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mango-feeds
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mango-feeds/service-mango-orderbook
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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
..
conf Refactoring, Fills Feed changes (#1) 2023-04-07 16:27:54 +01:00
src Refactoring, Fills Feed changes (#1) 2023-04-07 16:27:54 +01:00
Cargo.toml Refactoring, Fills Feed changes (#1) 2023-04-07 16:27:54 +01:00
README.md Refactoring, Fills Feed changes (#1) 2023-04-07 16:27:54 +01:00

README.md

service-mango-orderbook

This module parses bookside accounts and exposes L2 data and updates on a websocket

Setup

  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
    • markets need to contain all observed perp markets

  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.

TODO

  • [] startup logic, dont accept market subscriptions before first snapshot
  • [] failover logic, kill all websockets when we receive a later snapshot, more frequent when running on home connections
  • [] track latency accountwrite -> websocket
  • [] create new model for fills so snapshot maps can be combined per market