Geoff Taylor 71ecc5faef Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing.		2021-09-22 17:30:29 +01:00
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orderchain	Fixed minimumcharge to correctly handle bids/asks that cross the mid-price. Re-ordered default chain so that minimumcharge is enforced before biasing.	2021-09-22 17:30:29 +01:00
__init__.py	ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.	2021-09-02 13:11:35 +01:00
hedger.py	Moved hedger to its own class, and re-used it as an option in marketmaker.	2021-08-23 15:36:55 +01:00
marketmaker.py	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
modelstate.py	ModelState now tracks current orders on the orderbook directly, rather than using OpenOrders.	2021-09-02 13:11:35 +01:00
modelstatebuilder.py	Fixed problem with lot size conversion and rounding.	2021-09-09 17:17:23 +01:00
modelstatebuilderfactory.py	Updated SpotCollateralCalculator to take tokens in OpenOrders into account.	2021-09-09 14:10:34 +01:00
orderreconciler.py	More realistic market-maker is now available.	2021-07-15 21:03:22 +01:00
reconciledorders.py	More realistic market-maker is now available.	2021-07-15 21:03:22 +01:00
toleranceorderreconciler.py	More realistic market-maker is now available.	2021-07-15 21:03:22 +01:00