Geoff Taylor
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52e9201074
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Improved sorting of public keys, and added test to make sure our sort order matches Rust's.
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2022-01-10 14:38:05 +00:00 |
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Geoff Taylor
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627a68a166
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Found an account where our calculations didn't match reality, so fixed bug and added it to testdata.
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2022-01-08 17:34:32 +00:00 |
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Geoff Taylor
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70efa5f869
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Removed include_unsettled_quote parameter in health calculation.
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2022-01-07 17:40:48 +00:00 |
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Geoff Taylor
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547ba1fe05
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Added debug log of transaction signature.
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2022-01-07 17:40:17 +00:00 |
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Geoff Taylor
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d8e61625cf
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Preliminary use of DataFrame calculations on Accounts.
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2022-01-06 16:34:18 +00:00 |
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Geoff Taylor
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4a6b899af3
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Fixed deprecation warning for move of Python's Sequence base class from collections to collections.abc.
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2021-12-31 11:57:42 +00:00 |
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Geoff Taylor
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277e2534d9
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Added PERPORDERBOOKSIDE to AccountInfo converters.
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2021-12-22 20:03:51 +00:00 |
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Geoff Taylor
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eac3e89913
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Added default stale data retry of 10 with 0.1 second pauses between.
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2021-12-21 17:11:58 +00:00 |
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Geoff Taylor
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24f4aaf840
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Added a hedging action threshold to marketmaker.
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2021-12-21 17:07:48 +00:00 |
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Geoff Taylor
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e644d08f47
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Fixed some linting issues.
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2021-12-20 18:09:51 +00:00 |
Ondra Chaloupka
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5a05c88a17
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[orderbook][top-bids] fixing top bids processing + reverse reversed bids processing
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2021-12-20 00:01:05 +01:00 |
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Geoff Taylor
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1858cc21ab
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Fixed fee calculations in downloaded trades.
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2021-12-16 17:32:40 +00:00 |
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Geoff Taylor
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c6900afebf
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Fixed decimal issues with ADA, BNB and AVAX.
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2021-12-15 18:15:26 +00:00 |
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Geoff Taylor
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76ba4b8c64
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Automatically fetch a blockhash on replacing BlockhashCache - fixes problem where a KeyError is raised instead of the expected ValueError.
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2021-12-15 17:22:29 +00:00 |
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Geoff Taylor
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d4c6b4bf2c
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HTTPErrors now cause a provider switch. Updated CompoundException to work with any Exception, not just a ClientException.
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2021-12-15 16:36:11 +00:00 |
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Geoff Taylor
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66f996ec47
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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.
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2021-12-15 16:03:31 +00:00 |
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Geoff Taylor
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e0efa927e3
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Added CompoundClientException to provide more detail when all providers fail.
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2021-12-15 12:24:23 +00:00 |
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Geoff Taylor
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92f56b5ac3
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Fixed value of USDC when calculating account valuations.
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2021-12-15 11:32:22 +00:00 |
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Geoff Taylor
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052dc666ad
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Checks to make sure response is a dictionary before dereferencing.
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2021-12-15 09:41:18 +00:00 |
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Geoff Taylor
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ee3bf5894c
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Reduced group not finding a perp market to a warning instead of raising an exception.
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2021-12-13 13:56:02 +00:00 |
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Geoff Taylor
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34cbd6370a
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Downloading trades now tracks change to balance instead of value.
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2021-12-13 13:49:54 +00:00 |
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Geoff Taylor
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62b0332439
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Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
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2021-12-13 12:06:42 +00:00 |
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Geoff Taylor
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bc20564e0b
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Explicitly made loggers protected instead of public.
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2021-12-13 11:15:24 +00:00 |
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Geoff Taylor
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eedf7fd878
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Added some debug logging around shifting providers.
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2021-12-05 19:12:30 +00:00 |
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Geoff Taylor
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23b2d18689
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Fixed problem rounding lot sizes.
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2021-12-05 19:07:21 +00:00 |
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Geoff Taylor
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f7273555c8
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Better handling of BlockhashNotFound exception with multiple providers.
