Geoff Taylor
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ce25003a2c
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Added caching to get_recent_blockhash().
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2021-09-07 21:12:37 +01:00 |
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Geoff Taylor
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e6eaeaeed1
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Now use a monotonic time (in milliseconds, with collision avoidance) for client IDs to help with some other systems.
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2021-09-07 19:07:22 +01:00 |
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Geoff Taylor
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75be37fbd9
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Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept.
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2021-09-07 18:40:34 +01:00 |
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Geoff Taylor
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b4406a13d9
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sweep command now takes a target balance.
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2021-09-06 21:38:12 +01:00 |
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Geoff Taylor
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0297fda92c
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Fixed failing FixedSpread tests.
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2021-09-06 19:27:40 +01:00 |
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Geoff Taylor
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53207d1d98
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FTX oracle no longer tries to interfere with PERP market names.
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2021-09-06 19:26:45 +01:00 |
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Geoff Taylor
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1f5a3cf4bb
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Fixed typo in OrderChain documentation.
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2021-09-06 18:31:58 +01:00 |
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Geoff Taylor
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920ac364af
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Fixed incorrect error message in argument exception.
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2021-09-06 18:21:38 +01:00 |
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Geoff Taylor
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f4af4960d7
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Added new OrderChain elements. Removed Serum oracle and added Market oracle (which includes Serum oracle functionality plus more). Expanded chain documentation and added oracle documentation.
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2021-09-06 17:07:26 +01:00 |
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Geoff Taylor
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2a424aa2d1
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Added sweep command to sell all tokens in a market.
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2021-09-02 18:51:43 +01:00 |
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Geoff Taylor
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8624afabdc
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Replaced command switch --account-index with --account-address because of inconsistent results when fetching multiple accounts - they could come back with different indices.
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2021-09-02 17:19:17 +01:00 |
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Geoff Taylor
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71ba03935f
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Added send_transaction response to debug log.
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2021-09-02 15:23:53 +01:00 |
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Geoff Taylor
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652296856b
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Added some logging to head elements of orderchain.
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2021-09-02 13:30:53 +01:00 |
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Geoff Taylor
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1d4e24ea38
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ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
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2021-09-02 13:11:35 +01:00 |
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Geoff Taylor
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39c591fc6f
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Made order chain more configurable, added MarketmakingOrderChain to docs.
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2021-09-02 12:01:41 +01:00 |
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Geoff Taylor
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d7b36c355c
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Now uses a fresh ThreadPoolScheduler every time instead of one per Context.
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2021-09-02 08:30:06 +01:00 |
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Geoff Taylor
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86f7933bcb
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Fixed problem calculating the proper tick under/over the top orderbook prices.
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2021-09-01 18:33:38 +01:00 |
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Geoff Taylor
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75d24ff367
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Fixed airdrop command in quickstart.
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2021-09-01 09:25:33 +01:00 |
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Geoff Taylor
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46b02bf3d2
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Fixed type in Quickstart.
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2021-08-31 19:37:44 +01:00 |
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Geoff Taylor
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5053cb387f
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Changed URL for V3 devnet.
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2021-08-31 19:02:50 +01:00 |
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Geoff Taylor
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38ff5e2fcd
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Added context name to Pyth exceptions.
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2021-08-31 15:09:58 +01:00 |
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Geoff Taylor
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dcd1ccce5b
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show-address can now handle a RootBank.
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2021-08-31 14:31:47 +01:00 |
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Geoff Taylor
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b57ef58d63
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Added a RoundToLotSizeElement element to marketmaker chain.
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2021-08-31 12:36:23 +01:00 |
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Geoff Taylor
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befb86bcfb
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watch-minimum-balances now uses a single websocket for all accounts (again).
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2021-08-31 10:55:06 +01:00 |
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Geoff Taylor
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9111294f2d
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Added request/response data to TransactionException.
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2021-08-31 10:40:05 +01:00 |
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Geoff Taylor
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8bf6384076
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Added CollateralCalculator to calculate collateral in different market types.
