40 Commits

Author SHA1 Message Date
mpabi
71b00f80bb feat(hasura): expose canonical dlob projections 2026-03-13 23:42:18 +01:00
mpabi
01f6543ae9 chore(dlob): enable publisher with canonical store 2026-03-13 23:39:30 +01:00
mpabi
8a474242df chore(dlob): enable websocket feed on bot overlay 2026-03-13 23:32:20 +01:00
mpabi
db4e45dc55 chore(dlob): use canonical storage image 2026-03-13 23:28:18 +01:00
mpabi
3572382c90 feat(dlob): prepare canonical storage bootstrap 2026-03-13 23:18:00 +01:00
mpabi
bb6f633d19 feat(kustomize): add mevnode bot overlay 2026-03-13 22:33:28 +01:00
mpabi
108bf22968 chore(kustomize): remove dlob rpc endpoint patches 2026-03-12 23:26:17 +01:00
mpabi
59c3f3ee06 feat(dlob): pin markets and wire mevnode endpoints
- Limit DLOB workers/ingestors to SOL-PERP, DOGE-PERP, JUP-PERP across base and staging config.
- Set publisher market ids to [0,7,24] for drift protocol.
- Add overlay patches for dlob-publisher and dlob-server to use wg0 RPC endpoints 10.66.66.1:8899/8900 in staging and prod.
- Extend Agave dashboard and add PrometheusRules for RPC up/lag/I/O alerts.
- Ensure overlays reference new patches for automated ArgoCD rollouts.
2026-02-15 00:40:50 +01:00
mpabi
9c4c3096d7 chore(grafana): set default time range to now 2026-02-14 14:08:11 +01:00
mpabi
b02bd6b66c feat(grafana): expand agave dashboard with node + geyser stats 2026-02-14 14:01:34 +01:00
mpabi
890ac4c86e feat(monitoring): add mpabi node-exporter scrape and agave dashboard 2026-02-14 13:43:26 +01:00
u1
9c6e974d3a fix(monitoring): add fallback_scrape_protocol for geyser metrics (missing Content-Type) 2026-02-14 11:52:50 +00:00
u1
d1dc32d3bb chore(monitoring): delete traefik basic auth secret 2026-02-14 11:28:40 +00:00
u1
a6a0accd6a chore(monitoring): remove basic auth middleware from prometheus ingressroute 2026-02-14 11:28:39 +00:00
u1
3b8b1f5492 chore(monitoring): delete traefik basic auth middleware 2026-02-14 11:28:38 +00:00
u1
0c80a08732 chore(monitoring): remove basic auth middleware from grafana ingressroute 2026-02-14 11:28:38 +00:00
u1
8b72e62621 chore(monitoring): remove traefik basic auth from monitoring extras 2026-02-14 11:28:37 +00:00
u1
ff7a4b69cd fix(monitoring): disable prometheus-operator admission webhooks for GitOps stability 2026-02-14 11:04:31 +00:00
u1
e7f9594381 fix(monitoring): use Replace sync option to avoid CRD patch annotation size issues 2026-02-14 11:01:03 +00:00
u1
0c0f219d02 fix(monitoring): skip CRDs in ArgoCD helm rendering 2026-02-14 11:00:04 +00:00
u1
9cf0ed84d9 fix(monitoring): disable CRD management in ArgoCD (avoid annotation size limit) 2026-02-14 10:59:32 +00:00
u1
2702edce22 fix(monitoring): keep monitoring-stack as helm release name (avoid duplicate install) 2026-02-14 10:58:11 +00:00
u1
c33533fcd6 fix(monitoring): route prometheus-http to monitoring-stack service 2026-02-14 10:58:10 +00:00
u1
32eb047551 fix(monitoring): route prometheus to monitoring-stack service 2026-02-14 10:58:09 +00:00
u1
d27d64e407 fix(monitoring): route grafana-http to monitoring-stack service 2026-02-14 10:58:08 +00:00
u1
fa6893aa98 fix(monitoring): route grafana to monitoring-stack service 2026-02-14 10:58:08 +00:00
u1
77a8265b40 fix(monitoring): set helm releaseName to reuse existing kube-prometheus-stack resources 2026-02-14 10:55:36 +00:00
u1
c692f8d653 fix(monitoring): use server-side apply to avoid CRD annotation size limit 2026-02-14 10:54:48 +00:00
u1
47096c9877 feat(monitoring): add ArgoCD app for monitoring ingress/certs/auth 2026-02-14 10:53:55 +00:00
u1
0104532e73 feat(monitoring): add ArgoCD app for kube-prometheus-stack 2026-02-14 10:53:55 +00:00
u1
19e7e48190 feat(monitoring): add prometheus ingressroute http->https redirect 2026-02-14 10:53:39 +00:00
u1
7ef3ffe62c feat(monitoring): add prometheus ingressroute (https + basic auth) 2026-02-14 10:53:38 +00:00
u1
1853ef6452 feat(monitoring): add grafana ingressroute http->https redirect 2026-02-14 10:53:38 +00:00
u1
34ef9490a4 feat(monitoring): add grafana ingressroute (https + basic auth) 2026-02-14 10:53:37 +00:00
u1
f3bc3da9bb feat(monitoring): add TLS certificate for grafana/prometheus 2026-02-14 10:53:35 +00:00
u1
f797234abd feat(monitoring): add traefik redirect-to-https middleware 2026-02-14 10:53:35 +00:00
u1
c95a4286fb feat(monitoring): add basic auth secret for traefik 2026-02-14 10:53:34 +00:00
u1
b72f281651 feat(monitoring): add traefik basic auth middleware 2026-02-14 10:53:34 +00:00
u1
98912c5b03 feat(monitoring): add kustomize scaffold for monitoring extras 2026-02-14 10:53:05 +00:00
u1
28876fa1d2 fix(dlob): relax dlob-publisher probes 2026-02-13 12:04:13 +01:00
43 changed files with 1312 additions and 22 deletions

View File

@@ -0,0 +1,20 @@
apiVersion: argoproj.io/v1alpha1
kind: Application
metadata:
name: monitoring-extras
namespace: argocd
spec:
project: default
source:
repoURL: https://gitea.mpabi.pl/trade/trade-deploy.git
targetRevision: main
path: kustomize/infra/monitoring-extras
destination:
server: https://kubernetes.default.svc
namespace: monitoring
syncPolicy:
automated:
prune: true
selfHeal: true
syncOptions:
- CreateNamespace=true

