refactor: reorg file structure
This commit is contained in:
dboures
parent
fb05280689
commit
379ba2c9c6
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@ -12,6 +12,185 @@ dependencies = [
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"regex",
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]
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[[package]]
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name = "actix-codec"
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version = "0.5.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "57a7559404a7f3573127aab53c08ce37a6c6a315c374a31070f3c91cd1b4a7fe"
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dependencies = [
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"bitflags",
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"bytes 1.3.0",
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"futures-core",
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"futures-sink",
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"log 0.4.17",
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"memchr",
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"pin-project-lite",
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"tokio",
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"tokio-util 0.7.2",
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]
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[[package]]
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name = "actix-http"
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version = "3.2.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "0c83abf9903e1f0ad9973cc4f7b9767fd5a03a583f51a5b7a339e07987cd2724"
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dependencies = [
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"actix-codec",
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"actix-rt",
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"actix-service",
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"actix-utils",
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"ahash",
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"base64 0.13.1",
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"bitflags",
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"brotli",
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"bytes 1.3.0",
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"bytestring",
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"derive_more",
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"encoding_rs",
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"flate2",
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"futures-core",
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"h2",
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"http",
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"httparse",
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"httpdate",
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"itoa",
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"language-tags 0.3.2",
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"local-channel",
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"mime 0.3.16",
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"percent-encoding 2.2.0",
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"pin-project-lite",
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"rand 0.8.5",
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"sha1 0.10.5",
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"smallvec 1.10.0",
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"tracing",
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"zstd",
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]
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[[package]]
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name = "actix-macros"
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version = "0.2.3"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "465a6172cf69b960917811022d8f29bc0b7fa1398bc4f78b3c466673db1213b6"
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dependencies = [
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"quote 1.0.23",
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"syn 1.0.107",
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]
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[[package]]
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name = "actix-router"
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version = "0.5.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "d66ff4d247d2b160861fa2866457e85706833527840e4133f8f49aa423a38799"
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dependencies = [
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"bytestring",
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"http",
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"regex",
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"serde",
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"tracing",
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]
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[[package]]
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name = "actix-rt"
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version = "2.7.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "7ea16c295198e958ef31930a6ef37d0fb64e9ca3b6116e6b93a8bdae96ee1000"
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dependencies = [
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"futures-core",
