Geoff Taylor
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66f996ec47
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Updated solana.tokenlist.json. Some tokens had symbols changed (why?) so "ETH" pointed to a different mint address. Added overrides.tokenlist.json so we can still use a pure copy of solana.tokenlist.json but can override certain symbols to behave the way we expect.
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2021-12-15 16:03:31 +00:00 |
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Geoff Taylor
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e0efa927e3
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Added CompoundClientException to provide more detail when all providers fail.
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2021-12-15 12:24:23 +00:00 |
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Geoff Taylor
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62b0332439
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Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
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2021-12-13 12:06:42 +00:00 |
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Geoff Taylor
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bc20564e0b
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Explicitly made loggers protected instead of public.
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2021-12-13 11:15:24 +00:00 |
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Geoff Taylor
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23b2d18689
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Fixed problem rounding lot sizes.
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2021-12-05 19:07:21 +00:00 |
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Geoff Taylor
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f7273555c8
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Better handling of BlockhashNotFound exception with multiple providers.
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2021-12-05 17:57:19 +00:00 |
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Geoff Taylor
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1f32899f32
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Experimental ability to take multiple cluster URLs and fail over from one to the next on slot errors.
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2021-12-05 16:38:49 +00:00 |
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Geoff Taylor
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1f865285c1
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Trying a new approach to tackle stale data coming back from the RPC server.
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2021-12-04 13:56:16 +00:00 |
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Geoff Taylor
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cbedb3d84c
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Simpler, clearer approach to connection error handling.
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2021-12-01 16:14:30 +00:00 |
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Geoff Taylor
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1438b28752
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Updated ids.json for new devnet market.
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2021-11-30 17:14:59 +00:00 |
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Geoff Taylor
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9fdcc21bc0
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Added ways to get pandas DataFrames from OrderBooks for some L1, L2 and L3 data.
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2021-11-26 17:40:31 +00:00 |
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Geoff Taylor
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95effd6521
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Added BiasQuantityOnPositionElement.
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2021-11-22 16:31:52 +00:00 |
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Geoff Taylor
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81a63e1974
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RoundToLotSizeElement now removes orders where the price or quantity rounds to zero.
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2021-11-22 14:38:29 +00:00 |
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Geoff Taylor
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e3f1939287
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Added MaximumQuantityElement and MinimumQuantityElement.
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2021-11-18 12:51:57 +00:00 |
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Geoff Taylor
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f8db78a630
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Added a TopOfBookElement to the marketmaker.
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2021-11-17 18:45:57 +00:00 |
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Geoff Taylor
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5f7bd3c04c
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Added interest rate calculations. Moved TokenInfo to TokenBank.
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2021-11-13 19:23:11 +00:00 |
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Geoff Taylor
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88cb2fcdd4
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Refactored Group and Account to remove requirement for Group to load all Root Banks.
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2021-11-11 11:56:29 +00:00 |
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Geoff Taylor
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393ff6a899
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Added unit tests for slot accessors in Group and Account.
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2021-11-10 17:46:54 +00:00 |
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Geoff Taylor
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3f4ec995f0
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Group and Account slots now contain their own matching indices.
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2021-11-09 21:08:06 +00:00 |
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Geoff Taylor
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01cfae7fa4
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Fixed problems with redeem-mango
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2021-11-09 19:54:50 +00:00 |
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Geoff Taylor
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d15e953ae7
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Refactor of code to work with mypy --strict
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2021-11-09 13:23:36 +00:00 |
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Geoff Taylor
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199c39130d
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Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token.
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2021-11-08 11:39:09 +00:00 |
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Geoff Taylor
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ffd563e4b2
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Fixed some warnings from tests.
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2021-11-04 15:55:08 +00:00 |
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Geoff Taylor
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05a9f57dcf
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Removed unused import.
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2021-11-04 15:44:17 +00:00 |
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Geoff Taylor
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4a24f3df55
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Some fixes for health calculations WIP.
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2021-11-04 15:36:14 +00:00 |
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Geoff Taylor
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a41a63da14
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Fixes to allow a perp market with no spot market.
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2021-11-01 18:41:31 +00:00 |
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Geoff Taylor
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27c5e676f3
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Refactored notifications.
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2021-10-28 12:19:18 +01:00 |
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Geoff Taylor
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56599a1037
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Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage.
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2021-10-26 18:45:04 +01:00 |
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Geoff Taylor
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c2615218e3
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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Geoff Taylor
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c17d04152b
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FixedPositionSizeElement can now take multiple fixed position sizes and properly apply them.
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2021-10-23 13:44:30 +01:00 |
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Geoff Taylor
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ca1c114371
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Updated AfterAccumulatedDepthElement to take depth and adjustment parameters.
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2021-10-22 15:31:31 +01:00 |
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Geoff Taylor
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7f300f6ee0
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Added more debug information for MinimumChargeElement.
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2021-10-21 19:57:01 +01:00 |
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Geoff Taylor
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84173b65c9
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Added some basic IDL parsing so code can expand log messages with events.
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2021-10-15 20:37:43 +01:00 |
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Geoff Taylor
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5200add28f
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Added BiasQuoteElement as possible marketmaker chain element.
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2021-10-15 14:21:54 +01:00 |
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Geoff Taylor
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f3f2c141b3
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Another attempt at getting agreement on date timezones in github action.
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2021-10-14 11:58:45 +01:00 |
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Geoff Taylor
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a1f850c341
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Fixed UTC issue in test.
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2021-10-14 11:49:07 +01:00 |
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Geoff Taylor
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b46d6bd0d2
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Added QuoteSingleSideElement for marketmaker.
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2021-10-14 09:42:09 +01:00 |
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Geoff Taylor
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3587ce1b26
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Made mango-explorer a pip-installable package.
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2021-10-11 17:08:54 +01:00 |
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Geoff Taylor
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defbfd8c89
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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Geoff Taylor
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19f6a79d52
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Added ability of ratios and minimumcharge elements to work with bid+ask instead of mid price.
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2021-10-05 20:43:56 +01:00 |
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Geoff Taylor
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a02f8f54aa
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Added simple RootBank parsing tests.
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2021-10-05 10:47:41 +01:00 |
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Geoff Taylor
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3ccca8bd01
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Start of work on account calculations.
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2021-10-04 18:27:07 +01:00 |
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Geoff Taylor
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26aabd23e9
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Simplified and improved marketmaker hedging.
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2021-10-02 12:28:16 +01:00 |
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Geoff Taylor
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90dd111c95
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Fixed problem calculating top bid.
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2021-09-29 18:59:28 +01:00 |
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Geoff Taylor
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66e137e726
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Fixed bug where PreventPostOnlyCrossingBookElement wouldn't change orders if there wasn't both a top bid and a top ask.
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2021-09-29 18:03:25 +01:00 |
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Geoff Taylor
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71ecc5faef
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Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing.
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2021-09-22 17:30:29 +01:00 |
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Geoff Taylor
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43be1fa192
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Can now use a separate commitment for fetching the recent blockhash.
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2021-09-16 15:36:52 +01:00 |
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Geoff Taylor
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9f74952444
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Added --encoding parameter.
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2021-09-15 19:27:07 +01:00 |
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Geoff Taylor
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4310cc7e2a
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Brought V2 changes to get_multiple_accounts() across to V3.
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2021-09-13 12:17:19 +01:00 |
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Geoff Taylor
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fe6af5f2b3
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Fixed problem with lot size conversion and rounding.
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2021-09-09 17:17:23 +01:00 |