View File

@@ -0,0 +1,50 @@
apiVersion: argoproj.io/v1alpha1
kind: Application
metadata:
name: monitoring-stack
namespace: argocd
spec:
project: default
source:
repoURL: https://prometheus-community.github.io/helm-charts
chart: kube-prometheus-stack
targetRevision: 81.6.9
helm:
skipCrds: true
values: |
grafana:
enabled: true
prometheus:
prometheusSpec:
scrapeInterval: 15s
evaluationInterval: 15s
additionalScrapeConfigs:
- job_name: mpabi-yellowstone-geyser
metrics_path: /metrics
scrape_interval: 10s
fallback_scrape_protocol: PrometheusText0.0.4
static_configs:
- targets:
- 10.66.66.1:8999
- job_name: mpabi-node-exporter
metrics_path: /metrics
scrape_interval: 15s
static_configs:
- targets:
- 10.66.66.1:9100
prometheusOperator:
admissionWebhooks:
enabled: false
patch:
enabled: false
destination:
server: https://kubernetes.default.svc
namespace: monitoring
syncPolicy:
automated:
prune: true
selfHeal: true
syncOptions:
- CreateNamespace=true
- Replace=true
- ServerSideApply=true

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: drift
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "1000"
- name: DLOB_DEPTH_BPS_BANDS

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: mevnode
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "1000"
- name: DLOB_DEPTH_BPS_BANDS

View File

@@ -65,7 +65,7 @@ function resolveConfig() {
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', 'SOL-PERP,DOGE-PERP,JUP-PERP');
const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
const bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: drift
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "1000"
- name: DLOB_SLIPPAGE_SIZES_USD

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: mevnode
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "1000"
- name: DLOB_SLIPPAGE_SIZES_USD

View File

@@ -56,7 +56,7 @@ function resolveConfig() {
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', 'SOL-PERP,DOGE-PERP,JUP-PERP');
const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
const sizesUsd = envList('DLOB_SLIPPAGE_SIZES_USD', '10,25,50,100,250,500,1000')

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: drift
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_TS_POLL_MS
value: "1000"
command: ["node", "/app/worker.mjs"]

View File

@@ -29,7 +29,7 @@ spec:
- name: DLOB_SOURCE
value: mevnode
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_TS_POLL_MS
value: "1000"
command: ["node", "/app/worker.mjs"]

View File

@@ -50,7 +50,7 @@ function resolveConfig() {
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', 'SOL-PERP,DOGE-PERP,JUP-PERP');
const pollMs = clampInt(process.env.DLOB_TS_POLL_MS, 500, 60_000, 1000);
return { hasuraUrl, hasuraAdminSecret, hasuraAuthToken, dlobSource, markets, pollMs };

View File

@@ -35,7 +35,7 @@ spec:
- name: DLOB_FORCE_IPV6
value: "true"
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "500"
- name: DLOB_DEPTH

View File

@@ -31,7 +31,7 @@ spec:
- name: DLOB_HTTP_URL
value: http://dlob-server:6969
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: DLOB_POLL_MS
value: "500"
- name: DLOB_DEPTH

View File

@@ -66,7 +66,7 @@ function resolveConfig() {
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', 'SOL-PERP,DOGE-PERP,JUP-PERP');
const depth = clampInt(process.env.DLOB_DEPTH, 1, 50, 10);
const pollMs = clampInt(process.env.DLOB_POLL_MS, 100, 10_000, 500);

View File

@@ -18,7 +18,7 @@ spec:
- name: gitea-registry
containers:
- name: publisher
image: gitea.mpabi.pl/trade/trade-dlob-server:sha-8a378b7-lite-l2
image: gitea.mpabi.pl/trade/trade-dlob-server:sha-5d55631-canonical
imagePullPolicy: IfNotPresent
ports:
- name: http
@@ -43,7 +43,7 @@ spec:
- name: REDIS_CLIENT
value: DLOB
- name: PERP_MARKETS_TO_LOAD
value: "0,1,2,4,75"
value: "0,7,24"
- name: ENDPOINT
valueFrom:
secretKeyRef:
@@ -59,11 +59,15 @@ spec:
httpGet:
path: /startup
port: http
initialDelaySeconds: 10
initialDelaySeconds: 120
periodSeconds: 10
timeoutSeconds: 3
failureThreshold: 30
livenessProbe:
httpGet:
path: /health
port: http
initialDelaySeconds: 30
initialDelaySeconds: 240
periodSeconds: 20
timeoutSeconds: 3
failureThreshold: 10

View File

@@ -18,7 +18,7 @@ spec:
- name: gitea-registry
containers:
- name: server
image: gitea.mpabi.pl/trade/trade-dlob-server:sha-8a378b7-lite-l2
image: gitea.mpabi.pl/trade/trade-dlob-server:sha-5d55631-canonical
imagePullPolicy: IfNotPresent
ports:
- name: http

