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b239f564b2 |
20
bootstrap/argocd/application-monitoring-extras.yaml
Normal file
20
bootstrap/argocd/application-monitoring-extras.yaml
Normal 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
|
||||
50
bootstrap/argocd/application-monitoring-stack.yaml
Normal file
50
bootstrap/argocd/application-monitoring-stack.yaml
Normal 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
|
||||
@@ -18,6 +18,9 @@ spec:
|
||||
- name: trade-api-wrapper
|
||||
configMap:
|
||||
name: trade-api-wrapper
|
||||
- name: trade-api-upstream
|
||||
configMap:
|
||||
name: trade-api-upstream
|
||||
containers:
|
||||
- name: api
|
||||
image: gitea.mpabi.pl/trade/trade-api:k3s-20260111095435
|
||||
@@ -31,6 +34,10 @@ spec:
|
||||
mountPath: /override/wrapper.mjs
|
||||
subPath: wrapper.mjs
|
||||
readOnly: true
|
||||
- name: trade-api-upstream
|
||||
mountPath: /app/services/api/server.mjs
|
||||
subPath: server.mjs
|
||||
readOnly: true
|
||||
env:
|
||||
- name: PORT
|
||||
value: "8787"
|
||||
|
||||
1759
kustomize/base/api/server.mjs
Normal file
1759
kustomize/base/api/server.mjs
Normal file
File diff suppressed because it is too large
Load Diff
48
kustomize/base/candles-cache-worker/deployment.yaml
Normal file
48
kustomize/base/candles-cache-worker/deployment.yaml
Normal file
@@ -0,0 +1,48 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: candles-cache-worker
|
||||
annotations:
|
||||
argocd.argoproj.io/sync-wave: "6"
|
||||
spec:
|
||||
replicas: 1
|
||||
selector:
|
||||
matchLabels:
|
||||
app.kubernetes.io/name: candles-cache-worker
|
||||
template:
|
||||
metadata:
|
||||
labels:
|
||||
app.kubernetes.io/name: candles-cache-worker
|
||||
spec:
|
||||
containers:
|
||||
- name: worker
|
||||
image: node:20-slim
|
||||
imagePullPolicy: IfNotPresent
|
||||
env:
|
||||
- name: HASURA_GRAPHQL_URL
|
||||
value: http://hasura:8080/v1/graphql
|
||||
- name: HASURA_ADMIN_SECRET
|
||||
valueFrom:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: CANDLES_SYMBOLS
|
||||
value: SOL-PERP,PUMP-PERP
|
||||
- name: CANDLES_SOURCES
|
||||
value: any
|
||||
- name: CANDLES_TFS
|
||||
value: 1s,3s,5s,15s,30s,1m,3m,5m,15m,30m,1h,4h,12h,1d
|
||||
- name: CANDLES_TARGET_POINTS
|
||||
value: "1024"
|
||||
- name: CANDLES_POLL_MS
|
||||
value: "5000"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
volumeMounts:
|
||||
- name: script
|
||||
mountPath: /app/worker.mjs
|
||||
subPath: worker.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: script
|
||||
configMap:
|
||||
name: candles-cache-worker-script
|
||||
431
kustomize/base/candles-cache-worker/worker.mjs
Normal file
431
kustomize/base/candles-cache-worker/worker.mjs
Normal file
@@ -0,0 +1,431 @@
|
||||
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 chosen AS (
|
||||
SELECT source AS chosen_source
|
||||
FROM public.drift_ticks
|
||||
WHERE symbol = ${sqlLit(symbol)}
|
||||
ORDER BY ts DESC
|
||||
LIMIT 1
|
||||
),
|
||||
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)} <> '' AND source = ${sqlLit(sourceKey)}
|
||||
OR ${sqlLit(sourceKey)} = '' AND source = COALESCE((SELECT chosen_source FROM chosen), source)
|
||||
)
|
||||
),
|
||||
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 ASC))[1] AS oracle_open,
|
||||
max(oracle_px) AS oracle_high,
|
||||
min(oracle_px) AS oracle_low,
|
||||
(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_open,
|
||||
oracle_high,
|
||||
oracle_low,
|
||||
oracle_close,
|
||||
ticks,
|
||||
updated_at
|
||||
)
|
||||
SELECT
|
||||
bucket,
|
||||
${bucketSeconds},
|
||||
${sqlLit(symbol)},
|
||||
${sqlLit(sourceKey)},
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
oracle_open,
|
||||
oracle_high,
|
||||
oracle_low,
|
||||
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_open = EXCLUDED.oracle_open,
|
||||
oracle_high = EXCLUDED.oracle_high,
|
||||
oracle_low = EXCLUDED.oracle_low,
|
||||
oracle_close = EXCLUDED.oracle_close,
|
||||
ticks = EXCLUDED.ticks,
|
||||
updated_at = now();
|
||||
`;
|
||||
}
|
||||
|
||||
function sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds, cutoffIso }) {
|
||||
return `
|
||||
DELETE FROM public.drift_candles_cache
|
||||
WHERE symbol = ${sqlLit(symbol)}
|
||||
AND source = ${sqlLit(sourceKey)}
|
||||
AND bucket_seconds = ${bucketSeconds}
|
||||
AND bucket < ${sqlLit(cutoffIso)}::timestamptz;
|
||||
`;
|
||||
}
|
||||
|
||||
async function getTickRange(cfg, { symbol, sourceKey }) {
|
||||
const sql =
|
||||
String(sourceKey) === ''
|
||||
? `
|
||||
WITH chosen AS (
|
||||
SELECT source AS chosen_source
|
||||
FROM public.drift_ticks
|
||||
WHERE symbol=${sqlLit(symbol)}
|
||||
ORDER BY ts DESC
|
||||
LIMIT 1
|
||||
)
|
||||
SELECT min(ts) AS min_ts, max(ts) AS max_ts
|
||||
FROM public.drift_ticks
|
||||
WHERE symbol=${sqlLit(symbol)}
|
||||
AND source = COALESCE((SELECT chosen_source FROM chosen), source);
|
||||
`
|
||||
: `
|
||||
SELECT min(ts) AS min_ts, max(ts) AS max_ts
|
||||
FROM public.drift_ticks
|
||||
WHERE symbol=${sqlLit(symbol)}
|
||||
AND 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 backfillBucket(cfg, { symbol, sourceKey, bucketSeconds, fromIso, toIso }) {
|
||||
const chunk = chunkSecondsForBucket(bucketSeconds);
|
||||
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, 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();
|
||||
for (const bs of cfg.bucketSecondsList) {
|
||||
const fromIso = desiredFromIso({
|
||||
minTsIso: range.minTs,
|
||||
maxTsIso: toIso,
|
||||
bucketSeconds: bs,
|
||||
targetPoints: cfg.targetPoints,
|
||||
backfillDays: cfg.backfillDays,
|
||||
});
|
||||
|
||||
console.log(
|
||||
`[candles-cache-worker] warmup symbol=${symbol} source=${sourceKey || '(any)'} bs=${bs}s from=${fromIso} to=${toIso} points=${cfg.targetPoints}`
|
||||
);
|
||||
try {
|
||||
await backfillBucket(cfg, { symbol, sourceKey, bucketSeconds: bs, fromIso, toIso });
|
||||
// Enforce max window for this bucket (derived data; safe to prune).
|
||||
await hasuraRunSql(cfg, sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds: bs, cutoffIso: fromIso }));
|
||||
} catch (err) {
|
||||
console.error(
|
||||
`[candles-cache-worker] warmup failed (${symbol}/${sourceKey || 'any'}/${bs}s): ${String(err?.message || err)}`
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Prime last buckets.
|
||||
const last = new Map(); // key -> iso bucket
|
||||
for (const symbol of cfg.symbols) {
|
||||
for (const sourceKey of cfg.sources) {
|
||||
for (const bs of cfg.bucketSecondsList) {
|
||||
const k = `${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();
|
||||
const pruneEveryMs = 60_000;
|
||||
const lastPruneAt = last.__pruneAt || new Map();
|
||||
// stash on the Map to keep closure-local without introducing a new outer var
|
||||
last.__pruneAt = lastPruneAt;
|
||||
|
||||
for (const symbol of cfg.symbols) {
|
||||
for (const sourceKey of cfg.sources) {
|
||||
for (const bs of cfg.bucketSecondsList) {
|
||||
const k = `${symbol}::${sourceKey}::${bs}`;
|
||||
const prev = last.get(k);
|
||||
const safety = safetyWindowSeconds(bs);
|
||||
const fromMs = prev ? Date.parse(prev) - safety * 1000 : loopNow - safety * 1000;
|
||||
const fromIso2 = new Date(Math.max(0, fromMs)).toISOString();
|
||||
try {
|
||||
await hasuraRunSql(
|
||||
cfg,
|
||||
sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds: bs, fromIso: fromIso2, toIso: loopIso })
|
||||
);
|
||||
// best-effort: move last pointer close to now (actual max will lag by at most one bucket)
|
||||
last.set(k, loopIso);
|
||||
|
||||
const prevPrune = lastPruneAt.get(k) || 0;
|
||||
if (loopNow - prevPrune >= pruneEveryMs) {
|
||||
const keepSeconds = Math.max(cfg.targetPoints * bs, (cfg.backfillDays > 0 ? cfg.backfillDays * 86400 : 0));
|
||||
const cutoffIso = new Date(Math.max(0, loopNow - keepSeconds * 1000)).toISOString();
|
||||
try {
|
||||
await hasuraRunSql(cfg, sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds: bs, cutoffIso }));
|
||||
} finally {
|
||||
lastPruneAt.set(k, loopNow);
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
console.error(
|
||||
`[candles-cache-worker] update failed (${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;
|
||||
});
|
||||
50
kustomize/base/dlob-depth-worker/deployment-drift.yaml
Normal file
50
kustomize/base/dlob-depth-worker/deployment-drift.yaml
Normal file
@@ -0,0 +1,50 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-depth-worker-drift
|
||||
annotations:
|
||||
argocd.argoproj.io/sync-wave: "6"
|
||||
spec:
|
||||
replicas: 1
|
||||
selector:
|
||||
matchLabels:
|
||||
app.kubernetes.io/name: dlob-depth-worker-drift
|
||||
template:
|
||||
metadata:
|
||||
labels:
|
||||
app.kubernetes.io/name: dlob-depth-worker-drift
|
||||
spec:
|
||||
containers:
|
||||
- name: worker
|
||||
image: node:20-slim
|
||||
imagePullPolicy: IfNotPresent
|
||||
env:
|
||||
- name: HASURA_GRAPHQL_URL
|
||||
value: http://hasura:8080/v1/graphql
|
||||
- name: HASURA_ADMIN_SECRET
|
||||
valueFrom:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: drift
|
||||
- name: DLOB_MARKETS
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_POLL_MS
|
||||
value: "1000"
|
||||
- name: DLOB_DEPTH_BPS_BANDS
|
||||
value: "5,10,20,50,100,200"
|
||||
- name: PRICE_PRECISION
|
||||
value: "1000000"
|
||||
- name: BASE_PRECISION
|
||||
value: "1000000000"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
volumeMounts:
|
||||
- name: script
|
||||
mountPath: /app/worker.mjs
|
||||
subPath: worker.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: script
|
||||
configMap:
|
||||
name: dlob-depth-worker-script
|
||||
@@ -26,8 +26,10 @@ spec:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: mevnode
|
||||
- name: DLOB_MARKETS
|
||||
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_POLL_MS
|
||||
value: "1000"
|
||||
- name: DLOB_DEPTH_BPS_BANDS
|
||||
|
||||
@@ -64,7 +64,8 @@ function resolveConfig() {
|
||||
const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
|
||||
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
|
||||
|
||||
const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
|
||||
const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
|
||||
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');
|
||||
|
||||
@@ -79,6 +80,7 @@ function resolveConfig() {
|
||||
hasuraUrl,
|
||||
hasuraAdminSecret,
|
||||
hasuraAuthToken,
|
||||
dlobSource,
|
||||
markets,
|
||||
pollMs,
|
||||
bandsBps,
|
||||
@@ -169,8 +171,9 @@ function computeBandDepth({ bids, asks, mid, bandBps }) {
|
||||
|
||||
async function fetchL2Latest(cfg) {
|
||||
const query = `
|
||||
query DlobL2Latest($markets: [String!]!) {
|
||||
dlob_l2_latest(where: {market_name: {_in: $markets}}) {
|
||||
query DlobL2Latest($source: String!, $markets: [String!]!) {
|
||||
dlob_l2_latest(where: {source: {_eq: $source}, market_name: {_in: $markets}}) {
|
||||
source
|
||||
market_name
|
||||
market_type
|
||||
market_index
|
||||
@@ -186,7 +189,7 @@ async function fetchL2Latest(cfg) {
|
||||
}
|
||||
}
|
||||
`;
|
||||
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
|
||||
const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
|
||||
return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
|
||||
}
|
||||
|
||||
@@ -232,6 +235,7 @@ async function main() {
|
||||
startedAt: getIsoNow(),
|
||||
hasuraUrl: cfg.hasuraUrl,
|
||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||
dlobSource: cfg.dlobSource,
|
||||
markets: cfg.markets,
|
||||
pollMs: cfg.pollMs,
|
||||
bandsBps: cfg.bandsBps,
|
||||
@@ -268,6 +272,7 @@ async function main() {
|
||||
for (const bandBps of cfg.bandsBps) {
|
||||
const d = computeBandDepth({ bids, asks, mid, bandBps });
|
||||
rows.push({
|
||||
source: cfg.dlobSource,
|
||||
market_name: market,
|
||||
band_bps: bandBps,
|
||||
market_type: l2.market_type ? String(l2.market_type) : 'perp',
|
||||
|
||||
50
kustomize/base/dlob-slippage-worker/deployment-drift.yaml
Normal file
50
kustomize/base/dlob-slippage-worker/deployment-drift.yaml
Normal file
@@ -0,0 +1,50 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-slippage-worker-drift
|
||||
annotations:
|
||||
argocd.argoproj.io/sync-wave: "6"
|
||||
spec:
|
||||
replicas: 1
|
||||
selector:
|
||||
matchLabels:
|
||||
app.kubernetes.io/name: dlob-slippage-worker-drift
|
||||
template:
|
||||
metadata:
|
||||
labels:
|
||||
app.kubernetes.io/name: dlob-slippage-worker-drift
|
||||
spec:
|
||||
containers:
|
||||
- name: worker
|
||||
image: node:20-slim
|
||||
imagePullPolicy: IfNotPresent
|
||||
env:
|
||||
- name: HASURA_GRAPHQL_URL
|
||||
value: http://hasura:8080/v1/graphql
|
||||
- name: HASURA_ADMIN_SECRET
|
||||
valueFrom:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: drift
|
||||
- name: DLOB_MARKETS
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_POLL_MS
|
||||
value: "1000"
|
||||
- name: DLOB_SLIPPAGE_SIZES_USD
|
||||
value: "0.1,0.2,0.5,1,2,5,10,25,50,100,250,500,1000,5000,10000,50000"
|
||||
- name: PRICE_PRECISION
|
||||
value: "1000000"
|
||||
- name: BASE_PRECISION
|
||||
value: "1000000000"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
volumeMounts:
|
||||
- name: script
|
||||
mountPath: /app/worker.mjs
|
||||
subPath: worker.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: script
|
||||
configMap:
|
||||
name: dlob-slippage-worker-script
|
||||
@@ -26,12 +26,14 @@ spec:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: mevnode
|
||||
- name: DLOB_MARKETS
|
||||
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_POLL_MS
|
||||
value: "1000"
|
||||
- name: DLOB_SLIPPAGE_SIZES_USD
|
||||
value: "10,25,50,100,250,500,1000,5000,10000,50000"
|
||||
value: "0.1,0.2,0.5,1,2,5,10,25,50,100,250,500,1000,5000,10000,50000"
|
||||
- name: PRICE_PRECISION
|
||||
value: "1000000"
|
||||
- name: BASE_PRECISION
|
||||
|
||||
@@ -1,6 +1,16 @@
|
||||
import fs from 'node:fs';
|
||||
import process from 'node:process';
|
||||
import { setTimeout as sleep } from 'node:timers/promises';
|
||||
|
||||
function readJsonFile(filePath) {
|
||||
try {
|
||||
const raw = fs.readFileSync(filePath, 'utf8');
|
||||
return JSON.parse(raw);
|
||||
} catch {
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
function getIsoNow() {
|
||||
return new Date().toISOString();
|
||||
}
|
||||
@@ -19,14 +29,89 @@ function envList(name, fallbackCsv) {
|
||||
.filter(Boolean);
|
||||
}
|
||||
|
||||
function envIntList(name, fallbackCsv) {
|
||||
const out = [];
|
||||
for (const item of envList(name, fallbackCsv)) {
|
||||
const n = Number.parseInt(item, 10);
|
||||
if (!Number.isFinite(n)) continue;
|
||||
out.push(n);
|
||||
function parsePositiveNumber(value) {
|
||||
const n = Number.parseFloat(String(value ?? '').trim());
|
||||
