Nick Caradonna
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b7690d03ba
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add ASTER to mid major slippage grouping
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2025-09-24 10:35:48 -04:00 |
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lowkeynicc
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ebad837882
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add mid major setting for dynamic slippage (#510)
* add mid major setting for dynamic slippage
* fix typo
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2025-09-18 14:50:46 -04:00 |
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Jack Waller
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0925a5a4fd
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chore: awaiting latest common
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2025-09-16 11:05:39 +10:00 |
|
Nick Caradonna
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856d542d82
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bump min slippage
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2025-09-10 22:22:16 -04:00 |
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Nick Caradonna
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e8b4b82ad3
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lower dynamic slippage presets for majors
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2025-09-10 14:51:23 -04:00 |
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Nick Caradonna
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5e3e64067f
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fix unsettled pnl publisher script bug
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2025-09-05 12:57:34 -04:00 |
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wphan
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15a5deae61
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loosen slot rate check
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2025-09-04 13:04:03 -07:00 |
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wphan
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87a7d03d8f
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revert ws account subscriber
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2025-09-04 13:01:26 -07:00 |
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wphan
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ea01d1b59e
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fix build
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2025-09-04 11:12:53 -07:00 |
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wphan
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920a482328
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use v2 drift client subscriber
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2025-09-04 11:03:52 -07:00 |
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Nour Alharithi
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de29c40262
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include latest slot in get vamm l2 generator and in calcualteBidAskPrice
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2025-08-21 10:20:46 -07:00 |
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Nour Alharithi
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f6fc7ede42
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update sdk to use mm oracle
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2025-08-18 09:27:00 -07:00 |
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Lukas deConantsesznak
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3e00277ee5
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feat: use ws v2 subscriber for oracles
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2025-08-13 13:45:28 -06:00 |
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Nick Caradonna
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cb9d4a142a
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add markPrice to response
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2025-08-07 15:24:37 -04:00 |
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lowkeynicc
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7f679d826d
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impl max leverage to endpoint (#488)
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2025-08-06 15:58:48 -04:00 |
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Nour Alharithi
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bf5ae62aef
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add mm oracle data as separate response
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2025-08-05 10:03:17 -07:00 |
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Nour Alharithi
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22d8270ab1
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prettify + use getMMOracleData for dlob oracle data
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2025-08-04 16:21:36 -07:00 |
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Nick Caradonna
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b47335476f
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fix slippage tolerance change
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2025-08-04 19:13:20 -04:00 |
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lowkeynicc
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af6038add6
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Merge pull request #481 from drift-labs/nick/last-param-endpoint-touches
auctionParams: make slippage tolerance in decimal form, fix dynamic slippage calc
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2025-08-04 14:21:11 -04:00 |
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Nick Caradonna
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862b2ff43b
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make slippage tolerance in decimal form, fix dynamic slippage calc
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2025-08-04 14:02:34 -04:00 |
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Lukas deConantsesznak
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1c165dd11a
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feat: handle case where TOB is empty for bids or asks for TOB checker
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2025-08-03 10:40:50 -06:00 |
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Lukas deConantsesznak
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6caec8e8e1
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refactor: TOB check uses user+orderId instead of prices
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2025-08-01 16:00:23 -06:00 |
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Lukas deConantsesznak
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9df6c84abd
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feat: TOB monitoring logic
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2025-08-01 14:55:53 -06:00 |
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Nick Caradonna
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5d4651e1a1
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use env var for both orderbook update intervals
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2025-07-31 17:48:29 -04:00 |
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Lukas deConantsesznak
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9f27a7db90
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fix: perp market acct subscriber prop wrong name drift client
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2025-07-30 22:48:25 -06:00 |
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Nick Caradonna
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3f04ab0723
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lower to once per slot and lower long tail slippage
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2025-07-30 19:59:53 -04:00 |
|
Nick Caradonna
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f234ad208a
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speed up dlob publisher messages
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2025-07-30 19:59:38 -04:00 |
|
Lukas deConantsesznak
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3179eea5f0
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feat: use new ws v2 subscriber
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2025-07-30 12:57:09 -06:00 |
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Nour Alharithi
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f813c4e973
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remove IClient references
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2025-07-29 15:56:51 -07:00 |
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Nour Alharithi
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bb476e97f7
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use mm oracle
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2025-07-29 11:30:11 -07:00 |
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wphan
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2813e20240
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add market slot metric to dlob publishers
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2025-07-26 15:43:57 -07:00 |
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Nick Caradonna
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f0cefe9a69
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add oracle price to params response
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2025-07-24 15:21:16 -04:00 |
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lowkeynicc
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a616aa6945
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include additional info in l2formatted (#463)
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2025-07-23 23:00:09 -04:00 |
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jack
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68235a029e
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chore: add mark price to dlob response (#462)
|
2025-07-23 22:17:14 -04:00 |
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wphan
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0c8cd1fec9
|
make sure restart if global healthState is unhealhty
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2025-07-23 18:45:08 -07:00 |
|
Nick Caradonna
|
be7ab05eee
|
auctionParams: add forceUpToSlippage
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2025-07-23 19:39:12 -04:00 |
|
Jack Waller
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2694e8163b
|
chore: move ignore list to env var
|
2025-07-22 13:05:47 +10:00 |
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Jack Waller
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ee71d64e8a
|
chore: test out a dlob ignore list
|
2025-07-22 12:35:01 +10:00 |
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wphan
|
08172bfb0d
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publishers: turn on ws resubscribe
|
2025-07-16 08:53:05 -07:00 |
|
wphan
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b2c9e1e520
|
fix dlob publisher metrics n health slot
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2025-07-15 23:33:58 -07:00 |
|
wphan
|
d325ac823a
|
add more log context
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2025-07-15 16:35:25 -07:00 |
|
wphan
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1c21a50097
|
remove market staleness check, lots of inactive markets
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2025-07-15 14:40:25 -07:00 |
|
wphan
|
508aef4f2e
|
more health check fixes, check slot rate
|
2025-07-15 13:06:42 -07:00 |
|
wphan
|
c6aa3d2016
|
Merge remote-tracking branch 'origin/master' into wphan/health_check_fix
|
2025-07-15 11:58:39 -07:00 |
|
wphan
|
74eb54c164
|
refactor metrics, fix deps
|
2025-07-15 11:56:56 -07:00 |
|
Nick Caradonna
|
22aac52994
|
auctionParams endpoint accept full precision amount param
|
2025-07-15 14:47:04 -04:00 |
|
wphan
|
d19e33e840
|
refactor health checks and prettify/lint
|
2025-07-15 10:19:55 -07:00 |
|
lowkeynicc
|
7483704d09
|
Auction Params Endpoint (#442)
* move auction endpoint changes to fresh branch
* final cleanup and add testing for util functions
* fix tests
* fix quote amount conversion
|
2025-07-14 19:13:43 -04:00 |
|
Nour Alharithi
|
68094cbda2
|
include vamm in indicative quotes price min/max
|
2025-07-10 13:26:03 -07:00 |
|
Nour Alharithi
|
a343c346e7
|
prettify
|
2025-07-10 11:52:06 -07:00 |
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