d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +00:00
7f300f6ee0
Added more debug information for MinimumChargeElement.
2021-10-21 19:57:01 +01:00
26aabd23e9
Simplified and improved marketmaker hedging.
2021-10-02 12:28:16 +01:00
2f11f99b18
Improved some exception messages and handling.
2021-10-01 14:51:39 +01:00
e6eaeaeed1
Now use a monotonic time (in milliseconds, with collision avoidance) for client IDs to help with some other systems.
2021-09-07 19:07:22 +01:00
1d4e24ea38
ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
2021-09-02 13:11:35 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
20672e17d1
Marketmaker now automatically redeems MNGO on pulse.
2021-08-26 14:01:57 +01:00
b89a072cdd
Moved not_quoting to model_state (where external components and orderchain elements can both access it). Added a state bag to model_state too.
2021-08-26 09:19:51 +01:00
8debc3238a
Added simple flag for marketmaker to prevent quoting.
2021-08-25 20:57:57 +01:00
3419c89033
Moved marketmaker to an 'orderchain' model.
2021-08-22 19:48:20 +01:00
a96b67e729
Improved transaction exception reporting.
2021-08-19 09:46:54 +01:00
a51b38049b
Marketmaker no longer masks errors.
2021-08-18 14:49:54 +01:00
97a5c41a39
Updated to latest group structures and IDs.
2021-08-17 19:42:11 +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:
...
* 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
d5f8e1d7da
Turning off running marketmaking using individual transactions.
2021-08-03 18:44:05 +01:00
7e7c21c0aa
Marketmaker no longer tries to run instructions in parallel. (I hope this is a temporary fix.)
2021-08-02 17:48:20 +01:00
3738ff820e
Better logging of Orders.
2021-07-22 18:44:23 +01:00
fb0151191f
Added some more logging to MarketMaker.
2021-07-22 18:03:17 +01:00
107177ee86
Added execute_and_continue_on_failures() to allow MarketMaker to more instructions even if some fail.
2021-07-22 17:54:48 +01:00
c11aececd9
Fixed Serum cranking to be more complete.
2021-07-21 14:31:04 +01:00
0166b5e371
MarketMaker now takes an optional OrderType parameter.
2021-07-20 10:24:05 +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
040eadcb90
Made marketmaker a bit more configurable, and it now publishes pulse completion and errors.
2021-07-16 14:26:42 +01:00
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
82405cfec1
Updated Serum and Spot instructions builders to properly crank and settle.
2021-07-12 20:29:41 +01:00
a00738a67c
Added DesiredOrdersBuilder and a couple of basic implementations.
2021-07-12 20:09:36 +01:00
6a15c81fa3
New approach to transactions allowing them to be split up.
...
* CombinableTransactions now separated out.
* CombinableTransactions are now size-aware when being executed, and will automatically split into batches for execution if they are too big.
* New MarketInstructionBuilder approach - each market type can now have its own way of building instructions for common operations.
2021-07-12 17:18:56 +01:00
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
Geoff Taylor