feat(hasura): expose canonical dlob projections

- 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

bootstrap/argocd/application-portainer.yaml

@@ -6,7 +6,7 @@ metadata:
 spec:
   project: default
   source:
-    repoURL: https://rv32i.pl/trade/trade-deploy.git
+    repoURL: https://gitea.mpabi.pl/trade/trade-deploy.git
     targetRevision: main
     path: kustomize/infra/portainer
   destination:

bootstrap/argocd/application-trade-prod.yaml

@@ -6,7 +6,7 @@ metadata:
 spec:
   project: default
   source:
-    repoURL: https://rv32i.pl/trade/trade-deploy.git
+    repoURL: https://gitea.mpabi.pl/trade/trade-deploy.git
     targetRevision: main
     path: kustomize/overlays/prod
   destination:

bootstrap/argocd/application-trade-staging.yaml

@@ -6,7 +6,7 @@ metadata:
 spec:
   project: default
   source:
-    repoURL: https://rv32i.pl/trade/trade-deploy.git
+    repoURL: https://gitea.mpabi.pl/trade/trade-deploy.git
     targetRevision: main
     path: kustomize/overlays/staging
   destination:

kustomize/base/api/deployment.yaml

@@ -14,16 +14,39 @@ spec:
     spec:
       imagePullSecrets:
         - name: gitea-registry
+      volumes:
+        - name: trade-api-wrapper
+          configMap:
+            name: trade-api-wrapper
+        - name: trade-api-upstream
+          configMap:
+            name: trade-api-upstream
       containers:
         - name: api
-          image: rv32i.pl/trade/trade-api:k3s-20260106013603
+          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
+            - name: trade-api-upstream
+              mountPath: /app/services/api/server.mjs
+              subPath: server.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

kustomize/base/api/wrapper.mjs

@@ -0,0 +1,783 @@
+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

@@ -0,0 +1,48 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: candles-cache-worker
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: candles-cache-worker
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: candles-cache-worker
+    spec:
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: CANDLES_SYMBOLS
+              value: SOL-PERP,PUMP-PERP
+            - name: CANDLES_SOURCES
+              value: any
+            - name: CANDLES_TFS
+              value: 1s,3s,5s,15s,30s,1m,3m,5m,15m,30m,1h,4h,12h,1d
+            - name: CANDLES_TARGET_POINTS
+              value: "1024"
+            - name: CANDLES_POLL_MS
+              value: "5000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: candles-cache-worker-script

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/deployment-drift.yaml

@@ -0,0 +1,50 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-depth-worker-drift
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-depth-worker-drift
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-depth-worker-drift
+    spec:
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_SOURCE
+              value: drift
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "1000"
+            - name: DLOB_DEPTH_BPS_BANDS
+              value: "5,10,20,50,100,200"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-depth-worker-script

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

@@ -0,0 +1,50 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-depth-worker
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-depth-worker
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-depth-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_SOURCE
+              value: mevnode
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "1000"
+            - name: DLOB_DEPTH_BPS_BANDS
+              value: "5,10,20,50,100,200"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-depth-worker-script

