Geoff Taylor
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97c83518bb
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Updated Marketmaker Quickstart to allow running docker as root or non-root.
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2021-08-28 18:13:48 +01:00 |
Geoff Taylor
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1d8b2d4f2e
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Updated Marketmaker Quickstart to use ensure-account instead of init-account.
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2021-08-28 12:13:03 +01:00 |
Geoff Taylor
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c7399a11d2
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Added Marketmaking Quickstart.
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2021-08-27 20:37:41 +01:00 |
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 |
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 |
Geoff Taylor
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ed50880ef8
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Gave Quickstart an overdue (but incomplete) update.
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2021-08-26 16:58:33 +01:00 |
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 |
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 |
Geoff Taylor
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f3f923ac6a
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Changed marketmaker default update mode to POLL (from WEBSOCKET).
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2021-08-26 14:04:04 +01:00 |
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 |
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 |
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 |
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 |
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 |
Geoff Taylor
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6baa336c34
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Fixed failing test.
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2021-08-25 20:57:43 +01:00 |
Geoff Taylor
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df6f817969
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Added a ws_pong health check for watch-minimum-balances.
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2021-08-25 20:40:32 +01:00 |
dafyddd
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61728870a1
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Merge pull request #4 from blockworks-foundation/dd/misc
updated ids.json
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2021-08-25 14:17:46 -04:00 |
dd
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f33b432803
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updated ids.json
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2021-08-25 14:16:24 -04:00 |
Geoff Taylor
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8096483de5
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Removed CLUSTER_URL parameter to crank-market-service now we have better environment variable handling in the code.
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2021-08-25 18:30:21 +01:00 |
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 |
Geoff Taylor
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4a635d9ad7
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Merge pull request #2 from blockworks-foundation/dd/emptybookerr
top_ask and top_bid now return None if book is empty.
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2021-08-25 17:08:10 +01:00 |
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 |
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 |
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 |
Geoff Taylor
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a8dd489601
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Added a nicer log mess when biasing marketmaker orders.
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2021-08-23 15:55:10 +01:00 |
Geoff Taylor
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bf3624ae16
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Updated Makefile to be able to build latest or experimental docker images.
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2021-08-23 15:40:51 +01:00 |
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 |
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 |
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 |
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 |
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 |
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 |
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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20af8e7eeb
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Now logs context when starting marketmaker.
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2021-08-19 23:02:53 +01:00 |
Geoff Taylor
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46c768e11b
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Fixed loading of some context parameters.
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2021-08-19 22:59:36 +01:00 |
Geoff Taylor
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5a76874466
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Updated for new group.
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2021-08-19 22:23:19 +01:00 |
Geoff Taylor
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ccd7e869c8
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Fixed problem with default for --confidence-interval-level.
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2021-08-19 19:03:54 +01:00 |
Geoff Taylor
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7a40ac6e25
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Added default for marketmaker --confidence-interval-level.
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2021-08-19 18:22:56 +01:00 |
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 |
Geoff Taylor
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e3cb7720db
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random-taker now randomises position size, but with a ceiling.
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2021-08-19 17:27:52 +01:00 |
Geoff Taylor
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0f765c471f
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Plugged ensure-account into setup-devnet-account.
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2021-08-19 13:06:31 +01:00 |
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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f8ce3d52e0
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Updated to new ids.json.
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2021-08-19 09:49:57 +01:00 |
Geoff Taylor
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a96b67e729
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Improved transaction exception reporting.
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2021-08-19 09:46:54 +01:00 |