Comments (7)
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
from psyoptions-market-tracker.
@johnrees apologies, we had to update the devnet program for some breaking changes.
new program id: 4DvkJJBUiXMZVYXFGgYQvGceTuM7F5Be4HqWAiR7t2vM
new market data file: marketMeta.json.zip
from psyoptions-market-tracker.
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}
from psyoptions-market-tracker.
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.
from psyoptions-market-tracker.
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
from psyoptions-market-tracker.
no worries, it'll be a quick fix
from psyoptions-market-tracker.
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
from psyoptions-market-tracker.
Related Issues (14)
- Calculate Implied Volatility PsyOptions markets HOT 2
- Track 24 hour change on Serum markets HOT 1
- Update dashboard to match new markets
- Add Authorization to Hasura HOT 1
- Make configurable for other projects
- Remove hardcoded parameters
- Database username, password, etc security
- OpenOrders look up fails on first trade HOT 1
- Remove Serum Vial dependencies
- Incorporate market meta package for active PsyOption markets
- OpenOrder accounts aren't tracking properly HOT 2
- Add autoscaling to Hasura
- Improve Timescale instance for "Too many clients already" HOT 1
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