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

@@ -0,0 +1,316 @@
+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 dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
+  const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-PERP');
+  const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
+  const bandsBps = envIntList('DLOB_DEPTH_BPS_BANDS', '5,10,20,50,100,200');
+
+  const pricePrecision = Number(process.env.PRICE_PRECISION || 1_000_000);
+  const basePrecision = Number(process.env.BASE_PRECISION || 1_000_000_000);
+  if (!Number.isFinite(pricePrecision) || pricePrecision <= 0)
+    throw new Error(`Invalid PRICE_PRECISION: ${process.env.PRICE_PRECISION}`);
+  if (!Number.isFinite(basePrecision) || basePrecision <= 0)
+    throw new Error(`Invalid BASE_PRECISION: ${process.env.BASE_PRECISION}`);
+
+  return {
+    hasuraUrl,
+    hasuraAdminSecret,
+    hasuraAuthToken,
+    dlobSource,
+    markets,
+    pollMs,
+    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}: ${text}`);
+  const json = JSON.parse(text);
+  if (json.errors?.length) throw new Error(json.errors.map((e) => e.message).join(' | '));
+  return json.data;
+}
+
+function parseLevels(raw, pricePrecision, basePrecision, side) {
+  const v = jsonNormalize(raw);
+  if (!Array.isArray(v)) return [];
+
+  const out = [];
+  for (const item of v) {
+    const priceInt = toNumberOrNull(item?.price);
+    const sizeInt = toNumberOrNull(item?.size);
+    if (priceInt == null || sizeInt == null) continue;
+    const price = priceInt / pricePrecision;
+    const size = sizeInt / basePrecision;
+    if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
+    out.push({ price, size });
+  }
+
+  if (side === 'bid') out.sort((a, b) => b.price - a.price);
+  if (side === 'ask') out.sort((a, b) => a.price - b.price);
+  return out;
+}
+
+function computeMid(bestBid, bestAsk, markPrice, oraclePrice) {
+  if (bestBid != null && bestAsk != null) return (bestBid + bestAsk) / 2;
+  if (markPrice != null) return markPrice;
+  if (oraclePrice != null) return oraclePrice;
+  return null;
+}
+
+function computeBandDepth({ bids, asks, mid, bandBps }) {
+  if (mid == null || !(mid > 0)) {
+    return { bidBase: 0, askBase: 0, bidUsd: 0, askUsd: 0, imbalance: null };
+  }
+
+  const minBidPrice = mid * (1 - bandBps / 10_000);
+  const maxAskPrice = mid * (1 + bandBps / 10_000);
+
+  let bidBase = 0;
+  let askBase = 0;
+  let bidUsd = 0;
+  let askUsd = 0;
+
+  for (const lvl of bids) {
+    if (lvl.price < minBidPrice) break;
+    bidBase += lvl.size;
+    bidUsd += lvl.size * lvl.price;
+  }
+
+  for (const lvl of asks) {
+    if (lvl.price > maxAskPrice) break;
+    askBase += lvl.size;
+    askUsd += lvl.size * lvl.price;
+  }
+
+  const denom = bidUsd + askUsd;
+  const imbalance = denom > 0 ? (bidUsd - askUsd) / denom : null;
+  return { bidBase, askBase, bidUsd, askUsd, imbalance };
+}
+
+async function fetchL2Latest(cfg) {
+  const query = `
+    query DlobL2Latest($source: String!, $markets: [String!]!) {
+      dlob_l2_latest(where: {source: {_eq: $source}, market_name: {_in: $markets}}) {
+        source
+        market_name
+        market_type
+        market_index
+        ts
+        slot
+        mark_price
+        oracle_price
+        best_bid_price
+        best_ask_price
+        bids
+        asks
+        updated_at
+      }
+    }
+  `;
+  const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
+  return Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
+}
+
+async function upsertDepth(cfg, rows) {
+  if (!rows.length) return;
+  const mutation = `
+    mutation UpsertDlobDepth($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',
+        dlobSource: cfg.dlobSource,
+        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({
+            source: cfg.dlobSource,
+            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-drift.yaml

@@ -0,0 +1,50 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-slippage-worker-drift
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-slippage-worker-drift
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-slippage-worker-drift
+    spec:
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_SOURCE
+              value: drift
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "1000"
+            - name: DLOB_SLIPPAGE_SIZES_USD
+              value: "0.1,0.2,0.5,1,2,5,10,25,50,100,250,500,1000,5000,10000,50000"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-slippage-worker-script

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

@@ -0,0 +1,50 @@
+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_SOURCE
+              value: mevnode
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "1000"
+            - name: DLOB_SLIPPAGE_SIZES_USD
+              value: "0.1,0.2,0.5,1,2,5,10,25,50,100,250,500,1000,5000,10000,50000"
+            - name: PRICE_PRECISION
+              value: "1000000"
+            - name: BASE_PRECISION
+              value: "1000000000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-slippage-worker-script