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"tokio",
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]
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[[package]]
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name = "actix-server"
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version = "2.1.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "0da34f8e659ea1b077bb4637948b815cd3768ad5a188fdcd74ff4d84240cd824"
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dependencies = [
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"actix-rt",
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"actix-service",
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"actix-utils",
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"futures-core",
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"futures-util",
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"mio 0.8.6",
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"num_cpus",
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"socket2",
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"tokio",
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"tracing",
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]
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[[package]]
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name = "actix-service"
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version = "2.0.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "3b894941f818cfdc7ccc4b9e60fa7e53b5042a2e8567270f9147d5591893373a"
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dependencies = [
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"futures-core",
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"paste",
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"pin-project-lite",
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]
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[[package]]
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name = "actix-utils"
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version = "3.0.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "88a1dcdff1466e3c2488e1cb5c36a71822750ad43839937f85d2f4d9f8b705d8"
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dependencies = [
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"local-waker",
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"pin-project-lite",
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]
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[[package]]
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name = "actix-web"
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version = "4.2.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "d48f7b6534e06c7bfc72ee91db7917d4af6afe23e7d223b51e68fffbb21e96b9"
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dependencies = [
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"actix-codec",
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"actix-http",
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"actix-macros",
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"actix-router",
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"actix-rt",
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"actix-server",
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"actix-service",
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"actix-utils",
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"actix-web-codegen",
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"ahash",
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"bytes 1.3.0",
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"bytestring",
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"cfg-if 1.0.0",
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"cookie",
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"derive_more",
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"encoding_rs",
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"futures-core",
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"futures-util",
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"http",
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"itoa",
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"language-tags 0.3.2",
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"log 0.4.17",
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"mime 0.3.16",
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"once_cell",
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"pin-project-lite",
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"regex",
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"serde",
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"serde_json",
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"serde_urlencoded",
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"smallvec 1.10.0",
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"socket2",
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"time 0.3.17",
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"url 2.3.1",
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]
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[[package]]
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name = "actix-web-codegen"
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version = "4.2.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "2262160a7ae29e3415554a3f1fc04c764b1540c116aa524683208078b7a75bc9"
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dependencies = [
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"actix-router",
