ce37e835a2
Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets.
2021-08-24 20:13:44 +01:00
59ba4894f1
Moved hedger to its own class, and re-used it as an option in marketmaker.
2021-08-23 15:36:55 +01:00
3419c89033
Moved marketmaker to an 'orderchain' model.
2021-08-22 19:48:20 +01:00
b56d114a4a
Added bids and asks to marketmaker ModelState, with watchers for latest state.
2021-08-21 22:06:58 +01:00
8a83c73ea8
Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.)
2021-08-21 16:03:13 +01:00
153ebae2f4
Moved opening of websocket to be entirely within WebSocketSubscriptionManager.
2021-08-21 13:25:28 +01:00
1696ead1e3
Added --quote-position-bias parameter to marketmaker.
2021-08-21 00:00:34 +01:00
20af8e7eeb
Now logs context when starting marketmaker.
2021-08-19 23:02:53 +01:00
ccd7e869c8
Fixed problem with default for --confidence-interval-level.
2021-08-19 19:03:54 +01:00
7a40ac6e25
Added default for marketmaker --confidence-interval-level.
2021-08-19 18:22:56 +01:00
66ccdcf63e
Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders.
2021-08-19 17:31:17 +01:00
a4ca18e5ed
Added/centralised 'watchers'. Removed FileToucherObserver. Added HealthCheck.
2021-08-17 12:17:49 +01:00
9bd75dc8d2
Websocket now has a force_reconnect() method, plus subscribable disconnect event.
2021-08-09 13:24:33 +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
6f86e83160
Simplified watching. Added inventory watchers.
2021-08-02 17:14:00 +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
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
ac25b08668
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
2021-07-28 11:05:52 +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
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
2f6c3088ef
Added token output on launching marketmaker.
2021-07-21 18:25:44 +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
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