5a234684b0
Fixed incorrect program names in exception handlers.
2021-06-20 19:34:59 +01:00
858cee248b
Now uses ReportingAccountLiquidator even when using NullAccountLiquidator.
2021-06-19 19:55:23 +01:00
fab659c244
Improved access to market lookup data.
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* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
80ba1e0d4b
Moved to a more event-driven, observable-based liquidator.
2021-06-17 16:30:40 +01:00
aac32ba716
Wallet can now be loaded from environment.
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* Centralised configuration of Wallet from command-line
* Added loading Wallet from environment variables
* Improved command-line handling of many commands
2021-06-17 12:06:39 +01:00
7078ef4722
Removed default context objects - now have static method on Context object: Context.default().
2021-06-17 11:18:35 +01:00
f63592878f
Added command notify-below-minimum-sol-balance to send a notification if a monitored account is running out of SOLs.
2021-06-16 16:06:47 +01:00
d0595b8673
Updated SimpleMarketMaker based on suggestions from Brian.
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* Cleans up existing orders on startup, in case recovering from a previous crash.
* Can now leave existing orders in place (instead of cancelling and creating fresh) if price and size are within tolerance.
2021-06-16 12:06:12 +01:00
81f386f114
Introduced a SimpleMarketMaker.
2021-06-15 23:30:11 +01:00
0fae7679f7
Separated out logic to determine liquidatability of margin account into a more testable setup.
2021-06-15 17:30:25 +01:00
36446c2567
Fixed problem passing empty OpenOrders accounts in instructions.
2021-06-13 22:02:02 +01:00
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
c3ac807fce
Moved oracles to their own packages.
2021-06-11 16:51:41 +01:00
b47bd6f6f3
Added Serum oracle.
2021-06-11 12:43:47 +01:00
83d1702691
Added code to fetch prices from the Pyth Network.
2021-06-10 21:28:29 +01:00
4294fbebe7
Fixed problem using Wrapped SOL with Serum.
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* Fixes problems with liquidator re-balancing.
* Fixes problems with group-balance-wallet, group-settle, serum-buy and serum-sell commands.
* Greatly increases the speed of buying and selling on Serum - the IOC order is now placed, cranked and settled in one transaction.
* Associated token accounts and OpenOrders accounts are automatically created as-needed.
2021-06-09 00:47:15 +01:00
032c91c66e
Fixed bug in group-settle, where market metadata was provided instead of a spot market.
2021-06-08 15:12:43 +01:00
16cb68ad4c
Fixed bug in balancing wallet.
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* Mixed use of 'symbol' in different contexts.
2021-06-08 14:38:28 +01:00
e3e44a14ef
Added documentation on Wrapped SOL, how to wrap/unwrap. Cleaned up those commands, centralised some Instructions.
2021-06-08 14:05:00 +01:00
616d929e90
Removed context from Group, added name. Price lookups must now pass the context they want to use.
2021-06-08 08:17:37 +01:00
c0d7621e53
Added show-group and show-margin-account commands.
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* Improved string output
* Strongly typed Group TokenValues, e.g. total deposits/borrows, indexes.
2021-06-07 19:38:43 +01:00
5e59d8a7e3
Moved library code to .py files instead of notebooks.
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* This is a big change that touched most files in the project.
* Library code is now an actual package, in /mango.
* Pure .py files used for shared code - easier to edit/debug, and should ease move to installable package later.
* Removed many notebooks. The remaining notebooks are useful 'display'/'show' notebooks for investigating Mango objects.
* More tests! The test story is now much improved, but more unit tests are still needed.
* There's now a Makefile for project operations.
2021-06-07 15:10:18 +01:00
de0144f43a
Tidied up command help for new commands.
2021-06-03 09:10:09 +01:00
227e63a851
Fixed confirmation statement in wrap-sol.
2021-06-02 20:17:40 +01:00
cd7cdab540
Added commands to wrap and unwrap SOL.
