Subscribe to all Serum markets that belong to PsyOptions option markets

[tomjohn1028]

Subscribe to all Serum markets that belong to PsyOptions option markets

[johnrees]

Now that I've got a grasp of how the underlying connections work I'll move on to setting up a trades feed listener for each market with serum vial

[tomjohn1028]

@johnrees apologies, we had to update the devnet program for some breaking changes.

new program id: 4DvkJJBUiXMZVYXFGgYQvGceTuM7F5Be4HqWAiR7t2vM

new market data file: marketMeta.json.zip

[johnrees]

it looks like the subscriptions with serum-vial are working (ignore the numbers etc!) 👍

Kapture.2021-05-01.at.16.07.03.mp4

it's not using the trades channel as far as I can tell, but I'll have a look into these payloads and should be able to get some good data to store in a time-series db

2021-05-01T15:06:33.586Z debug: Received bids account update, current state PRISTINE {"market":"1 BTC : 50000 USDC","slot":53257094}
2021-05-01T15:06:34.025Z debug: Received eventQueue account update, current state PENDING {"market":"1 BTC : 50000 USDC","slot":53257094}
2021-05-01T15:06:34.042Z debug: Received asks account update, current state PENDING {"market":"1 BTC : 50000 USDC","slot":53257094}
2021-05-01T15:06:34.045Z debug: Processing message, topic: l3snapshot/1 BTC : 50000 USDC, receive delay: 2ms {"minionId":1}
2021-05-01T15:06:34.043Z debug: Slow accounts notification, slot 53257094, 457ms {"market":"1 BTC : 50000 USDC"}
2021-05-01T15:06:34.045Z debug: Processing message, topic: open/1 BTC : 50000 USDC, receive delay: 2ms {"minionId":1}
2021-05-01T15:06:34.045Z debug: Processing message, topic: l2update/1 BTC : 50000 USDC, receive delay: 2ms {"minionId":1}
2021-05-01T15:06:34.045Z debug: Processing message, topic: l2snapshot/1 BTC : 50000 USDC, receive delay: 2ms {"minionId":1}
2021-05-01T15:06:34.045Z debug: Processing message, topic: quote/1 BTC : 50000 USDC, receive delay: 2ms {"minionId":1}

[johnrees]

Now watching all markets! Data is being stored in timescaledb for now.

I'll post some docs and do a big restructure and tidy-up of the code tomorrow, then hopefully we'll be able to close this issue and move on to the next steps.

[johnrees]

this is an example of a hasura graphql subscription that is watching the timescale (postgres) database which is ingesting all of the serum transaction events

Kapture.2021-05-02.at.00.15.15.mp4

[johnrees]

no worries, it'll be a quick fix

[johnrees]

Just to keep this thread updated. This task is effectively done in terms of tracking and storing the data for an MVP, but I'm not going to close it until the little frontend app is showing more information