Geoff Taylor
ad86430638
Fixed bug in Serum lot size conversions.
2021-08-26 18:23:09 +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
3419c89033
Moved marketmaker to an 'orderchain' model.
2021-08-22 19:48:20 +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
ec37c14d03
Added ensure-account and ensure-open-orders commands.
2021-08-19 11:00:39 +01:00
Geoff Taylor
f596d571f6
Big change - now uses our own 'Client' which handles some situations better from our point of view:
...
* Being able to specify commitment on the Client instead of every call.
* Better error handling (more exception details, and specific rate limiting exceptions)
* More obvious return values, instead of always having to dereference "result".
2021-08-07 15:07:19 +01:00
Geoff Taylor
0bcf5cfc5a
Improved market output.
2021-08-03 09:13:56 +01:00
Geoff Taylor
ba56bdd9f5
Improved event queue handling. Now split incoming events into processed and unprocessed, and changed 'seen' handling to use sequence_number.
2021-08-01 17:47:45 +01:00
Geoff Taylor
eb244a2167
Renamed PerpMarket to PerpMarketDetails, and PerpsMarket to PerpMarket to be consistent with SerumMarket and SpotMarket. Improved market stub handling.
2021-07-23 14:18:26 +01:00
Geoff Taylor
d22a09f208
Added market 'stubs' to allow for delayed loading of markets.
2021-07-23 11:42:22 +01:00
Geoff Taylor
8fe48de527
Moved functionality into *Market objects.
2021-07-23 10:20:44 +01:00
Geoff Taylor
9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
Geoff Taylor
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
Geoff Taylor
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
Geoff Taylor
b8dc12a3e6
Separated out token and market lookups.
2021-06-25 11:10:41 +01:00
Geoff Taylor
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
Geoff Taylor
fab659c244
Improved access to market lookup data.
...
* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
Geoff Taylor
b47bd6f6f3
Added Serum oracle.
2021-06-11 12:43:47 +01:00
Geoff Taylor
83d1702691
Added code to fetch prices from the Pyth Network.
2021-06-10 21:28:29 +01:00
Geoff Taylor
5e59d8a7e3
Moved library code to .py files instead of notebooks.
...
* This is a big change that touched most files in the project.
* Library code is now an actual package, in /mango.
* Pure .py files used for shared code - easier to edit/debug, and should ease move to installable package later.
* Removed many notebooks. The remaining notebooks are useful 'display'/'show' notebooks for investigating Mango objects.
* More tests! The test story is now much improved, but more unit tests are still needed.
* There's now a Makefile for project operations.
2021-06-07 15:10:18 +01:00