chore(snapshot): sync workspace state

- Limit DLOB workers/ingestors to SOL-PERP, DOGE-PERP, JUP-PERP across base and staging config.
- Set publisher market ids to [0,7,24] for drift protocol.
- Add overlay patches for dlob-publisher and dlob-server to use wg0 RPC endpoints 10.66.66.1:8899/8900 in staging and prod.
- Extend Agave dashboard and add PrometheusRules for RPC up/lag/I/O alerts.
- Ensure overlays reference new patches for automated ArgoCD rollouts.

bootstrap/argocd/application-monitoring-extras.yaml

@@ -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

bootstrap/argocd/application-monitoring-stack.yaml

@@ -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

kustomize/base/api/deployment.yaml

@@ -1,70 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: trade-api
-spec:
-  replicas: 1
-  selector:
-    matchLabels:
-      app.kubernetes.io/name: trade-api
-  template:
-    metadata:
-      labels:
-        app.kubernetes.io/name: trade-api
-    spec:
-      imagePullSecrets:
-        - name: gitea-registry
-      volumes:
-        - name: trade-api-wrapper
-          configMap:
-            name: trade-api-wrapper
-      containers:
-        - name: api
-          image: gitea.mpabi.pl/trade/trade-api:k3s-20260111095435
-          imagePullPolicy: IfNotPresent
-          command: ["node", "/override/wrapper.mjs"]
-          ports:
-            - name: http
-              containerPort: 8787
-          volumeMounts:
-            - name: trade-api-wrapper
-              mountPath: /override/wrapper.mjs
-              subPath: wrapper.mjs
-              readOnly: true
-          env:
-            - name: PORT
-              value: "8787"
-            - name: UPSTREAM_PORT
-              value: "8788"
-            - name: UPSTREAM_ENTRY
-              value: "/app/services/api/server.mjs"
-            - name: UPSTREAM_HOST
-              value: "127.0.0.1"
-            - name: APP_VERSION
-              value: "staging"
-            - 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: API_ADMIN_SECRET
-              valueFrom:
-                secretKeyRef:
-                  name: trade-api
-                  key: API_ADMIN_SECRET
-            - name: CORS_ORIGIN
-              value: "*"
-          readinessProbe:
-            httpGet:
-              path: /healthz
-              port: http
-            initialDelaySeconds: 2
-            periodSeconds: 5
-          livenessProbe:
-            httpGet:
-              path: /healthz
-              port: http
-            initialDelaySeconds: 10
-            periodSeconds: 10

kustomize/base/api/service.yaml

@@ -1,12 +0,0 @@
-apiVersion: v1
-kind: Service
-metadata:
-  name: trade-api
-spec:
-  type: ClusterIP
-  selector:
-    app.kubernetes.io/name: trade-api
-  ports:
-    - name: http
-      port: 8787
-      targetPort: http