if (!Number.isFinite(n) || !(n > 0)) return null;
|
||||
return n;
|
||||
}
|
||||
|
||||
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 hasuraUrl =
|
||||
process.env.HASURA_GRAPHQL_URL ||
|
||||
tokens.graphqlUrl ||
|
||||
tokens.apiUrl ||
|
||||
'http://hasura:8080/v1/graphql';
|
||||
const hasuraAdminSecret =
|
||||
process.env.HASURA_ADMIN_SECRET ||
|
||||
process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
|
||||
tokens.adminSecret ||
|
||||
tokens.hasuraAdminSecret;
|
||||
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
|
||||
|
||||
const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
|
||||
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')
|
||||
.map(parsePositiveNumber)
|
||||
.filter((n) => n != null)
|
||||
.map((n) => n)
|
||||
.filter((n, idx, arr) => arr.findIndex((x) => x === n) === idx)
|
||||
.sort((a, b) => a - b);
|
||||
|
||||
const sizesUsdInt = sizesUsd.filter((n) => Number.isInteger(n));
|
||||
|
||||
const depthLevels = clampInt(process.env.DLOB_DEPTH, 1, 50, 25);
|
||||
const pricePrecision = Number(process.env.PRICE_PRECISION || 1_000_000);
|
||||
const basePrecision = Number(process.env.BASE_PRECISION || 1_000_000_000);
|
||||
if (!Number.isFinite(pricePrecision) || pricePrecision <= 0) throw new Error(`Invalid PRICE_PRECISION: ${process.env.PRICE_PRECISION}`);
|
||||
if (!Number.isFinite(basePrecision) || basePrecision <= 0) throw new Error(`Invalid BASE_PRECISION: ${process.env.BASE_PRECISION}`);
|
||||
|
||||
return {
|
||||
hasuraUrl,
|
||||
hasuraAdminSecret,
|
||||
hasuraAuthToken,
|
||||
dlobSource,
|
||||
markets,
|
||||
pollMs,
|
||||
sizesUsd,
|
||||
sizesUsdInt,
|
||||
depthLevels,
|
||||
pricePrecision,
|
||||
basePrecision,
|
||||
};
|
||||
}
|
||||
|
||||
async function graphqlRequest(cfg, query, variables) {
|
||||
const headers = { 'content-type': 'application/json' };
|
||||
if (cfg.hasuraAuthToken) {
|
||||
headers.authorization = `Bearer ${cfg.hasuraAuthToken}`;
|
||||
} else if (cfg.hasuraAdminSecret) {
|
||||
headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret;
|
||||
} else {
|
||||
throw new Error('Missing Hasura auth (set HASURA_AUTH_TOKEN or HASURA_ADMIN_SECRET or mount tokens/hasura.json)');
|
||||
}
|
||||
return out.length ? out : envList(name, fallbackCsv).map((v) => Number.parseInt(v, 10)).filter(Number.isFinite);
|
||||
|
||||
const res = await fetch(cfg.hasuraUrl, {
|
||||
method: 'POST',
|
||||
headers,
|
||||
body: JSON.stringify({ query, variables }),
|
||||
signal: AbortSignal.timeout(15_000),
|
||||
});
|
||||
const text = await res.text();
|
||||
if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
|
||||
const json = JSON.parse(text);
|
||||
if (json.errors?.length) {
|
||||
throw new Error(json.errors.map((e) => e.message).join(' | '));
|
||||
}
|
||||
return json.data;
|
||||
}
|
||||
|
||||
function toNumberOrNull(value) {
|
||||
@@ -41,177 +126,117 @@ function toNumberOrNull(value) {
|
||||
return null;
|
||||
}
|
||||
|
||||
function numStr(value) {
|
||||
if (value == null) return null;
|
||||
if (typeof value === 'number') return Number.isFinite(value) ? String(value) : null;
|
||||
if (typeof value === 'string') return value.trim() || null;
|
||||
return null;
|
||||
}
|
||||
|
||||
function jsonNormalize(value) {
|
||||
if (typeof value !== 'string') return value;
|
||||
const s = value.trim();
|
||||
if (!s) return null;
|
||||
function normalizeLevels(raw) {
|
||||
if (raw == null) return [];
|
||||
if (Array.isArray(raw)) return raw;
|
||||
if (typeof raw === 'string') {
|
||||
const s = raw.trim();
|
||||
if (!s) return [];
|
||||
try {
|
||||
return JSON.parse(s);
|
||||
const v = JSON.parse(s);
|
||||
return Array.isArray(v) ? v : [];
|
||||
} catch {
|
||||
return value;
|
||||
return [];
|
||||
}
|
||||
}
|
||||
|
||||
function resolveConfig() {
|
||||
const hasuraUrl = process.env.HASURA_GRAPHQL_URL || 'http://hasura:8080/v1/graphql';
|
||||
const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
|
||||
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
|
||||
|
||||
const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
|
||||
const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
|
||||
const sizesUsd = envIntList('DLOB_SLIPPAGE_SIZES_USD', '100,500,1000,5000,10000,50000');
|
||||
|
||||
const pricePrecision = Number(process.env.PRICE_PRECISION || 1_000_000);
|
||||
const basePrecision = Number(process.env.BASE_PRECISION || 1_000_000_000);
|
||||
if (!Number.isFinite(pricePrecision) || pricePrecision <= 0)
|
||||
throw new Error(`Invalid PRICE_PRECISION: ${process.env.PRICE_PRECISION}`);
|
||||
if (!Number.isFinite(basePrecision) || basePrecision <= 0)
|
||||
throw new Error(`Invalid BASE_PRECISION: ${process.env.BASE_PRECISION}`);
|
||||
|
||||
return {
|
||||
hasuraUrl,
|
||||
hasuraAdminSecret,
|
||||
hasuraAuthToken,
|
||||
markets,
|
||||
pollMs,
|
||||
sizesUsd,
|
||||
pricePrecision,
|
||||
basePrecision,
|
||||
};
|
||||
}
|
||||
|
||||
async function graphqlRequest(cfg, query, variables) {
|
||||
const headers = { 'content-type': 'application/json' };
|
||||
if (cfg.hasuraAuthToken) {
|
||||
headers.authorization = `Bearer ${cfg.hasuraAuthToken}`;
|
||||
} else if (cfg.hasuraAdminSecret) {
|
||||
headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret;
|
||||
} else {
|
||||
throw new Error('Missing Hasura auth (set HASURA_AUTH_TOKEN or HASURA_ADMIN_SECRET)');
|
||||
}
|
||||
|
||||
const res = await fetch(cfg.hasuraUrl, {
|
||||
method: 'POST',
|
||||
headers,
|
||||
body: JSON.stringify({ query, variables }),
|
||||
signal: AbortSignal.timeout(10_000),
|
||||
});
|
||||
const text = await res.text();
|
||||
if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
|
||||
const json = JSON.parse(text);
|
||||
if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
|
||||
return json.data;
|
||||
return [];
|
||||
}
|
||||
|
||||
function parseLevels(raw, pricePrecision, basePrecision, side) {
|
||||
const v = jsonNormalize(raw);
|
||||
if (!Array.isArray(v)) return [];
|
||||
|
||||
function parseScaledLevels(raw, pricePrecision, basePrecision) {
|
||||
const levels = normalizeLevels(raw);
|
||||
const out = [];
|
||||
for (const item of v) {
|
||||
const priceInt = toNumberOrNull(item?.price);
|
||||
const sizeInt = toNumberOrNull(item?.size);
|
||||
for (const it of levels) {
|
||||
const priceInt = toNumberOrNull(it?.price);
|
||||
const sizeInt = toNumberOrNull(it?.size);
|
||||
if (priceInt == null || sizeInt == null) continue;
|
||||
const price = priceInt / pricePrecision;
|
||||
const size = sizeInt / basePrecision;
|
||||
if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
|
||||
out.push({ price, size });
|
||||
const base = sizeInt / basePrecision;
|
||||
if (!Number.isFinite(price) || !Number.isFinite(base)) continue;
|
||||
out.push({ price, base });
|
||||
}
|
||||
|
||||
if (side === 'bid') out.sort((a, b) => b.price - a.price);
|
||||
if (side === 'ask') out.sort((a, b) => a.price - b.price);
|
||||
return out;
|
||||
}
|
||||
|
||||
function computeMid(bestBid, bestAsk, markPrice, oraclePrice) {
|
||||
if (bestBid != null && bestAsk != null) return (bestBid + bestAsk) / 2;
|
||||
if (markPrice != null) return markPrice;
|
||||
if (oraclePrice != null) return oraclePrice;
|
||||
return null;
|
||||
}
|
||||
|
||||
function simulateBuy(asks, mid, sizeUsd) {
|
||||
function simulateFill(levels, sizeUsd) {
|
||||
let remainingUsd = sizeUsd;
|
||||
let filledUsd = 0;
|
||||
let filledBase = 0;
|
||||
let totalQuoteUsd = 0;
|
||||
let worstPrice = null;
|
||||
let levelsConsumed = 0;
|
||||
|
||||
for (const lvl of asks) {
|
||||
if (!(remainingUsd > 0)) break;
|
||||
if (!(lvl.price > 0) || !(lvl.size > 0)) continue;
|
||||
|
||||
const maxBase = remainingUsd / lvl.price;
|
||||
const takeBase = Math.min(lvl.size, maxBase);
|
||||
if (!(takeBase > 0)) continue;
|
||||
|
||||
const cost = takeBase * lvl.price;
|
||||
filledUsd += cost;
|
||||
filledBase += takeBase;
|
||||
remainingUsd -= cost;
|
||||
worstPrice = lvl.price;
|
||||
for (const l of levels) {
|
||||
if (remainingUsd <= 0) break;
|
||||
const levelUsd = l.base * l.price;
|
||||
if (levelUsd <= 0) continue;
|
||||
levelsConsumed += 1;
|
||||
worstPrice = l.price;
|
||||
|
||||
const takeUsd = Math.min(remainingUsd, levelUsd);
|
||||
const takeBase = takeUsd / l.price;
|
||||
|
||||
remainingUsd -= takeUsd;
|
||||
filledUsd += takeUsd;
|
||||
filledBase += takeBase;
|
||||
totalQuoteUsd += takeUsd;
|
||||
}
|
||||
|
||||
const vwap = filledBase > 0 ? filledUsd / filledBase : null;
|
||||
const impactBps = vwap != null && mid != null && mid > 0 ? (vwap / mid - 1) * 10_000 : null;
|
||||
const fillPct = sizeUsd > 0 ? filledUsd / sizeUsd : null;
|
||||
const vwapPrice = filledBase > 0 ? totalQuoteUsd / filledBase : null;
|
||||
const fillPct = sizeUsd > 0 ? (filledUsd / sizeUsd) * 100 : null;
|
||||
|
||||
return { vwap, worstPrice, filledUsd, filledBase, impactBps, levelsConsumed, fillPct };
|
||||
return {
|
||||
filledUsd,
|
||||
filledBase,
|
||||
vwapPrice,
|
||||
worstPrice,
|
||||
levelsConsumed,
|
||||
fillPct,
|
||||
};
|
||||
}
|
||||
|
||||
function simulateSell(bids, mid, sizeUsd) {
|
||||
if (mid == null || !(mid > 0)) {
|
||||
return { vwap: null, worstPrice: null, filledUsd: 0, filledBase: 0, impactBps: null, levelsConsumed: 0, fillPct: null };
|
||||
}
|
||||
|
||||
const baseTarget = sizeUsd / mid;
|
||||
let remainingBase = baseTarget;
|
||||
let proceedsUsd = 0;
|
||||
let filledBase = 0;
|
||||
let worstPrice = null;
|
||||
let levelsConsumed = 0;
|
||||
|
||||
for (const lvl of bids) {
|
||||
if (!(remainingBase > 0)) break;
|
||||
if (!(lvl.price > 0) || !(lvl.size > 0)) continue;
|
||||
|
||||
const takeBase = Math.min(lvl.size, remainingBase);
|
||||
if (!(takeBase > 0)) continue;
|
||||
|
||||
const proceeds = takeBase * lvl.price;
|
||||
proceedsUsd += proceeds;
|
||||
filledBase += takeBase;
|
||||
remainingBase -= takeBase;
|
||||
worstPrice = lvl.price;
|
||||
levelsConsumed += 1;
|
||||
}
|
||||
|
||||
const vwap = filledBase > 0 ? proceedsUsd / filledBase : null;
|
||||
const impactBps = vwap != null && mid > 0 ? (1 - vwap / mid) * 10_000 : null;
|
||||
const fillPct = baseTarget > 0 ? filledBase / baseTarget : null;
|
||||
|
||||
return { vwap, worstPrice, filledUsd: proceedsUsd, filledBase, impactBps, levelsConsumed, fillPct };
|
||||
function impactBps({ side, mid, vwap }) {
|
||||
if (mid == null || vwap == null || mid <= 0) return null;
|
||||
if (side === 'buy') return ((vwap / mid) - 1) * 10_000;
|
||||
if (side === 'sell') return (1 - (vwap / mid)) * 10_000;
|
||||
return null;
|
||||
}
|
||||
|
||||
async function fetchL2Latest(cfg) {
|
||||
async function main() {
|
||||
const cfg = resolveConfig();
|
||||
|
||||
console.log(
|
||||
JSON.stringify(
|
||||
{
|
||||
service: 'dlob-slippage-worker',
|
||||
startedAt: getIsoNow(),
|
||||
hasuraUrl: cfg.hasuraUrl,
|
||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||
dlobSource: cfg.dlobSource,
|
||||
markets: cfg.markets,
|
||||
pollMs: cfg.pollMs,
|
||||
sizesUsd: cfg.sizesUsd,
|
||||
depthLevels: cfg.depthLevels,
|
||||
},
|
||||
null,
|
||||
2
|
||||
)
|
||||
);
|
||||
|
||||
const lastSeenUpdatedAt = new Map(); // market -> updated_at
|
||||
|
||||
while (true) {
|
||||
const updatedAt = getIsoNow();
|
||||
|
||||
try {
|
||||
const query = `
|
||||
query DlobL2Latest($markets: [String!]!) {
|
||||
dlob_l2_latest(where: {market_name: {_in: $markets}}) {
|
||||
query DlobL2Latest($source: String!, $markets: [String!]!) {
|
||||
dlob_l2_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||
source
|
||||
market_name
|
||||
market_type
|
||||
market_index
|
||||
ts
|
||||
slot
|
||||
mark_price
|
||||
oracle_price
|
||||
best_bid_price
|
||||
best_ask_price
|
||||
bids
|
||||
@@ -220,14 +245,95 @@ async function fetchL2Latest(cfg) {
|
||||
}
|
||||
}
|
||||
`;
|
||||
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
|
||||
return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
|
||||
}
|
||||
|
||||
async function upsertSlippage(cfg, rows) {
|
||||
if (!rows.length) return;
|
||||
const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
|
||||
const rows = Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
|
||||
|
||||
const objectsV1 = [];
|
||||
const objectsV2 = [];
|
||||
|
||||
for (const row of rows) {
|
||||
const market = String(row?.market_name || '').trim();
|
||||
if (!market) continue;
|
||||
|
||||
const rowUpdatedAt = row?.updated_at ?? null;
|
||||
if (rowUpdatedAt && lastSeenUpdatedAt.get(market) === rowUpdatedAt) continue;
|
||||
if (rowUpdatedAt) lastSeenUpdatedAt.set(market, rowUpdatedAt);
|
||||
|
||||
const bestBid = toNumberOrNull(row?.best_bid_price);
|
||||
const bestAsk = toNumberOrNull(row?.best_ask_price);
|
||||
if (bestBid == null || bestAsk == null) continue;
|
||||
|
||||
const mid = (bestBid + bestAsk) / 2;
|
||||
if (!Number.isFinite(mid) || mid <= 0) continue;
|
||||
|
||||
const bids = parseScaledLevels(row?.bids, cfg.pricePrecision, cfg.basePrecision)
|
||||
.slice()
|
||||
.sort((a, b) => b.price - a.price)
|
||||
.slice(0, cfg.depthLevels);
|
||||
const asks = parseScaledLevels(row?.asks, cfg.pricePrecision, cfg.basePrecision)
|
||||
.slice()
|
||||
.sort((a, b) => a.price - b.price)
|
||||
.slice(0, cfg.depthLevels);
|
||||
|
||||
for (const sizeUsd of cfg.sizesUsd) {
|
||||
// buy consumes asks (worse prices as you go up)
|
||||
{
|
||||
const sim = simulateFill(asks, sizeUsd);
|
||||
const baseObj = {
|
||||
source: cfg.dlobSource,
|
||||
market_name: market,
|
||||
side: 'buy',
|
||||
market_type: row?.market_type ?? 'perp',
|
||||
market_index: row?.market_index ?? null,
|
||||
ts: row?.ts == null ? null : String(row.ts),
|
||||
slot: row?.slot == null ? null : String(row.slot),
|
||||
mid_price: String(mid),
|
||||
vwap_price: sim.vwapPrice == null ? null : String(sim.vwapPrice),
|
||||
worst_price: sim.worstPrice == null ? null : String(sim.worstPrice),
|
||||
filled_usd: String(sim.filledUsd),
|
||||
filled_base: String(sim.filledBase),
|
||||
impact_bps: impactBps({ side: 'buy', mid, vwap: sim.vwapPrice }),
|
||||
levels_consumed: sim.levelsConsumed,
|
||||
fill_pct: sim.fillPct == null ? null : String(sim.fillPct),
|
||||
raw: { depthLevels: cfg.depthLevels },
|
||||
updated_at: updatedAt,
|
||||
};
|
||||
objectsV2.push({ ...baseObj, size_usd: String(sizeUsd) });
|
||||
if (Number.isInteger(sizeUsd)) objectsV1.push({ ...baseObj, size_usd: Math.trunc(sizeUsd) });
|
||||
}
|
||||
|
||||
// sell consumes bids (worse prices as you go down)
|
||||
{
|
||||
const sim = simulateFill(bids, sizeUsd);
|
||||
const baseObj = {
|
||||
source: cfg.dlobSource,
|
||||
market_name: market,
|