View File

@@ -96,7 +96,11 @@ async function main() {
const baseTicks = { schema: 'public', name: 'drift_ticks' };
const dlobL2LatestTable = { schema: 'public', name: 'dlob_l2_latest' };
const dlobL2LatestProjectionView = { schema: 'public', name: 'dlob_l2_latest_projection' };
const dlobL3LatestProjectionView = { schema: 'public', name: 'dlob_l3_latest_projection' };
const dlobBestMakersLatestProjectionView = { schema: 'public', name: 'dlob_best_makers_latest_projection' };
const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
const dlobStatsLatestProjectionView = { schema: 'public', name: 'dlob_stats_latest_projection' };
const dlobDepthBpsLatestTable = { schema: 'public', name: 'dlob_depth_bps_latest' };
const dlobSlippageLatestTable = { schema: 'public', name: 'dlob_slippage_latest' };
const dlobSlippageLatestV2Table = { schema: 'public', name: 'dlob_slippage_latest_v2' };
@@ -261,9 +265,36 @@ async function main() {
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
}
async function ensureProjectedPublicSelectTable(table, columns, { publicFilter, customName } = {}) {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
const args = { source, table };
if (customName) {
args.configuration = { custom_name: customName };
}
await metadata({ type: 'pg_track_table', args });
await metadataIgnore({ type: 'pg_drop_select_permission', args: { source, table, role: 'public' } });
await metadata({
type: 'pg_create_select_permission',
args: {
source,
table,
role: 'public',
permission: {
columns,
filter: publicFilter || {},
},
},
});
await metadataIgnore({ type: 'pg_drop_insert_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 metadataIgnore({ type: 'pg_untrack_table', args: { source, table: dlobL2LatestTable, cascade: true } });
await ensureProjectedPublicSelectTable(dlobL2LatestProjectionView, [
'source',
'market_name',
'market_type',
@@ -278,9 +309,10 @@ async function main() {
'asks',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter });
], { publicFilter: dlobPublicFilter, customName: 'dlob_l2_latest' });
await ensureDlobTable(dlobStatsLatestTable, [
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table: dlobStatsLatestTable, cascade: true } });
await ensureProjectedPublicSelectTable(dlobStatsLatestProjectionView, [
'source',
'market_name',
'market_type',
@@ -302,6 +334,31 @@ async function main() {
'imbalance',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter, customName: 'dlob_stats_latest' });
await ensureProjectedPublicSelectTable(dlobL3LatestProjectionView, [
'source',
'market_name',
'market_type',
'market_index',
'ts',
'slot',
'bids',
'asks',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter });
await ensureProjectedPublicSelectTable(dlobBestMakersLatestProjectionView, [
'source',
'market_name',
'market_type',
'market_index',
'slot',
'bids',
'asks',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter });
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [

View File

@@ -814,3 +814,246 @@ BEGIN
PERFORM add_retention_policy('dlob_slippage_ts_v2', INTERVAL '7 days');
EXCEPTION WHEN OTHERS THEN
END $$;
-- Canonical DLOB storage and projection layer.
CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l2_latest (
source TEXT NOT NULL,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts BIGINT,
slot BIGINT,
mark_price_raw TEXT,
oracle_price_raw TEXT,
best_bid_price_raw TEXT,
best_ask_price_raw TEXT,
spread_pct_raw TEXT,
spread_quote_raw TEXT,
oracle_data JSONB,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_name, is_indicative)
);
CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l3_latest (
source TEXT NOT NULL,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts BIGINT,
slot BIGINT,
oracle_data JSONB,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_name, is_indicative)
);
CREATE TABLE IF NOT EXISTS public.dlob_best_makers_latest (
source TEXT NOT NULL,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER,
slot BIGINT,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_name)
);
CREATE INDEX IF NOT EXISTS dlob_orderbook_l2_latest_updated_at_idx
ON public.dlob_orderbook_l2_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_orderbook_l3_latest_updated_at_idx
ON public.dlob_orderbook_l3_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_best_makers_latest_updated_at_idx
ON public.dlob_best_makers_latest (updated_at DESC);
CREATE OR REPLACE VIEW public.dlob_l2_latest_projection AS
SELECT
source,
market_name,
market_type,
market_index,
ts,
slot,
CASE
WHEN NULLIF(mark_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(mark_price_raw, '')::numeric / 1000000::numeric
END AS mark_price,
CASE
WHEN NULLIF(oracle_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(oracle_price_raw, '')::numeric / 1000000::numeric
END AS oracle_price,
CASE
WHEN NULLIF(best_bid_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(best_bid_price_raw, '')::numeric / 1000000::numeric
END AS best_bid_price,
CASE
WHEN NULLIF(best_ask_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(best_ask_price_raw, '')::numeric / 1000000::numeric
END AS best_ask_price,
bids,
asks,
payload AS raw,
updated_at
FROM public.dlob_orderbook_l2_latest
WHERE is_indicative = FALSE;
CREATE OR REPLACE VIEW public.dlob_l3_latest_projection AS
SELECT
source,
market_name,
market_type,
market_index,
ts,
slot,
bids,
asks,
payload AS raw,
updated_at
FROM public.dlob_orderbook_l3_latest
WHERE is_indicative = FALSE;
CREATE OR REPLACE VIEW public.dlob_best_makers_latest_projection AS
SELECT
source,
market_name,
market_type,
market_index,
slot,
bids,
asks,
payload AS raw,
updated_at
FROM public.dlob_best_makers_latest;
CREATE OR REPLACE VIEW public.dlob_stats_latest_projection AS
WITH base AS (
SELECT
source,
market_name,
market_type,
market_index,
ts,
slot,
CASE
WHEN NULLIF(mark_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(mark_price_raw, '')::numeric / 1000000::numeric
END AS mark_price,
CASE
WHEN NULLIF(oracle_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(oracle_price_raw, '')::numeric / 1000000::numeric
END AS oracle_price,
CASE
WHEN NULLIF(best_bid_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(best_bid_price_raw, '')::numeric / 1000000::numeric
END AS best_bid_price,
CASE
WHEN NULLIF(best_ask_price_raw, '') IS NULL THEN NULL
ELSE NULLIF(best_ask_price_raw, '')::numeric / 1000000::numeric
END AS best_ask_price,
bids,
asks,
payload,
updated_at
FROM public.dlob_orderbook_l2_latest
WHERE is_indicative = FALSE
),
bid_levels AS (
SELECT
b.source,
b.market_name,
COALESCE(
SUM((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric),
0::numeric
) AS depth_bid_base,
COALESCE(
SUM(
((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric) *
((NULLIF(level->>'price', '')::numeric) / 1000000::numeric)
),
0::numeric
) AS depth_bid_usd
FROM base b
LEFT JOIN LATERAL (
SELECT level
FROM jsonb_array_elements(COALESCE(b.bids, '[]'::jsonb)) WITH ORDINALITY AS e(level, ord)
WHERE ord <= 10
) levels ON TRUE
GROUP BY b.source, b.market_name
),
ask_levels AS (
SELECT
b.source,
b.market_name,
COALESCE(
SUM((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric),
0::numeric
) AS depth_ask_base,
COALESCE(
SUM(
((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric) *
((NULLIF(level->>'price', '')::numeric) / 1000000::numeric)
),
0::numeric
) AS depth_ask_usd
FROM base b
LEFT JOIN LATERAL (
SELECT level
FROM jsonb_array_elements(COALESCE(b.asks, '[]'::jsonb)) WITH ORDINALITY AS e(level, ord)
WHERE ord <= 10
) levels ON TRUE
GROUP BY b.source, b.market_name
)
SELECT
b.source,
b.market_name,
b.market_type,
b.market_index,
b.ts,
b.slot,
b.mark_price,
b.oracle_price,
b.best_bid_price,
b.best_ask_price,
CASE
WHEN b.best_bid_price IS NOT NULL AND b.best_ask_price IS NOT NULL
THEN (b.best_bid_price + b.best_ask_price) / 2
ELSE NULL
END AS mid_price,
CASE
WHEN b.best_bid_price IS NOT NULL AND b.best_ask_price IS NOT NULL
THEN b.best_ask_price - b.best_bid_price
ELSE NULL
END AS spread_abs,
CASE
WHEN b.best_bid_price IS NOT NULL
AND b.best_ask_price IS NOT NULL
AND (b.best_bid_price + b.best_ask_price) > 0
THEN ((b.best_ask_price - b.best_bid_price) / ((b.best_bid_price + b.best_ask_price) / 2)) * 10000
ELSE NULL
END AS spread_bps,
10::integer AS depth_levels,
bids.depth_bid_base,
asks.depth_ask_base,
bids.depth_bid_usd,
asks.depth_ask_usd,
CASE
WHEN (bids.depth_bid_usd + asks.depth_ask_usd) > 0
THEN (bids.depth_bid_usd - asks.depth_ask_usd) / (bids.depth_bid_usd + asks.depth_ask_usd)
ELSE NULL
END AS imbalance,
jsonb_build_object(
'canonical_table', 'dlob_orderbook_l2_latest',
'projection', 'dlob_stats_latest_projection'
) AS raw,
b.updated_at
FROM base b
LEFT JOIN bid_levels bids USING (source, market_name)
LEFT JOIN ask_levels asks USING (source, market_name);

