26dd49ce05
clippy
2023-08-29 00:55:22 +02:00
cbc40b22ea
rename throttle config
2023-08-29 00:30:00 +02:00
f798b8a768
cleanup config
2023-08-29 00:25:51 +02:00
f33192b6e8
rename snapshot struct fields
2023-08-29 00:25:44 +02:00
a1f7ff670c
revert config typo
2023-08-29 00:25:11 +02:00
98f845e6b7
minor cleanups
2023-08-28 14:10:01 +02:00
3377a493dd
update to yellowstone 1.7.1
2023-08-26 20:52:06 +02:00
f1521dee55
update Cargo.lock
2023-08-25 15:04:28 +02:00
eee249e684
example for geyser
2023-08-25 15:04:09 +02:00
acfb52ff47
handle loop-over
2023-08-25 14:03:24 +02:00
8e25a50a28
refactor websocket to use new filter struct
2023-08-25 13:06:44 +02:00
e8620a832b
geyser source migrated to new filter format
2023-08-25 12:44:15 +02:00
b8b6a58420
WIP - snapshot typing
2023-08-25 12:31:32 +02:00
5b202921c9
configure to run with test-validator
2023-08-25 10:38:55 +02:00
16cf9e1817
add example for websocket
2023-08-24 22:59:43 +02:00
292592b62c
Optionally read token from config
2023-07-25 17:05:27 +01:00
6c33bdde35
Implement FilterConfig with account id for websocket_source ( #10 )
...
* implement FilterConfig with account id for websocket_source
* correctly handle empty select streams being always closed
---------
Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-06-27 18:49:38 +01:00
9c98144a57
Fix metric names
2023-06-23 15:51:26 +01:00
61dfa18277
v0.1.7
2023-06-23 15:35:06 +01:00
13c2636e00
Update README.md
2023-06-23 15:29:10 +01:00
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
---------
Co-authored-by: Riordan Panayides <riordan@panayid.es>
2023-06-23 15:28:38 +01:00
b0fd8972c6
Merge branch 'main' of github.com:blockworks-foundation/mango-feeds
2023-05-07 12:56:10 +01:00
c6f28a9652
cartgo fmt
2023-05-07 12:56:05 +01:00
f935999e45
Fix orderbook docs
2023-05-07 12:51:15 +01:00
f2688876b0
Fix orderbook exit handling, tidy up scope
2023-05-07 12:50:33 +01:00
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
472cd16aac
Update readmes
2023-04-28 15:14:19 +01:00
e08404bcae
v0.1.6
2023-04-25 16:20:11 +01:00
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
079eb7efde
v0.1.5
...
- Fix connection for feeds created without subscriptions
2023-04-13 14:30:25 +01:00
488f363119
v0.1.4
...
- Use correct WebSocket implementation in browser
- Pass reconnectionAttemptsExhausted to onDisconnect
- Add disconnect function
- Fix package types
2023-04-13 13:49:12 +01:00
150e85cfeb
v0.1.3
2023-04-13 13:18:56 +01:00
e285edd634
v0.1.2
2023-04-09 22:21:49 +01:00
6967849926
v0.1.1
2023-04-09 21:46:37 +01:00
73037b39ea
v0.1.0
2023-04-09 14:41:39 +01:00
eb44c8fb4f
Add unsubscribe client method
2023-04-09 14:41:08 +01:00
dfd3cf8527
Add mango-fills client library
2023-04-08 04:04:36 +01:00
8e0ec88d2c
Enable cargo-chef
2023-04-08 02:32:17 +01:00
66ef1c01bb
Fix HeadUpdate seq_nums
2023-04-08 02:31:59 +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
dc51f08fe2
License and manifest updates
2023-03-22 10:43:20 +01:00
721dc786bd
Ensure a compatible version of tonic
2023-03-22 10:38:25 +01:00
0e406af7f3
Drop more dependencies
2023-03-21 12:12:03 +01:00
d2590c9174
Remove unneeded dependencies
2023-03-21 12:06:42 +01:00
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
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
ebd392e628
ChainData: Overwrite data on the same key, slot, write version update
2023-03-17 10:41:19 +01:00
GroovieGermanikus
Riordan Panayides
Maximilian Schneider
Lou-Kamades
Christian Kamm