Commit Graph

70 Commits

Author SHA1 Message Date
Nick Caradonna
a70ebb26f8 replace MMOracleData again 2025-10-29 18:24:25 -04:00
Nick Caradonna
748f130101 use mmOracleData 2025-10-29 18:14:13 -04:00
Nick Caradonna
94d9e0b627 use mmOracleData for auctionParams calc 2025-10-29 18:06:29 -04:00
Nick Caradonna
1c1ac678b6 adjust spreadBaseSlippage 2025-10-27 11:45:48 -04:00
Nick Caradonna
1a5cf3bd95 bump sizeAdjustedSlippage for majors 2025-10-23 12:36:54 -04:00
wphan
a314b5f1f8 add direction aware adjustments 2025-10-22 23:50:24 -07:00
wphan
279c41d52c apply offset to prices 2025-10-22 17:14:11 -07:00
wphan
2426720fbc prettify 2025-10-22 13:48:05 -07:00
wphan
3d4cf24296 add auction anchoring in v2 2025-10-21 16:33:30 -07:00
wphan
f99253a4c1 cap dynamic slippage when book crosses 2025-10-16 10:58:40 -07:00
Jack Waller
73278e02ea chore: update to only look at majors 2025-10-16 11:31:50 +11:00
Jack Waller
7592af3202 chore: add logging to group aggregation 2025-10-16 11:08:53 +11:00
Nick Caradonna
4ce49fe55d loosen dynamic slippage 2025-10-14 10:36:17 -04:00
Nick Caradonna
b7690d03ba add ASTER to mid major slippage grouping 2025-09-24 10:35:48 -04:00
lowkeynicc
ebad837882 add mid major setting for dynamic slippage (#510)
* add mid major setting for dynamic slippage

* fix typo
2025-09-18 14:50:46 -04:00
Nick Caradonna
856d542d82 bump min slippage 2025-09-10 22:22:16 -04:00
Nick Caradonna
e8b4b82ad3 lower dynamic slippage presets for majors 2025-09-10 14:51:23 -04:00
Nick Caradonna
4411d5b2dc add markPrice to response 2025-08-07 15:25:01 -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
Nick Caradonna
862b2ff43b make slippage tolerance in decimal form, fix dynamic slippage calc 2025-08-04 14:02:34 -04:00
Nick Caradonna
3f04ab0723 lower to once per slot and lower long tail slippage 2025-07-30 19:59:53 -04:00
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
Nick Caradonna
be7ab05eee auctionParams: add forceUpToSlippage 2025-07-23 19:39:12 -04:00
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
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
Jack Waller
acc695052d chore: use previous groupings for calc 2025-06-11 10:08:58 +10:00
Jack Waller
6522990333 chore: reduce number of levels sent to UI 2025-06-10 17:08:27 +10:00
lowkeynicc
0690be72bd Nick/fix topmakers error (#362)
* add fallback account fetch to topMakers

* remove accidental inclusion
2025-03-27 12:22:54 -04:00
Nour Alharithi
bae6bfef80 fix return types 2024-12-03 14:46:18 -08:00
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

---------

Co-authored-by: wphan <william@drift.trade>
2024-12-03 13:47:02 -08:00
wphan
815c3c3ca1 add /debug to dlobPublisher 2024-12-02 17:38:18 -08:00
Nour Alharithi
2aaa6a50c6 bump to new drift common 2024-10-24 13:43:17 -07:00
Nour Alharithi
3743899810 invalidate delisted markets 2024-10-07 12:55:57 -07:00
frank
bb83b4789b openbook integration (#208) 2024-08-07 09:47:25 -07:00
wphan
8aa31d03b1 limit the endpoints to measure response times for 2024-08-04 14:25:30 +02:00
Luke Steyn
ba79d7dbf2 Updated topMakers to return user accounts in buffer format 2024-05-24 16:21:07 +08:00
Jack Waller
a2c4dc44fb chore: update naming of top maker response 2024-05-23 16:42:10 +10:00