Commit Graph

624 Commits

Author SHA1 Message Date
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