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"proc-macro2 1.0.50",
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"quote 1.0.23",
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"syn 1.0.107",
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]
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[[package]]
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name = "adler"
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version = "1.0.2"
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@ -673,7 +852,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "40f9ca3698b2e4cb7c15571db0abc5551dca417a21ae8140460b50309bb2cc62"
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dependencies = [
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"borsh-derive 0.10.2",
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"hashbrown 0.11.2",
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"hashbrown 0.12.3",
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]
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[[package]]
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@ -869,6 +1048,15 @@ version = "1.3.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "dfb24e866b15a1af2a1b663f10c6b6b8f397a84aadb828f12e5b289ec23a3a3c"
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[[package]]
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name = "bytestring"
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version = "1.3.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "238e4886760d98c4f899360c834fa93e62cf7f721ac3c2da375cbdf4b8679aae"
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dependencies = [
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"bytes 1.3.0",
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]
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[[package]]
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name = "bzip2"
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version = "0.4.4"
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@ -1067,7 +1255,7 @@ dependencies = [
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"lazy_static",
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"libc",
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"unicode-width",
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"windows-sys",
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"windows-sys 0.42.0",
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]
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[[package]]
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@ -1108,6 +1296,17 @@ version = "0.4.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "6245d59a3e82a7fc217c5828a6692dbc6dfb63a0c8c90495621f7b9d79704a0e"
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[[package]]
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name = "cookie"
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version = "0.16.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "e859cd57d0710d9e06c381b550c06e76992472a8c6d527aecd2fc673dcc231fb"
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dependencies = [
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"percent-encoding 2.2.0",
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"time 0.3.17",
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"version_check 0.9.4",
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]
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[[package]]
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name = "core-foundation"
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version = "0.9.3"
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@ -1654,6 +1853,40 @@ dependencies = [
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"termcolor",
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]
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[[package]]
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name = "env_logger"
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version = "0.10.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "85cdab6a89accf66733ad5a1693a4dcced6aeff64602b634530dd73c1f3ee9f0"
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dependencies = [
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"humantime",
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"is-terminal",
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"log 0.4.17",
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"regex",
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"termcolor",
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]
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[[package]]
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name = "errno"
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version = "0.2.8"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "f639046355ee4f37944e44f60642c6f3a7efa3cf6b78c78a0d989a8ce6c396a1"
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dependencies = [
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"errno-dragonfly",
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"libc",
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"winapi 0.3.9",
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]
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[[package]]
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name = "errno-dragonfly"
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version = "0.1.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "aa68f1b12764fab894d2755d2518754e71b4fd80ecfb822714a1206c2aab39bf"