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

@@ -0,0 +1,404 @@
+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 parsePositiveNumber(value) {
+  const n = Number.parseFloat(String(value ?? '').trim());
+  if (!Number.isFinite(n) || !(n > 0)) return null;
+  return n;
+}
+
+function resolveConfig() {
+  const tokensPath =
+    process.env.HASURA_TOKENS_FILE ||
+    process.env.TOKENS_FILE ||
+    process.env.HASURA_CONFIG_FILE ||
+    '/app/tokens/hasura.json';
+  const tokens = readJsonFile(tokensPath) || {};
+
+  const hasuraUrl =
+    process.env.HASURA_GRAPHQL_URL ||
+    tokens.graphqlUrl ||
+    tokens.apiUrl ||
+    'http://hasura:8080/v1/graphql';
+  const hasuraAdminSecret =
+    process.env.HASURA_ADMIN_SECRET ||
+    process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
+    tokens.adminSecret ||
+    tokens.hasuraAdminSecret;
+  const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
+
+  const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
+  const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-PERP');
+  const pollMs = clampInt(process.env.DLOB_POLL_MS, 250, 60_000, 1000);
+
+  const sizesUsd = envList('DLOB_SLIPPAGE_SIZES_USD', '10,25,50,100,250,500,1000')
+    .map(parsePositiveNumber)
+    .filter((n) => n != null)
+    .map((n) => n)
+    .filter((n, idx, arr) => arr.findIndex((x) => x === n) === idx)
+    .sort((a, b) => a - b);
+
+  const sizesUsdInt = sizesUsd.filter((n) => Number.isInteger(n));
+
+  const depthLevels = clampInt(process.env.DLOB_DEPTH, 1, 50, 25);
+  const pricePrecision = Number(process.env.PRICE_PRECISION || 1_000_000);
+  const basePrecision = Number(process.env.BASE_PRECISION || 1_000_000_000);
+  if (!Number.isFinite(pricePrecision) || pricePrecision <= 0) throw new Error(`Invalid PRICE_PRECISION: ${process.env.PRICE_PRECISION}`);
+  if (!Number.isFinite(basePrecision) || basePrecision <= 0) throw new Error(`Invalid BASE_PRECISION: ${process.env.BASE_PRECISION}`);
+
+  return {
+    hasuraUrl,
+    hasuraAdminSecret,
+    hasuraAuthToken,
+    dlobSource,
+    markets,
+    pollMs,
+    sizesUsd,
+    sizesUsdInt,
+    depthLevels,
+    pricePrecision,
+    basePrecision,
+  };
+}
+
+async function graphqlRequest(cfg, query, variables) {
+  const headers = { 'content-type': 'application/json' };
+  if (cfg.hasuraAuthToken) {
+    headers.authorization = `Bearer ${cfg.hasuraAuthToken}`;
+  } else if (cfg.hasuraAdminSecret) {
+    headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret;
+  } else {
+    throw new Error('Missing Hasura auth (set HASURA_AUTH_TOKEN or HASURA_ADMIN_SECRET or mount tokens/hasura.json)');
+  }
+
+  const res = await fetch(cfg.hasuraUrl, {
+    method: 'POST',
+    headers,
+    body: JSON.stringify({ query, variables }),
+    signal: AbortSignal.timeout(15_000),
+  });
+  const text = await res.text();
+  if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
+  const json = JSON.parse(text);
+  if (json.errors?.length) {
+    throw new Error(json.errors.map((e) => e.message).join(' | '));
+  }
+  return json.data;
+}
+
+function toNumberOrNull(value) {
+  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 normalizeLevels(raw) {
+  if (raw == null) return [];
+  if (Array.isArray(raw)) return raw;
+  if (typeof raw === 'string') {
+    const s = raw.trim();
+    if (!s) return [];
+    try {
+      const v = JSON.parse(s);
+      return Array.isArray(v) ? v : [];
+    } catch {
+      return [];
+    }
+  }
+  return [];
+}
+
+function parseScaledLevels(raw, pricePrecision, basePrecision) {
+  const levels = normalizeLevels(raw);
+  const out = [];
+  for (const it of levels) {
+    const priceInt = toNumberOrNull(it?.price);
+    const sizeInt = toNumberOrNull(it?.size);
+    if (priceInt == null || sizeInt == null) continue;
+    const price = priceInt / pricePrecision;
+    const base = sizeInt / basePrecision;
+    if (!Number.isFinite(price) || !Number.isFinite(base)) continue;
+    out.push({ price, base });
+  }
+  return out;
+}
+
+function simulateFill(levels, sizeUsd) {
+  let remainingUsd = sizeUsd;
+  let filledUsd = 0;
+  let filledBase = 0;
+  let totalQuoteUsd = 0;
+  let worstPrice = null;
+  let levelsConsumed = 0;
+
+  for (const l of levels) {
+    if (remainingUsd <= 0) break;
+    const levelUsd = l.base * l.price;
+    if (levelUsd <= 0) continue;
+    levelsConsumed += 1;
+    worstPrice = l.price;
+
+    const takeUsd = Math.min(remainingUsd, levelUsd);
+    const takeBase = takeUsd / l.price;
+
+    remainingUsd -= takeUsd;
+    filledUsd += takeUsd;
+    filledBase += takeBase;
+    totalQuoteUsd += takeUsd;
+  }
+
+  const vwapPrice = filledBase > 0 ? totalQuoteUsd / filledBase : null;
+  const fillPct = sizeUsd > 0 ? (filledUsd / sizeUsd) * 100 : null;
+
+  return {
+    filledUsd,
+    filledBase,
+    vwapPrice,
+    worstPrice,
+    levelsConsumed,
+    fillPct,
+  };
+}
+
+function impactBps({ side, mid, vwap }) {
+  if (mid == null || vwap == null || mid <= 0) return null;
+  if (side === 'buy') return ((vwap / mid) - 1) * 10_000;
+  if (side === 'sell') return (1 - (vwap / mid)) * 10_000;
+  return null;
+}
+
+async function main() {
+  const cfg = resolveConfig();
+
+  console.log(
+    JSON.stringify(
+      {
+        service: 'dlob-slippage-worker',
+        startedAt: getIsoNow(),
+        hasuraUrl: cfg.hasuraUrl,
+        hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
+        dlobSource: cfg.dlobSource,
+        markets: cfg.markets,
+        pollMs: cfg.pollMs,
+        sizesUsd: cfg.sizesUsd,
+        depthLevels: cfg.depthLevels,
+      },
+      null,
+      2
+    )
+  );
+
+  const lastSeenUpdatedAt = new Map(); // market -> updated_at
+
+  while (true) {
+    const updatedAt = getIsoNow();
+
+    try {
+      const query = `
+        query DlobL2Latest($source: String!, $markets: [String!]!) {
+          dlob_l2_latest(where: { source: { _eq: $source }, market_name: { _in: $markets } }) {
+            source
+            market_name
+            market_type
+            market_index
+            ts
+            slot
