feat(staging): add candles cache + v2 slippage

kustomize/base/dlob-ts-archiver/worker.mjs

@@ -1,6 +1,16 @@
+import fs from 'node:fs';
 import process from 'node:process';
 import { setTimeout as sleep } from 'node:timers/promises';
 
+function readJsonFile(filePath) {
+  try {
+    const raw = fs.readFileSync(filePath, 'utf8');
+    return JSON.parse(raw);
+  } catch {
+    return undefined;
+  }
+}
+
 function getIsoNow() {
   return new Date().toISOString();
 }
@@ -20,30 +30,53 @@ function envList(name, fallbackCsv) {
 }
 
 function resolveConfig() {
-  const hasuraUrl = String(process.env.HASURA_GRAPHQL_URL || 'http://hasura:8080/v1/graphql').trim();
-  const hasuraAdminSecret = String(process.env.HASURA_ADMIN_SECRET || '').trim();
-  if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
+  const tokensPath =
+    process.env.HASURA_TOKENS_FILE ||
+    process.env.TOKENS_FILE ||
+    process.env.HASURA_CONFIG_FILE ||
+    '/app/tokens/hasura.json';
+  const tokens = readJsonFile(tokensPath) || {};
+
+  const hasuraUrl =
+    process.env.HASURA_GRAPHQL_URL ||
+    tokens.graphqlUrl ||
+    tokens.apiUrl ||
+    'http://hasura:8080/v1/graphql';
+  const hasuraAdminSecret =
+    process.env.HASURA_ADMIN_SECRET ||
+    process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
+    tokens.adminSecret ||
+    tokens.hasuraAdminSecret;
+  const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
 
   const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
-  const pollMs = clampInt(process.env.DLOB_TS_POLL_MS, 250, 60_000, 1000);
+  const pollMs = clampInt(process.env.DLOB_TS_POLL_MS, 500, 60_000, 1000);
 
-  return { hasuraUrl, hasuraAdminSecret, markets, pollMs };
+  return { hasuraUrl, hasuraAdminSecret, hasuraAuthToken, markets, pollMs };
 }
 
 async function graphqlRequest(cfg, query, variables) {
+  const headers = { 'content-type': 'application/json' };
+  if (cfg.hasuraAuthToken) {
+    headers.authorization = `Bearer ${cfg.hasuraAuthToken}`;
+  } else if (cfg.hasuraAdminSecret) {
+    headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret;
+  } else {
+    throw new Error('Missing Hasura auth (set HASURA_AUTH_TOKEN or HASURA_ADMIN_SECRET or mount tokens/hasura.json)');
+  }
+
   const res = await fetch(cfg.hasuraUrl, {
     method: 'POST',
-    headers: {
-      'content-type': 'application/json',
-      'x-hasura-admin-secret': cfg.hasuraAdminSecret,
-    },
+    headers,
     body: JSON.stringify({ query, variables }),
     signal: AbortSignal.timeout(15_000),
   });
   const text = await res.text();
   if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
   const json = JSON.parse(text);
-  if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
+  if (json.errors?.length) {
+    throw new Error(json.errors.map((e) => e.message).join(' | '));
+  }
   return json.data;
 }
 
@@ -63,6 +96,7 @@ async function main() {
         service: 'dlob-ts-archiver',
         startedAt: getIsoNow(),
         hasuraUrl: cfg.hasuraUrl,
+        hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
         markets: cfg.markets,
         pollMs: cfg.pollMs,
       },
@@ -93,6 +127,11 @@ async function main() {
             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 } }) {
+            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
+          }
         }
       `;
 
@@ -160,28 +199,41 @@ async function main() {
         raw: r.raw ?? null,
       }));
 
-      if (!statsRows.length && !depthRows.length && !slippageRows.length) {
-        await sleep(cfg.pollMs);
-        continue;
-      }
+      const slippageRowsV2 = (data?.dlob_slippage_latest_v2 || []).map((r) => ({
+        ts: now,
+        market_name: r.market_name,
+        side: r.side,
+        size_usd: r.size_usd,
+        market_type: r.market_type,
+        market_index: r.market_index ?? null,
+        source_ts: mapBigint(r.ts),
+        slot: mapBigint(r.slot),
+        mid_price: r.mid_price ?? null,
+        vwap_price: r.vwap_price ?? null,
+        worst_price: r.worst_price ?? null,
+        filled_usd: r.filled_usd ?? null,
+        filled_base: r.filled_base ?? null,
+        impact_bps: r.impact_bps ?? null,
+        levels_consumed: r.levels_consumed ?? null,
+        fill_pct: r.fill_pct ?? null,
+        raw: r.raw ?? null,
+      }));
 
       const mutation = `
         mutation InsertTs(
           $stats: [dlob_stats_ts_insert_input!]!
           $depth: [dlob_depth_bps_ts_insert_input!]!
           $slip: [dlob_slippage_ts_insert_input!]!
+          $slipV2: [dlob_slippage_ts_v2_insert_input!]!
         ) {
           insert_dlob_stats_ts(objects: $stats) { affected_rows }
           insert_dlob_depth_bps_ts(objects: $depth) { affected_rows }
           insert_dlob_slippage_ts(objects: $slip) { affected_rows }
+          insert_dlob_slippage_ts_v2(objects: $slipV2) { affected_rows }
         }
       `;
 
-      await graphqlRequest(cfg, mutation, {
-        stats: statsRows,
-        depth: depthRows,
-        slip: slippageRows,
-      });
+      await graphqlRequest(cfg, mutation, { stats: statsRows, depth: depthRows, slip: slippageRows, slipV2: slippageRowsV2 });
     } catch (err) {
       console.error(`[dlob-ts-archiver] ${String(err?.message || err)}`);
     }
@@ -194,4 +246,3 @@ main().catch((err) => {
   console.error(String(err?.stack || err));
   process.exitCode = 1;
 });
-