Geoff Taylor
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +01:00
Geoff Taylor
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
Geoff Taylor
613d964051
Perp Accounts accrue benefits in MNGO so improved handling of it.
2021-08-05 15:35:08 +01:00
Geoff Taylor
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
Geoff Taylor
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
Geoff Taylor
f4af201d3e
Fixed cranking use of openorders accounts in marketmaker.
2021-08-03 19:51:25 +01:00
Geoff Taylor
d5f8e1d7da
Turning off running marketmaking using individual transactions.
2021-08-03 18:44:05 +01:00
Geoff Taylor
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
Geoff Taylor
c90ff010d3
Improved how accounts handle their basket of tokens.
2021-08-03 12:40:00 +01:00
Geoff Taylor
1b87591ae7
Improved context handling of skip_preflight.
2021-08-03 09:14:22 +01:00
Geoff Taylor
0bcf5cfc5a
Improved market output.
2021-08-03 09:13:56 +01:00
Geoff Taylor
2840f52fde
Fixed stub oracle price now the server stub oracle has been updated.
2021-08-03 09:08:47 +01:00
Geoff Taylor
7e7c21c0aa
Marketmaker no longer tries to run instructions in parallel. (I hope this is a temporary fix.)
2021-08-02 17:48:20 +01:00
Geoff Taylor
6f86e83160
Simplified watching. Added inventory watchers.
2021-08-02 17:14:00 +01:00
Geoff Taylor
18935be67e
Fixed spot market crank.
2021-08-02 17:13:50 +01:00
Geoff Taylor
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
Geoff Taylor
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
Geoff Taylor
ca3193e0b6
Added account indexing to commands that need it.
2021-07-31 14:43:39 +01:00
Geoff Taylor
b734eeb6cc
Fixed linting problems in stub oracle.
2021-07-31 13:37:26 +01:00
Geoff Taylor
2a03f60c3b
Fixed incorrect comment.
2021-07-30 22:41:39 +01:00
Geoff Taylor
efd24060a8
Added stub oracle code and cache loading.
2021-07-30 20:31:17 +01:00
Geoff Taylor
321dd2142a
Fixed comment in Serum oracle.
2021-07-30 18:09:54 +01:00
Geoff Taylor
7cfc1b76ba
Added more logging to watch-minimum-balances.
2021-07-30 17:41:15 +01:00
Geoff Taylor
d3b0c48528
Marketmaker now automatically creates required Spot OpenOrders if it doesn't exist.
2021-07-30 15:41:47 +01:00
Geoff Taylor
45343e4470
Spot place order now auto-creates OpenOrders in same transaction, and updates loaded Account instance.
2021-07-30 09:35:05 +01:00
Geoff Taylor
b75c59599f
Removed debug statements.
2021-07-29 16:22:27 +01:00
Geoff Taylor
e721d6c8e8
Improved Group and Account output. Tied OpenOrders and PerpOpenOrders together with a PlacedOrdersContainer protocol.
2021-07-29 16:19:52 +01:00
Geoff Taylor
5b6d5f2291
Upgraded to new, better devnet group.
2021-07-29 12:38:34 +01:00
Geoff Taylor
8af5bbb05a
Fixed problem in quantity_lots_to_value() calculation.
2021-07-28 18:07:47 +01:00
Geoff Taylor
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
Geoff Taylor
373392cf78
Updated place_order() method to take an Order instead of separate parameters.
2021-07-28 15:29:24 +01:00
Geoff Taylor
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
Geoff Taylor
ac25b08668
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
2021-07-28 11:05:52 +01:00
Geoff Taylor
d739248ec6
Better handling of unseen events in PerpEventQueue.
2021-07-27 21:49:27 +01:00
Geoff Taylor
c874b83221
Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
2021-07-26 18:07:56 +01:00
Geoff Taylor
2818fb46d2
Fixed problem with position size in ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 16:16:00 +01:00
Geoff Taylor
f3546ee217
Added ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 15:47:57 +01:00
Geoff Taylor
3b23f7e4e7
Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
2021-07-26 13:42:03 +01:00
Geoff Taylor
072252095a
Some work on streaming logs and account/program events.
2021-07-26 12:19:13 +01:00
Geoff Taylor
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
Geoff Taylor
d22a09f208
Added market 'stubs' to allow for delayed loading of markets.
2021-07-23 11:42:22 +01:00
Geoff Taylor
8fe48de527
Moved functionality into *Market objects.
2021-07-23 10:20:44 +01:00
Geoff Taylor
3738ff820e
Better logging of Orders.
2021-07-22 18:44:23 +01:00
Geoff Taylor
fb0151191f
Added some more logging to MarketMaker.
2021-07-22 18:03:17 +01:00
Geoff Taylor
107177ee86
Added execute_and_continue_on_failures() to allow MarketMaker to more instructions even if some fail.
2021-07-22 17:54:48 +01:00
Geoff Taylor
add1e4580d
Added better formatting for Order output.
2021-07-22 17:54:16 +01:00
Geoff Taylor
7ddc61a3e3
Fixed linting problems.
2021-07-22 15:58:00 +01:00
Geoff Taylor
c953ec07fc
Added Perp cranking code, plus program. Expanded watch-address, added complementary show-address command.
2021-07-22 15:18:37 +01:00
Geoff Taylor
817b31f8ea
Added a streaming watcher for some account types.
2021-07-21 16:35:38 +01:00
Geoff Taylor
f8e8480085
Trying a different approach with unknown orders in the marketmaker - now they should be cancelled.
2021-07-21 16:34:47 +01:00