Geoff Taylor
8596a4aa58
Fixed spot fee discount address to use MSRM or SRM vault.
2021-09-13 16:15:20 +01:00
Geoff Taylor
7c17f5cbc4
Added --log-suppress-timestamp parameter. Centralised much CLI argument handling.
2021-09-13 14:05:19 +01:00
Geoff Taylor
4310cc7e2a
Brought V2 changes to get_multiple_accounts() across to V3.
2021-09-13 12:17:19 +01:00
Geoff Taylor
5aae1f5aab
Improved output of instructions when over 1232-byte limit.
2021-09-09 19:02:17 +01:00
Geoff Taylor
fe6af5f2b3
Fixed problem with lot size conversion and rounding.
2021-09-09 17:17:23 +01:00
Geoff Taylor
8c42537572
Updated SpotCollateralCalculator to take tokens in OpenOrders into account.
2021-09-09 14:10:34 +01:00
Geoff Taylor
70a038ffd9
Added a --blockhash-cache-duration parameter.
2021-09-07 21:44:48 +01:00
Geoff Taylor
ce25003a2c
Added caching to get_recent_blockhash().
2021-09-07 21:12:37 +01:00
Geoff Taylor
e6eaeaeed1
Now use a monotonic time (in milliseconds, with collision avoidance) for client IDs to help with some other systems.
2021-09-07 19:07:22 +01:00
Geoff Taylor
75be37fbd9
Repurposed 'sweep' as a more general 'balance-account' command. Moved 'group-balance-wallet' to just 'balance-wallet' to be similar in concept.
2021-09-07 18:40:34 +01:00
Geoff Taylor
b4406a13d9
sweep command now takes a target balance.
2021-09-06 21:38:12 +01:00
Geoff Taylor
53207d1d98
FTX oracle no longer tries to interfere with PERP market names.
2021-09-06 19:26:45 +01:00
Geoff Taylor
920ac364af
Fixed incorrect error message in argument exception.
2021-09-06 18:21:38 +01:00
Geoff Taylor
f4af4960d7
Added new OrderChain elements. Removed Serum oracle and added Market oracle (which includes Serum oracle functionality plus more). Expanded chain documentation and added oracle documentation.
2021-09-06 17:07:26 +01:00
Geoff Taylor
2a424aa2d1
Added sweep command to sell all tokens in a market.
2021-09-02 18:51:43 +01:00
Geoff Taylor
8624afabdc
Replaced command switch --account-index with --account-address because of inconsistent results when fetching multiple accounts - they could come back with different indices.
2021-09-02 17:19:17 +01:00
Geoff Taylor
71ba03935f
Added send_transaction response to debug log.
2021-09-02 15:23:53 +01:00
Geoff Taylor
652296856b
Added some logging to head elements of orderchain.
2021-09-02 13:30:53 +01:00
Geoff Taylor
1d4e24ea38
ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.
2021-09-02 13:11:35 +01:00
Geoff Taylor
39c591fc6f
Made order chain more configurable, added MarketmakingOrderChain to docs.
2021-09-02 12:01:41 +01:00
Geoff Taylor
d7b36c355c
Now uses a fresh ThreadPoolScheduler every time instead of one per Context.
2021-09-02 08:30:06 +01:00
Geoff Taylor
86f7933bcb
Fixed problem calculating the proper tick under/over the top orderbook prices.
2021-09-01 18:33:38 +01:00
Geoff Taylor
75d24ff367
Fixed airdrop command in quickstart.
2021-09-01 09:25:33 +01:00
Geoff Taylor
38ff5e2fcd
Added context name to Pyth exceptions.
2021-08-31 15:09:58 +01:00
Geoff Taylor
dcd1ccce5b
show-address can now handle a RootBank.
2021-08-31 14:31:47 +01:00
Geoff Taylor
b57ef58d63
Added a RoundToLotSizeElement element to marketmaker chain.
2021-08-31 12:36:23 +01:00
Geoff Taylor
befb86bcfb
watch-minimum-balances now uses a single websocket for all accounts (again).
2021-08-31 10:55:06 +01:00
Geoff Taylor
9111294f2d
Added request/response data to TransactionException.
2021-08-31 10:40:05 +01:00
Geoff Taylor
8bf6384076
Added CollateralCalculator to calculate collateral in different market types.
