Commit Graph

374 Commits

Author SHA1 Message Date
Nour Alharithi
f6fc7ede42 update sdk to use mm oracle 2025-08-18 09:27:00 -07:00
Lukas deConantsesznak
3e00277ee5 feat: use ws v2 subscriber for oracles 2025-08-13 13:45:28 -06:00
Nick Caradonna
cb9d4a142a add markPrice to response 2025-08-07 15:24:37 -04:00
lowkeynicc
7f679d826d impl max leverage to endpoint (#488) 2025-08-06 15:58:48 -04:00
Nour Alharithi
bf5ae62aef add mm oracle data as separate response 2025-08-05 10:03:17 -07:00
Nour Alharithi
22d8270ab1 prettify + use getMMOracleData for dlob oracle data 2025-08-04 16:21:36 -07:00
Nick Caradonna
b47335476f fix slippage tolerance change 2025-08-04 19:13:20 -04:00
lowkeynicc
af6038add6 Merge pull request #481 from drift-labs/nick/last-param-endpoint-touches
auctionParams: make slippage tolerance in decimal form, fix dynamic slippage calc
2025-08-04 14:21:11 -04:00
Nick Caradonna
862b2ff43b make slippage tolerance in decimal form, fix dynamic slippage calc 2025-08-04 14:02:34 -04:00
Lukas deConantsesznak
1c165dd11a feat: handle case where TOB is empty for bids or asks for TOB checker 2025-08-03 10:40:50 -06:00
Lukas deConantsesznak
6caec8e8e1 refactor: TOB check uses user+orderId instead of prices 2025-08-01 16:00:23 -06:00
Lukas deConantsesznak
9df6c84abd feat: TOB monitoring logic 2025-08-01 14:55:53 -06:00
Nick Caradonna
5d4651e1a1 use env var for both orderbook update intervals 2025-07-31 17:48:29 -04:00
Lukas deConantsesznak
9f27a7db90 fix: perp market acct subscriber prop wrong name drift client 2025-07-30 22:48:25 -06:00
Nick Caradonna
3f04ab0723 lower to once per slot and lower long tail slippage 2025-07-30 19:59:53 -04:00
Nick Caradonna
f234ad208a speed up dlob publisher messages 2025-07-30 19:59:38 -04:00
Lukas deConantsesznak
3179eea5f0 feat: use new ws v2 subscriber 2025-07-30 12:57:09 -06:00
Nour Alharithi
f813c4e973 remove IClient references 2025-07-29 15:56:51 -07:00
Nour Alharithi
bb476e97f7 use mm oracle 2025-07-29 11:30:11 -07:00
wphan
2813e20240 add market slot metric to dlob publishers 2025-07-26 15:43:57 -07:00
Nick Caradonna
f0cefe9a69 add oracle price to params response 2025-07-24 15:21:16 -04:00
lowkeynicc
a616aa6945 include additional info in l2formatted (#463) 2025-07-23 23:00:09 -04:00
jack
68235a029e chore: add mark price to dlob response (#462) 2025-07-23 22:17:14 -04:00
wphan
0c8cd1fec9 make sure restart if global healthState is unhealhty 2025-07-23 18:45:08 -07:00
Nick Caradonna
be7ab05eee auctionParams: add forceUpToSlippage 2025-07-23 19:39:12 -04:00
Jack Waller
2694e8163b chore: move ignore list to env var 2025-07-22 13:05:47 +10:00
Jack Waller
ee71d64e8a chore: test out a dlob ignore list 2025-07-22 12:35:01 +10:00
wphan
08172bfb0d publishers: turn on ws resubscribe 2025-07-16 08:53:05 -07:00
wphan
b2c9e1e520 fix dlob publisher metrics n health slot 2025-07-15 23:33:58 -07:00
wphan
d325ac823a add more log context 2025-07-15 16:35:25 -07:00
wphan
1c21a50097 remove market staleness check, lots of inactive markets 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
Nour Alharithi
6f9873676e patch indicative liquidity filtering 2025-07-10 11:51:07 -07:00
moosecat
4157cd8e5b filter indicative + random prettify (#443)
* filter indicative + random prettify

* bug fix

* update to filter orders that arent as good as resting orders
2025-07-10 10:27:12 -07:00
lowkeynicc
3f270fdfc3 Merge pull request #441 from drift-labs/jack/group-20-levels
Jack/group 20 levels
2025-07-08 10:03:42 -04:00
Jack Waller
f806d0c369 chore: default not throttle 2025-06-18 14:54:44 +10:00
Jack Waller
447eccbd50 chore: add randomness 2025-06-18 14:38:55 +10:00
Jack Waller
756812bbdc chore: add l3 snapshot 2025-06-18 13:56:08 +10:00
Jack Waller
1d722e1675 chore: add dlob offload 2025-06-17 16:17:26 +10:00
moosecat
b4ed7cc31c indicative quotes v2 (#420)
* indicative quotes v2

* bump common
2025-06-16 09:38:31 -07:00
Nick Caradonna
c6c1ef2838 try catch in mmQuotes loop 2025-06-15 10:53:19 -04:00
Jack Waller
acc695052d chore: use previous groupings for calc 2025-06-11 10:08:58 +10:00
Jack Waller
a9bdf07cfa chore: remove testing 2025-06-10 17:09:08 +10:00