Commit Graph

187 Commits

Author SHA1 Message Date
Geoff Taylor 8624afabdc Replaced command switch --account-index with --account-address because of inconsistent results when fetching multiple accounts - they could come back with different indices. 2021-09-02 17:19:17 +01:00
Geoff Taylor 39c591fc6f Made order chain more configurable, added MarketmakingOrderChain to docs. 2021-09-02 12:01:41 +01:00
Geoff Taylor d7b36c355c Now uses a fresh ThreadPoolScheduler every time instead of one per Context. 2021-09-02 08:30:06 +01:00
Geoff Taylor befb86bcfb watch-minimum-balances now uses a single websocket for all accounts (again). 2021-08-31 10:55:06 +01:00
Geoff Taylor 9111294f2d Added request/response data to TransactionException. 2021-08-31 10:40:05 +01:00
Geoff Taylor bf7dc95a9d Merging V3 branch into main. 2021-08-30 15:42:11 +01:00
Geoff Taylor 2206482a93 Better output for cancel-my-orders command. 2021-08-30 13:43:41 +01:00
Geoff Taylor 4dcea1c3fa Fixed problem handling exceptions in marketmaker pulse observable. 2021-08-30 11:41:30 +01:00
Geoff Taylor 126cb4e288 Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart. 2021-08-30 11:33:44 +01:00
Geoff Taylor 1e01791a5e Fixed problem cleaning up on marketmaker starting and stopping. 2021-08-28 18:57:41 +01:00
Geoff Taylor 1d8b2d4f2e Updated Marketmaker Quickstart to use ensure-account instead of init-account. 2021-08-28 12:13:03 +01:00
Geoff Taylor 9159d615c4 Updated dependencies and fixed subsequent issues. 2021-08-27 20:37:23 +01:00
Geoff Taylor 03f385043b Backported BetterClient from V3 and prefer its return values to the regular Client's. 2021-08-26 15:48:25 +01:00
Geoff Taylor f3f923ac6a Changed marketmaker default update mode to POLL (from WEBSOCKET). 2021-08-26 14:04:04 +01:00
Geoff Taylor 261848f325 Big renaming of Context properties to make them more consistent and appropriate. 2021-08-26 10:31:02 +01:00
Geoff Taylor df6f817969 Added a ws_pong health check for watch-minimum-balances. 2021-08-25 20:40:32 +01:00
Geoff Taylor d151e0ce8f Updated to latest devnet ids.json. Fixed some context configuration problems. 2021-08-25 17:06:00 +01:00
Geoff Taylor ce37e835a2 Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets. 2021-08-24 20:13:44 +01:00
Geoff Taylor 59ba4894f1 Moved hedger to its own class, and re-used it as an option in marketmaker. 2021-08-23 15:36:55 +01:00
Geoff Taylor 3419c89033 Moved marketmaker to an 'orderchain' model. 2021-08-22 19:48:20 +01:00
Geoff Taylor b56d114a4a Added bids and asks to marketmaker ModelState, with watchers for latest state. 2021-08-21 22:06:58 +01:00
Geoff Taylor 8a83c73ea8 Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.) 2021-08-21 16:03:13 +01:00
Geoff Taylor 153ebae2f4 Moved opening of websocket to be entirely within WebSocketSubscriptionManager. 2021-08-21 13:25:28 +01:00
Geoff Taylor 1696ead1e3 Added --quote-position-bias parameter to marketmaker. 2021-08-21 00:00:34 +01:00
Geoff Taylor 20af8e7eeb Now logs context when starting marketmaker. 2021-08-19 23:02:53 +01:00
Geoff Taylor 5a76874466 Updated for new group. 2021-08-19 22:23:19 +01:00
Geoff Taylor ccd7e869c8 Fixed problem with default for --confidence-interval-level. 2021-08-19 19:03:54 +01:00
Geoff Taylor 7a40ac6e25 Added default for marketmaker --confidence-interval-level. 2021-08-19 18:22:56 +01:00
Geoff Taylor 66ccdcf63e Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders. 2021-08-19 17:31:17 +01:00
Geoff Taylor ec37c14d03 Added ensure-account and ensure-open-orders commands. 2021-08-19 11:00:39 +01:00
Geoff Taylor 2bf4d07592 cancel-order can now take an --ok-if-missing parameter, and use it if the underlying market-type supports it. 2021-08-18 12:23:20 +01:00
Geoff Taylor 2f6983cd7f Fixed account use in withdraw command. 2021-08-17 20:46:11 +01:00
Geoff Taylor 334412f183 show-account-balances now outputs None for accounts that have no deposits. 2021-08-17 20:45:48 +01:00
Geoff Taylor aad71929ae Fixed send-token to pass proper TxOpt options. 2021-08-17 18:11:43 +01:00
Geoff Taylor b408874a2a Fixed TokenAccount to be able to find or create the associated token account, or use an old-style account if it exists and the associated token account doesn't. 2021-08-17 17:52:17 +01:00
Geoff Taylor d5eaa385da Removed rx.core.typing for many classes - using the actual base classes now. 2021-08-17 12:39:55 +01:00
Geoff Taylor a4ca18e5ed Added/centralised 'watchers'. Removed FileToucherObserver. Added HealthCheck. 2021-08-17 12:17:49 +01:00
Geoff Taylor a2f9ee6db8 Better reporting when dry-run liquidating a single account. 2021-08-16 11:58:22 +01:00
Geoff Taylor 255d3a70df Added a mint command for devnet use. 2021-08-13 21:34:17 +01:00
Geoff Taylor 162f41e2d0 Added a redeem-mango command. 2021-08-11 19:14:26 +01:00
Geoff Taylor 9bd75dc8d2 Websocket now has a force_reconnect() method, plus subscribable disconnect event. 2021-08-09 13:24:33 +01:00
Geoff Taylor b297db217c Moved group-balances to show-account-balances, and expanded it to show all balances in all accounts. 2021-08-09 11:56:01 +01:00
Geoff Taylor 4483db480b Added account state to hedger startup. 2021-08-09 11:35:02 +01:00
Geoff Taylor 9b6f33d7e6 Added --name parameter to programs and context to allow better reporting of errors. 2021-08-09 10:27:47 +01:00
Geoff Taylor aa4406d68f Fixed account output/reporting. 2021-08-07 18:42:39 +01:00
Geoff Taylor f596d571f6 Big change - now uses our own 'Client' which handles some situations better from our point of view:
* Being able to specify commitment on the Client instead of every call.
* Better error handling (more exception details, and specific rate limiting exceptions)
* More obvious return values, instead of always having to dereference "result".
2021-08-07 15:07:19 +01:00
Geoff Taylor cc6f62c312 Expanded use of Group and Account baskets. 2021-08-04 13:08:34 +01:00
Geoff Taylor 88fa2181d2 Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes. 2021-08-03 18:32:12 +01:00
Geoff Taylor 6f86e83160 Simplified watching. Added inventory watchers. 2021-08-02 17:14:00 +01:00
Geoff Taylor ba56bdd9f5 Improved event queue handling. Now split incoming events into processed and unprocessed, and changed 'seen' handling to use sequence_number. 2021-08-01 17:47:45 +01:00