chainflip-feedhandler-rs

A feedhandler which communicates with a chainflip node (REST and websocket), monitors price updates and builds order books for multiple pools on a schedule / price change.

Usage

Run a testnet node via instructions here: https://github.com/chainflip-io/chainflip-perseverance
You can inspect testnet information here: https://blocks-perseverance.chainflip.io/pools

CHAINFLIP_NODE_ADDR=192.168.1.70:9944 RUST_LOG=info cargo r

Next Steps

• Decode sqrt_price_x96 values.
• Implement order book functions which walk outwards to calculate slippage / volume weighted average price (VWAP).
  • Use Uniswap V3 maths to expand / contract liquidity as we traverse tick boundaries.
  • Limit orders should be consumed before range orders.
  • Fee estimation.