4483db480b
Added account state to hedger startup.
2021-08-09 11:35:02 +01:00
9b6f33d7e6
Added --name parameter to programs and context to allow better reporting of errors.
2021-08-09 10:27:47 +01:00
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +01:00
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
613d964051
Perp Accounts accrue benefits in MNGO so improved handling of it.
2021-08-05 15:35:08 +01:00
88d4cb119a
Updated some figures for devnet account setup script.
2021-08-04 20:19:34 +01:00
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
f4af201d3e
Fixed cranking use of openorders accounts in marketmaker.
2021-08-03 19:51:25 +01:00
d5f8e1d7da
Turning off running marketmaking using individual transactions.
2021-08-03 18:44:05 +01:00
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
c90ff010d3
Improved how accounts handle their basket of tokens.
2021-08-03 12:40:00 +01:00
1b87591ae7
Improved context handling of skip_preflight.
2021-08-03 09:14:22 +01:00
0bcf5cfc5a
Improved market output.
2021-08-03 09:13:56 +01:00
2840f52fde
Fixed stub oracle price now the server stub oracle has been updated.
2021-08-03 09:08:47 +01:00
7e7c21c0aa
Marketmaker no longer tries to run instructions in parallel. (I hope this is a temporary fix.)
2021-08-02 17:48:20 +01:00
6f86e83160
Simplified watching. Added inventory watchers.
2021-08-02 17:14:00 +01:00
18935be67e
Fixed spot market crank.
2021-08-02 17:13:50 +01:00
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
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
e93acd3d1b
Added error notifications to marketmaker.
2021-07-31 17:37:51 +01:00
ca3193e0b6
Added account indexing to commands that need it.
2021-07-31 14:43:39 +01:00
b734eeb6cc
Fixed linting problems in stub oracle.
2021-07-31 13:37:26 +01:00
ed178ad4c4
Updated tests for new group.
2021-07-31 13:37:14 +01:00
2a03f60c3b
Fixed incorrect comment.
2021-07-30 22:41:39 +01:00
65c778d48a
Updated ids.json for new Group.
2021-07-30 21:56:57 +01:00
efd24060a8
Added stub oracle code and cache loading.
2021-07-30 20:31:17 +01:00
321dd2142a
Fixed comment in Serum oracle.
2021-07-30 18:09:54 +01:00
cc5b7b2af7
Added some more logging/notifying to watch-minimum-balances.
2021-07-30 17:50:34 +01:00
7cfc1b76ba
Added more logging to watch-minimum-balances.
2021-07-30 17:41:15 +01:00
d3b0c48528
Marketmaker now automatically creates required Spot OpenOrders if it doesn't exist.
2021-07-30 15:41:47 +01:00
45343e4470
Spot place order now auto-creates OpenOrders in same transaction, and updates loaded Account instance.
2021-07-30 09:35:05 +01:00
b75c59599f
Removed debug statements.
2021-07-29 16:22:27 +01:00
e721d6c8e8
Improved Group and Account output. Tied OpenOrders and PerpOpenOrders together with a PlacedOrdersContainer protocol.
2021-07-29 16:19:52 +01:00
5b6d5f2291
Upgraded to new, better devnet group.
2021-07-29 12:38:34 +01:00
c0f2a57938
Fixed error notification problem in watch-minimum-balances.
2021-07-28 19:07:57 +01:00
8af5bbb05a
Fixed problem in quantity_lots_to_value() calculation.
2021-07-28 18:07:47 +01:00
0aa28d6eef
Updated error message to make source of hedge errors clearer.
2021-07-28 17:50:57 +01:00
ab3657958d
Added hedger command. Had to introduce a LotSizeConverter - may expand its use now it's available.
2021-07-28 17:43:58 +01:00
373392cf78
Updated place_order() method to take an Order instead of separate parameters.
2021-07-28 15:29:24 +01:00
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
7bbe476b2e
Fixed watch-minimum-balance threading problems.
2021-07-28 12:31:35 +01:00
ac25b08668
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
2021-07-28 11:05:52 +01:00
d739248ec6
Better handling of unseen events in PerpEventQueue.
2021-07-27 21:49:27 +01:00
bf7b7e33ef
Added file health check to watch-minimum-balances.
2021-07-27 17:21:18 +01:00
7dc86a4e1a
Added watch-minimum-balances command.
2021-07-27 17:07:39 +01:00
c874b83221
Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
2021-07-26 18:07:56 +01:00
2818fb46d2
Fixed problem with position size in ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 16:16:00 +01:00
38b08bdb6d
Removed spread-ratio parameter from marketmaker.
2021-07-26 15:57:38 +01:00
f3546ee217
Added ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 15:47:57 +01:00
Geoff Taylor