View File

@@ -0,0 +1,13 @@
apiVersion: cert-manager.io/v1
kind: Certificate
metadata:
name: monitoring-mpabi-pl
namespace: monitoring
spec:
secretName: monitoring-mpabi-pl-tls
issuerRef:
kind: ClusterIssuer
name: letsencrypt-prod
dnsNames:
- grafana.mpabi.pl
- prometheus.mpabi.pl

View File

@@ -0,0 +1,238 @@
apiVersion: v1
kind: ConfigMap
metadata:
name: grafana-dashboard-agave-status
namespace: monitoring
labels:
grafana_dashboard: "1"
data:
agave-status.json: |-
{
"uid": "agave-status-mpabi",
"title": "Agave @ mpabi",
"timezone": "browser",
"schemaVersion": 39,
"version": 2,
"time": { "from": "now-6h", "to": "now" },
"timepicker": {
"refresh_intervals": ["5s", "10s", "30s", "1m", "5m"],
"time_options": ["5m", "15m", "1h", "6h", "12h", "24h", "2d", "7d"]
},
"refresh": "10s",
"tags": ["agave", "solana", "mpabi"],
"templating": {
"list": [
{
"name": "instance",
"type": "query",
"label": "Node Exporter Instance",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"query": { "query": "label_values(up{job=\"mpabi-node-exporter\"}, instance)", "refId": "PromVarInstance" },
"current": { "selected": false, "text": "10.66.66.1:9100", "value": "10.66.66.1:9100" }
}
]
},
"panels": [
{
"id": 1,
"type": "stat",
"title": "Geyser Metrics Target (Prometheus up)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "A", "expr": "up{job=\"mpabi-yellowstone-geyser\"}" }],
"options": { "reduceOptions": { "calcs": ["lastNotNull"], "fields": "", "values": false }, "orientation": "horizontal", "textMode": "value" },
"fieldConfig": {
"defaults": { "thresholds": { "mode": "absolute", "steps": [{ "color": "red", "value": null }, { "color": "green", "value": 1 }] } },
"overrides": []
},
"gridPos": { "h": 6, "w": 12, "x": 0, "y": 0 }
},
{
"id": 2,
"type": "stat",
"title": "agave-validator.service (systemd active)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "B", "expr": "node_systemd_unit_state{job=\"mpabi-node-exporter\",instance=\"$instance\",name=\"agave-validator.service\",state=\"active\"}" }],
"options": { "reduceOptions": { "calcs": ["lastNotNull"], "fields": "", "values": false }, "orientation": "horizontal", "textMode": "value" },
"fieldConfig": {
"defaults": { "thresholds": { "mode": "absolute", "steps": [{ "color": "red", "value": null }, { "color": "green", "value": 1 }] } },
"overrides": []
},
"gridPos": { "h": 6, "w": 12, "x": 12, "y": 0 }
},
{
"id": 3,
"type": "timeseries",
"title": "CPU Used (%)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "C", "expr": "100 - (avg by (instance) (rate(node_cpu_seconds_total{job=\"mpabi-node-exporter\",instance=\"$instance\",mode=\"idle\"}[5m])) * 100)" }],
"fieldConfig": { "defaults": { "unit": "percent", "min": 0, "max": 100 }, "overrides": [] },
"gridPos": { "h": 8, "w": 8, "x": 0, "y": 6 }
},
{
"id": 4,
"type": "timeseries",
"title": "Load (1m)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "D", "expr": "node_load1{job=\"mpabi-node-exporter\",instance=\"$instance\"}" }],
"gridPos": { "h": 8, "w": 8, "x": 8, "y": 6 }
},
{
"id": 5,
"type": "timeseries",
"title": "Memory Used (%)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "E", "expr": "100 - (node_memory_MemAvailable_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\"} / node_memory_MemTotal_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\"} * 100)" }],
"fieldConfig": { "defaults": { "unit": "percent", "min": 0, "max": 100 }, "overrides": [] },
"gridPos": { "h": 8, "w": 8, "x": 16, "y": 6 }
},
{
"id": 6,
"type": "timeseries",
"title": "Swap Used (GiB)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "F", "expr": "(node_memory_SwapTotal_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\"} - node_memory_SwapFree_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\"}) / 1024 / 1024 / 1024" }],
"fieldConfig": { "defaults": { "unit": "gbytes" }, "overrides": [] },
"gridPos": { "h": 8, "w": 8, "x": 0, "y": 14 }
},
{
"id": 7,
"type": "timeseries",
"title": "Disk Free Accounts (%)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "G", "expr": "100 * node_filesystem_avail_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\",mountpoint=\"/var/lib/solana/accounts\"} / node_filesystem_size_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\",mountpoint=\"/var/lib/solana/accounts\"}" }],
"fieldConfig": { "defaults": { "unit": "percent", "min": 0, "max": 100 }, "overrides": [] },
"gridPos": { "h": 8, "w": 8, "x": 8, "y": 14 }
},
{
"id": 8,
"type": "timeseries",
"title": "Disk Free Ledger (%)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "H", "expr": "100 * node_filesystem_avail_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\",mountpoint=\"/var/lib/solana/ledger\"} / node_filesystem_size_bytes{job=\"mpabi-node-exporter\",instance=\"$instance\",mountpoint=\"/var/lib/solana/ledger\"}" }],
