feat(dlob): support two sources + per-user switch
- 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:
50
kustomize/base/dlob-depth-worker/deployment-drift.yaml
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50
kustomize/base/dlob-depth-worker/deployment-drift.yaml
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@@ -0,0 +1,50 @@
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apiVersion: apps/v1
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kind: Deployment
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metadata:
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name: dlob-depth-worker-drift
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annotations:
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argocd.argoproj.io/sync-wave: "6"
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spec:
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replicas: 1
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selector:
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matchLabels:
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app.kubernetes.io/name: dlob-depth-worker-drift
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template:
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metadata:
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labels:
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app.kubernetes.io/name: dlob-depth-worker-drift
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spec:
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containers:
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- name: worker
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image: node:20-slim
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imagePullPolicy: IfNotPresent
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env:
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- name: HASURA_GRAPHQL_URL
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value: http://hasura:8080/v1/graphql
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- name: HASURA_ADMIN_SECRET
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valueFrom:
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secretKeyRef:
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name: trade-hasura
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key: HASURA_GRAPHQL_ADMIN_SECRET
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- name: DLOB_SOURCE
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value: drift
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- name: DLOB_MARKETS
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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- name: DLOB_POLL_MS
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value: "1000"
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- name: DLOB_DEPTH_BPS_BANDS
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value: "5,10,20,50,100,200"
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- name: PRICE_PRECISION
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value: "1000000"
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- name: BASE_PRECISION
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value: "1000000000"
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command: ["node", "/app/worker.mjs"]
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volumeMounts:
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- name: script
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mountPath: /app/worker.mjs
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subPath: worker.mjs
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readOnly: true
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volumes:
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- name: script
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configMap:
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name: dlob-depth-worker-script
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@@ -26,6 +26,8 @@ spec:
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secretKeyRef:
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secretKeyRef:
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name: trade-hasura
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name: trade-hasura
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key: HASURA_GRAPHQL_ADMIN_SECRET
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key: HASURA_GRAPHQL_ADMIN_SECRET
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- name: DLOB_SOURCE
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value: mevnode
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- name: DLOB_MARKETS
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- name: DLOB_MARKETS
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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- name: DLOB_POLL_MS
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- name: DLOB_POLL_MS
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@@ -64,6 +64,7 @@ function resolveConfig() {
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const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
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const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
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const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
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const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
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const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
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const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
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const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
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const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
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const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
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const bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');
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const bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');
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@@ -79,6 +80,7 @@ function resolveConfig() {
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hasuraUrl,
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hasuraUrl,
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hasuraAdminSecret,
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hasuraAdminSecret,
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hasuraAuthToken,
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hasuraAuthToken,
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dlobSource,
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markets,
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markets,
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pollMs,
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pollMs,
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bandsBps,
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bandsBps,
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@@ -169,8 +171,9 @@ function computeBandDepth({ bids, asks, mid, bandBps }) {
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async function fetchL2Latest(cfg) {
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async function fetchL2Latest(cfg) {
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const query = `
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const query = `
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query DlobL2Latest($markets: [String!]!) {
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query DlobL2Latest($source: String!, $markets: [String!]!) {
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dlob_l2_latest(where: {market_name: {_in: $markets}}) {
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dlob_l2_latest(where: {source: {_eq: $source}, market_name: {_in: $markets}}) {
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source
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market_name
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market_name
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market_type
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market_type
