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
96ca006963
Typos and outdated comments
2023-03-16 17:15:15 +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
53eefa1395
ChainData: Port over fixes from v4 repo
...
See mango-v4:7c4d0529790e730820e9ed408310a3bca82493a0
1. Only the CreatedBank message contains the parent and often that was
not the first message received. That confused the data structure,
because it then considered a chain of slots alive that had only a
single slot in it.
Fixed by tracking as "best_chain" only the top slot that actually has
a parent set.
2. OptimisticallyConfirm messages sometimes arrive before CreateBank,
which would change the slot status from Confirmed back to Processed.
Nothing dependend on confirmed vs processed, but it's been fixed
anyway by making slot status only increase confirmation status.
2023-03-16 16:04:22 +01:00
0a41974aa5
cargo fmt
2023-03-16 15:31:37 +01:00
19ccf2ff19
Grpc: Use tls config if uri starts with https
...
Even if no explicit TlsConfig is set.
2023-03-16 15:23:08 +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
c872d32943
add some basic throttling
2023-02-05 17:14:50 +09:00
a0af15cb4a
read crank keypair from config
2023-02-05 15:19:43 +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
1c41e94e28
sort pubkeys
2023-02-04 02:27:37 +09:00
6287f1c344
actually spawn tasks
2023-02-04 02:15:55 +09:00
17ba55eac6
delete unused
2023-02-04 01:43:26 +09:00
dc74c89626
serum crank implemented
2023-02-04 01:37:19 +09:00
0a09ad81ae
implement mango v4 crank
2023-02-03 20:55:59 +09:00
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
6dfe88ac15
Add deployment configs
2023-02-03 11:31:18 +00:00
e22d30b9fd
add blockhash poller & transaction sender
2023-02-03 19:45:22 +09:00
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
b89faa1ed0
Add fills service ping handling
2023-01-11 15:43:07 +00:00
c838c58ca6
Fix orderbook decimals
2023-01-11 15:41:19 +00:00
f45e614765
Update CD, dependencies, READMEs
2023-01-11 15:40:36 +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
Riordan Panayides
Maximilian Schneider
Christian Kamm