b6912202bd
Refactoring, Fills Feed changes ( #1 )
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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
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
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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
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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
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- 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
d3fec673cf
Separate out shared code into a "data-streams" crate
2023-03-16 14:58:52 +01:00
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
ba4aa29f7f
Update deps
2023-02-03 11:45:29 +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
f88ec6a53c
Add new common event schema
2023-01-20 16:50:19 +00:00
3dc7ae1246
* Add chaindata metrics
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* 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
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
fad9f7bae3
Add Serum support for orderbook, fix pnl main
2022-12-24 12:49:17 +00:00
49bcdeee77
Use new geyser plugin, add orderbook service
2022-12-16 11:00:42 +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
2881378b7f
Refactor metrics
2022-10-07 11:44:53 +01:00
ae7ffc1dcb
Add prometheus metrics to fills
2022-10-05 23:50:21 +01:00
3dfb430416
Add zstd decoding
2022-08-25 11:51:38 +01:00
269f9db762
Merge remote-tracking branch 'rpcpool/v1.10'
2022-08-24 20:07:25 +01:00
bb66b37914
bump to .35
2022-08-24 19:29:59 +07:00
18fc4afd93
Bump ci rust version
2022-08-24 13:16:34 +01:00
495b5371ec
Update solana and mango deps
2022-08-24 12:56:50 +01:00
fb68dde543
Version bump to 1.10.32
2022-08-02 10:00:54 +01:00
cba2744c3a
Make clippy and cargo fmt happy
2022-07-22 12:28:08 +01:00
952e496e9c
Added gzip compression support
2022-07-11 11:55:18 +01:00
b41c094aba
merge fill service
2022-03-28 20:01:16 +02:00
1be0cc8fb6
pnl-service: first working version
2022-03-23 18:39:42 +01:00
7d2ad2ed96
pnl-service: regularly compute pnl for all markets
2022-03-23 17:25:03 +01:00
30a4ca71ee
mango-pnl-service: first steps
2022-03-23 09:07:00 +01:00
b6cefddef2
Compatibility fixes for 1.9
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- Renamed to geyser everywhere and updated the crates
- Changed FullRpcClient to AccountsDataClient
2022-03-22 08:36:59 +00:00
66266a3469
Update solana version to 1.8.14
2022-01-26 10:08:53 +01:00
cf26557f7d
Update to solana 1.8.12
2022-01-12 12:00:06 +01:00
fb7e0d14e2
Update to solana 1.8.11
2022-01-04 18:39:48 +01:00
0755c7ed08
Update dependencies
2022-01-04 10:38:49 +01:00
3cdbeddf8e
Update solana version to 1.8.5
2021-11-19 11:59:59 +01:00
e34ee0489c
Update solana version to 1.8.3
2021-11-19 11:57:47 +01:00
c82caf58c8
Fix dependency on jsonrpc fork
2021-11-19 11:17:25 +01:00
b65815e4d4
gRPC: Optionally use TLS
2021-11-18 14:21:17 +01:00
c4bf05b1d2
Postgres: Use native-tls to allow TLS connections
2021-11-13 09:32:32 +01:00
d889b5ff5b
Move postgres numeric support to separate file
2021-11-09 14:32:58 +01:00
d366581826
Make more postgres settings configurable
2021-11-08 11:30:17 +01:00
e67dd6c235
Split into connector library, and raw and mango binaries
2021-11-08 09:45:41 +01:00
Maximilian Schneider
Christian Kamm
Riordan Panayides
Pedro
Linus Kendall
Christian Kamm