2021-08-31 00:30:22 +01:00
Geoff Taylor
bf7dc95a9d
Merging V3 branch into main.
2021-08-30 15:42:11 +01:00
Geoff Taylor
126cb4e288
Added airdrop command to interact with faucets. Removed requirement to use Sollet from MarketmakingQuickstart.
2021-08-30 11:33:44 +01:00
Geoff Taylor
9159d615c4
Updated dependencies and fixed subsequent issues.
2021-08-27 20:37:23 +01:00
Geoff Taylor
ad86430638
Fixed bug in Serum lot size conversions.
2021-08-26 18:23:09 +01:00
Geoff Taylor
e670611722
Fixed forcing to mainnet/devnet.
2021-08-26 18:03:42 +01:00
Geoff Taylor
352f4ea65f
Removed percentage target balances because of the unexpected frequent rebalancing they could cause.
2021-08-26 16:29:00 +01:00
Geoff Taylor
03f385043b
Backported BetterClient from V3 and prefer its return values to the regular Client's.
2021-08-26 15:48:25 +01:00
Geoff Taylor
20672e17d1
Marketmaker now automatically redeems MNGO on pulse.
2021-08-26 14:01:57 +01:00
Geoff Taylor
09bdfe3b9f
Better identification of TokenLookup instances.
2021-08-26 13:43:23 +01:00
Geoff Taylor
261848f325
Big renaming of Context properties to make them more consistent and appropriate.
2021-08-26 10:31:02 +01:00
Geoff Taylor
b89a072cdd
Moved not_quoting to model_state (where external components and orderchain elements can both access it). Added a state bag to model_state too.
2021-08-26 09:19:51 +01:00
dd
d888fe010c
Merge remote-tracking branch 'origin/v3' into v3
2021-08-25 16:41:33 -04:00
dd
958dd87d1c
fixed bug in preventpostonlycrossingbookelement.py where bid was being compared against best bid. Now compares against best ask
2021-08-25 16:41:28 -04:00
Geoff Taylor
8debc3238a
Added simple flag for marketmaker to prevent quoting.
2021-08-25 20:57:57 +01:00
Geoff Taylor
6bfbe40c84
Fixed problem calculating spread in model.
2021-08-25 17:12:39 +01:00
Geoff Taylor
8c8ebdc7ae
Merge branch 'v3' of https://github.com/blockworks-foundation/mango-explorer into v3
2021-08-25 17:09:03 +01:00
Geoff Taylor
d151e0ce8f
Updated to latest devnet ids.json. Fixed some context configuration problems.
2021-08-25 17:06:00 +01:00
dd
05d78ea0b0
top_ask and top_bid now return None if book is empty.
2021-08-25 10:20:53 -04:00
Geoff Taylor
ce37e835a2
Added ModelStateBuilder and ability to poll RPC methods in marketmaker instead of relying on websockets.
2021-08-24 20:13:44 +01:00
Geoff Taylor
fc1957d9b2
Added bias tests.
2021-08-23 17:35:09 +01:00
Geoff Taylor
a8dd489601
Added a nicer log mess when biasing marketmaker orders.
2021-08-23 15:55:10 +01:00
Geoff Taylor
59ba4894f1
Moved hedger to its own class, and re-used it as an option in marketmaker.
2021-08-23 15:36:55 +01:00
Geoff Taylor
3419c89033
Moved marketmaker to an 'orderchain' model.
2021-08-22 19:48:20 +01:00
Geoff Taylor
b56d114a4a
Added bids and asks to marketmaker ModelState, with watchers for latest state.
2021-08-21 22:06:58 +01:00
Geoff Taylor
191d3e644c
Anything imported from pyserum should now be imported as a PySerumXYZ to avoid confusion with Mango Explorer classes.
2021-08-21 18:24:53 +01:00
Geoff Taylor
8a83c73ea8
Now run websocket connections each in their own websocket rather than using a shared one. (Shared websocket is still an option though.)
2021-08-21 16:03:13 +01:00
Geoff Taylor
153ebae2f4
Moved opening of websocket to be entirely within WebSocketSubscriptionManager.
2021-08-21 13:25:28 +01:00
Geoff Taylor
1696ead1e3
Added --quote-position-bias parameter to marketmaker.
