
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b56d114a4a
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Added bids and asks to marketmaker ModelState, with watchers for latest state.
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2021-08-21 22:06:58 +01:00 |
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Geoff Taylor
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191d3e644c
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Anything imported from pyserum should now be imported as a PySerumXYZ to avoid confusion with Mango Explorer classes.
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2021-08-21 18:24:53 +01:00 |
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Geoff Taylor
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8a83c73ea8
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Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.)
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2021-08-21 16:03:13 +01:00 |
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Geoff Taylor
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153ebae2f4
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Moved opening of websocket to be entirely within WebSocketSubscriptionManager.
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2021-08-21 13:25:28 +01:00 |
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Geoff Taylor
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1696ead1e3
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Added --quote-position-bias parameter to marketmaker.
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2021-08-21 00:00:34 +01:00 |
|
Geoff Taylor
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f0e8738b04
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Removed SPL token lookups from SpotMarketInstructionBuilder.
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2021-08-19 23:32:58 +01:00 |
|
Geoff Taylor
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46c768e11b
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Fixed loading of some context parameters.
|
2021-08-19 22:59:36 +01:00 |
|
Geoff Taylor
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5a76874466
|
Updated for new group.
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2021-08-19 22:23:19 +01:00 |
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Geoff Taylor
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66ccdcf63e
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Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders.
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2021-08-19 17:31:17 +01:00 |
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Geoff Taylor
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ec37c14d03
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Added ensure-account and ensure-open-orders commands.
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2021-08-19 11:00:39 +01:00 |
|
Geoff Taylor
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a96b67e729
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Improved transaction exception reporting.
|
2021-08-19 09:46:54 +01:00 |
|
Geoff Taylor
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a51b38049b
|
Marketmaker no longer masks errors.
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2021-08-18 14:49:54 +01:00 |