Commit Graph

191 Commits

Author SHA1 Message Date
Geoff Taylor 9960713d7d Fixed use of backslash in regular expressions. 2021-07-14 18:28:48 +01:00
Geoff Taylor bbcf3d35ce Changed the way SimpleMarketMaker calculates position sizes to be in line with what it has on each side instead of the total. 2021-07-14 18:22:36 +01:00
Geoff Taylor ec051037d4 Fixed Serum oracle to work better with Serum prices when the code itself is not on mainnet. 2021-07-14 16:34:10 +01:00
Geoff Taylor 9ae3e8a327 Fixed oracles for perp market symbols. 2021-07-14 15:51:32 +01:00
Geoff Taylor 8d0348e8be Fixed problem with World's Simplest Market Maker and oracles for perps. 2021-07-14 14:39:09 +01:00
Geoff Taylor fd7c045d37 Updated health check pings to use the prefix /var/tmp/mango_healthcheck_ 2021-07-14 14:17:14 +01:00
Geoff Taylor 9f99ecf650 Updated SimpleMarketMaker so it could run well against pure Serum markets. 2021-07-14 14:03:51 +01:00
Geoff Taylor 2f01d8adf0 Added crank and settle calls when cancelling Serum orders. 2021-07-13 20:47:37 +01:00
Geoff Taylor caf4947a5e Removed extraneous print statements. 2021-07-13 20:27:35 +01:00
Geoff Taylor 19e4d948d3 Updates to allow some market making on Serum. 2021-07-13 20:01:32 +01:00
Geoff Taylor 33c2c421db Fixed problem with simple market maker creating too many orders. 2021-07-13 15:16:39 +01:00
Geoff Taylor bcd56301c9 Brought changes to structs and instructions across for new group/code v3.4. 2021-07-13 12:43:50 +01:00
Geoff Taylor 82405cfec1 Updated Serum and Spot instructions builders to properly crank and settle. 2021-07-12 20:29:41 +01:00
Geoff Taylor a00738a67c Added DesiredOrdersBuilder and a couple of basic implementations. 2021-07-12 20:09:36 +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 6a15c81fa3 New approach to transactions allowing them to be split up.
* CombinableTransactions now separated out.
* CombinableTransactions are now size-aware when being executed, and will automatically split into batches for execution if they are too big.
* New MarketInstructionBuilder approach - each market type can now have its own way of building instructions for common operations.
2021-07-12 17:18:56 +01:00
Geoff Taylor faf514cde1 Brought up to date for new Group structures. New websocket approach. 2021-07-12 10:57:05 +01:00
Geoff Taylor 44f21d5dbf Fixed problem touching comparison file for health check. 2021-07-10 19:45:51 +01:00
Geoff Taylor cc8ba7d1bd Added file-age-check to allow liveness checks in Kubernetes. 2021-07-10 17:04:29 +01:00
Geoff Taylor fa28fe4209 Fixed problem fetching transactions for report. Reversed order of output of transactions so it appears better in notifications. 2021-07-07 19:59:27 +01:00
Geoff Taylor 79a13f0e06 Report transactions now insists on a report.state file, and reads from it now instead of taking a separate parameter. 2021-07-07 15:06:24 +01:00
Geoff Taylor 12c07cab7e Added target address to transaction report output. 2021-07-07 12:28:50 +01:00
Geoff Taylor 9d4c644950 Added success/failure indicator to report-transactions summary. 2021-07-02 11:05:37 +01:00
Geoff Taylor 9e706c1d91 (Temporarily?) removed Settle from Spot order placement because it stopped working. 2021-07-01 22:10:52 +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 8860263346 Fixed problem placing spot orders. 2021-06-30 16:16:02 +01:00
Geoff Taylor b5c8f69ae1 Fixed Withdraw command. 2021-06-30 15:06:10 +01:00
Geoff Taylor 3e4ba1052c Initial work on placing/cancelling spot market orders. 2021-06-30 14:08:37 +01:00
Geoff Taylor 912b7f574a Updated Quickstart to match V2 (solana-keygen instead of create-wallet). 2021-06-28 11:22:03 +01:00
Geoff Taylor e16ac9cdc2 Added proper group-name lookup when fetching groups. 2021-06-28 09:48:16 +01:00
Geoff Taylor 888994424d Improved reporting of TokenValue and BalanceSheet, in line with V2 changes. 2021-06-26 18:24:07 +01:00
Geoff Taylor 115ccf1db3 Made version command handle no .version file case. 2021-06-25 18:04:55 +01:00
Geoff Taylor 7c992b2b07 Added a 'version' command. 2021-06-25 18:02:33 +01:00
Geoff Taylor 42181c10d5 Shifted error handling in SimpleMarketMaker. 2021-06-25 17:58:27 +01:00
Geoff Taylor 857d033572 Added compound instruction builder for placing Serum orders, cranking and settling all in one go. 2021-06-25 17:52:22 +01:00
Geoff Taylor e61a3806ba Removed all InstructionBuilders. Instead we'll use simpler functions that return an array of instructions (allowing for compound instructions etc.) 2021-06-25 17:21:53 +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 b8dc12a3e6 Separated out token and market lookups. 2021-06-25 11:10:41 +01:00
Geoff Taylor cd46c1c98b First cut at a lot of V3 code. 2021-06-25 10:33:40 +01:00
Geoff Taylor b0207dd19a Added --worthwhile-threshold parameter to liquidator. 2021-06-24 16:36:11 +01:00
Geoff Taylor 852abdff00 Made all send_transaction() calls consistent in use of preflight commitment. 2021-06-24 11:59:57 +01:00
Geoff Taylor f4e034a943 Added 'processed' commitment to client calls where it was missing. 2021-06-23 11:36:35 +01:00
Geoff Taylor 206a95e39a Added type annotation for token lookups. 2021-06-23 09:44:55 +01:00
Geoff Taylor 9e5b54b6bd Shift representation of max input amount. 2021-06-23 09:14:04 +01:00
Geoff Taylor 3d3577023c Continue liquidating accounts that are liquidatable even if they're above maint_coll_ratio. 2021-06-22 20:36:31 +01:00
Geoff Taylor 72a64a322e Updated failed liquidation message to include liquidator name. 2021-06-22 10:25:06 +01:00
Geoff Taylor f7bd67308e Improved AccountInfo.load_multiple and made better use of it fetching updated prices. 2021-06-22 09:43:31 +01:00
Geoff Taylor d0937d09cc Trying to fix duplicated notifications - think it's a captured variable problem. 2021-06-21 16:25:10 +01:00
Geoff Taylor 5fc7aa7868 Added better health management of LiquidationProcessor. 2021-06-21 11:06:26 +01:00
Geoff Taylor 5a234684b0 Fixed incorrect program names in exception handlers. 2021-06-20 19:34:59 +01:00