Geoff Taylor
|
e3f1939287
|
Added MaximumQuantityElement and MinimumQuantityElement.
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2021-11-18 12:51:57 +00:00 |
|
Geoff Taylor
|
f8db78a630
|
Added a TopOfBookElement to the marketmaker.
|
2021-11-17 18:45:57 +00:00 |
|
Geoff Taylor
|
88b0198f13
|
Added faster calculation for transaction size - running it and original method together for now for comparison.
|
2021-11-17 17:27:42 +00:00 |
|
Geoff Taylor
|
c837b21e7e
|
Fixed use of version command in docker.
|
2021-11-16 18:58:57 +00:00 |
|
Geoff Taylor
|
4b517bd614
|
Trying to improve visibility of version information.
|
2021-11-16 18:01:44 +00:00 |
|
Geoff Taylor
|
e171b57445
|
Initial work on show-funding-rates.
|
2021-11-15 20:39:29 +00:00 |
|
Geoff Taylor
|
5f7bd3c04c
|
Added interest rate calculations. Moved TokenInfo to TokenBank.
|
2021-11-13 19:23:11 +00:00 |
|
Geoff Taylor
|
dce252ee1f
|
Fixed problem depositing and withdrawing shared quote token.
|
2021-11-12 19:31:24 +00:00 |
|
Geoff Taylor
|
88cb2fcdd4
|
Refactored Group and Account to remove requirement for Group to load all Root Banks.
|
2021-11-11 11:56:29 +00:00 |
|
Geoff Taylor
|
393ff6a899
|
Added unit tests for slot accessors in Group and Account.
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2021-11-10 17:46:54 +00:00 |
|
Geoff Taylor
|
4b3c1eecd9
|
Fixed problem accessing quote root bank.
|
2021-11-09 21:21:13 +00:00 |
|
Geoff Taylor
|
3f4ec995f0
|
Group and Account slots now contain their own matching indices.
|
2021-11-09 21:08:06 +00:00 |
|
Geoff Taylor
|
e2d0853d3f
|
Fixed problem finding market index by instrument.
|
2021-11-09 20:15:43 +00:00 |
|
Geoff Taylor
|
01cfae7fa4
|
Fixed problems with redeem-mango
|
2021-11-09 19:54:50 +00:00 |
|
Geoff Taylor
|
d15e953ae7
|
Refactor of code to work with mypy --strict
|
2021-11-09 13:23:36 +00:00 |
|
Geoff Taylor
|
0970028232
|
Fixed TokenInfo's use of Instrument.
|
2021-11-08 12:56:07 +00:00 |
|
Geoff Taylor
|
e69e60b3ed
|
Refactored MarketOperations and MarketInstructionBuilder.
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2021-11-08 12:43:11 +00:00 |
|
Geoff Taylor
|
01e121ad49
|
Refactored SpotMarketInfo and PerpMarketInfo.
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2021-11-08 11:54:50 +00:00 |
|
Geoff Taylor
|
199c39130d
|
Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token.
|
2021-11-08 11:39:09 +00:00 |
|
Geoff Taylor
|
4a24f3df55
|
Some fixes for health calculations WIP.
|
2021-11-04 15:36:14 +00:00 |
|
Geoff Taylor
|
a41a63da14
|
Fixes to allow a perp market with no spot market.
|
2021-11-01 18:41:31 +00:00 |
|
Geoff Taylor
|
b06bf591da
|
Start of work on more user-friendly account valuation.
|
2021-11-01 16:16:54 +00:00 |
|
Geoff Taylor
|
27c5e676f3
|
Refactored notifications.
|
2021-10-28 12:19:18 +01:00 |
|
Geoff Taylor
|
500cff9632
|
Fixed PerpMarketDetails behaviour when there is no liquidity mining ongoing.
|
2021-10-28 11:54:29 +01:00 |
|
Geoff Taylor
|
56599a1037
|
Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage.
|
2021-10-26 18:45:04 +01:00 |
|
Geoff Taylor
|
c2615218e3
|
Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
|
2021-10-24 16:09:07 +01:00 |
|
Geoff Taylor
|
efbc3fb28e
|
Added some debug lines to clarify a canking problem.
