Commit Graph

17 Commits

Author SHA1 Message Date
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 bf7dc95a9d Merging V3 branch into main. 2021-08-30 15:42:11 +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 64cdebaf8d Reduced error threshold for stale prices. 2021-08-16 22:32:28 +01:00
Geoff Taylor 9b6f33d7e6 Added --name parameter to programs and context to allow better reporting of errors. 2021-08-09 10:27:47 +01:00
Geoff Taylor ed3955cc1f Fixed some type hints. 2021-08-01 18:03:46 +01:00
Geoff Taylor 56232c44cf Better exception detail on failed liquidations. 2021-07-20 10:54:17 +01:00
Geoff Taylor 80886c106c All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions. 2021-07-12 18:26:35 +01:00
Geoff Taylor bf675122ac Updated ids.json for new group. Updated Group with new structure.
* Extended mechanism for combining instructions.
* Fixed Account's calculations of deposits and borrows.
* Added net_assets to Account.
* Groups now maintain loaded RootBanks, not just PublicKeys of them.
* Fixed simple market-maker's calculation of position sizes.
2021-07-01 21:24:08 +01:00
Geoff Taylor 5b71ffbd18 Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
Geoff Taylor 72a64a322e Updated failed liquidation message to include liquidator name. 2021-06-22 10:25:06 +01:00
Geoff Taylor 5fc7aa7868 Added better health management of LiquidationProcessor. 2021-06-21 11:06:26 +01:00
Geoff Taylor 198054ad09 Changed message that appears on liquidation filtering. 2021-06-16 20:54:11 +01:00
Geoff Taylor 0fae7679f7 Separated out logic to determine liquidatability of margin account into a more testable setup. 2021-06-15 17:30:25 +01:00
Geoff Taylor 5bbac07d0c Updated LiquidationProcessor to take referrer_rebate_accrued into account.
* Added referrer_rebate_accrued to assets in calculations.
* Added some unit tests on liquidation calculations.
2021-06-13 20:34:17 +01:00
Geoff Taylor d92a28f635 LiquidationProcessor now records timestamp of last price and margin accounts updates.
* Will log warning if margin accounts are over 5 minutes out of date
* Will log error if margin accounts are over 10 minutes out of date
2021-06-07 20:35:26 +01:00
Geoff Taylor 5e59d8a7e3 Moved library code to .py files instead of notebooks.
* 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