kustomize/base/api/wrapper.mjs

@@ -1,783 +0,0 @@
-import crypto from 'node:crypto';
-import http from 'node:http';
-import { spawn } from 'node:child_process';
-
-const WRAPPER_PORT = Number.parseInt(String(process.env.PORT || '8787'), 10);
-const UPSTREAM_PORT = Number.parseInt(String(process.env.UPSTREAM_PORT || '8788'), 10);
-const UPSTREAM_HOST = String(process.env.UPSTREAM_HOST || '127.0.0.1');
-const UPSTREAM_ENTRY = String(process.env.UPSTREAM_ENTRY || '/app/services/api/server.mjs');
-
-const HASURA_URL = String(process.env.HASURA_GRAPHQL_URL || 'http://hasura:8080/v1/graphql');
-const HASURA_ADMIN_SECRET = String(process.env.HASURA_ADMIN_SECRET || '');
-const CORS_ORIGIN = String(process.env.CORS_ORIGIN || '*');
-
-if (!Number.isInteger(WRAPPER_PORT) || WRAPPER_PORT <= 0) throw new Error('Invalid PORT');
-if (!Number.isInteger(UPSTREAM_PORT) || UPSTREAM_PORT <= 0) throw new Error('Invalid UPSTREAM_PORT');
-
-function getIsoNow() {
-  return new Date().toISOString();
-}
-
-function sha256Hex(text) {
-  return crypto.createHash('sha256').update(text, 'utf8').digest('hex');
-}
-
-function getHeader(req, name) {
-  const v = req.headers[String(name).toLowerCase()];
-  return Array.isArray(v) ? v[0] : v;
-}
-
-function readBearerToken(req) {
-  const auth = getHeader(req, 'authorization');
-  if (auth && typeof auth === 'string') {
-    const m = auth.match(/^Bearer\s+(.+)$/i);
-    if (m && m[1]) return m[1].trim();
-  }
-  const apiKey = getHeader(req, 'x-api-key');
-  if (apiKey && typeof apiKey === 'string' && apiKey.trim()) return apiKey.trim();
-  return undefined;
-}
-
-function withCors(res) {
-  res.setHeader('access-control-allow-origin', CORS_ORIGIN);
-  res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
-  res.setHeader(
-    'access-control-allow-headers',
-    'content-type, authorization, x-api-key, x-admin-secret'
-  );
-}
-
-function sendJson(res, status, body) {
-  withCors(res);
-  res.statusCode = status;
-  res.setHeader('content-type', 'application/json; charset=utf-8');
-  res.end(JSON.stringify(body));
-}
-
-async function readBodyJson(req, { maxBytes }) {
-  const chunks = [];
-  let total = 0;
-  for await (const chunk of req) {
-    total += chunk.length;
-    if (total > maxBytes) throw new Error('payload_too_large');
-    chunks.push(chunk);
-  }
-  const text = Buffer.concat(chunks).toString('utf8');
-  if (!text.trim()) return {};
-  try {
-    return JSON.parse(text);
-  } catch {
-    throw new Error('invalid_json');
-  }
-}
-
-function parseNumeric(value) {
-  if (value == null) return null;
-  if (typeof value === 'number') return Number.isFinite(value) ? value : null;
-  if (typeof value === 'string') {
-    const s = value.trim();
-    if (!s) return null;
-    const n = Number(s);
-    return Number.isFinite(n) ? n : null;
-  }
-  return null;
-}
-
-function clampInt(value, min, max) {
-  const n = Number.parseInt(String(value), 10);
-  if (!Number.isFinite(n) || !Number.isInteger(n)) return min;
-  return Math.min(max, Math.max(min, n));
-}
-
-function clampNumber(value, min, max, fallback) {
-  const n = typeof value === 'number' ? value : Number(value);
-  if (!Number.isFinite(n)) return fallback;
-  return Math.min(max, Math.max(min, n));
-}
-
-function isUuid(value) {
-  const s = String(value || '').trim();
-  return /^[0-9a-f]{8}-[0-9a-f]{4}-[1-5][0-9a-f]{3}-[89ab][0-9a-f]{3}-[0-9a-f]{12}$/i.test(s);
-}
-
-async function hasuraRequest(query, variables) {
-  if (!HASURA_ADMIN_SECRET) throw new Error('Missing HASURA_ADMIN_SECRET');
-  const res = await fetch(HASURA_URL, {
-    method: 'POST',
-    headers: {
-      'content-type': 'application/json',
-      'x-hasura-admin-secret': HASURA_ADMIN_SECRET,
-    },
-    body: JSON.stringify({ query, variables }),
-  });
-  const text = await res.text();
-  if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
-  const json = text ? JSON.parse(text) : {};
-  if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
-  return json.data;
-}
-
-function normalizeScopes(value) {
-  if (!value) return [];
-  if (Array.isArray(value)) return value.map((v) => String(v)).filter(Boolean);
-  if (typeof value === 'string') {
-    return value
-      .split(',')
-      .map((s) => s.trim())
-      .filter(Boolean);
-  }
-  return [];
-}
-
-async function requireValidToken(req, requiredScope) {
-  const token = readBearerToken(req);
-  if (!token) return { ok: false, status: 401, error: 'missing_token' };
-
-  const hash = sha256Hex(token);
-  const query = `
-    query ValidToken($hash: String!) {
-      api_tokens(where: {token_hash: {_eq: $hash}, revoked_at: {_is_null: true}}, limit: 1) {
-        id
-        name
-        scopes
-      }
-    }
-  `;
-
-  let data;
-  try {
-    data = await hasuraRequest(query, { hash });
-  } catch (err) {
-    return { ok: false, status: 500, error: String(err?.message || err) };
-  }
-
-  const row = data?.api_tokens?.[0];
-  if (!row?.id) return { ok: false, status: 401, error: 'invalid_or_revoked_token' };
-  const scopes = normalizeScopes(row.scopes);
-  if (requiredScope && !scopes.includes(requiredScope)) {
-    return { ok: false, status: 403, error: 'missing_scope' };
-  }
-
-  // best-effort touch
-  const touch = `
-    mutation TouchToken($id: uuid!, $ts: timestamptz!) {
-      update_api_tokens_by_pk(pk_columns: {id: $id}, _set: {last_used_at: $ts}) { id }
-    }
-  `;
-  hasuraRequest(touch, { id: row.id, ts: getIsoNow() }).catch(() => {});
-
-  return { ok: true, token: { id: row.id, name: row.name } };
-}
-
-async function readSolPriceUsd() {
-  try {
-    const q = `
-      query SolPrice {
-        dlob_stats_latest(where: {market_name: {_eq: "SOL-PERP"}}, limit: 1) {
-          mid_price
-          mark_price
-          oracle_price
-        }
-      }
-    `;
-    const data = await hasuraRequest(q, {});
-    const row = data?.dlob_stats_latest?.[0];
-    const p = parseNumeric(row?.mid_price) ?? parseNumeric(row?.mark_price) ?? parseNumeric(row?.oracle_price);
-    if (p != null && p > 0) return p;
-  } catch {
-    // ignore
-  }
-  return null;
-}
-
-function getByPath(obj, pathStr) {
-  if (!obj || typeof obj !== 'object') return undefined;
-  const parts = String(pathStr || '').split('.').filter(Boolean);
-  let cur = obj;
-  for (const p of parts) {
-    if (!cur || typeof cur !== 'object') return undefined;
-    cur = cur[p];
-  }
-  return cur;
-}
-
-function readNumberFromPayload(payload, paths) {
-  for (const p of paths) {
-    const v = getByPath(payload, p);
-    const n = parseNumeric(v);
-    if (n != null) return n;
-  }
-  return null;
-}
-
-function readTextFromPayload(payload, paths) {
-  for (const p of paths) {
-    const v = getByPath(payload, p);
-    if (typeof v === 'string' && v.trim()) return v.trim();
-  }
-  return null;
-}
-
-function inferContractSizeUsd(contract) {
-  return (
-    readNumberFromPayload(contract, [
-      'desired.size_usd',
-      'desired.sizeUsd',
-      'desired.notional_usd',
-      'desired.notionalUsd',
-      'entry.size_usd',
-      'entry.sizeUsd',
-      'entry.notional_usd',
-      'entry.notionalUsd',
-      'entry.order_intent.size_usd',
-      'entry.order_intent.sizeUsd',
-      'desired.order_intent.size_usd',
-      'desired.order_intent.sizeUsd',
-    ]) || null
-  );
-}
-
-function inferContractSide(contract) {
-  const raw =
-    readTextFromPayload(contract, [
-      'desired.side',
-      'entry.side',
-      'entry.order_intent.side',
-      'desired.order_intent.side',
-      'desired.direction',
-      'entry.direction',
-    ]) || '';
-  const v = raw.toLowerCase();
-  if (v === 'long' || v === 'buy') return 'long';
-  if (v === 'short' || v === 'sell') return 'short';
-  return null;
-}
-
-function sumCostsFromEvents(events) {
-  const totals = {
-    tradeFeeUsd: 0,
-    txFeeUsd: 0,
-    slippageUsd: 0,
-    fundingUsd: 0,
-    realizedPnlUsd: 0,
-    txCount: 0,
-    fillCount: 0,
-    cancelCount: 0,
-    modifyCount: 0,
-    errorCount: 0,
-  };
-
-  for (const ev of events || []) {
-    const t = String(ev?.event_type || '').toLowerCase();
-    const payload = ev?.payload && typeof ev.payload === 'object' ? ev.payload : {};
-
-    const tradeFeeUsd =
-      readNumberFromPayload(payload, [
-        'realized_fee_usd',
-        'trade_fee_usd',
-        'fee_usd',
-        'fees.trade_fee_usd',
-        'fees.usd',
-      ]) || 0;
-    const txFeeUsd =
-      readNumberFromPayload(payload, [
-        'realized_tx_usd',
-        'tx_fee_usd',
-        'network_fee_usd',
-        'fees.tx_fee_usd',
-        'fees.network_usd',
-      ]) || 0;
-    const slippageUsd =
-      readNumberFromPayload(payload, [
-        'slippage_usd',
-        'realized_slippage_usd',
-        'execution_usd',
-        'realized_execution_usd',
-      ]) || 0;
-    const fundingUsd = readNumberFromPayload(payload, ['funding_usd', 'realized_funding_usd']) || 0;
-    const pnlUsd = readNumberFromPayload(payload, ['realized_pnl_usd', 'pnl_usd']) || 0;
-    const txCount = readNumberFromPayload(payload, ['tx_count', 'txCount']) || 0;
-
-    totals.tradeFeeUsd += tradeFeeUsd;
-    totals.txFeeUsd += txFeeUsd;
-    totals.slippageUsd += slippageUsd;
-    totals.fundingUsd += fundingUsd;
-    totals.realizedPnlUsd += pnlUsd;
-    totals.txCount += txCount;
-
-    if (t.includes('fill')) totals.fillCount += 1;
-    if (t.includes('cancel')) totals.cancelCount += 1;
-    if (t.includes('modify') || t.includes('reprice')) totals.modifyCount += 1;
-    if (t.includes('error') || String(ev?.severity || '').toLowerCase() === 'error') totals.errorCount += 1;
-  }
-
-  const totalCostsUsd = totals.tradeFeeUsd + totals.txFeeUsd + totals.slippageUsd + totals.fundingUsd;
-
-  return {
-    ...totals,
-    totalCostsUsd,
-    netPnlUsd: totals.realizedPnlUsd - totalCostsUsd,
-  };
-}
-
-function buildCostSeriesFromEvents(events, { maxPoints }) {
-  const points = [];
-  const totals = {
-    tradeFeeUsd: 0,
-    txFeeUsd: 0,
-    slippageUsd: 0,
-    fundingUsd: 0,
-    realizedPnlUsd: 0,
-  };
-
-  for (const ev of events || []) {
-    const ts = ev?.ts;
-    if (!ts) continue;
-    const payload = ev?.payload && typeof ev.payload === 'object' ? ev.payload : {};
-
-    const tradeFeeUsd =
-      readNumberFromPayload(payload, [
-        'realized_fee_usd',
-        'trade_fee_usd',
-        'fee_usd',
-        'fees.trade_fee_usd',
-        'fees.usd',
-      ]) || 0;
-    const txFeeUsd =
-      readNumberFromPayload(payload, [
-        'realized_tx_usd',
-        'tx_fee_usd',
-        'network_fee_usd',
-        'fees.tx_fee_usd',
-        'fees.network_usd',
-      ]) || 0;
-    const slippageUsd =
-      readNumberFromPayload(payload, [
-        'slippage_usd',
-        'realized_slippage_usd',
-        'execution_usd',
-        'realized_execution_usd',
-      ]) || 0;
-    const fundingUsd = readNumberFromPayload(payload, ['funding_usd', 'realized_funding_usd']) || 0;
-    const pnlUsd = readNumberFromPayload(payload, ['realized_pnl_usd', 'pnl_usd']) || 0;
-
-    totals.tradeFeeUsd += tradeFeeUsd;
-    totals.txFeeUsd += txFeeUsd;
-    totals.slippageUsd += slippageUsd;
-    totals.fundingUsd += fundingUsd;
-    totals.realizedPnlUsd += pnlUsd;
-
-    const totalCostsUsd = totals.tradeFeeUsd + totals.txFeeUsd + totals.slippageUsd + totals.fundingUsd;
-    points.push({
-      ts,
-      tradeFeeUsd: totals.tradeFeeUsd,
-      txFeeUsd: totals.txFeeUsd,
-      slippageUsd: totals.slippageUsd,
-      fundingUsd: totals.fundingUsd,
-      totalCostsUsd,
-      realizedPnlUsd: totals.realizedPnlUsd,
-      netPnlUsd: totals.realizedPnlUsd - totalCostsUsd,
-    });
-  }
-
-  const cap = Math.max(50, Math.min(10_000, Number(maxPoints) || 600));
-  if (points.length <= cap) return points;
-
-  const step = Math.ceil(points.length / cap);
-  const sampled = [];
-  for (let i = 0; i < points.length; i += step) sampled.push(points[i]);
-  const last = points[points.length - 1];
-  if (sampled[sampled.length - 1] !== last) sampled.push(last);
-  return sampled;
-}
-
-function proxyToUpstream(req, res) {
-  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
-
-  const headers = { ...req.headers };
-  delete headers.host;
-  delete headers.connection;
-
-  const opts = {
-    host: UPSTREAM_HOST,
-    port: UPSTREAM_PORT,
-    method: req.method,
-    path: url.pathname + url.search,
-    headers,
-  };
-
-  const upstreamReq = http.request(opts, (upstreamRes) => {
-    withCors(res);
-    res.statusCode = upstreamRes.statusCode || 502;
-
-    for (const [k, v] of Object.entries(upstreamRes.headers || {})) {
-      if (!k) continue;
-      if (k.toLowerCase() === 'content-length') continue;
-      if (k.toLowerCase().startsWith('access-control-')) continue;
-      if (v != null) res.setHeader(k, v);
-    }
-
-    upstreamRes.pipe(res);
-  });
-
-  upstreamReq.on('error', (err) => {
-    sendJson(res, 502, { ok: false, error: String(err?.message || err) });
-  });
-
-  req.pipe(upstreamReq);
-}
-
-async function handleMonitor(req, res, url) {
-  const auth = await requireValidToken(req, 'read');
-  if (!auth.ok) {
-    sendJson(res, auth.status, { ok: false, error: auth.error });
-    return;
-  }
-
-  const pathname = url.pathname;
-  const parts = pathname.split('/').filter(Boolean);
-  const contractId = parts[2];
-  if (!isUuid(contractId)) {
-    sendJson(res, 400, { ok: false, error: 'invalid_contract_id' });
-    return;
-  }
-
-  const limit = clampInt(url.searchParams.get('eventsLimit') || '2000', 10, 50_000);
-  const wantSeries = (url.searchParams.get('series') || '').trim() === '1';
-  const seriesMax = clampInt(url.searchParams.get('seriesMax') || '600', 50, 10_000);
-
-  const qContract = `
-    query ContractByPk($id: uuid!) {
-      bot_contracts_by_pk(id: $id) {
-        id
-        decision_id
-        bot_id
-        model_version
-        market_name
-        subaccount_id
-        status
-        desired
-        entry
-        manage
-        exit
-        gates
-        created_at
-        updated_at
-        last_heartbeat_at
-        ended_at
-        reason
-      }
-    }
-  `;
-  const qEvents = `
-    query ContractEvents($id: uuid!, $limit: Int!) {
-      bot_events(where: {contract_id: {_eq: $id}}, order_by: {ts: asc}, limit: $limit) {
-        ts
-        contract_id
-        decision_id
-        bot_id
-        market_name
-        event_type
-        severity
-        payload
-      }
-    }
-  `;
-
-  try {
-    const data = await hasuraRequest(qContract, { id: contractId });
-    const contract = data?.bot_contracts_by_pk;
-    if (!contract?.id) {
-      sendJson(res, 404, { ok: false, error: 'contract_not_found' });
-      return;
-    }
-
-    const evData = await hasuraRequest(qEvents, { id: contractId, limit });
-    const events = evData?.bot_events || [];
-    const costs = sumCostsFromEvents(events);
-    const series = wantSeries ? buildCostSeriesFromEvents(events, { maxPoints: seriesMax }) : null;
-
-    const sizeUsd = inferContractSizeUsd(contract);
-    const side = inferContractSide(contract);
-
-    let closeEst = null;
-    if (contract.market_name && sizeUsd != null) {
-      const qSlip = `
-        query Slippage($market: String!) {
-          dlob_slippage_latest(where: {market_name: {_eq: $market}}) {
-            market_name
-            side
-            size_usd
-            mid_price
-            vwap_price
-            worst_price
-            impact_bps
-            fill_pct
-            updated_at
-          }
-        }
-      `;
-      const slipData = await hasuraRequest(qSlip, { market: contract.market_name });
-      const rows = slipData?.dlob_slippage_latest || [];
-
-      const pickNearest = (wantedSide) => {
-        const candidates = rows.filter((r) => String(r.side || '').toLowerCase() === wantedSide);
-        if (!candidates.length) return null;
-        let best = null;
-        let bestD = Infinity;
-        for (const r of candidates) {
-          const s = parseNumeric(r.size_usd);
-          if (s == null) continue;
-          const d = Math.abs(s - sizeUsd);
-          if (d < bestD) {
-            bestD = d;
-            best = r;
-          }
-        }
-        return best;
-      };
-
-      closeEst = {
-        requestedSizeUsd: sizeUsd,
-        entrySide: side,
-        suggestedCloseSide: side === 'long' ? 'sell' : side === 'short' ? 'buy' : null,
-        buy: pickNearest('buy'),
-        sell: pickNearest('sell'),
-      };
-    }
-
-    sendJson(res, 200, {
-      ok: true,
-      contract,
-      eventsCount: events.length,
-      costs,
-      series,
-      closeEstimate: closeEst,
-    });
-  } catch (err) {
-    sendJson(res, 500, { ok: false, error: String(err?.message || err) });
-  }
-}
-
-async function handleEstimate(req, res) {
-  const auth = await requireValidToken(req, 'read');
-  if (!auth.ok) {
-    sendJson(res, auth.status, { ok: false, error: auth.error });
-    return;
-  }
-
-  let body;
-  try {
-    body = await readBodyJson(req, { maxBytes: 256 * 1024 });
-  } catch (err) {
-    const msg = String(err?.message || err);
-    if (msg === 'payload_too_large') {
-      sendJson(res, 413, { ok: false, error: 'payload_too_large' });
-      return;
-    }
-    sendJson(res, 400, { ok: false, error: 'invalid_json' });
-    return;
-  }
-
-  const market = String(body?.market_name || body?.market || '').trim();
-  if (!market) {
-    sendJson(res, 400, { ok: false, error: 'missing_market' });
-    return;
-  }
-
-  const notionalUsd = parseNumeric(body?.notional_usd ?? body?.notionalUsd ?? body?.size_usd ?? body?.sizeUsd);
-  if (!(notionalUsd != null && notionalUsd > 0)) {
-    sendJson(res, 400, { ok: false, error: 'invalid_notional_usd' });
-    return;
-  }
-
-  const entrySideRaw = String(body?.side || 'long').trim().toLowerCase();
-  const entrySide = entrySideRaw === 'short' ? 'short' : 'long';
-
-  const orderType = String(body?.order_type || body?.orderType || 'market').trim().toLowerCase();
-  const isMarket = orderType === 'market' || orderType === 'taker';
-
-  const takerBps = clampNumber(parseNumeric(body?.fee_taker_bps) ?? 5, 0, 1000, 5);
-  const makerBps = clampNumber(parseNumeric(body?.fee_maker_bps) ?? 0, -1000, 1000, 0);
-  const feeBps = isMarket ? takerBps : makerBps;
-
-  let txFeeUsdEst = parseNumeric(body?.tx_fee_usd_est);
-  if (txFeeUsdEst == null) {
-    const baseLamports = 5000;
-    const sigs = 1;
-    const priorityLamports = 0;
-    const lamports = baseLamports * sigs + priorityLamports;
-    const sol = lamports / 1_000_000_000;
-    const solUsd = await readSolPriceUsd();
-    txFeeUsdEst = solUsd != null ? sol * solUsd : 0;
-  }
-  txFeeUsdEst = clampNumber(txFeeUsdEst, 0, 100, 0);
-
-  const expectedReprices = clampInt(body?.expected_reprices_per_entry ?? body?.expectedReprices ?? '0', 0, 500);
-  const modifyTxCount = clampInt(body?.modify_tx_count ?? body?.modifyTxCount ?? '2', 0, 10);
-
-  try {
-    const qSlip = `
-      query Slippage($market: String!) {
-        dlob_slippage_latest(where: {market_name: {_eq: $market}}) {
-          market_name
-          side
-          size_usd
-          mid_price
-          vwap_price
-          worst_price
-          impact_bps
-          fill_pct
-          updated_at
-        }
-      }
-    `;
-    const slipData = await hasuraRequest(qSlip, { market });
-    const rows = slipData?.dlob_slippage_latest || [];
-    const wantedSide = entrySide === 'long' ? 'buy' : 'sell';
-    const candidates = rows.filter((r) => String(r.side || '').toLowerCase() === wantedSide);
-
-    let best = null;
-    let bestD = Infinity;
-    for (const r of candidates) {
-      const s = parseNumeric(r.size_usd);
-      if (s == null) continue;
-      const d = Math.abs(s - notionalUsd);
-      if (d < bestD) {
-        bestD = d;
-        best = r;
-      }
-    }
-
-    const impactBps = parseNumeric(best?.impact_bps) ?? 0;
-    const slippageUsd = (notionalUsd * impactBps) / 10_000;
-    const tradeFeeUsd = (notionalUsd * feeBps) / 10_000;
-    const modifyCostUsd = expectedReprices * modifyTxCount * txFeeUsdEst;
-    const totalUsd = tradeFeeUsd + slippageUsd + txFeeUsdEst + modifyCostUsd;
-    const totalBps = (totalUsd / notionalUsd) * 10_000;
-
-    sendJson(res, 200, {
-      ok: true,
-      input: {
-        market_name: market,
-        notional_usd: notionalUsd,
-        side: entrySide,
-        order_type: orderType,
-        fee_bps: feeBps,
-        tx_fee_usd_est: txFeeUsdEst,
-        expected_reprices_per_entry: expectedReprices,
-      },
-      dlob: best
-        ? {
-            size_usd: best.size_usd,
-            side: best.side,
-            mid_price: best.mid_price,
-            vwap_price: best.vwap_price,
-            impact_bps: best.impact_bps,
-            fill_pct: best.fill_pct,
-            updated_at: best.updated_at,
-          }
-        : null,
-      breakdown: {
-        trade_fee_usd: tradeFeeUsd,
-        slippage_usd: slippageUsd,
-        tx_fee_usd: txFeeUsdEst,
-        expected_modify_usd: modifyCostUsd,
-        total_usd: totalUsd,
-        total_bps: totalBps,
-        breakeven_bps: totalBps,
-      },
-    });
-  } catch (err) {
-    sendJson(res, 500, { ok: false, error: String(err?.message || err) });
-  }
-}
-
-let upstreamChild = null;
-
-function startUpstream() {
-  const env = { ...process.env, PORT: String(UPSTREAM_PORT) };
-  upstreamChild = spawn('node', [UPSTREAM_ENTRY], { env, stdio: 'inherit' });
-  upstreamChild.on('exit', (code, signal) => {
-    console.error(`upstream exited: code=${code} signal=${signal}`);
-  });
-}
-
-function shutdown() {
-  if (upstreamChild && !upstreamChild.killed) upstreamChild.kill('SIGTERM');
-}
-
-process.on('SIGTERM', shutdown);
-process.on('SIGINT', shutdown);
-
-startUpstream();
-
-const server = http.createServer(async (req, res) => {
-  if (req.method === 'OPTIONS') {
-    withCors(res);
-    res.statusCode = 204;
-    res.end();
-    return;
-  }
-
-  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
-  const pathname = url.pathname;
-
-  if (req.method === 'GET' && pathname === '/healthz') {
-    // Check upstream quickly; if it's down, we fail readiness.
-    const opts = { host: UPSTREAM_HOST, port: UPSTREAM_PORT, path: '/healthz', method: 'GET', timeout: 800 };
-    const upstreamOk = await new Promise((resolve) => {
-      const r = http.request(opts, (rr) => {
-        rr.resume();
-        resolve(rr.statusCode === 200);
-      });
-      r.on('timeout', () => {
-        r.destroy();
-        resolve(false);
-      });
-      r.on('error', () => resolve(false));
-      r.end();
-    });
-
-    if (!upstreamOk) {
-      sendJson(res, 503, { ok: false, error: 'upstream_not_ready' });
-      return;
-    }
-
-    sendJson(res, 200, {
-      ok: true,
-      service: 'trade-api-wrapper',
-      startedAt: getIsoNow(),
-      upstream: { host: UPSTREAM_HOST, port: UPSTREAM_PORT },
-    });
-    return;
-  }
-
-  if (req.method === 'POST' && pathname === '/v1/contracts/costs/estimate') {
-    await handleEstimate(req, res);
-    return;
-  }
-
-  if (req.method === 'GET' && pathname.startsWith('/v1/contracts/') && pathname.endsWith('/monitor')) {
-    await handleMonitor(req, res, url);
-    return;
-  }
-
-  proxyToUpstream(req, res);
-});
-
-server.listen(WRAPPER_PORT, () => {
-  console.log(
-    JSON.stringify(
-      {
-        service: 'trade-api-wrapper',
-        port: WRAPPER_PORT,
-        upstream: { entry: UPSTREAM_ENTRY, host: UPSTREAM_HOST, port: UPSTREAM_PORT },
-        hasuraUrl: HASURA_URL,
-        hasuraAdminSecret: HASURA_ADMIN_SECRET ? '***' : undefined,
-      },
-      null,
-      2
-    )
-  );
-});

kustomize/base/candles-cache-worker/deployment.yaml

@@ -1,18 +1,18 @@
 apiVersion: apps/v1
 kind: Deployment
 metadata:
-  name: dlob-depth-worker
+  name: candles-cache-worker
   annotations:
     argocd.argoproj.io/sync-wave: "6"
 spec:
   replicas: 1
   selector:
     matchLabels:
-      app.kubernetes.io/name: dlob-depth-worker
+      app.kubernetes.io/name: candles-cache-worker
   template:
     metadata:
       labels:
-        app.kubernetes.io/name: dlob-depth-worker
+        app.kubernetes.io/name: candles-cache-worker
     spec:
       containers:
         - name: worker
@@ -26,16 +26,16 @@ spec:
                 secretKeyRef:
                   name: trade-hasura
                   key: HASURA_GRAPHQL_ADMIN_SECRET
-            - name: DLOB_MARKETS
-              value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-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"
+            - 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
@@ -45,4 +45,4 @@ spec:
       volumes:
         - name: script
           configMap:
-            name: dlob-depth-worker-script
+            name: candles-cache-worker-script

kustomize/base/candles-cache-worker/worker.mjs

@@ -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;
+});