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dependencies = [
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"cc",
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"libc",
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]
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[[package]]
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name = "event-listener"
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version = "2.5.3"
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@ -1703,7 +1936,7 @@ dependencies = [
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"cfg-if 1.0.0",
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"libc",
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"redox_syscall 0.2.16",
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"windows-sys",
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"windows-sys 0.42.0",
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]
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[[package]]
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@ -2109,6 +2342,12 @@ dependencies = [
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"libc",
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]
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[[package]]
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name = "hermit-abi"
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version = "0.3.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "fed44880c466736ef9a5c5b5facefb5ed0785676d0c02d612db14e54f0d84286"
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[[package]]
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name = "hex"
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version = "0.4.3"
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@ -2214,7 +2453,7 @@ checksum = "0a0652d9a2609a968c14be1a9ea00bf4b1d64e2e1f53a1b51b6fff3a6e829273"
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dependencies = [
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"base64 0.9.3",
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"httparse",
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"language-tags",
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"language-tags 0.2.2",
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"log 0.3.9",
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"mime 0.2.6",
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"num_cpus",
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@ -2419,6 +2658,16 @@ dependencies = [
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"cfg-if 1.0.0",
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]
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[[package]]
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name = "io-lifetimes"
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version = "1.0.6"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "cfa919a82ea574332e2de6e74b4c36e74d41982b335080fa59d4ef31be20fdf3"
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dependencies = [
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"libc",
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"windows-sys 0.45.0",
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]
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[[package]]
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name = "iovec"
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version = "0.1.4"
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@ -2434,6 +2683,18 @@ version = "2.7.1"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "30e22bd8629359895450b59ea7a776c850561b96a3b1d31321c1949d9e6c9146"
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[[package]]
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name = "is-terminal"
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version = "0.4.4"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "21b6b32576413a8e69b90e952e4a026476040d81017b80445deda5f2d3921857"
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dependencies = [
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"hermit-abi 0.3.1",
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"io-lifetimes",
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"rustix",
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"windows-sys 0.45.0",
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]
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[[package]]
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name = "itertools"
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version = "0.10.5"
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@ -2597,6 +2858,12 @@ version = "0.2.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "a91d884b6667cd606bb5a69aa0c99ba811a115fc68915e7056ec08a46e93199a"
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[[package]]
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name = "language-tags"
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version = "0.3.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "d4345964bb142484797b161f473a503a434de77149dd8c7427788c6e13379388"
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[[package]]
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name = "lazy_static"
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version = "1.4.0"
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@ -2719,6 +2986,30 @@ version = "0.5.6"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "0717cef1bc8b636c6e1c1bbdefc09e6322da8a9321966e8928ef80d20f7f770f"
