Geoff Taylor
75be37fbd9
Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept.
2021-09-07 18:40:34 +01:00
Geoff Taylor
bf7dc95a9d
Merging V3 branch into main.
2021-08-30 15:42:11 +01:00
Geoff Taylor
03f385043b
Backported BetterClient from V3 and prefer its return values to the regular Client's.
2021-08-26 15:48:25 +01:00
Geoff Taylor
64cdebaf8d
Reduced error threshold for stale prices.
2021-08-16 22:32:28 +01:00
Geoff Taylor
9b6f33d7e6
Added --name parameter to programs and context to allow better reporting of errors.
2021-08-09 10:27:47 +01:00
Geoff Taylor
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
Geoff Taylor
56232c44cf
Better exception detail on failed liquidations.
2021-07-20 10:54:17 +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
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
Geoff Taylor
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
Geoff Taylor
72a64a322e
Updated failed liquidation message to include liquidator name.
2021-06-22 10:25:06 +01:00
Geoff Taylor
5fc7aa7868
Added better health management of LiquidationProcessor.
2021-06-21 11:06:26 +01:00
Geoff Taylor
198054ad09
Changed message that appears on liquidation filtering.
2021-06-16 20:54:11 +01:00
Geoff Taylor
0fae7679f7
Separated out logic to determine liquidatability of margin account into a more testable setup.
2021-06-15 17:30:25 +01:00
Geoff Taylor
5bbac07d0c
Updated LiquidationProcessor to take referrer_rebate_accrued into account.
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* Added referrer_rebate_accrued to assets in calculations.
* Added some unit tests on liquidation calculations.
2021-06-13 20:34:17 +01:00
Geoff Taylor
d92a28f635
LiquidationProcessor now records timestamp of last price and margin accounts updates.
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* 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
Geoff Taylor
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