Commit Graph

14 Commits

Author SHA1 Message Date
Maximilian Schneider d28642c7e7 correctly handle empty select streams being always closed 2023-06-04 01:53:00 +02:00
Maximilian Schneider 7bb4be7765 manual fmt 2023-06-04 01:19:36 +02:00
Maximilian Schneider 625c38f5ef implement FilterConfig with account id for websocket_source 2023-06-04 01:17:44 +02:00
Maximilian Schneider e5f91c282f
correctly display oracle peg orders (#4)
* handle oracle peg correctly in l2 updates
* disable conf & stalenes check
2023-05-04 01:17:04 +02:00
Maximilian Schneider bc78b86cec
Prepare mango-feeds for usage in mango-simulation (#2)
* update yellowstone

* Bump yellowstone-grpc-proto min version

Can't compile with the old version anymore since a new field was added
to the SubscribeRequestFilterAccounts struct.

* Bump connector version to 0.1.1

* Add "solana-1-15" feature that works with solana 1.15 versions

* reexport solana sdk for pubkey access

* add more logs

* fix bug in account write filter

* use gma snapshots for websocket source

* handle account write filter shutdown w/o crash

* Bump ci rust version

* Fix clippy complaints

---------

Co-authored-by: Christian Kamm <mail@ckamm.de>
Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-04-20 19:24:01 +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