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OrderbookMidPrice Cache & Candles Fix #2502

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wants to merge 120 commits into from
Closed

OrderbookMidPrice Cache & Candles Fix #2502

wants to merge 120 commits into from

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adamfraser
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Changelist

  • Modifies the OrderbookMidPriceCache to enable batch updating markets instead of individually
  • Adds OrderbookMidPriceMemoryCache to Ender
  • Use OrderbookMidPriceMemoryCache to populate candles mid price values

Test Plan

  • Automated testing
  • Manually tested in dev environments

mergify bot and others added 25 commits September 24, 2024 15:03
@mergify @adamfraser
Revert "Add Orderbook Mid Price Cache (#2289)" (backport #2333) (#2334)
aaec10f 
Co-authored-by: Adam Fraser <[email protected]>
@mergify @adamfraser
Add Orderbook Mid Price Cache (backport #2338) (#2340)
ce8f484 
Co-authored-by: Adam Fraser <[email protected]>
@mergify @jerryfan01234
[OTE-784] Limit addresses for compliance check to dydx wallets with d…
8a0a748 
…eposit (backport #2330) (#2353)

Co-authored-by: jerryfan01234 <[email protected]>
@mergify @jerryfan01234
enable username generation roundtable (backport #2361) (#2362)
0f214f1 
Co-authored-by: jerryfan01234 <[email protected]>
@mergify @vincentwschau
Add current equity as a pnl tick. (backport #2335) (#2365)
a47c327 
Co-authored-by: vincentwschau <[email protected]>
@mergify @vincentwschau
Use vault table rather than placeholder config flags to fetch vaults.…
9875783 
… (backport #2364) (#2367)

Co-authored-by: vincentwschau <[email protected]>
@mergify @dydxwill
Add sql script latency metrics (backport #2356) (#2371)
d034716 
Co-authored-by: dydxwill <[email protected]>
@mergify @dydxwill
Add oracle prices index on ("marketId", "effectiveAtHeight") (backport …
8b933c6 
…#2368) (#2374)

Co-authored-by: dydxwill <[email protected]>
@mergify @vincentwschau
Include getting main subaccount equity / pnl for megavault PnL query.…
0502f73 
… (backport #2376) (#2378)

Co-authored-by: vincentwschau <[email protected]>
@mergify @roy-dydx
Add function to fetch availability zone id (#2326) (backport #2390) (#…
1389214 
…2410)

Co-authored-by: roy-dydx <[email protected]>
@mergify @roy-dydx
Create consumer using rack id (#2352) (backport #2393) (#2411)
6dc0501 
Co-authored-by: roy-dydx <[email protected]>
@mergify @vincentwschau
Filter out to single tick per interval. (backport #2403) (#2418)
3e94eb4 
Co-authored-by: vincentwschau <[email protected]>
@mergify @dydxwill
[CT-629] Fix entryPrice calc (backport #2415) (#2417)
6005a0d 
Co-authored-by: dydxwill <[email protected]>
@mergify @dydxwill
Revert "[CT-629] Fix entryPrice calc" (backport #2425) (#2426)
e8af710 
Co-authored-by: dydxwill <[email protected]>
@mergify @vincentwschau
Fix flaky vault test. (backport #2422) (#2424)
dbe13a3 
Co-authored-by: vincentwschau <[email protected]>
@mergify @jerryfan01234
Split affiliate info fees by taker and maker (backport #2439) (#2448)
0b9e8a2 
Co-authored-by: jerryfan01234 <[email protected]>
@mergify @vincentwschau
Fix bug with PnL aggregation. (backport #2446) (#2451)
c182cd9 
Co-authored-by: vincentwschau <[email protected]>
@mergify @vincentwschau
Get latest hourly tick to compute final tick for megavault PnL. (back…
939cb56 
…port #2454) (#2466)

Co-authored-by: vincentwschau <[email protected]>
@mergify @jerryfan01234
add afflaiteReferredMakerRebates field to response (backport #2473) (#…
6800a36 
…2474)

Co-authored-by: jerryfan01234 <[email protected]>
@mergify @jerryfan01234
[OTE-846] Bazooka sequential clear (backport #2423) (#2477)
4b19a59 
Co-authored-by: jerryfan01234 <[email protected]>
@mergify @affanv14
[OTE-863] update username generation query (backport #2482) (#2483)
ca6c044 
Co-authored-by: Mohammed Affan <[email protected]>
@mergify @vincentwschau
Improve vault endpoint performance. (backport #2475) (#2484)
071aa31 
Co-authored-by: vincentwschau <[email protected]>
@mergify @adamfraser
Return undefined from getOrderbookMidPriceMap (backport #2441) (#2486)
7a2200e 
Co-authored-by: Adam Fraser <[email protected]>
@mergify @dydxwill
[CT-629] Fix entryPrice calc (backport #2455) (#2496)
54b3bce 
Co-authored-by: dydxwill <[email protected]>
@mergify @dydxwill
Don't increment messageId for custom ping messages (backport #2493) (#…
666898f 
…2497)

Co-authored-by: dydxwill <[email protected]>
@adamfraser adamfraser force-pushed the adam/candles-memory-cache branch from c77ebe2 to 445c804 Compare October 16, 2024 19:16
chenyaoy and others added 19 commits November 20, 2024 15:20
@chenyaoy @adamfraser
[TRA-513] Deprecate exchange config json and min exchanges (#2524)
6b4d9e3
@jonfung-dydx @adamfraser
Full node streaming -- perp position to signed int (#2544)
1010960
@jerryfan01234 @adamfraser
[OTE-882] Add prefix to accountplus keeper (#2526)
cdceacf
@tqin7 @adamfraser
pass shares to withdraw in megavault withdrawal query rest endpoint (#…
8237d2a 
…2550)
@teddyding @adamfraser
Add gRPC gateway routing for affiliate queries (#2554)
50d7a45
@teddyding @adamfraser
Bump Comet version (#2556)
d1c8ed8
@v0-e @adamfraser
Update Rust protos, dependencies enhancements (#2538)
f1bbac6
@teddyding @adamfraser
fix(affiliates): [OTE-898] Refactor subaccount username generation (#…
a65976e 
…2569)
@vincentwschau @adamfraser
Allow configuring day vault PnL starts. (#2570)
de54494
@teddyding @adamfraser
Use alphanumeric suffix for username (#2573)
00557f6
@teddyding @adamfraser
fix(affiliates): Generate username with address, not subaccount id (#…
f408f71 
…2575)
@vincentwschau @adamfraser
Use repeatable read for pnl tick generation. (#2578)
c51e491
@teddyding @adamfraser
fix(affiliate): Use DB transaction for username generation; add more …
25606e0 
…stats for update… (#2579)
@teddyding @adamfraser
Fix username generator unit test (#2582)
e92fb1a
@adamfraser
Modify OrderbookMidPrice cache to cache multiple markets at once
dc46447
@adamfraser
Add OrderbookMidPriceMemoryCache to ender and populate candles mid pr…
7d57b0d 
…ice values
@adamfraser
Temp Deploy
8791629
@adamfraser
Add perpetual market refresher to roundtable
9ef87bc
@adamfraser
Run cache orderbook mid prices roundtable task
cd80439
@adamfraser adamfraser force-pushed the adam/candles-memory-cache branch from 198f343 to cd80439 Compare November 20, 2024 20:24
@adamfraser adamfraser closed this Nov 20, 2024
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