Commit Graph

14 Commits

Author SHA1 Message Date
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 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
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 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 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 c838c58ca6 Fix orderbook decimals 2023-01-11 15:41:19 +00:00
Riordan Panayides f45e614765 Update CD, dependencies, READMEs 2023-01-11 15:40:36 +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