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
be1ba45921
Fixed problem with marketmaker raising an exception when it didn't recognise an order. Now it should just log a warning and move on.
2021-07-19 18:38:55 +01:00
dfa9369f87
Trying to stop solanaweb from polluting error notifications.
2021-07-19 18:36:08 +01:00
9c824f502f
Fixed linting problem.
2021-07-19 16:43:06 +01:00
605f3bd1e2
Perp market maker no longer tries to run Consume Events.
2021-07-19 16:40:47 +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
bbea9594d1
Fixed failing test.
2021-07-17 14:06:18 +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
30d4b01a37
Moved SimpleMarketMaker to its own directory+package.
2021-07-16 17:29:48 +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
3ca1d7b706
Updated to new ids.json. Added deposit instruction+command.
2021-07-16 13:32:30 +01:00
436237a949
Fixed linting problems.
2021-07-16 11:54:13 +01:00
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
9960713d7d
Fixed use of backslash in regular expressions.
2021-07-14 18:28:48 +01:00
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
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
9ae3e8a327
Fixed oracles for perp market symbols.
2021-07-14 15:51:32 +01:00
fd7c045d37
Updated health check pings to use the prefix /var/tmp/mango_healthcheck_
2021-07-14 14:17:14 +01:00
9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
2f01d8adf0
Added crank and settle calls when cancelling Serum orders.
2021-07-13 20:47:37 +01:00
caf4947a5e
Removed extraneous print statements.
2021-07-13 20:27:35 +01:00
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
33c2c421db
Fixed problem with simple market maker creating too many orders.
2021-07-13 15:16:39 +01:00
bcd56301c9
Brought changes to structs and instructions across for new group/code v3.4.
2021-07-13 12:43:50 +01:00
82405cfec1
Updated Serum and Spot instructions builders to properly crank and settle.
2021-07-12 20:29:41 +01:00
a00738a67c
Added DesiredOrdersBuilder and a couple of basic implementations.
2021-07-12 20:09:36 +01:00
80886c106c
All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions.
2021-07-12 18:26:35 +01:00
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
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
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
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
12c07cab7e
Added target address to transaction report output.
2021-07-07 12:28:50 +01:00
9e706c1d91
(Temporarily?) removed Settle from Spot order placement because it stopped working.
2021-07-01 22:10:52 +01:00
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
8860263346
Fixed problem placing spot orders.
2021-06-30 16:16:02 +01:00
b5c8f69ae1
Fixed Withdraw command.
2021-06-30 15:06:10 +01:00
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
e16ac9cdc2
Added proper group-name lookup when fetching groups.
2021-06-28 09:48:16 +01:00
888994424d
Improved reporting of TokenValue and BalanceSheet, in line with V2 changes.
2021-06-26 18:24:07 +01:00
42181c10d5
Shifted error handling in SimpleMarketMaker.
2021-06-25 17:58:27 +01:00
857d033572
Added compound instruction builder for placing Serum orders, cranking and settling all in one go.
2021-06-25 17:52:22 +01:00
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
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
b8dc12a3e6
Separated out token and market lookups.
2021-06-25 11:10:41 +01:00
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
852abdff00
Made all send_transaction() calls consistent in use of preflight commitment.
2021-06-24 11:59:57 +01:00
f4e034a943
Added 'processed' commitment to client calls where it was missing.
2021-06-23 11:36:35 +01:00
206a95e39a
Added type annotation for token lookups.
2021-06-23 09:44:55 +01:00
9e5b54b6bd
Shift representation of max input amount.
2021-06-23 09:14:04 +01:00
3d3577023c
Continue liquidating accounts that are liquidatable even if they're above maint_coll_ratio.
2021-06-22 20:36:31 +01:00
72a64a322e
Updated failed liquidation message to include liquidator name.
2021-06-22 10:25:06 +01:00
f7bd67308e
Improved AccountInfo.load_multiple and made better use of it fetching updated prices.
2021-06-22 09:43:31 +01:00
5fc7aa7868
Added better health management of LiquidationProcessor.
2021-06-21 11:06:26 +01:00
858cee248b
Now uses ReportingAccountLiquidator even when using NullAccountLiquidator.
2021-06-19 19:55:23 +01:00
fab659c244
Improved access to market lookup data.
...
* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
aac32ba716
Wallet can now be loaded from environment.
...
* Centralised configuration of Wallet from command-line
* Added loading Wallet from environment variables
* Improved command-line handling of many commands
2021-06-17 12:06:39 +01:00
7078ef4722
Removed default context objects - now have static method on Context object: Context.default().
2021-06-17 11:18:35 +01:00
198054ad09
Changed message that appears on liquidation filtering.
2021-06-16 20:54:11 +01:00
31a476cbb1
Fixed some lint problems.
2021-06-16 20:50:25 +01:00
90d6c54552
Fixed problem switching cluster on command line using just cluster name.
2021-06-16 20:38:00 +01:00
d0595b8673
Updated SimpleMarketMaker based on suggestions from Brian.
...
* Cleans up existing orders on startup, in case recovering from a previous crash.
* Can now leave existing orders in place (instead of cancelling and creating fresh) if price and size are within tolerance.
2021-06-16 12:06:12 +01:00
81f386f114
Introduced a SimpleMarketMaker.
2021-06-15 23:30:11 +01:00
c4c92f2851
Changed default group name from BTC_ETH_USDT to BTC_ETH_SOL_SRM_USDC.
2021-06-15 17:32:26 +01:00
0fae7679f7
Separated out logic to determine liquidatability of margin account into a more testable setup.
2021-06-15 17:30:25 +01:00
ceaae48ddf
Moved Pyth Network oracle code to V2 now that they're providing prices there.
2021-06-15 11:57:28 +01:00
23aed252d4
Fixed problem where margin account balances had index applied twice.
2021-06-13 22:54:21 +01:00
36446c2567
Fixed problem passing empty OpenOrders accounts in instructions.
2021-06-13 22:02:02 +01:00
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
a491d1d851
Added to_streaming_observable() method to OracleProviders. Added polling observable to Pyth and Serum providers, and websocket observable to FTX provider.
2021-06-13 16:01:36 +01:00
6b4ea5925d
Added FTX price oracle.
2021-06-12 14:21:07 +01:00
c3ac807fce
Moved oracles to their own packages.
2021-06-11 16:51:41 +01:00
b47bd6f6f3
Added Serum oracle.
2021-06-11 12:43:47 +01:00
83d1702691
Added code to fetch prices from the Pyth Network.
2021-06-10 21:28:29 +01:00
8e470ad94e
Now applies serum fee discount address to Serum orders, if an SRM token account is available.
2021-06-09 15:20:13 +01:00
4294fbebe7
Fixed problem using Wrapped SOL with Serum.
...
* 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
a637f79feb
Fixed problem switching context from 3-token group to 5-token group.
2021-06-08 16:27:04 +01:00
032c91c66e
Fixed bug in group-settle, where market metadata was provided instead of a spot market.
2021-06-08 15:12:43 +01:00
16cb68ad4c
Fixed bug in balancing wallet.
...
* Mixed use of 'symbol' in different contexts.
2021-06-08 14:38:28 +01:00
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
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
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
c0d7621e53
Added show-group and show-margin-account commands.
...
* Improved string output
* Strongly typed Group TokenValues, e.g. total deposits/borrows, indexes.
2021-06-07 19:38:43 +01:00
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
Geoff Taylor