Upgrade mango-v4

This commit is contained in:
Riordan Panayides 2023-02-05 01:43:18 +00:00
parent 4b75b88a98
commit 956b5aa3dd
5 changed files with 748 additions and 687 deletions

1410
Cargo.lock generated

File diff suppressed because it is too large Load Diff

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@ -77,7 +77,6 @@ pub struct FillEvent {
pub timestamp: u64,
pub seq_num: u64,
pub owner: String,
pub order_id: u128,
pub client_order_id: u64,
pub fee: f32,
pub price: f64,
@ -101,7 +100,6 @@ impl Serialize for FillEvent {
)?;
state.serialize_field("seqNum", &self.seq_num)?;
state.serialize_field("owner", &self.owner)?;
state.serialize_field("orderId", &self.order_id)?;
state.serialize_field("clientOrderId", &self.client_order_id)?;
state.serialize_field("fee", &self.fee)?;
state.serialize_field("price", &self.price)?;
@ -137,9 +135,8 @@ impl FillEvent {
timestamp: event.timestamp,
seq_num: event.seq_num,
owner: event.maker.to_string(),
order_id: event.maker_order_id,
client_order_id: 0u64,
fee: event.maker_fee.to_num(),
client_order_id: event.maker_client_order_id,
fee: event.maker_fee,
price: price,
quantity: quantity,
},
@ -150,9 +147,8 @@ impl FillEvent {
timestamp: event.timestamp,
seq_num: event.seq_num,
owner: event.taker.to_string(),
order_id: event.taker_order_id,
client_order_id: event.taker_client_order_id,
fee: event.taker_fee.to_num(),
fee: event.taker_fee,
price: price,
quantity: quantity,
},
@ -171,7 +167,6 @@ impl FillEvent {
native_qty_paid,
native_qty_received,
native_fee_or_rebate,
order_id,
owner,
client_order_id,
..
@ -227,7 +222,6 @@ impl FillEvent {
timestamp,
seq_num,
owner: Pubkey::new(cast_slice(&identity(owner) as &[_])).to_string(),
order_id: order_id,
client_order_id: client_order_id,
fee,
price,
@ -524,8 +518,14 @@ fn publish_changes_serum(
}
match old_event_view {
SpotEvent::Fill { order_id, .. } => {
if order_id != fill.order_id {
SpotEvent::Fill {
client_order_id, ..
} => {
let client_order_id = match client_order_id {
Some(id) => id.into(),
None => 0u64,
};
if client_order_id != fill.client_order_id {
debug!(
"found changed id event {} idx {} seq_num {} header seq num {} old seq num {}",
mkt_pk_string, idx, seq_num, header_seq_num, old_seq_num

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@ -300,6 +300,7 @@ async fn main() -> anyhow::Result<()> {
CommitmentConfig::processed(),
&Keypair::new(),
Some(rpc_timeout),
0,
);
let group_context = Arc::new(
MangoGroupContext::new_from_rpc(

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@ -284,6 +284,7 @@ async fn main() -> anyhow::Result<()> {
CommitmentConfig::processed(),
&Keypair::new(),
Some(rpc_timeout),
0,
);
let group_context = Arc::new(
MangoGroupContext::new_from_rpc(

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@ -248,6 +248,7 @@ async fn main() -> anyhow::Result<()> {
commitment,
&Keypair::new(),
Some(rpc_timeout),
0,
);
let group_context = Arc::new(
MangoGroupContext::new_from_rpc(