Commit Graph

67 Commits

Author SHA1 Message Date
moosecat
2a6899384c Nour/improved rotation (#290)
* improved rotation

* fix bugs

* only parse slot if necessary

* add metrics for ws source

* add select by recent slot to utils

* fix solana web3.js version

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Co-authored-by: wphan <william@drift.trade>
2024-12-03 13:47:02 -08:00
wphan
64be27d8eb add log if both USE_WEBSOCKET and USE_GRPC are provided 2024-12-03 09:33:03 -08:00
wphan
93d6bfb7c1 remove grpc impl, use sdk grpc OrderSubscriber 2024-12-03 09:28:43 -08:00
wphan
2f3f9f1c40 dlobPublisher: add metrics for dlob slot 2024-12-02 18:17:51 -08:00
wphan
815c3c3ca1 add /debug to dlobPublisher 2024-12-02 17:38:18 -08:00
wphan
fa8fd24fd4 reduce dlob publisher health check grace period, clean up logs 2024-11-27 11:00:34 -08:00
Jack Waller
4b9b337a60 chore: update clients to be env vars 2024-11-21 12:22:47 -05:00
Jack Waller
d43d2d2591 chore: update trades to helius 2024-11-21 11:57:03 -05:00
Nour Alharithi
61e6854f30 switch over more redis clients to drift common clients 2024-10-24 13:46:47 -07:00
frank
bb83b4789b openbook integration (#208) 2024-08-07 09:47:25 -07:00
Nour Alharithi
8b6598c0d6 remove serum from spot markets 2024-07-31 08:55:19 -07:00
Jack Waller
ea52eb07ac Merge branch 'master' into jack/redis-migration 2024-05-23 14:24:14 +10:00
Jack Waller
304e1e9bd0 chore: update channel prefixes for pubsub 2024-05-22 14:06:54 +10:00
Nour Alharithi
e1336001ce socket fix 2024-05-16 16:43:06 -07:00
Nour Alharithi
c622775910 tighter phoenix interval 2024-05-16 06:58:38 -07:00
Nour Alharithi
c8405085e6 bulk account loader for phoenix 2024-05-16 06:40:08 -07:00
Jack Waller
956a031fec chore: update to common redis + top markers account flag 2024-05-16 12:39:44 +10:00
Nour Alharithi
f29767734d widen resync interval 2024-04-26 17:07:32 -07:00
Nour Alharithi
423b904a09 Merge pull request #130 from drift-labs/priority-fee-subscriber
cache priority fees
2024-04-04 14:50:53 -07:00
Nour Alharithi
3b808dd254 more comprehensive spot market inclusion 2024-04-04 13:26:14 -07:00
Nour Alharithi
ecf6c61ace better id rpc requests 2024-04-04 12:32:07 -07:00
Nour Alharithi
486401444c make frequency configurable 2024-04-04 12:06:07 -07:00
Nour Alharithi
4883a1ee29 cache priority fees 2024-04-04 12:00:35 -07:00
Nour Alharithi
3f62309312 base precision correction for spot filler 2024-04-03 14:05:19 -07:00
Nour Alharithi
88ec02634f graceful dlob publisher exit + cleanup 2024-04-02 15:00:15 -07:00
Nour Alharithi
7227928184 undefined guard fill record id 2024-03-21 13:56:01 -07:00
Nour Alharithi
e86edb443a add fill record id to trades 2024-03-21 13:53:13 -07:00
Nour Alharithi
a21da890e5 ignore markets for slot diff restart 2024-03-13 12:59:06 -04:00
Nour Alharithi
a920160ca8 switching to confirmed + trades resource reduction 2024-02-22 09:18:11 -08:00
Nour Alharithi
e4ed481422 consolidate conditions for killswitch 2024-01-23 13:25:57 -08:00
Nour Alharithi
5fd1f7172d remove market slot kill switch 2024-01-22 18:03:28 -08:00
wphan
6a5ae59b00 stricter types in tradesPublisher 2024-01-05 15:35:14 -08:00
Nour Alharithi
d239582e52 fix trades publisher typo 2024-01-05 12:00:09 -08:00
Nour Alharithi
42f8ecea7d small log changes 2023-12-27 18:22:41 -08:00
wphan
e8d0a7127d fix 0 market 2023-12-27 12:41:37 -08:00
wphan
3365644fe9 fix env vars as 0 2023-12-27 09:09:29 -08:00
Nour Alharithi
61d1d4c6f8 better env var parser 2023-12-26 10:40:37 -08:00
wphan
90d8347791 fix no markets specified behavior 2023-12-26 10:21:16 -08:00
wphan
99efea94af only default to all markets if neither env vars are specified 2023-12-24 02:03:53 -08:00
wphan
dc4426268b tested 2023-12-24 01:58:43 -08:00
wphan
eb4faa6cf1 pass list of markets into DLOBSubscriberIO 2023-12-24 01:35:17 -08:00
wphan
70d9227b6c take in perp and spot markets from env var 2023-12-23 15:14:49 -08:00
Nour Alharithi
8a49c1bc7f add back resubTimeoutMs 2023-12-15 13:09:35 -08:00
Nour Alharithi
a8fd22d1dd undefined guard and remove resubscribe for drift client 2023-12-15 13:06:44 -08:00
Nour Alharithi
aa7df63625 phoenix fix 2023-12-12 14:14:47 -08:00
Nour Alharithi
6ee967933f fixes 2023-12-12 11:27:22 -08:00
Nour Alharithi
1324465d33 resub timeout on publisher ws 2023-12-11 07:05:04 -08:00
Nour Alharithi
5493351f40 fetch from redis 2023-12-08 17:09:50 -08:00
wphan
e463a4d025 use grpc slotsource 2023-12-07 11:30:47 -08:00
Nour Alharithi
2aff4a29e2 grpc order subscriber 2023-12-06 15:39:55 -08:00