Geoff Taylor
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13ce69211b
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Updated dependencies.
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2021-12-13 17:31:35 +00:00 |
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Geoff Taylor
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5caf8482ce
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Updated Solana Token List.
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2021-12-13 17:28:33 +00:00 |
Geoff Taylor
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25a028724a
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Merge pull request #17 from roelantc/docs-liquidator-quickstart-update
Removed broken link LiquidatorQuickstart.md
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2021-12-13 17:27:52 +00:00 |
Roelant Cornelissen
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f724694d53
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Removed broken link LiquidatorQuickstart.md
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2021-12-13 16:15:02 +01:00 |
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Geoff Taylor
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dcf57ec4e2
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v3.2.6
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2021-12-13 14:20:20 +00:00 |
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Geoff Taylor
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ea922c6a28
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Updated ids.json for devnet LUNA market.
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2021-12-13 14:09:27 +00:00 |
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Geoff Taylor
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ee3bf5894c
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Reduced group not finding a perp market to a warning instead of raising an exception.
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2021-12-13 13:56:02 +00:00 |
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Geoff Taylor
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34cbd6370a
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Downloading trades now tracks change to balance instead of value.
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2021-12-13 13:49:54 +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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eedf7fd878
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Added some debug logging around shifting providers.
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2021-12-05 19:12:30 +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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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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47ade1f21a
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Added extra debug logging to marketmaker pulses.
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2021-12-03 17:04:44 +00:00 |
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Geoff Taylor
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b9b21ae43a
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Improved wording of cutoff messages when incrementally downloading trades.
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2021-12-02 15:38:42 +00:00 |
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Geoff Taylor
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0129d79b05
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Expanded cutoff for downloading trades so there won't be a race condition even if downloading takes an extremely long time.
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2021-12-02 15:11:57 +00:00 |
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Geoff Taylor
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793b4be416
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Fixed comparison of int+str in OrderType value function.
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2021-12-02 10:15:15 +00:00 |
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Geoff Taylor
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906e18508c
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Fixed bug parsing transaction for error reporting.
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2021-12-02 08:48:15 +00:00 |
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Geoff Taylor
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c2eecdd80f
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Naive start on async/await with CombinableInstruction.execute_async(context).
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2021-12-01 19:22:36 +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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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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c749df08d6
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Fixed bug in show-account-balances that duplicated wallet USDC listing.
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2021-12-01 09:26:38 +00:00 |
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Geoff Taylor
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4d54be1165
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v3.2.5
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2021-11-30 17:47:00 +00:00 |
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Geoff Taylor
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a307085398
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Added AVAX details to static token data.
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2021-11-30 17:31:56 +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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a81fe68355
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Improved TradeHistory - now uses Decimal for fractional numbers, and can load all or update an existing CSV file.
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2021-11-30 13:48:27 +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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57a1d2e0e6
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Start of work on downloading trades to CSV.
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2021-11-26 13:29:21 +00:00 |
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Geoff Taylor
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3dceb8e544
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Updated client for new parameter to pyserum's get_confirmed_signature_for_address2().
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2021-11-25 16:28:30 +00:00 |
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Geoff Taylor
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4bba5cb238
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Turned off (expensive) PySerum check of transaction size - now running just with our own cheaper/faster version.
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2021-11-23 11:25:54 +00:00 |
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Geoff Taylor
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95acb782f7
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Fixed typo in parameter name.
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2021-11-22 18:06:07 +00:00 |
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Geoff Taylor
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db2cbe94c4
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Added BiasQuoteOnPositionElement to argument parsing.
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2021-11-22 17:29:25 +00:00 |
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Geoff Taylor
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6a1a373eb7
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Fixed call to calculate pyserum transaction size.
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2021-11-22 17:09:39 +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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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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7574adb2d1
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v3.2.4
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2021-11-20 14:18:43 +00:00 |
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Geoff Taylor
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234710d5b9
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Updated ids.json with mSOL.
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2021-11-20 14:17:33 +00:00 |
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Geoff Taylor
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d2a9946918
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Added some experimental JSON output for feedback.
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2021-11-19 17:36:25 +00:00 |
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Geoff Taylor
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5bcca292a7
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Added .venv to ignored list.
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2021-11-18 18:52:35 +00:00 |
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Geoff Taylor
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ad158596ca
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Updated git+docker ignore files.
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2021-11-18 18:37:13 +00:00 |
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Geoff Taylor
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e20c7177e5
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Marketmaker no longer runs non-essential instructions if there are no orders to cancel or place.
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2021-11-18 12:56:29 +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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06bd490652
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Updated OpenOrders commands to take an arbitrary account address instead of always using the wallet.
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2021-11-18 09:14:06 +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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88b0198f13
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Added faster calculation for transaction size - running it and original method together for now for comparison.
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2021-11-17 17:27:42 +00:00 |
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Geoff Taylor
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0a0077a268
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Moved arg in dockerfile to reduce build time.
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2021-11-16 18:59:56 +00:00 |