||||
side: 'sell',
|
||||
market_type: row?.market_type ?? 'perp',
|
||||
market_index: row?.market_index ?? null,
|
||||
ts: row?.ts == null ? null : String(row.ts),
|
||||
slot: row?.slot == null ? null : String(row.slot),
|
||||
mid_price: String(mid),
|
||||
vwap_price: sim.vwapPrice == null ? null : String(sim.vwapPrice),
|
||||
worst_price: sim.worstPrice == null ? null : String(sim.worstPrice),
|
||||
filled_usd: String(sim.filledUsd),
|
||||
filled_base: String(sim.filledBase),
|
||||
impact_bps: impactBps({ side: 'sell', mid, vwap: sim.vwapPrice }),
|
||||
levels_consumed: sim.levelsConsumed,
|
||||
fill_pct: sim.fillPct == null ? null : String(sim.fillPct),
|
||||
raw: { depthLevels: cfg.depthLevels },
|
||||
updated_at: updatedAt,
|
||||
};
|
||||
objectsV2.push({ ...baseObj, size_usd: String(sizeUsd) });
|
||||
if (Number.isInteger(sizeUsd)) objectsV1.push({ ...baseObj, size_usd: Math.trunc(sizeUsd) });
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (objectsV1.length) {
|
||||
const mutation = `
|
||||
mutation UpsertDlobSlippage($rows: [dlob_slippage_latest_insert_input!]!) {
|
||||
mutation UpsertSlippageV1($rows: [dlob_slippage_latest_insert_input!]!) {
|
||||
insert_dlob_slippage_latest(
|
||||
objects: $rows
|
||||
on_conflict: {
|
||||
@@ -238,8 +344,6 @@ async function upsertSlippage(cfg, rows) {
|
||||
ts
|
||||
slot
|
||||
mid_price
|
||||
best_bid_price
|
||||
best_ask_price
|
||||
vwap_price
|
||||
worst_price
|
||||
filled_usd
|
||||
@@ -254,119 +358,40 @@ async function upsertSlippage(cfg, rows) {
|
||||
) { affected_rows }
|
||||
}
|
||||
`;
|
||||
await graphqlRequest(cfg, mutation, { rows });
|
||||
}
|
||||
|
||||
async function main() {
|
||||
const cfg = resolveConfig();
|
||||
const lastUpdatedAtByMarket = new Map();
|
||||
|
||||
console.log(
|
||||
JSON.stringify(
|
||||
{
|
||||
service: 'dlob-slippage-worker',
|
||||
startedAt: getIsoNow(),
|
||||
hasuraUrl: cfg.hasuraUrl,
|
||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||
markets: cfg.markets,
|
||||
pollMs: cfg.pollMs,
|
||||
sizesUsd: cfg.sizesUsd,
|
||||
pricePrecision: cfg.pricePrecision,
|
||||
basePrecision: cfg.basePrecision,
|
||||
},
|
||||
null,
|
||||
2
|
||||
)
|
||||
);
|
||||
|
||||
while (true) {
|
||||
const rows = [];
|
||||
|
||||
try {
|
||||
const l2Rows = await fetchL2Latest(cfg);
|
||||
for (const l2 of l2Rows) {
|
||||
const market = String(l2.market_name || '').trim();
|
||||
if (!market) continue;
|
||||
|
||||
const updatedAt = l2.updated_at || null;
|
||||
if (updatedAt && lastUpdatedAtByMarket.get(market) === updatedAt) continue;
|
||||
if (updatedAt) lastUpdatedAtByMarket.set(market, updatedAt);
|
||||
|
||||
const bestBid = toNumberOrNull(l2.best_bid_price);
|
||||
const bestAsk = toNumberOrNull(l2.best_ask_price);
|
||||
const markPrice = toNumberOrNull(l2.mark_price);
|
||||
const oraclePrice = toNumberOrNull(l2.oracle_price);
|
||||
const mid = computeMid(bestBid, bestAsk, markPrice, oraclePrice);
|
||||
|
||||
const bids = parseLevels(l2.bids, cfg.pricePrecision, cfg.basePrecision, 'bid');
|
||||
const asks = parseLevels(l2.asks, cfg.pricePrecision, cfg.basePrecision, 'ask');
|
||||
|
||||
for (const sizeUsd of cfg.sizesUsd) {
|
||||
const buy = simulateBuy(asks, mid, sizeUsd);
|
||||
rows.push({
|
||||
market_name: market,
|
||||
side: 'buy',
|
||||
size_usd: sizeUsd,
|
||||
market_type: l2.market_type ? String(l2.market_type) : 'perp',
|
||||
market_index: typeof l2.market_index === 'number' ? l2.market_index : null,
|
||||
ts: l2.ts == null ? null : String(l2.ts),
|
||||
slot: l2.slot == null ? null : String(l2.slot),
|
||||
mid_price: numStr(mid),
|
||||
best_bid_price: numStr(bestBid),
|
||||
best_ask_price: numStr(bestAsk),
|
||||
vwap_price: numStr(buy.vwap),
|
||||
worst_price: numStr(buy.worstPrice),
|
||||
filled_usd: numStr(buy.filledUsd),
|
||||
filled_base: numStr(buy.filledBase),
|
||||
impact_bps: numStr(buy.impactBps),
|
||||
levels_consumed: buy.levelsConsumed,
|
||||
fill_pct: numStr(buy.fillPct),
|
||||
raw: {
|
||||
ref: 'mid',
|
||||
units: 'usd',
|
||||
pricePrecision: cfg.pricePrecision,
|
||||
basePrecision: cfg.basePrecision,
|
||||
},
|
||||
updated_at: updatedAt,
|
||||
});
|
||||
|
||||
const sell = simulateSell(bids, mid, sizeUsd);
|
||||
rows.push({
|
||||
market_name: market,
|
||||
side: 'sell',
|
||||
size_usd: sizeUsd,
|
||||
market_type: l2.market_type ? String(l2.market_type) : 'perp',
|
||||
market_index: typeof l2.market_index === 'number' ? l2.market_index : null,
|
||||
ts: l2.ts == null ? null : String(l2.ts),
|
||||
slot: l2.slot == null ? null : String(l2.slot),
|
||||
mid_price: numStr(mid),
|
||||
best_bid_price: numStr(bestBid),
|
||||
best_ask_price: numStr(bestAsk),
|
||||
vwap_price: numStr(sell.vwap),
|
||||
worst_price: numStr(sell.worstPrice),
|
||||
filled_usd: numStr(sell.filledUsd),
|
||||
filled_base: numStr(sell.filledBase),
|
||||
impact_bps: numStr(sell.impactBps),
|
||||
levels_consumed: sell.levelsConsumed,
|
||||
fill_pct: numStr(sell.fillPct),
|
||||
raw: {
|
||||
ref: 'mid',
|
||||
units: 'usd',
|
||||
pricePrecision: cfg.pricePrecision,
|
||||
basePrecision: cfg.basePrecision,
|
||||
},
|
||||
updated_at: updatedAt,
|
||||
});
|
||||
await graphqlRequest(cfg, mutation, { rows: objectsV1 });
|
||||
}
|
||||
|
||||
if (objectsV2.length) {
|
||||
const mutation = `
|
||||
mutation UpsertSlippageV2($rows: [dlob_slippage_latest_v2_insert_input!]!) {
|
||||
insert_dlob_slippage_latest_v2(
|
||||
objects: $rows
|
||||
on_conflict: {
|
||||
constraint: dlob_slippage_latest_v2_pkey
|
||||
update_columns: [
|
||||
market_type
|
||||
market_index
|
||||
ts
|
||||
slot
|
||||
mid_price
|
||||
vwap_price
|
||||
worst_price
|
||||
filled_usd
|
||||
filled_base
|
||||
impact_bps
|
||||
levels_consumed
|
||||
fill_pct
|
||||
raw
|
||||
updated_at
|
||||
]
|
||||
}
|
||||
) { affected_rows }
|
||||
}
|
||||
`;
|
||||
await graphqlRequest(cfg, mutation, { rows: objectsV2 });
|
||||
}
|
||||
} catch (err) {
|
||||
console.error(`[dlob-slippage-worker] fetch/compute: ${String(err?.message || err)}`);
|
||||
}
|
||||
|
||||
try {
|
||||
await upsertSlippage(cfg, rows);
|
||||
} catch (err) {
|
||||
console.error(`[dlob-slippage-worker] upsert: ${String(err?.message || err)}`);
|
||||
console.error(`[dlob-slippage-worker] ${String(err?.message || err)}`);
|
||||
}
|
||||
|
||||
await sleep(cfg.pollMs);
|
||||
|
||||
44
kustomize/base/dlob-ts-archiver/deployment-drift.yaml
Normal file
44
kustomize/base/dlob-ts-archiver/deployment-drift.yaml
Normal file
@@ -0,0 +1,44 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-ts-archiver-drift
|
||||
annotations:
|
||||
argocd.argoproj.io/sync-wave: "6"
|
||||
spec:
|
||||
replicas: 1
|
||||
selector:
|
||||
matchLabels:
|
||||
app.kubernetes.io/name: dlob-ts-archiver-drift
|
||||
template:
|
||||
metadata:
|
||||
labels:
|
||||
app.kubernetes.io/name: dlob-ts-archiver-drift
|
||||
spec:
|
||||
containers:
|
||||
- name: worker
|
||||
image: node:20-slim
|
||||
imagePullPolicy: IfNotPresent
|
||||
env:
|
||||
- name: HASURA_GRAPHQL_URL
|
||||
value: http://hasura:8080/v1/graphql
|
||||
- name: HASURA_ADMIN_SECRET
|
||||
valueFrom:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: drift
|
||||
- name: DLOB_MARKETS
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_TS_POLL_MS
|
||||
value: "1000"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
volumeMounts:
|
||||
- name: script
|
||||
mountPath: /app/worker.mjs
|
||||
subPath: worker.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: script
|
||||
configMap:
|
||||
name: dlob-ts-archiver-script
|
||||
@@ -26,8 +26,10 @@ spec:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: mevnode
|
||||
- name: DLOB_MARKETS
|
||||
value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_TS_POLL_MS
|
||||
value: "1000"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
|
||||
@@ -1,6 +1,16 @@
|
||||
import fs from 'node:fs';
|
||||
import process from 'node:process';
|
||||
import { setTimeout as sleep } from 'node:timers/promises';
|
||||
|
||||
function readJsonFile(filePath) {
|
||||
try {
|
||||
const raw = fs.readFileSync(filePath, 'utf8');
|
||||
return JSON.parse(raw);
|
||||
} catch {
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
function getIsoNow() {
|
||||
return new Date().toISOString();
|
||||
}
|
||||
@@ -20,30 +30,54 @@ function envList(name, fallbackCsv) {
|
||||
}
|
||||
|
||||
function resolveConfig() {
|
||||
const hasuraUrl = String(process.env.HASURA_GRAPHQL_URL || 'http://hasura:8080/v1/graphql').trim();
|
||||
const hasuraAdminSecret = String(process.env.HASURA_ADMIN_SECRET || '').trim();
|
||||
if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
|
||||
const tokensPath =
|
||||
process.env.HASURA_TOKENS_FILE ||
|
||||
process.env.TOKENS_FILE ||
|
||||
process.env.HASURA_CONFIG_FILE ||
|
||||
'/app/tokens/hasura.json';
|
||||
const tokens = readJsonFile(tokensPath) || {};
|
||||
|
||||
const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
|
||||
const pollMs = clampInt(process.env.DLOB_TS_POLL_MS, 250, 60_000, 1000);
|
||||
const hasuraUrl =
|
||||
process.env.HASURA_GRAPHQL_URL ||
|
||||
tokens.graphqlUrl ||
|
||||
tokens.apiUrl ||
|
||||
'http://hasura:8080/v1/graphql';
|
||||
const hasuraAdminSecret =
|
||||
process.env.HASURA_ADMIN_SECRET ||
|
||||
process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
|
||||
tokens.adminSecret ||
|
||||
tokens.hasuraAdminSecret;
|
||||
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
|
||||
|
||||
return { hasuraUrl, hasuraAdminSecret, markets, pollMs };
|
||||
const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
|
||||
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 };
|
||||
}
|
||||
|
||||
async function graphqlRequest(cfg, query, variables) {
|
||||
const headers = { 'content-type': 'application/json' };
|
||||
if (cfg.hasuraAuthToken) {
|
||||
headers.authorization = `Bearer ${cfg.hasuraAuthToken}`;
|
||||
} else if (cfg.hasuraAdminSecret) {
|
||||
headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret;
|
||||
} else {
|
||||
throw new Error('Missing Hasura auth (set HASURA_AUTH_TOKEN or HASURA_ADMIN_SECRET or mount tokens/hasura.json)');
|
||||
}
|
||||
|
||||
const res = await fetch(cfg.hasuraUrl, {
|
||||
method: 'POST',
|
||||
headers: {
|
||||
'content-type': 'application/json',
|
||||
'x-hasura-admin-secret': cfg.hasuraAdminSecret,
|
||||
},
|
||||
headers,
|
||||
body: JSON.stringify({ query, variables }),
|
||||
signal: AbortSignal.timeout(15_000),
|
||||
});
|
||||
const text = await res.text();
|
||||
if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
|
||||
const json = JSON.parse(text);
|
||||
if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
|
||||
if (json.errors?.length) {
|
||||
throw new Error(json.errors.map((e) => e.message).join(' | '));
|
||||
}
|
||||
return json.data;
|
||||
}
|
||||
|
||||
@@ -63,6 +97,8 @@ async function main() {
|
||||
service: 'dlob-ts-archiver',
|
||||
startedAt: getIsoNow(),
|
||||
hasuraUrl: cfg.hasuraUrl,
|
||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||
dlobSource: cfg.dlobSource,
|
||||
markets: cfg.markets,
|
||||
pollMs: cfg.pollMs,
|
||||
},
|
||||
@@ -76,19 +112,24 @@ async function main() {
|
||||
|
||||
try {
|
||||
const query = `
|
||||
query Latest($markets: [String!]!) {
|
||||
dlob_stats_latest(where: { market_name: { _in: $markets } }) {
|
||||
query Latest($source: String!, $markets: [String!]!) {
|
||||
dlob_stats_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||
market_name market_type market_index ts slot
|
||||
mark_price oracle_price best_bid_price best_ask_price mid_price
|
||||
spread_abs spread_bps depth_levels depth_bid_base depth_ask_base depth_bid_usd depth_ask_usd imbalance
|
||||
raw
|
||||
}
|
||||
dlob_depth_bps_latest(where: { market_name: { _in: $markets } }) {
|
||||
dlob_depth_bps_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||
market_name band_bps market_type market_index ts slot
|
||||
mid_price best_bid_price best_ask_price bid_base ask_base bid_usd ask_usd imbalance
|
||||
raw
|
||||
}
|
||||
dlob_slippage_latest(where: { market_name: { _in: $markets } }) {
|
||||
dlob_slippage_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||
market_name side size_usd market_type market_index ts slot
|
||||
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
|
||||
raw
|
||||
}
|
||||
dlob_slippage_latest_v2(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
|
||||
market_name side size_usd market_type market_index ts slot
|
||||
mid_price vwap_price worst_price filled_usd filled_base impact_bps levels_consumed fill_pct
|
||||
raw
|
||||
@@ -96,10 +137,11 @@ async function main() {
|
||||
}
|
||||
`;
|
||||
|
||||
const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
|
||||
const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
|
||||
|
||||
const statsRows = (data?.dlob_stats_latest || []).map((r) => ({
|
||||
ts: now,
|
||||
source: cfg.dlobSource,
|
||||
market_name: r.market_name,
|
||||
market_type: r.market_type,
|
||||
market_index: r.market_index ?? null,
|
||||
@@ -123,6 +165,7 @@ async function main() {
|
||||
|
||||
const depthRows = (data?.dlob_depth_bps_latest || []).map((r) => ({
|
||||
ts: now,
|
||||
source: cfg.dlobSource,
|
||||
market_name: r.market_name,
|
||||
band_bps: r.band_bps,
|
||||
market_type: r.market_type,
|
||||
@@ -142,6 +185,7 @@ async function main() {
|
||||
|
||||
const slippageRows = (data?.dlob_slippage_latest || []).map((r) => ({
|
||||
ts: now,
|
||||
source: cfg.dlobSource,
|
||||
market_name: r.market_name,
|
||||
side: r.side,
|
||||
size_usd: r.size_usd,
|
||||
@@ -160,28 +204,42 @@ async function main() {
|
||||
raw: r.raw ?? null,
|
||||
}));
|
||||
|
||||
if (!statsRows.length && !depthRows.length && !slippageRows.length) {
|
||||
await sleep(cfg.pollMs);
|
||||
continue;
|
||||
}
|
||||
const slippageRowsV2 = (data?.dlob_slippage_latest_v2 || []).map((r) => ({
|
||||
ts: now,
|
||||
source: cfg.dlobSource,
|
||||
market_name: r.market_name,
|
||||
side: r.side,
|
||||
size_usd: r.size_usd,
|
||||
market_type: r.market_type,
|
||||
market_index: r.market_index ?? null,
|
||||
source_ts: mapBigint(r.ts),
|
||||
slot: mapBigint(r.slot),
|
||||
mid_price: r.mid_price ?? null,
|
||||
vwap_price: r.vwap_price ?? null,
|
||||
worst_price: r.worst_price ?? null,
|
||||
filled_usd: r.filled_usd ?? null,
|
||||
filled_base: r.filled_base ?? null,
|
||||
impact_bps: r.impact_bps ?? null,
|
||||
levels_consumed: r.levels_consumed ?? null,
|
||||
fill_pct: r.fill_pct ?? null,
|
||||
raw: r.raw ?? null,
|
||||
}));
|
||||
|
||||
const mutation = `
|
||||
mutation InsertTs(
|
||||
$stats: [dlob_stats_ts_insert_input!]!