2021-08-21 00:00:34 +01:00
Geoff Taylor
f0e8738b04
Removed SPL token lookups from SpotMarketInstructionBuilder.
2021-08-19 23:32:58 +01:00
Geoff Taylor
46c768e11b
Fixed loading of some context parameters.
2021-08-19 22:59:36 +01:00
Geoff Taylor
5a76874466
Updated for new group.
2021-08-19 22:23:19 +01:00
Geoff Taylor
66ccdcf63e
Changed confidence_weighting in marketmaker to confidence_interval_levels. Multiple levels can now be specified, creating multiple levels of orders.
2021-08-19 17:31:17 +01:00
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
a51b38049b
Marketmaker no longer masks errors.
2021-08-18 14:49:54 +01:00
Geoff Taylor
2bf4d07592
cancel-order can now take an --ok-if-missing parameter, and use it if the underlying market-type supports it.
2021-08-18 12:23:20 +01:00
Geoff Taylor
4c544cb68c
Fixed TransactionException not properly interpreting error responses.
2021-08-17 20:45:26 +01:00
Geoff Taylor
97a5c41a39
Updated to latest group structures and IDs.
2021-08-17 19:42:11 +01:00
Geoff Taylor
847628dfd6
Fixed problem with TokenAccount commitments.
2021-08-17 19:17:09 +01:00
Geoff Taylor
b408874a2a
Fixed TokenAccount to be able to find or create the associated token account, or use an old-style account if it exists and the associated token account doesn't.
2021-08-17 17:52:17 +01:00
Geoff Taylor
6a61b55e93
Improved transaction exception handling.
2021-08-17 12:50:27 +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
a4ca18e5ed
Added/centralised 'watchers'. Removed FileToucherObserver. Added HealthCheck.
2021-08-17 12:17:49 +01:00
Geoff Taylor
64cdebaf8d
Reduced error threshold for stale prices.
2021-08-16 22:32:28 +01:00
Geoff Taylor
98acb59789
Fixed bug in handling of referral rebate. Added 'info' property to margin accounts.
2021-08-16 22:12:51 +01:00
Geoff Taylor
bd36dcf47b
Improved cranking and settling operations.
2021-08-16 14:43:44 +01:00
Geoff Taylor
84b664b4fd
Fixed problem with instruction display.
2021-08-14 11:09:27 +01:00
Geoff Taylor
255d3a70df
Added a mint command for devnet use.
2021-08-13 21:34:17 +01:00
Geoff Taylor
140270b870
Fixed text output of liquidate event.
2021-08-13 20:20:03 +01:00
Geoff Taylor
97bd857418
Updated to handle new event queue format.
2021-08-13 20:17:17 +01:00
Geoff Taylor
3403555036
Added account name/info to output.
2021-08-13 12:15:17 +01:00
Geoff Taylor
162f41e2d0
Added a redeem-mango command.
2021-08-11 19:14:26 +01:00
Geoff Taylor
94c6fa149e
Sometimes Solana returns 'err' as a string instead of an array of strings.
2021-08-09 21:07:21 +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
aa4406d68f
Fixed account output/reporting.
2021-08-07 18:42:39 +01:00
Geoff Taylor
e890490557
Backported custom Client from V3 to make sure 'processed' commitment is used consistently, even by code that isn't ours.
2021-08-07 15:10:06 +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
613d964051
Perp Accounts accrue benefits in MNGO so improved handling of it.
2021-08-05 15:35:08 +01:00
Geoff Taylor
7033a080bf
Better logging of failing instructions.
2021-08-04 17:50:38 +01:00
Geoff Taylor
cc6f62c312
Expanded use of Group and Account baskets.
2021-08-04 13:08:34 +01:00
Geoff Taylor
f4af201d3e
Fixed cranking use of openorders accounts in marketmaker.
2021-08-03 19:51:25 +01:00
Geoff Taylor
d5f8e1d7da
Turning off running marketmaking using individual transactions.
2021-08-03 18:44:05 +01:00
Geoff Taylor
88fa2181d2
Change Group to use a more basket-orientated approach instead of multiple properties requiring indexes.
2021-08-03 18:32:12 +01:00
Geoff Taylor
c90ff010d3
Improved how accounts handle their basket of tokens.