"fieldConfig": { "defaults": { "unit": "percent", "min": 0, "max": 100 }, "overrides": [] },
"gridPos": { "h": 8, "w": 8, "x": 16, "y": 14 }
},
{
"id": 9,
"type": "timeseries",
"title": "Disk IO (NVMe) Read/Write (MiB/s)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [
{ "refId": "I", "expr": "sum by (device) (rate(node_disk_read_bytes_total{job=\"mpabi-node-exporter\",instance=\"$instance\",device=~\"nvme.*\"}[5m])) / 1024 / 1024", "legendFormat": "read {{device}}" },
{ "refId": "J", "expr": "sum by (device) (rate(node_disk_written_bytes_total{job=\"mpabi-node-exporter\",instance=\"$instance\",device=~\"nvme.*\"}[5m])) / 1024 / 1024", "legendFormat": "write {{device}}" }
],
"fieldConfig": { "defaults": { "unit": "mbytes" }, "overrides": [] },
"gridPos": { "h": 8, "w": 12, "x": 0, "y": 22 }
},
{
"id": 10,
"type": "timeseries",
"title": "Network wg0 RX/TX (MiB/s)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [
{ "refId": "K", "expr": "rate(node_network_receive_bytes_total{job=\"mpabi-node-exporter\",instance=\"$instance\",device=\"wg0\"}[5m]) / 1024 / 1024", "legendFormat": "rx" },
{ "refId": "L", "expr": "rate(node_network_transmit_bytes_total{job=\"mpabi-node-exporter\",instance=\"$instance\",device=\"wg0\"}[5m]) / 1024 / 1024", "legendFormat": "tx" }
],
"fieldConfig": { "defaults": { "unit": "mbytes" }, "overrides": [] },
"gridPos": { "h": 8, "w": 12, "x": 12, "y": 22 }
},
{
"id": 11,
"type": "timeseries",
"title": "Geyser: Subscriber Queue Size",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "M", "expr": "grpc_subscriber_queue_size{job=\"mpabi-yellowstone-geyser\"}", "legendFormat": "{{subscriber_id}}" }],
"gridPos": { "h": 8, "w": 12, "x": 0, "y": 30 }
},
{
"id": 12,
"type": "timeseries",
"title": "Geyser: Connections Total",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "N", "expr": "connections_total{job=\"mpabi-yellowstone-geyser\"}" }],
"gridPos": { "h": 8, "w": 12, "x": 12, "y": 30 }
},
{
"id": 13,
"type": "timeseries",
"title": "Geyser: Bytes Sent (MiB/s)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "O", "expr": "rate(grpc_bytes_sent{job=\"mpabi-yellowstone-geyser\"}[5m]) / 1024 / 1024", "legendFormat": "{{subscriber_id}}" }],
"fieldConfig": { "defaults": { "unit": "mbytes" }, "overrides": [] },
"gridPos": { "h": 8, "w": 12, "x": 0, "y": 38 }
},
{
"id": 14,
"type": "timeseries",
"title": "Geyser: Messages Sent (/s)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "P", "expr": "rate(grpc_message_sent_count{job=\"mpabi-yellowstone-geyser\"}[5m])", "legendFormat": "{{subscriber_id}}" }],
"gridPos": { "h": 8, "w": 12, "x": 12, "y": 38 }
},
{
"id": 15,
"type": "timeseries",
"title": "Geyser: Disconnects (increase 15m)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "Q", "expr": "sum by (reason) (increase(grpc_client_disconnects_total{job=\"mpabi-yellowstone-geyser\"}[15m]))", "legendFormat": "{{reason}}" }],
"gridPos": { "h": 8, "w": 24, "x": 0, "y": 46 }
},
{
"id": 16,
"type": "stat",
"title": "RPC Slot Lag (slots)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "R", "expr": "solana_rpc_slot_lag{job=\"mpabi-node-exporter\",instance=\"$instance\"}" }],
"fieldConfig": {
"defaults": {
"unit": "short",
"thresholds": {
"mode": "absolute",
"steps": [
{ "color": "green", "value": null },
{ "color": "yellow", "value": 20 },
{ "color": "red", "value": 50 }
]
}
},
"overrides": []
},
"gridPos": { "h": 6, "w": 12, "x": 0, "y": 54 }
},
{
"id": 17,
"type": "stat",
"title": "RPC Slot Lag (szac. minuty)",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [{ "refId": "S", "expr": "solana_rpc_slot_lag{job=\"mpabi-node-exporter\",instance=\"$instance\"} * 0.4 / 60" }],
"fieldConfig": {
"defaults": {
"unit": "min",
"decimals": 2,
"thresholds": {
"mode": "absolute",
"steps": [
{ "color": "green", "value": null },
{ "color": "yellow", "value": 1 },
{ "color": "red", "value": 2 }
]
}
},
"overrides": []
},
"gridPos": { "h": 6, "w": 12, "x": 12, "y": 54 }
},
{
"id": 18,
"type": "timeseries",
"title": "RPC Slot & Reference Slot",
"datasource": { "type": "prometheus", "uid": "prometheus" },
"targets": [
{ "refId": "T", "expr": "solana_rpc_slot{job=\"mpabi-node-exporter\",instance=\"$instance\"}" },
{ "refId": "U", "expr": "solana_rpc_slot_reference{job=\"mpabi-node-exporter\",instance=\"$instance\"}" },
{ "refId": "V", "expr": "solana_rpc_block_height{job=\"mpabi-node-exporter\",instance=\"$instance\"}" }
],
"gridPos": { "h": 8, "w": 24, "x": 0, "y": 60 }
}
]
}

