Commit Graph

13 Commits

Author SHA1 Message Date
Geoff Taylor d15e953ae7 Refactor of code to work with mypy --strict 2021-11-09 13:23:36 +00:00
Geoff Taylor 53207d1d98 FTX oracle no longer tries to interfere with PERP market names. 2021-09-06 19:26:45 +01:00
Geoff Taylor d5eaa385da Removed rx.core.typing for many classes - using the actual base classes now. 2021-08-17 12:39:55 +01:00
Geoff Taylor 9bd75dc8d2 Websocket now has a force_reconnect() method, plus subscribable disconnect event. 2021-08-09 13:24:33 +01:00
Geoff Taylor f596d571f6 Big change - now uses our own 'Client' which handles some situations better from our point of view:
* Being able to specify commitment on the Client instead of every call.
* Better error handling (more exception details, and specific rate limiting exceptions)
* More obvious return values, instead of always having to dereference "result".
2021-08-07 15:07:19 +01:00
Geoff Taylor 3b23f7e4e7 Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals. 2021-07-26 13:42:03 +01:00
Geoff Taylor 9960713d7d Fixed use of backslash in regular expressions. 2021-07-14 18:28:48 +01:00
Geoff Taylor 9ae3e8a327 Fixed oracles for perp market symbols. 2021-07-14 15:51:32 +01:00
Geoff Taylor 19e4d948d3 Updates to allow some market making on Serum. 2021-07-13 20:01:32 +01:00
Geoff Taylor faf514cde1 Brought up to date for new Group structures. New websocket approach. 2021-07-12 10:57:05 +01:00
Geoff Taylor fab659c244 Improved access to market lookup data.
* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
Geoff Taylor a491d1d851 Added to_streaming_observable() method to OracleProviders. Added polling observable to Pyth and Serum providers, and websocket observable to FTX provider. 2021-06-13 16:01:36 +01:00
Geoff Taylor 6b4ea5925d Added FTX price oracle. 2021-06-12 14:21:07 +01:00