Commit Graph

497 Commits

Author SHA1 Message Date
Geoff Taylor 747e9e2006 Updated ids.json with usable public node. Added code to find ids.json in different possible locations. 2021-10-07 17:05:43 +01:00
Geoff Taylor 64817c739a Improved perp-to-spot hedging, added documentation on hedging. 2021-10-06 15:39:41 +01:00
Geoff Taylor 19f6a79d52 Added ability of ratios and minimumcharge elements to work with bid+ask instead of mid price. 2021-10-05 20:43:56 +01:00
Geoff Taylor 930aaef449 Updated RootBank output rounding (only applies to display). 2021-10-05 11:21:13 +01:00
Geoff Taylor a02f8f54aa Added simple RootBank parsing tests. 2021-10-05 10:47:41 +01:00
Geoff Taylor 3ccca8bd01 Start of work on account calculations. 2021-10-04 18:27:07 +01:00
Geoff Taylor 26aabd23e9 Simplified and improved marketmaker hedging. 2021-10-02 12:28:16 +01:00
Geoff Taylor 2f11f99b18 Improved some exception messages and handling. 2021-10-01 14:51:39 +01:00
Geoff Taylor 6306e1e65a Improved model state and marketoperations. Some work on hedging. 2021-09-30 18:53:33 +01:00
Geoff Taylor 5c0fc63151 Fixed exception message. 2021-09-30 14:21:58 +01:00
Geoff Taylor 1d38327d88 Trying to clean up exception details in logging by re-using the raised transaction on BlockhashNotFound. 2021-09-30 14:04:31 +01:00
Geoff Taylor 0fcd5924d8 Made exceptions more detailed and consistent. 2021-09-30 12:08:01 +01:00
Geoff Taylor 4310a91c4b Debug logging now outputs the version details. 2021-09-30 11:54:43 +01:00
Geoff Taylor 59936b08d5 Added distinctness to fetching blockhashes, if caching. 2021-09-30 11:23:33 +01:00
Geoff Taylor 68e31dbfcb Added BlockhashNotFoundException and NodeIsBehindException to make it easier for client code to shift behaviour when these situations arise. 2021-09-30 10:48:55 +01:00
Geoff Taylor 0600450f01 Better debug output of context and arguments. 2021-09-30 08:54:12 +01:00
Geoff Taylor 90dd111c95 Fixed problem calculating top bid. 2021-09-29 18:59:28 +01:00
Geoff Taylor 66e137e726 Fixed bug where PreventPostOnlyCrossingBookElement wouldn't change orders if there wasn't both a top bid and a top ask. 2021-09-29 18:03:25 +01:00
Geoff Taylor 9d030f1af7 Updated Quickstart to request 1 SOL instead of 10 SOL (new devnet airdrop limit). 2021-09-28 10:13:11 +01:00
Geoff Taylor 58135ea101 Added a show-liquidity-mining-info command to display liquidity mining details. 2021-09-23 12:30:59 +01:00
Geoff Taylor 71ecc5faef Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing. 2021-09-22 17:30:29 +01:00
Geoff Taylor aacc318606 Now pass Account to TradeExecutor. 2021-09-21 18:49:51 +01:00
Geoff Taylor 8b1ebc13e8 Fixed problem with watch-minimum-balances spamming notifications. 2021-09-21 16:08:46 +01:00
Geoff Taylor dc7ac7e136 Fixed SOL symbol in SOL-PERP. 2021-09-20 18:02:00 +01:00
Geoff Taylor 511c9dc385 Updated ids.json for SOL-PERP, RAY and COPE markets. 2021-09-20 17:40:59 +01:00
Geoff Taylor f621ff7c8f Updated ids.json for new markets. 2021-09-20 17:17:22 +01:00
Geoff Taylor 3ac729ac5c Updated show-token-balance to work with any wallet address and mint. 2021-09-16 17:40:19 +01:00
Geoff Taylor 43be1fa192 Can now use a separate commitment for fetching the recent blockhash. 2021-09-16 15:36:52 +01:00
Geoff Taylor 47dcfae63d Added base64+zstd as a compression option for encoding. 2021-09-15 20:44:28 +01:00
Geoff Taylor 9f74952444 Added --encoding parameter. 2021-09-15 19:27:07 +01:00
Geoff Taylor 8659ebb6fc Removed some debugging information. 2021-09-14 17:24:22 +01:00
Geoff Taylor 8596a4aa58 Fixed spot fee discount address to use MSRM or SRM vault. 2021-09-13 16:15:20 +01:00
Geoff Taylor 7c17f5cbc4 Added --log-suppress-timestamp parameter. Centralised much CLI argument handling. 2021-09-13 14:05:19 +01:00
Geoff Taylor 4310cc7e2a Brought V2 changes to get_multiple_accounts() across to V3. 2021-09-13 12:17:19 +01:00
Geoff Taylor c02a4260ef Switched random taker oracle to FTX. 2021-09-09 21:41:53 +01:00
Geoff Taylor d1d3910f75 Removed explicit setting of mainnet for price fetching in random taker. 2021-09-09 21:36:40 +01:00
Geoff Taylor 61b135a39d Fixed random taker script. 2021-09-09 21:27:04 +01:00
Geoff Taylor c8724a9974 Updated ids.json. 2021-09-09 21:24:03 +01:00
Geoff Taylor 5aae1f5aab Improved output of instructions when over 1232-byte limit. 2021-09-09 19:02:17 +01:00
Geoff Taylor fe6af5f2b3 Fixed problem with lot size conversion and rounding. 2021-09-09 17:17:23 +01:00
Geoff Taylor 8c42537572 Updated SpotCollateralCalculator to take tokens in OpenOrders into account. 2021-09-09 14:10:34 +01:00
Geoff Taylor bf36c672c0 Updated notebooks. Fixed ones that could be fixed, removed ones that require functionality not in V3. 2021-09-09 09:51:41 +01:00
Geoff Taylor 70a038ffd9 Added a --blockhash-cache-duration parameter. 2021-09-07 21:44:48 +01:00
Geoff Taylor ce25003a2c Added caching to get_recent_blockhash(). 2021-09-07 21:12:37 +01:00
Geoff Taylor e6eaeaeed1 Now use a monotonic time (in milliseconds, with collision avoidance) for client IDs to help with some other systems. 2021-09-07 19:07:22 +01:00
Geoff Taylor 75be37fbd9 Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept. 2021-09-07 18:40:34 +01:00
Geoff Taylor b4406a13d9 sweep command now takes a target balance. 2021-09-06 21:38:12 +01:00
Geoff Taylor 0297fda92c Fixed failing FixedSpread tests. 2021-09-06 19:27:40 +01:00
Geoff Taylor 53207d1d98 FTX oracle no longer tries to interfere with PERP market names. 2021-09-06 19:26:45 +01:00
Geoff Taylor 1f5a3cf4bb Fixed typo in OrderChain documentation. 2021-09-06 18:31:58 +01:00