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
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
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
12e57ef765
ChainData: Remove the metrics into its separate thing
...
Until they're refactored away completely.
2023-03-16 17:10:34 +01:00
Christian Kamm
0a41974aa5
cargo fmt
2023-03-16 15:31:37 +01:00
Christian Kamm
d3fec673cf
Separate out shared code into a "data-streams" crate
2023-03-16 14:58:52 +01:00
Maximilian Schneider
8ee6c6ac10
remove warnings
2023-02-18 20:41:40 +09:00
Maximilian Schneider
ffe776b70d
AccountWriteFilter generic router to process account writes for different modules in the same process
2023-02-07 17:22:21 +09:00
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
4b75b88a98
cargo fmt
2023-02-03 11:49:22 +00:00
Riordan Panayides
ba4aa29f7f
Update deps
2023-02-03 11:45:29 +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
5c8ebc53b1
Fills updates
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* 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
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
1233cc58f3
Update chaindata metric names, finish serum events unified schema
2023-01-20 17:29:02 +00:00
Riordan Panayides
8d6b6f5f38
Fix serum event change detection
2023-01-20 16:50:39 +00:00
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
0d41c04de5
Snapshot all program ids in fills
2023-01-19 02:44:54 +00:00
Maximilian Schneider
531a2c3d11
collect stats on nr of account writes & bytes store
2023-01-19 11:18:38 +09:00
Riordan Panayides
393e10c440
Disable serum fill change/drop detection, rename connector metrics
2023-01-18 19:39:53 +00:00
Riordan Panayides
c838c58ca6
Fix orderbook decimals
2023-01-11 15:41:19 +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
7f0ddd3ac5
Fix serum fills
2022-12-24 14:43:43 +00:00
Riordan Panayides
fad9f7bae3
Add Serum support for orderbook, fix pnl main
2022-12-24 12:49:17 +00:00
Riordan Panayides
df562a3e42
Auto discover markets in fills feed
2022-12-16 11:03:21 +00:00
Riordan Panayides
49bcdeee77
Use new geyser plugin, add orderbook service
2022-12-16 11:00:42 +00:00
Riordan Panayides
c00935bae7
Tidy up repo, upgrade solana/mango
2022-12-16 10:58:04 +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
190528b722
Add process name label, fix some metric types
2022-10-08 12:57:47 +01:00
Riordan Panayides
bd7f80f201
Sanitize metric names
2022-10-07 13:15:27 +01:00
Riordan Panayides
e2729306b8
cargo fmt
2022-10-07 11:46:19 +01:00
Riordan Panayides
2881378b7f
Refactor metrics
2022-10-07 11:44:53 +01:00
Riordan Panayides
1d1f462cf6
Rename count metrics
2022-10-06 01:33:07 +01:00
Riordan Panayides
d14b4081aa
cargo fmt
2022-10-05 23:53:20 +01:00
Riordan Panayides
dbf28b74be
Merge branch 'master' of github.com:blockworks-foundation/solana-accountsdb-connector
2022-10-05 23:50:28 +01:00
Riordan Panayides
ae7ffc1dcb
Add prometheus metrics to fills
2022-10-05 23:50:21 +01:00
waterquarks
1bebc2f6bc
Aggregate t event metrics ( #3 )
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* Aggregate t event metrics
* Misc
* Misc
2022-09-21 16:45:55 +02:00
riordanp
2f09d0a8f2
Add docker build and fly deployment actions ( #2 )
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* Test dockerfile with caching
* Fix action
* Remove tags
* Use sccache release
* Use max mode
* idk
* Try no runtime build
* Use cargo-chef
* Test rebuild
* Revert "Test rebuild"
This reverts commit d7e1654c63a0cc99a3898c1b17df0cddd13ac0bd.
* Publish image to GCR
* Trigger build
* Read config from env
* Fix typo
* Bind to correct address
* Lint
* Add fly config
* Switch trigger branch to main
* Use both common branch names
2022-09-20 23:01:24 +02:00
Riordan Panayides
3dfb430416
Add zstd decoding
2022-08-25 11:51:38 +01:00
Riordan Panayides
6b280445cc
Try 1.10.35
2022-08-24 17:19:40 +01:00
Riordan Panayides
f39fcdfba9
Fix lib for 1.10 compatibility
2022-08-24 13:47:16 +01:00