Geoff Taylor
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f9b7d7b03f
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Updated Account layout for v3.3.
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2022-01-18 14:35:01 +00:00 |
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Geoff Taylor
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ad8f8efd47
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Updated Group layout for v3.3.
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2022-01-18 12:09:15 +00:00 |
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Geoff Taylor
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542143975c
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Changed build_create_account_instructions to use CREATE_MANGO_ACCOUNT instead of INIT_MANGO_ACCOUNT.
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2022-01-18 11:25:26 +00:00 |
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Geoff Taylor
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cd30355ace
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Added passive-aggressive logging of time take looking for transaction results.
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2022-01-15 18:43:14 +00:00 |
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Geoff Taylor
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77cc77eedc
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Added better logging for cancelling all perp orders.
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2022-01-15 15:47:14 +00:00 |
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Geoff Taylor
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548945cf17
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Marketmaker now uses perp's CANCEL_ALL if it's cancelling all orders on a perp market.
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2022-01-14 18:32:47 +00:00 |
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Geoff Taylor
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a96099511d
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Added an AlwaysReplaceOrderReconciler.
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2022-01-14 17:44:07 +00:00 |
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Geoff Taylor
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d0d9fc45c1
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Changed transaction reporting to run on a threadpool instead of creating a thread each time.
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2022-01-14 17:36:01 +00:00 |
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Geoff Taylor
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3ef9295c31
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Added CANCEL_ALL_PERPS instruction and a transaction reporter.
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2022-01-14 17:18:31 +00:00 |
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Geoff Taylor
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73e422f796
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Streamlined use of CompoundException.
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2022-01-12 15:04:03 +00:00 |
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Geoff Taylor
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c670853523
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Improved symbol comparisons for Instruments, Tokens and Markets.
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2022-01-12 14:51:30 +00:00 |
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Geoff Taylor
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ced9d209d8
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Replaced NamedTuples with dataclasses.
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2022-01-12 14:04:54 +00:00 |
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Geoff Taylor
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4c31d05a13
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Added description of some health calculation from ckamm in comment.
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2022-01-11 19:39:25 +00:00 |
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Geoff Taylor
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3695dd20fb
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Added documentation for common parameters.
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2022-01-11 19:35:12 +00:00 |
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Geoff Taylor
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5db9dfbd30
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Another attempt at making Bandit happy.
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2022-01-11 15:45:28 +00:00 |
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Geoff Taylor
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56cb69fe4d
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Another attempt at finding the right line to tell Bandit to allow 'pass'.
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2022-01-11 15:24:36 +00:00 |
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Geoff Taylor
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2d24d6f74e
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Trying again to get Bandit to accept the false positive.
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2022-01-11 15:20:15 +00:00 |
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Geoff Taylor
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c07216a224
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Marked a Bandit B110 false positive to be ignored.
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2022-01-11 14:58:11 +00:00 |
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Geoff Taylor
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78921bd543
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Removed assertions from layouts, replaced with Exceptions.
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2022-01-11 14:53:36 +00:00 |
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Geoff Taylor
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bd35dc7fb4
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Export TransactionAlreadyProcessedException and StaleSlotException.
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2022-01-11 14:43:14 +00:00 |
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Geoff Taylor
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d8ffa03491
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Refactored to use mango.output() consistently instead of print().
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2022-01-11 14:36:08 +00:00 |
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Geoff Taylor
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6352844ed1
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Improved perp cranking and added public key sorting tests.
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2022-01-11 12:24:15 +00:00 |
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Geoff Taylor
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52e9201074
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Improved sorting of public keys, and added test to make sure our sort order matches Rust's.
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2022-01-10 14:38:05 +00:00 |
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Geoff Taylor
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627a68a166
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Found an account where our calculations didn't match reality, so fixed bug and added it to testdata.
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2022-01-08 17:34:32 +00:00 |
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Geoff Taylor
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70efa5f869
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Removed include_unsettled_quote parameter in health calculation.
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2022-01-07 17:40:48 +00:00 |
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Geoff Taylor
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547ba1fe05
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Added debug log of transaction signature.