|
||||
$depth: [dlob_depth_bps_ts_insert_input!]!
|
||||
$slip: [dlob_slippage_ts_insert_input!]!
|
||||
$slipV2: [dlob_slippage_ts_v2_insert_input!]!
|
||||
) {
|
||||
insert_dlob_stats_ts(objects: $stats) { affected_rows }
|
||||
insert_dlob_depth_bps_ts(objects: $depth) { affected_rows }
|
||||
insert_dlob_slippage_ts(objects: $slip) { affected_rows }
|
||||
insert_dlob_slippage_ts_v2(objects: $slipV2) { affected_rows }
|
||||
}
|
||||
`;
|
||||
|
||||
await graphqlRequest(cfg, mutation, {
|
||||
stats: statsRows,
|
||||
depth: depthRows,
|
||||
slip: slippageRows,
|
||||
});
|
||||
await graphqlRequest(cfg, mutation, { stats: statsRows, depth: depthRows, slip: slippageRows, slipV2: slippageRowsV2 });
|
||||
} catch (err) {
|
||||
console.error(`[dlob-ts-archiver] ${String(err?.message || err)}`);
|
||||
}
|
||||
@@ -194,4 +252,3 @@ main().catch((err) => {
|
||||
console.error(String(err?.stack || err));
|
||||
process.exitCode = 1;
|
||||
});
|
||||
|
||||
|
||||
52
kustomize/base/dlob-worker/deployment-drift.yaml
Normal file
52
kustomize/base/dlob-worker/deployment-drift.yaml
Normal file
@@ -0,0 +1,52 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-worker-drift
|
||||
annotations:
|
||||
argocd.argoproj.io/sync-wave: "5"
|
||||
spec:
|
||||
replicas: 1
|
||||
selector:
|
||||
matchLabels:
|
||||
app.kubernetes.io/name: dlob-worker-drift
|
||||
template:
|
||||
metadata:
|
||||
labels:
|
||||
app.kubernetes.io/name: dlob-worker-drift
|
||||
spec:
|
||||
hostNetwork: true
|
||||
dnsPolicy: ClusterFirstWithHostNet
|
||||
containers:
|
||||
- name: worker
|
||||
image: node:20-slim
|
||||
imagePullPolicy: IfNotPresent
|
||||
env:
|
||||
- name: HASURA_GRAPHQL_URL
|
||||
value: http://hasura:8080/v1/graphql
|
||||
- name: HASURA_ADMIN_SECRET
|
||||
valueFrom:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: drift
|
||||
- name: DLOB_HTTP_URL
|
||||
value: https://dlob.drift.trade
|
||||
- name: DLOB_FORCE_IPV6
|
||||
value: "true"
|
||||
- name: DLOB_MARKETS
|
||||
value: SOL-PERP,DOGE-PERP,JUP-PERP
|
||||
- name: DLOB_POLL_MS
|
||||
value: "500"
|
||||
- name: DLOB_DEPTH
|
||||
value: "10"
|
||||
command: ["node", "/app/worker.mjs"]
|
||||
volumeMounts:
|
||||
- name: script
|
||||
mountPath: /app/worker.mjs
|
||||
subPath: worker.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: script
|
||||
configMap:
|
||||
name: dlob-worker-script
|
||||
@@ -26,10 +26,12 @@ spec:
|
||||
secretKeyRef:
|
||||
name: trade-hasura
|
||||
key: HASURA_GRAPHQL_ADMIN_SECRET
|
||||
- name: DLOB_SOURCE
|
||||
value: mevnode
|
||||
- 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
|
||||
|
||||
@@ -64,8 +64,9 @@ function resolveConfig() {
|
||||
.trim()
|
||||
.replace(/\/$/, '');
|
||||
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);
|
||||
|
||||
@@ -80,6 +81,7 @@ function resolveConfig() {
|
||||
hasuraUrl,
|
||||
hasuraAdminSecret,
|
||||
hasuraAuthToken,
|
||||
dlobSource,
|
||||
dlobHttpBase,
|
||||
dlobForceIpv6,
|
||||
markets,
|
||||
@@ -238,8 +240,9 @@ function computeStats({ l2, depth, pricePrecision, basePrecision }) {
|
||||
};
|
||||
}
|
||||
|
||||
function l2ToInsertObject({ l2, updatedAt, pricePrecision }) {
|
||||
function l2ToInsertObject({ dlobSource, l2, updatedAt, pricePrecision }) {
|
||||
return {
|
||||
source: dlobSource,
|
||||
market_name: String(l2.marketName),
|
||||
market_type: String(l2.marketType || 'perp'),
|
||||
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
||||
@@ -256,8 +259,9 @@ function l2ToInsertObject({ l2, updatedAt, pricePrecision }) {
|
||||
};
|
||||
}
|
||||
|
||||
function statsToInsertObject({ l2, stats, updatedAt }) {
|
||||
function statsToInsertObject({ dlobSource, l2, stats, updatedAt }) {
|
||||
return {
|
||||
source: dlobSource,
|
||||
market_name: String(l2.marketName),
|
||||
market_type: String(l2.marketType || 'perp'),
|
||||
market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
|
||||
@@ -371,6 +375,7 @@ async function main() {
|
||||
startedAt: getIsoNow(),
|
||||
hasuraUrl: cfg.hasuraUrl,
|
||||
hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
|
||||
dlobSource: cfg.dlobSource,
|
||||
dlobHttpBase: cfg.dlobHttpBase,
|
||||
dlobForceIpv6: cfg.dlobForceIpv6,
|
||||
markets: cfg.markets,
|
||||
@@ -410,8 +415,8 @@ async function main() {
|
||||
basePrecision: cfg.basePrecision,
|
||||
});
|
||||
|
||||
l2Objects.push(l2ToInsertObject({ l2, updatedAt, pricePrecision: cfg.pricePrecision }));
|
||||
statsObjects.push(statsToInsertObject({ l2, stats, updatedAt }));
|
||||
l2Objects.push(l2ToInsertObject({ dlobSource: cfg.dlobSource, l2, updatedAt, pricePrecision: cfg.pricePrecision }));
|
||||
statsObjects.push(statsToInsertObject({ dlobSource: cfg.dlobSource, l2, stats, updatedAt }));
|
||||
}
|
||||
|
||||
try {
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -16,7 +16,7 @@ spec:
|
||||
- name: gitea-registry
|
||||
containers:
|
||||
- name: frontend
|
||||
image: gitea.mpabi.pl/trade/trade-frontend:sha-ob-20260111203413
|
||||
image: gitea.mpabi.pl/trade/trade-frontend:sha-b06fe7f
|
||||
imagePullPolicy: IfNotPresent
|
||||
ports:
|
||||
- name: http
|
||||
|
||||
@@ -89,6 +89,8 @@ async function main() {
|
||||
console.log(`[hasura-bootstrap] HASURA_URL=${HASURA_URL}`);
|
||||
await waitForHasura();
|
||||
|
||||
const PUBLIC_DLOB_SOURCE_HEADER = 'X-Hasura-Dlob-Source';
|
||||
|
||||
const apiTokensTable = { schema: 'public', name: 'api_tokens' };
|
||||
const source = 'default';
|
||||
|
||||
@@ -97,9 +99,12 @@ async function main() {
|
||||
const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
|
||||
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' };
|
||||
const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
|
||||
const dlobStatsTsTable = { schema: 'public', name: 'dlob_stats_ts' };
|
||||
const dlobDepthBpsTsTable = { schema: 'public', name: 'dlob_depth_bps_ts' };
|
||||
const dlobSlippageTsTable = { schema: 'public', name: 'dlob_slippage_ts' };
|
||||
const dlobSlippageTsV2Table = { schema: 'public', name: 'dlob_slippage_ts_v2' };
|
||||
const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
|
||||
const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
|
||||
|
||||
@@ -169,7 +174,22 @@ async function main() {
|
||||
await ensureTickTable(t);
|
||||
}
|
||||
|
||||
const ensureDlobTable = async (table, columns) => {
|
||||
// Cached candles table (precomputed by worker; public read).
|
||||
await ensurePublicSelectTable(candlesCacheTable, [
|
||||
'bucket',
|
||||
'bucket_seconds',
|
||||
'symbol',
|
||||
'source',
|
||||
'open',
|
||||
'high',
|
||||
'low',
|
||||
'close',
|
||||
'oracle_close',
|
||||
'ticks',
|
||||
'updated_at',
|
||||
]);
|
||||
|
||||
const ensureDlobTable = async (table, columns, { publicFilter } = {}) => {
|
||||
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
||||
await metadata({ type: 'pg_track_table', args: { source, table } });
|
||||
|
||||
@@ -182,7 +202,7 @@ async function main() {
|
||||
role: 'public',
|
||||
permission: {
|
||||
columns,
|
||||
filter: {},
|
||||
filter: publicFilter || {},
|
||||
},
|
||||
},
|
||||
});
|
||||
@@ -218,7 +238,7 @@ async function main() {
|
||||
});
|
||||
};
|
||||
|
||||
const ensurePublicSelectTable = async (table, columns) => {
|
||||
async function ensurePublicSelectTable(table, columns, { publicFilter } = {}) {
|
||||
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
|
||||
await metadata({ type: 'pg_track_table', args: { source, table } });
|
||||
|
||||
@@ -231,7 +251,7 @@ async function main() {
|
||||
role: 'public',
|
||||
permission: {
|
||||
columns,
|
||||
filter: {},
|
||||
filter: publicFilter || {},
|
||||
},
|
||||
},
|
||||
});
|
||||
@@ -239,9 +259,12 @@ async function main() {
|
||||
// Computed/archived tables are written by workers using admin secret; keep ingestor off by default.
|
||||
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, [
|
||||
'source',
|
||||
'market_name',
|
||||
'market_type',
|
||||
'market_index',
|
||||
@@ -255,9 +278,10 @@ async function main() {
|
||||
'asks',
|
||||
'raw',
|
||||
'updated_at',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensureDlobTable(dlobStatsLatestTable, [
|
||||
'source',
|
||||
'market_name',
|
||||
'market_type',
|
||||
'market_index',
|
||||
@@ -278,9 +302,10 @@ async function main() {
|
||||
'imbalance',
|
||||
'raw',
|
||||
'updated_at',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
|
||||
'source',
|
||||
'market_name',
|
||||
'band_bps',
|
||||
'market_type',
|
||||
@@ -297,9 +322,10 @@ async function main() {
|
||||
'imbalance',
|
||||
'raw',
|
||||
'updated_at',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobSlippageLatestTable, [
|
||||
'source',
|
||||
'market_name',
|
||||
'side',
|
||||
'size_usd',
|
||||
@@ -319,11 +345,35 @@ async function main() {
|
||||
'fill_pct',
|
||||
'raw',
|
||||
'updated_at',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
|
||||
'source',
|
||||
'market_name',
|
||||
'side',
|
||||
'size_usd',
|
||||
'market_type',
|
||||
'market_index',
|
||||
'ts',
|
||||
'slot',
|
||||
'mid_price',
|
||||
'best_bid_price',
|
||||
'best_ask_price',
|
||||
'vwap_price',
|
||||
'worst_price',
|
||||
'filled_usd',
|
||||
'filled_base',
|
||||
'impact_bps',
|
||||
'levels_consumed',
|
||||
'fill_pct',
|
||||
'raw',
|
||||
'updated_at',
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobStatsTsTable, [
|
||||
'ts',
|
||||
'id',
|
||||
'source',
|
||||
'market_name',
|
||||
'market_type',
|
||||
'market_index',
|
||||
@@ -343,11 +393,12 @@ async function main() {
|
||||
'depth_ask_usd',
|
||||
'imbalance',
|
||||
'raw',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobDepthBpsTsTable, [
|
||||
'ts',
|
||||
'id',
|
||||
'source',
|
||||
'market_name',
|
||||
'band_bps',
|
||||
'market_type',
|
||||
@@ -363,11 +414,12 @@ async function main() {
|
||||
'ask_usd',
|
||||
'imbalance',
|
||||
'raw',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobSlippageTsTable, [
|
||||
'ts',
|
||||
'id',
|
||||
'source',
|
||||
'market_name',
|
||||
'side',
|
||||
'size_usd',
|
||||
@@ -384,7 +436,29 @@ async function main() {
|
||||
'levels_consumed',
|
||||
'fill_pct',
|
||||
'raw',
|
||||
]);
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
await ensurePublicSelectTable(dlobSlippageTsV2Table, [
|
||||
'ts',
|
||||
'id',
|
||||
'source',
|
||||
'market_name',
|
||||
'side',
|
||||
'size_usd',
|
||||
'market_type',
|
||||
'market_index',
|
||||
'source_ts',
|
||||
'slot',
|
||||
'mid_price',
|
||||
'vwap_price',
|
||||
'worst_price',
|
||||
'filled_usd',
|
||||
'filled_base',
|
||||
'impact_bps',
|
||||
'levels_consumed',
|
||||
'fill_pct',
|
||||
'raw',
|
||||
], { publicFilter: dlobPublicFilter });
|
||||
|
||||
// Return table type for candle functions (needed for Hasura to track the function).
|
||||
await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
|
||||
|
||||
@@ -121,10 +121,47 @@ CREATE TABLE IF NOT EXISTS public.drift_candles (
|
||||
high numeric,
|
||||
low numeric,
|
||||
close numeric,
|
||||
oracle_open numeric,
|
||||
oracle_high numeric,
|
||||
oracle_low numeric,
|
||||
oracle_close numeric,
|
||||
ticks bigint
|
||||
);
|
||||
|
||||
ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_open numeric;
|
||||
ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_high numeric;
|
||||
ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_low numeric;
|
||||
|
||||
-- Precomputed candle cache (materialized by a worker).
|
||||
-- Purpose: make tf switching instant by reading ready-made candles instead of aggregating `drift_ticks` on demand.
|
||||
-- NOTE: `source=''` means "any source" (no source filter).