View File

@@ -0,0 +1,16 @@
apiVersion: traefik.io/v1alpha1
kind: IngressRoute
metadata:
name: grafana-http
namespace: monitoring
spec:
entryPoints:
- web
routes:
- match: Host(`grafana.mpabi.pl`)
kind: Rule
middlewares:
- name: redirect-to-https
services:
- name: monitoring-stack-grafana
port: 80

View File

@@ -0,0 +1,16 @@
apiVersion: traefik.io/v1alpha1
kind: IngressRoute
metadata:
name: grafana
namespace: monitoring
spec:
entryPoints:
- websecure
routes:
- match: Host(`grafana.mpabi.pl`)
kind: Rule
services:
- name: monitoring-stack-grafana
port: 80
tls:
secretName: monitoring-mpabi-pl-tls

View File

@@ -0,0 +1,16 @@
apiVersion: traefik.io/v1alpha1
kind: IngressRoute
metadata:
name: prometheus-http
namespace: monitoring
spec:
entryPoints:
- web
routes:
- match: Host(`prometheus.mpabi.pl`)
kind: Rule
middlewares:
- name: redirect-to-https
services:
- name: monitoring-stack-kube-prom-prometheus
port: 9090

View File

@@ -0,0 +1,16 @@
apiVersion: traefik.io/v1alpha1
kind: IngressRoute
metadata:
name: prometheus
namespace: monitoring
spec:
entryPoints:
- websecure
routes:
- match: Host(`prometheus.mpabi.pl`)
kind: Rule
services:
- name: monitoring-stack-kube-prom-prometheus
port: 9090
tls:
secretName: monitoring-mpabi-pl-tls

View File

@@ -0,0 +1,11 @@
apiVersion: kustomize.config.k8s.io/v1beta1
kind: Kustomization
resources:
- middleware-redirect-to-https.yaml
- certificate-monitoring-mpabi-pl.yaml
- ingressroute-grafana.yaml
- ingressroute-grafana-http.yaml
- ingressroute-prometheus.yaml
- ingressroute-prometheus-http.yaml
- dashboard-agave-status.yaml
- prometheus-rules-agave.yaml

View File

@@ -0,0 +1,9 @@
apiVersion: traefik.io/v1alpha1
kind: Middleware
metadata:
name: redirect-to-https
namespace: monitoring
spec:
redirectScheme:
scheme: https
permanent: true

View File

@@ -0,0 +1,61 @@
apiVersion: monitoring.coreos.com/v1
kind: PrometheusRule
metadata:
name: agave-rpc-alerts
namespace: monitoring
labels:
app: kube-prometheus-stack
release: monitoring-stack
spec:
groups:
- name: agave-rpc-health
rules:
- alert: AgaveRPCDown
expr: "max by (instance) (solana_rpc_up{job=\"mpabi-node-exporter\"}) == 0"
for: 30s
labels:
severity: critical
team: mpabi
annotations:
summary: "Agave RPC is unreachable"
description: "RPC probe from node exporter reports solana_rpc_up == 0 for instance {{ $labels.instance }}."
- alert: AgaveRPCSlotLagHigh
expr: "sum by (instance) (solana_rpc_slot_lag{job=\"mpabi-node-exporter\"}) > 50"
for: 2m
labels:
severity: warning
team: mpabi
annotations:
summary: "Agave RPC is lagging behind cluster"
description: "Current slot lag is {{ $value }} for instance {{ $labels.instance }}. Reference endpoint in probe config may be misconfigured or validator is behind."
- alert: AgaveRPCSlotLagCritical
expr: "sum by (instance) (solana_rpc_slot_lag{job=\"mpabi-node-exporter\"}) > 500"
for: 2m
labels:
severity: critical
team: mpabi
annotations:
summary: "Agave RPC severe lag"
description: "Slot lag is critically high ({{ $value }} slots) on instance {{ $labels.instance }}."
- alert: AgaveIOHigh
expr: |
sum by (instance) (
(rate(node_disk_read_bytes_total{job="mpabi-node-exporter",device=~"nvme.*"}[5m]) +
rate(node_disk_written_bytes_total{job="mpabi-node-exporter",device=~"nvme.*"}[5m])) / 1024 / 1024
) > 300
for: 5m
labels:
severity: warning
team: mpabi
annotations:
summary: "High storage I/O on Agave node"
description: "Combined NVMe read+write throughput >300 MiB/s for 5m on {{ $labels.instance }}. Check disk pressure and Geyser/ledger workload."
- alert: AgaveIOWaitHigh
expr: "avg by (instance) (rate(node_cpu_seconds_total{job=\"mpabi-node-exporter\",mode=\"iowait\"}[5m])) > 0.2"
for: 5m
labels:
severity: warning
team: mpabi
annotations:
summary: "High iowait on Agave node"
description: "Iowait over 20% on average for 5m on {{ $labels.instance }}. Storage latency is likely impacting slot progress."

View File

@@ -0,0 +1,49 @@
# mevnode-bot overlay
To jest docelowy overlay dla runtime `mevnode_bot`.
Zakres:
- `postgres`
- `hasura`
- `trade-api`
- `trade-frontend` (`NodePort 30081`)
- `trade-ingestor`
- `dlob-redis`
- `dlob-publisher`
- `dlob-server`
- `dlob-worker`
- `dlob-depth-worker`
- `dlob-slippage-worker`
Założenia runtime:
- `mevnode_sol` wystawia po `wg0`:
- `RPC`: `http://10.91.0.1:8899`
- `WS`: `ws://10.91.0.1:8900`
- `Yellowstone`: `http://10.91.0.1:10000`
- `mevnode_bot` uruchamia tylko warstwę aplikacyjną.
- `trade-frontend` jest wystawiany przez `NodePort 30081`.
- Namespace pozostaje `trade-staging`.
Wymagane sekrety:
- `trade-postgres`
- `trade-hasura`
- `trade-api`
- `trade-frontend-tokens`
- `trade-dlob-rpc`
Opcjonalne:
- `gitea-registry` nie jest tu wymagane, bo overlay czyści `imagePullSecrets`.
Uwagi:
- Overlay zastępuje lokalny `_tmp/bot-rx-stack`.
- `trade-deploy/kustomize/overlays/mevnode-bot` jest teraz źródłem prawdy dla runtime `mevnode_bot`.
- Ten overlay nadal korzysta z plików z `../../base` w `configMapGenerator`, więc przy lokalnym `kustomize` może być potrzebne:
```bash
sudo k3s kubectl kustomize trade-deploy/kustomize/overlays/mevnode-bot --load-restrictor LoadRestrictionsNone | sudo k3s kubectl apply -f -
```

