diff --git a/kustomize/base/api/server.mjs b/kustomize/base/api/server.mjs new file mode 100644 index 0000000..9677b0e --- /dev/null +++ b/kustomize/base/api/server.mjs @@ -0,0 +1,1661 @@ +import crypto from 'node:crypto'; +import fs from 'node:fs'; +import http from 'node:http'; +import path from 'node:path'; +import { fileURLToPath } from 'node:url'; + +const SCRIPT_DIR = path.dirname(fileURLToPath(import.meta.url)); +const PROJECT_ROOT = path.resolve(SCRIPT_DIR, '..', '..'); +const TOKENS_DIR = path.join(PROJECT_ROOT, 'tokens'); + +function readJsonFile(filePath) { + try { + const raw = fs.readFileSync(filePath, 'utf8'); + return JSON.parse(raw); + } catch { + return undefined; + } +} + +function getIsoNow() { + return new Date().toISOString(); +} + +function base64Url(buf) { + return Buffer.from(buf) + .toString('base64') + .replace(/=/g, '') + .replace(/\+/g, '-') + .replace(/\//g, '_'); +} + +function sha256Hex(text) { + return crypto.createHash('sha256').update(text, 'utf8').digest('hex'); +} + +function generateToken() { + return `alg_${base64Url(crypto.randomBytes(32))}`; +} + +function getHeader(req, name) { + const v = req.headers[String(name).toLowerCase()]; + return Array.isArray(v) ? v[0] : v; +} + +function readBearerToken(req) { + const auth = getHeader(req, 'authorization'); + if (auth && typeof auth === 'string') { + const m = auth.match(/^Bearer\s+(.+)$/i); + if (m && m[1]) return m[1].trim(); + } + const apiKey = getHeader(req, 'x-api-key'); + if (apiKey && typeof apiKey === 'string' && apiKey.trim()) return apiKey.trim(); + return undefined; +} + +function withCors(res, corsOrigin) { + res.setHeader('access-control-allow-origin', corsOrigin); + res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS'); + res.setHeader( + 'access-control-allow-headers', + 'content-type, authorization, x-api-key, x-admin-secret' + ); +} + +function sendJson(res, status, body, corsOrigin) { + withCors(res, corsOrigin); + res.statusCode = status; + res.setHeader('content-type', 'application/json; charset=utf-8'); + res.end(JSON.stringify(body)); +} + +async function readBodyJson(req, { maxBytes }) { + const chunks = []; + let total = 0; + for await (const chunk of req) { + total += chunk.length; + if (total > maxBytes) throw new Error('payload_too_large'); + chunks.push(chunk); + } + const text = Buffer.concat(chunks).toString('utf8'); + if (!text.trim()) return {}; + try { + return JSON.parse(text); + } catch { + throw new Error('invalid_json'); + } +} + +function normalizeGraphqlName(value, fallback, label) { + const v = String(value || fallback || '') + .trim() + .toLowerCase(); + if (!v) return String(fallback || ''); + if (!/^[a-z][a-z0-9_]*$/.test(v)) throw new Error(`Invalid ${label}: ${value}`); + return v; +} + +function resolveConfig() { + const hasuraTokens = readJsonFile(path.join(TOKENS_DIR, 'hasura.json')) || {}; + const apiTokens = readJsonFile(path.join(TOKENS_DIR, 'api.json')) || {}; + + const portRaw = process.env.PORT || process.env.API_PORT || apiTokens.port || '8787'; + const port = Number.parseInt(String(portRaw), 10); + if (!Number.isInteger(port) || port <= 0) throw new Error(`Invalid PORT: ${portRaw}`); + + const hasuraUrl = + process.env.HASURA_GRAPHQL_URL || + hasuraTokens.graphqlUrl || + hasuraTokens.apiUrl || + 'http://localhost:8080/v1/graphql'; + + const hasuraAdminSecret = + process.env.HASURA_ADMIN_SECRET || hasuraTokens.adminSecret || hasuraTokens.hasuraAdminSecret; + + const apiAdminSecret = process.env.API_ADMIN_SECRET || apiTokens.adminSecret; + + const corsOrigin = process.env.CORS_ORIGIN || apiTokens.corsOrigin || '*'; + + const appVersion = String(process.env.APP_VERSION || 'v1').trim() || 'v1'; + const buildTimestamp = String(process.env.BUILD_TIMESTAMP || '').trim() || undefined; + const startedAt = getIsoNow(); + + const ticksTable = normalizeGraphqlName(process.env.TICKS_TABLE, 'drift_ticks', 'TICKS_TABLE'); + const candlesFunction = normalizeGraphqlName( + process.env.CANDLES_FUNCTION, + 'get_drift_candles', + 'CANDLES_FUNCTION' + ); + + return { + port, + hasuraUrl, + hasuraAdminSecret, + apiAdminSecret, + corsOrigin, + appVersion, + buildTimestamp, + startedAt, + ticksTable, + candlesFunction, + }; +} + +async function hasuraRequest(cfg, { admin }, query, variables) { + const headers = { 'content-type': 'application/json' }; + if (admin) { + if (!cfg.hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET (or tokens/hasura.json adminSecret)'); + headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret; + } + + const res = await fetch(cfg.hasuraUrl, { + method: 'POST', + headers, + body: JSON.stringify({ query, variables }), + }); + + const text = await res.text(); + if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`); + + let json; + try { + json = JSON.parse(text); + } catch { + throw new Error(`Hasura invalid JSON: ${text}`); + } + if (json.errors?.length) { + throw new Error(json.errors.map((e) => e.message).join(' | ')); + } + return json.data; +} + +async function readSolPriceUsd(cfg) { + // Best-effort: use DLOB stats for SOL-PERP if available, else latest tick mark/oracle. + try { + const q = ` + query SolPrice { + dlob_stats_latest(where: {market_name: {_eq: "SOL-PERP"}}, limit: 1) { + mid_price + mark_price + oracle_price + } + } + `; + const data = await hasuraRequest(cfg, { admin: true }, q, {}); + const row = data?.dlob_stats_latest?.[0]; + const p = parseNumeric(row?.mid_price) ?? parseNumeric(row?.mark_price) ?? parseNumeric(row?.oracle_price); + if (p != null && p > 0) return p; + } catch { + // ignore + } + + try { + const table = cfg.ticksTable; + const q = ` + query SolTick($limit: Int!) { + ${table}(where: {symbol: {_eq: "SOL-PERP"}}, order_by: {ts: desc}, limit: $limit) { + mark_price + oracle_price + } + } + `; + const data = await hasuraRequest(cfg, { admin: true }, q, { limit: 1 }); + const row = data?.[table]?.[0]; + const p = parseNumeric(row?.mark_price) ?? parseNumeric(row?.oracle_price); + if (p != null && p > 0) return p; + } catch { + // ignore + } + + return null; +} + +function normalizeScopes(value) { + if (!value) return []; + if (Array.isArray(value)) return value.map((v) => String(v)).filter(Boolean); + if (typeof value === 'string') { + return value + .split(',') + .map((s) => s.trim()) + .filter(Boolean); + } + return []; +} + +async function requireValidToken(cfg, req, requiredScope) { + const token = readBearerToken(req); + if (!token) return { ok: false, status: 401, error: 'missing_token' }; + + const hash = sha256Hex(token); + const query = ` + query ValidToken($hash: String!) { + api_tokens(where: {token_hash: {_eq: $hash}, revoked_at: {_is_null: true}}, limit: 1) { + id + name + scopes + } + } + `; + + let data; + try { + data = await hasuraRequest(cfg, { admin: true }, query, { hash }); + } catch (err) { + return { ok: false, status: 500, error: String(err?.message || err) }; + } + + const row = data?.api_tokens?.