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market_index
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market_index
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@@ -186,7 +189,7 @@ async function fetchL2Latest(cfg) {
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}
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}
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}
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}
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`;
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`;
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const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
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const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
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return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
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return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
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}
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}
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@@ -232,6 +235,7 @@ async function main() {
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startedAt: getIsoNow(),
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startedAt: getIsoNow(),
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hasuraUrl: cfg.hasuraUrl,
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hasuraUrl: cfg.hasuraUrl,
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hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
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hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
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dlobSource: cfg.dlobSource,
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markets: cfg.markets,
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markets: cfg.markets,
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pollMs: cfg.pollMs,
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pollMs: cfg.pollMs,
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bandsBps: cfg.bandsBps,
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bandsBps: cfg.bandsBps,
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@@ -268,6 +272,7 @@ async function main() {
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for (const bandBps of cfg.bandsBps) {
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for (const bandBps of cfg.bandsBps) {
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const d = computeBandDepth({ bids, asks, mid, bandBps });
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const d = computeBandDepth({ bids, asks, mid, bandBps });
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rows.push({
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rows.push({
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source: cfg.dlobSource,
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market_name: market,
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market_name: market,
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band_bps: bandBps,
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band_bps: bandBps,
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market_type: l2.market_type ? String(l2.market_type) : 'perp',
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market_type: l2.market_type ? String(l2.market_type) : 'perp',
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50
kustomize/base/dlob-slippage-worker/deployment-drift.yaml
Normal file
50
kustomize/base/dlob-slippage-worker/deployment-drift.yaml
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@@ -0,0 +1,50 @@
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apiVersion: apps/v1
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kind: Deployment
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metadata:
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name: dlob-slippage-worker-drift
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annotations:
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argocd.argoproj.io/sync-wave: "6"
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spec:
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replicas: 1
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selector:
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matchLabels:
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app.kubernetes.io/name: dlob-slippage-worker-drift
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template:
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metadata:
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labels:
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app.kubernetes.io/name: dlob-slippage-worker-drift
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spec:
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containers:
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- name: worker
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image: node:20-slim
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imagePullPolicy: IfNotPresent
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env:
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- name: HASURA_GRAPHQL_URL
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value: http://hasura:8080/v1/graphql
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- name: HASURA_ADMIN_SECRET
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valueFrom:
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secretKeyRef:
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name: trade-hasura
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key: HASURA_GRAPHQL_ADMIN_SECRET
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- name: DLOB_SOURCE
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value: drift
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- name: DLOB_MARKETS
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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- name: DLOB_POLL_MS
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value: "1000"
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- name: DLOB_SLIPPAGE_SIZES_USD
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value: "0.1,0.2,0.5,1,2,5,10,25,50,100,250,500,1000,5000,10000,50000"
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- name: PRICE_PRECISION
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value: "1000000"
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- name: BASE_PRECISION
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value: "1000000000"
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command: ["node", "/app/worker.mjs"]
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volumeMounts:
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- name: script
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mountPath: /app/worker.mjs
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subPath: worker.mjs
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readOnly: true
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volumes:
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- name: script
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configMap:
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name: dlob-slippage-worker-script
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@@ -26,6 +26,8 @@ spec:
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secretKeyRef:
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secretKeyRef:
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name: trade-hasura
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name: trade-hasura
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key: HASURA_GRAPHQL_ADMIN_SECRET
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key: HASURA_GRAPHQL_ADMIN_SECRET
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- name: DLOB_SOURCE
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value: mevnode
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- name: DLOB_MARKETS
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- name: DLOB_MARKETS
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
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- name: DLOB_POLL_MS
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- name: DLOB_POLL_MS
