Geoff Taylor
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5b6d5f2291
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Upgraded to new, better devnet group.
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2021-07-29 12:38:34 +01:00 |
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Geoff Taylor
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c0f2a57938
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Fixed error notification problem in watch-minimum-balances.
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2021-07-28 19:07:57 +01:00 |
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Geoff Taylor
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8af5bbb05a
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Fixed problem in quantity_lots_to_value() calculation.
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2021-07-28 18:07:47 +01:00 |
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Geoff Taylor
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0aa28d6eef
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Updated error message to make source of hedge errors clearer.
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2021-07-28 17:50:57 +01:00 |
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Geoff Taylor
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ab3657958d
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Added hedger command. Had to introduce a LotSizeConverter - may expand its use now it's available.
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2021-07-28 17:43:58 +01:00 |
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Geoff Taylor
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373392cf78
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Updated place_order() method to take an Order instead of separate parameters.
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2021-07-28 15:29:24 +01:00 |
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Geoff Taylor
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d7f117175f
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Changed RX subscribe_on to observe_on.
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2021-07-28 12:52:29 +01:00 |
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Geoff Taylor
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7bbe476b2e
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Fixed watch-minimum-balance threading problems.
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2021-07-28 12:31:35 +01:00 |
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Geoff Taylor
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ac25b08668
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Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
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2021-07-28 11:05:52 +01:00 |
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Geoff Taylor
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d739248ec6
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Better handling of unseen events in PerpEventQueue.
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2021-07-27 21:49:27 +01:00 |
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Geoff Taylor
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bf7b7e33ef
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Added file health check to watch-minimum-balances.
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2021-07-27 17:21:18 +01:00 |
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Geoff Taylor
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7dc86a4e1a
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Added watch-minimum-balances command.
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2021-07-27 17:07:39 +01:00 |
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Geoff Taylor
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c874b83221
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Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
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2021-07-26 18:07:56 +01:00 |
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Geoff Taylor
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2818fb46d2
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Fixed problem with position size in ConfidenceIntervalDesiredOrdersBuilder.
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2021-07-26 16:16:00 +01:00 |
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Geoff Taylor
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38b08bdb6d
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Removed spread-ratio parameter from marketmaker.
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2021-07-26 15:57:38 +01:00 |
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Geoff Taylor
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f3546ee217
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Added ConfidenceIntervalDesiredOrdersBuilder.
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2021-07-26 15:47:57 +01:00 |
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Geoff Taylor
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5777aa44b3
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Made Crank script take a Cluster URL parameter.
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2021-07-26 13:44:46 +01:00 |
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Geoff Taylor
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3b23f7e4e7
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Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
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2021-07-26 13:42:03 +01:00 |
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Geoff Taylor
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072252095a
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Some work on streaming logs and account/program events.
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2021-07-26 12:19:13 +01:00 |
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Geoff Taylor
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eb244a2167
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Renamed PerpMarket to PerpMarketDetails, and PerpsMarket to PerpMarket to be consistent with SerumMarket and SpotMarket. Improved market stub handling.
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2021-07-23 14:18:26 +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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3738ff820e
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Better logging of Orders.
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2021-07-22 18:44:23 +01:00 |
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Geoff Taylor
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fb0151191f
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Added some more logging to MarketMaker.
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2021-07-22 18:03:17 +01:00 |
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Geoff Taylor
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107177ee86
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Added execute_and_continue_on_failures() to allow MarketMaker to more instructions even if some fail.
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2021-07-22 17:54:48 +01:00 |
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Geoff Taylor
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add1e4580d
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Added better formatting for Order output.
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2021-07-22 17:54:16 +01:00 |
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Geoff Taylor
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360a3b7b0c
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Added crank-market-service.
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2021-07-22 15:58:12 +01:00 |
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Geoff Taylor
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7ddc61a3e3
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Fixed linting problems.
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2021-07-22 15:58:00 +01:00 |
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Geoff Taylor
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c953ec07fc
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Added Perp cranking code, plus program. Expanded watch-address, added complementary show-address command.
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2021-07-22 15:18:37 +01:00 |
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Geoff Taylor
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bf258ef103
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Added Notication documentation.
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2021-07-22 11:38:32 +01:00 |
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Geoff Taylor
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2f6c3088ef
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Added token output on launching marketmaker.
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2021-07-21 18:25:44 +01:00 |
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Geoff Taylor
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043f366704
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Added a 'random-taker' script.
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2021-07-21 17:57:30 +01:00 |
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Geoff Taylor
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000040f678
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Fixed return value.
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2021-07-21 16:37:47 +01:00 |
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Geoff Taylor
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817b31f8ea
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Added a streaming watcher for some account types.
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2021-07-21 16:35:38 +01:00 |
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Geoff Taylor
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f8e8480085
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Trying a different approach with unknown orders in the marketmaker - now they should be cancelled.
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2021-07-21 16:34:47 +01:00 |
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Geoff Taylor
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c11aececd9
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Fixed Serum cranking to be more complete.
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2021-07-21 14:31:04 +01:00 |
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Geoff Taylor
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0166b5e371
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MarketMaker now takes an optional OrderType parameter.
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2021-07-20 10:24:05 +01:00 |
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Geoff Taylor
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be1ba45921
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Fixed problem with marketmaker raising an exception when it didn't recognise an order. Now it should just log a warning and move on.
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2021-07-19 18:38:55 +01:00 |
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Geoff Taylor
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dfa9369f87
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Trying to stop solanaweb from polluting error notifications.
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2021-07-19 18:36:08 +01:00 |
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Geoff Taylor
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9c824f502f
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Fixed linting problem.
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2021-07-19 16:43:06 +01:00 |
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Geoff Taylor
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605f3bd1e2
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Perp market maker no longer tries to run Consume Events.
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2021-07-19 16:40:47 +01:00 |
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Geoff Taylor
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c5cd5ca095
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MarketMaker now exits cleanly on Control-C (SIG_TERM).
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2021-07-19 15:14:00 +01:00 |
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Geoff Taylor
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94df52003b
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Changes for devnet group v3.8.
* Some struct/layout changes
* Big changes to OpenOrders handling in MarketMaker
* Serum and Spot settlement should now work as expected
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2021-07-19 15:04:53 +01:00 |
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Geoff Taylor
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bbea9594d1
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Fixed failing test.
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2021-07-17 14:06:18 +01:00 |
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Geoff Taylor
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5a4022b236
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Wrapping SOL now creates a proper Associated Token Account if no Wrapped SOL accounts are available.
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2021-07-16 18:59:19 +01:00 |
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Geoff Taylor
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3fd7e27138
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Removed some debug output.
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2021-07-16 17:31:25 +01:00 |
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Geoff Taylor
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30d4b01a37
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Moved SimpleMarketMaker to its own directory+package.
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2021-07-16 17:29:48 +01:00 |
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Geoff Taylor
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3b588b32a9
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Implemented a better error message for incorrect market assumptions.
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2021-07-16 17:24:55 +01:00 |
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Geoff Taylor
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040eadcb90
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Made marketmaker a bit more configurable, and it now publishes pulse completion and errors.
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2021-07-16 14:26:42 +01:00 |
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Geoff Taylor
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3ca1d7b706
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Updated to new ids.json. Added deposit instruction+command.
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2021-07-16 13:32:30 +01:00 |