Geoff Taylor
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
Geoff Taylor
9960713d7d
Fixed use of backslash in regular expressions.
2021-07-14 18:28:48 +01:00
Geoff Taylor
bbcf3d35ce
Changed the way SimpleMarketMaker calculates position sizes to be in line with what it has on each side instead of the total.
2021-07-14 18:22:36 +01:00
Geoff Taylor
ec051037d4
Fixed Serum oracle to work better with Serum prices when the code itself is not on mainnet.
2021-07-14 16:34:10 +01:00
Geoff Taylor
9ae3e8a327
Fixed oracles for perp market symbols.
2021-07-14 15:51:32 +01:00
Geoff Taylor
8d0348e8be
Fixed problem with World's Simplest Market Maker and oracles for perps.
2021-07-14 14:39:09 +01:00
Geoff Taylor
fd7c045d37
Updated health check pings to use the prefix /var/tmp/mango_healthcheck_
2021-07-14 14:17:14 +01:00
Geoff Taylor
9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
Geoff Taylor
2f01d8adf0
Added crank and settle calls when cancelling Serum orders.
2021-07-13 20:47:37 +01:00
Geoff Taylor
caf4947a5e
Removed extraneous print statements.
2021-07-13 20:27:35 +01:00
Geoff Taylor
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
Geoff Taylor
33c2c421db
Fixed problem with simple market maker creating too many orders.
2021-07-13 15:16:39 +01:00
Geoff Taylor
bcd56301c9
Brought changes to structs and instructions across for new group/code v3.4.
2021-07-13 12:43:50 +01:00
Geoff Taylor
82405cfec1
Updated Serum and Spot instructions builders to properly crank and settle.
2021-07-12 20:29:41 +01:00
Geoff Taylor
a00738a67c
Added DesiredOrdersBuilder and a couple of basic implementations.
2021-07-12 20:09:36 +01:00
Geoff Taylor
80886c106c
All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions.
2021-07-12 18:26:35 +01:00
Geoff Taylor
6a15c81fa3
New approach to transactions allowing them to be split up.
...
* CombinableTransactions now separated out.
* CombinableTransactions are now size-aware when being executed, and will automatically split into batches for execution if they are too big.
* New MarketInstructionBuilder approach - each market type can now have its own way of building instructions for common operations.
2021-07-12 17:18:56 +01:00
Geoff Taylor
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
Geoff Taylor
44f21d5dbf
Fixed problem touching comparison file for health check.
2021-07-10 19:45:51 +01:00
Geoff Taylor
cc8ba7d1bd
Added file-age-check to allow liveness checks in Kubernetes.
2021-07-10 17:04:29 +01:00
Geoff Taylor
fa28fe4209
Fixed problem fetching transactions for report. Reversed order of output of transactions so it appears better in notifications.
2021-07-07 19:59:27 +01:00
Geoff Taylor
79a13f0e06
Report transactions now insists on a report.state file, and reads from it now instead of taking a separate parameter.
2021-07-07 15:06:24 +01:00
Geoff Taylor
12c07cab7e
Added target address to transaction report output.
2021-07-07 12:28:50 +01:00
Geoff Taylor
9d4c644950
Added success/failure indicator to report-transactions summary.
2021-07-02 11:05:37 +01:00
Geoff Taylor
9e706c1d91
(Temporarily?) removed Settle from Spot order placement because it stopped working.
2021-07-01 22:10:52 +01:00
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
8860263346
Fixed problem placing spot orders.
2021-06-30 16:16:02 +01:00
Geoff Taylor
b5c8f69ae1
Fixed Withdraw command.
2021-06-30 15:06:10 +01:00
Geoff Taylor
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
Geoff Taylor
912b7f574a
Updated Quickstart to match V2 (solana-keygen instead of create-wallet).
2021-06-28 11:22:03 +01:00
Geoff Taylor
e16ac9cdc2
Added proper group-name lookup when fetching groups.
2021-06-28 09:48:16 +01:00
Geoff Taylor
888994424d
Improved reporting of TokenValue and BalanceSheet, in line with V2 changes.
2021-06-26 18:24:07 +01:00
Geoff Taylor
115ccf1db3
Made version command handle no .version file case.
2021-06-25 18:04:55 +01:00
Geoff Taylor
7c992b2b07
Added a 'version' command.
2021-06-25 18:02:33 +01:00
Geoff Taylor
42181c10d5
Shifted error handling in SimpleMarketMaker.
2021-06-25 17:58:27 +01:00
Geoff Taylor
857d033572
Added compound instruction builder for placing Serum orders, cranking and settling all in one go.
2021-06-25 17:52:22 +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
b0207dd19a
Added --worthwhile-threshold parameter to liquidator.
2021-06-24 16:36:11 +01:00
Geoff Taylor
852abdff00
Made all send_transaction() calls consistent in use of preflight commitment.
2021-06-24 11:59:57 +01:00
Geoff Taylor
f4e034a943
Added 'processed' commitment to client calls where it was missing.
2021-06-23 11:36:35 +01:00
Geoff Taylor
206a95e39a
Added type annotation for token lookups.
2021-06-23 09:44:55 +01:00
Geoff Taylor
9e5b54b6bd
Shift representation of max input amount.
2021-06-23 09:14:04 +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
72a64a322e
Updated failed liquidation message to include liquidator name.
2021-06-22 10:25:06 +01:00
Geoff Taylor
f7bd67308e
Improved AccountInfo.load_multiple and made better use of it fetching updated prices.
2021-06-22 09:43:31 +01:00
Geoff Taylor
d0937d09cc
Trying to fix duplicated notifications - think it's a captured variable problem.
2021-06-21 16:25:10 +01:00
Geoff Taylor
5fc7aa7868
Added better health management of LiquidationProcessor.
2021-06-21 11:06:26 +01:00