Commit Graph

24 Commits

Author SHA1 Message Date
Riordan Panayides 9c98144a57 Fix metric names 2023-06-23 15:51:26 +01:00
Lou-Kamades df2509bd8d
Add L3 option to Orderbook feed (#9)
* feat: add L3 option to feeds

* ensure subscriptions are backwards compatible

* feat: update ts client for L3 subsscriptions

* add unique metrics for book/level updates + check updates aren't empty

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Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-06-23 15:28:38 +01:00
Riordan Panayides b0fd8972c6 Merge branch 'main' of github.com:blockworks-foundation/mango-feeds 2023-05-07 12:56:10 +01:00
Riordan Panayides c6f28a9652 cartgo fmt 2023-05-07 12:56:05 +01:00
riordanp f935999e45
Fix orderbook docs 2023-05-07 12:51:15 +01:00
Riordan Panayides f2688876b0 Fix orderbook exit handling, tidy up scope 2023-05-07 12:50:33 +01:00
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
Riordan Panayides 472cd16aac Update readmes 2023-04-28 15:14:19 +01:00
riordanp bbf6927159
Orderbook Feed Fixes (#3)
- Use GHCR for publishing the Docker image
- Orderbook Feed Fixes:
  - Fix serum prices
  - Read rpc url from env
  - Add keepalives
  - Add exit signal
  - Enable serum markets
  - Reduce info logging
-Refactor TS client library and add Orderbook feed
2023-04-25 16:16:20 +01:00
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 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
Riordan Panayides 956b5aa3dd Upgrade mango-v4 2023-02-05 01:43:18 +00:00
Riordan Panayides 4b75b88a98 cargo fmt 2023-02-03 11:49:22 +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 3dc7ae1246 * Add chaindata metrics
* jemalloc for fills
* Reenable dropped fill processing
* Add gMA snapshot support
* Tidy up serum orderbook change detection
* cargo fmt
2023-01-20 14:52:01 +00:00
Riordan Panayides c838c58ca6 Fix orderbook decimals 2023-01-11 15:41:19 +00:00
Riordan Panayides f45e614765 Update CD, dependencies, READMEs 2023-01-11 15:40:36 +00:00
Riordan Panayides 464946dc16 Switch mack to mango-v4/dev, add dedup queue metric, fix orderbook checkpoint 2023-01-05 20:18:56 +00:00
Riordan Panayides c2a942336c Set up fly deployments, upgrade mango-v4 2023-01-04 00:04:35 +00:00
Riordan Panayides 8f19a20b91 Update mango-v4, try to use async client 2023-01-01 16:42:36 +00:00
Riordan Panayides fad9f7bae3 Add Serum support for orderbook, fix pnl main 2022-12-24 12:49:17 +00:00
Riordan Panayides 49bcdeee77 Use new geyser plugin, add orderbook service 2022-12-16 11:00:42 +00:00