Commit Graph

234 Commits

Author SHA1 Message Date
Maximilian Schneider 9596dc3c79 disable services 2023-04-18 14:27:44 +02:00
Maximilian Schneider 1ad8577341 patch to solana master branch 2023-04-18 13:23:51 +02:00
Maximilian Schneider 80d73ef989 run cargo fmt 2023-04-18 12:40:07 +02:00
Maximilian Schneider 613b2b2f79 handle account write filter shutdown w/o crash 2023-04-13 18:28:24 +02:00
Maximilian Schneider 797dd70eaa use gma snapshots for websocket source 2023-04-13 17:33:12 +02:00
Christian Kamm 4cc67d34df Reenable services 2023-04-08 08:49:41 +02:00
Maximilian Schneider 427305c62b fix bug in account write filter 2023-04-08 08:33:56 +02:00
Maximilian Schneider d584a4f7de more logging 2023-04-08 08:33:56 +02:00
Maximilian Schneider e9447941d5 add more logs 2023-04-08 08:33:56 +02:00
Maximilian Schneider df6f43f1bd reexport solana sdk for pubkey access 2023-04-08 08:33:56 +02:00
Christian Kamm de93350db6 Add "solana-1-15" feature that works with solana 1.15 versions 2023-04-08 08:33:55 +02:00
Christian Kamm 0ce9759802 Bump connector version to 0.1.1 2023-04-08 08:21:54 +02:00
Christian Kamm 4be63ef7f5 Bump yellowstone-grpc-proto min version
Can't compile with the old version anymore since a new field was added
to the SubscribeRequestFilterAccounts struct.
2023-04-08 08:20:38 +02:00
Christian Kamm 04a1cc1ec6 cargo fmt 2023-04-08 08:20:32 +02:00
Maximilian Schneider 2afa48f848 update yellowstone 2023-04-08 08:19:22 +02:00
Riordan Panayides dfd3cf8527 Add mango-fills client library 2023-04-08 04:04:36 +01:00
Riordan Panayides 8e0ec88d2c Enable cargo-chef 2023-04-08 02:32:17 +01:00
Riordan Panayides 66ef1c01bb Fix HeadUpdate seq_nums 2023-04-08 02:31:59 +01:00
Maximilian Schneider b6912202bd
Refactoring, Fills Feed changes (#1)
lib:
- Move fill/orderbook filters out of shared lib into the services
- Add some common structs to shared lib
- Add libraries to fills/orderbook services

feeds:
- Add graceful exit handling
- Publish single perp fill event for both maker and taker
- Disable openbook fills processing
- Fix perp fill event quantity decimals
- Handle revoked fills in postgres
- Allow subscriptions to multiple and all markets, and accounts
- Add event queue head updates
2023-04-07 16:27:54 +01:00
Maximilian Schneider d4a0ff7602 switch to AGPL license 2023-03-25 15:58:32 +04:00
Christian Kamm dc51f08fe2 License and manifest updates 2023-03-22 10:43:20 +01:00
Christian Kamm 721dc786bd Ensure a compatible version of tonic 2023-03-22 10:38:25 +01:00
Christian Kamm 0e406af7f3 Drop more dependencies 2023-03-21 12:12:03 +01:00
Christian Kamm d2590c9174 Remove unneeded dependencies 2023-03-21 12:06:42 +01:00
Christian Kamm 7dc07c8709 jsonrpc dep: Work with vanilla v18.0.0
And switch to an override that will enable gzip support by default.
2023-03-21 11:34:05 +01:00
Christian Kamm ede1f41088 Switch to yellowstone-grpc-proto
It's no longer needed to copy the grpc proto defs here and compile them
ourselves.
2023-03-21 11:26:47 +01:00
Christian Kamm 6731496fde This is now mango-fills
- mango-fills-connector: Is about getting data from rpc, websockets,
  geyser. Shall be reused in v4/client and other places.
- mango-fills-lib: is a library we'll probably remove
- service-* is the individual services
2023-03-17 12:57:11 +01:00
Christian Kamm ebd392e628 ChainData: Overwrite data on the same key, slot, write version update 2023-03-17 10:41:19 +01:00
Christian Kamm 96ca006963 Typos and outdated comments 2023-03-16 17:15:15 +01:00
Christian Kamm 12e57ef765 ChainData: Remove the metrics into its separate thing
Until they're refactored away completely.
2023-03-16 17:10:34 +01:00
Christian Kamm 53eefa1395 ChainData: Port over fixes from v4 repo
See mango-v4:7c4d0529790e730820e9ed408310a3bca82493a0

1. Only the CreatedBank message contains the parent and often that was
   not the first message received. That confused the data structure,
   because it then considered a chain of slots alive that had only a
   single slot in it.
   Fixed by tracking as "best_chain" only the top slot that actually has
   a parent set.
2. OptimisticallyConfirm messages sometimes arrive before CreateBank,
   which would change the slot status from Confirmed back to Processed.
   Nothing dependend on confirmed vs processed, but it's been fixed
   anyway by making slot status only increase confirmation status.
2023-03-16 16:04:22 +01:00
Christian Kamm 0a41974aa5 cargo fmt 2023-03-16 15:31:37 +01:00
Christian Kamm 19ccf2ff19 Grpc: Use tls config if uri starts with https
Even if no explicit TlsConfig is set.
2023-03-16 15:23:08 +01:00
Christian Kamm d3fec673cf Separate out shared code into a "data-streams" crate 2023-03-16 14:58:52 +01:00
Maximilian Schneider 8ee6c6ac10 remove warnings 2023-02-18 20:41:40 +09:00
Maximilian Schneider ffe776b70d AccountWriteFilter generic router to process account writes for different modules in the same process 2023-02-07 17:22:21 +09:00
Maximilian Schneider c872d32943 add some basic throttling 2023-02-05 17:14:50 +09:00
Maximilian Schneider a0af15cb4a read crank keypair from config 2023-02-05 15:19:43 +09:00
Maximilian Schneider b9afc2c200 Merge branch 'v4' into max/crank 2023-02-05 10:53:02 +09:00
Riordan Panayides 956b5aa3dd Upgrade mango-v4 2023-02-05 01:43:18 +00:00
Maximilian Schneider 1c41e94e28 sort pubkeys 2023-02-04 02:27:37 +09:00
Maximilian Schneider 6287f1c344 actually spawn tasks 2023-02-04 02:15:55 +09:00
Maximilian Schneider 17ba55eac6 delete unused 2023-02-04 01:43:26 +09:00
Maximilian Schneider dc74c89626 serum crank implemented 2023-02-04 01:37:19 +09:00
Maximilian Schneider 0a09ad81ae implement mango v4 crank 2023-02-03 20:55:59 +09:00
Riordan Panayides 4b75b88a98 cargo fmt 2023-02-03 11:49:22 +00:00
Riordan Panayides ba4aa29f7f Update deps 2023-02-03 11:45:29 +00:00
Riordan Panayides 746174ce8e Orderbook updates
* Subscribe to accounts rather than program
* Process out of order writes correctly
* Update native to ui helpers
2023-02-03 11:44:46 +00:00
Riordan Panayides 5c8ebc53b1 Fills updates
* Unify fill event schema
* Change fill updates json
* Convert all native values to ui
* Add fills postgres target
2023-02-03 11:39:53 +00:00
Riordan Panayides 6dfe88ac15 Add deployment configs 2023-02-03 11:31:18 +00:00