kustomize/base/dlob-depth-worker/worker.mjs

@@ -1,311 +0,0 @@
-import process from 'node:process';
-import { setTimeout as sleep } from 'node:timers/promises';
-
-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 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);
-  }
-  return out.length ? out : envList(name, fallbackCsv).map((v) => Number.parseInt(v, 10)).filter(Number.isFinite);
-}
-
-function toNumberOrNull(value) {
-  if (value == null) return null;
-  if (typeof value === 'number') return Number.isFinite(value) ? value : null;
-  if (typeof value === 'string') {
-    const s = value.trim();
-    if (!s) return null;
-    const n = Number(s);
-    return Number.isFinite(n) ? n : null;
-  }
-  return null;
-}
-
-function 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;
-  try {
-    return JSON.parse(s);
-  } catch {
-    return value;
-  }
-}
-
-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 bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');
-
-  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,
-    bandsBps,
-    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}: ${text}`);
-  const json = JSON.parse(text);
-  if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
-  return json.data;
-}
-
-function parseLevels(raw, pricePrecision, basePrecision, side) {
-  const v = jsonNormalize(raw);
-  if (!Array.isArray(v)) return [];
-
-  const out = [];
-  for (const item of v) {
-    const priceInt = toNumberOrNull(item?.price);
-    const sizeInt = toNumberOrNull(item?.size);
-    if (priceInt == null || sizeInt == null) continue;
-    const price = priceInt / pricePrecision;
-    const size = sizeInt / basePrecision;
-    if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
-    out.push({ price, size });
-  }
-
-  if (side === 'bid') out.sort((a, b) => b.price - a.price);
-  if (side === 'ask') out.sort((a, b) => a.price - b.price);
-  return out;
-}
-
-function computeMid(bestBid, bestAsk, markPrice, oraclePrice) {
-  if (bestBid != null && bestAsk != null) return (bestBid + bestAsk) / 2;
-  if (markPrice != null) return markPrice;
-  if (oraclePrice != null) return oraclePrice;
-  return null;
-}
-
-function computeBandDepth({ bids, asks, mid, bandBps }) {
-  if (mid == null || !(mid > 0)) {
-    return { bidBase: 0, askBase: 0, bidUsd: 0, askUsd: 0, imbalance: null };
-  }
-
-  const minBidPrice = mid * (1 - bandBps / 10_000);
-  const maxAskPrice = mid * (1 + bandBps / 10_000);
-
-  let bidBase = 0;
-  let askBase = 0;
-  let bidUsd = 0;
-  let askUsd = 0;
-
-  for (const lvl of bids) {
-    if (lvl.price < minBidPrice) break;
-    bidBase += lvl.size;
-    bidUsd += lvl.size * lvl.price;
-  }
-
-  for (const lvl of asks) {
-    if (lvl.price > maxAskPrice) break;
-    askBase += lvl.size;
-    askUsd += lvl.size * lvl.price;
-  }
-
-  const denom = bidUsd + askUsd;
-  const imbalance = denom > 0 ? (bidUsd - askUsd) / denom : null;
-  return { bidBase, askBase, bidUsd, askUsd, imbalance };
-}
-
-async function fetchL2Latest(cfg) {
-  const query = `
-    query DlobL2Latest($markets: [String!]!) {
-      dlob_l2_latest(where: {market_name: {_in: $markets}}) {
-        market_name
-        market_type
-        market_index
-        ts
-        slot
-        mark_price
-        oracle_price
-        best_bid_price
-        best_ask_price
-        bids
-        asks
-        updated_at
-      }
-    }
-  `;
-  const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
-  return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
-}
-
-async function upsertDepth(cfg, rows) {
-  if (!rows.length) return;
-  const mutation = `
-    mutation UpsertDlobDepth($rows: [dlob_depth_bps_latest_insert_input!]!) {
-      insert_dlob_depth_bps_latest(
-        objects: $rows
-        on_conflict: {
-          constraint: dlob_depth_bps_latest_pkey
-          update_columns: [
-            market_type
-            market_index
-            ts
-            slot
-            mid_price
-            best_bid_price
-            best_ask_price
-            bid_base
-            ask_base
-            bid_usd
-            ask_usd
-            imbalance
-            raw
-            updated_at
-          ]
-        }
-      ) { affected_rows }
-    }
-  `;
-  await graphqlRequest(cfg, mutation, { rows });
-}
-
-async function main() {
-  const cfg = resolveConfig();
-  const lastUpdatedAtByMarket = new Map();
-
-  console.log(
-    JSON.stringify(
-      {
-        service: 'dlob-depth-worker',
-        startedAt: getIsoNow(),
-        hasuraUrl: cfg.hasuraUrl,
-        hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
-        markets: cfg.markets,
-        pollMs: cfg.pollMs,
-        bandsBps: cfg.bandsBps,
-        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 bandBps of cfg.bandsBps) {
-          const d = computeBandDepth({ bids, asks, mid, bandBps });
-          rows.push({
-            market_name: market,
-            band_bps: bandBps,
-            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),
-            bid_base: numStr(d.bidBase),
-            ask_base: numStr(d.askBase),
-            bid_usd: numStr(d.bidUsd),
-            ask_usd: numStr(d.askUsd),
-            imbalance: numStr(d.imbalance),
-            raw: {
-              ref: 'mid',
-              pricePrecision: cfg.pricePrecision,
-              basePrecision: cfg.basePrecision,
-            },
-            updated_at: updatedAt,
-          });
-        }
-      }
-    } catch (err) {
-      console.error(`[dlob-depth-worker] fetch/compute: ${String(err?.message || err)}`);
-    }
-
-    try {
-      await upsertDepth(cfg, rows);
-    } catch (err) {
-      console.error(`[dlob-depth-worker] upsert: ${String(err?.message || err)}`);
-    }
-
-    await sleep(cfg.pollMs);
-  }
-}
-
-main().catch((err) => {
-  console.error(String(err?.stack || err));
-  process.exitCode = 1;
-});

kustomize/base/dlob-slippage-worker/deployment.yaml

@@ -1,48 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: dlob-slippage-worker
-  annotations:
-    argocd.argoproj.io/sync-wave: "6"
-spec:
-  replicas: 1
-  selector:
-    matchLabels:
-      app.kubernetes.io/name: dlob-slippage-worker
-  template:
-    metadata:
-      labels:
-        app.kubernetes.io/name: dlob-slippage-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: DLOB_MARKETS
-              value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
-            - name: DLOB_POLL_MS
-              value: "1000"
-            - name: DLOB_SLIPPAGE_SIZES_USD
-              value: "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

kustomize/base/dlob-slippage-worker/worker.mjs

@@ -1,379 +0,0 @@
-import process from 'node:process';
-import { setTimeout as sleep } from 'node:timers/promises';
-
-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 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);
-  }
-  return out.length ? out : envList(name, fallbackCsv).map((v) => Number.parseInt(v, 10)).filter(Number.isFinite);
-}
-
-function toNumberOrNull(value) {
-  if (value == null) return null;
-  if (typeof value === 'number') return Number.isFinite(value) ? value : null;
-  if (typeof value === 'string') {
-    const s = value.trim();
-    if (!s) return null;
-    const n = Number(s);
-    return Number.isFinite(n) ? n : null;
-  }
-  return null;
-}
-
-function 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;
-  try {
-    return JSON.parse(s);
-  } catch {
-    return value;
-  }
-}
-
-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;
-}
-
-function parseLevels(raw, pricePrecision, basePrecision, side) {
-  const v = jsonNormalize(raw);
-  if (!Array.isArray(v)) return [];
-
-  const out = [];
-  for (const item of v) {
-    const priceInt = toNumberOrNull(item?.price);
-    const sizeInt = toNumberOrNull(item?.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 });
-  }
-
-  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) {
-  let remainingUsd = sizeUsd;
-  let filledUsd = 0;
-  let filledBase = 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;
-    levelsConsumed += 1;
-  }
-
-  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;
-
-  return { vwap, worstPrice, filledUsd, filledBase, impactBps, 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 };
-}
-
-async function fetchL2Latest(cfg) {
-  const query = `
-    query DlobL2Latest($markets: [String!]!) {
-      dlob_l2_latest(where: {market_name: {_in: $markets}}) {
-        market_name
-        market_type
-        market_index
-        ts
-        slot
-        mark_price
-        oracle_price
-        best_bid_price
-        best_ask_price
-        bids
-        asks
-        updated_at
-      }
-    }
-  `;
-  const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
-  return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
-}
-
-async function upsertSlippage(cfg, rows) {
-  if (!rows.length) return;
-  const mutation = `
-    mutation UpsertDlobSlippage($rows: [dlob_slippage_latest_insert_input!]!) {
-      insert_dlob_slippage_latest(
-        objects: $rows
-        on_conflict: {
-          constraint: dlob_slippage_latest_pkey
-          update_columns: [
-            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
-          ]
-        }
-      ) { 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,
-          });
-        }
-      }
-    } 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)}`);
-    }
-
-    await sleep(cfg.pollMs);
-  }
-}
-
-main().catch((err) => {
-  console.error(String(err?.stack || err));
-  process.exitCode = 1;
-});

kustomize/base/dlob-ts-archiver/deployment-drift.yaml

@@ -1,18 +1,18 @@
 apiVersion: apps/v1
 kind: Deployment
 metadata:
-  name: dlob-worker
+  name: dlob-ts-archiver-drift
   annotations:
-    argocd.argoproj.io/sync-wave: "5"
+    argocd.argoproj.io/sync-wave: "6"
 spec:
   replicas: 1
   selector:
     matchLabels:
-      app.kubernetes.io/name: dlob-worker
+      app.kubernetes.io/name: dlob-ts-archiver-drift
   template:
     metadata:
       labels:
-        app.kubernetes.io/name: dlob-worker
+        app.kubernetes.io/name: dlob-ts-archiver-drift
     spec:
       containers:
         - name: worker
@@ -26,14 +26,12 @@ spec:
                 secretKeyRef:
                   name: trade-hasura
                   key: HASURA_GRAPHQL_ADMIN_SECRET
-            - name: DLOB_HTTP_URL
-              value: http://dlob-server:6969
+            - name: DLOB_SOURCE
+              value: drift
             - name: DLOB_MARKETS
-              value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
-            - name: DLOB_POLL_MS
-              value: "500"
-            - name: DLOB_DEPTH
-              value: "10"
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_TS_POLL_MS
+              value: "1000"
           command: ["node", "/app/worker.mjs"]
           volumeMounts:
             - name: script
@@ -43,4 +41,4 @@ spec:
       volumes:
         - name: script
           configMap:
-            name: dlob-worker-script
+            name: dlob-ts-archiver-script

kustomize/base/dlob-ts-archiver/deployment.yaml

@@ -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"]

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

@@ -1,6 +1,16 @@
+import fs from 'node:fs';
 import process from 'node:process';
 import { setTimeout as sleep } from 'node:timers/promises';
 
+function readJsonFile(filePath) {
+  try {
+    const raw = fs.readFileSync(filePath, 'utf8');
+    return JSON.parse(raw);
+  } catch {
+    return undefined;
+  }
+}
+
 function getIsoNow() {
   return new Date().toISOString();
 }
@@ -20,30 +30,54 @@ 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;
 });
-

