Commit Graph

27 Commits

Author SHA1 Message Date
Geoff Taylor ec37c14d03 Added ensure-account and ensure-open-orders commands. 2021-08-19 11:00:39 +01:00
Geoff Taylor a96b67e729 Improved transaction exception reporting. 2021-08-19 09:46:54 +01:00
Geoff Taylor d5eaa385da Removed rx.core.typing for many classes - using the actual base classes now. 2021-08-17 12:39:55 +01:00
Geoff Taylor 9bd75dc8d2 Websocket now has a force_reconnect() method, plus subscribable disconnect event. 2021-08-09 13:24:33 +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 f596d571f6 Big change - now uses our own 'Client' which handles some situations better from our point of view:
* Being able to specify commitment on the Client instead of every call.
* Better error handling (more exception details, and specific rate limiting exceptions)
* More obvious return values, instead of always having to dereference "result".
2021-08-07 15:07:19 +01:00
Geoff Taylor 2840f52fde Fixed stub oracle price now the server stub oracle has been updated. 2021-08-03 09:08:47 +01:00
Geoff Taylor b734eeb6cc Fixed linting problems in stub oracle. 2021-07-31 13:37:26 +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 d7f117175f Changed RX subscribe_on to observe_on. 2021-07-28 12:52:29 +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 3b23f7e4e7 Added 'confidence' to oracles so marketmaker could access Pyth confidence intervals. 2021-07-26 13:42:03 +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 9960713d7d Fixed use of backslash in regular expressions. 2021-07-14 18:28:48 +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 19e4d948d3 Updates to allow some market making on Serum. 2021-07-13 20:01:32 +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 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
Geoff Taylor cd46c1c98b First cut at a lot of V3 code. 2021-06-25 10:33:40 +01:00
Geoff Taylor 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
Geoff Taylor ceaae48ddf Moved Pyth Network oracle code to V2 now that they're providing prices there. 2021-06-15 11:57:28 +01:00
Geoff Taylor 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
Geoff Taylor 6b4ea5925d Added FTX price oracle. 2021-06-12 14:21:07 +01:00
Geoff Taylor c3ac807fce Moved oracles to their own packages. 2021-06-11 16:51:41 +01:00