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2022-01-07 17:40:17 +00:00 |
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Geoff Taylor
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d8e61625cf
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Preliminary use of DataFrame calculations on Accounts.
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2022-01-06 16:34:18 +00:00 |
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Geoff Taylor
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4a6b899af3
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Fixed deprecation warning for move of Python's Sequence base class from collections to collections.abc.
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2021-12-31 11:57:42 +00:00 |
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Geoff Taylor
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277e2534d9
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Added PERPORDERBOOKSIDE to AccountInfo converters.
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2021-12-22 20:03:51 +00:00 |
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Geoff Taylor
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eac3e89913
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Added default stale data retry of 10 with 0.1 second pauses between.
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2021-12-21 17:11:58 +00:00 |
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Geoff Taylor
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24f4aaf840
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Added a hedging action threshold to marketmaker.
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2021-12-21 17:07:48 +00:00 |
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Geoff Taylor
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e644d08f47
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Fixed some linting issues.
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2021-12-20 18:09:51 +00:00 |
Ondra Chaloupka
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5a05c88a17
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[orderbook][top-bids] fixing top bids processing + reverse reversed bids processing
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2021-12-20 00:01:05 +01:00 |
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Geoff Taylor
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1858cc21ab
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Fixed fee calculations in downloaded trades.
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2021-12-16 17:32:40 +00:00 |
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Geoff Taylor
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c6900afebf
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Fixed decimal issues with ADA, BNB and AVAX.
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2021-12-15 18:15:26 +00:00 |
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Geoff Taylor
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76ba4b8c64
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Automatically fetch a blockhash on replacing BlockhashCache - fixes problem where a KeyError is raised instead of the expected ValueError.
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2021-12-15 17:22:29 +00:00 |
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Geoff Taylor
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d4c6b4bf2c
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HTTPErrors now cause a provider switch. Updated CompoundException to work with any Exception, not just a ClientException.
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2021-12-15 16:36:11 +00:00 |
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Geoff Taylor
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66f996ec47
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Updated solana.tokenlist.json. Some tokens had symbols changed (why?) so "ETH" pointed to a different mint address. Added overrides.tokenlist.json so we can still use a pure copy of solana.tokenlist.json but can override certain symbols to behave the way we expect.
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2021-12-15 16:03:31 +00:00 |
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Geoff Taylor
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e0efa927e3
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Added CompoundClientException to provide more detail when all providers fail.
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2021-12-15 12:24:23 +00:00 |
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Geoff Taylor
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92f56b5ac3
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Fixed value of USDC when calculating account valuations.
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2021-12-15 11:32:22 +00:00 |
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Geoff Taylor
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052dc666ad
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Checks to make sure response is a dictionary before dereferencing.
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2021-12-15 09:41:18 +00:00 |
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Geoff Taylor
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ee3bf5894c
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Reduced group not finding a perp market to a warning instead of raising an exception.
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2021-12-13 13:56:02 +00:00 |
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Geoff Taylor
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34cbd6370a
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Downloading trades now tracks change to balance instead of value.
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2021-12-13 13:49:54 +00:00 |
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Geoff Taylor
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62b0332439
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Removed Unicode monospaced-font rendering of class names because VSCode has started being annoying about it all. (Boo...)
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2021-12-13 12:06:42 +00:00 |
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Geoff Taylor
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bc20564e0b
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Explicitly made loggers protected instead of public.
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2021-12-13 11:15:24 +00:00 |
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Geoff Taylor
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eedf7fd878
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Added some debug logging around shifting providers.
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2021-12-05 19:12:30 +00:00 |
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Geoff Taylor
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23b2d18689
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Fixed problem rounding lot sizes.
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2021-12-05 19:07:21 +00:00 |
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Geoff Taylor
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f7273555c8
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Better handling of BlockhashNotFound exception with multiple providers.
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2021-12-05 17:57:19 +00:00 |
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Geoff Taylor
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1f32899f32
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Experimental ability to take multiple cluster URLs and fail over from one to the next on slot errors.
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2021-12-05 16:38:49 +00:00 |
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Geoff Taylor
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a72d29ca49
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Extended freshness check to require fresh data after sending a transaction.
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2021-12-04 17:06:57 +00:00 |