2021-08-03 12:40:00 +01:00
Geoff Taylor
1b87591ae7
Improved context handling of skip_preflight.
2021-08-03 09:14:22 +01:00
Geoff Taylor
0bcf5cfc5a
Improved market output.
2021-08-03 09:13:56 +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
7e7c21c0aa
Marketmaker no longer tries to run instructions in parallel. (I hope this is a temporary fix.)
2021-08-02 17:48:20 +01:00
Geoff Taylor
6f86e83160
Simplified watching. Added inventory watchers.
2021-08-02 17:14:00 +01:00
Geoff Taylor
18935be67e
Fixed spot market crank.
2021-08-02 17:13:50 +01:00
Geoff Taylor
ed3955cc1f
Fixed some type hints.
2021-08-01 18:03:46 +01:00
Geoff Taylor
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
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
2a03f60c3b
Fixed incorrect comment.
2021-07-30 22:41:39 +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
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
8af5bbb05a
Fixed problem in quantity_lots_to_value() calculation.
2021-07-28 18:07:47 +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
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
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
f3546ee217
Added ConfidenceIntervalDesiredOrdersBuilder.
2021-07-26 15:47:57 +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
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
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
Geoff Taylor
56232c44cf
Better exception detail on failed liquidations.
2021-07-20 10:54:17 +01:00
Geoff Taylor
0166b5e371
MarketMaker now takes an optional OrderType parameter.
2021-07-20 10:24:05 +01:00
Geoff Taylor
be1ba45921
Fixed problem with marketmaker raising an exception when it didn't recognise an order. Now it should just log a warning and move on.
2021-07-19 18:38:55 +01:00
Geoff Taylor
dfa9369f87
Trying to stop solanaweb from polluting error notifications.
2021-07-19 18:36:08 +01:00
Geoff Taylor
f7aeafa3c5
Trying to stop solanaweb from polluting error notifications.
2021-07-19 18:29:55 +01:00
Geoff Taylor
9c824f502f
Fixed linting problem.
2021-07-19 16:43:06 +01:00
Geoff Taylor
605f3bd1e2
Perp market maker no longer tries to run Consume Events.
2021-07-19 16:40:47 +01:00
Geoff Taylor
c5cd5ca095
MarketMaker now exits cleanly on Control-C (SIG_TERM).
2021-07-19 15:14:00 +01:00
Geoff Taylor
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
Geoff Taylor
bbea9594d1
Fixed failing test.
2021-07-17 14:06:18 +01:00
Geoff Taylor
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
Geoff Taylor
30d4b01a37
Moved SimpleMarketMaker to its own directory+package.
2021-07-16 17:29:48 +01:00
Geoff Taylor
040eadcb90
Made marketmaker a bit more configurable, and it now publishes pulse completion and errors.
2021-07-16 14:26:42 +01:00
Geoff Taylor
3ca1d7b706
Updated to new ids.json. Added deposit instruction+command.
2021-07-16 13:32:30 +01:00
Geoff Taylor
436237a949
Fixed linting problems.
2021-07-16 11:54:13 +01:00
Geoff Taylor
7db8326a7c
More realistic market-maker is now available.
2021-07-15 21:03:22 +01:00
Geoff Taylor
9960713d7d
Fixed use of backslash in regular expressions.
2021-07-14 18:28:48 +01:00
Geoff Taylor
bbcf3d35ce
Changed the way SimpleMarketMaker calculates position sizes to be in line with what it has on each side instead of the total.
2021-07-14 18:22:36 +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
fd7c045d37
Updated health check pings to use the prefix /var/tmp/mango_healthcheck_
2021-07-14 14:17:14 +01:00
Geoff Taylor
9f99ecf650
Updated SimpleMarketMaker so it could run well against pure Serum markets.
2021-07-14 14:03:51 +01:00
Geoff Taylor
2f01d8adf0
Added crank and settle calls when cancelling Serum orders.
2021-07-13 20:47:37 +01:00
Geoff Taylor
caf4947a5e
Removed extraneous print statements.
2021-07-13 20:27:35 +01:00
Geoff Taylor
19e4d948d3
Updates to allow some market making on Serum.
