7cfc1b76ba
Added more logging to watch-minimum-balances.
2021-07-30 17:41:15 +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
c0f2a57938
Fixed error notification problem in watch-minimum-balances.
2021-07-28 19:07:57 +01:00
0aa28d6eef
Updated error message to make source of hedge errors clearer.
2021-07-28 17:50:57 +01:00
ab3657958d
Added hedger command. Had to introduce a LotSizeConverter - may expand its use now it's available.
2021-07-28 17:43:58 +01:00
373392cf78
Updated place_order() method to take an Order instead of separate parameters.
2021-07-28 15:29:24 +01:00
d7f117175f
Changed RX subscribe_on to observe_on.
2021-07-28 12:52:29 +01:00
7bbe476b2e
Fixed watch-minimum-balance threading problems.
2021-07-28 12:31:35 +01:00
ac25b08668
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
2021-07-28 11:05:52 +01:00
d739248ec6
Better handling of unseen events in PerpEventQueue.
2021-07-27 21:49:27 +01:00
bf7b7e33ef
Added file health check to watch-minimum-balances.
2021-07-27 17:21:18 +01:00
7dc86a4e1a
Added watch-minimum-balances command.
2021-07-27 17:07:39 +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
3b23f7e4e7
Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
2021-07-26 13:42:03 +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
7ddc61a3e3
Fixed linting problems.
2021-07-22 15:58:00 +01:00
c953ec07fc
Added Perp cranking code, plus program. Expanded watch-address, added complementary show-address command.
2021-07-22 15:18:37 +01:00
2f6c3088ef
Added token output on launching marketmaker.
2021-07-21 18:25:44 +01:00
000040f678
Fixed return value.
2021-07-21 16:37:47 +01:00
817b31f8ea
Added a streaming watcher for some account types.
2021-07-21 16:35:38 +01:00
c11aececd9
Fixed Serum cranking to be more complete.
2021-07-21 14:31:04 +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
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
3fd7e27138
Removed some debug output.
2021-07-16 17:31:25 +01:00
30d4b01a37
Moved SimpleMarketMaker to its own directory+package.
2021-07-16 17:29:48 +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
3ca1d7b706
Updated to new ids.json. Added deposit instruction+command.
2021-07-16 13:32:30 +01:00
436237a949
Fixed linting problems.
2021-07-16 11:54:13 +01:00
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
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.
...
* 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
6977d632b0
Fixed problem fetching transactions for report. Reversed order of output of transactions so it appears better in notifications.
2021-07-07 19:58:28 +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
fb874dae94
Report transactions now insists on a report.state file, and reads from it now instead of taking a separate parameter.
2021-07-07 15:02:57 +01:00
12c07cab7e
Added target address to transaction report output.
2021-07-07 12:28:50 +01:00
d794326f14
Added target address to transaction report output.
2021-07-07 12:21:31 +01:00
9d4c644950
Added success/failure indicator to report-transactions summary.
2021-07-02 11:05:37 +01:00
8b849859a7
Added success/failure indicator to report-transactions summary.
2021-07-02 10:42:29 +01:00
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
b5c8f69ae1
Fixed Withdraw command.
2021-06-30 15:06:10 +01:00
d9b40e105a
Updated Quickstart to use solana-keygen. Deleted create-wallet.
2021-06-28 11:20:10 +01:00
888994424d
Improved reporting of TokenValue and BalanceSheet, in line with V2 changes.
2021-06-26 18:24:07 +01:00
bbd8cc487e
Added a --fetch-prices option to show-margin-account.
2021-06-26 18:11:16 +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.
...
* 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.
...
* 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.
...
* 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.
...
* 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.
...
* 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.
...
* 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.
...
* 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.
...
* 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
e3b0d65705
Extended use of Lookups - serum buys and sells no longer need a Group.
2021-06-01 19:16:59 +01:00
f73ee9ca19
Now use solana.tokenlist.json for token lookups.
2021-06-01 18:16:02 +01:00
cbd42d24ae
Context can now decide to look up the group ID given a group name, instead of using the wrong default.
2021-06-01 14:08:54 +01:00
ba25e289af
Better retry functionality with backoff pauses.
2021-05-28 17:16:53 +01:00
b6a595bb21
Updated to handle Groups with 5 tokens as well as Groups with 3 tokens.
2021-05-27 17:07:02 +01:00
8b21f4c025
Fixed formatting of token balance in group-balances command.
2021-05-25 17:17:41 +01:00
30543975ee
Renamed commands to better reflect purpose. Updated Quickstart.
...
* group-buy-token to serum-buy
* group-sell-token to serum-sell
* group-send-token to send-token
2021-05-24 10:40:33 +01:00
5c6abd0733
Added CsvFileNotificationTarget.
...
* Updated notifications to allow notifying on succeeded or failed (or both!) PartialLiquidate transactions.
* Added more information to LiquidationEvent to allow that to flow through to notifications.