+            best_bid_price
+            best_ask_price
+            bids
+            asks
+            updated_at
+          }
+        }
+      `;
+
+      const data = await graphqlRequest(cfg, query, { source: cfg.dlobSource, markets: cfg.markets });
+      const rows = Array.isArray(data?.dlob_l2_latest) ? data.dlob_l2_latest : [];
+
+      const objectsV1 = [];
+      const objectsV2 = [];
+
+      for (const row of rows) {
+        const market = String(row?.market_name || '').trim();
+        if (!market) continue;
+
+        const rowUpdatedAt = row?.updated_at ?? null;
+        if (rowUpdatedAt && lastSeenUpdatedAt.get(market) === rowUpdatedAt) continue;
+        if (rowUpdatedAt) lastSeenUpdatedAt.set(market, rowUpdatedAt);
+
+        const bestBid = toNumberOrNull(row?.best_bid_price);
+        const bestAsk = toNumberOrNull(row?.best_ask_price);
+        if (bestBid == null || bestAsk == null) continue;
+
+        const mid = (bestBid + bestAsk) / 2;
+        if (!Number.isFinite(mid) || mid <= 0) continue;
+
+        const bids = parseScaledLevels(row?.bids, cfg.pricePrecision, cfg.basePrecision)
+          .slice()
+          .sort((a, b) => b.price - a.price)
+          .slice(0, cfg.depthLevels);
+        const asks = parseScaledLevels(row?.asks, cfg.pricePrecision, cfg.basePrecision)
+          .slice()
+          .sort((a, b) => a.price - b.price)
+          .slice(0, cfg.depthLevels);
+
+        for (const sizeUsd of cfg.sizesUsd) {
+          // buy consumes asks (worse prices as you go up)
+          {
+            const sim = simulateFill(asks, sizeUsd);
+            const baseObj = {
+              source: cfg.dlobSource,
+              market_name: market,
+              side: 'buy',
+              market_type: row?.market_type ?? 'perp',
+              market_index: row?.market_index ?? null,
+              ts: row?.ts == null ? null : String(row.ts),
+              slot: row?.slot == null ? null : String(row.slot),
+              mid_price: String(mid),
+              vwap_price: sim.vwapPrice == null ? null : String(sim.vwapPrice),
+              worst_price: sim.worstPrice == null ? null : String(sim.worstPrice),
+              filled_usd: String(sim.filledUsd),
+              filled_base: String(sim.filledBase),
+              impact_bps: impactBps({ side: 'buy', mid, vwap: sim.vwapPrice }),
+              levels_consumed: sim.levelsConsumed,
+              fill_pct: sim.fillPct == null ? null : String(sim.fillPct),
+              raw: { depthLevels: cfg.depthLevels },
+              updated_at: updatedAt,
+            };
+            objectsV2.push({ ...baseObj, size_usd: String(sizeUsd) });
+            if (Number.isInteger(sizeUsd)) objectsV1.push({ ...baseObj, size_usd: Math.trunc(sizeUsd) });
+          }
+
+          // sell consumes bids (worse prices as you go down)
+          {
+            const sim = simulateFill(bids, sizeUsd);
+            const baseObj = {
+              source: cfg.dlobSource,
+              market_name: market,
+              side: 'sell',
+              market_type: row?.market_type ?? 'perp',
+              market_index: row?.market_index ?? null,
+              ts: row?.ts == null ? null : String(row.ts),
+              slot: row?.slot == null ? null : String(row.slot),
+              mid_price: String(mid),
+              vwap_price: sim.vwapPrice == null ? null : String(sim.vwapPrice),
+              worst_price: sim.worstPrice == null ? null : String(sim.worstPrice),
+              filled_usd: String(sim.filledUsd),
+              filled_base: String(sim.filledBase),
+              impact_bps: impactBps({ side: 'sell', mid, vwap: sim.vwapPrice }),
+              levels_consumed: sim.levelsConsumed,
+              fill_pct: sim.fillPct == null ? null : String(sim.fillPct),
+              raw: { depthLevels: cfg.depthLevels },
+              updated_at: updatedAt,
+            };
+            objectsV2.push({ ...baseObj, size_usd: String(sizeUsd) });
+            if (Number.isInteger(sizeUsd)) objectsV1.push({ ...baseObj, size_usd: Math.trunc(sizeUsd) });
+          }
+        }
+      }
+
+      if (objectsV1.length) {
+        const mutation = `
+          mutation UpsertSlippageV1($rows: [dlob_slippage_latest_insert_input!]!) {
+            insert_dlob_slippage_latest(
+              objects: $rows
+              on_conflict: {
+                constraint: dlob_slippage_latest_pkey
+                update_columns: [
+                  market_type
+                  market_index
+                  ts
+                  slot
+                  mid_price
+                  vwap_price
+                  worst_price
+                  filled_usd
+                  filled_base
+                  impact_bps
+                  levels_consumed
+                  fill_pct
+                  raw
+                  updated_at
+                ]
+              }
+            ) { affected_rows }
+          }
+        `;
+        await graphqlRequest(cfg, mutation, { rows: objectsV1 });
+      }
+
+      if (objectsV2.length) {
+        const mutation = `
+          mutation UpsertSlippageV2($rows: [dlob_slippage_latest_v2_insert_input!]!) {
+            insert_dlob_slippage_latest_v2(
+              objects: $rows
+              on_conflict: {
+                constraint: dlob_slippage_latest_v2_pkey
+                update_columns: [
+                  market_type
+                  market_index
+                  ts
+                  slot
+                  mid_price
+                  vwap_price
+                  worst_price
+                  filled_usd
+                  filled_base
+                  impact_bps
+                  levels_consumed
+                  fill_pct
+                  raw
+                  updated_at
+                ]
+              }
+            ) { affected_rows }
+          }
+        `;
+        await graphqlRequest(cfg, mutation, { rows: objectsV2 });
+      }
+    } catch (err) {
+      console.error(`[dlob-slippage-worker] ${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

