Commit Graph

48 Commits

Author SHA1 Message Date
GroovieGermanikus b8b6a58420 WIP - snapshot typing 2023-08-25 12:31:32 +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
Riordan Panayides 472cd16aac Update readmes 2023-04-28 15:14:19 +01:00
riordanp bbf6927159
Orderbook Feed Fixes (#3)
- Use GHCR for publishing the Docker image
- Orderbook Feed Fixes:
  - Fix serum prices
  - Read rpc url from env
  - Add keepalives
  - Add exit signal
  - Enable serum markets
  - Reduce info logging
-Refactor TS client library and add Orderbook feed
2023-04-25 16:16:20 +01:00
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
Riordan Panayides 66ef1c01bb Fix HeadUpdate seq_nums 2023-04-08 02:31:59 +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
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
Christian Kamm 0a41974aa5 cargo fmt 2023-03-16 15:31:37 +01:00
Maximilian Schneider 8ee6c6ac10 remove warnings 2023-02-18 20:41:40 +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 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
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 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 b89faa1ed0 Add fills service ping handling 2023-01-11 15:43:07 +00:00
Riordan Panayides f45e614765 Update CD, dependencies, READMEs 2023-01-11 15:40:36 +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 05f42c7352 Filter fill updates on subscription 2022-12-27 15:03:18 +00:00
Riordan Panayides 9f528603b0 Add subscription commands for fills 2022-12-27 14:57:50 +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 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 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 a63e651863 Debug: append linebreak to metrics output, hardcode type 2022-10-06 02:48:07 +01:00
Riordan Panayides 1d1f462cf6 Rename count metrics 2022-10-06 01:33:07 +01:00
Riordan Panayides 484e853924 Log on metrics endpoint hit 2022-10-06 01:03:15 +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 0d27d72b7b Misc 2022-09-23 21:09:41 +02:00
waterquarks 82564e117f Open/closed connections 2022-09-23 21:02:40 +02:00
waterquarks 1bebc2f6bc
Aggregate t event metrics (#3)
* Aggregate t event metrics

* Misc

* Misc
2022-09-21 16:45:55 +02:00
riordanp 2f09d0a8f2
Add docker build and fly deployment actions (#2)
* 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
Maximilian Schneider 490515bc3e remove unneeded crate 2022-09-15 18:36:52 +02:00
Maximilian Schneider 8c57c5f419 do not crash when sending on a dead socket 2022-09-15 18:35:16 +02:00
Maximilian Schneider 2b50d1bc3d avoid panics in websocket handler 2022-09-10 22:30:56 +02:00
Maximilian Schneider 1a2fcd2002 try ignoring error 2022-09-07 04:14:14 +02:00
Maximilian Schneider b41c094aba merge fill service 2022-03-28 20:01:16 +02:00