kustomize/base/dlob-worker/worker.mjs

@@ -1,430 +0,0 @@
-import fs from 'node:fs';
-import * as http from 'node:http';
-import * as https from 'node:https';
-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 envBool(name, fallback = false) {
-  const raw = process.env[name];
-  if (raw == null) return fallback;
-  const v = String(raw).trim().toLowerCase();
-  if (['1', 'true', 'yes', 'y', 'on'].includes(v)) return true;
-  if (['0', 'false', 'no', 'n', 'off'].includes(v)) return false;
-  return fallback;
-}
-
-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 dlobHttpBase = String(process.env.DLOB_HTTP_URL || process.env.DLOB_HTTP_BASE || 'https://dlob.drift.trade')
-    .trim()
-    .replace(/\/$/, '');
-  const dlobForceIpv6 = envBool('DLOB_FORCE_IPV6', false);
-
-  const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
-  const depth = clampInt(process.env.DLOB_DEPTH, 1, 50, 10);
-  const pollMs = clampInt(process.env.DLOB_POLL_MS, 100, 10_000, 500);
-
-  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,
-    dlobHttpBase,
-    dlobForceIpv6,
-    markets,
-    depth,
-    pollMs,
-    pricePrecision,
-    basePrecision,
-  };
-}
-
-async function requestText(url, { timeoutMs, family } = {}) {
-  const u = new URL(url);
-  const client = u.protocol === 'https:' ? https : http;
-
-  const port = u.port ? Number.parseInt(u.port, 10) : u.protocol === 'https:' ? 443 : 80;
-  if (!Number.isFinite(port)) throw new Error(`Invalid port for url: ${url}`);
-
-  return await new Promise((resolve, reject) => {
-    const req = client.request(
-      {
-        protocol: u.protocol,
-        hostname: u.hostname,
-        port,
-        path: `${u.pathname}${u.search}`,
-        method: 'GET',
-        family,
-        servername: u.hostname,
-        headers: {
-          accept: 'application/json',
-        },
-      },
-      (res) => {
-        let data = '';
-        res.setEncoding('utf8');
-        res.on('data', (chunk) => {
-          data += chunk;
-        });
-        res.on('end', () => {
-          resolve({ status: res.statusCode ?? 0, text: data });
-        });
-      }
-    );
-
-    req.on('error', reject);
-    req.setTimeout(timeoutMs ?? 5_000, () => {
-      req.destroy(new Error(`Timeout after ${timeoutMs ?? 5_000}ms`));
-    });
-    req.end();
-  });
-}
-
-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,
-    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;
-}
-
-function toNumberOrNull(value) {
-  if (value == null) return null;
-  if (typeof value === 'number') return Number.isFinite(value) ? value : null;
-  if (typeof value === 'string') {
-    const s = value.trim();
-    if (!s) return null;
-    const n = Number(s);
-    return Number.isFinite(n) ? n : null;
-  }
-  return null;
-}
-
-function 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 parseScaled(valueRaw, scale) {
-  const n = toNumberOrNull(valueRaw);
-  if (n == null) return null;
-  return n / scale;
-}
-
-function computeStats({ l2, depth, pricePrecision, basePrecision }) {
-  const bids = Array.isArray(l2?.bids) ? l2.bids : [];
-  const asks = Array.isArray(l2?.asks) ? l2.asks : [];
-
-  const bestBid = parseScaled(l2?.bestBidPrice ?? bids?.[0]?.price, pricePrecision);
-  const bestAsk = parseScaled(l2?.bestAskPrice ?? asks?.[0]?.price, pricePrecision);
-  const markPrice = parseScaled(l2?.markPrice, pricePrecision);
-  const oraclePrice = parseScaled(l2?.oracleData?.price ?? l2?.oracle, pricePrecision);
-
-  const mid = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null;
-  const spreadAbs = bestBid != null && bestAsk != null ? bestAsk - bestBid : null;
-  const spreadBps = spreadAbs != null && mid != null && mid > 0 ? (spreadAbs / mid) * 10_000 : null;
-
-  const levels = Math.max(1, depth);
-  let bidBase = 0;
-  let askBase = 0;
-  let bidUsd = 0;
-  let askUsd = 0;
-
-  for (let i = 0; i < Math.min(levels, bids.length); i += 1) {
-    const p = parseScaled(bids[i]?.price, pricePrecision);
-    const s = toNumberOrNull(bids[i]?.size);
-    if (p == null || s == null) continue;
-    const base = s / basePrecision;
-    bidBase += base;
-    bidUsd += base * p;
-  }
-
-  for (let i = 0; i < Math.min(levels, asks.length); i += 1) {
-    const p = parseScaled(asks[i]?.price, pricePrecision);
-    const s = toNumberOrNull(asks[i]?.size);
-    if (p == null || s == null) continue;
-    const base = s / basePrecision;
-    askBase += base;
-    askUsd += base * p;
-  }
-
-  const denom = bidUsd + askUsd;
-  const imbalance = denom > 0 ? (bidUsd - askUsd) / denom : null;
-
-  return {
-    bestBid,
-    bestAsk,
-    mid,
-    spreadAbs,
-    spreadBps,
-    markPrice,
-    oraclePrice,
-    depthLevels: levels,
-    bidBase,
-    askBase,
-    bidUsd,
-    askUsd,
-    imbalance,
-  };
-}
-
-function l2ToInsertObject({ l2, updatedAt, pricePrecision }) {
-  return {
-    market_name: String(l2.marketName),
-    market_type: String(l2.marketType || 'perp'),
-    market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
-    ts: l2.ts == null ? null : String(l2.ts),
-    slot: l2.slot == null ? null : String(l2.slot),
-    mark_price: numStr(parseScaled(l2.markPrice, pricePrecision)),
-    oracle_price: numStr(parseScaled(l2.oracleData?.price ?? l2.oracle, pricePrecision)),
-    best_bid_price: numStr(parseScaled(l2.bestBidPrice, pricePrecision)),
-    best_ask_price: numStr(parseScaled(l2.bestAskPrice, pricePrecision)),
-    bids: l2.bids ?? null,
-    asks: l2.asks ?? null,
-    raw: l2 ?? null,
-    updated_at: updatedAt,
-  };
-}
-
-function statsToInsertObject({ l2, stats, updatedAt }) {
-  return {
-    market_name: String(l2.marketName),
-    market_type: String(l2.marketType || 'perp'),
-    market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
-    ts: l2.ts == null ? null : String(l2.ts),
-    slot: l2.slot == null ? null : String(l2.slot),
-    mark_price: stats.markPrice == null ? null : String(stats.markPrice),
-    oracle_price: stats.oraclePrice == null ? null : String(stats.oraclePrice),
-    best_bid_price: stats.bestBid == null ? null : String(stats.bestBid),
-    best_ask_price: stats.bestAsk == null ? null : String(stats.bestAsk),
-    mid_price: stats.mid == null ? null : String(stats.mid),
-    spread_abs: stats.spreadAbs == null ? null : String(stats.spreadAbs),
-    spread_bps: stats.spreadBps == null ? null : String(stats.spreadBps),
-    depth_levels: stats.depthLevels,
-    depth_bid_base: Number.isFinite(stats.bidBase) ? String(stats.bidBase) : null,
-    depth_ask_base: Number.isFinite(stats.askBase) ? String(stats.askBase) : null,
-    depth_bid_usd: Number.isFinite(stats.bidUsd) ? String(stats.bidUsd) : null,
-    depth_ask_usd: Number.isFinite(stats.askUsd) ? String(stats.askUsd) : null,
-    imbalance: stats.imbalance == null ? null : String(stats.imbalance),
-    raw: {
-      spreadPct: l2.spreadPct ?? null,
-      spreadQuote: l2.spreadQuote ?? null,
-    },
-    updated_at: updatedAt,
-  };
-}
-
-async function fetchL2(cfg, marketName) {
-  const u = new URL(`${cfg.dlobHttpBase}/l2`);
-  u.searchParams.set('marketName', marketName);
-  u.searchParams.set('depth', String(cfg.depth));
-
-  const url = u.toString();
-  if (cfg.dlobForceIpv6) {
-    const { status, text } = await requestText(url, { timeoutMs: 5_000, family: 6 });
-    if (status < 200 || status >= 300) throw new Error(`DLOB HTTP ${status}: ${text}`);
-    return JSON.parse(text);
-  }
-
-  const res = await fetch(url, { signal: AbortSignal.timeout(5_000) });
-  const text = await res.text();
-  if (!res.ok) throw new Error(`DLOB HTTP ${res.status}: ${text}`);
-  return JSON.parse(text);
-}
-
-async function upsertBatch(cfg, l2Objects, statsObjects) {
-  if (!l2Objects.length && !statsObjects.length) return;
-
-  const mutation = `
-    mutation UpsertDlob($l2: [dlob_l2_latest_insert_input!]!, $stats: [dlob_stats_latest_insert_input!]!) {
-      insert_dlob_l2_latest(
-        objects: $l2
-        on_conflict: {
-          constraint: dlob_l2_latest_pkey
-          update_columns: [
-            market_type
-            market_index
-            ts
-            slot
-            mark_price
-            oracle_price
-            best_bid_price
-            best_ask_price
-            bids
-            asks
-            raw
-            updated_at
-          ]
-        }
-      ) { affected_rows }
-      insert_dlob_stats_latest(
-        objects: $stats
-        on_conflict: {
-          constraint: dlob_stats_latest_pkey
-          update_columns: [
-            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
-            updated_at
-          ]
-        }
-      ) { affected_rows }
-    }
-  `;
-
-  await graphqlRequest(cfg, mutation, { l2: l2Objects, stats: statsObjects });
-}
-
-async function main() {
-  const cfg = resolveConfig();
-  const lastTsByMarket = new Map();
-
-  console.log(
-    JSON.stringify(
-      {
-        service: 'dlob-worker',
-        startedAt: getIsoNow(),
-        hasuraUrl: cfg.hasuraUrl,
-        hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
-        dlobHttpBase: cfg.dlobHttpBase,
-        dlobForceIpv6: cfg.dlobForceIpv6,
-        markets: cfg.markets,
-        depth: cfg.depth,
-        pollMs: cfg.pollMs,
-      },
-      null,
-      2
-    )
-  );
-
-  while (true) {
-    const updatedAt = getIsoNow();
-
-    const results = await Promise.allSettled(cfg.markets.map((m) => fetchL2(cfg, m)));
-    const l2Objects = [];
-    const statsObjects = [];
-
-    for (let i = 0; i < results.length; i += 1) {
-      const market = cfg.markets[i];
-      const r = results[i];
-      if (r.status !== 'fulfilled') {
-        console.error(`[dlob-worker] fetch ${market}: ${String(r.reason?.message || r.reason)}`);
-        continue;
-      }
-      const l2 = r.value;
-      if (!l2?.marketName) continue;
-
-      const ts = l2.ts == null ? null : String(l2.ts);
-      if (ts != null && lastTsByMarket.get(l2.marketName) === ts) continue;
-      if (ts != null) lastTsByMarket.set(l2.marketName, ts);
-
-      const stats = computeStats({
-        l2,
-        depth: cfg.depth,
-        pricePrecision: cfg.pricePrecision,
-        basePrecision: cfg.basePrecision,
-      });
-
-      l2Objects.push(l2ToInsertObject({ l2, updatedAt, pricePrecision: cfg.pricePrecision }));
-      statsObjects.push(statsToInsertObject({ l2, stats, updatedAt }));
-    }
-
-    try {
-      await upsertBatch(cfg, l2Objects, statsObjects);
-    } catch (err) {
-      console.error(`[dlob-worker] upsert: ${String(err?.message || err)}`);
-    }
-
-    await sleep(cfg.pollMs);
-  }
-}
-
-main().catch((err) => {
-  console.error(String(err?.stack || err));
-  process.exitCode = 1;
-});

kustomize/base/dlob/publisher-deployment.yaml

@@ -1,24 +1,24 @@
 apiVersion: apps/v1
 kind: Deployment
 metadata:
-  name: dlob-publisher
+  name: dlob-publisher-hot
   annotations:
     argocd.argoproj.io/sync-wave: "4"
 spec:
   replicas: 1
   selector:
     matchLabels:
-      app.kubernetes.io/name: dlob-publisher
+      app.kubernetes.io/name: dlob-publisher-hot
   template:
     metadata:
       labels:
-        app.kubernetes.io/name: dlob-publisher
+        app.kubernetes.io/name: dlob-publisher-hot
     spec:
       imagePullSecrets:
         - name: gitea-registry
       containers:
         - name: publisher
-          image: gitea.mpabi.pl/trade/trade-dlob-server:sha-8a378b7-lite-l2
+          image: gitea.mpabi.pl/trade/trade-dlob-server:grpc-reconnect-20260319-023351
           imagePullPolicy: IfNotPresent
           ports:
             - name: http
@@ -41,9 +41,9 @@ spec:
             - name: ELASTICACHE_PORT
               value: "6379"
             - name: REDIS_CLIENT
-              value: DLOB
+              value: DLOB_HOT
             - 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

kustomize/base/dlob/server-deployment.yaml

@@ -1,63 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: dlob-server
-  annotations:
-    argocd.argoproj.io/sync-wave: "4"
-spec:
-  replicas: 1
-  selector:
-    matchLabels:
-      app.kubernetes.io/name: dlob-server
-  template:
-    metadata:
-      labels:
-        app.kubernetes.io/name: dlob-server
-    spec:
-      imagePullSecrets:
-        - name: gitea-registry
-      containers:
-        - name: server
-          image: gitea.mpabi.pl/trade/trade-dlob-server:sha-8a378b7-lite-l2
-          imagePullPolicy: IfNotPresent
-          ports:
-            - name: http
-              containerPort: 6969
-          env:
-            - name: RUNNING_LOCAL
-              value: "true"
-            - name: LOCAL_CACHE
-              value: "true"
-            - name: ENV
-              value: mainnet-beta
-            - name: PORT
-              value: "6969"
-            - name: ELASTICACHE_HOST
-              value: dlob-redis
-            - name: ELASTICACHE_PORT
-              value: "6379"
-            - name: REDIS_CLIENT
-              value: DLOB
-            - name: ENDPOINT
-              valueFrom:
-                secretKeyRef:
-                  name: trade-dlob-rpc
-                  key: ENDPOINT
-            - name: WS_ENDPOINT
-              valueFrom:
-                secretKeyRef:
-                  name: trade-dlob-rpc
-                  key: WS_ENDPOINT
-          command: ["node", "/lib/serverLite.js"]
-          readinessProbe:
-            httpGet:
-              path: /startup
-              port: http
-            initialDelaySeconds: 5
-            periodSeconds: 10
-          livenessProbe:
-            httpGet:
-              path: /health
-              port: http
-            initialDelaySeconds: 20
-            periodSeconds: 20

kustomize/base/dlob/server-service.yaml

@@ -1,13 +0,0 @@
-apiVersion: v1
-kind: Service
-metadata:
-  name: dlob-server
-  annotations:
-    argocd.argoproj.io/sync-wave: "4"
-spec:
-  selector:
-    app.kubernetes.io/name: dlob-server
-  ports:
-    - name: http
-      port: 6969
-      targetPort: http

kustomize/base/frontend/deployment.yaml

@@ -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:pg-derived-phase1-20260319-030252
           imagePullPolicy: IfNotPresent
           ports:
             - name: http
@@ -26,12 +26,8 @@ spec:
               value: "8081"
             - name: APP_VERSION
               value: "staging"
-            - name: API_UPSTREAM
-              value: "http://trade-api:8787"
             - name: BASIC_AUTH_FILE
               value: "/tokens/frontend.json"
-            - name: API_READ_TOKEN_FILE
-              value: "/tokens/read.json"
           volumeMounts:
             - name: tokens
               mountPath: /tokens

kustomize/base/hasura/hasura-bootstrap.mjs

@@ -89,19 +89,36 @@ 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 botConfigTable = { schema: 'public', name: 'bot_config' };
+  const botStateTable = { schema: 'public', name: 'bot_state' };
+  const botEventsTable = { schema: 'public', name: 'bot_events' };
   const source = 'default';
 
   const baseTicks = { schema: 'public', name: 'drift_ticks' };
-  const dlobL2LatestTable = { schema: 'public', name: 'dlob_l2_latest' };
-  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 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 dlobHotSnapshotLatestTable = { schema: 'public', name: 'dlob_hot_snapshot_latest' };
+  const dlobHotDerivedLatestTable = { schema: 'public', name: 'dlob_hot_derived_latest' };
+  const dlobAllDerivedLatestTable = { schema: 'public', name: 'dlob_all_derived_latest' };
+  const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
+  const dlobHotDerivedTsTable = { schema: 'public', name: 'dlob_hot_derived_ts' };
+  const dlobAllDerivedTsTable = { schema: 'public', name: 'dlob_all_derived_ts' };
   const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
   const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
+  const legacyDlobRelations = [
+    { schema: 'public', name: 'dlob_l2_latest' },
+    { schema: 'public', name: 'dlob_l2_latest_projection' },
+    { schema: 'public', name: 'dlob_stats_latest' },
+    { schema: 'public', name: 'dlob_stats_latest_projection' },
+    { schema: 'public', name: 'dlob_depth_bps_latest' },
+    { schema: 'public', name: 'dlob_slippage_latest' },
+    { schema: 'public', name: 'dlob_slippage_latest_v2' },
+    { schema: 'public', name: 'dlob_stats_ts' },
+    { schema: 'public', name: 'dlob_depth_bps_ts' },
+    { schema: 'public', name: 'dlob_slippage_ts' },
+    { schema: 'public', name: 'dlob_slippage_ts_v2' },
+  ];
 
   const extraTicksName = normalizeName(TARGET_TICKS_TABLE);
   const extraCandlesName = normalizeName(TARGET_CANDLES_FUNCTION);
@@ -169,7 +186,22 @@ 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 +214,7 @@ async function main() {
         role: 'public',
         permission: {
           columns,
-          filter: {},
+          filter: publicFilter || {},
         },
       },
     });
@@ -218,7 +250,7 @@ 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 +263,7 @@ async function main() {
         role: 'public',
         permission: {
           columns,
-          filter: {},
+          filter: publicFilter || {},
         },
       },
     });
@@ -239,91 +271,209 @@ 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' } });
-  };
+  }
 
-  await ensureDlobTable(dlobL2LatestTable, [
-    'market_name',
+  async function ensureProjectedPublicSelectTable(table, columns, { publicFilter, customName } = {}) {
+    await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
+    const args = { source, table };
+    if (customName) {
+      args.configuration = { custom_name: customName };
+    }
+    await metadata({ type: 'pg_track_table', args });
+
+    await metadataIgnore({ type: 'pg_drop_select_permission', args: { source, table, role: 'public' } });
+    await metadata({
+      type: 'pg_create_select_permission',
+      args: {
+        source,
+        table,
+        role: 'public',
+        permission: {
+          columns,
+          filter: publicFilter || {},
+        },
+      },
+    });
+
+    await metadataIgnore({ type: 'pg_drop_insert_permission', args: { source, table, role: 'ingestor' } });
+    await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
+  }
+
+  const dlobPublicFilter = { source: { _eq: PUBLIC_DLOB_SOURCE_HEADER } };
+
+  for (const table of legacyDlobRelations) {
+    await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
+  }
+
+  await ensurePublicSelectTable(dlobHotSnapshotLatestTable, [
+    'source',
+    'redis_key',
+    'snapshot_kind',
     'market_type',
     'market_index',
-    'ts',
+    'market_name',
+    'is_indicative',
+    'ts_ms',
     'slot',
-    'mark_price',
-    'oracle_price',
-    'best_bid_price',
-    'best_ask_price',
+    'market_slot',
+    'payload_hash',
+    'mark_price_raw',
+    'oracle_price_raw',
+    'best_bid_price_raw',
+    'best_ask_price_raw',
+    'spread_pct_raw',
+    'spread_quote_raw',
+    'oracle_data',
     'bids',
     'asks',
-    'raw',
+    'payload',
     'updated_at',
   ]);
 
