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hedging
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Removed use of abs() to get a Decimal absolute value - now use the copy_abs() method instead.
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2022-03-09 12:02:18 +00:00 |
layouts
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Removed named padding entries from layouts - padding is still there but the unnecessary name no longer appears.
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2022-03-15 15:43:21 +00:00 |
marketmaking
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Marketmaker can now use prologue and/or epilogue instructions on each pulse.
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2022-03-15 15:44:08 +00:00 |
oracles
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
simplemarketmaking
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
__init__.py
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Ensured all public classes are exposed and available. Removed unused classes.
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2022-03-22 19:18:26 +00:00 |
account.py
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Simplified creation of a Valuation for ad-hoc use.
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2022-03-16 17:43:03 +00:00 |
accountflags.py
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accountinfo.py
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AccountInfo now provides better error message when loading multiple accounts fails for an account.
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2022-03-16 15:52:23 +00:00 |
accountinfoconverter.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
accountscout.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
addressableaccount.py
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Added subscribe() method to all AddressableAccounts.
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2022-03-01 12:22:50 +00:00 |
arguments.py
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cache.py
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Added subscribe() method to all AddressableAccounts.
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2022-03-01 12:22:50 +00:00 |
client.py
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Slot checking is now disabled by default (after discussion with Max).
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2022-03-15 11:25:07 +00:00 |
combinableinstructions.py
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Improved execute_async() to parallelise execution of chunked transactions.
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2022-03-09 16:44:42 +00:00 |
constants.py
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context.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
contextbuilder.py
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Slot checking is now disabled by default (after discussion with Max).
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2022-03-15 11:25:07 +00:00 |
datetimes.py
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Fix for another Windows datetime problem.
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2022-03-02 11:23:43 +00:00 |
encoding.py
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group.py
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Added subscribe() method to all AddressableAccounts.
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2022-03-01 12:22:50 +00:00 |
healthcheck.py
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Added on_event() and on_fill() to concrete LoadedMarkets.
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2022-02-23 10:48:25 +00:00 |
idgenerator.py
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Ensured consistent abstract methods/properties decorators on abstract classes.
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2022-02-27 17:52:59 +00:00 |
idl.py
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idsjsonmarketlookup.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
instructionreporter.py
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Improved some instruction reporting.
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2022-02-24 11:27:02 +00:00 |
instructions.py
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Added Account.build_redeem_pnl_instructions_for_market() to build redeem instructions.
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2022-03-14 17:47:30 +00:00 |
instructiontype.py
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instrumentlookup.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
instrumentvalue.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
inventory.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
loadedmarket.py
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Ensured consistent abstract methods/properties decorators on abstract classes.
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2022-02-27 17:52:59 +00:00 |
logmessages.py
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lotsizeconverter.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
mangoinstruction.py
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Fixed incorrect stringifying of Settle instruction.
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2022-03-04 12:32:06 +00:00 |
marketlookup.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
marketoperations.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
markets.py
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
metadata.py
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modelstate.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
notification.py
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Ensured all public classes are exposed and available. Removed unused classes.
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2022-03-22 19:18:26 +00:00 |
observables.py
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Merge branch 'og/tif'
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2022-02-23 18:14:17 +00:00 |
openorders.py
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Fixed problem spot health calculations.
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2022-03-04 15:21:58 +00:00 |
oracle.py
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
oraclefactory.py
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orders.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
output.py
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Exposed OutputFormatter and to_json as public.
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2022-03-09 09:26:01 +00:00 |
ownedinstrumentvalue.py
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perpaccount.py
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Added perp redeemable pnl to dataframe and calculations. Added many more tests of perp valuations.
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2022-03-11 21:43:40 +00:00 |
perpeventqueue.py
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Added simple events and fills properties to event queues.
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2022-03-08 09:42:21 +00:00 |
perpmarket.py
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Added extrapolated funding APR and APY calculations based on formulae from Max.
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2022-03-15 10:04:03 +00:00 |
perpmarketdetails.py
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Added subscribe() method to all AddressableAccounts.
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2022-03-01 12:22:50 +00:00 |
perpopenorders.py
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placedorder.py
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porcelain.py
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
publickey.py
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Fixed problem with address sort order when cranking.
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2022-02-24 11:28:04 +00:00 |
reconnectingwebsocket.py
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Added try-except block in ReconnectingWebsocket to trap and log errors.
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2022-03-14 12:16:55 +00:00 |
retrier.py
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serumeventqueue.py
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Added simple events and fills properties to event queues.
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2022-03-08 09:42:21 +00:00 |
serummarket.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
serummarketlookup.py
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Removed spurious warning - it's fine for a MarketLookup to not find what it's looking for and return None.
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2022-03-04 18:47:38 +00:00 |
spotmarket.py
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Added timestamp to Order (only available in perp orders). Expanded OrderBook's handling of TIF/expiration.
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2022-03-10 14:54:52 +00:00 |
text.py
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Simplfied previous fix.
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2022-03-15 12:22:45 +00:00 |
tokenaccount.py
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Added --account-target and --wallet-target to deposit and withdraw commands.
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2022-03-02 18:52:45 +00:00 |
tokenbank.py
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Added subscribe() method to all AddressableAccounts.
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2022-03-01 12:22:50 +00:00 |
tokenoperations.py
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Added --account-target and --wallet-target to deposit and withdraw commands.
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2022-03-02 18:52:45 +00:00 |
tokens.py
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Added --account-target and --wallet-target to deposit and withdraw commands.
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2022-03-02 18:52:45 +00:00 |
tradehistory.py
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Added ClientId and Counterparty to TradeHistory. (Counterparty is perp-only though.)
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2022-03-09 17:27:19 +00:00 |
transactionmonitoring.py
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Fixed bug in WebSocketTransactionMonitor not removing subscription on timeout.
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2022-03-16 10:45:52 +00:00 |
transactionscout.py
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Fixed formatting in TransactionScout.
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2022-03-16 10:51:03 +00:00 |
version.py
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wallet.py
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walletbalancer.py
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Expanded porcelain functions, cleaned up old usage.
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2022-02-24 19:40:05 +00:00 |
watcher.py
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…
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watchers.py
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Now use fully_qualified_symbol for markets in most places, so Serum and Spot markets can be differentiated.
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2022-03-03 18:36:46 +00:00 |
websocketsubscription.py
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Ensured consistent abstract methods/properties decorators on abstract classes.
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2022-02-27 17:52:59 +00:00 |