Geoff Taylor
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790f379867
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Removed use of abs() to get a Decimal absolute value - now use the copy_abs() method instead.
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2022-03-09 12:02:18 +00:00 |
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Geoff Taylor
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89e45e936e
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
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Geoff Taylor
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c0c0acfb49
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Ensured consistent abstract methods/properties decorators on abstract classes.
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2022-02-27 17:52:59 +00:00 |
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Geoff Taylor
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5bd2a9d0e1
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Simplified Order, with with_update() and from_values() methods instead of litany of other mechanisms.
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2022-02-25 11:46:43 +00:00 |
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Geoff Taylor
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906b419fc6
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OrderBook can now provide expired orders, if requested.
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2022-02-22 12:06:20 +00:00 |
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Geoff Taylor
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5c3b0befa9
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Switched from autopep8 to black for code formatting. Reformatted all files. Updated dependencies.
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2022-02-09 19:31:50 +00:00 |
Geoff Taylor
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672542697b
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Added --hedging-pulse-pause-count parameter to marketmaker to making the hedger pause after placing a trade.
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2022-01-24 16:31:01 +00:00 |
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Geoff Taylor
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0be350a134
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Can now specify a different 'hedging' interval in the marketmaker.
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2022-01-21 17:53:25 +00:00 |
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Geoff Taylor
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c670853523
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Improved symbol comparisons for Instruments, Tokens and Markets.
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2022-01-12 14:51:30 +00:00 |
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Geoff Taylor
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24f4aaf840
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Added a hedging action threshold to marketmaker.
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2021-12-21 17:07:48 +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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a72d29ca49
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Extended freshness check to require fresh data after sending a transaction.
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2021-12-04 17:06:57 +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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c35988773d
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Added more detail to hedge order logging.
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2021-12-01 16:28:27 +00:00 |
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Geoff Taylor
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89dea788d3
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PerpToSpotHedger now fetches fresh data to check for position changes.
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2021-11-22 16:40:35 +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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69f2fd49d6
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Added --hedging-target-balance parameter to marketmaker.
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2021-10-15 17:27:09 +01:00 |
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Geoff Taylor
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64817c739a
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Improved perp-to-spot hedging, added documentation on hedging.
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2021-10-06 15:39:41 +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 |