Commit Graph

32 Commits

Author SHA1 Message Date
Geoff Taylor c2615218e3 Made more marketmaker Elements work with order 'levels' and take multiple values for different levels. 2021-10-24 16:09:07 +01:00
Geoff Taylor c17d04152b FixedPositionSizeElement can now take multiple fixed position sizes and properly apply them. 2021-10-23 13:44:30 +01:00
Geoff Taylor ca1c114371 Updated AfterAccumulatedDepthElement to take depth and adjustment parameters. 2021-10-22 15:31:31 +01:00
Geoff Taylor 25f86ac775 Added documentation for building and packaging releases. 2021-10-22 12:43:35 +01:00
Geoff Taylor 69f2fd49d6 Added --hedging-target-balance parameter to marketmaker. 2021-10-15 17:27:09 +01:00
Geoff Taylor 5200add28f Added BiasQuoteElement as possible marketmaker chain element. 2021-10-15 14:21:54 +01:00
Geoff Taylor b46d6bd0d2 Added QuoteSingleSideElement for marketmaker. 2021-10-14 09:42:09 +01:00
Geoff Taylor 3587ce1b26 Made mango-explorer a pip-installable package. 2021-10-11 17:08:54 +01:00
Geoff Taylor 64817c739a Improved perp-to-spot hedging, added documentation on hedging. 2021-10-06 15:39:41 +01:00
Geoff Taylor 19f6a79d52 Added ability of ratios and minimumcharge elements to work with bid+ask instead of mid price. 2021-10-05 20:43:56 +01:00
Geoff Taylor 9d030f1af7 Updated Quickstart to request 1 SOL instead of 10 SOL (new devnet airdrop limit). 2021-09-28 10:13:11 +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 1f5a3cf4bb Fixed typo in OrderChain documentation. 2021-09-06 18:31:58 +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 39c591fc6f Made order chain more configurable, added MarketmakingOrderChain to docs. 2021-09-02 12:01:41 +01:00
Geoff Taylor 75d24ff367 Fixed airdrop command in quickstart. 2021-09-01 09:25:33 +01:00
Geoff Taylor 46b02bf3d2 Fixed type in Quickstart. 2021-08-31 19:37:44 +01:00
Geoff Taylor 5053cb387f Changed URL for V3 devnet. 2021-08-31 19:02:50 +01:00
Geoff Taylor 0f2596a4ce Updated Quickstart with correct faucet address: B87AhxX6BkBsj3hnyHzcerX2WxPoACC7ZyDr8E7H9geN. 2021-08-30 20:21:26 +01:00
Geoff Taylor b3bc928121 Updated README now that V3 code is in main. 2021-08-30 15:52:34 +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 97c83518bb Updated Marketmaker Quickstart to allow running docker as root or non-root. 2021-08-28 18:13:48 +01:00
Geoff Taylor 1d8b2d4f2e Updated Marketmaker Quickstart to use ensure-account instead of init-account. 2021-08-28 12:13:03 +01:00
Geoff Taylor c7399a11d2 Added Marketmaking Quickstart. 2021-08-27 20:37:41 +01:00
Geoff Taylor 9159d615c4 Updated dependencies and fixed subsequent issues. 2021-08-27 20:37:23 +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 5a76874466 Updated for new group. 2021-08-19 22:23:19 +01:00
Geoff Taylor 97a5c41a39 Updated to latest group structures and IDs. 2021-08-17 19:42:11 +01:00
Geoff Taylor 7c6d1d43cf Added some marketmaker documentation (it's also up on Mango's Gitbook). 2021-08-10 14:29:26 +01:00
Geoff Taylor bf258ef103 Added Notication documentation. 2021-07-22 11:38:32 +01:00
Geoff Taylor e3e44a14ef Added documentation on Wrapped SOL, how to wrap/unwrap. Cleaned up those commands, centralised some Instructions. 2021-06-08 14:05:00 +01:00
Geoff Taylor 5e59d8a7e3 Moved library code to .py files instead of notebooks.
* This is a big change that touched most files in the project.
* Library code is now an actual package, in /mango.
* Pure .py files used for shared code - easier to edit/debug, and should ease move to installable package later.
* Removed many notebooks. The remaining notebooks are useful 'display'/'show' notebooks for investigating Mango objects.
* More tests! The test story is now much improved, but more unit tests are still needed.
* There's now a Makefile for project operations.
2021-06-07 15:10:18 +01:00