Geoff Taylor
c3ac807fce
Moved oracles to their own packages.
2021-06-11 16:51:41 +01:00
Geoff Taylor
b47bd6f6f3
Added Serum oracle.
2021-06-11 12:43:47 +01:00
Geoff Taylor
83d1702691
Added code to fetch prices from the Pyth Network.
2021-06-10 21:28:29 +01:00
Geoff Taylor
4294fbebe7
Fixed problem using Wrapped SOL with Serum.
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* Fixes problems with liquidator re-balancing.
* Fixes problems with group-balance-wallet, group-settle, serum-buy and serum-sell commands.
* Greatly increases the speed of buying and selling on Serum - the IOC order is now placed, cranked and settled in one transaction.
* Associated token accounts and OpenOrders accounts are automatically created as-needed.
2021-06-09 00:47:15 +01:00
Geoff Taylor
032c91c66e
Fixed bug in group-settle, where market metadata was provided instead of a spot market.
2021-06-08 15:12:43 +01:00
Geoff Taylor
16cb68ad4c
Fixed bug in balancing wallet.
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* Mixed use of 'symbol' in different contexts.
2021-06-08 14:38:28 +01:00
Geoff Taylor
e3e44a14ef
Added documentation on Wrapped SOL, how to wrap/unwrap. Cleaned up those commands, centralised some Instructions.
2021-06-08 14:05:00 +01:00
Geoff Taylor
616d929e90
Removed context from Group, added name. Price lookups must now pass the context they want to use.
2021-06-08 08:17:37 +01:00
Geoff Taylor
c0d7621e53
Added show-group and show-margin-account commands.
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* Improved string output
* Strongly typed Group TokenValues, e.g. total deposits/borrows, indexes.
2021-06-07 19:38:43 +01:00
Geoff Taylor
5e59d8a7e3
Moved library code to .py files instead of notebooks.
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* This is a big change that touched most files in the project.
* Library code is now an actual package, in /mango.
* Pure .py files used for shared code - easier to edit/debug, and should ease move to installable package later.
* Removed many notebooks. The remaining notebooks are useful 'display'/'show' notebooks for investigating Mango objects.
* More tests! The test story is now much improved, but more unit tests are still needed.
* There's now a Makefile for project operations.
2021-06-07 15:10:18 +01:00
Geoff Taylor
de0144f43a
Tidied up command help for new commands.
2021-06-03 09:10:09 +01:00
Geoff Taylor
227e63a851
Fixed confirmation statement in wrap-sol.
2021-06-02 20:17:40 +01:00
Geoff Taylor
cd7cdab540
Added commands to wrap and unwrap SOL.
2021-06-02 20:03:46 +01:00
Geoff Taylor
e3b0d65705
Extended use of Lookups - serum buys and sells no longer need a Group.
2021-06-01 19:16:59 +01:00
Geoff Taylor
f73ee9ca19
Now use solana.tokenlist.json for token lookups.
2021-06-01 18:16:02 +01:00
Geoff Taylor
cbd42d24ae
Context can now decide to look up the group ID given a group name, instead of using the wrong default.
2021-06-01 14:08:54 +01:00
Geoff Taylor
ba25e289af
Better retry functionality with backoff pauses.
2021-05-28 17:16:53 +01:00
Geoff Taylor
b6a595bb21
Updated to handle Groups with 5 tokens as well as Groups with 3 tokens.
2021-05-27 17:07:02 +01:00
Geoff Taylor
8b21f4c025
Fixed formatting of token balance in group-balances command.
2021-05-25 17:17:41 +01:00
Geoff Taylor
30543975ee
Renamed commands to better reflect purpose. Updated Quickstart.
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* group-buy-token to serum-buy
* group-sell-token to serum-sell
* group-send-token to send-token
2021-05-24 10:40:33 +01:00
Geoff Taylor
5c6abd0733
Added CsvFileNotificationTarget.
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* Updated notifications to allow notifying on succeeded or failed (or both!) PartialLiquidate transactions.
* Added more information to LiquidationEvent to allow that to flow through to notifications.
2021-05-21 20:02:54 +01:00
Geoff Taylor
8b8afe1a0b
Refactored PollingLiquidator into ReportingAccountLiquidator and LiquidationProcessor
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* ReportingAccountLiquidator wraps an AccountLiquidator but provides before-and-after logging and reporting.
* Sped up fetch_token_prices() by reducing it to one network fetch
* Centralised loading of ripe mangoes by creating MarginAccount.load_all_ripe()
* Clearer, more consistent use of Observables
* Added RxPy Backpressure library
* Improved container building to allow for different tags
2021-05-21 14:28:42 +01:00
Geoff Taylor
106973c027
Removed intermediate lambda to see if it was the source of duplicate Discord notifications.