-  await ensureDlobTable(dlobStatsLatestTable, [
-    'market_name',
+  await ensurePublicSelectTable(dlobHotDerivedLatestTable, [
+    'source',
     'market_type',
     'market_index',
-    'ts',
+    'market_name',
+    'is_indicative',
+    'ts_ms',
     'slot',
+    'market_slot',
     'mark_price',
     'oracle_price',
     'best_bid_price',
     'best_ask_price',
     'mid_price',
-    'spread_abs',
+    'spread_quote',
     'spread_bps',
     'depth_levels',
+    'bid_levels',
+    'ask_levels',
+    'top_bid_size',
+    'top_ask_size',
+    'top_bid_notional',
+    'top_ask_notional',
     'depth_bid_base',
     'depth_ask_base',
-    'depth_bid_usd',
-    'depth_ask_usd',
+    'depth_bid_quote',
+    'depth_ask_quote',
     'imbalance',
-    'raw',
+    'bids_norm',
+    'asks_norm',
+    'raw_payload_hash',
     'updated_at',
   ]);
 
-  await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
-    'market_name',
-    'band_bps',
+  await ensurePublicSelectTable(dlobAllDerivedLatestTable, [
+    'source',
     'market_type',
     'market_index',
-    'ts',
+    'market_name',
+    'is_indicative',
+    'ts_ms',
     'slot',
-    'mid_price',
+    'market_slot',
+    'mark_price',
+    'oracle_price',
     'best_bid_price',
     'best_ask_price',
-    'bid_base',
-    'ask_base',
-    'bid_usd',
-    'ask_usd',
+    'mid_price',
+    'spread_quote',
+    'spread_bps',
+    'depth_levels',
+    'bid_levels',
+    'ask_levels',
+    'top_bid_size',
+    'top_ask_size',
+    'top_bid_notional',
+    'top_ask_notional',
+    'depth_bid_base',
+    'depth_ask_base',
+    'depth_bid_quote',
+    'depth_ask_quote',
     'imbalance',
-    'raw',
+    'bids_norm',
+    'asks_norm',
+    'raw_payload_hash',
     'updated_at',
   ]);
 
-  await ensurePublicSelectTable(dlobSlippageLatestTable, [
-    'market_name',
-    'side',
-    'size_usd',
+  await ensurePublicSelectTable(dlobHotDerivedTsTable, [
+    'event_ts',
+    'id',
+    'source',
     'market_type',
     'market_index',
-    'ts',
+    'market_name',
+    'is_indicative',
+    'ts_ms',
     'slot',
-    'mid_price',
+    'market_slot',
+    'mark_price',
+    'oracle_price',
     'best_bid_price',
     'best_ask_price',
-    'vwap_price',
-    'worst_price',
-    'filled_usd',
-    'filled_base',
-    'impact_bps',
-    'levels_consumed',
-    'fill_pct',
-    'raw',
-    'updated_at',
+    'mid_price',
+    'spread_quote',
+    'spread_bps',
+    'depth_levels',
+    'bid_levels',
+    'ask_levels',
+    'top_bid_size',
+    'top_ask_size',
+    'top_bid_notional',
+    'top_ask_notional',
+    'depth_bid_base',
+    'depth_ask_base',
+    'depth_bid_quote',
+    'depth_ask_quote',
+    'imbalance',
+    'bids_norm',
+    'asks_norm',
+    'raw_payload_hash',
+    'inserted_at',
+  ]);
+
+  await ensurePublicSelectTable(dlobAllDerivedTsTable, [
+    'event_ts',
+    'id',
+    'source',
+    'market_type',
+    'market_index',
+    'market_name',
+    'is_indicative',
+    'ts_ms',
+    'slot',
+    'market_slot',
+    'mark_price',
+    'oracle_price',
+    'best_bid_price',
+    'best_ask_price',
+    'mid_price',
+    'spread_quote',
+    'spread_bps',
+    'depth_levels',
+    'bid_levels',
+    'ask_levels',
+    'top_bid_size',
+    'top_ask_size',
+    'top_bid_notional',
+    'top_ask_notional',
+    'depth_bid_base',
+    'depth_ask_base',
+    'depth_bid_quote',
+    'depth_ask_quote',
+    'imbalance',
+    'bids_norm',
+    'asks_norm',
+    'raw_payload_hash',
+    'inserted_at',
   ]);
 
   await ensurePublicSelectTable(dlobStatsTsTable, [
     'ts',
     'id',
+    'source',
     'market_name',
     'market_type',
     'market_index',
@@ -343,11 +493,12 @@ async function main() {
     'depth_ask_usd',
     'imbalance',
     'raw',
-  ]);
+  ], { publicFilter: dlobPublicFilter });
 
   await ensurePublicSelectTable(dlobDepthBpsTsTable, [
     'ts',
     'id',
+    'source',
     'market_name',
     'band_bps',
     'market_type',
@@ -363,11 +514,12 @@ async function main() {
     'ask_usd',
     'imbalance',
     'raw',
-  ]);
+  ], { publicFilter: dlobPublicFilter });
 
   await ensurePublicSelectTable(dlobSlippageTsTable, [
     'ts',
     'id',
+    'source',
     'market_name',
     'side',
     'size_usd',
@@ -384,7 +536,35 @@ 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 });
+
+  // Bot control-plane tables (tracked; permissions are intentionally not created here by default).
+  for (const t of [botConfigTable, botStateTable, botEventsTable]) {
+    await metadataIgnore({ type: 'pg_untrack_table', args: { source, table: t } });
+    await metadata({ type: 'pg_track_table', args: { source, table: t } });
+  }
 
   // Return table type for candle functions (needed for Hasura to track the function).
   await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
@@ -401,7 +581,7 @@ async function main() {
   }
 
   for (const fn of candleFns) {
-    // Function for aggregated candle queries (used by trade-api).
+    // Function for aggregated candle queries and indicator reads over Hasura.
     await metadataIgnore({ type: 'pg_untrack_function', args: { source, function: fn } });
     await metadata({ type: 'pg_track_function', args: { source, function: fn } });
   }

kustomize/base/ingestor/deployment.yaml

@@ -1,49 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: trade-ingestor
-spec:
-  replicas: 1
-  selector:
-    matchLabels:
-      app.kubernetes.io/name: trade-ingestor
-  template:
-    metadata:
-      labels:
-        app.kubernetes.io/name: trade-ingestor
-    spec:
-      imagePullSecrets:
-        - name: gitea-registry
-      containers:
-        - name: ingestor
-          image: gitea.mpabi.pl/trade/trade-ingestor:k3s-20260106013603
-          imagePullPolicy: IfNotPresent
-          env:
-            - name: MARKET_NAME
-              value: "PUMP-PERP"
-            - name: INTERVAL_MS
-              value: "1000"
-            - name: SOURCE
-              value: "drift_oracle"
-            - name: INGEST_VIA
-              value: "api"
-            - name: INGEST_API_URL
-              value: "http://trade-api:8787"
-          volumeMounts:
-            - name: tokens
-              mountPath: /app/tokens
-              readOnly: true
-          command:
-            - sh
-            - -c
-          args:
-            - >
-              npm run ingest:oracle -- \
-                --market-name "${MARKET_NAME}" \
-                --interval-ms "${INTERVAL_MS}" \
-                --source "${SOURCE}" \
-                --ingest-via "${INGEST_VIA}"
-      volumes:
-        - name: tokens
-          secret:
-            secretName: trade-ingestor-tokens

kustomize/base/kustomization.yaml

@@ -9,19 +9,11 @@ resources:
   - hasura/service.yaml
   - hasura/deployment.yaml
   - hasura/job-bootstrap.yaml
-  - api/service.yaml
-  - api/deployment.yaml
-  - ingestor/deployment.yaml
   - frontend/service.yaml
   - frontend/deployment.yaml
   - dlob/redis.yaml
   - dlob/publisher-deployment.yaml
-  - dlob/server-service.yaml
-  - dlob/server-deployment.yaml
-  - dlob-worker/deployment.yaml
-  - dlob-depth-worker/deployment.yaml
-  - dlob-slippage-worker/deployment.yaml
-  - dlob-ts-archiver/deployment.yaml
+  - candles-cache-worker/deployment.yaml
 
 configMapGenerator:
   - name: postgres-initdb
@@ -30,21 +22,9 @@ configMapGenerator:
   - name: hasura-bootstrap-script
     files:
       - hasura/hasura-bootstrap.mjs
-  - name: dlob-worker-script
+  - name: candles-cache-worker-script
     files:
-      - dlob-worker/worker.mjs
-  - name: dlob-depth-worker-script
-    files:
-      - dlob-depth-worker/worker.mjs
-  - name: dlob-slippage-worker-script
-    files:
-      - dlob-slippage-worker/worker.mjs
-  - name: dlob-ts-archiver-script
-    files:
-      - dlob-ts-archiver/worker.mjs
-  - name: trade-api-wrapper
-    files:
-      - api/wrapper.mjs
+      - candles-cache-worker/worker.mjs
 
 generatorOptions:
   disableNameSuffixHash: true

kustomize/infra/monitoring-extras/certificate-monitoring-mpabi-pl.yaml

@@ -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

kustomize/infra/monitoring-extras/dashboard-agave-status.yaml

@@ -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 }
+        }
+      ]
+    }

kustomize/infra/monitoring-extras/ingressroute-grafana-http.yaml

@@ -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

kustomize/infra/monitoring-extras/ingressroute-grafana.yaml

@@ -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

kustomize/infra/monitoring-extras/ingressroute-prometheus-http.yaml

@@ -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

kustomize/infra/monitoring-extras/ingressroute-prometheus.yaml

@@ -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

kustomize/infra/monitoring-extras/kustomization.yaml

@@ -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

kustomize/infra/monitoring-extras/middleware-redirect-to-https.yaml

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

kustomize/infra/monitoring-extras/prometheus-rules-agave.yaml

@@ -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."

kustomize/overlays/mevnode-bot/README.md

@@ -0,0 +1,83 @@
+# mevnode-bot overlay
+
+To jest docelowy overlay dla runtime `mevnode_bot`.
+
+Zakres:
+
+- `postgres`
+- `hasura`
+- `trade-frontend` (`NodePort 30081`)
+- `dlob-redis`
+- `dlob-publisher-hot`
+- `dlob-publisher-all`
+- `dlob-hot-redis-to-postgres-raw-writer`
+- `dlob-hot-postgres-to-postgres-derived-writer`
+- `dlob-all-redis-to-postgres-derived-writer`
+
+Założenia runtime:
+
+- `mevnode_sol` wystawia po `wg0`:
+  - `RPC`: `http://10.91.0.1:8899`
+  - `WS`: `ws://10.91.0.1:8900`
+  - `Yellowstone`: `http://10.91.0.1:10000`
+- `mevnode_bot` uruchamia tylko warstwę aplikacyjną.
+- `trade-frontend` jest wystawiany przez `NodePort 30081`.
+- Namespace pozostaje `trade-staging`.
+
+Topologia DLOB w tym overlayu:
+
+- `dlob-publisher-hot` to hot-path na wybrane markety (`PERP_MARKETS_TO_LOAD=0,20,72`, czyli `SOL-PERP`, `JTO-PERP`, `ADA-PERP`) i prefix Redis `DLOB_HOT` (`dlob-hot:`).
+- `dlob-publisher-all` to szeroki feed do wszystkich marketów na prefix Redis `DLOB_ALL` (`dlob-all:`).
+- `dlob-hot-redis-to-postgres-raw-writer` to schema-first writer: czyta `dlob-hot:` z Redis i zapisuje kanoniczny raw DLOB do PostgreSQL (`dlob_hot_snapshot_latest`, `dlob_hot_snapshot_ts`).
+- `dlob-hot-postgres-to-postgres-derived-writer` czyta raw hot z PostgreSQL i buduje normalized layer (`dlob_hot_derived_latest`, `dlob_hot_derived_ts`).
+- `LIVE` na `k3s`: sciezka `hot` jest juz aktywna jako `Redis -> raw PG -> derived PG`.
+- `dlob-publisher-all` celowo nie ma patcha persistent store, żeby nie dublowac zapisow do Postgresa.
+- `dlob-all-redis-to-postgres-derived-writer` zapisuje dla `all` tylko warstwe pochodna do PostgreSQL; bez `raw_ts`, zeby nie zjadac dysku w kilka dni.
+- `LIVE` na `k3s`: sciezka `all` jest aktywna jako `Redis -> derived PG`.
+- `all` zapisuje pelne `derived_ts` dla wszystkich marketow z `dlob-all:*`, bez samplingu i bez shortlisty marketow.
+
+Planowany zakres zapisu dla `all`:
+
+- tozsamosc i czas: `source`, `market_type`, `market_index`, `market_name`, `is_indicative`, `event_ts/ts_ms`, `slot`, `market_slot`
+- cena i mikrostruktura: `mark_price`, `oracle_price`, `best_bid_price`, `best_ask_price`, `mid_price`, `spread_quote`, `spread_bps`
+- plynnosc: `depth_levels`, `bid_levels`, `ask_levels`, `top_bid_size`, `top_ask_size`, `top_bid_notional`, `top_ask_notional`, `depth_bid_base`, `depth_ask_base`, `depth_bid_quote`, `depth_ask_quote`, `imbalance`
+- drabinka do modelu/UI: `bids_norm`, `asks_norm` jako top `10` leveli z polami `price`, `sizeBase`, `notional`, `sources`
+- kontrola jakosci i dedupe: `raw_payload_hash`, `updated_at` / `inserted_at`
+- celowo pomijamy: pelny `raw payload`, `raw latest`, `raw ts`, `L3`, `best_makers`
+
+Polityka `hot` vs `all`:
+
+- `hot` i `all` rozniamy po roli operacyjnej, nie po samym mechanizmie subskrypcji.
+- `hot` = `dlob-publisher-hot`: subset marketow, najnizsza latencja, najwyzszy priorytet operacyjny.
+- `all` = `dlob-publisher-all`: pelne pokrycie marketow, feed do coverage/read-side/analityki, nizszy priorytet operacyjny niz `hot`.
+- `USE_ORDER_SUBSCRIBER=true` moze byc wlaczone na obu publisherach; to nie definiuje roli `hot` vs `all`.
+- `hot` powinien byc broniony jako pierwszy przy problemach z CPU/RAM/RPC i nie powinien byc degradowany przed `all`.
+- Jesli trzeba ograniczac load albo robic fallback, najpierw degradujemy `all`, dopiero potem `hot`.
+
+Zalecana polityka runtime:
+
+- `hot`: utrzymywac `OrderSubscriber + gRPC` jako sciezke docelowa.
+- `all`: domyslnie tez `OrderSubscriber + gRPC`, ale to pierwszy kandydat do przejscia na slabszy tryb przy presji zasobow.
+- Kolejnosc degradacji dla `all`: `gRPC -> websocket -> polling`.
+- Wylaczenie `USE_ORDER_SUBSCRIBER` traktowac jako tryb awaryjny/testowy, nie jako stan docelowy.
+
+Wymagane sekrety:
+
+- `trade-postgres`
+- `trade-hasura`
+- `trade-frontend-tokens`
+- `trade-dlob-rpc`
+
+Opcjonalne:
+
+- `gitea-registry` nie jest tu wymagane, bo overlay czyści `imagePullSecrets`.
+
+Uwagi:
+
+- Overlay zastępuje lokalny `_tmp/bot-rx-stack`.
+- `trade-deploy/kustomize/overlays/mevnode-bot` jest teraz źródłem prawdy dla runtime `mevnode_bot`.
+- Ten overlay nadal korzysta z plików z `../../base` w `configMapGenerator`, więc przy lokalnym `kustomize` może być potrzebne:
+
+```bash
+sudo k3s kubectl kustomize trade-deploy/kustomize/overlays/mevnode-bot --load-restrictor LoadRestrictionsNone | sudo k3s kubectl apply -f -
+```

