Commit Graph

121 Commits

Author SHA1 Message Date
Geoff Taylor bf675122ac Updated ids.json for new group. Updated Group with new structure.
* Extended mechanism for combining instructions.
* Fixed Account's calculations of deposits and borrows.
* Added net_assets to Account.
* Groups now maintain loaded RootBanks, not just PublicKeys of them.
* Fixed simple market-maker's calculation of position sizes.
2021-07-01 21:24:08 +01:00
Geoff Taylor 3e4ba1052c Initial work on placing/cancelling spot market orders. 2021-06-30 14:08:37 +01:00
Geoff Taylor e61a3806ba Removed all InstructionBuilders. Instead we'll use simpler functions that return an array of instructions (allowing for compound instructions etc.) 2021-06-25 17:21:53 +01:00
Geoff Taylor 5b71ffbd18 Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
Geoff Taylor b8dc12a3e6 Separated out token and market lookups. 2021-06-25 11:10:41 +01:00
Geoff Taylor cd46c1c98b First cut at a lot of V3 code. 2021-06-25 10:33:40 +01:00
Geoff Taylor 206a95e39a Added type annotation for token lookups. 2021-06-23 09:44:55 +01:00
Geoff Taylor 3d3577023c Continue liquidating accounts that are liquidatable even if they're above maint_coll_ratio. 2021-06-22 20:36:31 +01:00
Geoff Taylor 5fc7aa7868 Added better health management of LiquidationProcessor. 2021-06-21 11:06:26 +01:00
Geoff Taylor fab659c244 Improved access to market lookup data.
* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
Geoff Taylor 7078ef4722 Removed default context objects - now have static method on Context object: Context.default(). 2021-06-17 11:18:35 +01:00
Geoff Taylor 68d0941130 Updated tests for new default group. 2021-06-15 21:51:18 +01:00
Geoff Taylor 0fae7679f7 Separated out logic to determine liquidatability of margin account into a more testable setup. 2021-06-15 17:30:25 +01:00
Geoff Taylor 5bbac07d0c Updated LiquidationProcessor to take referrer_rebate_accrued into account.
* Added referrer_rebate_accrued to assets in calculations.
* Added some unit tests on liquidation calculations.
2021-06-13 20:34:17 +01:00
Geoff Taylor 8e470ad94e Now applies serum fee discount address to Serum orders, if an SRM token account is available. 2021-06-09 15:20:13 +01:00
Geoff Taylor 4294fbebe7 Fixed problem using Wrapped SOL with Serum.
* 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
Geoff Taylor a637f79feb Fixed problem switching context from 3-token group to 5-token group. 2021-06-08 16:27:04 +01:00
Geoff Taylor 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
Geoff Taylor 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
Geoff Taylor c0d7621e53 Added show-group and show-margin-account commands.
* Improved string output
* Strongly typed Group TokenValues, e.g. total deposits/borrows, indexes.
2021-06-07 19:38:43 +01:00
Geoff Taylor 5e59d8a7e3 Moved library code to .py files instead of notebooks.
* 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