|
||||
CREATE TABLE IF NOT EXISTS public.drift_candles_cache (
|
||||
bucket timestamptz NOT NULL,
|
||||
bucket_seconds integer NOT NULL,
|
||||
symbol text NOT NULL,
|
||||
source text NOT NULL DEFAULT '',
|
||||
open numeric NOT NULL,
|
||||
high numeric NOT NULL,
|
||||
low numeric NOT NULL,
|
||||
close numeric NOT NULL,
|
||||
oracle_open numeric,
|
||||
oracle_high numeric,
|
||||
oracle_low numeric,
|
||||
oracle_close numeric,
|
||||
ticks bigint NOT NULL DEFAULT 0,
|
||||
updated_at timestamptz NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (bucket, bucket_seconds, symbol, source)
|
||||
);
|
||||
|
||||
ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_open numeric;
|
||||
ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_high numeric;
|
||||
ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_low numeric;
|
||||
|
||||
SELECT create_hypertable('drift_candles_cache', 'bucket', if_not_exists => TRUE, migrate_data => TRUE);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS drift_candles_cache_symbol_source_bucket_idx
|
||||
ON public.drift_candles_cache (symbol, source, bucket_seconds, bucket DESC);
|
||||
|
||||
-- If an older version of the function exists with an incompatible return type,
|
||||
-- CREATE OR REPLACE will fail. Drop the old signature first (safe/idempotent).
|
||||
DROP FUNCTION IF EXISTS public.get_drift_candles(text, integer, integer, text);
|
||||
@@ -139,27 +176,144 @@ RETURNS SETOF public.drift_candles
|
||||
LANGUAGE sql
|
||||
STABLE
|
||||
AS $$
|
||||
WITH base AS (
|
||||
-- Zwraca zawsze "ciągłe" buckety (fill forward), nawet jeśli nie było ticków w danej sekundzie/minucie.
|
||||
-- Dzięki temu frontend może rysować regularną oś czasu (np. 1px = 1s) bez dziwnych przeskoków.
|
||||
WITH src AS (
|
||||
SELECT COALESCE(p_source, '') AS source_key
|
||||
),
|
||||
raw_cached AS (
|
||||
SELECT
|
||||
c.bucket,
|
||||
c.open,
|
||||
c.high,
|
||||
c.low,
|
||||
c.close,
|
||||
c.oracle_open,
|
||||
c.oracle_high,
|
||||
c.oracle_low,
|
||||
c.oracle_close,
|
||||
c.ticks
|
||||
FROM public.drift_candles_cache c, src
|
||||
WHERE c.symbol = p_symbol
|
||||
AND c.bucket_seconds = p_bucket_seconds
|
||||
AND c.source = src.source_key
|
||||
ORDER BY c.bucket DESC
|
||||
LIMIT p_limit
|
||||
),
|
||||
raw_fallback AS (
|
||||
SELECT
|
||||
time_bucket(make_interval(secs => p_bucket_seconds), ts) AS bucket,
|
||||
ts,
|
||||
COALESCE(mark_price, oracle_price) AS px,
|
||||
oracle_price AS oracle_px
|
||||
FROM public.drift_ticks
|
||||
FROM public.drift_ticks, src
|
||||
WHERE symbol = p_symbol
|
||||
AND (p_source IS NULL OR source = p_source)
|
||||
AND (src.source_key = '' OR source = src.source_key)
|
||||
AND ts >= now() - make_interval(secs => (p_bucket_seconds * p_limit * 2))
|
||||
)
|
||||
),
|
||||
computed 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 ASC))[1] AS oracle_open,
|
||||
max(oracle_px) AS oracle_high,
|
||||
min(oracle_px) AS oracle_low,
|
||||
(array_agg(oracle_px ORDER BY ts DESC))[1] AS oracle_close,
|
||||
count(*) AS ticks
|
||||
FROM base
|
||||
FROM raw_fallback
|
||||
GROUP BY bucket
|
||||
),
|
||||
data AS (
|
||||
SELECT * FROM raw_cached
|
||||
UNION ALL
|
||||
SELECT * FROM computed
|
||||
WHERE NOT EXISTS (SELECT 1 FROM raw_cached)
|
||||
),
|
||||
bounds AS (
|
||||
SELECT max(bucket) AS end_bucket FROM data
|
||||
),
|
||||
params AS (
|
||||
SELECT
|
||||
make_interval(secs => p_bucket_seconds) AS step,
|
||||
make_interval(secs => (p_bucket_seconds * (p_limit - 1))) AS span
|
||||
),
|
||||
series AS (
|
||||
SELECT generate_series(
|
||||
bounds.end_bucket - params.span,
|
||||
bounds.end_bucket,
|
||||
params.step
|
||||
) AS bucket
|
||||
FROM bounds, params
|
||||
WHERE bounds.end_bucket IS NOT NULL
|
||||
),
|
||||
joined AS (
|
||||
SELECT
|
||||
s.bucket,
|
||||
d.open,
|
||||
d.high,
|
||||
d.low,
|
||||
d.close,
|
||||
d.oracle_open,
|
||||
d.oracle_high,
|
||||
d.oracle_low,
|
||||
d.oracle_close,
|
||||
d.ticks
|
||||
FROM series s
|
||||
LEFT JOIN data d USING (bucket)
|
||||
ORDER BY s.bucket ASC
|
||||
),
|
||||
grouped AS (
|
||||
SELECT
|
||||
*,
|
||||
sum(CASE WHEN close IS NOT NULL THEN 1 ELSE 0 END) OVER (ORDER BY bucket ASC) AS grp_close,
|
||||
sum(CASE WHEN oracle_close IS NOT NULL THEN 1 ELSE 0 END) OVER (ORDER BY bucket ASC) AS grp_oracle
|
||||
FROM joined
|
||||
),
|
||||
first_vals AS (
|
||||
SELECT
|
||||
(SELECT close FROM grouped WHERE close IS NOT NULL ORDER BY bucket ASC LIMIT 1) AS first_close,
|
||||
(SELECT oracle_close FROM grouped WHERE oracle_close IS NOT NULL ORDER BY bucket ASC LIMIT 1) AS first_oracle
|
||||
),
|
||||
ff AS (
|
||||
SELECT
|
||||
g.bucket,
|
||||
g.open,
|
||||
g.high,
|
||||
g.low,
|
||||
g.close,
|
||||
g.oracle_open,
|
||||
g.oracle_high,
|
||||
g.oracle_low,
|
||||
g.oracle_close,
|
||||
g.ticks,
|
||||
COALESCE(
|
||||
g.close,
|
||||
max(g.close) OVER (PARTITION BY g.grp_close),
|
||||
f.first_close
|
||||
) AS ff_close,
|
||||
COALESCE(
|
||||
g.oracle_close,
|
||||
max(g.oracle_close) OVER (PARTITION BY g.grp_oracle),
|
||||
f.first_oracle
|
||||
) AS ff_oracle
|
||||
FROM grouped g
|
||||
CROSS JOIN first_vals f
|
||||
)
|
||||
SELECT
|
||||
bucket,
|
||||
COALESCE(open, ff_close) AS open,
|
||||
COALESCE(high, ff_close) AS high,
|
||||
COALESCE(low, ff_close) AS low,
|
||||
COALESCE(close, ff_close) AS close,
|
||||
COALESCE(oracle_open, ff_oracle) AS oracle_open,
|
||||
COALESCE(oracle_high, ff_oracle) AS oracle_high,
|
||||
COALESCE(oracle_low, ff_oracle) AS oracle_low,
|
||||
COALESCE(oracle_close, ff_oracle) AS oracle_close,
|
||||
COALESCE(ticks, 0) AS ticks
|
||||
FROM ff
|
||||
ORDER BY bucket DESC
|
||||
LIMIT p_limit;
|
||||
$$;
|
||||
@@ -167,7 +321,8 @@ $$;
|
||||
-- Latest DLOB orderbook snapshots (top-N levels), per market.
|
||||
-- Filled by a VPS worker (collector) and consumed by the UI via Hasura subscriptions.
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
|
||||
market_name TEXT PRIMARY KEY,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
market_index INTEGER,
|
||||
ts BIGINT,
|
||||
@@ -179,15 +334,52 @@ CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
|
||||
bids JSONB,
|
||||
asks JSONB,
|
||||
raw JSONB,
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (source, market_name)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_l2_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_l2_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
|
||||
DO $$
|
||||
DECLARE
|
||||
pk_name text;
|
||||
pk_cols text[];
|
||||
BEGIN
|
||||
SELECT
|
||||
con.conname,
|
||||
array_agg(att.attname ORDER BY ord.ordinality)
|
||||
INTO pk_name, pk_cols
|
||||
FROM pg_constraint con
|
||||
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_l2_latest'
|
||||
GROUP BY con.conname;
|
||||
|
||||
IF pk_name IS NULL THEN
|
||||
EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
|
||||
ELSIF pk_cols <> ARRAY['source','market_name'] THEN
|
||||
EXECUTE format('ALTER TABLE public.dlob_l2_latest DROP CONSTRAINT %I', pk_name);
|
||||
EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_l2_latest_updated_at_idx
|
||||
ON public.dlob_l2_latest (updated_at DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_l2_latest_source_updated_at_idx
|
||||
ON public.dlob_l2_latest (source, updated_at DESC);
|
||||
|
||||
-- Derived stats for fast UI display.
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
|
||||
market_name TEXT PRIMARY KEY,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
market_index INTEGER,
|
||||
ts BIGINT,
|
||||
@@ -206,15 +398,52 @@ CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
|
||||
depth_ask_usd NUMERIC,
|
||||
imbalance NUMERIC,
|
||||
raw JSONB,
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (source, market_name)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_stats_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_stats_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
|
||||
DO $$
|
||||
DECLARE
|
||||
pk_name text;
|
||||
pk_cols text[];
|
||||
BEGIN
|
||||
SELECT
|
||||
con.conname,
|
||||
array_agg(att.attname ORDER BY ord.ordinality)
|
||||
INTO pk_name, pk_cols
|
||||
FROM pg_constraint con
|
||||
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_stats_latest'
|
||||
GROUP BY con.conname;
|
||||
|
||||
IF pk_name IS NULL THEN
|
||||
EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
|
||||
ELSIF pk_cols <> ARRAY['source','market_name'] THEN
|
||||
EXECUTE format('ALTER TABLE public.dlob_stats_latest DROP CONSTRAINT %I', pk_name);
|
||||
EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_stats_latest_updated_at_idx
|
||||
ON public.dlob_stats_latest (updated_at DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_stats_latest_source_updated_at_idx
|
||||
ON public.dlob_stats_latest (source, updated_at DESC);
|
||||
|
||||
-- Depth snapshots within bps bands around mid-price (per market, per band).
|
||||
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
band_bps INTEGER NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
@@ -231,18 +460,54 @@ CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
|
||||
imbalance NUMERIC,
|
||||
raw JSONB,
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (market_name, band_bps)
|
||||
PRIMARY KEY (source, market_name, band_bps)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_depth_bps_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_depth_bps_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
-- Ensure PRIMARY KEY is (source, market_name, band_bps) (required to keep 2 sources in parallel).
|
||||
DO $$
|
||||
DECLARE
|
||||
pk_name text;
|
||||
pk_cols text[];
|
||||
BEGIN
|
||||
SELECT
|
||||
con.conname,
|
||||
array_agg(att.attname ORDER BY ord.ordinality)
|
||||
INTO pk_name, pk_cols
|
||||
FROM pg_constraint con
|
||||
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_depth_bps_latest'
|
||||
GROUP BY con.conname;
|
||||
|
||||
IF pk_name IS NULL THEN
|
||||
EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
|
||||
ELSIF pk_cols <> ARRAY['source','market_name','band_bps'] THEN
|
||||
EXECUTE format('ALTER TABLE public.dlob_depth_bps_latest DROP CONSTRAINT %I', pk_name);
|
||||
EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_updated_at_idx
|
||||
ON public.dlob_depth_bps_latest (updated_at DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_market_name_idx
|
||||
ON public.dlob_depth_bps_latest (market_name);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_source_market_name_idx
|
||||
ON public.dlob_depth_bps_latest (source, market_name);
|
||||
|
||||
-- Slippage/impact estimates for "market" orders at common USD sizes.
|
||||
-- Filled by a derived worker that reads `dlob_l2_latest`.
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
side TEXT NOT NULL,
|
||||
size_usd INTEGER NOT NULL,
|
||||
@@ -262,22 +527,126 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
|
||||
fill_pct NUMERIC,
|
||||
raw JSONB,
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (market_name, side, size_usd),
|
||||
PRIMARY KEY (source, market_name, side, size_usd),
|
||||
CONSTRAINT dlob_slippage_latest_side_chk CHECK (side IN ('buy', 'sell'))
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_slippage_latest ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_slippage_latest SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
|
||||
DO $$
|
||||
DECLARE
|
||||
pk_name text;
|
||||
pk_cols text[];
|
||||
BEGIN
|
||||
SELECT
|
||||
con.conname,
|
||||
array_agg(att.attname ORDER BY ord.ordinality)
|
||||
INTO pk_name, pk_cols
|
||||
FROM pg_constraint con
|
||||
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest'
|
||||
GROUP BY con.conname;
|
||||
|
||||
IF pk_name IS NULL THEN
|
||||
EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||
ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
|
||||
EXECUTE format('ALTER TABLE public.dlob_slippage_latest DROP CONSTRAINT %I', pk_name);
|
||||
EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
|
||||
ON public.dlob_slippage_latest (updated_at DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
|
||||
ON public.dlob_slippage_latest (market_name);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_source_market_name_idx
|
||||
ON public.dlob_slippage_latest (source, market_name);
|
||||
|
||||
-- Slippage v2: supports fractional order sizes (e.g. 0.1/0.2/0.5 USD), per market and side.
|
||||
-- Keep v1 intact for backward compatibility and to avoid data loss.
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
side TEXT NOT NULL, -- buy|sell
|
||||
size_usd NUMERIC NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
market_index INTEGER,
|
||||
ts BIGINT,
|
||||
slot BIGINT,
|
||||
mid_price NUMERIC,
|
||||
best_bid_price NUMERIC,
|
||||
best_ask_price NUMERIC,
|
||||
vwap_price NUMERIC,
|
||||
worst_price NUMERIC,
|
||||
filled_usd NUMERIC,
|
||||
filled_base NUMERIC,
|
||||
impact_bps NUMERIC,
|
||||
levels_consumed INTEGER,
|
||||
fill_pct NUMERIC,
|
||||
raw JSONB,
|
||||
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
|
||||
PRIMARY KEY (source, market_name, side, size_usd),
|
||||
CONSTRAINT dlob_slippage_latest_v2_side_chk CHECK (side IN ('buy', 'sell'))
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_slippage_latest_v2 ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_slippage_latest_v2 SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
|
||||
DO $$
|
||||
DECLARE
|
||||
pk_name text;
|
||||
pk_cols text[];
|
||||
BEGIN
|
||||
SELECT
|
||||
con.conname,
|
||||
array_agg(att.attname ORDER BY ord.ordinality)
|
||||
INTO pk_name, pk_cols
|
||||
FROM pg_constraint con
|
||||
JOIN pg_class rel ON rel.oid = con.conrelid
|
||||
JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
|
||||
JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
|
||||
JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
|
||||
WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest_v2'
|
||||
GROUP BY con.conname;
|
||||
|
||||
IF pk_name IS NULL THEN
|
||||
EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||
ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
|
||||
EXECUTE format('ALTER TABLE public.dlob_slippage_latest_v2 DROP CONSTRAINT %I', pk_name);
|
||||
EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_updated_at_idx
|
||||
ON public.dlob_slippage_latest_v2 (updated_at DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_market_name_idx
|
||||
ON public.dlob_slippage_latest_v2 (market_name);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_source_market_name_idx
|
||||
ON public.dlob_slippage_latest_v2 (source, market_name);
|
||||
|
||||
-- Time-series tables for UI history (start: 7 days).
|
||||
-- Keep these append-only; use Timescale hypertables.
