88cb2fcdd4
Refactored Group and Account to remove requirement for Group to load all Root Banks.
2021-11-11 11:56:29 +00:00
393ff6a899
Added unit tests for slot accessors in Group and Account.
2021-11-10 17:46:54 +00:00
3f4ec995f0
Group and Account slots now contain their own matching indices.
2021-11-09 21:08:06 +00:00
01cfae7fa4
Fixed problems with redeem-mango
2021-11-09 19:54:50 +00:00
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
4a24f3df55
Some fixes for health calculations WIP.
2021-11-04 15:36:14 +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
3ccca8bd01
Start of work on account calculations.
2021-10-04 18:27:07 +01:00
26aabd23e9
Simplified and improved marketmaker hedging.
2021-10-02 12:28:16 +01:00
2a424aa2d1
Added sweep command to sell all tokens in a market.
2021-09-02 18:51:43 +01:00
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
8bf6384076
Added CollateralCalculator to calculate collateral in different market types.
2021-08-31 00:30:22 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
261848f325
Big renaming of Context properties to make them more consistent and appropriate.
2021-08-26 10:31:02 +01:00
97a5c41a39
Updated to latest group structures and IDs.
2021-08-17 19:42:11 +01:00
3403555036
Added account name/info to output.
2021-08-13 12:15:17 +01:00
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +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
613d964051
Perp Accounts accrue benefits in MNGO so improved handling of it.
2021-08-05 15:35:08 +01:00
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
c90ff010d3
Improved how accounts handle their basket of tokens.
2021-08-03 12:40:00 +01:00
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
ca3193e0b6
Added account indexing to commands that need it.
2021-07-31 14:43:39 +01:00
e721d6c8e8
Improved Group and Account output. Tied OpenOrders and PerpOpenOrders together with a PlacedOrdersContainer protocol.
2021-07-29 16:19:52 +01:00
5b6d5f2291
Upgraded to new, better devnet group.
2021-07-29 12:38:34 +01:00
d22a09f208
Added market 'stubs' to allow for delayed loading of markets.
2021-07-23 11:42:22 +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
bcd56301c9
Brought changes to structs and instructions across for new group/code v3.4.
2021-07-13 12:43:50 +01:00
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
9e706c1d91
(Temporarily?) removed Settle from Spot order placement because it stopped working.
2021-07-01 22:10:52 +01:00
bf675122ac
Updated ids.json for new group. Updated Group with new structure.
...
* Extended mechanism for combining instructions.
* Fixed Account's calculations of deposits and borrows.
* Added net_assets to Account.
* Groups now maintain loaded RootBanks, not just PublicKeys of them.
* Fixed simple market-maker's calculation of position sizes.
2021-07-01 21:24:08 +01:00
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
5b71ffbd18
Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
...
* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
Geoff Taylor