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.
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* 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
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
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.
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* 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
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
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.
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* 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
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
5fc7aa7868
Added better health management of LiquidationProcessor.
2021-06-21 11:06:26 +01:00
Geoff Taylor
858cee248b
Now uses ReportingAccountLiquidator even when using NullAccountLiquidator.
2021-06-19 19:55:23 +01:00
Geoff Taylor
fab659c244
Improved access to market lookup data.
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* 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
aac32ba716
Wallet can now be loaded from environment.
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* Centralised configuration of Wallet from command-line
* Added loading Wallet from environment variables
* Improved command-line handling of many commands
2021-06-17 12:06:39 +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
198054ad09
Changed message that appears on liquidation filtering.
2021-06-16 20:54:11 +01:00
Geoff Taylor
31a476cbb1
Fixed some lint problems.
2021-06-16 20:50:25 +01:00
Geoff Taylor
90d6c54552
Fixed problem switching cluster on command line using just cluster name.
2021-06-16 20:38:00 +01:00
Geoff Taylor
d0595b8673
Updated SimpleMarketMaker based on suggestions from Brian.
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* Cleans up existing orders on startup, in case recovering from a previous crash.
* Can now leave existing orders in place (instead of cancelling and creating fresh) if price and size are within tolerance.
2021-06-16 12:06:12 +01:00
Geoff Taylor
81f386f114
Introduced a SimpleMarketMaker.
2021-06-15 23:30:11 +01:00
Geoff Taylor
c4c92f2851
Changed default group name from BTC_ETH_USDT to BTC_ETH_SOL_SRM_USDC.
2021-06-15 17:32:26 +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
ceaae48ddf
Moved Pyth Network oracle code to V2 now that they're providing prices there.
2021-06-15 11:57:28 +01:00
Geoff Taylor
23aed252d4
Fixed problem where margin account balances had index applied twice.
2021-06-13 22:54:21 +01:00
Geoff Taylor
36446c2567
Fixed problem passing empty OpenOrders accounts in instructions.
2021-06-13 22:02:02 +01:00
Geoff Taylor
5bbac07d0c
Updated LiquidationProcessor to take referrer_rebate_accrued into account.
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* 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
a491d1d851
Added to_streaming_observable() method to OracleProviders. Added polling observable to Pyth and Serum providers, and websocket observable to FTX provider.
2021-06-13 16:01:36 +01:00
Geoff Taylor
6b4ea5925d
Added FTX price oracle.
2021-06-12 14:21:07 +01:00
Geoff Taylor
c3ac807fce
Moved oracles to their own packages.
2021-06-11 16:51:41 +01:00
Geoff Taylor
b47bd6f6f3
Added Serum oracle.
2021-06-11 12:43:47 +01:00
Geoff Taylor
83d1702691
Added code to fetch prices from the Pyth Network.
2021-06-10 21:28:29 +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.
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* 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