@@ -0,0 +1,44 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-ts-archiver-drift
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-ts-archiver-drift
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-ts-archiver-drift
+    spec:
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_SOURCE
+              value: drift
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_TS_POLL_MS
+              value: "1000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-ts-archiver-script

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

@@ -0,0 +1,44 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-ts-archiver
+  annotations:
+    argocd.argoproj.io/sync-wave: "6"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-ts-archiver
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-ts-archiver
+    spec:
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_SOURCE
+              value: mevnode
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_TS_POLL_MS
+              value: "1000"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-ts-archiver-script

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

@@ -0,0 +1,254 @@
+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 resolveConfig() {
+  const tokensPath =
+    process.env.HASURA_TOKENS_FILE ||
+    process.env.TOKENS_FILE ||
+    process.env.HASURA_CONFIG_FILE ||
+    '/app/tokens/hasura.json';
+  const tokens = readJsonFile(tokensPath) || {};
+
+  const hasuraUrl =
+    process.env.HASURA_GRAPHQL_URL ||
+    tokens.graphqlUrl ||
+    tokens.apiUrl ||
+    'http://hasura:8080/v1/graphql';
+  const hasuraAdminSecret =
+    process.env.HASURA_ADMIN_SECRET ||
+    process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
+    tokens.adminSecret ||
+    tokens.hasuraAdminSecret;
+  const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
+
+  const dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
+  const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-PERP');
+  const pollMs = clampInt(process.env.DLOB_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,
+    body: JSON.stringify({ query, variables }),
+    signal: AbortSignal.timeout(15_000),
+  });
+  const text = await res.text();
+  if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
+  const json = JSON.parse(text);
+  if (json.errors?.length) {
+    throw new Error(json.errors.map((e) => e.message).join(' | '));
+  }
+  return json.data;
+}
+
+function mapBigint(v) {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? String(Math.trunc(v)) : null;
+  if (typeof v === 'string') return v.trim() || null;
+  return null;
+}
+
+async function main() {
+  const cfg = resolveConfig();
+
+  console.log(
+    JSON.stringify(
+      {
+        service: 'dlob-ts-archiver',
+        startedAt: getIsoNow(),
+        hasuraUrl: cfg.hasuraUrl,
+        hasuraAuth: cfg.hasuraAuthToken ? 'bearer' : cfg.hasuraAdminSecret ? 'admin-secret' : 'none',
+        dlobSource: cfg.dlobSource,
+        markets: cfg.markets,
+        pollMs: cfg.pollMs,
+      },
+      null,
+      2
+    )
+  );
+
+  while (true) {
+    const now = getIsoNow();
+
+    try {
+      const query = `
+        query Latest($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: { 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: { 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
+          }
+        }
+      `;
+
+      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,
+        source_ts: mapBigint(r.ts),
+        slot: mapBigint(r.slot),
+        mark_price: r.mark_price ?? null,
+        oracle_price: r.oracle_price ?? null,
+        best_bid_price: r.best_bid_price ?? null,
+        best_ask_price: r.best_ask_price ?? null,
+        mid_price: r.mid_price ?? null,
+        spread_abs: r.spread_abs ?? null,
+        spread_bps: r.spread_bps ?? null,
+        depth_levels: r.depth_levels ?? null,
+        depth_bid_base: r.depth_bid_base ?? null,
+        depth_ask_base: r.depth_ask_base ?? null,
+        depth_bid_usd: r.depth_bid_usd ?? null,
+        depth_ask_usd: r.depth_ask_usd ?? null,
+        imbalance: r.imbalance ?? null,
+        raw: r.raw ?? null,
+      }));
+
+      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,
+        market_index: r.market_index ?? null,
+        source_ts: mapBigint(r.ts),
+        slot: mapBigint(r.slot),
+        mid_price: r.mid_price ?? null,
+        best_bid_price: r.best_bid_price ?? null,
+        best_ask_price: r.best_ask_price ?? null,
+        bid_base: r.bid_base ?? null,
+        ask_base: r.ask_base ?? null,
+        bid_usd: r.bid_usd ?? null,
+        ask_usd: r.ask_usd ?? null,
+        imbalance: r.imbalance ?? null,
+        raw: r.raw ?? null,
+      }));
+
+      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,
+        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 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, slipV2: slippageRowsV2 });
+    } catch (err) {
+      console.error(`[dlob-ts-archiver] ${String(err?.message || err)}`);
+    }
+
+    await sleep(cfg.pollMs);
+  }
+}
+
+main().catch((err) => {
+  console.error(String(err?.stack || err));
+  process.exitCode = 1;
+});

