Commit Graph

204 Commits

Author SHA1 Message Date
Geoff Taylor 3587ce1b26 Made mango-explorer a pip-installable package. 2021-10-11 17:08:54 +01:00
Geoff Taylor 8257902003 Removed use of pyston in commands. 2021-10-08 18:15:40 +01:00
Geoff Taylor 9be532714f Fixed problem with send-token command if address wasn't root wallet. 2021-10-08 17:29:06 +01:00
Geoff Taylor 64817c739a Improved perp-to-spot hedging, added documentation on hedging. 2021-10-06 15:39:41 +01:00
Geoff Taylor 3ccca8bd01 Start of work on account calculations. 2021-10-04 18:27:07 +01:00
Geoff Taylor 26aabd23e9 Simplified and improved marketmaker hedging. 2021-10-02 12:28:16 +01:00
Geoff Taylor 6306e1e65a Improved model state and marketoperations. Some work on hedging. 2021-09-30 18:53:33 +01:00
Geoff Taylor 0600450f01 Better debug output of context and arguments. 2021-09-30 08:54:12 +01:00
Geoff Taylor 58135ea101 Added a show-liquidity-mining-info command to display liquidity mining details. 2021-09-23 12:30:59 +01:00
Geoff Taylor aacc318606 Now pass Account to TradeExecutor. 2021-09-21 18:49:51 +01:00
Geoff Taylor 8b1ebc13e8 Fixed problem with watch-minimum-balances spamming notifications. 2021-09-21 16:08:46 +01:00
Geoff Taylor 3ac729ac5c Updated show-token-balance to work with any wallet address and mint. 2021-09-16 17:40:19 +01:00
Geoff Taylor 7c17f5cbc4 Added --log-suppress-timestamp parameter. Centralised much CLI argument handling. 2021-09-13 14:05:19 +01:00
Geoff Taylor 75be37fbd9 Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept. 2021-09-07 18:40:34 +01:00
Geoff Taylor b4406a13d9 sweep command now takes a target balance. 2021-09-06 21:38:12 +01:00
Geoff Taylor f4af4960d7 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. 2021-09-06 17:07:26 +01:00
Geoff Taylor 2a424aa2d1 Added sweep command to sell all tokens in a market. 2021-09-02 18:51:43 +01:00
Geoff Taylor 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
Geoff Taylor 39c591fc6f Made order chain more configurable, added MarketmakingOrderChain to docs. 2021-09-02 12:01:41 +01:00
Geoff Taylor d7b36c355c Now uses a fresh ThreadPoolScheduler every time instead of one per Context. 2021-09-02 08:30:06 +01:00
Geoff Taylor befb86bcfb watch-minimum-balances now uses a single websocket for all accounts (again). 2021-08-31 10:55:06 +01:00
Geoff Taylor 9111294f2d Added request/response data to TransactionException. 2021-08-31 10:40:05 +01:00
Geoff Taylor bf7dc95a9d Merging V3 branch into main. 2021-08-30 15:42:11 +01:00
Geoff Taylor 2206482a93 Better output for cancel-my-orders command. 2021-08-30 13:43:41 +01:00
Geoff Taylor 4dcea1c3fa Fixed problem handling exceptions in marketmaker pulse observable. 2021-08-30 11:41:30 +01:00
Geoff Taylor 126cb4e288 Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart. 2021-08-30 11:33:44 +01:00
Geoff Taylor 1e01791a5e Fixed problem cleaning up on marketmaker starting and stopping. 2021-08-28 18:57:41 +01:00
Geoff Taylor 1d8b2d4f2e Updated Marketmaker Quickstart to use ensure-account instead of init-account. 2021-08-28 12:13:03 +01:00
Geoff Taylor 9159d615c4 Updated dependencies and fixed subsequent issues. 2021-08-27 20:37:23 +01:00
Geoff Taylor 03f385043b Backported BetterClient from V3 and prefer its return values to the regular Client's. 2021-08-26 15:48:25 +01:00
Geoff Taylor f3f923ac6a Changed marketmaker default update mode to POLL (from WEBSOCKET). 2021-08-26 14:04:04 +01:00
Geoff Taylor 261848f325 Big renaming of Context properties to make them more consistent and appropriate. 2021-08-26 10:31:02 +01:00
Geoff Taylor df6f817969 Added a ws_pong health check for watch-minimum-balances. 2021-08-25 20:40:32 +01:00
Geoff Taylor d151e0ce8f Updated to latest devnet ids.json. Fixed some context configuration problems. 2021-08-25 17:06:00 +01:00
Geoff Taylor ce37e835a2 Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets. 2021-08-24 20:13:44 +01:00
Geoff Taylor 59ba4894f1 Moved hedger to its own class, and re-used it as an option in marketmaker. 2021-08-23 15:36:55 +01:00
Geoff Taylor 3419c89033 Moved marketmaker to an 'orderchain' model. 2021-08-22 19:48:20 +01:00
Geoff Taylor b56d114a4a Added bids and asks to marketmaker ModelState, with watchers for latest state. 2021-08-21 22:06:58 +01:00
Geoff Taylor 8a83c73ea8 Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.) 2021-08-21 16:03:13 +01:00
Geoff Taylor 153ebae2f4 Moved opening of websocket to be entirely within WebSocketSubscriptionManager. 2021-08-21 13:25:28 +01:00
Geoff Taylor 1696ead1e3 Added --quote-position-bias parameter to marketmaker. 2021-08-21 00:00:34 +01:00
Geoff Taylor 20af8e7eeb Now logs context when starting marketmaker. 2021-08-19 23:02:53 +01:00
Geoff Taylor 5a76874466 Updated for new group. 2021-08-19 22:23:19 +01:00
Geoff Taylor ccd7e869c8 Fixed problem with default for --confidence-interval-level. 2021-08-19 19:03:54 +01:00
Geoff Taylor 7a40ac6e25 Added default for marketmaker --confidence-interval-level. 2021-08-19 18:22:56 +01:00
Geoff Taylor 66ccdcf63e Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders. 2021-08-19 17:31:17 +01:00
Geoff Taylor ec37c14d03 Added ensure-account and ensure-open-orders commands. 2021-08-19 11:00:39 +01:00
Geoff Taylor 2bf4d07592 cancel-order can now take an --ok-if-missing parameter, and use it if the underlying market-type supports it. 2021-08-18 12:23:20 +01:00
Geoff Taylor 2f6983cd7f Fixed account use in withdraw command. 2021-08-17 20:46:11 +01:00
Geoff Taylor 334412f183 show-account-balances now outputs None for accounts that have no deposits. 2021-08-17 20:45:48 +01:00