Commit Graph

5 Commits

Author SHA1 Message Date
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
riordanp f935999e45
Fix orderbook docs 2023-05-07 12:51:15 +01:00
Riordan Panayides 472cd16aac Update readmes 2023-04-28 15:14:19 +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
Riordan Panayides f45e614765 Update CD, dependencies, READMEs 2023-01-11 15:40:36 +00:00