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

@@ -0,0 +1,52 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-worker-drift
+  annotations:
+    argocd.argoproj.io/sync-wave: "5"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-worker-drift
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-worker-drift
+    spec:
+      hostNetwork: true
+      dnsPolicy: ClusterFirstWithHostNet
+      containers:
+        - name: worker
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_SOURCE
+              value: drift
+            - name: DLOB_HTTP_URL
+              value: https://dlob.drift.trade
+            - name: DLOB_FORCE_IPV6
+              value: "true"
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "500"
+            - name: DLOB_DEPTH
+              value: "10"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-worker-script

kustomize/base/dlob-worker/deployment.yaml

@@ -0,0 +1,48 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-worker
+  annotations:
+    argocd.argoproj.io/sync-wave: "5"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-worker
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-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_SOURCE
+              value: mevnode
+            - name: DLOB_HTTP_URL
+              value: http://dlob-server:6969
+            - name: DLOB_MARKETS
+              value: SOL-PERP,DOGE-PERP,JUP-PERP
+            - name: DLOB_POLL_MS
+              value: "500"
+            - name: DLOB_DEPTH
+              value: "10"
+          command: ["node", "/app/worker.mjs"]
+          volumeMounts:
+            - name: script
+              mountPath: /app/worker.mjs
+              subPath: worker.mjs
+              readOnly: true
+      volumes:
+        - name: script
+          configMap:
+            name: dlob-worker-script

kustomize/base/dlob-worker/worker.mjs

@@ -0,0 +1,435 @@
+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 dlobSource = String(process.env.DLOB_SOURCE || 'mevnode').trim() || 'mevnode';
+
+  const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-PERP');
+  const depth = clampInt(process.env.DLOB_DEPTH, 1, 50, 10);
+  const pollMs = clampInt(process.env.DLOB_POLL_MS, 100, 10_000, 500);
+
+  const pricePrecision = Number(process.env.PRICE_PRECISION || 1_000_000);
+  const basePrecision = Number(process.env.BASE_PRECISION || 1_000_000_000);
+  if (!Number.isFinite(pricePrecision) || pricePrecision <= 0)
+    throw new Error(`Invalid PRICE_PRECISION: ${process.env.PRICE_PRECISION}`);
+  if (!Number.isFinite(basePrecision) || basePrecision <= 0)
+    throw new Error(`Invalid BASE_PRECISION: ${process.env.BASE_PRECISION}`);
+
+  return {
+    hasuraUrl,
+    hasuraAdminSecret,
+    hasuraAuthToken,
+    dlobSource,
+    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({ dlobSource, l2, updatedAt, pricePrecision }) {
+  return {
+    source: dlobSource,
+    market_name: String(l2.marketName),
+    market_type: String(l2.marketType || 'perp'),
+    market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
+    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({ dlobSource, l2, stats, updatedAt }) {
+  return {
+    source: dlobSource,
+    market_name: String(l2.marketName),
+    market_type: String(l2.marketType || 'perp'),
+    market_index: typeof l2.marketIndex === 'number' ? l2.marketIndex : null,
+    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',
+        dlobSource: cfg.dlobSource,
+        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({ dlobSource: cfg.dlobSource, l2, updatedAt, pricePrecision: cfg.pricePrecision }));
+      statsObjects.push(statsToInsertObject({ dlobSource: cfg.dlobSource, 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

@@ -0,0 +1,73 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-publisher
+  annotations:
+    argocd.argoproj.io/sync-wave: "4"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-publisher
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-publisher
+    spec:
+      imagePullSecrets:
+        - name: gitea-registry
+      containers:
+        - name: publisher
+          image: gitea.mpabi.pl/trade/trade-dlob-server:sha-5d55631-canonical
+          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: DISABLE_GPA_REFRESH
+              value: "true"
+            - name: ELASTICACHE_HOST
+              value: dlob-redis
+            - name: ELASTICACHE_PORT
+              value: "6379"
+            - name: REDIS_CLIENT
+              value: DLOB
+            - name: PERP_MARKETS_TO_LOAD
+              value: "0,7,24"
+            - 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/publishers/dlobPublisher.js"]
+          readinessProbe:
+            httpGet:
+              path: /startup
+              port: http
+            initialDelaySeconds: 120
+            periodSeconds: 10
+            timeoutSeconds: 3
+            failureThreshold: 30
+          livenessProbe:
+            httpGet:
+              path: /health
+              port: http
+            initialDelaySeconds: 240
+            periodSeconds: 20
+            timeoutSeconds: 3
+            failureThreshold: 10

