lowkeynicc
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463e082c45
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v2 params iteration (#555)
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2025-11-19 14:54:45 -05:00 |
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Nick Caradonna
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dc5b41d028
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add param to deriveMarketOrderParams
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2025-11-06 13:41:04 -05:00 |
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lowkeynicc
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b552322b1e
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Revert "add check that slippage crosses bba (#548)" (#551)
This reverts commit 2cf7aa4f28.
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2025-11-06 12:55:50 -05:00 |
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lowkeynicc
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2cf7aa4f28
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add check that slippage crosses bba (#548)
* add check that slippage crosses bba
* fix tests
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2025-11-05 18:03:59 -05:00 |
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Nick Caradonna
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a70ebb26f8
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replace MMOracleData again
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2025-10-29 18:24:25 -04:00 |
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Nick Caradonna
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748f130101
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use mmOracleData
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2025-10-29 18:14:13 -04:00 |
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Nick Caradonna
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94d9e0b627
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use mmOracleData for auctionParams calc
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2025-10-29 18:06:29 -04:00 |
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Nick Caradonna
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1c1ac678b6
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adjust spreadBaseSlippage
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2025-10-27 11:45:48 -04:00 |
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Nick Caradonna
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1a5cf3bd95
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bump sizeAdjustedSlippage for majors
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2025-10-23 12:36:54 -04:00 |
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wphan
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a314b5f1f8
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add direction aware adjustments
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2025-10-22 23:50:24 -07:00 |
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wphan
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279c41d52c
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apply offset to prices
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2025-10-22 17:14:11 -07:00 |
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wphan
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2426720fbc
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prettify
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2025-10-22 13:48:05 -07:00 |
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wphan
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3d4cf24296
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add auction anchoring in v2
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2025-10-21 16:33:30 -07:00 |
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wphan
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f99253a4c1
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cap dynamic slippage when book crosses
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2025-10-16 10:58:40 -07:00 |
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Jack Waller
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73278e02ea
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chore: update to only look at majors
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2025-10-16 11:31:50 +11:00 |
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Jack Waller
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7592af3202
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chore: add logging to group aggregation
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2025-10-16 11:08:53 +11:00 |
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Nick Caradonna
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4ce49fe55d
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loosen dynamic slippage
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2025-10-14 10:36:17 -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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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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4411d5b2dc
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add markPrice to response
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2025-08-07 15:25:01 -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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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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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 |
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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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Nick Caradonna
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be7ab05eee
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auctionParams: add forceUpToSlippage
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2025-07-23 19:39:12 -04:00 |
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wphan
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508aef4f2e
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more health check fixes, check slot rate
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2025-07-15 13:06:42 -07:00 |
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wphan
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c6aa3d2016
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Merge remote-tracking branch 'origin/master' into wphan/health_check_fix
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2025-07-15 11:58:39 -07:00 |
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Nick Caradonna
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22aac52994
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auctionParams endpoint accept full precision amount param
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2025-07-15 14:47:04 -04:00 |
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wphan
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d19e33e840
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refactor health checks and prettify/lint
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2025-07-15 10:19:55 -07:00 |
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lowkeynicc
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7483704d09
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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
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2025-07-14 19:13:43 -04:00 |
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Jack Waller
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acc695052d
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chore: use previous groupings for calc
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2025-06-11 10:08:58 +10:00 |
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Jack Waller
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6522990333
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chore: reduce number of levels sent to UI
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2025-06-10 17:08:27 +10:00 |
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lowkeynicc
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0690be72bd
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Nick/fix topmakers error (#362)
* add fallback account fetch to topMakers
* remove accidental inclusion
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2025-03-27 12:22:54 -04:00 |
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Nour Alharithi
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bae6bfef80
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fix return types
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2024-12-03 14:46:18 -08:00 |
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moosecat
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2a6899384c
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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
---------
Co-authored-by: wphan <william@drift.trade>
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2024-12-03 13:47:02 -08:00 |
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wphan
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815c3c3ca1
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add /debug to dlobPublisher
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2024-12-02 17:38:18 -08:00 |
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Nour Alharithi
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2aaa6a50c6
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bump to new drift common
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2024-10-24 13:43:17 -07:00 |
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Nour Alharithi
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3743899810
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invalidate delisted markets
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2024-10-07 12:55:57 -07:00 |
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frank
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bb83b4789b
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openbook integration (#208)
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2024-08-07 09:47:25 -07:00 |
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Luke Steyn
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ba79d7dbf2
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Updated topMakers to return user accounts in buffer format
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2024-05-24 16:21:07 +08:00 |
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Jack Waller
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a2c4dc44fb
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chore: update naming of top maker response
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2024-05-23 16:42:10 +10:00 |
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Jack Waller
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304e1e9bd0
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chore: update channel prefixes for pubsub
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2024-05-22 14:06:54 +10:00 |
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Jack Waller
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956a031fec
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chore: update to common redis + top markers account flag
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2024-05-16 12:39:44 +10:00 |
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lowkeynicc
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0d5100c6d6
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add maxPrice for pre-launch markets
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2024-03-25 16:16:58 -04:00 |
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Nour Alharithi
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fe19c821af
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attach ts and send ack on subscribe
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2024-01-19 12:37:49 -08:00 |
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