kustomize/overlays/mevnode-bot/dlob-all-redis-to-postgres-derived-writer.yaml

@@ -0,0 +1,66 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-all-redis-to-postgres-derived-writer
+  annotations:
+    argocd.argoproj.io/sync-wave: "5"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-all-redis-to-postgres-derived-writer
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-all-redis-to-postgres-derived-writer
+    spec:
+      priorityClassName: dlob-all
+      imagePullSecrets: []
+      containers:
+        - name: writer
+          image: gitea.mpabi.pl/trade/trade-dlob-server:all-derived-20260317-014016
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: DLOB_SOURCE
+              value: mevnode_bot_all_derived
+            - name: REDIS_HOST
+              value: dlob-redis
+            - name: REDIS_PORT
+              value: "6379"
+            - name: REDIS_KEY_PREFIX
+              value: "dlob-all:"
+            - name: DLOB_POLL_MS
+              value: "1000"
+            - name: NORMALIZED_DEPTH
+              value: "10"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+            - name: PGHOST
+              value: postgres
+            - name: PGPORT
+              value: "5432"
+            - name: PGUSER
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_USER
+            - name: PGPASSWORD
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_PASSWORD
+            - name: PGDATABASE
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_DB
+          command: ["node", "/lib/scripts/dlobAllRedisToPostgresDerivedWriter.js"]
+          resources:
+            requests:
+              cpu: 250m
+              memory: 512Mi
+            limits:
+              cpu: 1000m
+              memory: 2Gi

kustomize/overlays/mevnode-bot/dlob-hot-postgres-to-postgres-derived-writer.yaml

@@ -0,0 +1,62 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-hot-postgres-to-postgres-derived-writer
+  annotations:
+    argocd.argoproj.io/sync-wave: "5"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-hot-postgres-to-postgres-derived-writer
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-hot-postgres-to-postgres-derived-writer
+    spec:
+      priorityClassName: dlob-hot
+      imagePullSecrets: []
+      containers:
+        - name: writer
+          image: gitea.mpabi.pl/trade/trade-dlob-server:hot-pg-events-20260320-205517
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: DLOB_SOURCE
+              value: mevnode_bot_hot_derived
+            - name: RAW_SOURCE
+              value: mevnode_bot_hot_raw
+            - name: DLOB_POLL_MS
+              value: "5000"
+            - name: NORMALIZED_DEPTH
+              value: "10"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+            - name: PGHOST
+              value: postgres
+            - name: PGPORT
+              value: "5432"
+            - name: PGUSER
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_USER
+            - name: PGPASSWORD
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_PASSWORD
+            - name: PGDATABASE
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_DB
+          command: ["node", "/lib/scripts/dlobHotPostgresToPostgresDerivedWriter.js"]
+          resources:
+            requests:
+              cpu: 100m
+              memory: 256Mi
+            limits:
+              cpu: 500m
+              memory: 1Gi

kustomize/overlays/mevnode-bot/dlob-hot-redis-to-postgres-raw-writer.yaml

@@ -0,0 +1,60 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-hot-redis-to-postgres-raw-writer
+  annotations:
+    argocd.argoproj.io/sync-wave: "5"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-hot-redis-to-postgres-raw-writer
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-hot-redis-to-postgres-raw-writer
+    spec:
+      priorityClassName: dlob-hot
+      imagePullSecrets: []
+      containers:
+        - name: writer
+          image: gitea.mpabi.pl/trade/trade-dlob-server:hot-pg-events-20260320-205517
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: DLOB_SOURCE
+              value: mevnode_bot_hot_raw
+            - name: REDIS_HOST
+              value: dlob-redis
+            - name: REDIS_PORT
+              value: "6379"
+            - name: REDIS_KEY_PREFIX
+              value: "dlob-hot:"
+            - name: DLOB_POLL_MS
+              value: "5000"
+            - name: PGHOST
+              value: postgres
+            - name: PGPORT
+              value: "5432"
+            - name: PGUSER
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_USER
+            - name: PGPASSWORD
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_PASSWORD
+            - name: PGDATABASE
+              valueFrom:
+                secretKeyRef:
+                  name: trade-postgres
+                  key: POSTGRES_DB
+          command: ["node", "/lib/scripts/dlobHotRedisToPostgresRawWriter.js"]
+          resources:
+            requests:
+              cpu: 100m
+              memory: 256Mi
+            limits:
+              cpu: 500m
+              memory: 1Gi

kustomize/overlays/mevnode-bot/dlob-publisher-all-service.yaml

@@ -0,0 +1,19 @@
+apiVersion: v1
+kind: Service
+metadata:
+  name: dlob-publisher-all
+  annotations:
+    argocd.argoproj.io/sync-wave: "4"
+    prometheus.io/scrape: "true"
+    prometheus.io/port: "9464"
+    prometheus.io/path: /metrics
+spec:
+  selector:
+    app.kubernetes.io/name: dlob-publisher-all
+  ports:
+    - name: http
+      port: 8080
+      targetPort: 8080
+    - name: metrics
+      port: 9464
+      targetPort: 9464

kustomize/overlays/mevnode-bot/dlob-publisher-all.yaml

@@ -0,0 +1,102 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-publisher-all
+  annotations:
+    argocd.argoproj.io/sync-wave: "4"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-publisher-all
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-publisher-all
+    spec:
+      imagePullSecrets: []
+      containers:
+        - name: publisher
+          image: gitea.mpabi.pl/trade/trade-dlob-server:grpc-reconnect-20260319-023351
+          imagePullPolicy: IfNotPresent
+          ports:
+            - name: http
+              containerPort: 8080
+          env:
+            - name: RUNNING_LOCAL
+              value: "true"
+            - name: LOCAL_CACHE
+              value: "true"
+            - name: ENV
+              value: mainnet-beta
+            - name: USE_WEBSOCKET
+              value: "true"
+            - name: USE_ORDER_SUBSCRIBER
+              value: "true"
+            - name: USE_GRPC
+              value: "true"
+            - name: DISABLE_GPA_REFRESH
+              value: "true"
+            - name: KILLSWITCH_SLOT_DIFF_THRESHOLD
+              value: "1000000000"
+            - name: ENABLE_TOB_MONITORING
+              value: "false"
+            - name: ELASTICACHE_HOST
+              value: dlob-redis
+            - name: ELASTICACHE_PORT
+              value: "6379"
+            - name: REDIS_CLIENT
+              value: DLOB_ALL
+            - name: FETCH_CONNECT_TIMEOUT_MS
+              value: "15000"
+            - name: FETCH_HEADERS_TIMEOUT_MS
+              value: "300000"
+            - name: FETCH_BODY_TIMEOUT_MS
+              value: "300000"
+            - name: GRPC_CLIENT
+              value: "yellowstone"
+            - name: ENDPOINT
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: ENDPOINT
+            - name: WS_ENDPOINT
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: WS_ENDPOINT
+            - name: GRPC_ENDPOINT
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: GRPC_ENDPOINT
+            - name: TOKEN
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: TOKEN
+          command: ["node", "/lib/publishers/dlobPublisher.js"]
+          startupProbe:
+            httpGet:
+              path: /startup
+              port: http
+            initialDelaySeconds: 10
+            periodSeconds: 10
+            timeoutSeconds: 3
+            failureThreshold: 180
+          readinessProbe:
+            httpGet:
+              path: /startup
+              port: http
+            initialDelaySeconds: 10
+            periodSeconds: 10
+            timeoutSeconds: 3
+            failureThreshold: 24
+          livenessProbe:
+            httpGet:
+              path: /health
+              port: http
+            initialDelaySeconds: 30
+            periodSeconds: 20
+            timeoutSeconds: 3
+            failureThreshold: 10

kustomize/overlays/mevnode-bot/dlob-redis-retention.yaml

@@ -0,0 +1,63 @@
+apiVersion: v1
+kind: ConfigMap
+metadata:
+  name: dlob-redis-retention
+data:
+  clean.sh: |
+    #!/bin/sh
+    set -eu
+    now_s="$(date +%s)"
+
+    for pattern in 'dlob-hot:*' 'dlob-all:*'; do
+      max_age_s=900
+      if [ "$pattern" = 'dlob-all:*' ]; then
+        max_age_s=3600
+      fi
+
+      for key in $(redis-cli -h dlob-redis --scan --pattern "$pattern"); do
+        value="$(redis-cli -h dlob-redis --raw get "$key" || true)"
+        ts="$(printf '%s' "$value" | sed -n 's/.*"ts":\([0-9][0-9]*\).*/\1/p')"
+        if [ -z "$ts" ]; then
+          ts="$(printf '%s' "$value" | sed -n 's/.*"updatedAtTs":\([0-9][0-9]*\).*/\1/p')"
+        fi
+        [ -n "$ts" ] || continue
+        if [ $((now_s - ts / 1000)) -gt "$max_age_s" ]; then
+          redis-cli -h dlob-redis del "$key" >/dev/null
+        fi
+      done
+    done
+---
+apiVersion: batch/v1
+kind: CronJob
+metadata:
+  name: dlob-redis-retention
+spec:
+  schedule: "*/5 * * * *"
+  successfulJobsHistoryLimit: 1
+  failedJobsHistoryLimit: 1
+  jobTemplate:
+    spec:
+      template:
+        spec:
+          restartPolicy: OnFailure
+          containers:
+            - name: cleaner
+              image: redis:7-alpine
+              command:
+                - /bin/sh
+                - /scripts/clean.sh
+              resources:
+                requests:
+                  cpu: 10m
+                  memory: 32Mi
+                limits:
+                  cpu: 100m
+                  memory: 128Mi
+              volumeMounts:
+                - name: script
+                  mountPath: /scripts
+          volumes:
+            - name: script
+              configMap:
+                name: dlob-redis-retention
+                defaultMode: 365

kustomize/overlays/mevnode-bot/kustomization.yaml

@@ -0,0 +1,44 @@
+apiVersion: kustomize.config.k8s.io/v1beta1
+kind: Kustomization
+
+namespace: trade-staging
+
+resources:
+  - namespace.yaml
+  - ../../base/cm-trade-deploy.yaml
+  - ../../base/postgres/service.yaml
+  - ../../base/postgres/statefulset.yaml
+  - ../../base/postgres/job-migrate.yaml
+  - ../../base/hasura/service.yaml
+  - ../../base/hasura/deployment.yaml
+  - ../../base/hasura/job-bootstrap.yaml
+  - ../../base/frontend/service.yaml
+  - ../../base/frontend/deployment.yaml
+  - ../../base/dlob/redis.yaml
+  - priority-classes.yaml
+  - ../../base/dlob/publisher-deployment.yaml
+  - dlob-publisher-all.yaml
+  - dlob-publisher-all-service.yaml
+  - dlob-hot-redis-to-postgres-raw-writer.yaml
+  - dlob-hot-postgres-to-postgres-derived-writer.yaml
+  - dlob-all-redis-to-postgres-derived-writer.yaml
+  - dlob-redis-retention.yaml
+
+patchesStrategicMerge:
+  - patch-frontend.yaml
+  - patch-frontend-service.yaml
+  - patch-dlob-publisher.yaml
+  - patch-dlob-publisher-storage.yaml
+  - patch-dlob-publisher-hot-priority.yaml
+  - patch-dlob-publisher-all-priority.yaml
+
+configMapGenerator:
+  - name: postgres-initdb
+    files:
+      - ../../base/initdb/001_init.sql
+  - name: hasura-bootstrap-script
+    files:
+      - ../../base/hasura/hasura-bootstrap.mjs
+
+generatorOptions:
+  disableNameSuffixHash: true

kustomize/overlays/mevnode-bot/namespace.yaml

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

kustomize/overlays/mevnode-bot/patch-dlob-publisher-all-priority.yaml

@@ -0,0 +1,8 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-publisher-all
+spec:
+  template:
+    spec:
+      priorityClassName: dlob-all

kustomize/overlays/mevnode-bot/patch-dlob-publisher-hot-priority.yaml

@@ -0,0 +1,8 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-publisher-hot
+spec:
+  template:
+    spec:
+      priorityClassName: dlob-hot

kustomize/overlays/mevnode-bot/patch-dlob-publisher-storage.yaml

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

kustomize/overlays/mevnode-bot/patch-dlob-publisher.yaml

@@ -0,0 +1,61 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-publisher-hot
+spec:
+  template:
+    spec:
+      imagePullSecrets: []
+      containers:
+        - name: publisher
+          env:
+            - name: PERP_MARKETS_TO_LOAD
+              value: "0,20,72"
+            - name: USE_GRPC
+              value: "true"
+            - name: USE_WEBSOCKET
+              value: "true"
+            - name: DISABLE_GPA_REFRESH
+              value: "true"
+            - name: FETCH_CONNECT_TIMEOUT_MS
+              value: "15000"
+            - name: FETCH_HEADERS_TIMEOUT_MS
+              value: "300000"
+            - name: FETCH_BODY_TIMEOUT_MS
+              value: "300000"
+            - name: GRPC_CLIENT
+              value: "yellowstone"
+            - name: GRPC_ENDPOINT
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: GRPC_ENDPOINT
+            - name: TOKEN
+              valueFrom:
+                secretKeyRef:
+                  name: trade-dlob-rpc
+                  key: TOKEN
+          startupProbe:
+            httpGet:
+              path: /startup
+              port: http
+            initialDelaySeconds: 10
+            periodSeconds: 10
+            timeoutSeconds: 3
+            failureThreshold: 90
+          readinessProbe:
+            httpGet:
+              path: /startup
+              port: http
+            initialDelaySeconds: 10
+            periodSeconds: 10
+            timeoutSeconds: 3
+            failureThreshold: 12
+          livenessProbe:
+            httpGet:
+              path: /health
+              port: http
+            initialDelaySeconds: 30
+            periodSeconds: 20
+            timeoutSeconds: 3
+            failureThreshold: 10

kustomize/overlays/mevnode-bot/patch-frontend-service.yaml

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

kustomize/overlays/mevnode-bot/patch-frontend.yaml

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

kustomize/overlays/mevnode-bot/priority-classes.yaml

@@ -0,0 +1,15 @@
+apiVersion: scheduling.k8s.io/v1
+kind: PriorityClass
+metadata:
+  name: dlob-hot
+value: 100000
+globalDefault: false
+description: Higher scheduling priority for hot DLOB publisher.
+---
+apiVersion: scheduling.k8s.io/v1
+kind: PriorityClass
+metadata:
+  name: dlob-all
+value: 50000
+globalDefault: false
+description: Lower scheduling priority for all-market DLOB publisher.