|
||||
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
|
||||
ts TIMESTAMPTZ NOT NULL,
|
||||
id BIGSERIAL NOT NULL,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
market_index INTEGER,
|
||||
@@ -300,14 +669,24 @@ CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
|
||||
PRIMARY KEY (ts, id)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_stats_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_stats_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
SELECT create_hypertable('dlob_stats_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_stats_ts_market_ts_desc_idx
|
||||
ON public.dlob_stats_ts (market_name, ts DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_stats_ts_source_market_ts_desc_idx
|
||||
ON public.dlob_stats_ts (source, market_name, ts DESC);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
|
||||
ts TIMESTAMPTZ NOT NULL,
|
||||
id BIGSERIAL NOT NULL,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
band_bps INTEGER NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
@@ -326,14 +705,24 @@ CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
|
||||
PRIMARY KEY (ts, id)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_depth_bps_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_depth_bps_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
SELECT create_hypertable('dlob_depth_bps_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_market_ts_desc_idx
|
||||
ON public.dlob_depth_bps_ts (market_name, ts DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_source_market_ts_desc_idx
|
||||
ON public.dlob_depth_bps_ts (source, market_name, ts DESC);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
|
||||
ts TIMESTAMPTZ NOT NULL,
|
||||
id BIGSERIAL NOT NULL,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
side TEXT NOT NULL,
|
||||
size_usd INTEGER NOT NULL,
|
||||
@@ -353,11 +742,56 @@ CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
|
||||
PRIMARY KEY (ts, id)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_slippage_ts ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_slippage_ts SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
|
||||
ON public.dlob_slippage_ts (market_name, ts DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_source_market_ts_desc_idx
|
||||
ON public.dlob_slippage_ts (source, market_name, ts DESC);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
|
||||
ts TIMESTAMPTZ NOT NULL,
|
||||
id BIGSERIAL NOT NULL,
|
||||
source TEXT NOT NULL DEFAULT 'mevnode',
|
||||
market_name TEXT NOT NULL,
|
||||
side TEXT NOT NULL,
|
||||
size_usd NUMERIC NOT NULL,
|
||||
market_type TEXT NOT NULL DEFAULT 'perp',
|
||||
market_index INTEGER,
|
||||
source_ts BIGINT,
|
||||
slot BIGINT,
|
||||
mid_price NUMERIC,
|
||||
vwap_price NUMERIC,
|
||||
worst_price NUMERIC,
|
||||
filled_usd NUMERIC,
|
||||
filled_base NUMERIC,
|
||||
impact_bps NUMERIC,
|
||||
levels_consumed INTEGER,
|
||||
fill_pct NUMERIC,
|
||||
raw JSONB,
|
||||
PRIMARY KEY (ts, id)
|
||||
);
|
||||
|
||||
-- Schema upgrades (idempotent for existing volumes)
|
||||
ALTER TABLE public.dlob_slippage_ts_v2 ADD COLUMN IF NOT EXISTS source TEXT;
|
||||
ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
|
||||
UPDATE public.dlob_slippage_ts_v2 SET source = 'mevnode' WHERE source IS NULL;
|
||||
ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET NOT NULL;
|
||||
|
||||
SELECT create_hypertable('dlob_slippage_ts_v2', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_market_ts_desc_idx
|
||||
ON public.dlob_slippage_ts_v2 (market_name, ts DESC);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_source_market_ts_desc_idx
|
||||
ON public.dlob_slippage_ts_v2 (source, market_name, ts DESC);
|
||||
-- Retention policies (best-effort; safe if Timescale is present).
|
||||
DO $$
|
||||
BEGIN
|
||||
@@ -375,3 +809,8 @@ BEGIN
|
||||
PERFORM add_retention_policy('dlob_slippage_ts', INTERVAL '7 days');
|
||||
EXCEPTION WHEN OTHERS THEN
|
||||
END $$;
|
||||
DO $$
|
||||
BEGIN
|
||||
PERFORM add_retention_policy('dlob_slippage_ts_v2', INTERVAL '7 days');
|
||||
EXCEPTION WHEN OTHERS THEN
|
||||
END $$;
|
||||
|
||||
@@ -19,9 +19,14 @@ resources:
|
||||
- dlob/server-service.yaml
|
||||
- dlob/server-deployment.yaml
|
||||
- dlob-worker/deployment.yaml
|
||||
- dlob-worker/deployment-drift.yaml
|
||||
- dlob-depth-worker/deployment.yaml
|
||||
- dlob-depth-worker/deployment-drift.yaml
|
||||
- dlob-slippage-worker/deployment.yaml
|
||||
- dlob-slippage-worker/deployment-drift.yaml
|
||||
- dlob-ts-archiver/deployment.yaml
|
||||
- dlob-ts-archiver/deployment-drift.yaml
|
||||
- candles-cache-worker/deployment.yaml
|
||||
|
||||
configMapGenerator:
|
||||
- name: postgres-initdb
|
||||
@@ -42,9 +47,15 @@ configMapGenerator:
|
||||
- name: dlob-ts-archiver-script
|
||||
files:
|
||||
- dlob-ts-archiver/worker.mjs
|
||||
- name: candles-cache-worker-script
|
||||
files:
|
||||
- candles-cache-worker/worker.mjs
|
||||
- name: trade-api-wrapper
|
||||
files:
|
||||
- api/wrapper.mjs
|
||||
- name: trade-api-upstream
|
||||
files:
|
||||
- api/server.mjs
|
||||
|
||||
generatorOptions:
|
||||
disableNameSuffixHash: true
|
||||
|
||||
@@ -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
|
||||
238
kustomize/infra/monitoring-extras/dashboard-agave-status.yaml
Normal file
238
kustomize/infra/monitoring-extras/dashboard-agave-status.yaml
Normal 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 }
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -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
|
||||
16
kustomize/infra/monitoring-extras/ingressroute-grafana.yaml
Normal file
16
kustomize/infra/monitoring-extras/ingressroute-grafana.yaml
Normal 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
|
||||
@@ -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
|
||||
@@ -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
|
||||
11
kustomize/infra/monitoring-extras/kustomization.yaml
Normal file
11
kustomize/infra/monitoring-extras/kustomization.yaml
Normal 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
|
||||
@@ -0,0 +1,9 @@
|
||||
apiVersion: traefik.io/v1alpha1
|
||||
kind: Middleware
|
||||
metadata:
|
||||
name: redirect-to-https
|
||||
namespace: monitoring
|
||||
spec:
|
||||
redirectScheme:
|
||||
scheme: https
|
||||
permanent: true
|
||||
@@ -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."
|
||||
14
kustomize/overlays/prod/dlob-rpc-endpoint-patch.yaml
Normal file
14
kustomize/overlays/prod/dlob-rpc-endpoint-patch.yaml
Normal file
@@ -0,0 +1,14 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-publisher
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
containers:
|
||||
- name: publisher
|
||||
env:
|
||||
- name: ENDPOINT
|
||||
value: "http://10.66.66.1:8899"
|
||||
- name: WS_ENDPOINT
|
||||
value: "ws://10.66.66.1:8900"
|
||||
14
kustomize/overlays/prod/dlob-rpc-server-endpoint-patch.yaml
Normal file
14
kustomize/overlays/prod/dlob-rpc-server-endpoint-patch.yaml
Normal file
@@ -0,0 +1,14 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-server
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
containers:
|
||||
- name: server
|
||||
env:
|
||||
- name: ENDPOINT
|
||||
value: "http://10.66.66.1:8899"
|
||||
- name: WS_ENDPOINT
|
||||
value: "ws://10.66.66.1:8900"
|
||||
18
kustomize/overlays/prod/frontend-graphql-proxy-patch.yaml
Normal file
18
kustomize/overlays/prod/frontend-graphql-proxy-patch.yaml
Normal file
@@ -0,0 +1,18 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: trade-frontend
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
containers:
|
||||
- name: frontend
|
||||
volumeMounts:
|
||||
- name: frontend-server-script
|
||||
mountPath: /app/services/frontend/server.mjs
|
||||
subPath: frontend-server.mjs
|
||||
readOnly: true
|
||||
volumes:
|
||||
- name: frontend-server-script
|
||||
configMap:
|
||||
name: trade-frontend-server-script
|
||||
813
kustomize/overlays/prod/frontend-server.mjs
Normal file
813
kustomize/overlays/prod/frontend-server.mjs
Normal file
@@ -0,0 +1,813 @@
|
||||
import crypto from 'node:crypto';
|
||||
import { spawnSync } from 'node:child_process';
|
||||
import fs from 'node:fs';
|
||||
import http from 'node:http';
|
||||
import https from 'node:https';
|
||||
import net from 'node:net';
|
||||
import path from 'node:path';
|
||||
import tls from 'node:tls';
|
||||
|
||||
const PORT = Number.parseInt(process.env.PORT || '8081', 10);
|
||||
if (!Number.isInteger(PORT) || PORT <= 0) throw new Error(`Invalid PORT: ${process.env.PORT}`);
|
||||
|
||||
const APP_VERSION = String(process.env.APP_VERSION || 'v1').trim() || 'v1';
|
||||
const BUILD_TIMESTAMP = String(process.env.BUILD_TIMESTAMP || '').trim() || undefined;
|
||||
const STARTED_AT = new Date().toISOString();
|
||||
|
||||
const STATIC_DIR = process.env.STATIC_DIR || '/srv';
|
||||
const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
|
||||
const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
|
||||
const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
|
||||
const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
|
||||
const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
|
||||
const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
|
||||
const BASIC_AUTH_MODE = String(process.env.BASIC_AUTH_MODE || 'on')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
const BASIC_AUTH_ENABLED = !['off', 'false', '0', 'disabled', 'none'].includes(BASIC_AUTH_MODE);
|
||||
const AUTH_USER_HEADER = String(process.env.AUTH_USER_HEADER || 'x-trade-user')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
const AUTH_MODE = String(process.env.AUTH_MODE || 'session')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
const HTPASSWD_FILE = String(process.env.HTPASSWD_FILE || '/auth/users').trim();
|
||||
const AUTH_SESSION_SECRET_FILE = String(process.env.AUTH_SESSION_SECRET_FILE || '').trim() || null;
|
||||
const AUTH_SESSION_COOKIE = String(process.env.AUTH_SESSION_COOKIE || 'trade_session')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
const AUTH_SESSION_TTL_SECONDS = Number.parseInt(process.env.AUTH_SESSION_TTL_SECONDS || '43200', 10); // 12h
|
||||
const DLOB_SOURCE_COOKIE = String(process.env.DLOB_SOURCE_COOKIE || 'trade_dlob_source').trim() || 'trade_dlob_source';
|
||||
const DLOB_SOURCE_DEFAULT = String(process.env.DLOB_SOURCE_DEFAULT || 'mevnode').trim() || 'mevnode';
|
||||
|
||||
function readJson(filePath) {
|
||||
const raw = fs.readFileSync(filePath, 'utf8');
|
||||
return JSON.parse(raw);
|
||||
}
|
||||
|
||||
function readText(filePath) {
|
||||
return fs.readFileSync(filePath, 'utf8');
|
||||
}
|
||||
|
||||
function timingSafeEqualStr(a, b) {
|
||||
const aa = Buffer.from(String(a), 'utf8');
|
||||
const bb = Buffer.from(String(b), 'utf8');
|
||||
if (aa.length !== bb.length) return false;
|
||||
return crypto.timingSafeEqual(aa, bb);
|
||||
}
|
||||
|
||||
function timingSafeEqualBuf(a, b) {
|
||||
if (!(a instanceof Uint8Array) || !(b instanceof Uint8Array)) return false;
|
||||
if (a.length !== b.length) return false;
|
||||
return crypto.timingSafeEqual(Buffer.from(a), Buffer.from(b));
|
||||
}
|
||||
|
||||
function loadBasicAuth() {
|
||||
const j = readJson(BASIC_AUTH_FILE);
|
||||
const username = (j?.username || '').toString();
|
||||
const password = (j?.password || '').toString();
|
||||
if (!username || !password) throw new Error(`Invalid BASIC_AUTH_FILE: ${BASIC_AUTH_FILE}`);
|
||||
return { username, password };
|
||||
}
|
||||
|
||||
function loadApiReadToken() {
|
||||
const j = readJson(API_READ_TOKEN_FILE);
|
||||
const token = (j?.token || '').toString();
|
||||
if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
|
||||
return token;
|
||||
}
|
||||
|
||||
function send(res, status, headers, body) {
|
||||
res.statusCode = status;
|
||||
for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
|
||||
if (body == null) return void res.end();
|
||||
res.end(body);
|
||||
}
|
||||
|
||||
function sendJson(res, status, body) {
|
||||
send(res, status, { 'content-type': 'application/json; charset=utf-8', 'cache-control': 'no-store' }, JSON.stringify(body));
|
||||
}
|
||||
|
||||
function basicAuthRequired(res) {
|
||||
res.setHeader('www-authenticate', 'Basic realm="trade"');
|
||||
send(res, 401, { 'content-type': 'text/plain; charset=utf-8' }, 'unauthorized');
|
||||
}
|
||||
|
||||
function unauthorized(res) {
|
||||
sendJson(res, 401, { ok: false, error: 'unauthorized' });
|
||||
}
|
||||
|
||||
function isAuthorized(req, creds) {
|
||||
const auth = req.headers.authorization || '';
|
||||
const m = String(auth).match(/^Basic\s+(.+)$/i);
|
||||
if (!m?.[1]) return false;
|
||||
let decoded;
|
||||
try {
|
||||
decoded = Buffer.from(m[1], 'base64').toString('utf8');
|
||||
} catch {
|
||||
return false;
|
||||
}
|
||||
const idx = decoded.indexOf(':');
|
||||
if (idx < 0) return false;
|
||||
const u = decoded.slice(0, idx);
|
||||
const p = decoded.slice(idx + 1);
|
||||
return timingSafeEqualStr(u, creds.username) && timingSafeEqualStr(p, creds.password);
|
||||
}
|
||||
|
||||
const MIME = {
|
||||
'.html': 'text/html; charset=utf-8',
|
||||
'.css': 'text/css; charset=utf-8',
|
||||
'.js': 'application/javascript; charset=utf-8',
|
||||
'.mjs': 'application/javascript; charset=utf-8',
|
||||
'.json': 'application/json; charset=utf-8',
|
||||
'.svg': 'image/svg+xml',
|
||||
'.png': 'image/png',
|
||||
'.jpg': 'image/jpeg',
|
||||
'.jpeg': 'image/jpeg',
|
||||
'.gif': 'image/gif',
|
||||
'.ico': 'image/x-icon',
|
||||
'.txt': 'text/plain; charset=utf-8',
|
||||
'.map': 'application/json; charset=utf-8',
|
||||
};
|
||||
|
||||
function contentTypeFor(filePath) {
|
||||
return MIME[path.extname(filePath).toLowerCase()] || 'application/octet-stream';
|
||||
}
|
||||
|
||||
function safePathFromUrlPath(urlPath) {
|
||||
const decoded = decodeURIComponent(urlPath);
|
||||
const cleaned = decoded.replace(/\0/g, '');
|
||||
// strip leading slash so join() doesn't ignore STATIC_DIR
|
||||
const rel = cleaned.replace(/^\/+/, '');
|
||||
const normalized = path.normalize(rel);
|
||||
// prevent traversal
|
||||
if (normalized.startsWith('..') || path.isAbsolute(normalized)) return null;
|
||||
return normalized;
|
||||
}
|
||||
|
||||
function injectIndexHtml(html, { dlobSource, redirectPath }) {
|
||||
const src = normalizeDlobSource(dlobSource) || 'mevnode';
|
||||
const redirect = safeRedirectPath(redirectPath);
