Geoff Taylor
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eef007758d
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +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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d8ffa03491
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Refactored to use mango.output() consistently instead of print().
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2022-01-11 14:36:08 +00:00 |
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Geoff Taylor
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d8e61625cf
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Preliminary use of DataFrame calculations on Accounts.
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2022-01-06 16:34:18 +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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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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e171b57445
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Initial work on show-funding-rates.
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2021-11-15 20:39:29 +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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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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6306e1e65a
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Improved model state and marketoperations. Some work on hedging.
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2021-09-30 18:53:33 +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 |
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Geoff Taylor
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b57ef58d63
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Added a RoundToLotSizeElement element to marketmaker chain.
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2021-08-31 12:36:23 +01:00 |
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Geoff Taylor
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3419c89033
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Moved marketmaker to an 'orderchain' model.
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2021-08-22 19:48:20 +01:00 |
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Geoff Taylor
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ed3955cc1f
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Fixed some type hints.
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2021-08-01 18:03:46 +01:00 |
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Geoff Taylor
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ba56bdd9f5
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Improved event queue handling. Now split incoming events into processed and unprocessed, and changed 'seen' handling to use sequence_number.
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2021-08-01 17:47:45 +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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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 |