2021-05-19 11:37:44 +01:00
Geoff Taylor
ce2d0d7438
Added a NotificationHandler to bridge log events to notifications.
2021-05-18 18:08:38 +01:00
Geoff Taylor
06e8e67049
More depth in parsing transactions, plus better reporting on them.
2021-05-18 15:17:14 +01:00
Geoff Taylor
b80e60be37
EventSource now properly inherits from Subject.
2021-05-17 21:17:01 +01:00
Geoff Taylor
f2cad71bc2
Fixed Method Resolution Order problem in Events.
2021-05-17 20:54:39 +01:00
Geoff Taylor
5707992fcb
Can now send notifications, for example to Discord or Telegram.
2021-05-17 20:43:16 +01:00
Geoff Taylor
540bb5b79d
Cleaned up PrintingObserverSubscriber() calls.
2021-05-17 14:17:18 +01:00
Geoff Taylor
02e272e437
Expanded TransactionScout and added new command - report-transactions.
2021-05-15 14:17:42 +01:00
Geoff Taylor
c0070c2b94
Moved AccountInfo into BaseModel, moved 'fetch' methods to appropriate objects.
2021-05-14 15:51:29 +01:00
Geoff Taylor
5295121efe
Added a transaction-scout command.
2021-05-14 12:32:39 +01:00
Geoff Taylor
f79315201d
Added TransactionScout to show Mango transaction details.
2021-05-13 20:32:23 +01:00
Geoff Taylor
0d9635ba45
PollingLiquidator optimisation - now loops and updates ripe 🥭 accounts.
2021-05-12 10:52:26 +01:00
Geoff Taylor
a40b962965
Fixed dereference of group basket tokens.
2021-05-11 20:32:20 +01:00
Geoff Taylor
9b97722394
Fixed regression in importing notebook code.
2021-05-11 20:17:49 +01:00
Geoff Taylor
4cfc87d420
Split BasketTokenMetadata up. Improved linting.
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* Split BasketTokenMetadata into BasketToken and Token.
* Improved linting and mypy so it worked across files.
2021-05-11 19:24:02 +01:00
Geoff Taylor
78fbb05970
Renamed SimpleLiquidator to PollingLiquidator.
2021-05-10 14:48:19 +01:00
Geoff Taylor
b398990898
Added a Quickstart! A nice walkthrough of setting up a liquidator.
2021-05-08 16:01:30 +01:00
Geoff Taylor
db91e1d9d8
Added a 'create-wallet' command, made other commands more consistent.
2021-05-07 10:47:01 +01:00
Geoff Taylor
013a8ce715
Added Pyston to docker image and commands.
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All commands now use Pyston instead of Python as the Python interpreter. It seems a bit faster.
2021-05-06 19:06:47 +01:00
Geoff Taylor
fab0d909c2
Added 'dry run' option to commands that perform transactions.
2021-05-06 15:27:25 +01:00
Geoff Taylor
3db09e922c
Added wallet balancing. Big changes throughout to support this.
2021-05-06 14:21:40 +01:00
Geoff Taylor
f2d4e7c13f
Added Serum trading.
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* Added nasty patch around pyserum bug
* OpenOrders can now provide (on-demand) the pyserum representation OpenOrdersAccount
* New context methods -unwrap_transaction_id_or_raise_exception() and random_client_id()
* Added Retrier and retry_context() function
* Added TradeExecutor and SerumImmediateTradeExecutor classes to trade on Serum
2021-05-04 17:18:09 +01:00
Geoff Taylor
9ae606b1c6
Commands now output the AccountScout report to show errors and warnings.
2021-04-29 16:33:04 +01:00
Geoff Taylor
9db61efaf5
mango-fetch can now fetch all margin accounts for a user.
2021-04-29 12:51:13 +01:00
Geoff Taylor
feda91156b
Fixed problem where OpenOrders could show the wrong program ID in some circumstances.
2021-04-29 12:11:28 +01:00
Geoff Taylor
c5734a0624
Moved development commands to 'scripts', so 'bin' is for actual commands.
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* Added log level as parameter to commands.
2021-04-29 10:53:01 +01:00
Geoff Taylor
f8738770f5
Expanded liquidation process and steps.
2021-04-28 18:36:48 +01:00
Geoff Taylor
4f6890fe1c
Added argument parsing to liquidator command.
2021-04-27 10:53:43 +01:00
Geoff Taylor
acf2ff5da6
Renamed Classes.ipynb to BaseModel.ipynb. Adjusted all imports of it.
2021-04-27 09:41:22 +01:00
Geoff Taylor
482f759b11
Added start of a runnable 'liquidator' command.
2021-04-26 17:09:35 +01:00
Geoff Taylor
3928331cc3
Reformatted some header text and added TOC on all pages.
2021-04-22 14:28:32 +01:00
Geoff Taylor
2cc5135517
Initial import.
2021-04-14 16:51:39 +01:00