|
||||
const hrefBase = `/prefs/dlob-source?redirect=${encodeURIComponent(redirect)}&set=`;
|
||||
|
||||
const styleActive = 'font-weight:700;text-decoration:underline;';
|
||||
const styleInactive = 'font-weight:400;text-decoration:none;';
|
||||
|
||||
const snippet = `
|
||||
<!-- trade: dlob source switch -->
|
||||
<div style="position:fixed;right:12px;bottom:12px;z-index:2147483647;background:rgba(0,0,0,0.72);color:#fff;padding:8px 10px;border-radius:10px;font:12px/1.2 system-ui,-apple-system,Segoe UI,Roboto,sans-serif;backdrop-filter:blur(6px);">
|
||||
<span style="opacity:0.85;margin-right:6px;">DLOB</span>
|
||||
<a href="${hrefBase}mevnode" style="color:#fff;${src === 'mevnode' ? styleActive : styleInactive}">mevnode</a>
|
||||
<span style="opacity:0.6;margin:0 6px;">|</span>
|
||||
<a href="${hrefBase}drift" style="color:#fff;${src === 'drift' ? styleActive : styleInactive}">drift</a>
|
||||
</div>
|
||||
`;
|
||||
|
||||
const bodyClose = /<\/body>/i;
|
||||
if (bodyClose.test(html)) return html.replace(bodyClose, `${snippet}</body>`);
|
||||
return `${html}\n${snippet}\n`;
|
||||
}
|
||||
|
||||
function serveStatic(req, res) {
|
||||
if (req.method !== 'GET' && req.method !== 'HEAD') {
|
||||
send(res, 405, { 'content-type': 'text/plain; charset=utf-8' }, 'method_not_allowed');
|
||||
return;
|
||||
}
|
||||
|
||||
const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
const rel = safePathFromUrlPath(url.pathname);
|
||||
if (rel == null) {
|
||||
send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
|
||||
return;
|
||||
}
|
||||
|
||||
const root = path.resolve(STATIC_DIR);
|
||||
const fileCandidate = path.resolve(root, rel);
|
||||
if (!fileCandidate.startsWith(root)) {
|
||||
send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
|
||||
return;
|
||||
}
|
||||
|
||||
const trySend = (filePath) => {
|
||||
try {
|
||||
const st = fs.statSync(filePath);
|
||||
if (st.isDirectory()) return trySend(path.join(filePath, 'index.html'));
|
||||
res.statusCode = 200;
|
||||
res.setHeader('content-type', contentTypeFor(filePath));
|
||||
res.setHeader('cache-control', filePath.endsWith('index.html') ? 'no-cache' : 'public, max-age=31536000');
|
||||
if (req.method === 'HEAD') return void res.end();
|
||||
if (filePath.endsWith('index.html')) {
|
||||
const html = fs.readFileSync(filePath, 'utf8');
|
||||
const injected = injectIndexHtml(html, {
|
||||
dlobSource: resolveDlobSource(req),
|
||||
redirectPath: url.pathname + url.search,
|
||||
});
|
||||
res.end(injected);
|
||||
return true;
|
||||
}
|
||||
fs.createReadStream(filePath).pipe(res);
|
||||
return true;
|
||||
} catch {
|
||||
return false;
|
||||
}
|
||||
};
|
||||
|
||||
// exact file, otherwise SPA fallback
|
||||
if (trySend(fileCandidate)) return;
|
||||
const indexPath = path.join(root, 'index.html');
|
||||
if (trySend(indexPath)) return;
|
||||
|
||||
send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
|
||||
}
|
||||
|
||||
function stripHopByHopHeaders(headers) {
|
||||
const hop = new Set([
|
||||
'connection',
|
||||
'keep-alive',
|
||||
'proxy-authenticate',
|
||||
'proxy-authorization',
|
||||
'te',
|
||||
'trailer',
|
||||
'transfer-encoding',
|
||||
'upgrade',
|
||||
]);
|
||||
const out = {};
|
||||
for (const [k, v] of Object.entries(headers || {})) {
|
||||
if (hop.has(k.toLowerCase())) continue;
|
||||
out[k] = v;
|
||||
}
|
||||
return out;
|
||||
}
|
||||
|
||||
function readHeader(req, name) {
|
||||
const v = req.headers[String(name).toLowerCase()];
|
||||
return Array.isArray(v) ? v[0] : v;
|
||||
}
|
||||
|
||||
function readCookie(req, name) {
|
||||
const raw = typeof req.headers.cookie === 'string' ? req.headers.cookie : '';
|
||||
if (!raw) return null;
|
||||
const needle = `${name}=`;
|
||||
for (const part of raw.split(';')) {
|
||||
const t = part.trim();
|
||||
if (!t.startsWith(needle)) continue;
|
||||
return t.slice(needle.length) || null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
function normalizeDlobSource(value) {
|
||||
const v = String(value ?? '')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
if (v === 'mevnode') return 'mevnode';
|
||||
if (v === 'drift') return 'drift';
|
||||
return null;
|
||||
}
|
||||
|
||||
function resolveDlobSource(req) {
|
||||
const fromCookie = normalizeDlobSource(readCookie(req, DLOB_SOURCE_COOKIE));
|
||||
if (fromCookie) return fromCookie;
|
||||
return normalizeDlobSource(DLOB_SOURCE_DEFAULT) || 'mevnode';
|
||||
}
|
||||
|
||||
function safeRedirectPath(value) {
|
||||
const s = String(value ?? '').trim();
|
||||
if (!s.startsWith('/')) return '/';
|
||||
if (s.startsWith('//')) return '/';
|
||||
return s.replace(/\r|\n/g, '');
|
||||
}
|
||||
|
||||
function setDlobSourceCookie(res, { secure, dlobSource }) {
|
||||
const src = normalizeDlobSource(dlobSource);
|
||||
if (!src) return false;
|
||||
const parts = [
|
||||
`${DLOB_SOURCE_COOKIE}=${src}`,
|
||||
'Path=/',
|
||||
'SameSite=Lax',
|
||||
'HttpOnly',
|
||||
'Max-Age=31536000',
|
||||
];
|
||||
if (secure) parts.push('Secure');
|
||||
res.setHeader('set-cookie', parts.join('; '));
|
||||
return true;
|
||||
}
|
||||
|
||||
function resolveAuthUser(req) {
|
||||
const user = readHeader(req, AUTH_USER_HEADER) || readHeader(req, 'x-webauth-user');
|
||||
const value = typeof user === 'string' ? user.trim() : '';
|
||||
return value || null;
|
||||
}
|
||||
|
||||
function isHttpsRequest(req) {
|
||||
const xf = readHeader(req, 'x-forwarded-proto');
|
||||
if (typeof xf === 'string' && xf.toLowerCase() === 'https') return true;
|
||||
return Boolean(req.socket && req.socket.encrypted);
|
||||
}
|
||||
|
||||
function base64urlEncode(buf) {
|
||||
return Buffer.from(buf)
|
||||
.toString('base64')
|
||||
.replace(/\+/g, '-')
|
||||
.replace(/\//g, '_')
|
||||
.replace(/=+$/g, '');
|
||||
}
|
||||
|
||||
function base64urlDecode(str) {
|
||||
const cleaned = String(str).replace(/-/g, '+').replace(/_/g, '/');
|
||||
const pad = cleaned.length % 4 === 0 ? '' : '='.repeat(4 - (cleaned.length % 4));
|
||||
return Buffer.from(cleaned + pad, 'base64');
|
||||
}
|
||||
|
||||
function loadSessionSecret() {
|
||||
if (process.env.AUTH_SESSION_SECRET && String(process.env.AUTH_SESSION_SECRET).trim()) {
|
||||
return Buffer.from(String(process.env.AUTH_SESSION_SECRET).trim(), 'utf8');
|
||||
}
|
||||
if (AUTH_SESSION_SECRET_FILE) {
|
||||
try {
|
||||
const txt = readText(AUTH_SESSION_SECRET_FILE).trim();
|
||||
if (txt) return Buffer.from(txt, 'utf8');
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
}
|
||||
return crypto.randomBytes(32);
|
||||
}
|
||||
|
||||
const SESSION_SECRET = loadSessionSecret();
|
||||
|
||||
function signSessionPayload(payloadB64) {
|
||||
return crypto.createHmac('sha256', SESSION_SECRET).update(payloadB64).digest();
|
||||
}
|
||||
|
||||
function makeSessionCookieValue(username) {
|
||||
const now = Math.floor(Date.now() / 1000);
|
||||
const exp = now + (Number.isFinite(AUTH_SESSION_TTL_SECONDS) && AUTH_SESSION_TTL_SECONDS > 0 ? AUTH_SESSION_TTL_SECONDS : 43200);
|
||||
const payload = JSON.stringify({ u: String(username), exp });
|
||||
const payloadB64 = base64urlEncode(Buffer.from(payload, 'utf8'));
|
||||
const sigB64 = base64urlEncode(signSessionPayload(payloadB64));
|
||||
return `${payloadB64}.${sigB64}`;
|
||||
}
|
||||
|
||||
function getSessionUser(req) {
|
||||
const raw = readCookie(req, AUTH_SESSION_COOKIE);
|
||||
if (!raw) return null;
|
||||
const parts = raw.split('.');
|
||||
if (parts.length !== 2) return null;
|
||||
const [payloadB64, sigB64] = parts;
|
||||
if (!payloadB64 || !sigB64) return null;
|
||||
|
||||
let payload;
|
||||
try {
|
||||
payload = JSON.parse(base64urlDecode(payloadB64).toString('utf8'));
|
||||
} catch {
|
||||
return null;
|
||||
}
|
||||
const u = typeof payload?.u === 'string' ? payload.u.trim() : '';
|
||||
const exp = Number(payload?.exp);
|
||||
if (!u || !Number.isFinite(exp)) return null;
|
||||
const now = Math.floor(Date.now() / 1000);
|
||||
if (now >= exp) return null;
|
||||
|
||||
const expected = signSessionPayload(payloadB64);
|
||||
let got;
|
||||
try {
|
||||
got = base64urlDecode(sigB64);
|
||||
} catch {
|
||||
return null;
|
||||
}
|
||||
if (!timingSafeEqualBuf(expected, got)) return null;
|
||||
|
||||
return u;
|
||||
}
|
||||
|
||||
function resolveAuthenticatedUser(req) {
|
||||
const sessionUser = getSessionUser(req);
|
||||
if (sessionUser) return sessionUser;
|
||||
const headerUser = resolveAuthUser(req);
|
||||
if (headerUser) return headerUser;
|
||||
if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') return 'anonymous';
|
||||
return null;
|
||||
}
|
||||
|
||||
function clearSessionCookie(res, secure) {
|
||||
const parts = [`${AUTH_SESSION_COOKIE}=`, 'Path=/', 'Max-Age=0', 'HttpOnly', 'SameSite=Lax'];
|
||||
if (secure) parts.push('Secure');
|
||||
res.setHeader('set-cookie', parts.join('; '));
|
||||
}
|
||||
|
||||
function setSessionCookie(res, secure, username) {
|
||||
const value = makeSessionCookieValue(username);
|
||||
const parts = [
|
||||
`${AUTH_SESSION_COOKIE}=${value}`,
|
||||
'Path=/',
|
||||
`Max-Age=${Number.isFinite(AUTH_SESSION_TTL_SECONDS) ? AUTH_SESSION_TTL_SECONDS : 43200}`,
|
||||
'HttpOnly',
|
||||
'SameSite=Lax',
|
||||
];
|
||||
if (secure) parts.push('Secure');
|
||||
res.setHeader('set-cookie', parts.join('; '));
|
||||
}
|
||||
|
||||
function verifyWithHtpasswd(username, password) {
|
||||
try {
|
||||
const r = spawnSync('htpasswd', ['-vb', HTPASSWD_FILE, String(username), String(password)], {
|
||||
stdio: 'ignore',
|
||||
timeout: 3000,
|
||||
});
|
||||
return r.status === 0;
|
||||
} catch {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
function readBody(req, limitBytes = 1024 * 16) {
|
||||
return new Promise((resolve, reject) => {
|
||||
let total = 0;
|
||||
const chunks = [];
|
||||
req.on('data', (chunk) => {
|
||||
total += chunk.length;
|
||||
if (total > limitBytes) {
|
||||
reject(new Error('payload_too_large'));
|
||||
req.destroy();
|
||||
return;
|
||||
}
|
||||
chunks.push(chunk);
|
||||
});
|
||||
req.on('end', () => resolve(Buffer.concat(chunks).toString('utf8')));
|
||||
req.on('error', reject);
|
||||
});
|
||||
}
|
||||
|
||||
function proxyApi(req, res, apiReadToken) {
|
||||
const upstreamBase = new URL(API_UPSTREAM);
|
||||
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
|
||||
const prefix = '/api';
|
||||
const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
|
||||
if (strippedPath == null) {
|
||||
send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
|
||||
return;
|
||||
}
|
||||
|
||||
const target = new URL(upstreamBase.toString());
|
||||
target.pathname = strippedPath || '/';
|
||||
target.search = inUrl.search;
|
||||
|
||||
const isHttps = target.protocol === 'https:';
|
||||
const lib = isHttps ? https : http;
|
||||
|
||||
const headers = stripHopByHopHeaders(req.headers);
|
||||
delete headers.authorization; // basic auth from client must not leak upstream
|
||||
headers.host = target.host;
|
||||
headers.authorization = `Bearer ${apiReadToken}`;
|
||||
|
||||
const upstreamReq = lib.request(
|
||||
{
|
||||
protocol: target.protocol,
|
||||
hostname: target.hostname,
|
||||
port: target.port || (isHttps ? 443 : 80),
|
||||
method: req.method,
|
||||
path: target.pathname + target.search,
|
||||
headers,
|
||||
},
|
||||
(upstreamRes) => {
|
||||
const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
|
||||
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
|
||||
upstreamRes.pipe(res);
|
||||
}
|
||||
);
|
||||
|
||||
upstreamReq.on('error', (err) => {
|
||||
if (!res.headersSent) {
|
||||
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
|
||||
} else {
|
||||
res.destroy();
|
||||
}
|
||||
});
|
||||
|
||||
req.pipe(upstreamReq);
|
||||
}
|
||||
|
||||
function withCors(res) {
|
||||
res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
|
||||
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
|
||||
res.setHeader(
|
||||
'access-control-allow-headers',
|
||||
'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
|
||||
);
|
||||
}
|
||||
|
||||
function proxyGraphqlHttp(req, res) {
|
||||
const upstreamBase = new URL(HASURA_UPSTREAM);
|
||||
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
|
||||
const target = new URL(upstreamBase.toString());
|
||||
target.pathname = HASURA_GRAPHQL_PATH;
|
||||
target.search = inUrl.search;
|
||||
|
||||
const isHttps = target.protocol === 'https:';
|
||||
const lib = isHttps ? https : http;
|
||||
|
||||
const headers = stripHopByHopHeaders(req.headers);
|
||||
headers.host = target.host;
|
||||
delete headers['x-hasura-dlob-source'];
|
||||
headers['x-hasura-dlob-source'] = resolveDlobSource(req);
|
||||
|
||||
const upstreamReq = lib.request(
|
||||
{
|
||||
protocol: target.protocol,
|
||||
hostname: target.hostname,
|
||||
port: target.port || (isHttps ? 443 : 80),
|
||||
method: req.method,
|
||||
path: target.pathname + target.search,
|
||||
headers,
|
||||
},
|
||||
(upstreamRes) => {
|
||||
const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
|
||||
withCors(res);
|
||||
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
|
||||
upstreamRes.pipe(res);
|
||||
}
|
||||
);
|
||||
|
||||
upstreamReq.on('error', (err) => {
|
||||
if (!res.headersSent) {
|
||||
withCors(res);
|
||||
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
|
||||
} else {
|
||||
res.destroy();
|
||||
}
|
||||
});
|
||||
|
||||
req.pipe(upstreamReq);
|
||||
}
|
||||
|
||||
function isGraphqlPath(pathname) {
|
||||
return pathname === '/graphql' || pathname === '/graphql-ws';
|
||||
}
|
||||
|
||||
function proxyGraphqlWs(req, socket, head) {
|
||||
const upstreamBase = new URL(HASURA_UPSTREAM);
|
||||
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
|
||||
const target = new URL(upstreamBase.toString());
|
||||
target.pathname = HASURA_GRAPHQL_PATH;
|
||||
target.search = inUrl.search;
|
||||
|
||||
const port = Number(target.port || (target.protocol === 'https:' ? 443 : 80));
|
||||
const host = target.hostname;
|
||||
|
||||
const connect =
|
||||
target.protocol === 'https:'
|
||||
? () => tls.connect({ host, port, servername: host })
|
||||
: () => net.connect({ host, port });
|
||||
|
||||
const upstream = connect();
|
||||
upstream.setNoDelay(true);
|
||||
socket.setNoDelay(true);
|
||||
|
||||
// For WebSocket upgrades we must forward `connection`/`upgrade` and related headers.
