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Get funding index maps for vault positions in chunks. #2525

Merged
merged 45 commits into from
Oct 22, 2024
Merged

Get funding index maps for vault positions in chunks. #2525

merged 45 commits into from
Oct 22, 2024

Commits on Sep 24, 2024

  1. Revert "Add Orderbook Mid Price Cache (#2289)" (backport #2333) (#2334) 

    Co-authored-by: Adam Fraser <[email protected]>
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    mergify[bot] and adamfraser authored Sep 24, 2024
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Commits on Sep 25, 2024

  1. Add Orderbook Mid Price Cache (backport #2338) (#2340) 

    Co-authored-by: Adam Fraser <[email protected]>
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    mergify[bot] and adamfraser authored Sep 25, 2024
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  2. [OTE-784] Limit addresses for compliance check to dydx wallets with d… 

    …eposit (backport #2330) (#2353)

Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Sep 25, 2024
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Commits on Sep 26, 2024

  1. enable username generation roundtable (backport #2361) (#2362) 

    Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Sep 26, 2024
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  2. Add current equity as a pnl tick. (backport #2335) (#2365) 

    Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Sep 26, 2024
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  3. Use vault table rather than placeholder config flags to fetch vaults.… 

    … (backport #2364) (#2367)

Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Sep 26, 2024
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  4. Add sql script latency metrics (backport #2356) (#2371) 

    Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Sep 26, 2024
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  5. Add oracle prices index on ("marketId", "effectiveAtHeight") (backport … 

    …#2368) (#2374)

Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Sep 26, 2024
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  6. Include getting main subaccount equity / pnl for megavault PnL query.… 

    … (backport #2376) (#2378)

Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Sep 26, 2024
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Commits on Sep 30, 2024

  1. Add function to fetch availability zone id (#2326) (backport #2390) (#… 

    …2410)

Co-authored-by: roy-dydx <[email protected]>
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    mergify[bot] and roy-dydx authored Sep 30, 2024
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  2. Create consumer using rack id (#2352) (backport #2393) (#2411) 

    Co-authored-by: roy-dydx <[email protected]>
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    mergify[bot] and roy-dydx authored Sep 30, 2024
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Commits on Oct 1, 2024

  1. Filter out to single tick per interval. (backport #2403) (#2418) 

    Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 1, 2024
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  2. [CT-629] Fix entryPrice calc (backport #2415) (#2417) 

    Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Oct 1, 2024
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  3. Revert "[CT-629] Fix entryPrice calc" (backport #2425) (#2426) 

    Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Oct 1, 2024
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  4. Fix flaky vault test. (backport #2422) (#2424) 

    Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 1, 2024
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Commits on Oct 3, 2024

  1. Split affiliate info fees by taker and maker (backport #2439) (#2448) 

    Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Oct 3, 2024
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  2. Fix bug with PnL aggregation. (backport #2446) (#2451) 

    Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 3, 2024
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  3. Get latest hourly tick to compute final tick for megavault PnL. (back… 

    …port #2454) (#2466)

Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 3, 2024
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Commits on Oct 4, 2024

  1. add afflaiteReferredMakerRebates field to response (backport #2473) (#… 

    …2474)

Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Oct 4, 2024
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Commits on Oct 7, 2024

  1. [OTE-846] Bazooka sequential clear (backport #2423) (#2477) 

    Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Oct 7, 2024
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Commits on Oct 14, 2024

  1. [OTE-863] update username generation query (backport #2482) (#2483) 

    Co-authored-by: Mohammed Affan <[email protected]>
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    mergify[bot] and affanv14 authored Oct 14, 2024
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Commits on Oct 15, 2024

  1. Improve vault endpoint performance. (backport #2475) (#2484) 

    Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 15, 2024
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  2. Return undefined from getOrderbookMidPriceMap (backport #2441) (#2486) 

    Co-authored-by: Adam Fraser <[email protected]>
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    mergify[bot] and adamfraser authored Oct 15, 2024
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Commits on Oct 16, 2024

  1. [CT-629] Fix entryPrice calc (backport #2455) (#2496) 

    Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Oct 16, 2024
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  2. Don't increment messageId for custom ping messages (backport #2493) (#… 

    …2497)

Co-authored-by: dydxwill <[email protected]>
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    mergify[bot] and dydxwill authored Oct 16, 2024
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  3. [OTE-880] Emit log in case of collisions (backport #2500) (#2504) 

    Co-authored-by: Mohammed Affan <[email protected]>
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    mergify[bot] and affanv14 authored Oct 16, 2024
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  4. [OTE-876] update roundtable loop timings for instrumentation and uncr… 

    …ossing (backport #2494) (#2506)

Co-authored-by: Mohammed Affan <[email protected]>
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    mergify[bot] and affanv14 authored Oct 16, 2024
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Commits on Oct 17, 2024

  1. Remove orderbook cache roundtable job (backport #2510) (#2511) 

    Co-authored-by: Adam Fraser <[email protected]>
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    mergify[bot] and adamfraser authored Oct 17, 2024
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Commits on Oct 18, 2024

  1. Add config var to exclude specific stateful order ids from being proc… 

    …essed. (backport #2513) (#2514)

Co-authored-by: vincentwschau <[email protected]>
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    mergify[bot] and vincentwschau authored Oct 18, 2024
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  2. add wallet when transfer to subaccount (backport #2519) (#2520) 

    Co-authored-by: jerryfan01234 <[email protected]>
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    mergify[bot] and jerryfan01234 authored Oct 18, 2024
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Commits on Oct 21, 2024

  1. Chunk fetching of funding indices.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  2. Filter out invalid vault subaccounts.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  3. instrument.

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    vincentwschau committed Oct 21, 2024
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  4. Window funding index heights.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  5. more logging.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  6. Use chunked methods.

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    vincentwschau committed Oct 21, 2024
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  7. Filter out invalid vault subaccounts at source.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  8. Add metrics, clean up logging.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  9. Merge branch 'main' into vincentc/chunk-vault-equity

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  10. Remove branch from github workflow.

    @vincentwschau
    vincentwschau committed Oct 21, 2024
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  11. Fix lint.

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    vincentwschau committed Oct 21, 2024
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Commits on Oct 22, 2024

  1. Remove unsafe delete.

    @vincentwschau
    vincentwschau committed Oct 22, 2024
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  2. Fix tests.

    @vincentwschau
    vincentwschau committed Oct 22, 2024
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  3. Parallelize fetching of funding index maps.

    @vincentwschau
    vincentwschau committed Oct 22, 2024
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  4. Fix lint.

    @vincentwschau
    vincentwschau committed Oct 22, 2024
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