From cf4bb04e0d969830df14498714c5c5c2bed56542 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 17 Sep 2025 17:48:27 +0000 Subject: [PATCH 01/21] Bumping drift-common to 2142ce5dd315b6ca2fa6b9ccdbc359411f27a1f5 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 0596551..2142ce5 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 0596551804ef1c4232b2ccdbf979c2164287742c +Subproject commit 2142ce5dd315b6ca2fa6b9ccdbc359411f27a1f5 From 7be09614d7624c3f677f88ffd35c7c36309da778 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 17 Sep 2025 22:11:33 +0000 Subject: [PATCH 02/21] Bumping drift-common to 4a4d51388440fcec8d0244d808b87542a8aafae2 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 2142ce5..4a4d513 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 2142ce5dd315b6ca2fa6b9ccdbc359411f27a1f5 +Subproject commit 4a4d51388440fcec8d0244d808b87542a8aafae2 From 98b7f019efce4039f2acb054eca727958aa29b87 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 18 Sep 2025 11:12:24 +0000 Subject: [PATCH 03/21] Bumping drift-common to e0a87b84fe9abda6a6a4c603bbc3d140e8a34467 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 4a4d513..e0a87b8 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 4a4d51388440fcec8d0244d808b87542a8aafae2 +Subproject commit e0a87b84fe9abda6a6a4c603bbc3d140e8a34467 From 9962400c59496a83d33bc2f23cc3780300bb522d Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 18 Sep 2025 15:14:28 +0000 Subject: [PATCH 04/21] Bumping drift-common to afe72d5d737ec23ad262f0ecf0f09cc11d24955d --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index e0a87b8..afe72d5 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit e0a87b84fe9abda6a6a4c603bbc3d140e8a34467 +Subproject commit afe72d5d737ec23ad262f0ecf0f09cc11d24955d From 78538193655d59a281bd2acce200ba268be8c808 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 18 Sep 2025 16:28:21 +0000 Subject: [PATCH 05/21] Bumping drift-common to 4080b2a98323f8a263e619997f8d254ece87f67f --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index afe72d5..4080b2a 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit afe72d5d737ec23ad262f0ecf0f09cc11d24955d +Subproject commit 4080b2a98323f8a263e619997f8d254ece87f67f From 79257fd4c8cc0aef1ae9b164a46154b0da6775ed Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 18 Sep 2025 16:56:55 +0000 Subject: [PATCH 06/21] Bumping drift-common to a2a2e5af55b73afa7bbfee1ea665cb1fd38b755b --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 4080b2a..a2a2e5a 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 4080b2a98323f8a263e619997f8d254ece87f67f +Subproject commit a2a2e5af55b73afa7bbfee1ea665cb1fd38b755b From ebad83788224168b1ca59c1677c2106c9eb7ebcf Mon Sep 17 00:00:00 2001 From: lowkeynicc <85139158+lowkeynicc@users.noreply.github.com> Date: Thu, 18 Sep 2025 14:50:46 -0400 Subject: [PATCH 07/21] add mid major setting for dynamic slippage (#510) * add mid major setting for dynamic slippage * fix typo --- src/utils/constants.ts | 2 ++ src/utils/utils.ts | 7 ++++++- 2 files changed, 8 insertions(+), 1 deletion(-) diff --git a/src/utils/constants.ts b/src/utils/constants.ts index 99e9d70..1b21d5c 100644 --- a/src/utils/constants.ts +++ b/src/utils/constants.ts @@ -23,3 +23,5 @@ export const DEFAULT_AUCTION_PARAMS: Partial = { auctionStartPriceOffsetFrom: 'marketBased', auctionEndPriceOffsetFrom: DEFAULT_AUCTION_END_PRICE_FROM, }; + +export const MID_MAJOR_MARKETS = [13, 23, 4, 59, 9]; // XRP, WIF, BONK, HYPE, SUI diff --git a/src/utils/utils.ts b/src/utils/utils.ts index 230b65c..3338769 100644 --- a/src/utils/utils.ts +++ b/src/utils/utils.ts @@ -31,7 +31,7 @@ import { NextFunction, Request, Response } from 'express'; import