kustomize/base/dlob/redis.yaml

@@ -0,0 +1,79 @@
+apiVersion: v1
+kind: Service
+metadata:
+  name: dlob-redis
+  annotations:
+    argocd.argoproj.io/sync-wave: "3"
+spec:
+  selector:
+    app.kubernetes.io/name: dlob-redis
+  ports:
+    - name: redis
+      port: 6379
+      targetPort: redis
+---
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: dlob-redis
+  annotations:
+    argocd.argoproj.io/sync-wave: "3"
+spec:
+  replicas: 1
+  selector:
+    matchLabels:
+      app.kubernetes.io/name: dlob-redis
+  template:
+    metadata:
+      labels:
+        app.kubernetes.io/name: dlob-redis
+    spec:
+      containers:
+        - name: redis
+          image: redis:7-alpine
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: POD_IP
+              valueFrom:
+                fieldRef:
+                  fieldPath: status.podIP
+          ports:
+            - name: redis
+              containerPort: 6379
+          # DLOB redis client uses ioredis Cluster when RUNNING_LOCAL=true and LOCAL_CACHE=true.
+          # We run a single-node Redis Cluster (no TLS) and assign all slots on startup.
+          command: ["/bin/sh", "-lc"]
+          args:
+            - |
+              exec redis-server \
+                --save "" \
+                --appendonly no \
+                --protected-mode no \
+                --bind 0.0.0.0 \
+                --cluster-enabled yes \
+                --cluster-config-file /data/nodes.conf \
+                --cluster-node-timeout 5000 \
+                --cluster-require-full-coverage no \
+                --cluster-announce-ip "${POD_IP}" \
+                --cluster-announce-port 6379 \
+                --cluster-announce-bus-port 16379
+          lifecycle:
+            postStart:
+              exec:
+                command:
+                  - /bin/sh
+                  - -lc
+                  - |
+                    set -e
+                    for i in $(seq 1 60); do
+                      redis-cli -h 127.0.0.1 -p 6379 ping >/dev/null 2>&1 && break
+                      sleep 1
+                    done
+
+                    # If cluster is already initialized, do nothing.
+                    if redis-cli -h 127.0.0.1 -p 6379 cluster info 2>/dev/null | grep -q 'cluster_slots_assigned:16384'; then
+                      exit 0
+                    fi
+
+                    # Redis 7+ supports CLUSTER ADDSLOTSRANGE.
+                    redis-cli -h 127.0.0.1 -p 6379 cluster addslotsrange 0 16383 || true

kustomize/base/dlob/server-deployment.yaml

@@ -0,0 +1,63 @@
+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-5d55631-canonical
+          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

@@ -0,0 +1,13 @@
+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: rv32i.pl/trade/trade-frontend:sha-e20a1f5
+          image: gitea.mpabi.pl/trade/trade-frontend:sha-b06fe7f
           imagePullPolicy: IfNotPresent
           ports:
             - name: http

kustomize/base/hasura/deployment.yaml

@@ -37,6 +37,8 @@ spec:
               value: "false"
             - name: HASURA_GRAPHQL_CORS_DOMAIN
               value: "http://localhost:5173,http://127.0.0.1:5173"
+            - name: HASURA_GRAPHQL_UNAUTHORIZED_ROLE
+              value: "public"
           readinessProbe:
             httpGet:
               path: /healthz

kustomize/base/hasura/hasura-bootstrap.mjs

@@ -51,7 +51,7 @@ function isAlreadyExistsError(errText) {
 
 function isMissingRelationError(errText) {
   const t = String(errText || '').toLowerCase();
-  return t.includes('does not exist') || t.includes('not found') || t.includes('not tracked');
+  return t.includes('does not exist') || t.includes('not found') || t.includes('not tracked') || t.includes('already untracked');
 }
 
 function normalizeName(name) {
@@ -89,10 +89,26 @@ async function main() {
   console.log(`[hasura-bootstrap] HASURA_URL=${HASURA_URL}`);
   await waitForHasura();
 
