e100895c75
Added perp redeemable pnl to dataframe and calculations. Added many more tests of perp valuations.
2022-03-11 21:43:40 +00:00
790f379867
Removed use of abs() to get a Decimal absolute value - now use the copy_abs() method instead.
2022-03-09 12:02:18 +00:00
4094e4a9e5
Fixed problem spot health calculations.
2022-03-04 15:21:58 +00:00
f1ea12e30f
Can now withdraw to any wallet, not just current wallet.
2022-03-03 15:41:55 +00:00
49c4353eb2
Added --account-target and --wallet-target to deposit and withdraw commands.
...
* Can now specify desired wallet or account balance and have the deposit or withdraw action make it so (if it can).
* Updated send-token to use same Associated Token Account creation approach as withdraw, instead of requiring an intermediate transaction - much slicker now.
2022-03-02 18:52:45 +00:00
d6a57f3859
Added subscribe() method to all AddressableAccounts.
2022-03-01 12:22:50 +00:00
11a9fba065
Refactored instructions to have a more consistent naming pattern:
...
* build_serum_***
* build_spot_***
* build_perp_***
* build_mango_***
2022-02-28 12:10:13 +00:00
eef007758d
Expanded porcelain functions, cleaned up old usage.
2022-02-24 19:40:05 +00:00
28ef214212
Added deposit() and withdraw() directly on Account.
...
This involved some separation of interfaces for building instructions - something that may need to be expanded in the future.
2022-02-23 15:12:14 +00:00
5063f14a16
Removed stale calculator cruft now that pandas is the main mechanism.
2022-02-21 12:28:23 +00:00
8eb308d9be
Removed some stale dataframe valuation code, implemented CSV output for dataframe.
2022-02-21 11:15:48 +00:00
4a7c2456bc
Improved account calculations and tests.
2022-02-18 19:40:57 +00:00
d2fb7e50e1
Added AccountInfo.load_by_program() to return AccountInfos since that's nearly always what we want.
2022-02-16 15:14:27 +00:00
6d60fee84f
Added account.base_slots_by_index to reduce confusion over account.spot_open_orders_by_index only working with non-quote slots.
2022-02-09 20:22:25 +00:00
e0fe4e1f6f
Added a show-referrer command and the ability to fetch it from the Account.
2022-02-09 20:08:17 +00:00
5c3b0befa9
Switched from autopep8 to black for code formatting. Reformatted all files. Updated dependencies.
2022-02-09 19:31:50 +00:00
9fdccca3a3
Added reflink support in placing perp orders and with new commands register-referrer-id and set-referrer.
2022-02-09 18:31:29 +00:00
485a6be3b1
Added some object accessors to make using the objects easier in client code.
2022-02-07 17:50:00 +00:00
c090e7f6dd
Fixed bug in Account.is_liquidatable - it should have used maintenance health not initial health when deciding an account could be liquidated.
2022-02-01 09:06:46 +00:00
f1b14acdcf
Added instructions and commands for account delegation.
2022-01-18 17:51:11 +00:00
f9b7d7b03f
Updated Account layout for v3.3.
2022-01-18 14:35:01 +00:00
4c31d05a13
Added description of some health calculation from ckamm in comment.
2022-01-11 19:39:25 +00:00
627a68a166
Found an account where our calculations didn't match reality, so fixed bug and added it to testdata.
2022-01-08 17:34:32 +00:00
70efa5f869
Removed include_unsettled_quote parameter in health calculation.
2022-01-07 17:40:48 +00:00
d8e61625cf
Preliminary use of DataFrame calculations on Accounts.
2022-01-06 16:34:18 +00:00
62b0332439
Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
2021-12-13 12:06:42 +00:00
5f7bd3c04c
Added interest rate calculations. Moved TokenInfo to TokenBank.
2021-11-13 19:23:11 +00:00
88cb2fcdd4
Refactored Group and Account to remove requirement for Group to load all Root Banks.
2021-11-11 11:56:29 +00:00
393ff6a899
Added unit tests for slot accessors in Group and Account.
2021-11-10 17:46:54 +00:00
3f4ec995f0
Group and Account slots now contain their own matching indices.
2021-11-09 21:08:06 +00:00
01cfae7fa4
Fixed problems with redeem-mango
2021-11-09 19:54:50 +00:00
d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +00:00
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
4a24f3df55
Some fixes for health calculations WIP.
2021-11-04 15:36:14 +00:00
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
3ccca8bd01
Start of work on account calculations.
2021-10-04 18:27:07 +01:00
26aabd23e9
Simplified and improved marketmaker hedging.
2021-10-02 12:28:16 +01:00
2a424aa2d1
Added sweep command to sell all tokens in a market.
2021-09-02 18:51:43 +01:00
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
8bf6384076
Added CollateralCalculator to calculate collateral in different market types.
2021-08-31 00:30:22 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
261848f325
Big renaming of Context properties to make them more consistent and appropriate.
2021-08-26 10:31:02 +01:00
97a5c41a39
Updated to latest group structures and IDs.
2021-08-17 19:42:11 +01:00
3403555036
Added account name/info to output.
2021-08-13 12:15:17 +01:00
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +01:00
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
613d964051
Perp Accounts accrue benefits in MNGO so improved handling of it.
2021-08-05 15:35:08 +01:00
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
Geoff Taylor
Geoff Taylor