kustomize/overlays/prod/frontend-graphql-proxy-patch.yaml

@@ -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

kustomize/overlays/prod/frontend-server.mjs

@@ -0,0 +1,732 @@
+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 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: ${BASIC_AUTH_FILE}`);
+  return { username, password };
+}
+
+function send(res, status, headers, body) {
+  res.statusCode = status;
+  for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
+  if (body == null) return void res.end();
+  res.end(body);
+}
+
+function sendJson(res, status, body) {
+  send(res, status, { 'content-type': 'application/json; charset=utf-8', 'cache-control': 'no-store' }, JSON.stringify(body));
+}
+
+function basicAuthRequired(res) {
+  res.setHeader('www-authenticate', 'Basic realm="trade"');
+  send(res, 401, { 'content-type': 'text/plain; charset=utf-8' }, 'unauthorized');
+}
+
+function unauthorized(res) {
+  sendJson(res, 401, { ok: false, error: 'unauthorized' });
+}
+
+function isAuthorized(req, creds) {
+  const auth = req.headers.authorization || '';
+  const m = String(auth).match(/^Basic\s+(.+)$/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=${Number.isFinite(AUTH_SESSION_TTL_SECONDS) ? AUTH_SESSION_TTL_SECONDS : 43200}`,
+    'HttpOnly',
+    'SameSite=Lax',
+  ];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+}
+
+function verifyWithHtpasswd(username, password) {
+  try {
+    const r = spawnSync('htpasswd', ['-vb', HTPASSWD_FILE, String(username), String(password)], {
+      stdio: 'ignore',
+      timeout: 3000,
+    });
+    return r.status === 0;
+  } catch {
+    return false;
+  }
+}
+
+function readBody(req, limitBytes = 1024 * 16) {
+  return new Promise((resolve, reject) => {
+    let total = 0;
+    const chunks = [];
+    req.on('data', (chunk) => {
+      total += chunk.length;
+      if (total > limitBytes) {
+        reject(new Error('payload_too_large'));
+        req.destroy();
+        return;
+      }
+      chunks.push(chunk);
+    });
+    req.on('end', () => resolve(Buffer.concat(chunks).toString('utf8')));
+    req.on('error', reject);
+  });
+}
+
+function withCors(res) {
+  res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
+  res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
+  res.setHeader(
+    'access-control-allow-headers',
+    'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
+  );
+}
+
+function proxyGraphqlHttp(req, res) {
+  const upstreamBase = new URL(HASURA_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${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;
+    }
+  }
+
+  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,
+        hasuraUpstream: HASURA_UPSTREAM,
+        basicAuthFile: BASIC_AUTH_FILE,
+        basicAuthMode: BASIC_AUTH_MODE,
+        authUserHeader: AUTH_USER_HEADER,
+        authMode: AUTH_MODE,
+        htpasswdFile: HTPASSWD_FILE,
+      },
+      null,
+      2
+    )
+  );
+});

kustomize/overlays/prod/kustomization.yaml

@@ -6,5 +6,16 @@ namespace: trade-prod
 resources:
   - ../../base
 
+patchesStrategicMerge:
+  - frontend-graphql-proxy-patch.yaml
+
+configMapGenerator:
+  - name: trade-frontend-server-script
+    files:
+      - frontend-server.mjs
+
+generatorOptions:
+  disableNameSuffixHash: true
+
 commonLabels:
   env: prod

kustomize/overlays/staging/dlob-ingestor.mjs

@@ -1,219 +0,0 @@
-import process from 'node:process';
-import { setTimeout as sleep } from 'node:timers/promises';
-
-function getIsoNow() {
-  return new Date().toISOString();
-}
-
-function envString(name, fallback) {
-  const v = process.env[name];
-  if (v == null) return fallback;
-  const s = String(v).trim();
-  return s ? s : fallback;
-}
-
-function envInt(name, fallback, { min, max } = {}) {
-  const v = process.env[name];
-  if (v == null) return fallback;
-  const n = Number.parseInt(String(v), 10);
-  if (!Number.isFinite(n)) return fallback;
-  const low = typeof min === 'number' ? min : n;
-  const high = typeof max === 'number' ? max : n;
-  return Math.max(low, Math.min(high, n));
-}
-
-function envList(name, fallbackCsv) {
-  const raw = process.env[name] ?? fallbackCsv;
-  return String(raw)
-    .split(',')
-    .map((s) => s.trim())
-    .filter(Boolean);
-}
-
-function toIntOrNull(v) {
-  if (v == null) return null;
-  if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
-  if (typeof v === 'string') {
-    const s = v.trim();
-    if (!s) return null;
-    const n = Number.parseInt(s, 10);
-    return Number.isFinite(n) ? n : null;
-  }
-  return null;
-}
-
-function numStr(v) {
-  if (v == null) return null;
-  if (typeof v === 'number') return Number.isFinite(v) ? String(v) : null;
-  if (typeof v === 'string') {
-    const s = v.trim();
-    return s ? s : null;
-  }
-  return null;
-}
-
-function isoFromEpochMs(v) {
-  const n = typeof v === 'number' ? v : typeof v === 'string' ? Number(v.trim()) : NaN;
-  if (!Number.isFinite(n) || n <= 0) return null;
-  const d = new Date(n);
-  const ms = d.getTime();
-  if (!Number.isFinite(ms)) return null;
-  return d.toISOString();
-}
-
-function resolveConfig() {
-  const hasuraUrl = envString('HASURA_GRAPHQL_URL', 'http://hasura:8080/v1/graphql');
-  const hasuraAdminSecret = envString('HASURA_ADMIN_SECRET', '');
-  if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
-
-  const markets = envList('DLOB_MARKETS', 'PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP');
-  const pollMs = envInt('TICKS_POLL_MS', 1000, { min: 250, max: 60_000 });
-  const source = envString('TICKS_SOURCE', 'dlob_stats');
-
-  return { hasuraUrl, hasuraAdminSecret, markets, pollMs, source };
-}
-
-async function graphqlRequest(cfg, query, variables) {
-  const res = await fetch(cfg.hasuraUrl, {
-    method: 'POST',
-    headers: {
-      'content-type': 'application/json',
-      'x-hasura-admin-secret': cfg.hasuraAdminSecret,
-    },
-    body: JSON.stringify({ query, variables }),
-    signal: AbortSignal.timeout(10_000),
-  });
-
-  const text = await res.text();
-  if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
-
-  let json;
-  try {
-    json = JSON.parse(text);
-  } catch {
-    throw new Error(`Hasura: invalid json: ${text}`);
-  }
-
-  if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
-  return json.data;
-}
-
-async function fetchStats(cfg) {
-  const query = `
-    query DlobStatsLatest($markets: [String!]!) {
-      dlob_stats_latest(where: { market_name: { _in: $markets } }) {
-        market_name
-        market_index
-        ts
-        slot
-        oracle_price
-        mark_price
-        mid_price
-        best_bid_price
-        best_ask_price
-        updated_at
-      }
-    }
-  `;
-
-  const data = await graphqlRequest(cfg, query, { markets: cfg.markets });
-  const rows = Array.isArray(data?.dlob_stats_latest) ? data.dlob_stats_latest : [];
-  return rows;
-}
-
-async function insertTicks(cfg, objects) {
-  if (!objects.length) return 0;
-
-  const mutation = `
-    mutation InsertTicks($objects: [drift_ticks_insert_input!]!) {
-      insert_drift_ticks(objects: $objects) { affected_rows }
-    }
-  `;
-
-  const data = await graphqlRequest(cfg, mutation, { objects });
-  return Number(data?.insert_drift_ticks?.affected_rows || 0);
-}
-
-async function main() {
-  const cfg = resolveConfig();
-  const lastUpdatedAtByMarket = new Map();
-
-  console.log(
-    JSON.stringify(
-      {
-        service: 'trade-ingestor',
-        mode: 'dlob_stats_ticks',
-        startedAt: getIsoNow(),
-        hasuraUrl: cfg.hasuraUrl,
-        markets: cfg.markets,
-        pollMs: cfg.pollMs,
-        source: cfg.source,
-      },
-      null,
-      2
-    )
-  );
-
-  while (true) {
-    try {
-      const rows = await fetchStats(cfg);
-      const nowIso = getIsoNow();
-
-      const objects = [];
-      for (const r of rows) {
-        const marketName = String(r?.market_name || '').trim();
-        if (!marketName) continue;
-
-        const updatedAt = r?.updated_at ? String(r.updated_at) : '';
-        if (updatedAt && lastUpdatedAtByMarket.get(marketName) === updatedAt) continue;
-        if (updatedAt) lastUpdatedAtByMarket.set(marketName, updatedAt);
-
-        const marketIndex = toIntOrNull(r?.market_index) ?? 0;
-        const dlobIso = isoFromEpochMs(r?.ts);
-        const tsIso = dlobIso || nowIso;
-
-        const oraclePrice = numStr(r?.oracle_price) || numStr(r?.mark_price) || numStr(r?.mid_price);
-        const markPrice = numStr(r?.mark_price) || numStr(r?.mid_price) || oraclePrice;
-        if (!oraclePrice) continue;
-
-        objects.push({
-          ts: tsIso,
-          market_index: marketIndex,
-          symbol: marketName,
-          oracle_price: oraclePrice,
-          mark_price: markPrice,
-          oracle_slot: r?.slot == null ? null : String(r.slot),
-          source: cfg.source,
-          raw: {
-            from: 'dlob_stats_latest',
-            market_name: marketName,
-            market_index: marketIndex,
-            dlob: {
-              ts: r?.ts ?? null,
-              slot: r?.slot ?? null,
-              best_bid_price: r?.best_bid_price ?? null,
-              best_ask_price: r?.best_ask_price ?? null,
-              mid_price: r?.mid_price ?? null,
-              updated_at: updatedAt || null,
-            },
-          },
-        });
-      }
-
-      const inserted = await insertTicks(cfg, objects);
-      if (inserted) {
-        console.log(`[dlob-ticks] inserted=${inserted} ts=${nowIso}`);
-      }
-    } catch (err) {
-      console.error(`[dlob-ticks] error: ${String(err?.message || err)}`);
-      await sleep(2_000);
-    }
-
-    await sleep(cfg.pollMs);
-  }
-}
-
-main().catch((err) => {
-  console.error(String(err?.stack || err));
-  process.exitCode = 1;
-});

kustomize/overlays/staging/dlob-worker-patch.yaml

@@ -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"