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2021-12-05 17:57:19 +00:00 |
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Geoff Taylor
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1f32899f32
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Experimental ability to take multiple cluster URLs and fail over from one to the next on slot errors.
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2021-12-05 16:38:49 +00:00 |
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Geoff Taylor
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a72d29ca49
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Extended freshness check to require fresh data after sending a transaction.
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2021-12-04 17:06:57 +00:00 |
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Geoff Taylor
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1f865285c1
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Trying a new approach to tackle stale data coming back from the RPC server.
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2021-12-04 13:56:16 +00:00 |
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Geoff Taylor
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47ade1f21a
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Added extra debug logging to marketmaker pulses.
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2021-12-03 17:04:44 +00:00 |
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Geoff Taylor
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b9b21ae43a
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Improved wording of cutoff messages when incrementally downloading trades.
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2021-12-02 15:38:42 +00:00 |
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Geoff Taylor
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0129d79b05
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Expanded cutoff for downloading trades so there won't be a race condition even if downloading takes an extremely long time.
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2021-12-02 15:11:57 +00:00 |
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Geoff Taylor
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793b4be416
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Fixed comparison of int+str in OrderType value function.
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2021-12-02 10:15:15 +00:00 |
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Geoff Taylor
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906e18508c
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Fixed bug parsing transaction for error reporting.
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2021-12-02 08:48:15 +00:00 |
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Geoff Taylor
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c2eecdd80f
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Naive start on async/await with CombinableInstruction.execute_async(context).
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2021-12-01 19:22:36 +00:00 |
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Geoff Taylor
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c35988773d
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Added more detail to hedge order logging.
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2021-12-01 16:28:27 +00:00 |
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Geoff Taylor
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cbedb3d84c
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Simpler, clearer approach to connection error handling.
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2021-12-01 16:14:30 +00:00 |
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Geoff Taylor
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a81fe68355
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Improved TradeHistory - now uses Decimal for fractional numbers, and can load all or update an existing CSV file.
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2021-11-30 13:48:27 +00:00 |
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Geoff Taylor
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9fdcc21bc0
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Added ways to get pandas DataFrames from OrderBooks for some L1, L2 and L3 data.
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2021-11-26 17:40:31 +00:00 |
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Geoff Taylor
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57a1d2e0e6
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Start of work on downloading trades to CSV.
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2021-11-26 13:29:21 +00:00 |
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Geoff Taylor
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3dceb8e544
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Updated client for new parameter to pyserum's get_confirmed_signature_for_address2().
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2021-11-25 16:28:30 +00:00 |
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Geoff Taylor
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4bba5cb238
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Turned off (expensive) PySerum check of transaction size - now running just with our own cheaper/faster version.
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2021-11-23 11:25:54 +00:00 |
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Geoff Taylor
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95acb782f7
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Fixed typo in parameter name.
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2021-11-22 18:06:07 +00:00 |
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Geoff Taylor
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db2cbe94c4
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Added BiasQuoteOnPositionElement to argument parsing.
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2021-11-22 17:29:25 +00:00 |
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Geoff Taylor
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6a1a373eb7
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Fixed call to calculate pyserum transaction size.
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2021-11-22 17:09:39 +00:00 |
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Geoff Taylor
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89dea788d3
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PerpToSpotHedger now fetches fresh data to check for position changes.
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2021-11-22 16:40:35 +00:00 |
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Geoff Taylor
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95effd6521
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Added BiasQuantityOnPositionElement.
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2021-11-22 16:31:52 +00:00 |
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Geoff Taylor
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81a63e1974
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RoundToLotSizeElement now removes orders where the price or quantity rounds to zero.
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2021-11-22 14:38:29 +00:00 |
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Geoff Taylor
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d2a9946918
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Added some experimental JSON output for feedback.
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2021-11-19 17:36:25 +00:00 |
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Geoff Taylor
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e20c7177e5
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Marketmaker no longer runs non-essential instructions if there are no orders to cancel or place.
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2021-11-18 12:56:29 +00:00 |