d5eaa385da
Removed rx.core.typing for many classes - using the actual base classes now.
2021-08-17 12:39:55 +01:00
9b6f33d7e6
Added --name parameter to programs and context to allow better reporting of errors.
2021-08-09 10:27:47 +01:00
f596d571f6
Big change - now uses our own 'Client' which handles some situations better from our point of view:
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* 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
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
8fe48de527
Moved functionality into *Market objects.
2021-07-23 10:20:44 +01:00
80886c106c
All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions.
2021-07-12 18:26:35 +01:00
5b71ffbd18
Big Rename - removal of old Group and MarginAccount, deletion of a lot of code that is no longer relevant.
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* Added some TODO comments where work needs to be done but pieces are currently missing.
2021-06-25 15:50:37 +01:00
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
b0207dd19a
Added --worthwhile-threshold parameter to liquidator.
2021-06-24 16:36:11 +01:00
f7bd67308e
Improved AccountInfo.load_multiple and made better use of it fetching updated prices.
2021-06-22 09:43:31 +01:00
d0937d09cc
Trying to fix duplicated notifications - think it's a captured variable problem.
2021-06-21 16:25:10 +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.
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* Abstracted MarketLookup from SpotMarketLookup, because not all markets need be 'spot'.
* Made MarketLookup accessible from Context.
2021-06-18 13:50:33 +01:00
80ba1e0d4b
Moved to a more event-driven, observable-based liquidator.
2021-06-17 16:30:40 +01:00
aac32ba716
Wallet can now be loaded from environment.
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* 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
16cb68ad4c
Fixed bug in balancing wallet.
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* Mixed use of 'symbol' in different contexts.
2021-06-08 14:38:28 +01:00
5e59d8a7e3
Moved library code to .py files instead of notebooks.
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* 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
e3b0d65705
Extended use of Lookups - serum buys and sells no longer need a Group.
2021-06-01 19:16:59 +01:00
cbd42d24ae
Context can now decide to look up the group ID given a group name, instead of using the wrong default.
2021-06-01 14:08:54 +01:00
ba25e289af
Better retry functionality with backoff pauses.
2021-05-28 17:16:53 +01:00
b6a595bb21
Updated to handle Groups with 5 tokens as well as Groups with 3 tokens.
2021-05-27 17:07:02 +01:00
5c6abd0733
Added CsvFileNotificationTarget.
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* Updated notifications to allow notifying on succeeded or failed (or both!) PartialLiquidate transactions.
* Added more information to LiquidationEvent to allow that to flow through to notifications.
2021-05-21 20:02:54 +01:00
8b8afe1a0b
Refactored PollingLiquidator into ReportingAccountLiquidator and LiquidationProcessor
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* ReportingAccountLiquidator wraps an AccountLiquidator but provides before-and-after logging and reporting.
* Sped up fetch_token_prices() by reducing it to one network fetch
* Centralised loading of ripe mangoes by creating MarginAccount.load_all_ripe()
* Clearer, more consistent use of Observables
* Added RxPy Backpressure library
* Improved container building to allow for different tags
2021-05-21 14:28:42 +01:00
106973c027
Removed intermediate lambda to see if it was the source of duplicate Discord notifications.
2021-05-19 11:37:44 +01:00
ce2d0d7438
Added a NotificationHandler to bridge log events to notifications.
2021-05-18 18:08:38 +01:00
b80e60be37
EventSource now properly inherits from Subject.
2021-05-17 21:17:01 +01:00
f2cad71bc2
Fixed Method Resolution Order problem in Events.
2021-05-17 20:54:39 +01:00
5707992fcb
Can now send notifications, for example to Discord or Telegram.
2021-05-17 20:43:16 +01:00
0d9635ba45
PollingLiquidator optimisation - now loops and updates ripe 🥭 accounts.
2021-05-12 10:52:26 +01:00
a40b962965
Fixed dereference of group basket tokens.
2021-05-11 20:32:20 +01:00
4cfc87d420
Split BasketTokenMetadata up. Improved linting.
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* Split BasketTokenMetadata into BasketToken and Token.
* Improved linting and mypy so it worked across files.
2021-05-11 19:24:02 +01:00
78fbb05970
Renamed SimpleLiquidator to PollingLiquidator.
2021-05-10 14:48:19 +01:00
db91e1d9d8
Added a 'create-wallet' command, made other commands more consistent.
2021-05-07 10:47:01 +01:00
013a8ce715
Added Pyston to docker image and commands.
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All commands now use Pyston instead of Python as the Python interpreter. It seems a bit faster.
2021-05-06 19:06:47 +01:00
fab0d909c2
Added 'dry run' option to commands that perform transactions.
2021-05-06 15:27:25 +01:00
3db09e922c
Added wallet balancing. Big changes throughout to support this.
2021-05-06 14:21:40 +01:00
9ae606b1c6
Commands now output the AccountScout report to show errors and warnings.
2021-04-29 16:33:04 +01:00
feda91156b
Fixed problem where OpenOrders could show the wrong program ID in some circumstances.
2021-04-29 12:11:28 +01:00
c5734a0624
Moved development commands to 'scripts', so 'bin' is for actual commands.
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* Added log level as parameter to commands.
2021-04-29 10:53:01 +01:00
f8738770f5
Expanded liquidation process and steps.
2021-04-28 18:36:48 +01:00
4f6890fe1c
Added argument parsing to liquidator command.
2021-04-27 10:53:43 +01:00
acf2ff5da6
Renamed Classes.ipynb to BaseModel.ipynb. Adjusted all imports of it.
2021-04-27 09:41:22 +01:00
482f759b11
Added start of a runnable 'liquidator' command.
2021-04-26 17:09:35 +01:00
Geoff Taylor