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[[package]]
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name = "linux-raw-sys"
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version = "0.1.4"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "f051f77a7c8e6957c0696eac88f26b0117e54f52d3fc682ab19397a8812846a4"
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[[package]]
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name = "local-channel"
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version = "0.1.3"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "7f303ec0e94c6c54447f84f3b0ef7af769858a9c4ef56ef2a986d3dcd4c3fc9c"
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dependencies = [
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"futures-core",
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"futures-sink",
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"futures-util",
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"local-waker",
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]
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[[package]]
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name = "local-waker"
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version = "0.1.3"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "e34f76eb3611940e0e7d53a9aaa4e6a3151f69541a282fd0dad5571420c53ff1"
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[[package]]
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name = "lock_api"
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version = "0.3.4"
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@ -2919,6 +3210,18 @@ dependencies = [
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"winapi 0.3.9",
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]
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[[package]]
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name = "mio"
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version = "0.8.6"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "5b9d9a46eff5b4ff64b45a9e316a6d1e0bc719ef429cbec4dc630684212bfdf9"
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dependencies = [
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"libc",
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"log 0.4.17",
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"wasi 0.11.0+wasi-snapshot-preview1",
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"windows-sys 0.45.0",
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]
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[[package]]
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name = "miow"
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version = "0.2.2"
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@ -3185,9 +3488,10 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "624a8340c38c1b80fd549087862da4ba43e08858af025b236e509b6649fc13d5"
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[[package]]
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name = "openbook-candle-creator"
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name = "openbook-candles"
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version = "0.1.0"
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dependencies = [
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"actix-web",
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"anchor-client",
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"anchor-lang",
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"anyhow",
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@ -3195,6 +3499,7 @@ dependencies = [
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"borsh 0.9.3",
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"chrono",
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"dotenv",
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"env_logger 0.10.0",
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"jsonrpc-core-client",
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"log 0.4.17",
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"num-traits",
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@ -3369,7 +3674,7 @@ dependencies = [
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"libc",
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"redox_syscall 0.2.16",
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"smallvec 1.10.0",
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"windows-sys",
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"windows-sys 0.42.0",
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]
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[[package]]
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|
|
@ -4251,6 +4556,20 @@ dependencies = [
|
|||
"nom",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rustix"
|
||||
version = "0.36.9"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "fd5c6ff11fecd55b40746d1995a02f2eb375bf8c00d192d521ee09f42bef37bc"
|
||||
dependencies = [
|
||||
"bitflags",
|
||||
"errno",
|
||||
"io-lifetimes",
|
||||
"libc",
|
||||
"linux-raw-sys",
|
||||
"windows-sys 0.45.0",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rustls"
|
||||
version = "0.20.8"
|
||||
|
|
@ -4332,7 +4651,7 @@ version = "0.1.21"
|
|||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "713cfb06c7059f3588fb8044c0fad1d09e3c01d225e25b9220dbfdcf16dbb1b3"
|
||||
dependencies = [
|
||||
"windows-sys",
|
||||
"windows-sys 0.42.0",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
|
|
@ -5160,7 +5479,7 @@ version = "1.14.13"
|