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@@ -55,6 +55,7 @@ function resolveConfig() {
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tokens.hasuraAdminSecret;
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tokens.hasuraAdminSecret;
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const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
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const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
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const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
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const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
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const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
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const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
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const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
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@@ -77,6 +78,7 @@ function resolveConfig() {
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hasuraUrl,
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hasuraUrl,
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hasuraAdminSecret,
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hasuraAdminSecret,
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hasuraAuthToken,
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hasuraAuthToken,
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dlobSource,
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markets,
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markets,
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pollMs,
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pollMs,
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sizesUsd,
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sizesUsd,
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@@ -209,6 +211,7 @@ async function main() {
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startedAt: getIsoNow(),
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startedAt: getIsoNow(),
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hasuraUrl: cfg.hasuraUrl,
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hasuraUrl: cfg.hasuraUrl,
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hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
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hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
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dlobSource: cfg.dlobSource,
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markets: cfg.markets,
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markets: cfg.markets,
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pollMs: cfg.pollMs,
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pollMs: cfg.pollMs,
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sizesUsd: cfg.sizesUsd,
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sizesUsd: cfg.sizesUsd,
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@@ -226,8 +229,9 @@ async function main() {
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try {
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try {
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const query = `
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const query = `
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query DlobL2Latest($markets: [String!]!) {
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query DlobL2Latest($source: String!, $markets: [String!]!) {
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dlob_l2_latest(where: { market_name: { _in: $markets } }) {
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dlob_l2_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
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source
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market_name
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market_name
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market_type
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market_type
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market_index
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market_index
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@@ -242,7 +246,7 @@ async function main() {
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}
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}
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`;
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`;
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const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
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const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
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const rows = Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
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const rows = Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
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const objectsV1 = [];
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const objectsV1 = [];
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@@ -277,6 +281,7 @@ async function main() {
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{
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{
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const sim = simulateFill(asks, sizeUsd);
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const sim = simulateFill(asks, sizeUsd);
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const baseObj = {
|
const baseObj = {
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source: cfg.dlobSource,
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market_name: market,
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market_name: market,
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side: 'buy',
|
side: 'buy',
|
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market_type: row?.market_type ?? 'perp',
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market_type: row?.market_type ?? 'perp',
|
||||||
@@ -302,6 +307,7 @@ async function main() {
|
|||||||
{
|
{
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const sim = simulateFill(bids, sizeUsd);
|
const sim = simulateFill(bids, sizeUsd);
|
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const baseObj = {
|
const baseObj = {
|
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|
source: cfg.dlobSource,
|
||||||
market_name: market,
|
market_name: market,
|
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side: 'sell',
|
side: 'sell',
|
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market_type: row?.market_type ?? 'perp',
|
market_type: row?.market_type ?? 'perp',
|
||||||
|
|||||||
44
kustomize/base/dlob-ts-archiver/deployment-drift.yaml
Normal file
44
kustomize/base/dlob-ts-archiver/deployment-drift.yaml
Normal file
@@ -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
|
||||||
@@ -26,6 +26,8 @@ spec:
|
|||||||
secretKeyRef:
|
secretKeyRef:
|
||||||
name: trade-hasura
|
name: trade-hasura
|
||||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||||
|
- name: DLOB_SOURCE
|
||||||
|
value: mevnode
|
||||||
- name: DLOB_MARKETS
|
- name: DLOB_MARKETS
|
||||||
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
||||||
- name: DLOB_TS_POLL_MS
|
- name: DLOB_TS_POLL_MS
|
||||||
|
|||||||
@@ -49,10 +49,11 @@ function resolveConfig() {
|
|||||||
tokens.hasuraAdminSecret;
|
tokens.hasuraAdminSecret;
|
||||||
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || 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 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);
|
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) {
|
async function graphqlRequest(cfg, query, variables) {
|
||||||
@@ -97,6 +98,7 @@ async function main() {
|
|||||||
startedAt: getIsoNow(),
|
startedAt: getIsoNow(),
|
||||||
hasuraUrl: cfg.hasuraUrl,
|
hasuraUrl: cfg.hasuraUrl,
|
||||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||||
|
dlobSource: cfg.dlobSource,
|
||||||
markets: cfg.markets,
|
markets: cfg.markets,
|
||||||
pollMs: cfg.pollMs,
|
pollMs: cfg.pollMs,
|
||||||
},
|
},
|
||||||
@@ -110,24 +112,24 @@ async function main() {
|