FEATURE_FLAGS from './featureFlags'; import { Connection } from '@solana/web3.js'; import { wsMarketArgs } from 'src/dlob-subscriber/DLOBSubscriberIO'; -import { DEFAULT_AUCTION_PARAMS } from './constants'; +import { DEFAULT_AUCTION_PARAMS, MID_MAJOR_MARKETS } from './constants'; import { AuctionParamArgs } from './types'; import { COMMON_MATH, ENUM_UTILS } from '@drift/common'; @@ -1143,9 +1143,12 @@ export const calculateDynamicSlippage = ( // Determine if this is a major market (PERP with marketIndex 0, 1, or 2) const isPerp = marketType.toLowerCase() === 'perp'; const isMajor = isPerp && marketIndex < 3; + const isMidMajor = isPerp && MID_MAJOR_MARKETS.includes(marketIndex); const baseSlippage = isMajor ? parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_MAJOR || '0') // 0% default + : isMidMajor + ? parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_MID_MAJOR || '0.25') // 0.25% default : parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_NON_MAJOR || '0.5'); // 0.5% default // Calculate spread using L2 data @@ -1193,6 +1196,8 @@ export const calculateDynamicSlippage = ( // Apply multiplier from env var const multiplier = isMajor ? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MAJOR || '1.01') + : isMidMajor + ? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MID_MAJOR || '1.2') : parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_NON_MAJOR || '1.4'); dynamicSlippage = dynamicSlippage * multiplier; From 8ea47c9644d5f024bc282c587cb45aa6099010fc Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 03:12:58 +0000 Subject: [PATCH 08/21] Bumping drift-common to 654a18b42a8eee398c1805529df1596455c9342d --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index a2a2e5a..654a18b 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit a2a2e5af55b73afa7bbfee1ea665cb1fd38b755b +Subproject commit 654a18b42a8eee398c1805529df1596455c9342d From a46edb0b6680421a7f3e540fd4af389bf38c5163 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 16:13:14 +0000 Subject: [PATCH 09/21] Bumping drift-common to 93c3e354ac3c93c7750ae34f2080d08088df0203 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 654a18b..93c3e35 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 654a18b42a8eee398c1805529df1596455c9342d +Subproject commit 93c3e354ac3c93c7750ae34f2080d08088df0203 From 5bae42cf06a1a4617ca277413af48382c6feb39f Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 16:17:08 +0000 Subject: [PATCH 10/21] Bumping drift-common to 9cc9eec1ad0b255f7b0dadc25f5e4f17d5424b12 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 93c3e35..9cc9eec 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 93c3e354ac3c93c7750ae34f2080d08088df0203 +Subproject commit 9cc9eec1ad0b255f7b0dadc25f5e4f17d5424b12 From ef88884d3736a6a6b822b655746bc23c8648c5b8 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 16:19:27 +0000 Subject: [PATCH 11/21] Bumping drift-common to 93c3e354ac3c93c7750ae34f2080d08088df0203 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 9cc9eec..93c3e35 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 9cc9eec1ad0b255f7b0dadc25f5e4f17d5424b12 +Subproject commit 93c3e354ac3c93c7750ae34f2080d08088df0203 From 9b84434d5521395ad803f6530ad2046ef246492f Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 16:38:36 +0000 Subject: [PATCH 12/21] Bumping drift-common to f28c241958fc4aa0e33cfdcdf220baac511a8784 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 93c3e35..bc3bea7 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 93c3e354ac3c93c7750ae34f2080d08088df0203 +Subproject commit bc3bea760fd1b46a070700449b7e096472d5c58a From d46125cea377a3d89960a253b7252ade7f82b155 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 