a4ca18e5ed
Added/centralised 'watchers'. Removed FileToucherObserver. Added HealthCheck.
2021-08-17 12:17:49 +01:00
255d3a70df
Added a mint command for devnet use.
2021-08-13 21:34:17 +01:00
162f41e2d0
Added a redeem-mango command.
2021-08-11 19:14:26 +01:00
9bd75dc8d2
Websocket now has a force_reconnect() method, plus subscribable disconnect event.
2021-08-09 13:24:33 +01:00
b297db217c
Moved group-balances to show-account-balances, and expanded it to show all balances in all accounts.
2021-08-09 11:56:01 +01:00
4483db480b
Added account state to hedger startup.
2021-08-09 11:35:02 +01:00
9b6f33d7e6
Added --name parameter to programs and context to allow better reporting of errors.
2021-08-09 10:27:47 +01:00
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +01:00
f596d571f6
Big change - now uses our own 'Client' which handles some situations better from our point of view:
...
* Being able to specify commitment on the Client instead of every call.
* Better error handling (more exception details, and specific rate limiting exceptions)
* More obvious return values, instead of always having to dereference "result".
2021-08-07 15:07:19 +01:00
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
6f86e83160
Simplified watching. Added inventory watchers.
2021-08-02 17:14:00 +01:00
ba56bdd9f5
Improved event queue handling. Now split incoming events into processed and unprocessed, and changed 'seen' handling to use sequence_number.
2021-08-01 17:47:45 +01:00
e93acd3d1b
Added error notifications to marketmaker.
2021-07-31 17:37:51 +01:00
ca3193e0b6
Added account indexing to commands that need it.
2021-07-31 14:43:39 +01:00
cc5b7b2af7
Added some more logging/notifying to watch-minimum-balances.
2021-07-30 17:50:34 +01:00
7cfc1b76ba
Added more logging to watch-minimum-balances.
2021-07-30 17:41:15 +01:00
d3b0c48528
Marketmaker now automatically creates required Spot OpenOrders if it doesn't exist.
2021-07-30 15:41:47 +01:00
e721d6c8e8
Improved Group and Account output. Tied OpenOrders and PerpOpenOrders together with a PlacedOrdersContainer protocol.
2021-07-29 16:19:52 +01:00
c0f2a57938
Fixed error notification problem in watch-minimum-balances.
2021-07-28 19:07:57 +01:00
0aa28d6eef
Updated error message to make source of hedge errors clearer.
2021-07-28 17:50:57 +01:00
ab3657958d
Added hedger command. Had to introduce a LotSizeConverter - may expand its use now it's available.
2021-07-28 17:43:58 +01:00
373392cf78
Updated place_order() method to take an Order instead of separate parameters.
2021-07-28 15:29:24 +01:00
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
7bbe476b2e
Fixed watch-minimum-balance threading problems.
2021-07-28 12:31:35 +01:00
ac25b08668
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
2021-07-28 11:05:52 +01:00
d739248ec6
Better handling of unseen events in PerpEventQueue.
2021-07-27 21:49:27 +01:00
bf7b7e33ef
Added file health check to watch-minimum-balances.
2021-07-27 17:21:18 +01:00
7dc86a4e1a
Added watch-minimum-balances command.
2021-07-27 17:07:39 +01:00
c874b83221
Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
2021-07-26 18:07:56 +01:00
38b08bdb6d
Removed spread-ratio parameter from marketmaker.
2021-07-26 15:57:38 +01:00
f3546ee217
Added ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 15:47:57 +01:00
3b23f7e4e7
Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
2021-07-26 13:42:03 +01:00
072252095a
Some work on streaming logs and account/program events.
2021-07-26 12:19:13 +01:00
eb244a2167
Renamed PerpMarket to PerpMarketDetails, and PerpsMarket to PerpMarket to be consistent with SerumMarket and SpotMarket. Improved market stub handling.
2021-07-23 14:18:26 +01:00
8fe48de527
Moved functionality into *Market objects.
2021-07-23 10:20:44 +01:00
7ddc61a3e3
Fixed linting problems.
2021-07-22 15:58:00 +01:00
c953ec07fc
Added Perp cranking code, plus program. Expanded watch-address, added complementary show-address command.
2021-07-22 15:18:37 +01:00
2f6c3088ef
Added token output on launching marketmaker.
2021-07-21 18:25:44 +01:00
000040f678
Fixed return value.
2021-07-21 16:37:47 +01:00
817b31f8ea
Added a streaming watcher for some account types.
2021-07-21 16:35:38 +01:00
c11aececd9
Fixed Serum cranking to be more complete.
2021-07-21 14:31:04 +01:00
0166b5e371
MarketMaker now takes an optional OrderType parameter.
2021-07-20 10:24:05 +01:00
c5cd5ca095
MarketMaker now exits cleanly on Control-C (SIG_TERM).
2021-07-19 15:14:00 +01:00
94df52003b
Changes for devnet group v3.8.
...
* Some struct/layout changes
* Big changes to OpenOrders handling in MarketMaker
* Serum and Spot settlement should now work as expected
2021-07-19 15:04:53 +01:00
5a4022b236
Wrapping SOL now creates a proper Associated Token Account if no Wrapped SOL accounts are available.
2021-07-16 18:59:19 +01:00
3fd7e27138
Removed some debug output.
2021-07-16 17:31:25 +01:00
30d4b01a37
Moved SimpleMarketMaker to its own directory+package.
2021-07-16 17:29:48 +01:00
3b588b32a9
Implemented a better error message for incorrect market assumptions.
2021-07-16 17:24:55 +01:00
040eadcb90
Made marketmaker a bit more configurable, and it now publishes pulse completion and errors.
2021-07-16 14:26:42 +01:00
Geoff Taylor