|||||||
|
|
||||||
try {
|
try {
|
||||||
const query = `
|
const query = `
|
||||||
query Latest($markets: [String!]!) {
|
query Latest($source: String!, $markets: [String!]!) {
|
||||||
dlob_stats_latest(where: { market_name: { _in: $markets } }) {
|
dlob_stats_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||||
market_name market_type market_index ts slot
|
market_name market_type market_index ts slot
|
||||||
mark_price oracle_price best_bid_price best_ask_price mid_price
|
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
|
spread_abs spread_bps depth_levels depth_bid_base depth_ask_base depth_bid_usd depth_ask_usd imbalance
|
||||||
raw
|
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
|
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
|
mid_price best_bid_price best_ask_price bid_base ask_base bid_usd ask_usd imbalance
|
||||||
raw
|
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
|
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
|
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
|
||||||
raw
|
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
|
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
|
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
|
||||||
raw
|
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) => ({
|
const statsRows = (data?.dlob_stats_latest || []).map((r) => ({
|
||||||
ts: now,
|
ts: now,
|
||||||
|
source: cfg.dlobSource,
|
||||||
market_name: r.market_name,
|
market_name: r.market_name,
|
||||||
market_type: r.market_type,
|
market_type: r.market_type,
|
||||||
market_index: r.market_index ?? null,
|
market_index: r.market_index ?? null,
|
||||||
@@ -162,6 +165,7 @@ async function main() {
|
|||||||
|
|
||||||
const depthRows = (data?.dlob_depth_bps_latest || []).map((r) => ({
|
const depthRows = (data?.dlob_depth_bps_latest || []).map((r) => ({
|
||||||
ts: now,
|
ts: now,
|
||||||
|
source: cfg.dlobSource,
|
||||||
market_name: r.market_name,
|
market_name: r.market_name,
|
||||||
band_bps: r.band_bps,
|
band_bps: r.band_bps,
|
||||||
market_type: r.market_type,
|
market_type: r.market_type,
|
||||||
@@ -181,6 +185,7 @@ async function main() {
|
|||||||
|
|
||||||
const slippageRows = (data?.dlob_slippage_latest || []).map((r) => ({
|
const slippageRows = (data?.dlob_slippage_latest || []).map((r) => ({
|
||||||
ts: now,
|
ts: now,
|
||||||
|
source: cfg.dlobSource,
|
||||||
market_name: r.market_name,
|
market_name: r.market_name,
|
||||||
side: r.side,
|
side: r.side,
|
||||||
size_usd: r.size_usd,
|
size_usd: r.size_usd,
|
||||||
@@ -201,6 +206,7 @@ async function main() {
|
|||||||
|
|
||||||
const slippageRowsV2 = (data?.dlob_slippage_latest_v2 || []).map((r) => ({
|
const slippageRowsV2 = (data?.dlob_slippage_latest_v2 || []).map((r) => ({
|
||||||
ts: now,
|
ts: now,
|
||||||
|
source: cfg.dlobSource,
|
||||||
market_name: r.market_name,
|
market_name: r.market_name,
|
||||||
side: r.side,
|
side: r.side,
|
||||||
size_usd: r.size_usd,
|
size_usd: r.size_usd,
|
||||||
|
|||||||
52
kustomize/base/dlob-worker/deployment-drift.yaml
Normal file
52
kustomize/base/dlob-worker/deployment-drift.yaml
Normal file
@@ -0,0 +1,52 @@
|
|||||||
|
apiVersion: apps/v1
|
||||||
|
kind: Deployment
|
||||||
|
metadata:
|
||||||
|
name: dlob-worker-drift
|
||||||
|
annotations:
|
||||||
|
argocd.argoproj.io/sync-wave: "5"
|
||||||
|
spec:
|
||||||
|
replicas: 1
|
||||||
|
selector:
|
||||||
|
matchLabels:
|
||||||
|
app.kubernetes.io/name: dlob-worker-drift
|
||||||
|
template:
|
||||||
|
metadata:
|
||||||
|
labels:
|
||||||
|
app.kubernetes.io/name: dlob-worker-drift
|
||||||
|
spec:
|
||||||
|
hostNetwork: true
|
||||||
|
dnsPolicy: ClusterFirstWithHostNet
|
||||||
|
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_HTTP_URL
|
||||||
|
value: https://dlob.drift.trade
|
||||||
|
- name: DLOB_FORCE_IPV6
|
||||||
|
value: "true"
|
||||||
|
- name: DLOB_MARKETS
|
||||||
|
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
||||||
|
- name: DLOB_POLL_MS
|
||||||
|
value: "500"
|
||||||
|
- name: DLOB_DEPTH
|
||||||
|
value: "10"
|
||||||
|
command: ["node", "/app/worker.mjs"]
|
||||||
|
volumeMounts:
|
||||||
|
- name: script
|
||||||
|
mountPath: /app/worker.mjs
|
||||||
|
subPath: worker.mjs
|
||||||
|
readOnly: true
|
||||||
|
volumes:
|
||||||
|
- name: script
|
||||||
|
configMap:
|
||||||
|
name: dlob-worker-script
|
||||||
@@ -26,6 +26,8 @@ spec:
|
|||||||
secretKeyRef:
|
secretKeyRef:
|
||||||
name: trade-hasura
|
name: trade-hasura
|
||||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||||
|
- name: DLOB_SOURCE
|
||||||
|
value: mevnode
|
||||||
- name: DLOB_HTTP_URL
|
- name: DLOB_HTTP_URL
|
||||||
value: http://dlob-server:6969
|
value: http://dlob-server:6969
|
||||||
- name: DLOB_MARKETS
|
- name: DLOB_MARKETS
|
||||||
|
|||||||
@@ -64,6 +64,7 @@ function resolveConfig() {
|
|||||||
.trim()
|
.trim()
|
||||||
.replace(/\/$/, '');
|
.replace(/\/$/, '');
|
||||||
const dlobForceIpv6 = envBool('DLOB_FORCE_IPV6', false);
|
const dlobForceIpv6 = envBool('DLOB_FORCE_IPV6', false);
|
||||||
|
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 markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
|
||||||
const depth = clampInt(process.env.DLOB_DEPTH, 1, 50, 10);
|
const depth = clampInt(process.env.DLOB_DEPTH, 1, 50, 10);
|
||||||
@@ -80,6 +81,7 @@ function resolveConfig() {
|
|||||||
hasuraUrl,
|
hasuraUrl,
|
||||||
hasuraAdminSecret,
|
hasuraAdminSecret,
|
||||||
hasuraAuthToken,
|
hasuraAuthToken,
|
||||||
|
dlobSource,
|
||||||
dlobHttpBase,
|
dlobHttpBase,
|
||||||
dlobForceIpv6,
|
dlobForceIpv6,
|
||||||
markets,
|
markets,
|
||||||
@@ -238,8 +240,9 @@ function computeStats({ l2, depth, pricePrecision, basePrecision }) {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function l2ToInsertObject({ l2, updatedAt, pricePrecision }) {
|
function l2ToInsertObject({ dlobSource, l2, updatedAt, pricePrecision }) {
|
||||||
return {
|
return {
|
||||||
|
source: dlobSource,
|
||||||
market_name: String(l2.marketName),
|
market_name: String(l2.marketName),
|
||||||
market_type: String(l2.marketType || 'perp'),
|
market_type: String(l2.marketType || 'perp'),
|
||||||
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
||||||
@@ -256,8 +259,9 @@ function l2ToInsertObject({ l2, updatedAt, pricePrecision }) {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function statsToInsertObject({ l2, stats, updatedAt }) {
|
function statsToInsertObject({ dlobSource, l2, stats, updatedAt }) {
|
||||||
return {
|
return {
|
||||||
|
source: dlobSource,
|
||||||
market_name: String(l2.marketName),
|
market_name: String(l2.marketName),
|
||||||
market_type: String(l2.marketType || 'perp'),
|
market_type: String(l2.marketType || 'perp'),
|
||||||
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
||||||
@@ -371,6 +375,7 @@ async function main() {
|
|||||||
startedAt: getIsoNow(),
|
startedAt: getIsoNow(),
|
||||||
hasuraUrl: cfg.hasuraUrl,
|
hasuraUrl: cfg.hasuraUrl,
|
||||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||||
|
dlobSource: cfg.dlobSource,
|
||||||
dlobHttpBase: cfg.dlobHttpBase,
|
dlobHttpBase: cfg.dlobHttpBase,
|
||||||
dlobForceIpv6: cfg.dlobForceIpv6,
|
dlobForceIpv6: cfg.dlobForceIpv6,
|
||||||
markets: cfg.markets,
|
markets: cfg.markets,
|
||||||
@@ -410,8 +415,8 @@ async function main() {
|
|||||||
basePrecision: cfg.basePrecision,
|
basePrecision: cfg.basePrecision,
|
||||||
});
|
});
|
||||||
|
|
||||||
l2Objects.push(l2ToInsertObject({ l2, updatedAt, pricePrecision: cfg.pricePrecision }));
|
l2Objects.push(l2ToInsertObject({ dlobSource: cfg.dlobSource, l2, updatedAt, pricePrecision: cfg.pricePrecision }));
|
||||||
statsObjects.push(statsToInsertObject({ l2, stats, updatedAt }));
|
statsObjects.push(statsToInsertObject({ dlobSource: cfg.dlobSource, l2, stats, updatedAt }));
|
||||||
}
|
}
|
||||||
|
|
||||||
try {
|
try {
|
||||||
|
|||||||
@@ -89,6 +89,8 @@ async function main() {
|
|||||||
console.log(`[hasura-bootstrap] HASURA_URL=${HASURA_URL}`);
|
console.log(`[hasura-bootstrap] HASURA_URL=${HASURA_URL}`);
|
||||||
await waitForHasura();
|
await waitForHasura();
|
||||||
|
|
||||||
|
const PUBLIC_DLOB_SOURCE_HEADER = 'X-Hasura-Dlob-Source';
|
||||||
|
|
||||||
const apiTokensTable = { schema: 'public', name: 'api_tokens' };
|
const apiTokensTable = { schema: 'public', name: 'api_tokens' };
|
||||||
const source = 'default';
|
const source = 'default';
|
||||||
|
|
||||||
