Aaron Critchley
b0c1805f4f
Restore original imports
2021-12-30 00:33:08 +00:00
Aaron Critchley
a07f5f6d20
Implement suggested comments
2021-12-30 00:32:24 +00:00
Geoff Taylor
8b8d0da9cb
Merge pull request #23 from AaronCritchley/patch-2
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MINOR: Correct a broken link in the README
2021-12-29 13:25:39 +00:00
Aaron Critchley
2c69af614d
MINOR: Correct a broken link in the README
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One char change to fix the broken link to the example market making script
2021-12-28 21:24:44 +00:00
Aaron Critchley
d74d773e25
Correct accidental removal of `os` import
2021-12-28 21:11:57 +00:00
Aaron Critchley
63dd3f3f90
Update the brief example in the README.md
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The existing example is not functional, mostly because of the change from `load_orders` -> `load_orderbook`. This commit amends the example to be functional, with a small change to place the order at a value we'd typically expect to see in the orderbook representation rather than a fixed $ value, which is hopefully a bit easier for a first time user to understand when they can see their order in the orderbook.
I have kept the `print` convention of the existing example,
2021-12-28 21:09:55 +00:00
Geoff Taylor
5e697a3bd8
Fixed problem parsing price information in random taker script.
2021-12-27 15:50:01 +00:00
Geoff Taylor
f17def5166
Added Pypi version 'shield' image to README.md
2021-12-27 13:11:02 +00:00
Geoff Taylor
646855d7b1
Updated README.md
2021-12-27 13:07:49 +00:00
Geoff Taylor
ebabcb1445
Added --hedging-action-threshold documentation.
2021-12-24 11:29:45 +00:00
Geoff Taylor
904a8c0667
v3.2.10
2021-12-24 11:14:38 +00:00
Geoff Taylor
277e2534d9
Added PERPORDERBOOKSIDE to AccountInfo converters.
2021-12-22 20:03:51 +00:00
Geoff Taylor
eac3e89913
Added default stale data retry of 10 with 0.1 second pauses between.
2021-12-21 17:11:58 +00:00
Geoff Taylor
24f4aaf840
Added a hedging action threshold to marketmaker.
2021-12-21 17:07:48 +00:00
Geoff Taylor
b08dd10adc
v3.2.9
2021-12-20 18:58:35 +00:00
Geoff Taylor
e644d08f47
Fixed some linting issues.
2021-12-20 18:09:51 +00:00
Geoff Taylor
322b02429a
Merge pull request #20 from ochaloup/20211612_top-bids-fix
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[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
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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."
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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
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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
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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