89e45e936e
Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
2022-03-03 18:36:46 +00:00
ac379d5ad9
Fix for another Windows datetime problem.
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* Made a more thorough check of use of datetimes throughout codebase, replaced some instances.
* Added some tests to make sure comparisons don't raise exceptions.
2022-03-02 11:23:43 +00:00
eef007758d
Expanded porcelain functions, cleaned up old usage.
2022-02-24 19:40:05 +00:00
891b7eab3e
Merge branch 'og/tif'
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* 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
4e2af51836
Refactored uses of instanceof() to determine market type.
2022-02-23 17:21:03 +00:00
0aa6d1409f
Added on_event() and on_fill() to concrete LoadedMarkets.
2022-02-23 10:48:25 +00:00
906b419fc6
OrderBook can now provide expired orders, if requested.
2022-02-22 12:06:20 +00:00
5c3b0befa9
Switched from autopep8 to black for code formatting. Reformatted all files. Updated dependencies.
2022-02-09 19:31:50 +00:00
a398a1d9d9
Pyth Oracle changed the account info at mainnet by adding prefix 'Crypto.' to assets
2022-02-03 20:11:47 +01:00
8ad9033948
Fixed Pyth oracle to use different (new?) symbol naming convention on devnet.
2022-01-19 12:09:59 +00:00
3f4ec995f0
Group and Account slots now contain their own matching indices.
2021-11-09 21:08:06 +00:00
d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +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
53207d1d98
FTX oracle no longer tries to interfere with PERP market names.
2021-09-06 19:26:45 +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
d7b36c355c
Now uses a fresh ThreadPoolScheduler every time instead of one per Context.
2021-09-02 08:30:06 +01:00
38ff5e2fcd
Added context name to Pyth exceptions.
2021-08-31 15:09:58 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
e670611722
Fixed forcing to mainnet/devnet.
2021-08-26 18:03:42 +01:00
261848f325
Big renaming of Context properties to make them more consistent and appropriate.
2021-08-26 10:31:02 +01:00
5a76874466
Updated for new group.
2021-08-19 22:23:19 +01:00
ec37c14d03
Added ensure-account and ensure-open-orders commands.
2021-08-19 11:00:39 +01:00
a96b67e729
Improved transaction exception reporting.
2021-08-19 09:46:54 +01:00
d5eaa385da
Removed rx.core.typing for many classes - using the actual base classes now.
2021-08-17 12:39:55 +01:00
9bd75dc8d2
Websocket now has a force_reconnect() method, plus subscribable disconnect event.
2021-08-09 13:24:33 +01:00
9b6f33d7e6
Added --name parameter to programs and context to allow better reporting of errors.
2021-08-09 10:27:47 +01:00
f596d571f6
Big change - now uses our own 'Client' which handles some situations better from our point of view:
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* 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
2840f52fde
Fixed stub oracle price now the server stub oracle has been updated.
2021-08-03 09:08:47 +01:00
b734eeb6cc
Fixed linting problems in stub oracle.
2021-07-31 13:37:26 +01:00
efd24060a8
Added stub oracle code and cache loading.
2021-07-30 20:31:17 +01:00
321dd2142a
Fixed comment in Serum oracle.
2021-07-30 18:09:54 +01:00
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
c874b83221
Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
2021-07-26 18:07:56 +01:00
3b23f7e4e7
Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
2021-07-26 13:42:03 +01:00
eb244a2167
Renamed PerpMarket to PerpMarketDetails, and PerpsMarket to PerpMarket to be consistent with SerumMarket and SpotMarket. Improved market stub handling.
2021-07-23 14:18:26 +01:00
d22a09f208
Added market 'stubs' to allow for delayed loading of markets.
2021-07-23 11:42:22 +01:00
9960713d7d
Fixed use of backslash in regular expressions.
2021-07-14 18:28:48 +01:00
ec051037d4
Fixed Serum oracle to work better with Serum prices when the code itself is not on mainnet.
2021-07-14 16:34:10 +01:00
9ae3e8a327
Fixed oracles for perp market symbols.
2021-07-14 15:51:32 +01:00
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
5b71ffbd18
Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
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* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
fab659c244
Improved access to market lookup data.
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* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
ceaae48ddf
Moved Pyth Network oracle code to V2 now that they're providing prices there.
2021-06-15 11:57:28 +01:00
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
6b4ea5925d
Added FTX price oracle.
2021-06-12 14:21:07 +01:00
c3ac807fce
Moved oracles to their own packages.
2021-06-11 16:51:41 +01:00
Geoff Taylor
Ondra Chaloupka
Geoff Taylor