@@ -187,7 +189,7 @@ async function main() {
|
|||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
]);
|
||||||
|
|
||||||
const ensureDlobTable = async (table, columns) => {
|
const ensureDlobTable = async (table, columns, { publicFilter } = {}) => {
|
||||||
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
||||||
await metadata({ type: 'pg_track_table', args: { source, table } });
|
await metadata({ type: 'pg_track_table', args: { source, table } });
|
||||||
|
|
||||||
@@ -200,7 +202,7 @@ async function main() {
|
|||||||
role: 'public',
|
role: 'public',
|
||||||
permission: {
|
permission: {
|
||||||
columns,
|
columns,
|
||||||
filter: {},
|
filter: publicFilter || {},
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
});
|
});
|
||||||
@@ -236,7 +238,7 @@ async function main() {
|
|||||||
});
|
});
|
||||||
};
|
};
|
||||||
|
|
||||||
async function ensurePublicSelectTable(table, columns) {
|
async function ensurePublicSelectTable(table, columns, { publicFilter } = {}) {
|
||||||
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
||||||
await metadata({ type: 'pg_track_table', args: { source, table } });
|
await metadata({ type: 'pg_track_table', args: { source, table } });
|
||||||
|
|
||||||
@@ -249,7 +251,7 @@ async function main() {
|
|||||||
role: 'public',
|
role: 'public',
|
||||||
permission: {
|
permission: {
|
||||||
columns,
|
columns,
|
||||||
filter: {},
|
filter: publicFilter || {},
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
});
|
});
|
||||||
@@ -259,7 +261,10 @@ async function main() {
|
|||||||
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
|
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
|
||||||
}
|
}
|
||||||
|
|
||||||
|
const dlobPublicFilter = { source: { _eq: PUBLIC_DLOB_SOURCE_HEADER } };
|
||||||
|
|
||||||
await ensureDlobTable(dlobL2LatestTable, [
|
await ensureDlobTable(dlobL2LatestTable, [
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'market_type',
|
'market_type',
|
||||||
'market_index',
|
'market_index',
|
||||||
@@ -273,9 +278,10 @@ async function main() {
|
|||||||
'asks',
|
'asks',
|
||||||
'raw',
|
'raw',
|
||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensureDlobTable(dlobStatsLatestTable, [
|
await ensureDlobTable(dlobStatsLatestTable, [
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'market_type',
|
'market_type',
|
||||||
'market_index',
|
'market_index',
|
||||||
@@ -296,9 +302,10 @@ async function main() {
|
|||||||
'imbalance',
|
'imbalance',
|
||||||
'raw',
|
'raw',
|
||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
|
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'band_bps',
|
'band_bps',
|
||||||
'market_type',
|
'market_type',
|
||||||
@@ -315,9 +322,10 @@ async function main() {
|
|||||||
'imbalance',
|
'imbalance',
|
||||||
'raw',
|
'raw',
|
||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobSlippageLatestTable, [
|
await ensurePublicSelectTable(dlobSlippageLatestTable, [
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'side',
|
'side',
|
||||||
'size_usd',
|
'size_usd',
|
||||||
@@ -337,9 +345,10 @@ async function main() {
|
|||||||
'fill_pct',
|
'fill_pct',
|
||||||
'raw',
|
'raw',
|
||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
|
await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'side',
|
'side',
|
||||||
'size_usd',
|
'size_usd',
|
||||||
@@ -359,11 +368,12 @@ async function main() {
|
|||||||
'fill_pct',
|
'fill_pct',
|
||||||
'raw',
|
'raw',
|
||||||
'updated_at',
|
'updated_at',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobStatsTsTable, [
|
await ensurePublicSelectTable(dlobStatsTsTable, [
|
||||||
'ts',
|
'ts',
|
||||||
'id',
|
'id',
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'market_type',
|
'market_type',
|
||||||
'market_index',
|
'market_index',
|
||||||
@@ -383,11 +393,12 @@ async function main() {
|
|||||||
'depth_ask_usd',
|
'depth_ask_usd',
|
||||||
'imbalance',
|
'imbalance',
|
||||||
'raw',
|
'raw',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobDepthBpsTsTable, [
|
await ensurePublicSelectTable(dlobDepthBpsTsTable, [
|
||||||
'ts',
|
'ts',
|
||||||
'id',
|
'id',
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'band_bps',
|
'band_bps',
|
||||||
'market_type',
|
'market_type',
|
||||||
@@ -403,11 +414,12 @@ async function main() {
|
|||||||
'ask_usd',
|
'ask_usd',
|
||||||
'imbalance',
|
'imbalance',
|
||||||
'raw',
|
'raw',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobSlippageTsTable, [
|
await ensurePublicSelectTable(dlobSlippageTsTable, [
|
||||||
'ts',
|
'ts',
|
||||||
'id',
|
'id',
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'side',
|
'side',
|
||||||
'size_usd',
|
'size_usd',
|
||||||
@@ -424,11 +436,12 @@ async function main() {
|
|||||||
'levels_consumed',
|
'levels_consumed',
|
||||||
'fill_pct',
|
'fill_pct',
|
||||||
'raw',
|
'raw',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
await ensurePublicSelectTable(dlobSlippageTsV2Table, [
|
await ensurePublicSelectTable(dlobSlippageTsV2Table, [
|
||||||
'ts',
|
'ts',
|
||||||
'id',
|
'id',
|
||||||
|
'source',
|
||||||
'market_name',
|
'market_name',
|
||||||
'side',
|
'side',
|
||||||
'size_usd',
|
'size_usd',
|
||||||
@@ -445,7 +458,7 @@ async function main() {
|
|||||||
'levels_consumed',
|
'levels_consumed',
|
||||||
'fill_pct',
|
'fill_pct',
|
||||||
'raw',
|
'raw',
|
||||||
]);
|
], { publicFilter: dlobPublicFilter });
|
||||||
|
|
||||||
// Return table type for candle functions (needed for Hasura to track the function).
|
// Return table type for candle functions (needed for Hasura to track the function).
|
||||||
await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
|
await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
|
||||||
|
|||||||
@@ -321,7 +321,8 @@ $$;
|
|||||||
-- Latest DLOB orderbook snapshots (top-N levels), per market.
|
-- Latest DLOB orderbook snapshots (top-N levels), per market.
|
||||||
-- Filled by a VPS worker (collector) and consumed by the UI via Hasura subscriptions.
|
-- Filled by a VPS worker (collector) and consumed by the UI via Hasura subscriptions.
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
|
CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
|
||||||
market_name TEXT PRIMARY KEY,
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
|
market_name TEXT NOT NULL,
|
||||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||||
market_index INTEGER,
|
market_index INTEGER,
|
||||||
ts BIGINT,
|
ts BIGINT,
|
||||||
@@ -333,15 +334,52 @@ CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
|
|||||||
bids JSONB,
|
bids JSONB,
|
||||||
asks JSONB,
|
asks JSONB,
|
||||||
raw JSONB,
|
raw JSONB,
|
||||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
|
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||||
|
PRIMARY KEY (source, market_name)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_l2_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_l2_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
|
-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
|
||||||
|
DO $$
|
||||||
|
DECLARE
|
||||||
|
pk_name text;
|
||||||
|
pk_cols text[];
|
||||||
|
BEGIN
|
||||||
|
SELECT
|
||||||
|
con.conname,
|
||||||
|
array_agg(att.attname ORDER BY ord.ordinality)
|
||||||
|
INTO pk_name, pk_cols
|
||||||
|
FROM pg_constraint con
|
||||||
|
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||||
|
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||||
|
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||||
|
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||||
|
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_l2_latest'
|
||||||
|
GROUP BY con.conname;
|
||||||
|
|
||||||
|
IF pk_name IS NULL THEN
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
|
||||||
|
ELSIF pk_cols <> ARRAY['source','market_name'] THEN
|
||||||
|
EXECUTE format('ALTER TABLE public.dlob_l2_latest DROP CONSTRAINT %I', pk_name);
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
|
||||||
|
END IF;
|
||||||
|
END $$;
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_l2_latest_updated_at_idx
|
CREATE INDEX IF NOT EXISTS dlob_l2_latest_updated_at_idx
|
||||||
ON public.dlob_l2_latest (updated_at DESC);
|
ON public.dlob_l2_latest (updated_at DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_l2_latest_source_updated_at_idx
|
||||||
|
ON public.dlob_l2_latest (source, updated_at DESC);
|
||||||
|
|
||||||
-- Derived stats for fast UI display.
|
-- Derived stats for fast UI display.
