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feat(dlob): support two sources + per-user switch

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- Add "source" column + composite PKs for DLOB tables\n- Filter public Hasura selects by X-Hasura-Dlob-Source\n- Run parallel workers for mevnode + dlob.drift.trade\n- Frontend proxy sets x-hasura-dlob-source from cookie and injects UI switch
This commit is contained in:
u1
2026-02-13 10:48:20 +01:00
parent 9e7d7b88ac
commit 57433c7e75
17 changed files with 501 additions and 54 deletions
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11
kustomize/base/dlob-depth-worker/worker.mjs
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@@ -64,6 +64,7 @@ function resolveConfig() {
const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
const bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');
@@ -79,6 +80,7 @@ function resolveConfig() {
hasuraUrl,
hasuraAdminSecret,
hasuraAuthToken,
dlobSource,
markets,
pollMs,
bandsBps,
@@ -169,8 +171,9 @@ function computeBandDepth({ bids, asks, mid, bandBps }) {
async function fetchL2Latest(cfg) {
const query = `
query DlobL2Latest($markets: [String!]!) {
dlob_l2_latest(where: {market_name: {_in: $markets}}) {
query DlobL2Latest($source: String!, $markets: [String!]!) {
dlob_l2_latest(where: {source: {_eq: $source}, market_name: {_in: $markets}}) {
source
market_name
market_type
market_index
@@ -186,7 +189,7 @@ async function fetchL2Latest(cfg) {
}
}
`;
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
}
@@ -232,6 +235,7 @@ async function main() {
startedAt: getIsoNow(),
hasuraUrl: cfg.hasuraUrl,
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
dlobSource: cfg.dlobSource,
markets: cfg.markets,
pollMs: cfg.pollMs,
bandsBps: cfg.bandsBps,
@@ -268,6 +272,7 @@ async function main() {
for (const bandBps of cfg.bandsBps) {
const d = computeBandDepth({ bids, asks, mid, bandBps });
rows.push({
source: cfg.dlobSource,
market_name: market,
band_bps: bandBps,
market_type: l2.market_type ? String(l2.market_type) : 'perp',