Geoff Taylor
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88cb2fcdd4
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Refactored Group and Account to remove requirement for Group to load all Root Banks.
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2021-11-11 11:56:29 +00:00 |
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Geoff Taylor
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393ff6a899
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Added unit tests for slot accessors in Group and Account.
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2021-11-10 17:46:54 +00:00 |
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Geoff Taylor
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3f4ec995f0
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Group and Account slots now contain their own matching indices.
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2021-11-09 21:08:06 +00:00 |
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Geoff Taylor
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01cfae7fa4
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Fixed problems with redeem-mango
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2021-11-09 19:54:50 +00:00 |
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Geoff Taylor
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d15e953ae7
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Refactor of code to work with mypy --strict
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2021-11-09 13:23:36 +00:00 |
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Geoff Taylor
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199c39130d
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Moved to having Instrument as a basis for Token, to allow for perp markets with no underlying SPL token.
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2021-11-08 11:39:09 +00:00 |
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Geoff Taylor
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ffd563e4b2
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Fixed some warnings from tests.
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2021-11-04 15:55:08 +00:00 |
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Geoff Taylor
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05a9f57dcf
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Removed unused import.
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2021-11-04 15:44:17 +00:00 |
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Geoff Taylor
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4a24f3df55
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Some fixes for health calculations WIP.
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2021-11-04 15:36:14 +00:00 |
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Geoff Taylor
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a41a63da14
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Fixes to allow a perp market with no spot market.
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2021-11-01 18:41:31 +00:00 |
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Geoff Taylor
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27c5e676f3
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Refactored notifications.
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2021-10-28 12:19:18 +01:00 |
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Geoff Taylor
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56599a1037
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Added OrderBook instead of passing around bids and asks. Added it to ModelState too, and cleaned up usage.
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2021-10-26 18:45:04 +01:00 |
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Geoff Taylor
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c2615218e3
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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Geoff Taylor
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c17d04152b
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FixedPositionSizeElement can now take multiple fixed position sizes and properly apply them.
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2021-10-23 13:44:30 +01:00 |
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Geoff Taylor
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ca1c114371
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Updated AfterAccumulatedDepthElement to take depth and adjustment parameters.
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2021-10-22 15:31:31 +01:00 |
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Geoff Taylor
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7f300f6ee0
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Added more debug information for MinimumChargeElement.
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2021-10-21 19:57:01 +01:00 |
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Geoff Taylor
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84173b65c9
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Added some basic IDL parsing so code can expand log messages with events.
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2021-10-15 20:37:43 +01:00 |
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Geoff Taylor
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5200add28f
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Added BiasQuoteElement as possible marketmaker chain element.
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2021-10-15 14:21:54 +01:00 |
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Geoff Taylor
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f3f2c141b3
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Another attempt at getting agreement on date timezones in github action.
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2021-10-14 11:58:45 +01:00 |
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Geoff Taylor
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a1f850c341
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Fixed UTC issue in test.
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2021-10-14 11:49:07 +01:00 |
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Geoff Taylor
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b46d6bd0d2
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Added QuoteSingleSideElement for marketmaker.
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2021-10-14 09:42:09 +01:00 |
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Geoff Taylor
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3587ce1b26
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Made mango-explorer a pip-installable package.
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2021-10-11 17:08:54 +01:00 |
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Geoff Taylor
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defbfd8c89
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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Geoff Taylor
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19f6a79d52
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Added ability of ratios and minimumcharge elements to work with bid+ask instead of mid price.
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2021-10-05 20:43:56 +01:00 |
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Geoff Taylor
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a02f8f54aa
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Added simple RootBank parsing tests.
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2021-10-05 10:47:41 +01:00 |
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Geoff Taylor
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3ccca8bd01
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Start of work on account calculations.
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2021-10-04 18:27:07 +01:00 |
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Geoff Taylor
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26aabd23e9
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Simplified and improved marketmaker hedging.
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2021-10-02 12:28:16 +01:00 |
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Geoff Taylor
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90dd111c95
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Fixed problem calculating top bid.
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2021-09-29 18:59:28 +01:00 |
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Geoff Taylor
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66e137e726
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Fixed bug where PreventPostOnlyCrossingBookElement wouldn't change orders if there wasn't both a top bid and a top ask.
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2021-09-29 18:03:25 +01:00 |
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Geoff Taylor
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71ecc5faef
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Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing.
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2021-09-22 17:30:29 +01:00 |
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Geoff Taylor
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43be1fa192
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Can now use a separate commitment for fetching the recent blockhash.
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2021-09-16 15:36:52 +01:00 |
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Geoff Taylor
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9f74952444
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Added --encoding parameter.
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2021-09-15 19:27:07 +01:00 |
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Geoff Taylor
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4310cc7e2a
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Brought V2 changes to get_multiple_accounts() across to V3.
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2021-09-13 12:17:19 +01:00 |
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Geoff Taylor
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fe6af5f2b3
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Fixed problem with lot size conversion and rounding.
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2021-09-09 17:17:23 +01:00 |
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Geoff Taylor
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70a038ffd9
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Added a --blockhash-cache-duration parameter.
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2021-09-07 21:44:48 +01:00 |
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Geoff Taylor
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b4406a13d9
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sweep command now takes a target balance.
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2021-09-06 21:38:12 +01:00 |
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Geoff Taylor
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0297fda92c
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Fixed failing FixedSpread tests.
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2021-09-06 19:27:40 +01:00 |
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Geoff Taylor
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f4af4960d7
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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.
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2021-09-06 17:07:26 +01:00 |
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Geoff Taylor
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1d4e24ea38
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ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
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2021-09-02 13:11:35 +01:00 |
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Geoff Taylor
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39c591fc6f
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Made order chain more configurable, added MarketmakingOrderChain to docs.
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2021-09-02 12:01:41 +01:00 |
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Geoff Taylor
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86f7933bcb
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Fixed problem calculating the proper tick under/over the top orderbook prices.
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2021-09-01 18:33:38 +01:00 |
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Geoff Taylor
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bf7dc95a9d
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Merging V3 branch into main.
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2021-08-30 15:42:11 +01:00 |
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Geoff Taylor
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9159d615c4
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Updated dependencies and fixed subsequent issues.
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2021-08-27 20:37:23 +01:00 |
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Geoff Taylor
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352f4ea65f
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Removed percentage target balances because of the unexpected frequent rebalancing they could cause.
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2021-08-26 16:29:00 +01:00 |
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Geoff Taylor
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03f385043b
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Backported BetterClient from V3 and prefer its return values to the regular Client's.
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2021-08-26 15:48:25 +01:00 |
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Geoff Taylor
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20672e17d1
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Marketmaker now automatically redeems MNGO on pulse.
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2021-08-26 14:01:57 +01:00 |
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Geoff Taylor
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261848f325
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Big renaming of Context properties to make them more consistent and appropriate.
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2021-08-26 10:31:02 +01:00 |
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Geoff Taylor
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6baa336c34
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Fixed failing test.
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2021-08-25 20:57:43 +01:00 |
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Geoff Taylor
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d151e0ce8f
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Updated to latest devnet ids.json. Fixed some context configuration problems.
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2021-08-25 17:06:00 +01:00 |
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Geoff Taylor
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fc1957d9b2
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Added bias tests.
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2021-08-23 17:35:09 +01:00 |