|
2021-10-23 17:40:16 +01:00 |
|
Geoff Taylor
|
c17d04152b
|
FixedPositionSizeElement can now take multiple fixed position sizes and properly apply them.
|
2021-10-23 13:44:30 +01:00 |
|
Geoff Taylor
|
ca1c114371
|
Updated AfterAccumulatedDepthElement to take depth and adjustment parameters.
|
2021-10-22 15:31:31 +01:00 |
|
Geoff Taylor
|
e32e5043cf
|
Fixed problem with SOL collateral calculations.
|
2021-10-21 20:18:57 +01:00 |
|
Geoff Taylor
|
7f300f6ee0
|
Added more debug information for MinimumChargeElement.
|
2021-10-21 19:57:01 +01:00 |
|
Geoff Taylor
|
6bbf30d271
|
Added NodeBank to accountconverter so show-address will work with it.
|
2021-10-19 17:55:47 +01:00 |
|
Geoff Taylor
|
57b7e4e99c
|
Cleaned up call to PLACE_SPOT_ORDER_2 using fee discount address.
|
2021-10-19 14:17:55 +01:00 |
|
Geoff Taylor
|
4bcabbffa6
|
Fixed problem with importing mango package preventing successful running of logging.basicConfig() after.
|
2021-10-19 12:28:54 +01:00 |
|
Geoff Taylor
|
c578892bd2
|
Fixed problem with estimated end time of period in liquidity mining info.
|
2021-10-18 16:40:41 +01:00 |
|
Geoff Taylor
|
c7090bfb95
|
Fixed UTC timezone issue in PerpMarketDetails.
|
2021-10-16 12:50:10 +01:00 |
|
Geoff Taylor
|
84173b65c9
|
Added some basic IDL parsing so code can expand log messages with events.
|
2021-10-15 20:37:43 +01:00 |
|
Geoff Taylor
|
69f2fd49d6
|
Added --hedging-target-balance parameter to marketmaker.
|
2021-10-15 17:27:09 +01:00 |
|
Geoff Taylor
|
92c09a0a1b
|
Fixed perp placement of POST_ONLY_SLIDE orders.
|
2021-10-15 15:27:03 +01:00 |
|
Geoff Taylor
|
6aa28b0897
|
Added POST_ONLY_SLIDE order type.
|
2021-10-15 14:34:32 +01:00 |
|
Geoff Taylor
|
5200add28f
|
Added BiasQuoteElement as possible marketmaker chain element.
|
2021-10-15 14:21:54 +01:00 |
|
Geoff Taylor
|
eb356f42cd
|
Dates loaded from Mango datafiles are always UTC.
|
2021-10-14 11:55:45 +01:00 |
|
Geoff Taylor
|
b46d6bd0d2
|
Added QuoteSingleSideElement for marketmaker.
|
2021-10-14 09:42:09 +01:00 |
|
Geoff Taylor
|
22952d9ffb
|
Now call PLACE_SPOT_ORDER_2 instead of PLACE_SPOT_ORDER.
|
2021-10-13 18:42:15 +01:00 |
|
Geoff Taylor
|
6bdafd8805
|
Fixed warning on possibly-missing fee discount address.
|
2021-10-12 15:58:52 +01:00 |
Geoff Taylor
|
5cdb3ab9a7
|
Merge pull request #7 from nathan7432/main
specify encoding as utf-8 when reading json files
|
2021-10-12 15:37:21 +01:00 |
Nathan Pirhalla
|
ad9dd78c1a
|
specify encoding as utf-8
|
2021-10-12 09:53:54 -04:00 |
|
Geoff Taylor
|
f6f1f0bc1a
|
Added devnet MSRM details. Fixed passing of MSRM vault if it's being used.
|
2021-10-12 11:22:32 +01:00 |
|
Nathan Pirhalla
|
fe6c208607
|
fix error when opening json file
|
2021-10-11 14:39:03 -04:00 |
|
Geoff Taylor
|
3587ce1b26
|
Made mango-explorer a pip-installable package.
|
2021-10-11 17:08:54 +01:00 |
|
Geoff Taylor
|
defbfd8c89
|
Cleaned up OrderChain Element construction.