kustomize/overlays/staging/fake-ingestor.mjs

@@ -1,487 +0,0 @@
-import fs from 'node:fs';
-
-function sleep(ms) {
-  return new Promise((resolve) => setTimeout(resolve, ms));
-}
-
-function envString(name, fallback) {
-  const v = process.env[name];
-  if (v == null) return fallback;
-  const s = String(v).trim();
-  return s ? s : fallback;
-}
-
-function envNumber(name, fallback) {
-  const v = process.env[name];
-  if (v == null) return fallback;
-  const n = Number(v);
-  return Number.isFinite(n) ? n : fallback;
-}
-
-function envInt(name, fallback, { min, max } = {}) {
-  const v = process.env[name];
-  if (v == null) return fallback;
-  const n = Number.parseInt(String(v), 10);
-  if (!Number.isInteger(n)) return fallback;
-  const nn = Math.max(min ?? n, Math.min(max ?? n, n));
-  return nn;
-}
-
-function readJson(filePath) {
-  try {
-    const raw = fs.readFileSync(filePath, 'utf8');
-    return JSON.parse(raw);
-  } catch {
-    return undefined;
-  }
-}
-
-function readTokenFromFile(filePath) {
-  const json = readJson(filePath);
-  const raw = json?.token || json?.jwt || json?.authToken;
-  const tok = typeof raw === 'string' ? raw.trim() : '';
-  return tok ? tok : undefined;
-}
-
-function urlWithPath(baseUrl, path) {
-  const u = new URL(baseUrl);
-  const basePath = u.pathname && u.pathname !== '/' ? u.pathname.replace(/\/$/, '') : '';
-  u.pathname = `${basePath}${path}`;
-  return u;
-}
-
-async function httpJson(url, options) {
-  const res = await fetch(url, options);
-  const text = await res.text();
-  let json;
-  try {
-    json = JSON.parse(text);
-  } catch {
-    json = undefined;
-  }
-  return { ok: res.ok, status: res.status, json, text };
-}
-
-function mean(values) {
-  if (!values.length) return 0;
-  return values.reduce((a, b) => a + b, 0) / values.length;
-}
-
-function stddev(values) {
-  if (!values.length) return 0;
-  const m = mean(values);
-  const v = values.reduce((acc, x) => acc + (x - m) * (x - m), 0) / values.length;
-  return Math.sqrt(v);
-}
-
-function quantile(values, q) {
-  if (!values.length) return 0;
-  const sorted = values.slice().sort((a, b) => a - b);
-  const pos = (sorted.length - 1) * q;
-  const base = Math.floor(pos);
-  const rest = pos - base;
-  if (sorted[base + 1] == null) return sorted[base];
-  return sorted[base] + rest * (sorted[base + 1] - sorted[base]);
-}
-
-function randn() {
-  // Box–Muller
-  let u = 0;
-  let v = 0;
-  while (u === 0) u = Math.random();
-  while (v === 0) v = Math.random();
-  return Math.sqrt(-2 * Math.log(u)) * Math.cos(2 * Math.PI * v);
-}
-
-function clamp(v, min, max) {
-  if (v < min) return min;
-  if (v > max) return max;
-  return v;
-}
-
-function isTruthy(value) {
-  const v = String(value ?? '')
-    .trim()
-    .toLowerCase();
-  if (!v) return false;
-  return !['0', 'false', 'off', 'no', 'none', 'disabled'].includes(v);
-}
-
-function parsePriceFromTick(t) {
-  const mp = t?.mark_price ?? t?.markPrice;
-  const op = t?.oracle_price ?? t?.oraclePrice ?? t?.price;
-  const v = mp != null ? Number(mp) : Number(op);
-  return Number.isFinite(v) && v > 0 ? v : null;
-}
-
-function computeLogReturns(prices) {
-  const out = [];
-  for (let i = 1; i < prices.length; i++) {
-    const a = prices[i - 1];
-    const b = prices[i];
-    if (!(a > 0) || !(b > 0)) continue;
-    const r = Math.log(b / a);
-    if (Number.isFinite(r)) out.push(r);
-  }
-  return out;
-}
-
-class BlockSampler {
-  #values;
-  #minBlock;
-  #maxBlock;
-  #idx = 0;
-  #end = 0;
-  #remaining = 0;
-
-  constructor(values, { minBlock, maxBlock }) {
-    this.#values = values.slice();
-    this.#minBlock = Math.max(1, minBlock);
-    this.#maxBlock = Math.max(this.#minBlock, maxBlock);
-    this.#startNewBlock();
-  }
-
-  #startNewBlock() {
-    const n = this.#values.length;
-    if (n <= 1) {
-      this.#idx = 0;
-      this.#end = n;
-      this.#remaining = n;
-      return;
-    }
-
-    const start = Math.floor(Math.random() * n);
-    const span = this.#maxBlock - this.#minBlock + 1;
-    const len = this.#minBlock + Math.floor(Math.random() * span);
-
-    this.#idx = start;
-    this.#end = Math.min(n, start + len);
-    this.#remaining = this.#end - this.#idx;
-  }
-
-  next() {
-    if (this.#values.length === 0) return 0;
-    if (this.#remaining <= 0 || this.#idx >= this.#end) this.#startNewBlock();
-
-    const v = this.#values[this.#idx];
-    this.#idx += 1;
-    this.#remaining -= 1;
-
-    return Number.isFinite(v) ? v : 0;
-  }
-}
-
-async function fetchSeedTicksPage({ apiBase, readToken, symbol, source, limit, to }) {
-  const u = urlWithPath(apiBase, '/v1/ticks');
-  u.searchParams.set('symbol', symbol);
-  u.searchParams.set('limit', String(limit));
-  if (source) u.searchParams.set('source', source);
-  if (to) u.searchParams.set('to', to);
-
-  const res = await httpJson(u.toString(), {
-    method: 'GET',
-    headers: {
-      authorization: `Bearer ${readToken}`,
-    },
-  });
-
-  if (!res.ok) throw new Error(`seed_ticks_http_${res.status}: ${res.text}`);
-  if (!res.json?.ok) throw new Error(`seed_ticks_error: ${res.json?.error || res.text}`);
-
-  const ticks = Array.isArray(res.json?.ticks) ? res.json.ticks : [];
-  return ticks;
-}
-
-async function fetchSeedTicksPaged({ apiBase, readToken, symbol, source, desiredLimit, pageLimit, maxPages }) {
-  const pages = [];
-  let cursorTo = null;
-
-  for (let page = 0; page < maxPages; page++) {
-    const remaining = desiredLimit - pages.reduce((acc, p) => acc + p.length, 0);
-    if (remaining <= 0) break;
-
-    const limit = Math.min(pageLimit, remaining);
-    const ticks = await fetchSeedTicksPage({ apiBase, readToken, symbol, source, limit, to: cursorTo });
-    if (!ticks.length) break;
-
-    // Server returns ascending ticks; we unshift to keep overall chronological order.
-    pages.unshift(ticks);
-
-    const oldestTs = String(ticks[0]?.ts || '').trim();
-    if (!oldestTs) break;
-    const oldestMs = Date.parse(oldestTs);
-    if (!Number.isFinite(oldestMs)) break;
-    cursorTo = new Date(oldestMs - 1).toISOString();
-  }
-
-  const flat = pages.flat();
-  if (!flat.length) return flat;
-
-  // Best-effort de-duplication (in case of overlapping `to` bounds).
-  const seen = new Set();
-  const out = [];
-  for (const t of flat) {
-    const ts = String(t?.ts || '');
-    const key = ts ? ts : JSON.stringify(t);
-    if (seen.has(key)) continue;
-    seen.add(key);
-    out.push(t);
-  }
-  return out;
-}
-
-async function ingestTick({ apiBase, writeToken, tick }) {
-  const u = urlWithPath(apiBase, '/v1/ingest/tick');
-  const res = await httpJson(u.toString(), {
-    method: 'POST',
-    headers: {
-      'content-type': 'application/json',
-      authorization: `Bearer ${writeToken}`,
-    },
-    body: JSON.stringify(tick),
-  });
-
-  if (!res.ok) throw new Error(`ingest_http_${res.status}: ${res.text}`);
-  if (!res.json?.ok) throw new Error(`ingest_error: ${res.json?.error || res.text}`);
-  return res.json?.id || null;
-}
-
-function formatNumeric(value) {
-  if (!Number.isFinite(value)) return '0';
-  // Avoid scientific notation for small values while keeping reasonable precision.
-  const abs = Math.abs(value);
-  if (abs === 0) return '0';
-  if (abs >= 1) return value.toFixed(8).replace(/\.?0+$/, '');
-  if (abs >= 0.01) return value.toFixed(10).replace(/\.?0+$/, '');
-  if (abs >= 0.0001) return value.toFixed(12).replace(/\.?0+$/, '');
-  return value.toFixed(16).replace(/\.?0+$/, '');
-}
-
-async function main() {
-  const apiBase = envString('INGEST_API_URL', 'http://trade-api:8787');
-  const symbol = envString('MARKET_NAME', envString('SYMBOL', 'PUMP-PERP'));
-  const source = envString('SOURCE', 'drift_oracle');
-  const intervalMs = envInt('INTERVAL_MS', 1000, { min: 50, max: 60_000 });
-
-  const readTokenFile = envString('FAKE_READ_TOKEN_FILE', envString('READ_TOKEN_FILE', '/tokens/read.json'));
-  const writeTokenFile = envString('FAKE_WRITE_TOKEN_FILE', envString('WRITE_TOKEN_FILE', '/app/tokens/alg.json'));
-
-  const seedLimitDesired = envInt('FAKE_SEED_LIMIT', 50_000, { min: 50, max: 200_000 });
-  const seedPageLimit = envInt('FAKE_SEED_PAGE_LIMIT', 5000, { min: 50, max: 5000 });
-  const seedMaxPages = envInt(
-    'FAKE_SEED_MAX_PAGES',
-    Math.ceil(seedLimitDesired / seedPageLimit) + 2,
-    { min: 1, max: 200 }
-  );
-  const seedSourceRaw = process.env.FAKE_SEED_SOURCE;
-  const seedSource = seedSourceRaw == null ? source : String(seedSourceRaw).trim();
-
-  const minBlock = envInt('FAKE_BLOCK_MIN', 120, { min: 1, max: 50_000 });
-  const maxBlock = envInt('FAKE_BLOCK_MAX', 1200, { min: 1, max: 50_000 });
-
-  const volScale = envNumber('FAKE_VOL_SCALE', 1);
-  const noiseScale = envNumber('FAKE_NOISE_SCALE', 0.05);
-  const meanReversion = envNumber('FAKE_MEAN_REVERSION', 0.0002);
-  const markNoiseBps = envNumber('FAKE_MARK_NOISE_BPS', 5);
-  const logEvery = envInt('FAKE_LOG_EVERY', 30, { min: 1, max: 10_000 });
-
-  const marketIndexEnv = process.env.MARKET_INDEX;
-  const marketIndexFallback = Number.isInteger(Number(marketIndexEnv)) ? Number(marketIndexEnv) : 0;
-  const startPriceEnv = envNumber('FAKE_START_PRICE', 0);
-
-  const clampEnabled = isTruthy(process.env.FAKE_CLAMP ?? '1');
-  const clampQLow = clamp(envNumber('FAKE_CLAMP_Q_LOW', 0.05), 0.0, 0.49);
-  const clampQHigh = clamp(envNumber('FAKE_CLAMP_Q_HIGH', 0.95), 0.51, 1.0);
-  const clampLowMult = envNumber('FAKE_CLAMP_LOW_MULT', 0.8);
-  const clampHighMult = envNumber('FAKE_CLAMP_HIGH_MULT', 1.2);
-
-  const readToken = readTokenFromFile(readTokenFile);
-  const writeToken = readTokenFromFile(writeTokenFile);
-  if (!writeToken) throw new Error(`Missing write token (expected JSON token at ${writeTokenFile})`);
-
-  let seedTicks = [];
-  let seedPrices = [];
-  let marketIndex = marketIndexFallback;
-  let seedFromTs = null;
-  let seedToTs = null;
-
-  if (!readToken) {
-    console.warn(`[fake-ingestor] No read token at ${readTokenFile}; running without seed data.`);
-  } else {
-    seedTicks = await fetchSeedTicksPaged({
-      apiBase,
-      readToken,
-      symbol,
-      source: seedSource ? seedSource : undefined,
-      desiredLimit: seedLimitDesired,
-      pageLimit: seedPageLimit,
-      maxPages: seedMaxPages,
-    });
-
-    seedFromTs = seedTicks.length ? String(seedTicks[0]?.ts || '') : null;
-    seedToTs = seedTicks.length ? String(seedTicks[seedTicks.length - 1]?.ts || '') : null;
-
-    for (const t of seedTicks) {
-      const p = parsePriceFromTick(t);
-      if (p != null) seedPrices.push(p);
-    }
-
-    const lastTick = seedTicks.length ? seedTicks[seedTicks.length - 1] : null;
-    const mi = lastTick?.market_index ?? lastTick?.marketIndex;
-    if (Number.isInteger(Number(mi))) marketIndex = Number(mi);
-  }
-
-  if (!seedPrices.length && startPriceEnv > 0) {
-    seedPrices = [startPriceEnv];
-  }
-  if (!seedPrices.length) {
-    throw new Error(
-      'No seed prices available. Provide FAKE_START_PRICE (and optionally MARKET_INDEX) or mount a read token to seed from /v1/ticks.'
-    );
-  }
-
-  const returnsRaw = computeLogReturns(seedPrices);
-  const mu = mean(returnsRaw);
-  const sigma = stddev(returnsRaw);
-  const center = envString('FAKE_CENTER_RETURNS', '1') !== '0';
-  const returns = returnsRaw.length
-    ? center
-      ? returnsRaw.map((r) => r - mu)
-      : returnsRaw
-    : [];
-
-  const sampler = new BlockSampler(returns.length ? returns : [0], { minBlock, maxBlock });
-
-  const pLow = quantile(seedPrices, clampQLow);
-  const p50 = quantile(seedPrices, 0.5);
-  const pHigh = quantile(seedPrices, clampQHigh);
-  const clampMin = pLow > 0 ? pLow * clampLowMult : Math.min(...seedPrices) * clampLowMult;
-  const clampMax = pHigh > 0 ? pHigh * clampHighMult : Math.max(...seedPrices) * clampHighMult;
-
-  let logPrice = Math.log(seedPrices[seedPrices.length - 1]);
-  const targetLog = Math.log(p50 > 0 ? p50 : seedPrices[seedPrices.length - 1]);
-
-  console.log(
-    JSON.stringify(
-      {
-        service: 'trade-fake-ingestor',
-        apiBase,
-        symbol,
-        source,
-        intervalMs,
-        marketIndex,
-        seed: {
-          ok: Boolean(seedTicks.length),
-          desiredLimit: seedLimitDesired,
-          pageLimit: seedPageLimit,
-          maxPages: seedMaxPages,
-          source: seedSource || null,
-          ticks: seedTicks.length,
-          prices: seedPrices.length,
-          fromTs: seedFromTs,
-          toTs: seedToTs,
-        },
-        model: {
-          type: 'block-bootstrap-returns',
-          centerReturns: center,
-          mu,
-          sigma,
-          volScale,
-          noiseScale,
-          meanReversion,
-          block: { minBlock, maxBlock },
-          clamp: clampEnabled ? { min: clampMin, max: clampMax } : { disabled: true },
-        },
-      },
-      null,
-      2
-    )
-  );
-
-  let stopping = false;
-  process.on('SIGINT', () => {
-    stopping = true;
-  });
-  process.on('SIGTERM', () => {
-    stopping = true;
-  });
-
-  let tickCount = 0;
-  let nextAt = Date.now();
-
-  while (!stopping) {
-    const now = Date.now();
-    if (now < nextAt) await sleep(nextAt - now);
-    nextAt += intervalMs;
-
-    const r = sampler.next();
-    const noise = (Number.isFinite(sigma) ? sigma : 0) * noiseScale * randn();
-    const revert = Number.isFinite(meanReversion) ? meanReversion * (targetLog - logPrice) : 0;
-    const step = (Number.isFinite(r) ? r : 0) * volScale + noise + revert;
-
-    logPrice += step;
-    let oraclePrice = Math.exp(logPrice);
-    if (clampEnabled && Number.isFinite(clampMin) && Number.isFinite(clampMax) && clampMax > clampMin) {
-      oraclePrice = clamp(oraclePrice, clampMin, clampMax);
-      logPrice = Math.log(oraclePrice);
-    }
-
-    const markNoise = (markNoiseBps / 10_000) * randn();
-    const markPrice = oraclePrice * (1 + markNoise);
-
-    const ts = new Date().toISOString();
-    const tick = {
-      ts,
-      market_index: marketIndex,
-      symbol,
-      oracle_price: formatNumeric(oraclePrice),
-      mark_price: formatNumeric(markPrice),
-      source,
-      raw: {
-        fake: true,
-        model: 'block-bootstrap-returns',
-        seeded: seedTicks.length
-          ? {
-              symbol,
-              source: seedSource || null,
-              desiredLimit: seedLimitDesired,
-              pageLimit: seedPageLimit,
-              maxPages: seedMaxPages,
-              fromTs: seedFromTs,
-              toTs: seedToTs,
-            }
-          : {
-              symbol,
-              source: null,
-              desiredLimit: 0,
-              pageLimit: seedPageLimit,
-              maxPages: seedMaxPages,
-              fromTs: null,
-              toTs: null,
-            },
-      },
-    };
-
-    try {
-      await ingestTick({ apiBase, writeToken, tick });
-      tickCount += 1;
-      if (tickCount % logEvery === 0) {
-        console.log(
-          `[fake-ingestor] ok ticks=${tickCount} ts=${ts} px=${tick.oracle_price} mark=${tick.mark_price} clamp=[${formatNumeric(
-            clampMin
-          )},${formatNumeric(clampMax)}]`
-        );
-      }
-    } catch (err) {
-      console.warn(`[fake-ingestor] ingest failed: ${String(err?.message || err)}`);
-      await sleep(Math.min(5000, Math.max(250, intervalMs)));
-    }
-  }
-
-  console.log('[fake-ingestor] stopped');
-}
-
-main().catch((err) => {
-  console.error(String(err?.stack || err));
-  process.exitCode = 1;
-});

kustomize/overlays/staging/frontend-server.mjs

@@ -16,8 +16,6 @@ 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 || '*';
@@ -37,6 +35,8 @@ 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');
@@ -68,13 +68,6 @@ function loadBasicAuth() {
   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);
@@ -143,6 +136,29 @@ 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 +187,15 @@ 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 +247,43 @@ 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() : '';
@@ -368,62 +430,12 @@ function readBody(req, limitBytes = 1024 * 16) {
   });
 }
 
-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'
+    'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
   );
 }
 
@@ -440,6 +452,8 @@ 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 +513,8 @@ 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 +586,25 @@ 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' });
@@ -640,26 +675,6 @@ async function handler(req, res) {
     }
   }
 
-  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);
 }
 
@@ -703,11 +718,9 @@ server.listen(PORT, () => {
         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,

kustomize/overlays/staging/ingestor-dlob-patch.yaml

@@ -1,36 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: trade-ingestor
-spec:
-  template:
-    spec:
-      containers:
-        - name: ingestor
-          image: node:20-slim
-          imagePullPolicy: IfNotPresent
-          env:
-            - name: HASURA_GRAPHQL_URL
-              value: http://hasura:8080/v1/graphql
-            - name: HASURA_ADMIN_SECRET
-              valueFrom:
-                secretKeyRef:
-                  name: trade-hasura
-                  key: HASURA_GRAPHQL_ADMIN_SECRET
-            - name: DLOB_MARKETS
-              value: PUMP-PERP,SOL-PERP,1MBONK-PERP,BTC-PERP,ETH-PERP
-            - name: TICKS_POLL_MS
-              value: "1000"
-            - name: TICKS_SOURCE
-              value: "dlob_stats"
-          command: ["node"]
-          args: ["/opt/dlob/dlob-ingestor.mjs"]
-          volumeMounts:
-            - name: dlob-script
-              mountPath: /opt/dlob/dlob-ingestor.mjs
-              subPath: dlob-ingestor.mjs
-              readOnly: true
-      volumes:
-        - name: dlob-script
-          configMap:
-            name: trade-dlob-ingestor-script

kustomize/overlays/staging/ingestor-fake-patch.yaml

@@ -1,54 +0,0 @@
-apiVersion: apps/v1
-kind: Deployment
-metadata:
-  name: trade-ingestor
-spec:
-  template:
-    spec:
-      containers:
-        - name: ingestor
-          env:
-            - name: FAKE_READ_TOKEN_FILE
-              value: "/tokens/read.json"
-            - name: FAKE_WRITE_TOKEN_FILE
-              value: "/app/tokens/alg.json"
-            - name: FAKE_SEED_LIMIT
-              value: "50000"
-            - name: FAKE_SEED_PAGE_LIMIT
-              value: "5000"
-            - name: FAKE_SEED_MAX_PAGES
-              value: "20"
-            - name: FAKE_BLOCK_MIN
-              value: "300"
-            - name: FAKE_BLOCK_MAX
-              value: "1800"
-            - name: FAKE_VOL_SCALE
-              value: "1.8"
-            - name: FAKE_NOISE_SCALE
-              value: "0.03"
-            - name: FAKE_MEAN_REVERSION
-              value: "0.0001"
-            - name: FAKE_CLAMP_Q_LOW
-              value: "0.02"
-            - name: FAKE_CLAMP_Q_HIGH
-              value: "0.98"
-            - name: FAKE_CLAMP_LOW_MULT
-              value: "0.7"
-            - name: FAKE_CLAMP_HIGH_MULT
-              value: "1.3"
-          command: ["node"]
-          args: ["/opt/fake/fake-ingestor.mjs"]
-          volumeMounts:
-            - name: fake-script
-              mountPath: /opt/fake
-              readOnly: true
-            - name: read-tokens
-              mountPath: /tokens
-              readOnly: true
-      volumes:
-        - name: fake-script
-          configMap:
-            name: trade-fake-ingestor-script
-        - name: read-tokens
-          secret:
-            secretName: trade-frontend-tokens

kustomize/overlays/staging/kustomization.yaml

@@ -13,13 +13,8 @@ patchesStrategicMerge:
   - 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
-    files:
-      - dlob-ingestor.mjs
   - name: trade-frontend-server-script
     files:
       - frontend-server.mjs