[0]; + if (!row?.id) return { ok: false, status: 401, error: 'invalid_or_revoked_token' }; + const scopes = normalizeScopes(row.scopes); + if (requiredScope && !scopes.includes(requiredScope)) { + return { ok: false, status: 403, error: 'missing_scope' }; + } + + // best-effort touch + const touch = ` + mutation TouchToken($id: uuid!, $ts: timestamptz!) { + update_api_tokens_by_pk(pk_columns: {id: $id}, _set: {last_used_at: $ts}) { id } + } + `; + hasuraRequest(cfg, { admin: true }, touch, { id: row.id, ts: new Date().toISOString() }).catch(() => {}); + + return { ok: true, token: { id: row.id, name: row.name } }; +} + +function toNumericString(value, fieldName) { + if (value == null) throw new Error(`invalid_${fieldName}`); + if (typeof value === 'number') { + if (!Number.isFinite(value)) throw new Error(`invalid_${fieldName}`); + return String(value); + } + if (typeof value === 'string') { + const s = value.trim(); + if (!s) throw new Error(`invalid_${fieldName}`); + const n = Number(s); + if (!Number.isFinite(n)) throw new Error(`invalid_${fieldName}`); + return s; + } + // best-effort: allow bigint-like or BN-like objects + if (typeof value?.toString === 'function') { + const s = String(value.toString()).trim(); + if (!s) throw new Error(`invalid_${fieldName}`); + const n = Number(s); + if (!Number.isFinite(n)) throw new Error(`invalid_${fieldName}`); + return s; + } + throw new Error(`invalid_${fieldName}`); +} + +function normalizeTick(input, tokenInfo) { + const ts = (input?.ts || input?.timestamp || getIsoNow())?.toString?.(); + const market_index = input?.market_index ?? input?.marketIndex; + const symbol = input?.symbol; + const oracle_price = input?.oracle_price ?? input?.oraclePrice ?? input?.price; + const mark_price = input?.mark_price ?? input?.markPrice ?? input?.mark; + const oracle_slot = input?.oracle_slot ?? input?.oracleSlot ?? input?.slot; + const source = (input?.source || 'api')?.toString?.(); + const raw = input?.raw && typeof input.raw === 'object' ? input.raw : undefined; + + if (!ts || Number.isNaN(Date.parse(ts))) throw new Error('invalid_ts'); + if (!Number.isInteger(market_index)) throw new Error('invalid_market_index'); + if (typeof symbol !== 'string' || !symbol.trim()) throw new Error('invalid_symbol'); + const oracleStr = toNumericString(oracle_price, 'oracle_price'); + const markStr = mark_price == null ? undefined : toNumericString(mark_price, 'mark_price'); + + const slotNum = + oracle_slot == null ? undefined : Number.isFinite(Number(oracle_slot)) ? Number(oracle_slot) : undefined; + + const mergedRaw = + raw || tokenInfo + ? { + ...(raw || {}), + ingestedBy: tokenInfo ? { tokenId: tokenInfo.id, name: tokenInfo.name } : undefined, + } + : undefined; + + return { + ts, + market_index, + symbol: symbol.trim(), + // Postgres columns are NUMERIC; Hasura `numeric` scalar returns strings and expects string inputs. + oracle_price: oracleStr, + mark_price: markStr, + oracle_slot: slotNum, + source, + raw: mergedRaw, + }; +} + +async function insertTick(cfg, tick) { + const table = cfg.ticksTable; + const insertField = `insert_${table}_one`; + const mutation = ` + mutation InsertTick($object: ${table}_insert_input!) { + ${insertField}(object: $object) { + id + } + } + `; + + const data = await hasuraRequest(cfg, { admin: true }, mutation, { object: tick }); + return data?.[insertField]?.id; +} + +async function createApiToken(cfg, name, scopes, meta) { + const mutation = ` + mutation CreateToken($name: String!, $hash: String!, $scopes: [String!]!, $meta: jsonb) { + insert_api_tokens_one(object: {name: $name, token_hash: $hash, scopes: $scopes, meta: $meta}) { + id + name + created_at + } + } + `; + + for (let attempt = 0; attempt < 5; attempt++) { + const token = generateToken(); + const hash = sha256Hex(token); + try { + const data = await hasuraRequest(cfg, { admin: true }, mutation, { name, hash, scopes, meta }); + const row = data?.insert_api_tokens_one; + if (!row?.id) throw new Error('token_insert_failed'); + return { token, row }; + } catch (err) { + const msg = String(err?.message || err); + const isUniqueConflict = msg.toLowerCase().includes('unique') || msg.toLowerCase().includes('constraint'); + if (!isUniqueConflict) throw err; + } + } + throw new Error('token_generation_failed'); +} + +async function revokeApiToken(cfg, id) { + const mutation = ` + mutation RevokeToken($id: uuid!, $ts: timestamptz!) { + update_api_tokens_by_pk(pk_columns: {id: $id}, _set: {revoked_at: $ts}) { + id + revoked_at + } + } + `; + const data = await hasuraRequest(cfg, { admin: true }, mutation, { id, ts: new Date().toISOString() }); + return data?.update_api_tokens_by_pk?.id; +} + +function clampInt(value, min, max) { + const n = Number.parseInt(String(value), 10); + if (!Number.isFinite(n) || !Number.isInteger(n)) return min; + return Math.min(max, Math.max(min, n)); +} + +function clampNumber(value, min, max, fallback) { + const n = typeof value === 'number' ? value : Number(value); + if (!Number.isFinite(n)) return fallback; + return Math.min(max, Math.max(min, n)); +} + +function parseNumeric(value) { + if (value == null) return null; + if (typeof value === 'number') return Number.isFinite(value) ? value : null; + if (typeof value === 'string') { + const s = value.trim(); + if (!s) return null; + const n = Number(s); + return Number.isFinite(n) ? n : null; + } + return null; +} + +function tsToUnixSeconds(value) { + if (typeof value === 'number') return Number.isFinite(value) ? value : null; + if (typeof value !== 'string') return null; + const ms = Date.parse(value); + if (!Number.isFinite(ms)) return null; + return Math.floor(ms / 1000); +} + +function isUuid(value) { + const s = String(value || '').trim(); + return /^[0-9a-f]{8}-[0-9a-f]{4}-[1-5][0-9a-f]{3}-[89ab][0-9a-f]{3}-[0-9a-f]{12}$/i.test(s); +} + +function getByPath(obj, pathStr) { + if (!obj || typeof obj !== 'object') return undefined; + const parts = String(pathStr || '').split('.').filter(Boolean); + let cur = obj; + for (const p of parts) { + if (!cur || typeof cur !== 'object') return undefined; + cur = cur[p]; + } + return cur; +} + +function readNumberFromPayload(payload, paths) { + for (const p of paths) { + const v = getByPath(payload, p); + const n = parseNumeric(v); + if (n != null) return n; + } + return null; +} + +function readTextFromPayload(payload, paths) { + for (const p of paths) { + const v = getByPath(payload, p); + if (typeof v === 'string' && v.trim()) return v.trim(); + } + return null; +} + +function inferContractSizeUsd(contract) { + return ( + readNumberFromPayload(contract, [ + 'desired.size_usd', + 'desired.sizeUsd', + 'desired.notional_usd', + 'desired.notionalUsd', + 'entry.size_usd', + 'entry.sizeUsd', + 'entry.notional_usd', + 'entry.notionalUsd', + 'entry.order_intent.size_usd', + 'entry.order_intent.sizeUsd', + 'desired.order_intent.size_usd', + 'desired.order_intent.sizeUsd', + ]) || null + ); +} + +function inferContractSide(contract) { + const raw = + readTextFromPayload(contract, [ + 'desired.side', + 'entry.side', + 'entry.order_intent.side', + 'desired.order_intent.side', + 'desired.direction', + 'entry.direction', + ]) || ''; + const v = raw.toLowerCase(); + if (v === 'long' || v === 'buy') return 'long'; + if (v === 'short' || v === 'sell') return 'short'; + return null; +} + +function sumCostsFromEvents(events) { + const totals = { + tradeFeeUsd: 0, + txFeeUsd: 0, + slippageUsd: 0, + fundingUsd: 0, + realizedPnlUsd: 0, + txCount: 0, + fillCount: 0, + cancelCount: 0, + modifyCount: 0, + errorCount: 0, + }; + + for (const ev of events || []) { + const t = String(ev?.event_type || '').toLowerCase(); + const payload = ev?.payload && typeof ev.payload === 'object' ? ev.payload : {}; + + const tradeFeeUsd = + readNumberFromPayload(payload, ['realized_fee_usd', 'trade_fee_usd', 'fee_usd', 'fees.trade_fee_usd', 'fees.usd']) || 0; + const