8ef3f9a1d2
use workspace deps for "lib"
2023-09-06 00:00:05 +02:00
d0221445ad
use lib along with connector instead of reimporting it
2023-09-05 23:51:59 +02:00
bbcbac6768
remove rpc dependency from lib
2023-09-01 11:07:05 +02:00
bfacbeaf03
cut dependency lib -> connector; move memory_target.rs
2023-09-01 11:04:08 +02:00
f619fdeca9
configured workspace dependencies
2023-08-29 13:52:38 +02:00
748ae72d93
make service compile
2023-08-29 12:44:04 +02:00
edc0c05c70
pin more versions
2023-08-29 12:26:16 +02:00
be9ee2e0ca
crank built
2023-08-29 12:16:34 +02:00
b12d14ba8b
mango v4 update
2023-08-29 11:16:14 +02:00
68f4c44232
remove some anchor imports
2023-08-29 11:00:34 +02:00
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
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
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
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
d4a0ff7602
switch to AGPL license
2023-03-25 15:58:32 +04:00
0e406af7f3
Drop more dependencies
2023-03-21 12:12:03 +01:00
d2590c9174
Remove unneeded dependencies
2023-03-21 12:06:42 +01:00
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
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
12e57ef765
ChainData: Remove the metrics into its separate thing
...
Until they're refactored away completely.
2023-03-16 17:10:34 +01:00
0a41974aa5
cargo fmt
2023-03-16 15:31:37 +01:00
d3fec673cf
Separate out shared code into a "data-streams" crate
2023-03-16 14:58:52 +01:00
8ee6c6ac10
remove warnings
2023-02-18 20:41:40 +09:00
ffe776b70d
AccountWriteFilter generic router to process account writes for different modules in the same process
2023-02-07 17:22:21 +09:00
b9afc2c200
Merge branch 'v4' into max/crank
2023-02-05 10:53:02 +09:00
956b5aa3dd
Upgrade mango-v4
2023-02-05 01:43:18 +00:00
4b75b88a98
cargo fmt
2023-02-03 11:49:22 +00:00
ba4aa29f7f
Update deps
2023-02-03 11:45:29 +00:00
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
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
31149f7e0d
Merge remote-tracking branch 'origin/v4' into max/crank
2023-02-03 16:22:35 +09:00
5e78f008f6
create crank skeleton
2023-02-03 16:15:58 +09:00
1233cc58f3
Update chaindata metric names, finish serum events unified schema
2023-01-20 17:29:02 +00:00
8d6b6f5f38
Fix serum event change detection
2023-01-20 16:50:39 +00:00
f88ec6a53c
Add new common event schema
2023-01-20 16:50:19 +00:00
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
0d41c04de5
Snapshot all program ids in fills
2023-01-19 02:44:54 +00:00
531a2c3d11
collect stats on nr of account writes & bytes store
2023-01-19 11:18:38 +09:00
393e10c440
Disable serum fill change/drop detection, rename connector metrics
2023-01-18 19:39:53 +00:00
c838c58ca6
Fix orderbook decimals
2023-01-11 15:41:19 +00:00
464946dc16
Switch mack to mango-v4/dev, add dedup queue metric, fix orderbook checkpoint
2023-01-05 20:18:56 +00:00
c2a942336c
Set up fly deployments, upgrade mango-v4
2023-01-04 00:04:35 +00:00
8f19a20b91
Update mango-v4, try to use async client
2023-01-01 16:42:36 +00:00
7f0ddd3ac5
Fix serum fills
2022-12-24 14:43:43 +00:00
fad9f7bae3
Add Serum support for orderbook, fix pnl main
2022-12-24 12:49:17 +00:00
df562a3e42
Auto discover markets in fills feed
2022-12-16 11:03:21 +00:00
49bcdeee77
Use new geyser plugin, add orderbook service
2022-12-16 11:00:42 +00:00
c00935bae7
Tidy up repo, upgrade solana/mango
2022-12-16 10:58:04 +00:00
21f614b286
Update fills feed, disable connector-mango
2022-11-21 03:47:20 +00:00
cf26a885f2
Update to mango-v4, update fills feed
2022-11-16 14:57:50 +00:00
GroovieGermanikus
Maximilian Schneider
riordanp
Christian Kamm