Geoff Taylor
|
e93acd3d1b
|
Added error notifications to marketmaker.
|
2021-07-31 17:37:51 +01:00 |
|
Geoff Taylor
|
ca3193e0b6
|
Added account indexing to commands that need it.
|
2021-07-31 14:43:39 +01:00 |
|
Geoff Taylor
|
b734eeb6cc
|
Fixed linting problems in stub oracle.
|
2021-07-31 13:37:26 +01:00 |
|
Geoff Taylor
|
ed178ad4c4
|
Updated tests for new group.
|
2021-07-31 13:37:14 +01:00 |
|
Geoff Taylor
|
2a03f60c3b
|
Fixed incorrect comment.
|
2021-07-30 22:41:39 +01:00 |
|
Geoff Taylor
|
65c778d48a
|
Updated ids.json for new Group.
|
2021-07-30 21:56:57 +01:00 |
|
Geoff Taylor
|
efd24060a8
|
Added stub oracle code and cache loading.
|
2021-07-30 20:31:17 +01:00 |
|
Geoff Taylor
|
321dd2142a
|
Fixed comment in Serum oracle.
|
2021-07-30 18:09:54 +01:00 |
|
Geoff Taylor
|
cc5b7b2af7
|
Added some more logging/notifying to watch-minimum-balances.
|
2021-07-30 17:50:34 +01:00 |
|
Geoff Taylor
|
7cfc1b76ba
|
Added more logging to watch-minimum-balances.
|
2021-07-30 17:41:15 +01:00 |
|
Geoff Taylor
|
d3b0c48528
|
Marketmaker now automatically creates required Spot OpenOrders if it doesn't exist.
|
2021-07-30 15:41:47 +01:00 |
|
Geoff Taylor
|
45343e4470
|
Spot place order now auto-creates OpenOrders in same transaction, and updates loaded Account instance.
|
2021-07-30 09:35:05 +01:00 |
|
Geoff Taylor
|
b75c59599f
|
Removed debug statements.
|
2021-07-29 16:22:27 +01:00 |
|
Geoff Taylor
|
e721d6c8e8
|
Improved Group and Account output. Tied OpenOrders and PerpOpenOrders together with a PlacedOrdersContainer protocol.
|
2021-07-29 16:19:52 +01:00 |
|
Geoff Taylor
|
5b6d5f2291
|
Upgraded to new, better devnet group.
|
2021-07-29 12:38:34 +01:00 |
|
Geoff Taylor
|
c0f2a57938
|
Fixed error notification problem in watch-minimum-balances.
|
2021-07-28 19:07:57 +01:00 |
|
Geoff Taylor
|
8af5bbb05a
|
Fixed problem in quantity_lots_to_value() calculation.
|
2021-07-28 18:07:47 +01:00 |
|
Geoff Taylor
|
0aa28d6eef
|
Updated error message to make source of hedge errors clearer.
|
2021-07-28 17:50:57 +01:00 |
|
Geoff Taylor
|
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 |
|
Geoff Taylor
|
373392cf78
|
Updated place_order() method to take an Order instead of separate parameters.
|
2021-07-28 15:29:24 +01:00 |
|
Geoff Taylor
|
d7f117175f
|
Changed RX subscribe_on to observe_on.
|
2021-07-28 12:52:29 +01:00 |
|
Geoff Taylor
|
7bbe476b2e
|
Fixed watch-minimum-balance threading problems.
|
2021-07-28 12:31:35 +01:00 |
|
Geoff Taylor
|
ac25b08668
|
Removed max charge from ConfidenceIntervalDesiredOrdersBuilder, added a confidence weight to allow tuning aggressiveness.
|
2021-07-28 11:05:52 +01:00 |
|
Geoff Taylor
|
d739248ec6
|
Better handling of unseen events in PerpEventQueue.
|
2021-07-27 21:49:27 +01:00 |
|
Geoff Taylor
|
bf7b7e33ef
|
Added file health check to watch-minimum-balances.
|
2021-07-27 17:21:18 +01:00 |
|
Geoff Taylor
|
7dc86a4e1a
|
Added watch-minimum-balances command.
|
2021-07-27 17:07:39 +01:00 |
|
Geoff Taylor
|
c874b83221
|
Can now explicitly pick Pyth oracle on mainnet-beta or devnet.
|
2021-07-26 18:07:56 +01:00 |
|
Geoff Taylor
|
2818fb46d2
|
Fixed problem with position size in ConfidenceIntervalDesiredOrdersBuilder.
|
2021-07-26 16:16:00 +01:00 |
|
Geoff Taylor
|
38b08bdb6d
|
Removed spread-ratio parameter from marketmaker.
|
2021-07-26 15:57:38 +01:00 |
|
Geoff Taylor
|
f3546ee217
|
Added ConfidenceIntervalDesiredOrdersBuilder.
|
2021-07-26 15:47:57 +01:00 |
|
Geoff Taylor
|
5777aa44b3
|
Made Crank script take a Cluster URL parameter.
|
2021-07-26 13:44:46 +01:00 |
|
Geoff Taylor
|
3b23f7e4e7
|
Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals.
|
2021-07-26 13:42:03 +01:00 |
|
Geoff Taylor
|
072252095a
|
Some work on streaming logs and account/program events.
|
2021-07-26 12:19:13 +01:00 |
|
Geoff Taylor
|
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 |
|
Geoff Taylor
|
d22a09f208
|
Added market 'stubs' to allow for delayed loading of markets.
|
2021-07-23 11:42:22 +01:00 |
|
Geoff Taylor
|
8fe48de527
|
Moved functionality into *Market objects.
|
2021-07-23 10:20:44 +01:00 |
|
Geoff Taylor
|
3738ff820e
|
Better logging of Orders.
|
2021-07-22 18:44:23 +01:00 |
|
Geoff Taylor
|
fb0151191f
|
Added some more logging to MarketMaker.
|
2021-07-22 18:03:17 +01:00 |
|
Geoff Taylor
|
107177ee86
|
Added execute_and_continue_on_failures() to allow MarketMaker to more instructions even if some fail.
|
2021-07-22 17:54:48 +01:00 |
|
Geoff Taylor
|
add1e4580d
|
Added better formatting for Order output.
|
2021-07-22 17:54:16 +01:00 |
|
Geoff Taylor
|
360a3b7b0c
|
Added crank-market-service.
|
2021-07-22 15:58:12 +01:00 |
|
Geoff Taylor
|
7ddc61a3e3
|
Fixed linting problems.
|
2021-07-22 15:58:00 +01:00 |
|
Geoff Taylor
|
c953ec07fc
|
Added Perp cranking code, plus program. Expanded watch-address, added complementary show-address command.
|
2021-07-22 15:18:37 +01:00 |
|
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 |