View File

@@ -0,0 +1,219 @@
import process from 'node:process';
import { setTimeout as sleep } from 'node:timers/promises';
function getIsoNow() {
return new Date().toISOString();
}
function envString(name, fallback) {
const v = process.env[name];
if (v == null) return fallback;
const s = String(v).trim();
return s ? s : fallback;
}
function envInt(name, fallback, { min, max } = {}) {
const v = process.env[name];
if (v == null) return fallback;
const n = Number.parseInt(String(v), 10);
if (!Number.isFinite(n)) return fallback;
const low = typeof min === 'number' ? min : n;
const high = typeof max === 'number' ? max : n;
return Math.max(low, Math.min(high, n));
}
function envList(name, fallbackCsv) {
const raw = process.env[name] ?? fallbackCsv;
return String(raw)
.split(',')
.map((s) => s.trim())
.filter(Boolean);
}
function toIntOrNull(v) {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number.parseInt(s, 10);
return Number.isFinite(n) ? n : null;
}
return null;
}
function numStr(v) {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? String(v) : null;
if (typeof v === 'string') {
const s = v.trim();
return s ? s : null;
}
return null;
}
function isoFromEpochMs(v) {
const n = typeof v === 'number' ? v : typeof v === 'string' ? Number(v.trim()) : NaN;
if (!Number.isFinite(n) || n <= 0) return null;
const d = new Date(n);
const ms = d.getTime();
if (!Number.isFinite(ms)) return null;
return d.toISOString();
}
function resolveConfig() {
const hasuraUrl = envString('HASURA_GRAPHQL_URL', 'http://hasura:8080/v1/graphql');
const hasuraAdminSecret = envString('HASURA_ADMIN_SECRET', '');
if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
const markets = envList('DLOB_MARKETS', 'SOL-PERP,PUMP-PERP');
const pollMs = envInt('TICKS_POLL_MS', 1000, { min: 250, max: 60000 });
const source = envString('TICKS_SOURCE', 'dlob_stats');
return { hasuraUrl, hasuraAdminSecret, markets, pollMs, source };
}
async function graphqlRequest(cfg, query, variables) {
const res = await fetch(cfg.hasuraUrl, {
method: 'POST',
headers: {
'content-type': 'application/json',
'x-hasura-admin-secret': cfg.hasuraAdminSecret,
},
body: JSON.stringify({ query, variables }),
signal: AbortSignal.timeout(10000),
});
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: ${text}`);
}
if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
return json.data;
}
async function fetchStats(cfg) {
const query = `
query DlobStatsLatest($markets: [String!]!) {
dlob_stats_latest(where: { market_name: { _in: $markets } }) {
market_name
market_index
ts
slot
oracle_price
mark_price
mid_price
best_bid_price
best_ask_price
updated_at
}
}
`;
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
const rows = Array.isArray(data?.dlob_stats_latest) ? data.dlob_stats_latest : [];
return rows;
}
async function insertTicks(cfg, objects) {
if (!objects.length) return 0;
const mutation = `
mutation InsertTicks($objects: [drift_ticks_insert_input!]!) {
insert_drift_ticks(objects: $objects) { affected_rows }
}
`;
const data = await graphqlRequest(cfg, mutation, { objects });
return Number(data?.insert_drift_ticks?.affected_rows || 0);
}
async function main() {
const cfg = resolveConfig();
const lastUpdatedAtByMarket = new Map();
console.log(
JSON.stringify(
{
service: 'trade-ingestor',
mode: 'dlob_stats_ticks',
startedAt: getIsoNow(),
hasuraUrl: cfg.hasuraUrl,
markets: cfg.markets,
pollMs: cfg.pollMs,
source: cfg.source,
},
null,
2
)
);
while (true) {
try {
const rows = await fetchStats(cfg);
const nowIso = getIsoNow();
const objects = [];
for (const r of rows) {
const marketName = String(r?.market_name || '').trim();
if (!marketName) continue;
const updatedAt = r?.updated_at ? String(r.updated_at) : '';
if (updatedAt && lastUpdatedAtByMarket.get(marketName) === updatedAt) continue;
if (updatedAt) lastUpdatedAtByMarket.set(marketName, updatedAt);
const marketIndex = toIntOrNull(r?.market_index) ?? 0;
const dlobIso = isoFromEpochMs(r?.ts);
const tsIso = dlobIso || nowIso;
const oraclePrice = numStr(r?.oracle_price) || numStr(r?.mark_price) || numStr(r?.mid_price);
const markPrice = numStr(r?.mark_price) || numStr(r?.mid_price) || oraclePrice;
if (!oraclePrice) continue;
objects.push({
ts: tsIso,
market_index: marketIndex,
symbol: marketName,
oracle_price: oraclePrice,
mark_price: markPrice,
oracle_slot: r?.slot == null ? null : String(r.slot),
source: cfg.source,
raw: {
from: 'dlob_stats_latest',
market_name: marketName,
market_index: marketIndex,
dlob: {
ts: r?.ts ?? null,
slot: r?.slot ?? null,
best_bid_price: r?.best_bid_price ?? null,
best_ask_price: r?.best_ask_price ?? null,
mid_price: r?.mid_price ?? null,
updated_at: updatedAt || null,
},
},
});
}
const inserted = await insertTicks(cfg, objects);
if (inserted) {
console.log(`[dlob-ticks] inserted=${inserted} ts=${nowIso}`);
}
} catch (err) {
console.error(`[dlob-ticks] error: ${String(err?.message || err)}`);
await sleep(2000);
}
await sleep(cfg.pollMs);
}
}
main().catch((err) => {
console.error(String(err?.stack || err));
process.exitCode = 1;
});

