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