Commit Graph

790 Commits

Author SHA1 Message Date
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
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
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
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
[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