Commit Graph

15 Commits

Author SHA1 Message Date
Geoff Taylor 891b7eab3e Merge branch 'og/tif'
* New place perp instcution builder is here as build_place_perp_order_instructions_2(), ready to be moved to build_place_perp_order_instructions() when updated Mango program is deployed.
2022-02-23 18:14:17 +00:00
Geoff Taylor 0aa6d1409f Added on_event() and on_fill() to concrete LoadedMarkets. 2022-02-23 10:48:25 +00:00
Geoff Taylor 906b419fc6 OrderBook can now provide expired orders, if requested. 2022-02-22 12:06:20 +00:00
Geoff Taylor 5c3b0befa9 Switched from autopep8 to black for code formatting. Reformatted all files. Updated dependencies. 2022-02-09 19:31:50 +00:00
Geoff Taylor d8ffa03491 Refactored to use mango.output() consistently instead of print(). 2022-01-11 14:36:08 +00:00
Geoff Taylor bc20564e0b Explicitly made loggers protected instead of public. 2021-12-13 11:15:24 +00:00
Geoff Taylor d15e953ae7 Refactor of code to work with mypy --strict 2021-11-09 13:23:36 +00:00
Geoff Taylor 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
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 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 7db8326a7c More realistic market-maker is now available. 2021-07-15 21:03:22 +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 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 5e59d8a7e3 Moved library code to .py files instead of notebooks.
* This is a big change that touched most files in the project.
* Library code is now an actual package, in /mango.
* Pure .py files used for shared code - easier to edit/debug, and should ease move to installable package later.
* Removed many notebooks. The remaining notebooks are useful 'display'/'show' notebooks for investigating Mango objects.
* More tests! The test story is now much improved, but more unit tests are still needed.
* There's now a Makefile for project operations.
2021-06-07 15:10:18 +01:00