txFeeUsd = + readNumberFromPayload(payload, ['realized_tx_usd', 'tx_fee_usd', 'network_fee_usd', 'fees.tx_fee_usd', 'fees.network_usd']) || 0; + const slippageUsd = + readNumberFromPayload(payload, ['slippage_usd', 'realized_slippage_usd', 'execution_usd', 'realized_execution_usd']) || 0; + const fundingUsd = readNumberFromPayload(payload, ['funding_usd', 'realized_funding_usd']) || 0; + const pnlUsd = readNumberFromPayload(payload, ['realized_pnl_usd', 'pnl_usd']) || 0; + const txCount = readNumberFromPayload(payload, ['tx_count', 'txCount']) || 0; + + totals.tradeFeeUsd += tradeFeeUsd; + totals.txFeeUsd += txFeeUsd; + totals.slippageUsd += slippageUsd; + totals.fundingUsd += fundingUsd; + totals.realizedPnlUsd += pnlUsd; + totals.txCount += txCount; + + if (t.includes('fill')) totals.fillCount += 1; + if (t.includes('cancel')) totals.cancelCount += 1; + if (t.includes('modify') || t.includes('reprice')) totals.modifyCount += 1; + if (t.includes('error') || String(ev?.severity || '').toLowerCase() === 'error') totals.errorCount += 1; + } + + const totalCostsUsd = totals.tradeFeeUsd + totals.txFeeUsd + totals.slippageUsd + totals.fundingUsd; + + return { + ...totals, + totalCostsUsd, + netPnlUsd: totals.realizedPnlUsd - totalCostsUsd, + }; +} + +function buildCostSeriesFromEvents(events, { maxPoints }) { + const points = []; + const totals = { + tradeFeeUsd: 0, + txFeeUsd: 0, + slippageUsd: 0, + fundingUsd: 0, + realizedPnlUsd: 0, + }; + + for (const ev of events || []) { + const ts = ev?.ts; + if (!ts) continue; + const payload = ev?.payload && typeof ev.payload === 'object' ? ev.payload : {}; + + const tradeFeeUsd = + readNumberFromPayload(payload, ['realized_fee_usd', 'trade_fee_usd', 'fee_usd', 'fees.trade_fee_usd', 'fees.usd']) || 0; + const txFeeUsd = + readNumberFromPayload(payload, ['realized_tx_usd', 'tx_fee_usd', 'network_fee_usd', 'fees.tx_fee_usd', 'fees.network_usd']) || 0; + const slippageUsd = + readNumberFromPayload(payload, ['slippage_usd', 'realized_slippage_usd', 'execution_usd', 'realized_execution_usd']) || 0; + const fundingUsd = readNumberFromPayload(payload, ['funding_usd', 'realized_funding_usd']) || 0; + const pnlUsd = readNumberFromPayload(payload, ['realized_pnl_usd', 'pnl_usd']) || 0; + + totals.tradeFeeUsd += tradeFeeUsd; + totals.txFeeUsd += txFeeUsd; + totals.slippageUsd += slippageUsd; + totals.fundingUsd += fundingUsd; + totals.realizedPnlUsd += pnlUsd; + + const totalCostsUsd = totals.tradeFeeUsd + totals.txFeeUsd + totals.slippageUsd + totals.fundingUsd; + points.push({ + ts, + tradeFeeUsd: totals.tradeFeeUsd, + txFeeUsd: totals.txFeeUsd, + slippageUsd: totals.slippageUsd, + fundingUsd: totals.fundingUsd, + totalCostsUsd, + realizedPnlUsd: totals.realizedPnlUsd, + netPnlUsd: totals.realizedPnlUsd - totalCostsUsd, + }); + } + + const cap = Math.max(50, Math.min(10_000, Number(maxPoints) || 600)); + if (points.length <= cap) return points; + + const step = Math.ceil(points.length / cap); + const sampled = []; + for (let i = 0; i < points.length; i += step) sampled.push(points[i]); + const last = points[points.length - 1]; + if (sampled[sampled.length - 1] !== last) sampled.push(last); + return sampled; +} + +function flowFromDelta(delta) { + if (delta > 0) return { up: 1, down: 0, flat: 0 }; + if (delta < 0) return { up: 0, down: 1, flat: 0 }; + return { up: 0, down: 0, flat: 1 }; +} + +function computeCandleFlowFromTicks({ candle, bucketSeconds, points, nowSec, isCurrent }) { + const start = candle.time; + const end = start + bucketSeconds; + const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; + + const totalWindow = progressEnd - start; + if (!(totalWindow > 0)) return flowFromDelta(candle.close - candle.open); + + let up = 0; + let down = 0; + let flat = 0; + + let prevT = start; + let prevP = candle.open; + + for (const pt of points || []) { + const t = clampNumber(pt.t, prevT, progressEnd, prevT); + const dt = t - prevT; + if (dt > 0) { + const delta = pt.p - prevP; + if (delta > 0) up += dt; + else if (delta < 0) down += dt; + else flat += dt; + prevT = t; + } + prevP = pt.p; + if (prevT >= progressEnd) break; + } + + const tail = progressEnd - prevT; + if (tail > 0) flat += tail; + + const sum = up + down + flat; + if (!(sum > 0)) return flowFromDelta(candle.close - candle.open); + return { up: up / sum, down: down / sum, flat: flat / sum }; +} + +function computeCandleFlowRowsFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { + const start = candle.time; + const end = start + bucketSeconds; + const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; + const totalWindow = progressEnd - start; + if (!(totalWindow > 0)) { + const overall = candle.close - candle.open; + const dir = overall > 0 ? 1 : overall < 0 ? -1 : 0; + return new Array(rows).fill(dir); + } + + const rowDirs = new Array(rows).fill(0); + + const pts = [{ t: start, p: candle.open }, ...(points || []), { t: progressEnd, p: candle.close }]; + for (let i = 1; i < pts.length; i += 1) { + const a = pts[i - 1]; + const b = pts[i]; + const t1 = clampNumber(a.t, start, progressEnd, start); + const t2 = clampNumber(b.t, start, progressEnd, start); + if (!(t2 > t1)) continue; + + const delta = b.p - a.p; + const dir = delta > 0 ? 1 : delta < 0 ? -1 : 0; + + const from = Math.max(0, Math.min(rows - 1, Math.floor(((t1 - start) / bucketSeconds) * rows))); + const to = Math.max(0, Math.min(rows - 1, Math.floor(((t2 - start) / bucketSeconds) * rows))); + for (let r = from; r <= to; r += 1) rowDirs[r] = dir; + } + + return rowDirs; +} + +function computeCandleFlowSlicesFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { + const start = candle.time; + const end = start + bucketSeconds; + const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; + const dirs = new Array(rows).fill(0); + const moves = new Array(rows).fill(0); + + const totalWindow = progressEnd - start; + if (!(totalWindow > 0)) { + const overall = candle.close - candle.open; + const dir = overall > 0 ? 1 : overall < 0 ? -1 : 0; + dirs.fill(dir); + return { dirs, moves }; + } + + const pts = [...(points || []), { t: progressEnd, p: candle.close }]; + let idx = 0; + let lastP = candle.open; + + for (let r = 0; r < rows; r += 1) { + const sliceStart = start + (r / rows) * bucketSeconds; + if (!(sliceStart < progressEnd)) break; + const sliceEnd = Math.min(progressEnd, start + ((r + 1) / rows) * bucketSeconds); + + while (idx < pts.length && pts[idx].t <= sliceStart) { + lastP = pts[idx].p; + idx += 1; + } + const pStart = lastP; + + while (idx < pts.length && pts[idx].t <= sliceEnd) { + lastP = pts[idx].p; + idx += 1; + } + const pEnd = lastP; + + const delta = pEnd - pStart; + const dir = delta > 0 ? 1 : delta < 0 ? -1 : 0; + const move = Math.abs(delta); + dirs[r] = dir; + moves[r] = Number.isFinite(move) ? move : 0; + } + + return { dirs, moves }; +} + +function computeCandleFlowMovesFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { + const start = candle.time; + const end = start + bucketSeconds; + const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; + const totalWindow = progressEnd - start; + const out = new Array(rows).fill(0); + if (!(totalWindow > 0)) return out; + + const pts = [...(points || []), { t: progressEnd, p: candle.close }]; + let idx = 0; + let lastP = candle.open; + + for (let r = 0; r < rows; r += 1) { + const sliceStart = start + (r / rows) * bucketSeconds; + if (!