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