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 |
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 |
Geoff Taylor
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8c42537572
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Updated SpotCollateralCalculator to take tokens in OpenOrders into account.
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2021-09-09 14:10:34 +01:00 |
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 |
Geoff Taylor
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8bf6384076
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Added CollateralCalculator to calculate collateral in different market types.
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2021-08-31 00:30:22 +01:00 |
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 |
Geoff Taylor
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ce37e835a2
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Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets.
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2021-08-24 20:13:44 +01:00 |