9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
82405cfec1
Updated Serum and Spot instructions builders to properly crank and settle.
2021-07-12 20:29:41 +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.
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* 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
9d4c644950
Added success/failure indicator to report-transactions summary.
2021-07-02 11:05:37 +01:00
bf675122ac
Updated ids.json for new group. Updated Group with new structure.
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* 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
b5c8f69ae1
Fixed Withdraw command.
2021-06-30 15:06:10 +01:00
888994424d
Improved reporting of TokenValue and BalanceSheet, in line with V2 changes.
2021-06-26 18:24:07 +01:00
115ccf1db3
Made version command handle no .version file case.
2021-06-25 18:04:55 +01:00
7c992b2b07
Added a 'version' command.
2021-06-25 18:02:33 +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.
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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
852abdff00
Made all send_transaction() calls consistent in use of preflight commitment.
2021-06-24 11:59:57 +01:00
206a95e39a
Added type annotation for token lookups.
2021-06-23 09:44:55 +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
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
5a234684b0
Fixed incorrect program names in exception handlers.
2021-06-20 19:34:59 +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
f63592878f
Added command notify-below-minimum-sol-balance to send a notification if a monitored account is running out of SOLs.
2021-06-16 16:06:47 +01:00
d0595b8673
Updated SimpleMarketMaker based on suggestions from Brian.
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* 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
0fae7679f7
Separated out logic to determine liquidatability of margin account into a more testable setup.
2021-06-15 17:30:25 +01:00
36446c2567
Fixed problem passing empty OpenOrders accounts in instructions.
2021-06-13 22:02:02 +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
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
4294fbebe7
Fixed problem using Wrapped SOL with Serum.
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* 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
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.
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* 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
c0d7621e53
Added show-group and show-margin-account commands.
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* 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.
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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
de0144f43a
Tidied up command help for new commands.
2021-06-03 09:10:09 +01:00
227e63a851
Fixed confirmation statement in wrap-sol.
2021-06-02 20:17:40 +01:00
cd7cdab540
Added commands to wrap and unwrap SOL.
2021-06-02 20:03:46 +01:00
Geoff Taylor