(sliceStart < progressEnd)) break; + const sliceEnd = Math.min(progressEnd, start + ((r + 1) / rows) * bucketSeconds); + + while (idx < pts.length && pts[idx].t <= sliceStart) { + lastP = pts[idx].p; + idx += 1; + } + const pStart = lastP; + + while (idx < pts.length && pts[idx].t <= sliceEnd) { + lastP = pts[idx].p; + idx += 1; + } + const pEnd = lastP; + + const move = Math.abs(pEnd - pStart); + out[r] = Number.isFinite(move) ? move : 0; + } + + return out; +} + +function parseTimeframeToSeconds(tf) { + const v = String(tf || '').trim().toLowerCase(); + if (!v) return 60; + const m = v.match(/^(\d+)(s|m|h|d)$/); + if (!m) throw new Error(`invalid_tf`); + const num = Number.parseInt(m[1], 10); + if (!Number.isInteger(num) || num <= 0) throw new Error(`invalid_tf`); + const unit = m[2]; + const mult = unit === 's' ? 1 : unit === 'm' ? 60 : unit === 'h' ? 3600 : 86400; + return num * mult; +} + +function pickFlowPointBucketSeconds(bucketSeconds, rowsPerCandle) { + // We want a point step that is: + // - small enough to capture intra-candle direction, + // - but derived from already-cached candle buckets (1s/3s/5s/...). + const targetStep = Math.max(1, Math.floor(bucketSeconds / Math.max(1, rowsPerCandle))); + const candidates = [1, 3, 5, 15, 30, 60, 180, 300, 900, 1800, 3600, 14_400, 43_200, 86_400]; + let best = candidates[0]; + for (const c of candidates) { + if (c <= targetStep) best = c; + } + return best; +} + +function mean(values) { + if (!values.length) return 0; + return values.reduce((a, b) => a + b, 0) / values.length; +} + +function stddev(values) { + if (!values.length) return 0; + const m = mean(values); + const v = values.reduce((acc, x) => acc + (x - m) * (x - m), 0) / values.length; + return Math.sqrt(v); +} + +function sma(values, period) { + if (period <= 0) throw new Error('period must be > 0'); + const out = new Array(values.length).fill(null); + let sum = 0; + for (let i = 0; i < values.length; i++) { + sum += values[i]; + if (i >= period) sum -= values[i - period]; + if (i >= period - 1) out[i] = sum / period; + } + return out; +} + +function ema(values, period) { + if (period <= 0) throw new Error('period must be > 0'); + const out = new Array(values.length).fill(null); + const k = 2 / (period + 1); + if (values.length < period) return out; + const first = mean(values.slice(0, period)); + out[period - 1] = first; + let prev = first; + for (let i = period; i < values.length; i++) { + const next = values[i] * k + prev * (1 - k); + out[i] = next; + prev = next; + } + return out; +} + +function rsi(values, period) { + if (period <= 0) throw new Error('period must be > 0'); + const out = new Array(values.length).fill(null); + if (values.length <= period) return out; + + let gains = 0; + let losses = 0; + for (let i = 1; i <= period; i++) { + const change = values[i] - values[i - 1]; + if (change >= 0) gains += change; + else losses -= change; + } + let avgGain = gains / period; + let avgLoss = losses / period; + + const rs = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss; + out[period] = 100 - 100 / (1 + rs); + + for (let i = period + 1; i < values.length; i++) { + const change = values[i] - values[i - 1]; + const gain = Math.max(change, 0); + const loss = Math.max(-change, 0); + avgGain = (avgGain * (period - 1) + gain) / period; + avgLoss = (avgLoss * (period - 1) + loss) / period; + const rs2 = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss; + out[i] = 100 - 100 / (1 + rs2); + } + + return out; +} + +function bollingerBands(values, period, stdDevMult) { + if (period <= 0) throw new Error('period must be > 0'); + const upper = new Array(values.length).fill(null); + const lower = new Array(values.length).fill(null); + const mid = sma(values, period); + + for (let i = period - 1; i < values.length; i++) { + const window = values.slice(i - period + 1, i + 1); + const sd = stddev(window); + const m = mid[i]; + if (m == null) continue; + upper[i] = m + stdDevMult * sd; + lower[i] = m - stdDevMult * sd; + } + + return { upper, lower, mid }; +} + +function macd(values, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) { + const fast = ema(values, fastPeriod); + const slow = ema(values, slowPeriod); + const macdLine = values.map((_, i) => { + const f = fast[i]; + const s = slow[i]; + return f == null || s == null ? null : f - s; + }); + + const signal = new Array(values.length).fill(null); + const k = 2 / (signalPeriod + 1); + let seeded = false; + let prev = 0; + const buf = []; + + for (let i = 0; i < macdLine.length; i++) { + const v = macdLine[i]; + if (v == null) continue; + + if (!seeded) { + buf.push(v); + if (buf.length === signalPeriod) { + const first = mean(buf); + signal[i] = first; + prev = first; + seeded = true; + } + continue; + } + + const next = v * k + prev * (1 - k); + signal[i] = next; + prev = next; + } + + return { macd: macdLine, signal }; +} + +function toSeries(times, values) { + return times.map((t, i) => ({ time: t, value: values[i] ?? null })); +} + +function isAdmin(cfg, req) { + if (!cfg.apiAdminSecret) return false; + const provided = getHeader(req, 'x-admin-secret'); + return typeof provided === 'string' && provided === cfg.apiAdminSecret; +} + +async function handler(cfg, req, res) { + if (req.method === 'OPTIONS') { + withCors(res, cfg.corsOrigin); + res.statusCode = 204; + res.end(); + return; + } + + const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`); + const pathname = url.pathname; + + if (req.method === 'GET' && pathname === '/healthz') { + sendJson( + res, + 200, + { + ok: true, + version: cfg.appVersion, + buildTimestamp: cfg.buildTimestamp, + startedAt: cfg.startedAt, + ticksTable: cfg.ticksTable, + candlesFunction: cfg.candlesFunction, + }, + cfg.corsOrigin + ); + return; + } + + if (req.method === 'GET' && pathname === '/v1/chart') { + const auth = await requireValidToken(cfg, req, 'read'); + if (!auth.ok) { + sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); + return; + } + + const symbol = (url.searchParams.get('symbol') || '').trim(); + const source = (url.searchParams.get('source') || '').trim(); + const tf = (url.searchParams.get('tf') || url.searchParams.get('timeframe') || '1m').trim(); + const limit = clampInt(url.searchParams.get('limit') || '300', 10, 2000); + + if (!symbol) { + sendJson(res, 400, { ok: false, error: 'missing_symbol' }, cfg.corsOrigin); + return; + } + + let bucketSeconds; + try { + bucketSeconds = parseTimeframeToSeconds(tf); + } catch { + sendJson(res, 400, { ok: false, error: 'invalid_tf' }, cfg.corsOrigin); + return; + } + + const sourceKey = source || ''; + + try { + // Cache-first: read precomputed candles from `drift_candles_cache`. + // Fallback: compute on-demand via `get_drift_candles()` if cache not warmed yet. + const qCache = ` + query CachedCandles($symbol: String!, $bucket: Int!, $limit: Int!, $source: String!) { + drift_candles_cache( + where: {symbol: {_eq: $symbol}, bucket_seconds: {_eq: $bucket}, source: {_eq: $source}} + order_by: {bucket: desc} + limit: $limit + ) { + bucket + open + high + low + close + oracle_close + ticks + } + } + `; + + const cacheData = await hasuraRequest(cfg, { admin: true }, qCache, { + symbol, + bucket: bucketSeconds, + limit, + source: sourceKey, + }); + + let rows = cacheData?.drift_candles_cache || []; + + if (!rows.length) { + const fn = cfg.candlesFunction; + const qFn = ` + query Candles($symbol: String!, $bucket: Int!, $limit: Int!, $source: String) { + ${fn}(args: { p_symbol: $symbol, p_bucket_seconds: $bucket, p_limit: $limit, p_source: $source }) { + bucket + open + high + low + close + oracle_close + ticks + } + } + `; + const data = await hasuraRequest(cfg, { admin: true }, qFn, { + symbol, + bucket: bucketSeconds, + limit, + source: source || null, + }); + rows = data?.