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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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44
kustomize/base/dlob-ts-archiver/deployment-drift.yaml Normal file
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@@ -0,0 +1,44 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-ts-archiver-drift
annotations:
argocd.argoproj.io/sync-wave: "6"
spec:
replicas: 1
selector:
matchLabels:
app.kubernetes.io/name: dlob-ts-archiver-drift
template:
metadata:
labels:
app.kubernetes.io/name: dlob-ts-archiver-drift
spec:
containers:
- name: worker
image: node:20-slim
imagePullPolicy: IfNotPresent
env:
- name: HASURA_GRAPHQL_URL
value: http://hasura:8080/v1/graphql
- name: HASURA_ADMIN_SECRET
valueFrom:
secretKeyRef:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: DLOB_SOURCE
value: drift
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
- name: DLOB_TS_POLL_MS
value: "1000"
command: ["node", "/app/worker.mjs"]
volumeMounts:
- name: script
mountPath: /app/worker.mjs
subPath: worker.mjs
readOnly: true
volumes:
- name: script
configMap:
name: dlob-ts-archiver-script

2
kustomize/base/dlob-ts-archiver/deployment.yaml
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@@ -26,6 +26,8 @@ spec:
secretKeyRef:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: DLOB_SOURCE
value: mevnode
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
- name: DLOB_TS_POLL_MS

20
kustomize/base/dlob-ts-archiver/worker.mjs
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@@ -49,10 +49,11 @@ function resolveConfig() {
tokens.hasuraAdminSecret;
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_TS_POLL_MS, 500, 60_000, 1000);
return { hasuraUrl, hasuraAdminSecret, hasuraAuthToken, markets, pollMs };
return { hasuraUrl, hasuraAdminSecret, hasuraAuthToken, dlobSource, markets, pollMs };
}
async function graphqlRequest(cfg, query, variables) {
@@ -97,6 +98,7 @@ 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,
},
@@ -110,24 +112,24 @@ async function main() {
try {
const query = `
query Latest($markets: [String!]!) {
dlob_stats_latest(where: { market_name: { _in: $markets } }) {
query Latest($source: String!, $markets: [String!]!) {
dlob_stats_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
market_name market_type market_index ts slot
mark_price oracle_price best_bid_price best_ask_price mid_price
spread_abs spread_bps depth_levels depth_bid_base depth_ask_base depth_bid_usd depth_ask_usd imbalance
raw
}
dlob_depth_bps_latest(where: { market_name: { _in: $markets } }) {
dlob_depth_bps_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
market_name band_bps market_type market_index ts slot
mid_price best_bid_price best_ask_price bid_base ask_base bid_usd ask_usd imbalance
raw
}
dlob_slippage_latest(where: { market_name: { _in: $markets } }) {
dlob_slippage_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
market_name side size_usd market_type market_index ts slot
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
raw
}
dlob_slippage_latest_v2(where: { market_name: { _in: $markets } }) {
dlob_slippage_latest_v2(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
market_name side size_usd market_type market_index ts slot
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
raw
@@ -135,10 +137,11 @@ async function main() {
}
`;
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
const statsRows = (data?.dlob_stats_latest || []).map((r) => ({
ts: now,
source: cfg.dlobSource,
market_name: r.market_name,
market_type: r.market_type,
market_index: r.market_index ?? null,
@@ -162,6 +165,7 @@ async function main() {
const depthRows = (data?.dlob_depth_bps_latest || []).map((r) => ({
ts: now,
source: cfg.dlobSource,
market_name: r.market_name,
band_bps: r.band_bps,
market_type: r.market_type,
@@ -181,6 +185,7 @@ async function main() {
const slippageRows = (data?.dlob_slippage_latest || []).map((r) => ({
ts: now,
source: cfg.dlobSource,
market_name: r.market_name,
side: r.side,
size_usd: r.size_usd,
@@ -201,6 +206,7 @@ async function main() {
const slippageRowsV2 = (data?.dlob_slippage_latest_v2 || []).map((r) => ({
ts: now,
source: cfg.dlobSource,
market_name: r.market_name,
side: r.side,
size_usd: r.size_usd,