d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +00:00
199c39130d
Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token.
2021-11-08 11:39:09 +00:00
56599a1037
Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage.
2021-10-26 18:45:04 +01:00
92c09a0a1b
Fixed perp placement of POST_ONLY_SLIDE orders.
2021-10-15 15:27:03 +01:00
6aa28b0897
Added POST_ONLY_SLIDE order type.
2021-10-15 14:34:32 +01:00
f4af4960d7
Added new OrderChain elements. Removed Serum oracle and added Market oracle (which includes Serum oracle functionality plus more). Expanded chain documentation and added oracle documentation.
2021-09-06 17:07:26 +01:00
b57ef58d63
Added a RoundToLotSizeElement element to marketmaker chain.
2021-08-31 12:36:23 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
ce37e835a2
Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets.
2021-08-24 20:13:44 +01:00
3419c89033
Moved marketmaker to an 'orderchain' model.
2021-08-22 19:48:20 +01:00
191d3e644c
Anything imported from pyserum should now be imported as a PySerumXYZ to avoid confusion with Mango Explorer classes.
2021-08-21 18:24:53 +01:00
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
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
3738ff820e
Better logging of Orders.
2021-07-22 18:44:23 +01:00
add1e4580d
Added better formatting for Order output.
2021-07-22 17:54:16 +01:00
94df52003b
Changes for devnet group v3.8.
...
* Some struct/layout changes
* Big changes to OpenOrders handling in MarketMaker
* Serum and Spot settlement should now work as expected
2021-07-19 15:04:53 +01:00
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
Geoff Taylor