[fn] || []; + } + + const candles = rows + .slice() + .reverse() + .map((r) => { + const time = Math.floor(Date.parse(r.bucket) / 1000); + const open = Number(r.open); + const high = Number(r.high); + const low = Number(r.low); + const close = Number(r.close); + const oracle = r.oracle_close == null ? null : Number(r.oracle_close); + const volume = Number(r.ticks || 0); + return { time, open, high, low, close, volume, oracle }; + }) + .filter((c) => Number.isFinite(c.time) && Number.isFinite(c.open) && Number.isFinite(c.close)); + + // Flow = share of time spent moving up/down/flat inside each bucket. + // Used by the UI to render stacked volume bars describing microstructure. + const nowSec = Math.floor(Date.now() / 1000); + const windowSeconds = bucketSeconds * candles.length; + const canComputeFlow = candles.length > 0 && windowSeconds > 0 && windowSeconds <= 86_400; // cap at 24h + const rowsPerCandle = Math.min(60, Math.max(12, Math.floor(bucketSeconds))); + const flowPointBucketSeconds = pickFlowPointBucketSeconds(bucketSeconds, rowsPerCandle); + + if (canComputeFlow) { + const firstStart = candles[0].time; + const lastStart = candles[candles.length - 1].time; + const fromIso = new Date(firstStart * 1000).toISOString(); + const toIso = new Date((lastStart + bucketSeconds) * 1000).toISOString(); + + try { + // Prefer flow computed from cached candles (fast, no raw tick scan). + // If cache is missing, fall back to a simple delta-based approximation. + const maxPoints = Math.min(86_400, Math.max(1_000, candles.length * rowsPerCandle * 2)); + + const q1s = ` + query FlowPts($symbol: String!, $source: String!, $bucketSeconds: Int!, $from: timestamptz!, $to: timestamptz!, $limit: Int!) { + drift_candles_cache( + where: { + symbol: {_eq: $symbol} + source: {_eq: $source} + bucket_seconds: {_eq: $bucketSeconds} + bucket: {_gte: $from, _lt: $to} + } + order_by: {bucket: asc} + limit: $limit + ) { + bucket + close + } + } + `; + + const pData = await hasuraRequest(cfg, { admin: true }, q1s, { + symbol, + source: sourceKey, + bucketSeconds: flowPointBucketSeconds, + from: fromIso, + to: toIso, + limit: maxPoints, + }); + + const ptsRows = pData?.drift_candles_cache || []; + const visibleStarts = new Set(candles.map((c) => c.time)); + const pointsByCandle = new Map(); + + for (const r of ptsRows) { + const t = tsToUnixSeconds(r.bucket); + if (t == null) continue; + const p = parseNumeric(r.close); + if (p == null) continue; + const idx = Math.floor((t - firstStart) / bucketSeconds); + const start = firstStart + idx * bucketSeconds; + if (!visibleStarts.has(start)) continue; + const list = pointsByCandle.get(start) || []; + list.push({ t, p }); + pointsByCandle.set(start, list); + } + + const lastCandleTime = candles[candles.length - 1]?.time ?? null; + for (const c of candles) { + const pts = pointsByCandle.get(c.time) || []; + const isCurrent = lastCandleTime != null && c.time === lastCandleTime; + c.flow = computeCandleFlowFromTicks({ candle: c, bucketSeconds, points: pts, nowSec, isCurrent }); + const slices = computeCandleFlowSlicesFromTicks({ + candle: c, + bucketSeconds, + points: pts, + rows: rowsPerCandle, + nowSec, + isCurrent, + }); + c.flowRows = slices.dirs; + c.flowMoves = slices.moves; + } + } catch { + for (const c of candles) { + const fallback = flowFromDelta(c.close - c.open); + c.flow = fallback; + const dir = fallback.up ? 1 : fallback.down ? -1 : 0; + c.flowRows = new Array(rowsPerCandle).fill(dir); + c.flowMoves = new Array(rowsPerCandle).fill(0); + } + } + } else { + for (const c of candles) { + const fallback = flowFromDelta(c.close - c.open); + c.flow = fallback; + const dir = fallback.up ? 1 : fallback.down ? -1 : 0; + c.flowRows = new Array(rowsPerCandle).fill(dir); + c.flowMoves = new Array(rowsPerCandle).fill(0); + } + } + + const times = candles.map((c) => c.time); + const closes = candles.map((c) => c.close); + const oracleSeries = toSeries(times, candles.map((c) => (c.oracle == null ? null : c.oracle))); + + const sma20 = toSeries(times, sma(closes, 20)); + const ema20 = toSeries(times, ema(closes, 20)); + const bb = bollingerBands(closes, 20, 2); + const bbUpper = toSeries(times, bb.upper); + const bbLower = toSeries(times, bb.lower); + const bbMid = toSeries(times, bb.mid); + const rsi14 = toSeries(times, rsi(closes, 14)); + const macdOut = macd(closes, 12, 26, 9); + const macdLine = toSeries(times, macdOut.macd); + const macdSignal = toSeries(times, macdOut.signal); + + sendJson( + res, + 200, + { + ok: true, + version: cfg.appVersion, + buildTimestamp: cfg.buildTimestamp, + ticksTable: cfg.ticksTable, + candlesFunction: cfg.candlesFunction, + symbol, + source: source || null, + tf, + bucketSeconds, + candles, + indicators: { + oracle: oracleSeries, + sma20, + ema20, + bb20: { upper: bbUpper, lower: bbLower, mid: bbMid }, + rsi14, + macd: { macd: macdLine, signal: macdSignal }, + }, + }, + cfg.corsOrigin + ); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + if (req.method === 'POST' && pathname === '/v1/ingest/tick') { + const auth = await requireValidToken(cfg, req, 'write'); + if (!auth.ok) { + sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); + return; + } + + let body; + try { + body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); + } catch (err) { + const msg = String(err?.message || err); + if (msg === 'payload_too_large') { + sendJson(res, 413, { ok: false, error: 'payload_too_large' }, cfg.corsOrigin); + return; + } + sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); + return; + } + + let tick; + try { + tick = normalizeTick(body, auth.token); + } catch (err) { + sendJson(res, 400, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + return; + } + + try { + const id = await insertTick(cfg, tick); + sendJson(res, 200, { ok: true, id }, cfg.corsOrigin); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + if (req.method === 'GET' && pathname === '/v1/ticks') { + const auth = await requireValidToken(cfg, req, 'read'); + if (!auth.ok) { + sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); + return; + } + + const symbol = url.searchParams.get('symbol') || ''; + const source = url.searchParams.get('source'); + const limitRaw = url.searchParams.get('limit') || '1000'; + const limit = Math.min(5000, Math.max(1, Number.parseInt(limitRaw, 10) || 1000)); + const from = url.searchParams.get('from'); + const to = url.searchParams.get('to'); + + if (!symbol.trim()) { + sendJson(res, 400, { ok: false, error: 'missing_symbol' }, cfg.corsOrigin); + return; + } + + const where = { symbol: { _eq: symbol.trim() } }; + if (source && source.trim()) where.source = { _eq: source.trim() }; + if (from || to) { + where.ts = {}; + if (from) where.ts._gte = from; + if (to) where.ts._lte = to; + } + + const table = cfg.ticksTable; + const query = ` + query Ticks($where: ${table}_bool_exp!, $limit: Int!) { + ${table}(where: $where, order_by: {ts: desc}, limit: $limit) { + ts + market_index + symbol + oracle_price + mark_price + oracle_slot + source + } + } + `; + + try { + const data = await hasuraRequest(cfg, { admin: true }, query, { where, limit }); + const ticks = (data?.