2021-06-02 20:03:46 +01:00
e3b0d65705
Extended use of Lookups - serum buys and sells no longer need a Group.
2021-06-01 19:16:59 +01:00
f73ee9ca19
Now use solana.tokenlist.json for token lookups.
2021-06-01 18:16:02 +01:00
cbd42d24ae
Context can now decide to look up the group ID given a group name, instead of using the wrong default.
2021-06-01 14:08:54 +01:00
ba25e289af
Better retry functionality with backoff pauses.
2021-05-28 17:16:53 +01:00
b6a595bb21
Updated to handle Groups with 5 tokens as well as Groups with 3 tokens.
2021-05-27 17:07:02 +01:00
8b21f4c025
Fixed formatting of token balance in group-balances command.
2021-05-25 17:17:41 +01:00
30543975ee
Renamed commands to better reflect purpose. Updated Quickstart.
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* group-buy-token to serum-buy
* group-sell-token to serum-sell
* group-send-token to send-token
2021-05-24 10:40:33 +01:00
5c6abd0733
Added CsvFileNotificationTarget.
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* Updated notifications to allow notifying on succeeded or failed (or both!) PartialLiquidate transactions.
* Added more information to LiquidationEvent to allow that to flow through to notifications.
2021-05-21 20:02:54 +01:00
8b8afe1a0b
Refactored PollingLiquidator into ReportingAccountLiquidator and LiquidationProcessor
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* ReportingAccountLiquidator wraps an AccountLiquidator but provides before-and-after logging and reporting.
* Sped up fetch_token_prices() by reducing it to one network fetch
* Centralised loading of ripe mangoes by creating MarginAccount.load_all_ripe()
* Clearer, more consistent use of Observables
* Added RxPy Backpressure library
* Improved container building to allow for different tags
2021-05-21 14:28:42 +01:00
106973c027
Removed intermediate lambda to see if it was the source of duplicate Discord notifications.
2021-05-19 11:37:44 +01:00
ce2d0d7438
Added a NotificationHandler to bridge log events to notifications.
2021-05-18 18:08:38 +01:00
06e8e67049
More depth in parsing transactions, plus better reporting on them.
2021-05-18 15:17:14 +01:00
b80e60be37
EventSource now properly inherits from Subject.
2021-05-17 21:17:01 +01:00
f2cad71bc2
Fixed Method Resolution Order problem in Events.
2021-05-17 20:54:39 +01:00
5707992fcb
Can now send notifications, for example to Discord or Telegram.
2021-05-17 20:43:16 +01:00
540bb5b79d
Cleaned up PrintingObserverSubscriber() calls.
2021-05-17 14:17:18 +01:00
02e272e437
Expanded TransactionScout and added new command - report-transactions.
2021-05-15 14:17:42 +01:00
c0070c2b94
Moved AccountInfo into BaseModel, moved 'fetch' methods to appropriate objects.
2021-05-14 15:51:29 +01:00
5295121efe
Added a transaction-scout command.
2021-05-14 12:32:39 +01:00
f79315201d
Added TransactionScout to show Mango transaction details.
2021-05-13 20:32:23 +01:00
0d9635ba45
PollingLiquidator optimisation - now loops and updates ripe 🥭 accounts.
2021-05-12 10:52:26 +01:00
a40b962965
Fixed dereference of group basket tokens.
2021-05-11 20:32:20 +01:00
9b97722394
Fixed regression in importing notebook code.
2021-05-11 20:17:49 +01:00
4cfc87d420
Split BasketTokenMetadata up. Improved linting.
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* Split BasketTokenMetadata into BasketToken and Token.
* Improved linting and mypy so it worked across files.
2021-05-11 19:24:02 +01:00
78fbb05970
Renamed SimpleLiquidator to PollingLiquidator.
2021-05-10 14:48:19 +01:00
Geoff Taylor