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2021-08-31 00:30:22 +01:00 |
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Geoff Taylor
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0f2596a4ce
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Updated Quickstart with correct faucet address: B87AhxX6BkBsj3hnyHzcerX2WxPoACC7ZyDr8E7H9geN.
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2021-08-30 20:21:26 +01:00 |
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Geoff Taylor
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b3bc928121
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Updated README now that V3 code is in main.
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2021-08-30 15:52:34 +01:00 |
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Geoff Taylor
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bf7dc95a9d
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Merging V3 branch into main.
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2021-08-30 15:42:11 +01:00 |
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Geoff Taylor
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2206482a93
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Better output for cancel-my-orders command.
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2021-08-30 13:43:41 +01:00 |
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Geoff Taylor
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45d59f4a96
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Updated file-age-check to take multiple files.
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2021-08-30 12:27:47 +01:00 |
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Geoff Taylor
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4dcea1c3fa
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Fixed problem handling exceptions in marketmaker pulse observable.
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2021-08-30 11:41:30 +01:00 |
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Geoff Taylor
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126cb4e288
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Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart.
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2021-08-30 11:33:44 +01:00 |
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Geoff Taylor
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1e01791a5e
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Fixed problem cleaning up on marketmaker starting and stopping.
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2021-08-28 18:57:41 +01:00 |
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Geoff Taylor
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97c83518bb
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Updated Marketmaker Quickstart to allow running docker as root or non-root.
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2021-08-28 18:13:48 +01:00 |
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Geoff Taylor
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1d8b2d4f2e
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Updated Marketmaker Quickstart to use ensure-account instead of init-account.
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2021-08-28 12:13:03 +01:00 |
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Geoff Taylor
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c7399a11d2
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Added Marketmaking Quickstart.
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2021-08-27 20:37:41 +01:00 |
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Geoff Taylor
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9159d615c4
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Updated dependencies and fixed subsequent issues.
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2021-08-27 20:37:23 +01:00 |
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Geoff Taylor
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ad86430638
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Fixed bug in Serum lot size conversions.
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2021-08-26 18:23:09 +01:00 |
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Geoff Taylor
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e670611722
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Fixed forcing to mainnet/devnet.
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2021-08-26 18:03:42 +01:00 |
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Geoff Taylor
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ed50880ef8
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Gave Quickstart an overdue (but incomplete) update.
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2021-08-26 16:58:33 +01:00 |
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Geoff Taylor
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352f4ea65f
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Removed percentage target balances because of the unexpected frequent rebalancing they could cause.
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2021-08-26 16:29:00 +01:00 |
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Geoff Taylor
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03f385043b
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Backported BetterClient from V3 and prefer its return values to the regular Client's.
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2021-08-26 15:48:25 +01:00 |
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Geoff Taylor
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f3f923ac6a
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Changed marketmaker default update mode to POLL (from WEBSOCKET).
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2021-08-26 14:04:04 +01:00 |
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Geoff Taylor
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20672e17d1
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Marketmaker now automatically redeems MNGO on pulse.
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2021-08-26 14:01:57 +01:00 |
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Geoff Taylor
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09bdfe3b9f
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Better identification of TokenLookup instances.
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2021-08-26 13:43:23 +01:00 |
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Geoff Taylor
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261848f325
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Big renaming of Context properties to make them more consistent and appropriate.
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2021-08-26 10:31:02 +01:00 |
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Geoff Taylor
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b89a072cdd
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Moved not_quoting to model_state (where external components and orderchain elements can both access it). Added a state bag to model_state too.
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2021-08-26 09:19:51 +01:00 |
dd
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d888fe010c
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Merge remote-tracking branch 'origin/v3' into v3
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2021-08-25 16:41:33 -04:00 |
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dd
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958dd87d1c
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fixed bug in preventpostonlycrossingbookelement.py where bid was being compared against best bid. Now compares against best ask
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2021-08-25 16:41:28 -04:00 |