[table] || []).slice().reverse(); + sendJson(res, 200, { ok: true, version: cfg.appVersion, ticksTable: cfg.ticksTable, ticks }, cfg.corsOrigin); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + // Contract monitoring + cost compute (read scope). + // This endpoint is meant for "live UI" polling/subscription aggregation on the backend. + // It is intentionally resilient to varying bot_events payload schemas. + if (req.method === 'GET' && pathname.startsWith('/v1/contracts/') && pathname.endsWith('/monitor')) { + const auth = await requireValidToken(cfg, req, 'read'); + if (!auth.ok) { + sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); + return; + } + + const parts = pathname.split('/').filter(Boolean); + const contractId = parts[2]; + if (!isUuid(contractId)) { + sendJson(res, 400, { ok: false, error: 'invalid_contract_id' }, cfg.corsOrigin); + return; + } + + const limit = clampInt(url.searchParams.get('eventsLimit') || '2000', 10, 50_000); + const wantSeries = (url.searchParams.get('series') || '').trim() === '1'; + const seriesMax = clampInt(url.searchParams.get('seriesMax') || '600', 50, 10_000); + + const qContract = ` + query ContractByPk($id: uuid!) { + bot_contracts_by_pk(id: $id) { + id + decision_id + bot_id + model_version + market_name + subaccount_id + status + desired + entry + manage + exit + gates + created_at + updated_at + last_heartbeat_at + ended_at + reason + } + } + `; + const qEvents = ` + query ContractEvents($id: uuid!, $limit: Int!) { + bot_events(where: {contract_id: {_eq: $id}}, order_by: {ts: asc}, limit: $limit) { + ts + contract_id + decision_id + bot_id + market_name + event_type + severity + payload + } + } + `; + + try { + const data = await hasuraRequest(cfg, { admin: true }, qContract, { id: contractId }); + const contract = data?.bot_contracts_by_pk; + if (!contract?.id) { + sendJson(res, 404, { ok: false, error: 'contract_not_found' }, cfg.corsOrigin); + return; + } + + const evData = await hasuraRequest(cfg, { admin: true }, qEvents, { id: contractId, limit }); + const events = evData?.bot_events || []; + const costs = sumCostsFromEvents(events); + const series = wantSeries ? buildCostSeriesFromEvents(events, { maxPoints: seriesMax }) : null; + + const sizeUsd = inferContractSizeUsd(contract); + const side = inferContractSide(contract); + + let closeEst = null; + if (contract.market_name && sizeUsd != null) { + const qSlip = ` + query Slippage($market: String!) { + dlob_slippage_latest_v2(where: {market_name: {_eq: $market}}) { + market_name + side + size_usd + mid_price + vwap_price + worst_price + impact_bps + fill_pct + updated_at + } + dlob_slippage_latest(where: {market_name: {_eq: $market}}) { + market_name + side + size_usd + mid_price + vwap_price + worst_price + impact_bps + fill_pct + updated_at + } + } + `; + const slipData = await hasuraRequest(cfg, { admin: true }, qSlip, { market: contract.market_name }); + const rowsV2 = slipData?.dlob_slippage_latest_v2 || []; + const rowsV1 = slipData?.dlob_slippage_latest || []; + const rows = rowsV2.length ? rowsV2 : rowsV1; + const pickNearest = (wantedSide) => { + const candidates = rows.filter((r) => String(r.side || '').toLowerCase() === wantedSide); + if (!candidates.length) return null; + let best = null; + let bestD = Infinity; + for (const r of candidates) { + const s = parseNumeric(r.size_usd); + if (s == null) continue; + const d = Math.abs(s - sizeUsd); + if (d < bestD) { + bestD = d; + best = r; + } + } + return best; + }; + + const buy = pickNearest('buy'); + const sell = pickNearest('sell'); + closeEst = { + requestedSizeUsd: sizeUsd, + entrySide: side, + suggestedCloseSide: side === 'long' ? 'sell' : side === 'short' ? 'buy' : null, + buy, + sell, + }; + } + + sendJson( + res, + 200, + { + ok: true, + contract, + eventsCount: events.length, + costs, + series, + closeEstimate: closeEst, + }, + cfg.corsOrigin + ); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + // Estimate costs for a new contract (read scope). + // Uses DLOB slippage table and simple fee/tx estimates (inputs). + if (req.method === 'POST' && pathname === '/v1/contracts/costs/estimate') { + const auth = await requireValidToken(cfg, req, 'read'); + if (!auth.ok) { + sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); + return; + } + + let body; + try { + body = await readBodyJson(req, { maxBytes: 256 * 1024 }); + } catch (err) { + const msg = String(err?.message || err); + if (msg === 'payload_too_large') { + sendJson(res, 413, { ok: false, error: 'payload_too_large' }, cfg.corsOrigin); + return; + } + sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); + return; + } + + const market = String(body?.market_name || body?.market || '').trim(); + if (!market) { + sendJson(res, 400, { ok: false, error: 'missing_market' }, cfg.corsOrigin); + return; + } + + const notionalUsd = parseNumeric(body?.notional_usd ?? body?.notionalUsd ?? body?.size_usd ?? body?.sizeUsd); + if (notionalUsd == null || !(notionalUsd > 0)) { + sendJson(res, 400, { ok: false, error: 'invalid_notional_usd' }, cfg.corsOrigin); + return; + } + + const sideRaw = String(body?.side || 'long').trim().toLowerCase(); + const entrySide = sideRaw === 'short' || sideRaw === 'sell' ? 'short' : 'long'; + const defaultTakerBps = parseNumeric(process.env.FEE_TAKER_BPS_DEFAULT) ?? 5; + const defaultMakerBps = parseNumeric(process.env.FEE_MAKER_BPS_DEFAULT) ?? 0; + const takerBps = clampNumber(parseNumeric(body?.fee_taker_bps) ?? defaultTakerBps, 0, 1000, defaultTakerBps); + const makerBps = clampNumber(parseNumeric(body?.fee_maker_bps) ?? defaultMakerBps, -1000, 1000, defaultMakerBps); + const orderType = String(body?.order_type || body?.orderType || 'market').trim().toLowerCase(); + const isMarket = orderType === 'market' || orderType === 'taker'; + const feeBps = isMarket ? takerBps : makerBps; + + let txFeeUsdEst = parseNumeric(body?.tx_fee_usd_est); + if (txFeeUsdEst == null) { + const baseLamports = parseNumeric(process.env.TX_BASE_FEE_LAMPORTS_EST) ?? 5000; + const sigs = parseNumeric(process.env.TX_SIGNATURES_EST) ?? 1; + const priorityLamports = parseNumeric(process.env.TX_PRIORITY_FEE_LAMPORTS_EST) ?? 0; + const lamports = Math.max(0, baseLamports) * Math.max(1, sigs) + Math.max(0, priorityLamports); + const sol = lamports / 1_000_000_000; + const solUsd = await readSolPriceUsd(cfg); + txFeeUsdEst = solUsd != null ? sol * solUsd : 0; + } + txFeeUsdEst = clampNumber(txFeeUsdEst, 0, 100, 0); + const defaultReprices = parseNumeric(process.env.EXPECTED_REPRICES_PER_ENTRY_DEFAULT) ?? 0; + const expectedReprices = clampInt(body?.expected_reprices_per_entry ?? body?.expectedReprices ?? String(defaultReprices), 0, 500); + const modifyTxCount = clampInt(body?.modify_tx_count ?? body?.modifyTxCount ?? '2', 0, 10); + + try { + const qSlip = ` + query Slippage($market: String!) { + dlob_slippage_latest_v2(where: {market_name: {_eq: $market}}) { + market_name + side + size_usd + mid_price + vwap_price + worst_price + impact_bps + fill_pct + updated_at + } + dlob_slippage_latest(where: {market_name: {_eq: $market}}) { + market_name + side + size_usd + mid_price + vwap_price + worst_price + impact_bps + fill_pct + updated_at + } + } + `; + const slipData = await hasuraRequest(cfg, { admin: true }, qSlip, { market }); + const rowsV2 = slipData?.dlob_slippage_latest_v2 || []; + const rowsV1 = slipData?.dlob_slippage_latest || []; + const rows = rowsV2.length ? rowsV2 : rowsV1; + const wantedSide = entrySide === 'long' ? 