Commit Graph

214 Commits

Author SHA1 Message Date
Geoff Taylor bf258ef103 Added Notication documentation. 2021-07-22 11:38:32 +01:00
Geoff Taylor 2f6c3088ef Added token output on launching marketmaker. 2021-07-21 18:25:44 +01:00
Geoff Taylor 043f366704 Added a 'random-taker' script. 2021-07-21 17:57:30 +01:00
Geoff Taylor 000040f678 Fixed return value. 2021-07-21 16:37:47 +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
Geoff Taylor c11aececd9 Fixed Serum cranking to be more complete. 2021-07-21 14:31:04 +01:00
Geoff Taylor 0166b5e371 MarketMaker now takes an optional OrderType parameter. 2021-07-20 10:24:05 +01:00
Geoff Taylor 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
Geoff Taylor dfa9369f87 Trying to stop solanaweb from polluting error notifications. 2021-07-19 18:36:08 +01:00
Geoff Taylor 9c824f502f Fixed linting problem. 2021-07-19 16:43:06 +01:00
Geoff Taylor 605f3bd1e2 Perp market maker no longer tries to run Consume Events. 2021-07-19 16:40:47 +01:00
Geoff Taylor c5cd5ca095 MarketMaker now exits cleanly on Control-C (SIG_TERM). 2021-07-19 15:14:00 +01:00
Geoff Taylor 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
Geoff Taylor bbea9594d1 Fixed failing test. 2021-07-17 14:06:18 +01:00
Geoff Taylor 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
Geoff Taylor 3fd7e27138 Removed some debug output. 2021-07-16 17:31:25 +01:00
Geoff Taylor 30d4b01a37 Moved SimpleMarketMaker to its own directory+package. 2021-07-16 17:29:48 +01:00
Geoff Taylor 3b588b32a9 Implemented a better error message for incorrect market assumptions. 2021-07-16 17:24:55 +01:00
Geoff Taylor 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 3ca1d7b706 Updated to new ids.json. Added deposit instruction+command. 2021-07-16 13:32:30 +01:00
Geoff Taylor 436237a949 Fixed linting problems. 2021-07-16 11:54:13 +01:00
Geoff Taylor 7db8326a7c More realistic market-maker is now available. 2021-07-15 21:03:22 +01:00
Geoff Taylor 9960713d7d Fixed use of backslash in regular expressions. 2021-07-14 18:28:48 +01:00
Geoff Taylor 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
Geoff Taylor 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
Geoff Taylor 9ae3e8a327 Fixed oracles for perp market symbols. 2021-07-14 15:51:32 +01:00
Geoff Taylor 8d0348e8be Fixed problem with World's Simplest Market Maker and oracles for perps. 2021-07-14 14:39:09 +01:00
Geoff Taylor fd7c045d37 Updated health check pings to use the prefix /var/tmp/mango_healthcheck_ 2021-07-14 14:17:14 +01:00
Geoff Taylor 9f99ecf650 Updated SimpleMarketMaker so it could run well against pure Serum markets. 2021-07-14 14:03:51 +01:00
Geoff Taylor 2f01d8adf0 Added crank and settle calls when cancelling Serum orders. 2021-07-13 20:47:37 +01:00
Geoff Taylor caf4947a5e Removed extraneous print statements. 2021-07-13 20:27:35 +01:00
Geoff Taylor 19e4d948d3 Updates to allow some market making on Serum. 2021-07-13 20:01:32 +01:00
Geoff Taylor 33c2c421db Fixed problem with simple market maker creating too many orders. 2021-07-13 15:16:39 +01:00
Geoff Taylor bcd56301c9 Brought changes to structs and instructions across for new group/code v3.4. 2021-07-13 12:43:50 +01:00
Geoff Taylor 82405cfec1 Updated Serum and Spot instructions builders to properly crank and settle. 2021-07-12 20:29:41 +01:00
Geoff Taylor a00738a67c Added DesiredOrdersBuilder and a couple of basic implementations. 2021-07-12 20:09:36 +01:00
Geoff Taylor 80886c106c All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions. 2021-07-12 18:26:35 +01:00
Geoff Taylor 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
Geoff Taylor faf514cde1 Brought up to date for new Group structures. New websocket approach. 2021-07-12 10:57:05 +01:00
Geoff Taylor 44f21d5dbf Fixed problem touching comparison file for health check. 2021-07-10 19:45:51 +01:00
Geoff Taylor cc8ba7d1bd Added file-age-check to allow liveness checks in Kubernetes. 2021-07-10 17:04:29 +01:00
Geoff Taylor 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
Geoff Taylor 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
Geoff Taylor 12c07cab7e Added target address to transaction report output. 2021-07-07 12:28:50 +01:00
Geoff Taylor 9d4c644950 Added success/failure indicator to report-transactions summary. 2021-07-02 11:05:37 +01:00
Geoff Taylor 9e706c1d91 (Temporarily?) removed Settle from Spot order placement because it stopped working. 2021-07-01 22:10:52 +01:00
Geoff Taylor 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
Geoff Taylor 8860263346 Fixed problem placing spot orders. 2021-06-30 16:16:02 +01:00
Geoff Taylor b5c8f69ae1 Fixed Withdraw command. 2021-06-30 15:06:10 +01:00