|||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "447d16a70a1b5383736ef44801050c0e1affd022303b22ed899352f958c2de4b"
|
||||
dependencies = [
|
||||
"env_logger",
|
||||
"env_logger 0.9.3",
|
||||
"lazy_static",
|
||||
"log 0.4.17",
|
||||
]
|
||||
|
|
@ -7133,6 +7452,30 @@ dependencies = [
|
|||
"windows_x86_64_msvc",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "windows-sys"
|
||||
version = "0.45.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "75283be5efb2831d37ea142365f009c02ec203cd29a3ebecbc093d52315b66d0"
|
||||
dependencies = [
|
||||
"windows-targets",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "windows-targets"
|
||||
version = "0.42.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "8e2522491fbfcd58cc84d47aeb2958948c4b8982e9a2d8a2a35bbaed431390e7"
|
||||
dependencies = [
|
||||
"windows_aarch64_gnullvm",
|
||||
"windows_aarch64_msvc",
|
||||
"windows_i686_gnu",
|
||||
"windows_i686_msvc",
|
||||
"windows_x86_64_gnu",
|
||||
"windows_x86_64_gnullvm",
|
||||
"windows_x86_64_msvc",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "windows_aarch64_gnullvm"
|
||||
version = "0.42.1"
|
||||
|
|
@ -1,9 +1,19 @@
|
|||
[package]
|
||||
name = "openbook-candle-creator"
|
||||
name = "openbook-candles"
|
||||
version = "0.1.0"
|
||||
edition = "2021"
|
||||
|
||||
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
|
||||
[lib]
|
||||
name = "openbook_candles"
|
||||
path = "src/lib.rs"
|
||||
|
||||
[[bin]]
|
||||
name = "creator"
|
||||
path = "src/candle_creation/main.rs"
|
||||
|
||||
[[bin]]
|
||||
name = "server"
|
||||
path = "src/server/main.rs"
|
||||
|
||||
[dependencies]
|
||||
tokio = { version = "1", features = ["full"] }
|
||||
|
|
@ -28,6 +38,7 @@ async-trait = "0.1"
|
|||
anyhow = "1.0"
|
||||
log = "0.4"
|
||||
dotenv = "0.15.0"
|
||||
env_logger = "0.10.0"
|
||||
serde = "1.0"
|
||||
serde_json = "1.0"
|
||||
serde_derive = "1.0"
|
||||
|
|
@ -36,3 +47,5 @@ num-traits = "0.2"
|
|||
|
||||
serum_dex = { version = "0.5.10", git = "https://github.com/openbook-dex/program.git", default-features=false, features = ["no-entrypoint", "program"] }
|
||||
anchor-lang = ">=0.25.0"
|
||||
|
||||
actix-web = "4"
|
||||
|
|
@ -1 +0,0 @@
|
|||
/target
|
||||
File diff suppressed because it is too large
Load Diff
|
|
@ -1,13 +0,0 @@
|
|||
[package]
|
||||
name = "openbook-candle-server"
|
||||
version = "0.1.0"
|
||||
edition = "2021"
|
||||
|
||||
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
|
||||
|
||||
[dependencies]
|
||||
anyhow = "1.0"
|
||||
actix-web = "4.3.1"
|
||||
sqlx = { version = "0.6", features = [ "runtime-tokio-native-tls" , "postgres" ] }
|
||||
env_logger = "0.10.0"
|
||||
dotenv = "0.15.0"
|
||||
|
|
@ -1,57 +1,5 @@
|
|||
{
|
||||
"db": "PostgreSQL",
|
||||
"101e71cebdce376dec54e861042d6ee0afd56ecf79738886d85fe289059c5902": {
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
"name": "time!",
|
||||
"ordinal": 0,
|
||||
"type_info": "Timestamptz"
|
||||
},
|
||||
{
|
||||
"name": "bid!",
|
||||
"ordinal": 1,
|
||||
"type_info": "Bool"
|
||||
},
|
||||
{
|
||||
"name": "maker!",
|
||||
"ordinal": 2,
|
||||
"type_info": "Bool"
|
||||
},
|
||||
{
|
||||
"name": "native_qty_paid!",
|
||||
"ordinal": 3,
|
||||
"type_info": "Numeric"
|
||||
},
|
||||
{
|
||||
"name": "native_qty_received!",
|
||||
"ordinal": 4,
|
||||
"type_info": "Numeric"
|
||||
},
|
||||
{
|
||||
"name": "native_fee_or_rebate!",
|
||||
"ordinal": 5,
|
||||
"type_info": "Numeric"
|
||||
}
|
||||
],
|
||||
"nullable": [
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false
|
||||
],
|
||||
"parameters": {
|
||||
"Left": [
|
||||
"Text",
|
||||
"Timestamptz",
|
||||
"Timestamptz"
|
||||
]
|
||||
}
|
||||
},
|
||||
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1\n and time >= $2\n and time < $3 \n ORDER BY time asc"
|
||||
},
|
||||
"35e8220c601aca620da1cfcb978c8b7a64dcbf15550521b418cf509015cd88d8": {
|
||||
"describe": {
|
||||
"columns": [],
|
||||
|
|
@ -82,6 +30,24 @@
|
|||
},
|
||||
"query": "DO $$\n BEGIN\n IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'unique_candles') THEN\n ALTER TABLE candles ADD CONSTRAINT unique_candles UNIQUE (market, start_time, resolution);\n END IF;\n END $$"
|
||||
},
|
||||
"63fd83accf07c969461c66ca26a28f506dbbc2e8c0b7d74d9a06ccf52aa1b8b6": {
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
"name": "total",
|
||||
"ordinal": 0,
|
||||
"type_info": "Int8"
|
||||
}
|
||||
],
|
||||
"nullable": [
|
||||
null
|
||||
],
|
||||
"parameters": {
|
||||
"Left": []
|
||||
}
|
||||
},
|
||||
"query": "Select COUNT(*) as total from fills"
|
||||
},
|
||||
"817ee7903cb5095f85fb787beff04ace3a452cf8749205bb230e41d8c9e03c4a": {
|
||||
"describe": {
|
||||
"columns": [],
|
||||
|
|
@ -319,7 +285,59 @@
|
|||
},
|
||||
"query": "SELECT \n start_time as \"start_time!\",\n end_time as \"end_time!\",\n resolution as \"resolution!\",\n market as \"market!\",\n open as \"open!\",\n close as \"close!\",\n high as \"high!\",\n low as \"low!\",\n volume as \"volume!\",\n complete as \"complete!\"\n from candles\n where market = $1\n and resolution = $2\n and start_time >= $3\n and end_time <= $4\n and complete = true\n ORDER BY start_time asc"
|
||||
},
|
||||
"c1ed9567bf732245975182fbf216da5858f89df285f8a5f17fb58ac1f33cc0e9": {
|
||||
"b71ec8e5c041cec2c83778f31f7dc723cc1b5a8b6bb0e2c7f8ba7ef31f117965": {
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
"name": "time!",
|
||||
"ordinal": 0,
|
||||
"type_info": "Timestamptz"
|
||||
},
|
||||
{
|
||||
"name": "bid!",
|
||||
"ordinal": 1,
|
||||
"type_info": "Bool"
|
||||
},
|
||||
{
|
||||