'buy' : 'sell'; + const candidates = rows.filter((r) => String(r.side || '').toLowerCase() === wantedSide); + let best = null; + let bestD = Infinity; + for (const r of candidates) { + const s = parseNumeric(r.size_usd); + if (s == null) continue; + const d = Math.abs(s - notionalUsd); + if (d < bestD) { + bestD = d; + best = r; + } + } + + const impactBps = parseNumeric(best?.impact_bps) ?? 0; + const slippageUsd = (notionalUsd * impactBps) / 10_000; + const tradeFeeUsd = (notionalUsd * feeBps) / 10_000; + const modifyCostUsd = expectedReprices * modifyTxCount * txFeeUsdEst; + const totalUsd = tradeFeeUsd + slippageUsd + txFeeUsdEst + modifyCostUsd; + const totalBps = (totalUsd / notionalUsd) * 10_000; + + sendJson( + res, + 200, + { + ok: true, + input: { + market_name: market, + notional_usd: notionalUsd, + side: entrySide, + order_type: orderType, + fee_bps: feeBps, + tx_fee_usd_est: txFeeUsdEst, + expected_reprices_per_entry: expectedReprices, + }, + dlob: best + ? { + size_usd: best.size_usd, + side: best.side, + mid_price: best.mid_price, + vwap_price: best.vwap_price, + impact_bps: best.impact_bps, + fill_pct: best.fill_pct, + updated_at: best.updated_at, + } + : null, + breakdown: { + trade_fee_usd: tradeFeeUsd, + slippage_usd: slippageUsd, + tx_fee_usd: txFeeUsdEst, + expected_modify_usd: modifyCostUsd, + total_usd: totalUsd, + total_bps: totalBps, + breakeven_bps: totalBps, + }, + }, + cfg.corsOrigin + ); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + if (req.method === 'POST' && pathname === '/v1/admin/tokens') { + if (!isAdmin(cfg, req)) { + sendJson(res, 401, { ok: false, error: 'admin_unauthorized' }, cfg.corsOrigin); + return; + } + + let body; + try { + body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); + } catch { + sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); + return; + } + + const name = (body?.name || 'algo')?.toString?.().trim(); + if (!name) { + sendJson(res, 400, { ok: false, error: 'missing_name' }, cfg.corsOrigin); + return; + } + const scopes = normalizeScopes(body?.scopes); + const resolvedScopes = scopes.length ? scopes : ['write']; + + try { + const { token, row } = await createApiToken(cfg, name, resolvedScopes, body?.meta); + sendJson(res, 200, { ok: true, token, id: row.id, name: row.name, created_at: row.created_at }, cfg.corsOrigin); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + if (req.method === 'POST' && pathname === '/v1/admin/tokens/revoke') { + if (!isAdmin(cfg, req)) { + sendJson(res, 401, { ok: false, error: 'admin_unauthorized' }, cfg.corsOrigin); + return; + } + + let body; + try { + body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); + } catch { + sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); + return; + } + + const id = (body?.id || '')?.toString?.().trim(); + if (!id) { + sendJson(res, 400, { ok: false, error: 'missing_id' }, cfg.corsOrigin); + return; + } + + try { + const revokedId = await revokeApiToken(cfg, id); + sendJson(res, 200, { ok: true, id: revokedId }, cfg.corsOrigin); + } catch (err) { + sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); + } + return; + } + + sendJson(res, 404, { ok: false, error: 'not_found' }, cfg.corsOrigin); +} + +function main() { + const cfg = resolveConfig(); + const server = http.createServer((req, res) => void handler(cfg, req, res)); + + server.listen(cfg.port, () => { + console.log( + JSON.stringify( + { + service: 'trade-api', + version: cfg.appVersion, + buildTimestamp: cfg.buildTimestamp, + port: cfg.port, + hasuraUrl: cfg.hasuraUrl, + ticksTable: cfg.ticksTable, + candlesFunction: cfg.candlesFunction, + hasuraAdminSecret: cfg.hasuraAdminSecret ? '***' : undefined, + apiAdminSecret: cfg.apiAdminSecret ? '***' : undefined, + }, + null, + 2 + ) + ); + }); +} + +main(); diff --git a/kustomize/base/candles-cache-worker/worker.mjs b/kustomize/base/candles-cache-worker/worker.mjs new file mode 100644 index 0000000..63fec4a --- /dev/null +++ b/kustomize/base/candles-cache-worker/worker.mjs @@ -0,0 +1,344 @@ +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(); +} + +function clampInt(value, min, max, fallback) { + const n = Number.parseInt(String(value ?? ''), 10); + if (!Number.isInteger(n)) return fallback; + return Math.min(max, Math.max(min, n)); +} + +function envList(name, fallbackCsv) { + const raw = process.env[name] ?? fallbackCsv; + return String(raw) + .split(',') + .map((s) => s.trim()) + .filter(Boolean); +} + +function parseTimeframeToSeconds(tf) { + const v = String(tf || '').trim().toLowerCase(); + if (!v) return 60; + const m = v.match(/^(\d+)(s|m|h|d)$/); + if (!m) throw new Error('invalid_tf'); + const num = Number.parseInt(m[1], 10); + if (!Number.isInteger(num) || num <= 0) throw new Error('invalid_tf'); + const unit = m[2]; + const mult = unit === 's' ? 1 : unit === 'm' ? 60 : unit === 'h' ? 3600 : 86400; + return num * mult; +} + +function sqlLit(value) { + const s = String(value ?? ''); + return `'${s.replace(/'/g, "''")}'`; +} + +function resolveHasuraBaseUrl(graphqlUrlOrBase) { + const u = String(graphqlUrlOrBase || '').trim(); + if (!u) return 'http://hasura:8080'; + // common case: http://hasura:8080/v1/graphql + if (u.endsWith('/v1/graphql')) return u.slice(0, -'/v1/graphql'.length); + return u.replace(/\/$/, ''); +} + +function resolveConfig() { + 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 graphqlUrl = + process.env.HASURA_GRAPHQL_URL || + tokens.graphqlUrl || + tokens.apiUrl || + 'http://hasura:8080/v1/graphql'; + const hasuraBaseUrl = resolveHasuraBaseUrl(graphqlUrl); + + const hasuraAdminSecret = + process.env.HASURA_ADMIN_SECRET || + process.env.HASURA_GRAPHQL_ADMIN_SECRET || + tokens.adminSecret || + tokens.hasuraAdminSecret; + + if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET (required for /v2/query run_sql)'); + + const symbols = envList('CANDLES_SYMBOLS', 'SOL-PERP,PUMP-PERP'); + + // sources: include "any" (sourceKey='') by default. + const rawSources = envList('CANDLES_SOURCES', 'any'); + const sources = []; + for (const s of rawSources) { + const v = String(s).trim(); + if (!v) continue; + if (v.toLowerCase() === 'any') sources.push(''); + else sources.push(v); + } + if (!sources.includes('')) sources.unshift(''); + + const tfList = envList('CANDLES_TFS', '1s,3s,5s,15s,30s,1m,3m,5m,15m,30m,1h,4h,12h,1d'); + const bucketSecondsList = tfList + .map((t) => { + try { + return parseTimeframeToSeconds(t); + } catch { + return null; + } + }) + .filter((n) => n != null) + .map((n) => n) + .filter((n, idx, arr) => arr.findIndex((x) => x === n) === idx) + .sort((a, b) => a - b); + + const targetPoints = clampInt(process.env.CANDLES_TARGET_POINTS, 10, 100_000, 1024); + // legacy: kept for compatibility; if set, used as a minimum warmup window (days). + const backfillDays = clampInt(process.env.CANDLES_BACKFILL_DAYS, 0, 3650, 0); + const pollMs = clampInt(process.env.CANDLES_POLL_MS, 250, 60_000, 5000); + + return { hasuraBaseUrl, hasuraAdminSecret, symbols, sources, bucketSecondsList, targetPoints, backfillDays, pollMs }; +} + +async function hasuraRunSql(cfg, sql, { readOnly } = { readOnly: false }) { + const url = `${cfg.hasuraBaseUrl}/v2/query`; + const body = { + type: 'run_sql', + args: { + source: 'default', + sql, + read_only: Boolean(readOnly), + }, + }; + + const