62b0332439
Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
2021-12-13 12:06:42 +00:00
d15e953ae7
Refactor of code to work with mypy --strict
2021-11-09 13:23:36 +00:00
6306e1e65a
Improved model state and marketoperations. Some work on hedging.
2021-09-30 18:53:33 +01:00
fe6af5f2b3
Fixed problem with lot size conversion and rounding.
2021-09-09 17:17:23 +01:00
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
140270b870
Fixed text output of liquidate event.
2021-08-13 20:20:03 +01:00
97bd857418
Updated to handle new event queue format.
2021-08-13 20:17:17 +01:00
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
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
ba56bdd9f5
Improved event queue handling. Now split incoming events into processed and unprocessed, and changed 'seen' handling to use sequence_number.
2021-08-01 17:47:45 +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
d739248ec6
Better handling of unseen events in PerpEventQueue.
2021-07-27 21:49:27 +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
817b31f8ea
Added a streaming watcher for some account types.
2021-07-21 16:35:38 +01:00
Geoff Taylor