Commit Graph

86 Commits

Author SHA1 Message Date
Christian Kamm 8e465c4c61 Work around gMA and grpc account subscription limits 2024-04-25 16:14:24 +02:00
Serge Farny 5e72a9e7eb
fix build for rust 1.70.0 by fixing bumpalo version (#22) 2024-04-11 09:42:29 +02:00
Christian Kamm 96d795d258 Update cargo.lock 2024-04-08 12:19:47 +02:00
Christian Kamm e55433b7af Bump to yellowstone 1.13 and solana 1.17 2024-04-08 10:28:32 +02:00
riordanp 2de78983a3 Upgrade yellowstone libs 2024-01-15 15:25:02 +00:00
GroovieGermanikus 5b11abd649 reorg deps 2023-09-25 13:01:09 +02:00
GroovieGermanikus 55a9026e53 remove services - moved to mango-v4 2023-09-25 09:21:09 +02:00
GroovieGermanikus 10e665f7b0 remove support for solana 1.14 - GetProgramAccountsClient from rpc_accounts_scan 2023-09-22 12:34:58 +02:00
GroovieGermanikus e11f55cafd Cargo.lock 2023-09-11 23:28:55 +02:00
GroovieGermanikus 0905050719 point to git 2023-09-11 23:26:20 +02:00
GroovieGermanikus 4357f26223 WIP: solana 1.16 2023-09-08 23:39:35 +02:00
GroovieGermanikus e72a1b4a15 Merge branch 'groovie/MAN-68-mango-feeds-dependencies' 2023-09-06 14:33:19 +02:00
GroovieGermanikus 464266dfa2 Cargo.lock 2023-09-06 00:33:22 +02:00
GroovieGermanikus bf7af42239 update mango v4 0.18 2023-09-06 00:29:03 +02:00
GroovieGermanikus 8ef3f9a1d2 use workspace deps for "lib" 2023-09-06 00:00:05 +02:00
GroovieGermanikus 147a180c58 use same 'fixed' version 2023-09-05 23:53:11 +02:00
GroovieGermanikus d0221445ad use lib along with connector instead of reimporting it 2023-09-05 23:51:59 +02:00
GroovieGermanikus 698cab5e04 merge clippy fixes from main branch 2023-09-05 23:27:52 +02:00
GroovieGermanikus 8ea8e8fa65 use pubkey instead of string for account_id and program_id 2023-09-05 15:49:10 +02:00
GroovieGermanikus d5e5caa5fc add itertools 2023-09-05 15:24:37 +02:00
GroovieGermanikus df6322f31c manual fixes in Cargo.lock:
- anchor-lang 0.28.0 -> 0.27.0
- spk-token-2022
2023-09-01 16:37:15 +02:00
GroovieGermanikus 3afbdb04a7 Cargo.lock 2023-08-29 15:57:14 +02:00
GroovieGermanikus f1521dee55 update Cargo.lock 2023-08-25 15:04:28 +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
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
Christian Kamm d3fec673cf Separate out shared code into a "data-streams" crate 2023-03-16 14:58:52 +01:00
Maximilian Schneider b9afc2c200 Merge branch 'v4' into max/crank 2023-02-05 10:53:02 +09:00
Riordan Panayides 956b5aa3dd Upgrade mango-v4 2023-02-05 01:43:18 +00:00
Riordan Panayides ba4aa29f7f Update deps 2023-02-03 11:45:29 +00:00
Maximilian Schneider e22d30b9fd add blockhash poller & transaction sender 2023-02-03 19:45:22 +09:00
Maximilian Schneider 31149f7e0d Merge remote-tracking branch 'origin/v4' into max/crank 2023-02-03 16:22:35 +09:00
Maximilian Schneider 5e78f008f6 create crank skeleton 2023-02-03 16:15:58 +09:00
Riordan Panayides f88ec6a53c Add new common event schema 2023-01-20 16:50:19 +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 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
Riordan Panayides 21f614b286 Update fills feed, disable connector-mango 2022-11-21 03:47:20 +00:00
Riordan Panayides cf26a885f2 Update to mango-v4, update fills feed 2022-11-16 14:57:50 +00:00
Riordan Panayides 2881378b7f Refactor metrics 2022-10-07 11:44:53 +01:00
Riordan Panayides ae7ffc1dcb Add prometheus metrics to fills 2022-10-05 23:50:21 +01:00