Commit Graph

7 Commits

Author SHA1 Message Date
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 6b4ea5925d Added FTX price oracle. 2021-06-12 14:21:07 +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
Geoff Taylor 8b8afe1a0b Refactored PollingLiquidator into ReportingAccountLiquidator and LiquidationProcessor
* ReportingAccountLiquidator wraps an AccountLiquidator but provides before-and-after logging and reporting.
* Sped up fetch_token_prices() by reducing it to one network fetch
* Centralised loading of ripe mangoes by creating MarginAccount.load_all_ripe()
* Clearer, more consistent use of Observables
* Added RxPy Backpressure library
* Improved container building to allow for different tags
2021-05-21 14:28:42 +01:00
Geoff Taylor f2d4e7c13f Added Serum trading.
* Added nasty patch around pyserum bug
* OpenOrders can now provide (on-demand) the pyserum representation OpenOrdersAccount
* New context methods -unwrap_transaction_id_or_raise_exception() and random_client_id()
* Added Retrier and retry_context() function
* Added TradeExecutor and SerumImmediateTradeExecutor classes to trade on Serum
2021-05-04 17:18:09 +01:00
Geoff Taylor 3928331cc3 Reformatted some header text and added TOC on all pages. 2021-04-22 14:28:32 +01:00
Geoff Taylor 2cc5135517 Initial import. 2021-04-14 16:51:39 +01:00