2021-05-21 20:02:54 +01:00
8b8afe1a0b
Refactored PollingLiquidator into ReportingAccountLiquidator and LiquidationProcessor
...
* ReportingAccountLiquidator wraps an AccountLiquidator but provides before-and-after logging and reporting.
* Sped up fetch_token_prices() by reducing it to one network fetch
* Centralised loading of ripe mangoes by creating MarginAccount.load_all_ripe()
* Clearer, more consistent use of Observables
* Added RxPy Backpressure library
* Improved container building to allow for different tags
2021-05-21 14:28:42 +01:00
106973c027
Removed intermediate lambda to see if it was the source of duplicate Discord notifications.
2021-05-19 11:37:44 +01:00
ce2d0d7438
Added a NotificationHandler to bridge log events to notifications.
2021-05-18 18:08:38 +01:00
06e8e67049
More depth in parsing transactions, plus better reporting on them.
2021-05-18 15:17:14 +01:00
b80e60be37
EventSource now properly inherits from Subject.
2021-05-17 21:17:01 +01:00
f2cad71bc2
Fixed Method Resolution Order problem in Events.
2021-05-17 20:54:39 +01:00
5707992fcb
Can now send notifications, for example to Discord or Telegram.
2021-05-17 20:43:16 +01:00
540bb5b79d
Cleaned up PrintingObserverSubscriber() calls.
2021-05-17 14:17:18 +01:00
02e272e437
Expanded TransactionScout and added new command - report-transactions.
2021-05-15 14:17:42 +01:00
c0070c2b94
Moved AccountInfo into BaseModel, moved 'fetch' methods to appropriate objects.
2021-05-14 15:51:29 +01:00
5295121efe
Added a transaction-scout command.
2021-05-14 12:32:39 +01:00
f79315201d
Added TransactionScout to show Mango transaction details.
2021-05-13 20:32:23 +01:00
0d9635ba45
PollingLiquidator optimisation - now loops and updates ripe 🥭 accounts.
2021-05-12 10:52:26 +01:00
a40b962965
Fixed dereference of group basket tokens.
2021-05-11 20:32:20 +01:00
9b97722394
Fixed regression in importing notebook code.
2021-05-11 20:17:49 +01:00
4cfc87d420
Split BasketTokenMetadata up. Improved linting.
...
* Split BasketTokenMetadata into BasketToken and Token.
* Improved linting and mypy so it worked across files.
2021-05-11 19:24:02 +01:00
78fbb05970
Renamed SimpleLiquidator to PollingLiquidator.
2021-05-10 14:48:19 +01:00
b398990898
Added a Quickstart! A nice walkthrough of setting up a liquidator.
2021-05-08 16:01:30 +01:00
db91e1d9d8
Added a 'create-wallet' command, made other commands more consistent.
2021-05-07 10:47:01 +01:00
013a8ce715
Added Pyston to docker image and commands.
...
All commands now use Pyston instead of Python as the Python interpreter. It seems a bit faster.
2021-05-06 19:06:47 +01:00
fab0d909c2
Added 'dry run' option to commands that perform transactions.
2021-05-06 15:27:25 +01:00
3db09e922c
Added wallet balancing. Big changes throughout to support this.
2021-05-06 14:21:40 +01:00
f2d4e7c13f
Added Serum trading.
...
* Added nasty patch around pyserum bug
* OpenOrders can now provide (on-demand) the pyserum representation OpenOrdersAccount
* New context methods -unwrap_transaction_id_or_raise_exception() and random_client_id()
* Added Retrier and retry_context() function
* Added TradeExecutor and SerumImmediateTradeExecutor classes to trade on Serum
2021-05-04 17:18:09 +01:00
9ae606b1c6
Commands now output the AccountScout report to show errors and warnings.
2021-04-29 16:33:04 +01:00
9db61efaf5
mango-fetch can now fetch all margin accounts for a user.
2021-04-29 12:51:13 +01:00
feda91156b
Fixed problem where OpenOrders could show the wrong program ID in some circumstances.
2021-04-29 12:11:28 +01:00
c5734a0624
Moved development commands to 'scripts', so 'bin' is for actual commands.
...
* Added log level as parameter to commands.
2021-04-29 10:53:01 +01:00
f8738770f5
Expanded liquidation process and steps.
2021-04-28 18:36:48 +01:00
4f6890fe1c
Added argument parsing to liquidator command.
2021-04-27 10:53:43 +01:00
acf2ff5da6
Renamed Classes.ipynb to BaseModel.ipynb. Adjusted all imports of it.
2021-04-27 09:41:22 +01:00
482f759b11
Added start of a runnable 'liquidator' command.
2021-04-26 17:09:35 +01:00
3928331cc3
Reformatted some header text and added TOC on all pages.
2021-04-22 14:28:32 +01:00
2cc5135517
Initial import.
2021-04-14 16:51:39 +01:00
Geoff Taylor