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
|
CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
|
||||||
market_name TEXT PRIMARY KEY,
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
|
market_name TEXT NOT NULL,
|
||||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||||
market_index INTEGER,
|
market_index INTEGER,
|
||||||
ts BIGINT,
|
ts BIGINT,
|
||||||
@@ -360,15 +398,52 @@ CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
|
|||||||
depth_ask_usd NUMERIC,
|
depth_ask_usd NUMERIC,
|
||||||
imbalance NUMERIC,
|
imbalance NUMERIC,
|
||||||
raw JSONB,
|
raw JSONB,
|
||||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
|
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||||
|
PRIMARY KEY (source, market_name)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_stats_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_stats_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
|
-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
|
||||||
|
DO $$
|
||||||
|
DECLARE
|
||||||
|
pk_name text;
|
||||||
|
pk_cols text[];
|
||||||
|
BEGIN
|
||||||
|
SELECT
|
||||||
|
con.conname,
|
||||||
|
array_agg(att.attname ORDER BY ord.ordinality)
|
||||||
|
INTO pk_name, pk_cols
|
||||||
|
FROM pg_constraint con
|
||||||
|
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||||
|
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||||
|
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||||
|
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||||
|
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_stats_latest'
|
||||||
|
GROUP BY con.conname;
|
||||||
|
|
||||||
|
IF pk_name IS NULL THEN
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
|
||||||
|
ELSIF pk_cols <> ARRAY['source','market_name'] THEN
|
||||||
|
EXECUTE format('ALTER TABLE public.dlob_stats_latest DROP CONSTRAINT %I', pk_name);
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
|
||||||
|
END IF;
|
||||||
|
END $$;
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_stats_latest_updated_at_idx
|
CREATE INDEX IF NOT EXISTS dlob_stats_latest_updated_at_idx
|
||||||
ON public.dlob_stats_latest (updated_at DESC);
|
ON public.dlob_stats_latest (updated_at DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_stats_latest_source_updated_at_idx
|
||||||
|
ON public.dlob_stats_latest (source, updated_at DESC);
|
||||||
|
|
||||||
-- Depth snapshots within bps bands around mid-price (per market, per band).
|
-- Depth snapshots within bps bands around mid-price (per market, per band).
|
||||||
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
|
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
band_bps INTEGER NOT NULL,
|
band_bps INTEGER NOT NULL,
|
||||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||||
@@ -385,18 +460,54 @@ CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
|
|||||||
imbalance NUMERIC,
|
imbalance NUMERIC,
|
||||||
raw JSONB,
|
raw JSONB,
|
||||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||||
PRIMARY KEY (market_name, band_bps)
|
PRIMARY KEY (source, market_name, band_bps)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_depth_bps_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_depth_bps_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
|
-- Ensure PRIMARY KEY is (source, market_name, band_bps) (required to keep 2 sources in parallel).
|
||||||
|
DO $$
|
||||||
|
DECLARE
|
||||||
|
pk_name text;
|
||||||
|
pk_cols text[];
|
||||||
|
BEGIN
|
||||||
|
SELECT
|
||||||
|
con.conname,
|
||||||
|
array_agg(att.attname ORDER BY ord.ordinality)
|
||||||
|
INTO pk_name, pk_cols
|
||||||
|
FROM pg_constraint con
|
||||||
|
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||||
|
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||||
|
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||||
|
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||||
|
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_depth_bps_latest'
|
||||||
|
GROUP BY con.conname;
|
||||||
|
|
||||||
|
IF pk_name IS NULL THEN
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
|
||||||
|
ELSIF pk_cols <> ARRAY['source','market_name','band_bps'] THEN
|
||||||
|
EXECUTE format('ALTER TABLE public.dlob_depth_bps_latest DROP CONSTRAINT %I', pk_name);
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
|
||||||
|
END IF;
|
||||||
|
END $$;
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_updated_at_idx
|
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_updated_at_idx
|
||||||
ON public.dlob_depth_bps_latest (updated_at DESC);
|
ON public.dlob_depth_bps_latest (updated_at DESC);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_market_name_idx
|
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_market_name_idx
|
||||||
ON public.dlob_depth_bps_latest (market_name);
|
ON public.dlob_depth_bps_latest (market_name);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_source_market_name_idx
|
||||||
|
ON public.dlob_depth_bps_latest (source, market_name);
|
||||||
|
|
||||||
-- Slippage/impact estimates for "market" orders at common USD sizes.
|
-- Slippage/impact estimates for "market" orders at common USD sizes.