|
2021-10-08 19:55:38 +01:00 |
|
Geoff Taylor
|
8257902003
|
Removed use of pyston in commands.
|
2021-10-08 18:15:40 +01:00 |
|
Geoff Taylor
|
1e3ed32fe4
|
Fixed data file handling to allow Nuitka compilation.
|
2021-10-08 17:30:20 +01:00 |
|
Geoff Taylor
|
747e9e2006
|
Updated ids.json with usable public node. Added code to find ids.json in different possible locations.
|
2021-10-07 17:05:43 +01:00 |
|
Geoff Taylor
|
64817c739a
|
Improved perp-to-spot hedging, added documentation on hedging.
|
2021-10-06 15:39:41 +01:00 |
|
Geoff Taylor
|
19f6a79d52
|
Added ability of ratios and minimumcharge elements to work with bid+ask instead of mid price.
|
2021-10-05 20:43:56 +01:00 |
|
Geoff Taylor
|
930aaef449
|
Updated RootBank output rounding (only applies to display).
|
2021-10-05 11:21:13 +01:00 |
|
Geoff Taylor
|
a02f8f54aa
|
Added simple RootBank parsing tests.
|
2021-10-05 10:47:41 +01:00 |
|
Geoff Taylor
|
3ccca8bd01
|
Start of work on account calculations.
|
2021-10-04 18:27:07 +01:00 |
|
Geoff Taylor
|
26aabd23e9
|
Simplified and improved marketmaker hedging.
|
2021-10-02 12:28:16 +01:00 |
|
Geoff Taylor
|
2f11f99b18
|
Improved some exception messages and handling.
|
2021-10-01 14:51:39 +01:00 |
|
Geoff Taylor
|
6306e1e65a
|
Improved model state and marketoperations. Some work on hedging.
|
2021-09-30 18:53:33 +01:00 |
|
Geoff Taylor
|
5c0fc63151
|
Fixed exception message.
|
2021-09-30 14:21:58 +01:00 |
|
Geoff Taylor
|
1d38327d88
|
Trying to clean up exception details in logging by re-using the raised transaction on BlockhashNotFound.
|
2021-09-30 14:04:31 +01:00 |
|
Geoff Taylor
|
0fcd5924d8
|
Made exceptions more detailed and consistent.
|
2021-09-30 12:08:01 +01:00 |
|
Geoff Taylor
|
4310a91c4b
|
Debug logging now outputs the version details.
|
2021-09-30 11:54:43 +01:00 |
|
Geoff Taylor
|
59936b08d5
|
Added distinctness to fetching blockhashes, if caching.
|
2021-09-30 11:23:33 +01:00 |
|
Geoff Taylor
|
68e31dbfcb
|
Added BlockhashNotFoundException and NodeIsBehindException to make it easier for client code to shift behaviour when these situations arise.
|
2021-09-30 10:48:55 +01:00 |
|
Geoff Taylor
|
0600450f01
|
Better debug output of context and arguments.
|
2021-09-30 08:54:12 +01:00 |
|
Geoff Taylor
|
90dd111c95
|
Fixed problem calculating top bid.
|
2021-09-29 18:59:28 +01:00 |
|
Geoff Taylor
|
66e137e726
|
Fixed bug where PreventPostOnlyCrossingBookElement wouldn't change orders if there wasn't both a top bid and a top ask.
|
2021-09-29 18:03:25 +01:00 |
|
Geoff Taylor
|
58135ea101
|
Added a show-liquidity-mining-info command to display liquidity mining details.
|
2021-09-23 12:30:59 +01:00 |
|
Geoff Taylor
|
71ecc5faef
|
Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing.
|
2021-09-22 17:30:29 +01:00 |
|
Geoff Taylor
|
3ac729ac5c
|
Updated show-token-balance to work with any wallet address and mint.
|
2021-09-16 17:40:19 +01:00 |
|
Geoff Taylor
|
43be1fa192
|
Can now use a separate commitment for fetching the recent blockhash.
|
2021-09-16 15:36:52 +01:00 |
|
Geoff Taylor
|
47dcfae63d
|
Added base64+zstd as a compression option for encoding.
