Geoff Taylor
322b02429a
Merge pull request #20 from ochaloup/20211612_top-bids-fix
...
[orderbook][top-bids] fixing top bids processing
2021-12-20 17:36:56 +00:00
Ondra Chaloupka
5a05c88a17
[orderbook][top-bids] fixing top bids processing + reverse reversed bids processing
2021-12-20 00:01:05 +01:00
Geoff Taylor
d49294f2cd
download-trades now takes a --most-recent-hours parameter.
2021-12-16 17:43:48 +00:00
Geoff Taylor
1858cc21ab
Fixed fee calculations in downloaded trades.
2021-12-16 17:32:40 +00:00
Geoff Taylor
6e45b6fd60
v3.2.8
2021-12-15 18:21:07 +00:00
Geoff Taylor
c6900afebf
Fixed decimal issues with ADA, BNB and AVAX.
2021-12-15 18:15:26 +00:00
Geoff Taylor
76ba4b8c64
Automatically fetch a blockhash on replacing BlockhashCache - fixes problem where a KeyError is raised instead of the expected ValueError.
2021-12-15 17:22:29 +00:00
Geoff Taylor
d4c6b4bf2c
HTTPErrors now cause a provider switch. Updated CompoundException to work with any Exception, not just a ClientException.
2021-12-15 16:36:11 +00:00
Geoff Taylor
66f996ec47
Updated solana.tokenlist.json. Some tokens had symbols changed (why?) so "ETH" pointed to a different mint address. Added overrides.tokenlist.json so we can still use a pure copy of solana.tokenlist.json but can override certain symbols to behave the way we expect.
2021-12-15 16:03:31 +00:00
Geoff Taylor
e0efa927e3
Added CompoundClientException to provide more detail when all providers fail.
2021-12-15 12:24:23 +00:00
Geoff Taylor
92f56b5ac3
Fixed value of USDC when calculating account valuations.
2021-12-15 11:32:22 +00:00
Geoff Taylor
052dc666ad
Checks to make sure response is a dictionary before dereferencing.
2021-12-15 09:41:18 +00:00
Geoff Taylor
1135556a7f
v3.2.7
2021-12-13 23:37:24 +00:00
Geoff Taylor
b4842320e2
Added BNB to non-SPL tokenlist.
2021-12-13 23:36:33 +00:00
Geoff Taylor
33ca64ff96
Merge pull request #18 from blockworks-foundation/dd/bnb-avax-update
...
Updated ids.json to include BNB and AVAX in mainnet and BNB in devnet.2
2021-12-13 23:33:54 +00:00
dd
9cf270d2e8
Updated ids.json to include BNB and AVAX in mainnet and BNB in devnet.2
2021-12-13 18:20:51 -05:00
Geoff Taylor
8bc67e8958
Revert "Updated Solana Token List."
...
They changed the token behind the "ETH" symbol! ETH/USDC now means something different! I'm sure they had a good reason but I'm reverting this until there's a better fix.
This reverts commit 5caf8482ce
.
2021-12-13 19:20:39 +00:00
Geoff Taylor
13ce69211b
Updated dependencies.
2021-12-13 17:31:35 +00:00
Geoff Taylor
5caf8482ce
Updated Solana Token List.
2021-12-13 17:28:33 +00:00
Geoff Taylor
25a028724a
Merge pull request #17 from roelantc/docs-liquidator-quickstart-update
...
Removed broken link LiquidatorQuickstart.md
2021-12-13 17:27:52 +00:00
Roelant Cornelissen
f724694d53
Removed broken link LiquidatorQuickstart.md
2021-12-13 16:15:02 +01:00
Geoff Taylor
dcf57ec4e2
v3.2.6
2021-12-13 14:20:20 +00:00
Geoff Taylor
ea922c6a28
Updated ids.json for devnet LUNA market.
2021-12-13 14:09:27 +00:00
Geoff Taylor
ee3bf5894c
Reduced group not finding a perp market to a warning instead of raising an exception.
2021-12-13 13:56:02 +00:00
Geoff Taylor
34cbd6370a
Downloading trades now tracks change to balance instead of value.
2021-12-13 13:49:54 +00:00
Geoff Taylor
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
Geoff Taylor
bc20564e0b
Explicitly made loggers protected instead of public.
2021-12-13 11:15:24 +00:00
Geoff Taylor
eedf7fd878
Added some debug logging around shifting providers.
2021-12-05 19:12:30 +00:00
Geoff Taylor
23b2d18689
Fixed problem rounding lot sizes.
2021-12-05 19:07:21 +00:00
Geoff Taylor
f7273555c8
Better handling of BlockhashNotFound exception with multiple providers.
2021-12-05 17:57:19 +00:00
Geoff Taylor
1f32899f32
Experimental ability to take multiple cluster URLs and fail over from one to the next on slot errors.
2021-12-05 16:38:49 +00:00
Geoff Taylor
a72d29ca49
Extended freshness check to require fresh data after sending a transaction.
2021-12-04 17:06:57 +00:00
Geoff Taylor
1f865285c1
Trying a new approach to tackle stale data coming back from the RPC server.
2021-12-04 13:56:16 +00:00
Geoff Taylor
47ade1f21a
Added extra debug logging to marketmaker pulses.
2021-12-03 17:04:44 +00:00
Geoff Taylor
b9b21ae43a
Improved wording of cutoff messages when incrementally downloading trades.
2021-12-02 15:38:42 +00:00
Geoff Taylor
0129d79b05
Expanded cutoff for downloading trades so there won't be a race condition even if downloading takes an extremely long time.
2021-12-02 15:11:57 +00:00
Geoff Taylor
793b4be416
Fixed comparison of int+str in OrderType value function.
2021-12-02 10:15:15 +00:00
Geoff Taylor
906e18508c
Fixed bug parsing transaction for error reporting.
2021-12-02 08:48:15 +00:00
Geoff Taylor
c2eecdd80f
Naive start on async/await with CombinableInstruction.execute_async(context).
2021-12-01 19:22:36 +00:00
Geoff Taylor
c35988773d
Added more detail to hedge order logging.
2021-12-01 16:28:27 +00:00
Geoff Taylor
cbedb3d84c
Simpler, clearer approach to connection error handling.
2021-12-01 16:14:30 +00:00
Geoff Taylor
c749df08d6
Fixed bug in show-account-balances that duplicated wallet USDC listing.
2021-12-01 09:26:38 +00:00
Geoff Taylor
4d54be1165
v3.2.5
2021-11-30 17:47:00 +00:00
Geoff Taylor
a307085398
Added AVAX details to static token data.
2021-11-30 17:31:56 +00:00
Geoff Taylor
1438b28752
Updated ids.json for new devnet market.
2021-11-30 17:14:59 +00:00
Geoff Taylor
a81fe68355
Improved TradeHistory - now uses Decimal for fractional numbers, and can load all or update an existing CSV file.
2021-11-30 13:48:27 +00:00
Geoff Taylor
9fdcc21bc0
Added ways to get pandas DataFrames from OrderBooks for some L1, L2 and L3 data.
2021-11-26 17:40:31 +00:00
Geoff Taylor
57a1d2e0e6
Start of work on downloading trades to CSV.
2021-11-26 13:29:21 +00:00
Geoff Taylor
3dceb8e544
Updated client for new parameter to pyserum's get_confirmed_signature_for_address2().
2021-11-25 16:28:30 +00:00
Geoff Taylor
4bba5cb238
Turned off (expensive) PySerum check of transaction size - now running just with our own cheaper/faster version.
2021-11-23 11:25:54 +00:00