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feat(sol): add agave-backed dlob hot path for canary
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mpabi
2026-04-12 18:10:42 +02:00
parent 948c37c3f5
commit e1e993e2ac
26 changed files with 1110 additions and 4 deletions
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170
environments/sol/trade-r001-canary/assets/hasura/hasura-bootstrap.mjs
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@@ -98,12 +98,17 @@ async function main() {
const source = 'default';
const baseTicks = { schema: 'public', name: 'drift_ticks' };
const dlobHotSnapshotLatestTable = { schema: 'public', name: 'dlob_hot_snapshot_latest' };
const dlobHotDerivedLatestTable = { schema: 'public', name: 'dlob_hot_derived_latest' };
const dlobAllDerivedLatestTable = { schema: 'public', name: 'dlob_all_derived_latest' };
const dlobL2LatestTable = { schema: 'public', name: 'dlob_l2_latest' };
const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
const dlobDepthBpsLatestTable = { schema: 'public', name: 'dlob_depth_bps_latest' };
const dlobSlippageLatestTable = { schema: 'public', name: 'dlob_slippage_latest' };
const dlobSlippageLatestV2Table = { schema: 'public', name: 'dlob_slippage_latest_v2' };
const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
const dlobHotDerivedTsTable = { schema: 'public', name: 'dlob_hot_derived_ts' };
const dlobAllDerivedTsTable = { schema: 'public', name: 'dlob_all_derived_ts' };
const dlobStatsTsTable = { schema: 'public', name: 'dlob_stats_ts' };
const dlobDepthBpsTsTable = { schema: 'public', name: 'dlob_depth_bps_ts' };
const dlobSlippageTsTable = { schema: 'public', name: 'dlob_slippage_ts' };
@@ -373,6 +378,171 @@ async function main() {
'updated_at',
], { publicFilter: dlobPublicFilter });
await ensurePublicSelectTable(dlobHotSnapshotLatestTable, [
'source',
'redis_key',
'snapshot_kind',
'market_type',
'market_index',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'payload_hash',
'mark_price_raw',
'oracle_price_raw',
'best_bid_price_raw',
'best_ask_price_raw',
'spread_pct_raw',
'spread_quote_raw',
'oracle_data',
'bids',
'asks',
'payload',
'updated_at',
]);
await ensurePublicSelectTable(dlobHotDerivedLatestTable, [
'source',
'market_type',
'market_index',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'updated_at',
]);
await ensurePublicSelectTable(dlobAllDerivedLatestTable, [
'source',
'market_type',
'market_index',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'updated_at',
]);
await ensurePublicSelectTable(dlobHotDerivedTsTable, [
'event_ts',
'id',
'source',
'market_type',
'market_index',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'inserted_at',
]);
await ensurePublicSelectTable(dlobAllDerivedTsTable, [
'event_ts',
'id',
'source',
'market_type',
'market_index',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'inserted_at',
]);
await ensurePublicSelectTable(dlobStatsTsTable, [
'ts',
'id',