16:39:06 +0000 Subject: [PATCH 13/21] Bumping drift-common to bc3bea760fd1b46a070700449b7e096472d5c58a From 08549e25d6f78f2af5e59f59d2f489c50c01efee Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Fri, 19 Sep 2025 20:09:31 +0000 Subject: [PATCH 14/21] Bumping drift-common to 7b3a4a21eaf4cdd42d640c0fc5dd4f6641e332c5 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index bc3bea7..7b3a4a2 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit bc3bea760fd1b46a070700449b7e096472d5c58a +Subproject commit 7b3a4a21eaf4cdd42d640c0fc5dd4f6641e332c5 From 108cdedd923e089bb84cdbff7e04912aee7c5b3e Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Mon, 22 Sep 2025 03:38:47 +0000 Subject: [PATCH 15/21] Bumping drift-common to e5517c0dbe745ae3c65b5fbbe475fcfb5253576d --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 7b3a4a2..3724470 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 7b3a4a21eaf4cdd42d640c0fc5dd4f6641e332c5 +Subproject commit 3724470a17f6c33331b1a5a49527837b2dd4d79e From 3f26aac0000a1d8b19e24d9d85bc4a24ce802b53 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Mon, 22 Sep 2025 03:39:44 +0000 Subject: [PATCH 16/21] Bumping drift-common to 3724470a17f6c33331b1a5a49527837b2dd4d79e From b0e3d421bde119314ac8a6b63aa08d6061674111 Mon Sep 17 00:00:00 2001 From: Jack Waller Date: Mon, 22 Sep 2025 15:56:50 +1000 Subject: [PATCH 17/21] chore: update dockerfile --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index a57f423..03c9898 100644 --- a/Dockerfile +++ b/Dockerfile @@ -16,7 +16,7 @@ RUN yarn && yarn build FROM public.ecr.aws/docker/library/node:20.18.1-alpine RUN apk add python3 make g++ --virtual .build &&\ - npm install -C /lib bigint-buffer @triton-one/yellowstone-grpc@1.3.0 helius-laserstream &&\ + npm install -C /lib bigint-buffer @triton-one/yellowstone-grpc@1.3.0 helius-laserstream@0.1.8 &&\ apk del .build COPY --from=builder /app/lib/ ./lib/ From 8dab00a147dfdc9f54b97eda63535beb0015032b Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Mon, 22 Sep 2025 14:47:19 +0000 Subject: [PATCH 18/21] Bumping drift-common to fd143a8293b3f74346ece62a4387365181d5386c --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 3724470..fd143a8 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 3724470a17f6c33331b1a5a49527837b2dd4d79e +Subproject commit fd143a8293b3f74346ece62a4387365181d5386c From 7a4dd9a681625aba63b330c47f886469c20b3fc3 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Mon, 22 Sep 2025 15:48:48 +0000 Subject: [PATCH 19/21] Bumping drift-common to d19f615063f4c40e790e16c2fb6dd973aef19d31 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index fd143a8..d19f615 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit fd143a8293b3f74346ece62a4387365181d5386c +Subproject commit d19f615063f4c40e790e16c2fb6dd973aef19d31 From 9c7f63d35f35593bc496399a2eaf18b87ccce643 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Mon, 22 Sep 2025 21:17:50 +0000 Subject: [PATCH 20/21] Bumping drift-common to 1ddb4e3f305708fce9b34aa0e804c12c37b01404 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index d19f615..1ddb4e3 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit d19f615063f4c40e790e16c2fb6dd973aef19d31 +Subproject commit 1ddb4e3f305708fce9b34aa0e804c12c37b01404 From 1a6e0600f00ec1cbf8ef3b4347edd22957e351e0 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Tue, 23 Sep 2025 00:16:31 +0000 Subject: [PATCH 21/21] Bumping drift-common to 64148c844991b5689a1d8d656bb072459a74be7f --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 1ddb4e3..64148c8 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 1ddb4e3f305708fce9b34aa0e804c12c37b01404 +Subproject commit 64148c844991b5689a1d8d656bb072459a74be7f