res = await fetch(url, { + method: 'POST', + headers: { 'content-type': 'application/json', 'x-hasura-admin-secret': cfg.hasuraAdminSecret }, + body: JSON.stringify(body), + signal: AbortSignal.timeout(60_000), + }); + const text = await res.text(); + if (!res.ok) throw new Error(`Hasura run_sql HTTP ${res.status}: ${text}`); + return JSON.parse(text); +} + +function chunkSecondsForBucket(bucketSeconds) { + if (bucketSeconds <= 5) return 15 * 60; + if (bucketSeconds <= 60) return 60 * 60; + if (bucketSeconds <= 300) return 6 * 60 * 60; + if (bucketSeconds <= 3600) return 24 * 60 * 60; + return 7 * 24 * 60 * 60; +} + +function sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds, fromIso, toIso }) { + return ` + WITH base AS ( + SELECT + time_bucket(make_interval(secs => ${bucketSeconds}), ts) AS bucket, + ts, + COALESCE(mark_price, oracle_price) AS px, + oracle_price AS oracle_px + FROM public.drift_ticks + WHERE symbol = ${sqlLit(symbol)} + AND ts >= ${sqlLit(fromIso)}::timestamptz + AND ts < ${sqlLit(toIso)}::timestamptz + AND (${sqlLit(sourceKey)} = '' OR source = ${sqlLit(sourceKey)}) + ), + agg AS ( + SELECT + bucket, + (array_agg(px ORDER BY ts ASC))[1] AS open, + max(px) AS high, + min(px) AS low, + (array_agg(px ORDER BY ts DESC))[1] AS close, + (array_agg(oracle_px ORDER BY ts DESC))[1] AS oracle_close, + count(*)::bigint AS ticks + FROM base + GROUP BY bucket + ) + INSERT INTO public.drift_candles_cache + (bucket, bucket_seconds, symbol, source, open, high, low, close, oracle_close, ticks, updated_at) + SELECT + bucket, ${bucketSeconds}, ${sqlLit(symbol)}, ${sqlLit(sourceKey)}, open, high, low, close, oracle_close, ticks, now() + FROM agg + ON CONFLICT (bucket, bucket_seconds, symbol, source) DO UPDATE SET + open = EXCLUDED.open, + high = EXCLUDED.high, + low = EXCLUDED.low, + close = EXCLUDED.close, + oracle_close = EXCLUDED.oracle_close, + ticks = EXCLUDED.ticks, + updated_at = now(); + `; +} + +async function getTickRange(cfg, { symbol, sourceKey }) { + const sql = ` + SELECT min(ts) AS min_ts, max(ts) AS max_ts + FROM public.drift_ticks + WHERE symbol=${sqlLit(symbol)} + AND (${sqlLit(sourceKey)} = '' OR source = ${sqlLit(sourceKey)}); + `; + const out = await hasuraRunSql(cfg, sql, { readOnly: true }); + const row = Array.isArray(out?.result) && out.result.length >= 2 ? out.result[1] : null; + if (!row) return { minTs: null, maxTs: null }; + const minTs = row[0] ? String(row[0]).trim() : null; + const maxTs = row[1] ? String(row[1]).trim() : null; + return { minTs: minTs && minTs.length ? minTs : null, maxTs: maxTs && maxTs.length ? maxTs : null }; +} + +function desiredFromIso({ minTsIso, maxTsIso, bucketSeconds, targetPoints, backfillDays }) { + const endMs = Date.parse(maxTsIso); + const minMs = minTsIso ? Date.parse(minTsIso) : null; + const wantSpanMs = targetPoints * bucketSeconds * 1000; + const wantFromMs = endMs - wantSpanMs; + const minFromMs = backfillDays > 0 ? endMs - backfillDays * 24 * 60 * 60 * 1000 : null; + let fromMs = wantFromMs; + if (minFromMs != null) fromMs = Math.min(fromMs, minFromMs); + if (minMs != null) fromMs = Math.max(fromMs, minMs); + return new Date(Math.max(0, fromMs)).toISOString(); +} + +function safetyWindowSeconds(bucketSeconds) { + if (bucketSeconds <= 60) return 10 * 60; + if (bucketSeconds <= 300) return 60 * 60; + if (bucketSeconds <= 3600) return 6 * 60 * 60; + if (bucketSeconds <= 14_400) return 24 * 60 * 60; + return 2 * 24 * 60 * 60; +} + +async function backfill(cfg, { symbol, sourceKey, fromIso, toIso }) { + for (const bs of cfg.bucketSecondsList) { + const chunk = chunkSecondsForBucket(bs); + for (let t = Date.parse(fromIso); t < Date.parse(toIso); t += chunk * 1000) { + const a = new Date(t).toISOString(); + const b = new Date(Math.min(Date.parse(toIso), t + chunk * 1000)).toISOString(); + await hasuraRunSql(cfg, sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds: bs, fromIso: a, toIso: b })); + } + } +} + +async function getMaxBucket(cfg, { symbol, sourceKey, bucketSeconds }) { + const sql = ` + SELECT max(bucket) AS max_bucket + FROM public.drift_candles_cache + WHERE symbol=${sqlLit(symbol)} AND source=${sqlLit(sourceKey)} AND bucket_seconds=${bucketSeconds}; + `; + const out = await hasuraRunSql(cfg, sql, { readOnly: true }); + // Hasura returns {result_type, result:[[col...],[row...]]} + const row = Array.isArray(out?.result) && out.result.length >= 2 ? out.result[1] : null; + const v = row && row[0] ? String(row[0]) : null; + return v && v.trim() ? v.trim() : null; +} + +async function main() { + const cfg = resolveConfig(); + + console.log( + JSON.stringify( + { + service: 'candles-cache-worker', + startedAt: getIsoNow(), + hasuraBaseUrl: cfg.hasuraBaseUrl, + symbols: cfg.symbols, + sources: cfg.sources.map((s) => (s ? s : '(any)')), + bucketSecondsList: cfg.bucketSecondsList, + targetPoints: cfg.targetPoints, + backfillDays: cfg.backfillDays, + pollMs: cfg.pollMs, + }, + null, + 2 + ) + ); + + // Backfill to warm cache: for each timeframe keep ~targetPoints candles (or "as much as we have"). + for (const symbol of cfg.symbols) { + for (const sourceKey of cfg.sources) { + const range = await getTickRange(cfg, { symbol, sourceKey }); + if (!range.maxTs) continue; + const toIso = new Date(Date.parse(range.maxTs)).toISOString(); + const maxBs = cfg.bucketSecondsList[cfg.bucketSecondsList.length - 1] || 60; + const fromIso = desiredFromIso({ + minTsIso: range.minTs, + maxTsIso: toIso, + bucketSeconds: maxBs, + targetPoints: cfg.targetPoints, + backfillDays: cfg.backfillDays, + }); + + console.log( + `[candles-cache-worker] warmup symbol=${symbol} source=${sourceKey || '(any)'} from=${fromIso} to=${toIso} points=${cfg.targetPoints}` + ); + try { + await backfill(cfg, { symbol, sourceKey, fromIso, toIso }); + } catch (err) { + console.error(`[candles-cache-worker] warmup failed (${symbol}/${sourceKey || 'any'}): ${String(err?.message || err)}`); + } + } + } + + // Prime last buckets. + const last = new Map(); // key -> iso bucket + for (const symbol of cfg.symbols) { + for (const sourceKey of cfg.sources) { + for (const bs of cfg.bucketSecondsList) { + const k = `${symbol}::${sourceKey}::${bs}`; + try { + const maxBucket = await getMaxBucket(cfg, { symbol, sourceKey, bucketSeconds: bs }); + if (maxBucket) last.set(k, maxBucket); + } catch { + // ignore + } + } + } + } + + while (true) { + const loopNow = Date.now(); + const loopIso = new Date(loopNow).toISOString(); + + for (const symbol of cfg.symbols) { + for (const sourceKey of cfg.sources) { + for (const bs of cfg.bucketSecondsList) { + const k = `${symbol}::${sourceKey}::${bs}`; + const prev = last.get(k); + const safety = safetyWindowSeconds(bs); + const fromMs = prev ? Date.parse(prev) - safety * 1000 : loopNow - safety * 1000; + const fromIso2 = new Date(Math.max(0, fromMs)).toISOString(); + try { + await hasuraRunSql( + cfg, + sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds: bs, fromIso: fromIso2, toIso: loopIso }) + ); + // best-effort: move last pointer close to now (actual max will lag by at most one bucket) + last.set(k, loopIso); + } catch (err) { + console.error( + `[candles-cache-worker] update failed (${symbol}/${sourceKey || 'any'}/${bs}s): ${String(err?.message || err)}` + ); + } + } + } + } + + await sleep(cfg.pollMs); + } +} + +main().catch((err) => { + console.error(String(err?.stack || err)); + process.exitCode = 1; +});