blockworks-foundation
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mango-explorer
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591 Commits 8 Branches 44 Tags 8.8 MiB
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325 Commits

Author SHA1 Message Date
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 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
Geoff Taylor 95acb782f7 Fixed typo in parameter name. 2021-11-22 18:06:07 +00:00
Geoff Taylor db2cbe94c4 Added BiasQuoteOnPositionElement to argument parsing. 2021-11-22 17:29:25 +00:00
Geoff Taylor 6a1a373eb7 Fixed call to calculate pyserum transaction size. 2021-11-22 17:09:39 +00:00
Geoff Taylor 89dea788d3 PerpToSpotHedger now fetches fresh data to check for position changes. 2021-11-22 16:40:35 +00:00
Geoff Taylor 95effd6521 Added BiasQuantityOnPositionElement. 2021-11-22 16:31:52 +00:00
Geoff Taylor 81a63e1974 RoundToLotSizeElement now removes orders where the price or quantity rounds to zero. 2021-11-22 14:38:29 +00:00
Geoff Taylor d2a9946918 Added some experimental JSON output for feedback. 2021-11-19 17:36:25 +00:00
Geoff Taylor e20c7177e5 Marketmaker no longer runs non-essential instructions if there are no orders to cancel or place. 2021-11-18 12:56:29 +00:00
Geoff Taylor e3f1939287 Added MaximumQuantityElement and MinimumQuantityElement. 2021-11-18 12:51:57 +00:00
Geoff Taylor f8db78a630 Added a TopOfBookElement to the marketmaker. 2021-11-17 18:45:57 +00:00
Geoff Taylor 88b0198f13 Added faster calculation for transaction size - running it and original method together for now for comparison. 2021-11-17 17:27:42 +00:00
Geoff Taylor c837b21e7e Fixed use of version command in docker. 2021-11-16 18:58:57 +00:00
Geoff Taylor 4b517bd614 Trying to improve visibility of version information. 2021-11-16 18:01:44 +00:00
Geoff Taylor e171b57445 Initial work on show-funding-rates. 2021-11-15 20:39:29 +00:00
Geoff Taylor 5f7bd3c04c Added interest rate calculations. Moved TokenInfo to TokenBank. 2021-11-13 19:23:11 +00:00
Geoff Taylor dce252ee1f Fixed problem depositing and withdrawing shared quote token. 2021-11-12 19:31:24 +00:00
Geoff Taylor 88cb2fcdd4 Refactored Group and Account to remove requirement for Group to load all Root Banks. 2021-11-11 11:56:29 +00:00
Geoff Taylor 393ff6a899 Added unit tests for slot accessors in Group and Account. 2021-11-10 17:46:54 +00:00
Geoff Taylor 4b3c1eecd9 Fixed problem accessing quote root bank. 2021-11-09 21:21:13 +00:00
Geoff Taylor 3f4ec995f0 Group and Account slots now contain their own matching indices. 2021-11-09 21:08:06 +00:00
Geoff Taylor e2d0853d3f Fixed problem finding market index by instrument. 2021-11-09 20:15:43 +00:00
Geoff Taylor 01cfae7fa4 Fixed problems with redeem-mango 2021-11-09 19:54:50 +00:00
Geoff Taylor d15e953ae7 Refactor of code to work with mypy --strict 2021-11-09 13:23:36 +00:00
Geoff Taylor 0970028232 Fixed TokenInfo's use of Instrument. 2021-11-08 12:56:07 +00:00
Geoff Taylor e69e60b3ed Refactored MarketOperations and MarketInstructionBuilder. 2021-11-08 12:43:11 +00:00
Geoff Taylor 01e121ad49 Refactored SpotMarketInfo and PerpMarketInfo. 2021-11-08 11:54:50 +00:00
Geoff Taylor 199c39130d Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token. 2021-11-08 11:39:09 +00:00
Geoff Taylor 4a24f3df55 Some fixes for health calculations WIP. 2021-11-04 15:36:14 +00:00
Geoff Taylor a41a63da14 Fixes to allow a perp market with no spot market. 2021-11-01 18:41:31 +00:00
Geoff Taylor b06bf591da Start of work on more user-friendly account valuation. 2021-11-01 16:16:54 +00:00
Geoff Taylor 27c5e676f3 Refactored notifications. 2021-10-28 12:19:18 +01:00
Geoff Taylor 500cff9632 Fixed PerpMarketDetails behaviour when there is no liquidity mining ongoing. 2021-10-28 11:54:29 +01:00
Geoff Taylor 56599a1037 Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage. 2021-10-26 18:45:04 +01:00
Geoff Taylor c2615218e3 Made more marketmaker Elements work with order 'levels' and take multiple values for different levels. 2021-10-24 16:09:07 +01:00
Geoff Taylor efbc3fb28e Added some debug lines to clarify a canking problem. 2021-10-23 17:40:16 +01:00
Geoff Taylor c17d04152b FixedPositionSizeElement can now take multiple fixed position sizes and properly apply them. 2021-10-23 13:44:30 +01:00
Geoff Taylor ca1c114371 Updated AfterAccumulatedDepthElement to take depth and adjustment parameters. 2021-10-22 15:31:31 +01:00