"name": "maker!",
|
||||
"ordinal": 2,
|
||||
"type_info": "Bool"
|
||||
},
|
||||
{
|
||||
"name": "native_qty_paid!",
|
||||
"ordinal": 3,
|
||||
"type_info": "Numeric"
|
||||
},
|
||||
{
|
||||
"name": "native_qty_received!",
|
||||
"ordinal": 4,
|
||||
"type_info": "Numeric"
|
||||
},
|
||||
{
|
||||
"name": "native_fee_or_rebate!",
|
||||
"ordinal": 5,
|
||||
"type_info": "Numeric"
|
||||
}
|
||||
],
|
||||
"nullable": [
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false
|
||||
],
|
||||
"parameters": {
|
||||
"Left": [
|
||||
"Text",
|
||||
"Timestamptz",
|
||||
"Timestamptz"
|
||||
]
|
||||
}
|
||||
},
|
||||
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1\n and time >= $2\n and time < $3 \n and maker = true\n ORDER BY time asc"
|
||||
},
|
||||
"dc7c7c04b6870b9617e1e869aa4b7027baddaeeb22f2792f2e9c40f643f863c7": {
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
|
|
@ -367,7 +385,7 @@
|
|||
]
|
||||
}
|
||||
},
|
||||
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1 \n ORDER BY time asc LIMIT 1"
|
||||
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1 \n and maker = true\n ORDER BY time asc LIMIT 1"
|
||||
},
|
||||
"ebf9f73491ea62c20a25245080abb0be928e22a0d622fafa48bb01db34e84b94": {
|
||||
"describe": {
|
||||
|
|
@ -4,7 +4,7 @@ use sqlx::{types::Decimal, Pool, Postgres};
|
|||
use std::cmp::{max, min};
|
||||
|
||||
use crate::{
|
||||
candle_batching::day,
|
||||
candle_creation::candle_batching::day,
|
||||
database::{
|
||||
fetch::{fetch_candles_from, fetch_earliest_candle, fetch_latest_finished_candle},
|
||||
Candle, Resolution,
|
||||
|
|
@ -7,7 +7,7 @@ use strum::IntoEnumIterator;
|
|||
use tokio::{sync::mpsc::Sender, time::sleep};
|
||||
|
||||
use crate::{
|
||||
candle_batching::minute_candles::batch_1m_candles,
|
||||
candle_creation::candle_batching::minute_candles::batch_1m_candles,
|
||||
database::{Candle, MarketInfo, Resolution},
|
||||
};
|
||||
|
||||
|
|
@ -1,28 +1,20 @@
|
|||
use std::{collections::HashMap, str::FromStr};
|
||||
|
||||
use crate::{
|
||||
candle_batching::batch_candles,
|
||||
database::{
|
||||
insert::{persist_candles, persist_fill_events},
|
||||
Candle,
|
||||
},
|
||||
trade_fetching::{
|
||||
backfill::backfill,
|
||||
parsing::OpenBookFillEventLog,
|
||||
scrape::{fetch_market_infos, scrape},
|
||||
},
|
||||
utils::Config,
|
||||
use openbook_candles::candle_batching::batch_candles;
|
||||
use openbook_candles::database::{
|
||||
insert::{persist_candles, persist_fill_events},
|
||||
initialize::{connect_to_database, setup_database},
|
||||
Candle,
|
||||
};
|
||||
use openbook_candles::trade_fetching::{
|
||||
backfill::backfill,
|
||||
parsing::OpenBookFillEventLog,
|
||||
scrape::{fetch_market_infos, scrape},
|
||||
};
|
||||
use database::initialize::{connect_to_database, setup_database};
|
||||
use openbook_candles::utils::{Config, load_markets};
|
||||
use dotenv;
|
||||
use solana_sdk::pubkey::Pubkey;
|
||||
use tokio::sync::mpsc;
|
||||
|
||||
mod candle_batching;
|
||||
mod database;
|
||||
mod trade_fetching;
|
||||
mod utils;
|
||||
|
||||
#[tokio::main]
|
||||
async fn main() -> anyhow::Result<()> {
|
||||
dotenv::dotenv().ok();
|
||||
|
|
@ -36,7 +28,7 @@ async fn main() -> anyhow::Result<()> {
|
|||
max_pg_pool_connections: 5,
|
||||
};
|
||||
|
||||
let markets = utils::load_markets("/Users/dboures/dev/openbook-candles/markets.json");
|
||||
let markets = load_markets("/Users/dboures/dev/openbook-candles/markets.json");
|
||||
let market_infos = fetch_market_infos(&config, markets).await?;
|
||||
let mut target_markets = HashMap::new();
|
||||
for m in market_infos.clone() {
|
||||
|
|
@ -0,0 +1,2 @@
|
|||
pub mod candle_batching;
|
||||
pub mod trade_fetching;
|
||||
|
|
@ -5,7 +5,7 @@ use solana_transaction_status::UiTransactionEncoding;
|
|||
use std::collections::HashMap;
|
||||
use tokio::sync::mpsc::Sender;
|
||||
|
||||
use crate::trade_fetching::scrape::scrape_transactions;
|
||||
use crate::candle_creation::trade_fetching::scrape::scrape_transactions;
|
||||
|
||||
use super::parsing::OpenBookFillEventLog;
|
||||
|
||||
|
|
@ -15,7 +15,7 @@ use tokio::sync::mpsc::Sender;
|
|||
|
||||
use crate::{
|
||||
database::MarketInfo,
|
||||
trade_fetching::parsing::MarketState,
|
||||
candle_creation::trade_fetching::parsing::MarketState,
|
||||
utils::{Config, MarketConfig},
|
||||
};
|
||||
|
||||
|
|
@ -20,6 +20,7 @@ pub async fn fetch_earliest_fill(
|
|||
native_fee_or_rebate as "native_fee_or_rebate!"
|
||||
from fills
|
||||
where market = $1
|
||||
and maker = true
|
||||
ORDER BY time asc LIMIT 1"#,
|
||||
market_address_string
|
||||
)
|
||||
|
|
@ -47,6 +48,7 @@ pub async fn fetch_fills_from(
|
|||
where market = $1
|
||||
and time >= $2
|
||||
and time < $3
|
||||
and maker = true
|
||||
ORDER BY time asc"#,
|
||||
market_address_string,
|
||||
start_time,
|
||||
|
|
@ -7,7 +7,7 @@ use std::{
|
|||
};
|
||||
use tokio::sync::mpsc::{error::TryRecvError, Receiver};
|
||||
|
||||
use crate::{trade_fetching::parsing::OpenBookFillEventLog, utils::AnyhowWrap};
|
||||
use crate::{candle_creation::trade_fetching::parsing::OpenBookFillEventLog, utils::AnyhowWrap};
|
||||
|
||||
use super::Candle;
|
||||
|
||||
|
|
@ -5,7 +5,7 @@ use num_traits::Zero;
|
|||
use sqlx::types::Decimal;
|
||||
use strum::EnumIter;
|
||||
|
||||
use crate::candle_batching::day;
|
||||
use crate::candle_creation::candle_batching::day;
|
||||
|
||||
pub mod fetch;
|
||||
pub mod initialize;
|
||||
|
|
@ -0,0 +1,3 @@
|
|||
pub mod database;
|
||||
pub mod candle_creation;
|
||||
pub mod utils;
|
||||
Loading…
Reference in New Issue