|
2021-09-15 20:44:28 +01:00 |
|
Geoff Taylor
|
9f74952444
|
Added --encoding parameter.
|
2021-09-15 19:27:07 +01:00 |
|
Geoff Taylor
|
8659ebb6fc
|
Removed some debugging information.
|
2021-09-14 17:24:22 +01:00 |
|
Geoff Taylor
|
8596a4aa58
|
Fixed spot fee discount address to use MSRM or SRM vault.
|
2021-09-13 16:15:20 +01:00 |
|
Geoff Taylor
|
7c17f5cbc4
|
Added --log-suppress-timestamp parameter. Centralised much CLI argument handling.
|
2021-09-13 14:05:19 +01:00 |
|
Geoff Taylor
|
4310cc7e2a
|
Brought V2 changes to get_multiple_accounts() across to V3.
|
2021-09-13 12:17:19 +01:00 |
|
Geoff Taylor
|
5aae1f5aab
|
Improved output of instructions when over 1232-byte limit.
|
2021-09-09 19:02:17 +01:00 |
|
Geoff Taylor
|
fe6af5f2b3
|
Fixed problem with lot size conversion and rounding.
|
2021-09-09 17:17:23 +01:00 |
|
Geoff Taylor
|
8c42537572
|
Updated SpotCollateralCalculator to take tokens in OpenOrders into account.
|
2021-09-09 14:10:34 +01:00 |
|
Geoff Taylor
|
70a038ffd9
|
Added a --blockhash-cache-duration parameter.
|
2021-09-07 21:44:48 +01:00 |
|
Geoff Taylor
|
ce25003a2c
|
Added caching to get_recent_blockhash().
|
2021-09-07 21:12:37 +01:00 |
|
Geoff Taylor
|
e6eaeaeed1
|
Now use a monotonic time (in milliseconds, with collision avoidance) for client IDs to help with some other systems.
|
2021-09-07 19:07:22 +01:00 |
|
Geoff Taylor
|
75be37fbd9
|
Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept.
|
2021-09-07 18:40:34 +01:00 |
|
Geoff Taylor
|
b4406a13d9
|
sweep command now takes a target balance.
|
2021-09-06 21:38:12 +01:00 |
|
Geoff Taylor
|
53207d1d98
|
FTX oracle no longer tries to interfere with PERP market names.
|
2021-09-06 19:26:45 +01:00 |
|
Geoff Taylor
|
920ac364af
|
Fixed incorrect error message in argument exception.
|
2021-09-06 18:21:38 +01:00 |
|
Geoff Taylor
|
f4af4960d7
|
Added new OrderChain elements. Removed Serum oracle and added Market oracle (which includes Serum oracle functionality plus more). Expanded chain documentation and added oracle documentation.
|
2021-09-06 17:07:26 +01:00 |
|
Geoff Taylor
|
2a424aa2d1
|
Added sweep command to sell all tokens in a market.
|
2021-09-02 18:51:43 +01:00 |
|
Geoff Taylor
|
8624afabdc
|
Replaced command switch --account-index with --account-address because of inconsistent results when fetching multiple accounts - they could come back with different indices.
|
2021-09-02 17:19:17 +01:00 |
|
Geoff Taylor
|
71ba03935f
|
Added send_transaction response to debug log.
|
2021-09-02 15:23:53 +01:00 |
|
Geoff Taylor
|
652296856b
|
Added some logging to head elements of orderchain.
|
2021-09-02 13:30:53 +01:00 |
|
Geoff Taylor
|
1d4e24ea38
|
ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
|
2021-09-02 13:11:35 +01:00 |
|
Geoff Taylor
|
39c591fc6f
|
Made order chain more configurable, added MarketmakingOrderChain to docs.
|
2021-09-02 12:01:41 +01:00 |
|
Geoff Taylor
|
d7b36c355c
|
Now uses a fresh ThreadPoolScheduler every time instead of one per Context.
|
2021-09-02 08:30:06 +01:00 |
|
Geoff Taylor
|
86f7933bcb
|
Fixed problem calculating the proper tick under/over the top orderbook prices.
|
2021-09-01 18:33:38 +01:00 |