|
||||||
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
|
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
side TEXT NOT NULL,
|
side TEXT NOT NULL,
|
||||||
size_usd INTEGER NOT NULL,
|
size_usd INTEGER NOT NULL,
|
||||||
@@ -416,19 +527,55 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
|
|||||||
fill_pct NUMERIC,
|
fill_pct NUMERIC,
|
||||||
raw JSONB,
|
raw JSONB,
|
||||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||||
PRIMARY KEY (market_name, side, size_usd),
|
PRIMARY KEY (source, market_name, side, size_usd),
|
||||||
CONSTRAINT dlob_slippage_latest_side_chk CHECK (side IN ('buy', 'sell'))
|
CONSTRAINT dlob_slippage_latest_side_chk CHECK (side IN ('buy', 'sell'))
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_slippage_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_slippage_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
|
-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
|
||||||
|
DO $$
|
||||||
|
DECLARE
|
||||||
|
pk_name text;
|
||||||
|
pk_cols text[];
|
||||||
|
BEGIN
|
||||||
|
SELECT
|
||||||
|
con.conname,
|
||||||
|
array_agg(att.attname ORDER BY ord.ordinality)
|
||||||
|
INTO pk_name, pk_cols
|
||||||
|
FROM pg_constraint con
|
||||||
|
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||||
|
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||||
|
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||||
|
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||||
|
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest'
|
||||||
|
GROUP BY con.conname;
|
||||||
|
|
||||||
|
IF pk_name IS NULL THEN
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||||
|
ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
|
||||||
|
EXECUTE format('ALTER TABLE public.dlob_slippage_latest DROP CONSTRAINT %I', pk_name);
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||||
|
END IF;
|
||||||
|
END $$;
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
|
||||||
ON public.dlob_slippage_latest (updated_at DESC);
|
ON public.dlob_slippage_latest (updated_at DESC);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
|
||||||
ON public.dlob_slippage_latest (market_name);
|
ON public.dlob_slippage_latest (market_name);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_source_market_name_idx
|
||||||
|
ON public.dlob_slippage_latest (source, market_name);
|
||||||
|
|
||||||
-- Slippage v2: supports fractional order sizes (e.g. 0.1/0.2/0.5 USD), per market and side.
|
-- Slippage v2: supports fractional order sizes (e.g. 0.1/0.2/0.5 USD), per market and side.
|
||||||
-- Keep v1 intact for backward compatibility and to avoid data loss.
|
-- Keep v1 intact for backward compatibility and to avoid data loss.
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
|
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
side TEXT NOT NULL, -- buy|sell
|
side TEXT NOT NULL, -- buy|sell
|
||||||
size_usd NUMERIC NOT NULL,
|
size_usd NUMERIC NOT NULL,
|
||||||
@@ -448,22 +595,58 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
|
|||||||
fill_pct NUMERIC,
|
fill_pct NUMERIC,
|
||||||
raw JSONB,
|
raw JSONB,
|
||||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||||
PRIMARY KEY (market_name, side, size_usd),
|
PRIMARY KEY (source, market_name, side, size_usd),
|
||||||
CONSTRAINT dlob_slippage_latest_v2_side_chk CHECK (side IN ('buy', 'sell'))
|
CONSTRAINT dlob_slippage_latest_v2_side_chk CHECK (side IN ('buy', 'sell'))
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_slippage_latest_v2 ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_slippage_latest_v2 SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
|
-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
|
||||||
|
DO $$
|
||||||
|
DECLARE
|
||||||
|
pk_name text;
|
||||||
|
pk_cols text[];
|
||||||
|
BEGIN
|
||||||
|
SELECT
|
||||||
|
con.conname,
|
||||||
|
array_agg(att.attname ORDER BY ord.ordinality)
|
||||||
|
INTO pk_name, pk_cols
|
||||||
|
FROM pg_constraint con
|
||||||
|
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||||
|
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||||
|
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||||
|
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||||
|
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest_v2'
|
||||||
|
GROUP BY con.conname;
|
||||||
|
|
||||||
|
IF pk_name IS NULL THEN
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||||
|
ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
|
||||||
|
EXECUTE format('ALTER TABLE public.dlob_slippage_latest_v2 DROP CONSTRAINT %I', pk_name);
|
||||||
|
EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||||
|
END IF;
|
||||||
|
END $$;
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_updated_at_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_updated_at_idx
|
||||||
ON public.dlob_slippage_latest_v2 (updated_at DESC);
|
ON public.dlob_slippage_latest_v2 (updated_at DESC);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_market_name_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_market_name_idx
|
||||||
ON public.dlob_slippage_latest_v2 (market_name);
|
ON public.dlob_slippage_latest_v2 (market_name);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_source_market_name_idx
|
||||||
|
ON public.dlob_slippage_latest_v2 (source, market_name);
|
||||||
|
|
||||||
-- Time-series tables for UI history (start: 7 days).
|
-- Time-series tables for UI history (start: 7 days).
|
||||||
-- Keep these append-only; use Timescale hypertables.
|
-- Keep these append-only; use Timescale hypertables.
