mango-feeds/service-mango-fills

service-mango-fills

This module parses event queues and exposes individual fills on a websocket.

Public API: https://api.mngo.cloud/fills/v1/

API Reference

Get a list of markets

{
   "command": "getMarkets"
}

{
	"ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2": "SOL-PERP",
	"HwhVGkfsSQ9JSQeQYu2CbkRCLvsh3qRZxG6m4oMVwZpN": "BTC-PERP",
	"Fgh9JSZ2qfSjCw9RPJ85W2xbihsp2muLvfRztzoVR7f1": "ETH-PERP",
}

Subscribe to markets

{
   "command": "subscribe"
   "marketIds": ["MARKET_PUBKEY"]
}

{
	"success": true,
	"message": "subscribed to market MARKET_PUBKEY"
}

Subscribe to account

{
   "command": "subscribe"
   "account": ["MANGO_ACCOUNT_PUBKEY"]
}

{
	"success": true,
	"message": "subscribed to account MANGO_ACCOUNT_PUBKEY"
}

Fill Event

{
	"event": {
		"eventType": "perp",
		"maker": "MAKER_MANGO_ACCOUNT_PUBKEY",
		"taker": "TAKER_MANGO_ACCOUNT_PUBKEY",
		"takerSide": "bid",
		"timestamp": "2023-04-06T13:00:00+00:00",
		"seqNum": 132420,
		"makerClientOrderId": 1680786677648,
		"takerClientOrderId": 1680786688080,
		"makerFee": -0.0003,
		"takerFee": 0.0006,
		"price": 20.72,
		"quantity": 0.45
	},
	"marketKey": "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2",
	"marketName": "SOL-PERP",
	"status": "new",
	"slot": 186869253,
	"writeVersion": 662992260539
}

If the fill ocurred on a fork, an event will be sent with the 'status' field set to 'revoke'.

Setup

Local

1. Prepare the connector configuration file.

   Here is an example.

   • bind_ws_addr is the listen port for the websocket clients
   • rpc_ws_url is unused and can stay empty.
   • connection_string for your grpc_sources must point to the gRPC server address configured for the plugin.
   • rpc_http_url must point to the JSON-RPC URL.
   • program_id must match what is configured for the gRPC plugin

2. Start the service binary.

   Pass the path to the config file as the first argument. It logs to stdout. It should be restarted on exit.

3. Monitor the logs

   WARN messages can be recovered from. ERROR messages need attention. The logs are very spammy changing the default log level is recommended when you dont want to analyze performance of the service.

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