|
||||
const headers = { ...req.headers };
|
||||
delete headers['content-length'];
|
||||
delete headers['content-type'];
|
||||
headers.host = target.host;
|
||||
delete headers['x-hasura-dlob-source'];
|
||||
headers['x-hasura-dlob-source'] = resolveDlobSource(req);
|
||||
|
||||
const lines = [];
|
||||
lines.push(`GET ${target.pathname + target.search} HTTP/1.1`);
|
||||
for (const [k, v] of Object.entries(headers)) {
|
||||
if (v == null) continue;
|
||||
if (Array.isArray(v)) {
|
||||
for (const vv of v) lines.push(`${k}: ${vv}`);
|
||||
} else {
|
||||
lines.push(`${k}: ${v}`);
|
||||
}
|
||||
}
|
||||
lines.push('', '');
|
||||
upstream.write(lines.join('\r\n'));
|
||||
|
||||
if (head?.length) upstream.write(head);
|
||||
|
||||
upstream.on('error', () => {
|
||||
try {
|
||||
socket.destroy();
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
});
|
||||
socket.on('error', () => {
|
||||
try {
|
||||
upstream.destroy();
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
});
|
||||
|
||||
upstream.pipe(socket);
|
||||
socket.pipe(upstream);
|
||||
}
|
||||
|
||||
async function handler(req, res) {
|
||||
if (req.method === 'GET' && (req.url === '/healthz' || req.url?.startsWith('/healthz?'))) {
|
||||
send(
|
||||
res,
|
||||
200,
|
||||
{ 'content-type': 'application/json; charset=utf-8' },
|
||||
JSON.stringify({ ok: true, version: APP_VERSION, buildTimestamp: BUILD_TIMESTAMP, startedAt: STARTED_AT })
|
||||
);
|
||||
return;
|
||||
}
|
||||
|
||||
const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
if (isGraphqlPath(url.pathname)) {
|
||||
if (req.method === 'OPTIONS') {
|
||||
withCors(res);
|
||||
res.statusCode = 204;
|
||||
res.end();
|
||||
return;
|
||||
}
|
||||
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
|
||||
const user = resolveAuthenticatedUser(req);
|
||||
if (!user) {
|
||||
withCors(res);
|
||||
unauthorized(res);
|
||||
return;
|
||||
}
|
||||
}
|
||||
withCors(res);
|
||||
proxyGraphqlHttp(req, res);
|
||||
return;
|
||||
}
|
||||
if (req.method === 'GET' && url.pathname === '/whoami') {
|
||||
sendJson(res, 200, { ok: true, user: resolveAuthenticatedUser(req), mode: AUTH_MODE });
|
||||
return;
|
||||
}
|
||||
|
||||
if (req.method === 'GET' && url.pathname === '/prefs/dlob-source') {
|
||||
const set = url.searchParams.get('set');
|
||||
if (!set) {
|
||||
sendJson(res, 200, { ok: true, dlobSource: resolveDlobSource(req) });
|
||||
return;
|
||||
}
|
||||
|
||||
const ok = setDlobSourceCookie(res, { secure: isHttpsRequest(req), dlobSource: set });
|
||||
if (!ok) {
|
||||
sendJson(res, 400, { ok: false, error: 'invalid_dlob_source' });
|
||||
return;
|
||||
}
|
||||
|
||||
res.statusCode = 302;
|
||||
res.setHeader('location', safeRedirectPath(url.searchParams.get('redirect') || '/'));
|
||||
res.end();
|
||||
return;
|
||||
}
|
||||
|
||||
if (req.method === 'POST' && url.pathname === '/auth/login') {
|
||||
if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') {
|
||||
sendJson(res, 400, { ok: false, error: 'auth_disabled' });
|
||||
return;
|
||||
}
|
||||
|
||||
const raw = await readBody(req);
|
||||
const ct = String(req.headers['content-type'] || '').toLowerCase();
|
||||
let username = '';
|
||||
let password = '';
|
||||
if (ct.includes('application/json')) {
|
||||
let json;
|
||||
try {
|
||||
json = JSON.parse(raw);
|
||||
} catch {
|
||||
sendJson(res, 400, { ok: false, error: 'bad_json' });
|
||||
return;
|
||||
}
|
||||
username = typeof json?.username === 'string' ? json.username.trim() : '';
|
||||
password = typeof json?.password === 'string' ? json.password : '';
|
||||
} else {
|
||||
const params = new URLSearchParams(raw);
|
||||
username = String(params.get('username') || '').trim();
|
||||
password = String(params.get('password') || '');
|
||||
}
|
||||
|
||||
if (!username || !password || username.length > 64 || password.length > 200) {
|
||||
sendJson(res, 400, { ok: false, error: 'invalid_input' });
|
||||
return;
|
||||
}
|
||||
|
||||
const ok = verifyWithHtpasswd(username, password);
|
||||
if (!ok) {
|
||||
unauthorized(res);
|
||||
return;
|
||||
}
|
||||
|
||||
const secure = isHttpsRequest(req);
|
||||
setSessionCookie(res, secure, username);
|
||||
sendJson(res, 200, { ok: true, user: username });
|
||||
return;
|
||||
}
|
||||
|
||||
if ((req.method === 'POST' || req.method === 'GET') && (url.pathname === '/auth/logout' || url.pathname === '/logout')) {
|
||||
clearSessionCookie(res, isHttpsRequest(req));
|
||||
if (req.method === 'GET') {
|
||||
res.statusCode = 302;
|
||||
res.setHeader('location', '/');
|
||||
res.end();
|
||||
return;
|
||||
}
|
||||
sendJson(res, 200, { ok: true });
|
||||
return;
|
||||
}
|
||||
|
||||
if (BASIC_AUTH_ENABLED) {
|
||||
let creds;
|
||||
try {
|
||||
creds = loadBasicAuth();
|
||||
} catch (e) {
|
||||
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
|
||||
return;
|
||||
}
|
||||
|
||||
if (!isAuthorized(req, creds)) {
|
||||
basicAuthRequired(res);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
|
||||
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
|
||||
const user = resolveAuthenticatedUser(req);
|
||||
if (!user) {
|
||||
unauthorized(res);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
let token;
|
||||
try {
|
||||
token = loadApiReadToken();
|
||||
} catch (e) {
|
||||
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
|
||||
return;
|
||||
}
|
||||
proxyApi(req, res, token);
|
||||
return;
|
||||
}
|
||||
|
||||
serveStatic(req, res);
|
||||
}
|
||||
|
||||
const server = http.createServer((req, res) => {
|
||||
handler(req, res).catch((e) => {
|
||||
if (res.headersSent) {
|
||||
res.destroy();
|
||||
return;
|
||||
}
|
||||
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
|
||||
});
|
||||
});
|
||||
server.on('upgrade', (req, socket, head) => {
|
||||
try {
|
||||
const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
if (!isGraphqlPath(url.pathname)) {
|
||||
socket.destroy();
|
||||
return;
|
||||
}
|
||||
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
|
||||
const user = resolveAuthenticatedUser(req);
|
||||
if (!user) {
|
||||
try {
|
||||
socket.write('HTTP/1.1 401 Unauthorized\r\n\r\n');
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
socket.destroy();
|
||||
return;
|
||||
}
|
||||
}
|
||||
proxyGraphqlWs(req, socket, head);
|
||||
} catch {
|
||||
socket.destroy();
|
||||
}
|
||||
});
|
||||
server.listen(PORT, () => {
|
||||
console.log(
|
||||
JSON.stringify(
|
||||
{
|
||||
service: 'trade-frontend',
|
||||
port: PORT,
|
||||
staticDir: STATIC_DIR,
|
||||
apiUpstream: API_UPSTREAM,
|
||||
hasuraUpstream: HASURA_UPSTREAM,
|
||||
basicAuthFile: BASIC_AUTH_FILE,
|
||||
basicAuthMode: BASIC_AUTH_MODE,
|
||||
apiReadTokenFile: API_READ_TOKEN_FILE,
|
||||
authUserHeader: AUTH_USER_HEADER,
|
||||
authMode: AUTH_MODE,
|
||||
htpasswdFile: HTPASSWD_FILE,
|
||||
},
|
||||
null,
|
||||
2
|
||||
)
|
||||
);
|
||||
});
|
||||
@@ -6,5 +6,18 @@ namespace: trade-prod
|
||||
resources:
|
||||
- ../../base
|
||||
|
||||
patchesStrategicMerge:
|
||||
- dlob-rpc-endpoint-patch.yaml
|
||||
- dlob-rpc-server-endpoint-patch.yaml
|
||||
- frontend-graphql-proxy-patch.yaml
|
||||
|
||||
configMapGenerator:
|
||||
- name: trade-frontend-server-script
|
||||
files:
|
||||
- frontend-server.mjs
|
||||
|
||||
generatorOptions:
|
||||
disableNameSuffixHash: true
|
||||
|
||||
commonLabels:
|
||||
env: prod
|
||||
|
||||
@@ -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');
|
||||
|
||||
|
||||
14
kustomize/overlays/staging/dlob-rpc-endpoint-patch.yaml
Normal file
14
kustomize/overlays/staging/dlob-rpc-endpoint-patch.yaml
Normal file
@@ -0,0 +1,14 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-publisher
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
containers:
|
||||
- name: publisher
|
||||
env:
|
||||
- name: ENDPOINT
|
||||
value: "http://10.66.66.1:8899"
|
||||
- name: WS_ENDPOINT
|
||||
value: "ws://10.66.66.1:8900"
|
||||
@@ -0,0 +1,14 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-server
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
containers:
|
||||
- name: server
|
||||
env:
|
||||
- name: ENDPOINT
|
||||
value: "http://10.66.66.1:8899"
|
||||
- name: WS_ENDPOINT
|
||||
value: "ws://10.66.66.1:8900"
|
||||
@@ -1,16 +0,0 @@
|
||||
apiVersion: apps/v1
|
||||
kind: Deployment
|
||||
metadata:
|
||||
name: dlob-worker
|
||||
spec:
|
||||
template:
|
||||
spec:
|
||||
hostNetwork: true
|
||||
dnsPolicy: ClusterFirstWithHostNet
|
||||
containers:
|
||||
- name: worker
|
||||
env:
|
||||
- name: DLOB_HTTP_URL
|
||||
value: https://dlob.drift.trade
|
||||
- name: DLOB_FORCE_IPV6
|
||||
value: "true"
|
||||
@@ -37,6 +37,8 @@ const AUTH_SESSION_COOKIE = String(process.env.AUTH_SESSION_COOKIE || 'trade_ses
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
const AUTH_SESSION_TTL_SECONDS = Number.parseInt(process.env.AUTH_SESSION_TTL_SECONDS || '43200', 10); // 12h
|
||||
const DLOB_SOURCE_COOKIE = String(process.env.DLOB_SOURCE_COOKIE || 'trade_dlob_source').trim() || 'trade_dlob_source';
|
||||
const DLOB_SOURCE_DEFAULT = String(process.env.DLOB_SOURCE_DEFAULT || 'mevnode').trim() || 'mevnode';
|
||||
|
||||
function readJson(filePath) {
|
||||
const raw = fs.readFileSync(filePath, 'utf8');
|
||||
@@ -143,6 +145,29 @@ function safePathFromUrlPath(urlPath) {
|
||||
return normalized;
|
||||
}
|
||||
|
||||
function injectIndexHtml(html, { dlobSource, redirectPath }) {
|
||||
const src = normalizeDlobSource(dlobSource) || 'mevnode';
|
||||
const redirect = safeRedirectPath(redirectPath);
|
||||
const hrefBase = `/prefs/dlob-source?redirect=${encodeURIComponent(redirect)}&set=`;
|
||||
|
||||
const styleActive = 'font-weight:700;text-decoration:underline;';
|
||||
const styleInactive = 'font-weight:400;text-decoration:none;';
|
||||
|
||||
const snippet = `
|
||||
<!-- trade: dlob source switch -->
|
||||
<div style="position:fixed;right:12px;bottom:12px;z-index:2147483647;background:rgba(0,0,0,0.72);color:#fff;padding:8px 10px;border-radius:10px;font:12px/1.2 system-ui,-apple-system,Segoe UI,Roboto,sans-serif;backdrop-filter:blur(6px);">
|
||||
<span style="opacity:0.85;margin-right:6px;">DLOB</span>
|
||||
<a href="${hrefBase}mevnode" style="color:#fff;${src === 'mevnode' ? styleActive : styleInactive}">mevnode</a>
|
||||
<span style="opacity:0.6;margin:0 6px;">|</span>
|
||||
<a href="${hrefBase}drift" style="color:#fff;${src === 'drift' ? styleActive : styleInactive}">drift</a>
|
||||
</div>
|
||||
`;
|
||||
|
||||
const bodyClose = /<\/body>/i;
|
||||
if (bodyClose.test(html)) return html.replace(bodyClose, `${snippet}</body>`);
|
||||
return `${html}\n${snippet}\n`;
|
||||
}
|
||||
|
||||
function serveStatic(req, res) {
|
||||
if (req.method !== 'GET' && req.method !== 'HEAD') {
|
||||
send(res, 405, { 'content-type': 'text/plain; charset=utf-8' }, 'method_not_allowed');
|
||||
@@ -171,6 +196,15 @@ function serveStatic(req, res) {
|
||||
res.setHeader('content-type', contentTypeFor(filePath));
|
||||
res.setHeader('cache-control', filePath.endsWith('index.html') ? 'no-cache' : 'public, max-age=31536000');
|
||||
if (req.method === 'HEAD') return void res.end();
|
||||
if (filePath.endsWith('index.html')) {
|
||||
const html = fs.readFileSync(filePath, 'utf8');
|
||||
const injected = injectIndexHtml(html, {
|
||||
dlobSource: resolveDlobSource(req),
|
||||
redirectPath: url.pathname + url.search,
|
||||
});
|
||||
res.end(injected);
|
||||
return true;
|
||||
}
|
||||
fs.createReadStream(filePath).pipe(res);
|
||||
return true;
|
||||
} catch {
|
||||
@@ -222,6 +256,43 @@ function readCookie(req, name) {
|
||||
return null;
|
||||
}
|
||||
|
||||
function normalizeDlobSource(value) {
|
||||
const v = String(value ?? '')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
if (v === 'mevnode') return 'mevnode';
|
||||
if (v === 'drift') return 'drift';
|
||||
return null;
|
||||
}
|
||||
|
||||
function resolveDlobSource(req) {
|
||||
const fromCookie = normalizeDlobSource(readCookie(req, DLOB_SOURCE_COOKIE));
|
||||
if (fromCookie) return fromCookie;
|
||||
return normalizeDlobSource(DLOB_SOURCE_DEFAULT) || 'mevnode';
|
||||
}
|
||||
|
||||
function safeRedirectPath(value) {
|
||||
const s = String(value ?? '').trim();
|
||||
if (!s.startsWith('/')) return '/';
|
||||
if (s.startsWith('//')) return '/';
|
||||
return s.replace(/\r|\n/g, '');
|
||||
}
|
||||
|
||||
function setDlobSourceCookie(res, { secure, dlobSource }) {
|
||||
const src = normalizeDlobSource(dlobSource);
|
||||
if (!src) return false;
|
||||
const parts = [
|
||||
`${DLOB_SOURCE_COOKIE}=${src}`,
|
||||
'Path=/',
|
||||
'SameSite=Lax',
|
||||
'HttpOnly',
|
||||
'Max-Age=31536000',
|
||||
];
|
||||
if (secure) parts.push('Secure');
|
||||
res.setHeader('set-cookie', parts.join('; '));
|
||||
return true;
|
||||
}
|
||||
|
||||
function resolveAuthUser(req) {
|
||||
const user = readHeader(req, AUTH_USER_HEADER) || readHeader(req, 'x-webauth-user');
|
||||
const value = typeof user === 'string' ? user.trim() : '';
|
||||
@@ -423,7 +494,7 @@ function withCors(res) {
|
||||
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
|
||||
res.setHeader(
|
||||
'access-control-allow-headers',
|
||||
'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id'
|
||||
'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
|
||||
);
|
||||
}
|
||||
|
||||
@@ -440,6 +511,8 @@ function proxyGraphqlHttp(req, res) {
|
||||
|
||||
const headers = stripHopByHopHeaders(req.headers);
|
||||
headers.host = target.host;
|
||||
delete headers['x-hasura-dlob-source'];
|
||||
headers['x-hasura-dlob-source'] = resolveDlobSource(req);
|
||||
|
||||
const upstreamReq = lib.request(
|
||||
{
|
||||
@@ -499,6 +572,8 @@ function proxyGraphqlWs(req, socket, head) {
|
||||
delete headers['content-length'];
|
||||
delete headers['content-type'];
|
||||
headers.host = target.host;
|
||||
delete headers['x-hasura-dlob-source'];
|
||||
headers['x-hasura-dlob-source'] = resolveDlobSource(req);
|
||||
|
||||
const lines = [];
|
||||
lines.push(`GET ${target.pathname + target.search} HTTP/1.1`);
|
||||
@@ -570,6 +645,25 @@ async function handler(req, res) {
|
||||
return;
|
||||
}
|
||||
|
||||
if (req.method === 'GET' && url.pathname === '/prefs/dlob-source') {
|
||||
const set = url.searchParams.get('set');
|
||||
if (!set) {
|
||||
sendJson(res, 200, { ok: true, dlobSource: resolveDlobSource(req) });
|
||||
return;
|
||||
}
|
||||
|
||||
const ok = setDlobSourceCookie(res, { secure: isHttpsRequest(req), dlobSource: set });
|
||||
if (!ok) {
|
||||
sendJson(res, 400, { ok: false, error: 'invalid_dlob_source' });
|
||||
return;
|
||||
}
|
||||
|
||||
res.statusCode = 302;
|
||||
res.setHeader('location', safeRedirectPath(url.searchParams.get('redirect') || '/'));
|
||||
res.end();
|
||||
return;
|
||||
}
|
||||
|
||||
if (req.method === 'POST' && url.pathname === '/auth/login') {
|
||||
if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') {
|
||||
sendJson(res, 400, { ok: false, error: 'auth_disabled' });
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -10,11 +10,12 @@ resources:
|
||||
- frontend-ingress-root.yaml
|
||||
|
||||
patchesStrategicMerge:
|
||||
- dlob-rpc-endpoint-patch.yaml
|
||||
- dlob-rpc-server-endpoint-patch.yaml
|
||||
- hasura-patch.yaml
|
||||
- frontend-auth-patch.yaml
|
||||
- frontend-graphql-proxy-patch.yaml
|
||||
- ingestor-dlob-patch.yaml
|
||||
- dlob-worker-patch.yaml
|
||||
|
||||
configMapGenerator:
|
||||
- name: trade-dlob-ingestor-script
|
||||
|
||||
Reference in New Issue
Block a user