2021-07-13 20:01:32 +01:00
Geoff Taylor
33c2c421db
Fixed problem with simple market maker creating too many orders.
2021-07-13 15:16:39 +01:00
Geoff Taylor
bcd56301c9
Brought changes to structs and instructions across for new group/code v3.4.
2021-07-13 12:43:50 +01:00
Geoff Taylor
82405cfec1
Updated Serum and Spot instructions builders to properly crank and settle.
2021-07-12 20:29:41 +01:00
Geoff Taylor
a00738a67c
Added DesiredOrdersBuilder and a couple of basic implementations.
2021-07-12 20:09:36 +01:00
Geoff Taylor
80886c106c
All MarketOperations now properly use their equivalent MarketInstructionBuilder for building instructions.
2021-07-12 18:26:35 +01:00
Geoff Taylor
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
Geoff Taylor
faf514cde1
Brought up to date for new Group structures. New websocket approach.
2021-07-12 10:57:05 +01:00
Geoff Taylor
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
Geoff Taylor
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
Geoff Taylor
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
Geoff Taylor
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
Geoff Taylor
12c07cab7e
Added target address to transaction report output.
2021-07-07 12:28:50 +01:00
Geoff Taylor
d794326f14
Added target address to transaction report output.
2021-07-07 12:21:31 +01:00
Geoff Taylor
9e706c1d91
(Temporarily?) removed Settle from Spot order placement because it stopped working.
2021-07-01 22:10:52 +01:00
Geoff Taylor
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
Geoff Taylor
8860263346
Fixed problem placing spot orders.
2021-06-30 16:16:02 +01:00
Geoff Taylor
b5c8f69ae1
Fixed Withdraw command.
2021-06-30 15:06:10 +01:00
Geoff Taylor
3e4ba1052c
Initial work on placing/cancelling spot market orders.
2021-06-30 14:08:37 +01:00
Geoff Taylor
e16ac9cdc2
Added proper group-name lookup when fetching groups.
2021-06-28 09:48:16 +01:00
Geoff Taylor
888994424d
Improved reporting of TokenValue and BalanceSheet, in line with V2 changes.
2021-06-26 18:24:07 +01:00
Geoff Taylor
bbd8cc487e
Added a --fetch-prices option to show-margin-account.
2021-06-26 18:11:16 +01:00
Geoff Taylor
42181c10d5
Shifted error handling in SimpleMarketMaker.
2021-06-25 17:58:27 +01:00
Geoff Taylor
857d033572
Added compound instruction builder for placing Serum orders, cranking and settling all in one go.
2021-06-25 17:52:22 +01:00
Geoff Taylor
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
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
b8dc12a3e6
Separated out token and market lookups.
2021-06-25 11:10:41 +01:00
Geoff Taylor
cd46c1c98b
First cut at a lot of V3 code.
2021-06-25 10:33:40 +01:00
Geoff Taylor
852abdff00
Made all send_transaction() calls consistent in use of preflight commitment.
2021-06-24 11:59:57 +01:00
Geoff Taylor
f4e034a943
Added 'processed' commitment to client calls where it was missing.
2021-06-23 11:36:35 +01:00
Geoff Taylor
206a95e39a
Added type annotation for token lookups.
2021-06-23 09:44:55 +01:00
Geoff Taylor
9e5b54b6bd
Shift representation of max input amount.
2021-06-23 09:14:04 +01:00
Geoff Taylor
3d3577023c
Continue liquidating accounts that are liquidatable even if they're above maint_coll_ratio.
2021-06-22 20:36:31 +01:00
Geoff Taylor
72a64a322e
Updated failed liquidation message to include liquidator name.
2021-06-22 10:25:06 +01:00
Geoff Taylor
f7bd67308e
Improved AccountInfo.load_multiple and made better use of it fetching updated prices.
2021-06-22 09:43:31 +01:00
Geoff Taylor
5fc7aa7868
Added better health management of LiquidationProcessor.
2021-06-21 11:06:26 +01:00
Geoff Taylor
858cee248b
Now uses ReportingAccountLiquidator even when using NullAccountLiquidator.
2021-06-19 19:55:23 +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
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
Geoff Taylor
7078ef4722
Removed default context objects - now have static method on Context object: Context.default().
2021-06-17 11:18:35 +01:00