|
||||||
|
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
|
CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
|
||||||
ts TIMESTAMPTZ NOT NULL,
|
ts TIMESTAMPTZ NOT NULL,
|
||||||
id BIGSERIAL NOT NULL,
|
id BIGSERIAL NOT NULL,
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||||
market_index INTEGER,
|
market_index INTEGER,
|
||||||
@@ -486,14 +669,24 @@ CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
|
|||||||
PRIMARY KEY (ts, id)
|
PRIMARY KEY (ts, id)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_stats_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_stats_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
SELECT create_hypertable('dlob_stats_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
SELECT create_hypertable('dlob_stats_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_stats_ts_market_ts_desc_idx
|
CREATE INDEX IF NOT EXISTS dlob_stats_ts_market_ts_desc_idx
|
||||||
ON public.dlob_stats_ts (market_name, ts DESC);
|
ON public.dlob_stats_ts (market_name, ts DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_stats_ts_source_market_ts_desc_idx
|
||||||
|
ON public.dlob_stats_ts (source, market_name, ts DESC);
|
||||||
|
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
|
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
|
||||||
ts TIMESTAMPTZ NOT NULL,
|
ts TIMESTAMPTZ NOT NULL,
|
||||||
id BIGSERIAL NOT NULL,
|
id BIGSERIAL NOT NULL,
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
band_bps INTEGER NOT NULL,
|
band_bps INTEGER NOT NULL,
|
||||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||||
@@ -512,14 +705,24 @@ CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
|
|||||||
PRIMARY KEY (ts, id)
|
PRIMARY KEY (ts, id)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_depth_bps_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_depth_bps_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
SELECT create_hypertable('dlob_depth_bps_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
SELECT create_hypertable('dlob_depth_bps_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_market_ts_desc_idx
|
CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_market_ts_desc_idx
|
||||||
ON public.dlob_depth_bps_ts (market_name, ts DESC);
|
ON public.dlob_depth_bps_ts (market_name, ts DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_source_market_ts_desc_idx
|
||||||
|
ON public.dlob_depth_bps_ts (source, market_name, ts DESC);
|
||||||
|
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
|
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
|
||||||
ts TIMESTAMPTZ NOT NULL,
|
ts TIMESTAMPTZ NOT NULL,
|
||||||
id BIGSERIAL NOT NULL,
|
id BIGSERIAL NOT NULL,
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
side TEXT NOT NULL,
|
side TEXT NOT NULL,
|
||||||
size_usd INTEGER NOT NULL,
|
size_usd INTEGER NOT NULL,
|
||||||
@@ -539,14 +742,24 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
|
|||||||
PRIMARY KEY (ts, id)
|
PRIMARY KEY (ts, id)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_slippage_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_slippage_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
|
||||||
ON public.dlob_slippage_ts (market_name, ts DESC);
|
ON public.dlob_slippage_ts (market_name, ts DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_source_market_ts_desc_idx
|
||||||
|
ON public.dlob_slippage_ts (source, market_name, ts DESC);
|
||||||
|
|
||||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
|
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
|
||||||
ts TIMESTAMPTZ NOT NULL,
|
ts TIMESTAMPTZ NOT NULL,
|
||||||
id BIGSERIAL NOT NULL,
|
id BIGSERIAL NOT NULL,
|
||||||
|
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||||
market_name TEXT NOT NULL,
|
market_name TEXT NOT NULL,
|
||||||
side TEXT NOT NULL,
|
side TEXT NOT NULL,
|
||||||
size_usd NUMERIC NOT NULL,
|
size_usd NUMERIC NOT NULL,
|
||||||
@@ -566,11 +779,19 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
|
|||||||
PRIMARY KEY (ts, id)
|
PRIMARY KEY (ts, id)
|
||||||
);
|
);
|
||||||
|
|
||||||
|
-- Schema upgrades (idempotent for existing volumes)
|
||||||
|
ALTER TABLE public.dlob_slippage_ts_v2 ADD COLUMN IF NOT EXISTS source TEXT;
|
||||||
|
ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||||
|
UPDATE public.dlob_slippage_ts_v2 SET source = 'mevnode' WHERE source IS NULL;
|
||||||
|
ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET NOT NULL;
|
||||||
|
|
||||||
SELECT create_hypertable('dlob_slippage_ts_v2', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
SELECT create_hypertable('dlob_slippage_ts_v2', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||||
|
|
||||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_market_ts_desc_idx
|
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_market_ts_desc_idx
|
||||||
ON public.dlob_slippage_ts_v2 (market_name, ts DESC);
|
ON public.dlob_slippage_ts_v2 (market_name, ts DESC);
|
||||||
|
|
||||||
|
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_source_market_ts_desc_idx
|
||||||
|
ON public.dlob_slippage_ts_v2 (source, market_name, ts DESC);
|
||||||
-- Retention policies (best-effort; safe if Timescale is present).
|
-- Retention policies (best-effort; safe if Timescale is present).
|
||||||
DO $$
|
DO $$
|
||||||
BEGIN
|
BEGIN
|
||||||
|
|||||||
@@ -19,9 +19,13 @@ resources:
|
|||||||
- dlob/server-service.yaml
|
- dlob/server-service.yaml
|
||||||
- dlob/server-deployment.yaml
|
- dlob/server-deployment.yaml
|
||||||
- dlob-worker/deployment.yaml
|
- dlob-worker/deployment.yaml
|
||||||
|
- dlob-worker/deployment-drift.yaml
|
||||||
- dlob-depth-worker/deployment.yaml
|
- dlob-depth-worker/deployment.yaml
|
||||||
|
- dlob-depth-worker/deployment-drift.yaml
|
||||||
- dlob-slippage-worker/deployment.yaml
|
- dlob-slippage-worker/deployment.yaml
|
||||||
|
- dlob-slippage-worker/deployment-drift.yaml
|
||||||
- dlob-ts-archiver/deployment.yaml
|
- dlob-ts-archiver/deployment.yaml
|
||||||
|
- dlob-ts-archiver/deployment-drift.yaml
|
||||||
- candles-cache-worker/deployment.yaml
|
- candles-cache-worker/deployment.yaml
|
||||||
|
|
||||||
configMapGenerator:
|
configMapGenerator:
|
||||||
|
|||||||
@@ -1,16 +0,0 @@
|
|||||||
apiVersion: apps/v1
|
|
||||||
kind: Deployment
|
|
||||||
metadata:
|
|
||||||
name: dlob-worker
|
|
||||||
spec:
|
|
||||||
template:
|
|
||||||
spec:
|
|
||||||
hostNetwork: true
|
|
||||||
dnsPolicy: ClusterFirstWithHostNet
|
|
||||||
containers:
|
|
||||||
- name: worker
|
|
||||||
env:
|
|
||||||
- name: DLOB_HTTP_URL
|
|
||||||
value: https://dlob.drift.trade
|
|
||||||
- name: DLOB_FORCE_IPV6
|
|
||||||
value: "true"
|
|
||||||
@@ -14,7 +14,6 @@ patchesStrategicMerge:
|
|||||||
- frontend-auth-patch.yaml
|
- frontend-auth-patch.yaml
|
||||||
- frontend-graphql-proxy-patch.yaml
|
- frontend-graphql-proxy-patch.yaml
|
||||||
- ingestor-dlob-patch.yaml
|
- ingestor-dlob-patch.yaml
|
||||||
- dlob-worker-patch.yaml
|
|
||||||
|
|
||||||
configMapGenerator:
|
configMapGenerator:
|
||||||
- name: trade-dlob-ingestor-script
|
- name: trade-dlob-ingestor-script
|
||||||
|
|||||||
Reference in New Issue
Block a user