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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d15e953ae7
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Refactor of code to work with mypy --strict
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2021-11-09 13:23:36 +00:00 |
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Geoff Taylor
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199c39130d
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Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token.
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2021-11-08 11:39:09 +00:00 |
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Geoff Taylor
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6306e1e65a
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Improved model state and marketoperations. Some work on hedging.
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2021-09-30 18:53:33 +01:00 |
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Geoff Taylor
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261848f325
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Big renaming of Context properties to make them more consistent and appropriate.
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2021-08-26 10:31:02 +01:00 |
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Geoff Taylor
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3419c89033
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Moved marketmaker to an 'orderchain' model.
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2021-08-22 19:48:20 +01:00 |
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Geoff Taylor
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ec37c14d03
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Added ensure-account and ensure-open-orders commands.
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2021-08-19 11:00:39 +01:00 |
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Geoff Taylor
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d22a09f208
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Added market 'stubs' to allow for delayed loading of markets.
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2021-07-23 11:42:22 +01:00 |
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Geoff Taylor
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8fe48de527
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Moved functionality into *Market objects.
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2021-07-23 10:20:44 +01:00 |
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Geoff Taylor
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9f99ecf650
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Updated SimpleMarketMaker so it could run well against pure Serum markets.
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2021-07-14 14:03:51 +01:00 |
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Geoff Taylor
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19e4d948d3
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Updates to allow some market making on Serum.
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2021-07-13 20:01:32 +01:00 |
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Geoff Taylor
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3e4ba1052c
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Initial work on placing/cancelling spot market orders.
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2021-06-30 14:08:37 +01:00 |
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Geoff Taylor
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b8dc12a3e6
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Separated out token and market lookups.
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2021-06-25 11:10:41 +01:00 |
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Geoff Taylor
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858cee248b
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Now uses ReportingAccountLiquidator even when using NullAccountLiquidator.
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2021-06-19 19:55:23 +01:00 |
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Geoff Taylor
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fab659c244
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Improved access to market lookup data.
* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
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2021-06-18 13:50:33 +01:00 |
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Geoff Taylor
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83d1702691
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Added code to fetch prices from the Pyth Network.
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2021-06-10 21:28:29 +01:00 |