View File

@@ -0,0 +1,67 @@
apiVersion: kustomize.config.k8s.io/v1beta1
kind: Kustomization
namespace: trade-staging
resources:
- namespace.yaml
- ../../base/cm-trade-deploy.yaml
- ../../base/postgres/service.yaml
- ../../base/postgres/statefulset.yaml
- ../../base/postgres/job-migrate.yaml
- ../../base/hasura/service.yaml
- ../../base/hasura/deployment.yaml
- ../../base/hasura/job-bootstrap.yaml
- ../../base/api/service.yaml
- ../../base/api/deployment.yaml
- ../../base/ingestor/deployment.yaml
- ../../base/frontend/service.yaml
- ../../base/frontend/deployment.yaml
- ../../base/dlob/redis.yaml
- ../../base/dlob/publisher-deployment.yaml
- ../../base/dlob/server-service.yaml
- ../../base/dlob/server-deployment.yaml
- ../../base/dlob-worker/deployment.yaml
- ../../base/dlob-depth-worker/deployment.yaml
- ../../base/dlob-slippage-worker/deployment.yaml
patchesStrategicMerge:
- patch-api.yaml
- patch-frontend.yaml
- patch-frontend-service.yaml
- patch-ingestor.yaml
- patch-dlob-publisher.yaml
- patch-dlob-publisher-storage.yaml
- patch-dlob-server.yaml
- patch-dlob-worker.yaml
- patch-dlob-depth-worker.yaml
- patch-dlob-slippage-worker.yaml
configMapGenerator:
- name: postgres-initdb
files:
- ../../base/initdb/001_init.sql
- name: hasura-bootstrap-script
files:
- ../../base/hasura/hasura-bootstrap.mjs
- name: trade-api-wrapper
files:
- ../../base/api/wrapper.mjs
- name: trade-api-upstream
files:
- ../../base/api/server.mjs
- name: dlob-worker-script
files:
- ../../base/dlob-worker/worker.mjs
- name: dlob-depth-worker-script
files:
- ../../base/dlob-depth-worker/worker.mjs
- name: dlob-slippage-worker-script
files:
- ../../base/dlob-slippage-worker/worker.mjs
- name: trade-dlob-ingestor-script
files:
- dlob-ingestor.mjs
generatorOptions:
disableNameSuffixHash: true

View File

@@ -0,0 +1,4 @@
apiVersion: v1
kind: Namespace
metadata:
name: trade-staging

View File

@@ -0,0 +1,8 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: trade-api
spec:
template:
spec:
imagePullSecrets: []

View File

@@ -0,0 +1,12 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-depth-worker
spec:
template:
spec:
containers:
- name: worker
env:
- name: DLOB_MARKETS
value: SOL-PERP,PUMP-PERP

View File

@@ -0,0 +1,40 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-publisher
spec:
replicas: 1
template:
spec:
containers:
- name: publisher
env:
- name: ENABLE_PERSISTENT_STORE
value: "true"
- name: DLOB_SOURCE
value: "mevnode_bot"
- name: PRICE_PRECISION
value: "1000000"
- name: BASE_PRECISION
value: "1000000000"
- name: PERSISTENT_STATS_DEPTH
value: "10"
- name: PGHOST
value: postgres
- name: PGPORT
value: "5432"
- name: PGUSER
valueFrom:
secretKeyRef:
name: trade-postgres
key: POSTGRES_USER
- name: PGPASSWORD
valueFrom:
secretKeyRef:
name: trade-postgres
key: POSTGRES_PASSWORD
- name: PGDATABASE
valueFrom:
secretKeyRef:
name: trade-postgres
key: POSTGRES_DB

View File

@@ -0,0 +1,31 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-publisher
spec:
template:
spec:
imagePullSecrets: []
containers:
- name: publisher
env:
- name: PERP_MARKETS_TO_LOAD
value: "0,75"
- name: USE_GRPC
value: "true"
- name: USE_WEBSOCKET
value: "true"
- name: DISABLE_GPA_REFRESH
value: "true"
- name: GRPC_CLIENT
value: "yellowstone"
- name: GRPC_ENDPOINT
valueFrom:
secretKeyRef:
name: trade-dlob-rpc
key: GRPC_ENDPOINT
- name: TOKEN
valueFrom:
secretKeyRef:
name: trade-dlob-rpc
key: TOKEN

View File

@@ -0,0 +1,8 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-server
spec:
template:
spec:
imagePullSecrets: []

View File

@@ -0,0 +1,12 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-slippage-worker
spec:
template:
spec:
containers:
- name: worker
env:
- name: DLOB_MARKETS
value: SOL-PERP,PUMP-PERP

View File

@@ -0,0 +1,12 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-worker
spec:
template:
spec:
containers:
- name: worker
env:
- name: DLOB_MARKETS
value: SOL-PERP,PUMP-PERP

View File

@@ -0,0 +1,11 @@
apiVersion: v1
kind: Service
metadata:
name: trade-frontend
spec:
type: NodePort
ports:
- name: http
port: 8081
targetPort: http
nodePort: 30081

View File

@@ -0,0 +1,8 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: trade-frontend
spec:
template:
spec:
imagePullSecrets: []

View File

@@ -0,0 +1,39 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: trade-ingestor
spec:
template:
spec:
imagePullSecrets: []
containers:
- name: ingestor
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_MARKETS
value: SOL-PERP,PUMP-PERP
- name: TICKS_POLL_MS
value: "1000"
- name: TICKS_SOURCE
value: "dlob_stats"
command:
- node
args:
- /opt/dlob/dlob-ingestor.mjs
volumeMounts:
- name: dlob-script
mountPath: /opt/dlob/dlob-ingestor.mjs
subPath: dlob-ingestor.mjs
readOnly: true
volumes:
- name: dlob-script
configMap:
name: trade-dlob-ingestor-script

View File

@@ -66,7 +66,7 @@ function resolveConfig() {
const hasuraAdminSecret = envString('HASURA_ADMIN_SECRET', '');
if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-PERP');
const pollMs = envInt('TICKS_POLL_MS', 1000, { min: 250, max: 60_000 });
const source = envString('TICKS_SOURCE', 'dlob_stats');

View File

@@ -18,7 +18,7 @@ spec:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: DLOB_MARKETS
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
value: SOL-PERP,DOGE-PERP,JUP-PERP
- name: TICKS_POLL_MS
value: "1000"
- name: TICKS_SOURCE