+  const PUBLIC_DLOB_SOURCE_HEADER = 'X-Hasura-Dlob-Source';
+
   const apiTokensTable = { schema: 'public', name: 'api_tokens' };
   const source = 'default';
 
   const baseTicks = { schema: 'public', name: 'drift_ticks' };
+  const dlobL2LatestTable = { schema: 'public', name: 'dlob_l2_latest' };
+  const dlobL2LatestProjectionView = { schema: 'public', name: 'dlob_l2_latest_projection' };
+  const dlobL3LatestProjectionView = { schema: 'public', name: 'dlob_l3_latest_projection' };
+  const dlobBestMakersLatestProjectionView = { schema: 'public', name: 'dlob_best_makers_latest_projection' };
+  const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
+  const dlobStatsLatestProjectionView = { schema: 'public', name: 'dlob_stats_latest_projection' };
+  const dlobDepthBpsLatestTable = { schema: 'public', name: 'dlob_depth_bps_latest' };
+  const dlobSlippageLatestTable = { schema: 'public', name: 'dlob_slippage_latest' };
+  const dlobSlippageLatestV2Table = { schema: 'public', name: 'dlob_slippage_latest_v2' };
+  const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
+  const dlobStatsTsTable = { schema: 'public', name: 'dlob_stats_ts' };
+  const dlobDepthBpsTsTable = { schema: 'public', name: 'dlob_depth_bps_ts' };
+  const dlobSlippageTsTable = { schema: 'public', name: 'dlob_slippage_ts' };
+  const dlobSlippageTsV2Table = { schema: 'public', name: 'dlob_slippage_ts_v2' };
   const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
   const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
 
@@ -161,8 +177,349 @@ async function main() {
   for (const t of tickTables) {
     await ensureTickTable(t);
   }
+
+  // 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 } });
+
+    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 metadata({
+      type: 'pg_create_insert_permission',
+      args: {
+        source,
+        table,
+        role: 'ingestor',
+        permission: {
+          check: {},
+          set: {},
+          columns,
+        },
+      },
+    });
+
+    await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
+    await metadata({
+      type: 'pg_create_update_permission',
+      args: {
+        source,
+        table,
+        role: 'ingestor',
+        permission: {
+          filter: {},
+          check: {},
+          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 } });
+
+    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 || {},
+        },
+      },
+    });
+
+    // 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' } });
+  }
+
+  async function ensureProjectedPublicSelectTable(table, columns, { publicFilter, customName } = {}) {
+    await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
+    const args = { source, table };
+    if (customName) {
+      args.configuration = { custom_name: customName };
+    }
+    await metadata({ type: 'pg_track_table', args });
+
+    await metadataIgnore({ type: 'pg_drop_select_permission', args: { source, table, role: 'public' } });
+    await metadata({
+      type: 'pg_create_select_permission',
+      args: {
+        source,
+        table,
+        role: 'public',
+        permission: {
+          columns,
+          filter: publicFilter || {},
+        },
+      },
+    });
+
+    await metadataIgnore({ type: 'pg_drop_insert_permission', args: { source, table, role: 'ingestor' } });
+    await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
+  }
+
+  const dlobPublicFilter = { source: { _eq: PUBLIC_DLOB_SOURCE_HEADER } };
+
+  await metadataIgnore({ type: 'pg_untrack_table', args: { source, table: dlobL2LatestTable, cascade: true } });
+  await ensureProjectedPublicSelectTable(dlobL2LatestProjectionView, [
+    'source',
+    'market_name',
+    'market_type',
+    'market_index',
+    'ts',
+    'slot',
+    'mark_price',
+    'oracle_price',
+    'best_bid_price',
+    'best_ask_price',
+    'bids',
+    'asks',
+    'raw',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter, customName: 'dlob_l2_latest' });
+
+  await metadataIgnore({ type: 'pg_untrack_table', args: { source, table: dlobStatsLatestTable, cascade: true } });
+  await ensureProjectedPublicSelectTable(dlobStatsLatestProjectionView, [
+    'source',
+    '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',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter, customName: 'dlob_stats_latest' });
+
+  await ensureProjectedPublicSelectTable(dlobL3LatestProjectionView, [
+    'source',
+    'market_name',
+    'market_type',
+    'market_index',
+    'ts',
+    'slot',
+    'bids',
+    'asks',
+    'raw',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensureProjectedPublicSelectTable(dlobBestMakersLatestProjectionView, [
+    'source',
+    'market_name',
+    'market_type',
+    'market_index',
+    'slot',
+    'bids',
+    'asks',
+    'raw',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
+    'source',
+    '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',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobSlippageLatestTable, [
+    'source',
+    'market_name',
+    'side',
+    'size_usd',
+    'market_type',
+    'market_index',
+    'ts',
+    'slot',
+    'mid_price',
+    'best_bid_price',
+    'best_ask_price',
+    'vwap_price',
+    'worst_price',
+    'filled_usd',
+    'filled_base',
+    'impact_bps',
+    'levels_consumed',
+    'fill_pct',
+    'raw',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
+    'source',
+    'market_name',
+    'side',
+    'size_usd',
+    'market_type',
+    'market_index',
+    'ts',
+    'slot',
+    'mid_price',
+    'best_bid_price',
+    'best_ask_price',
+    'vwap_price',
+    'worst_price',
+    'filled_usd',
+    'filled_base',
+    'impact_bps',
+    'levels_consumed',
+    'fill_pct',
+    'raw',
+    'updated_at',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobStatsTsTable, [
+    'ts',
+    'id',
+    'source',
+    'market_name',
+    'market_type',
+    'market_index',
+    'source_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',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobDepthBpsTsTable, [
+    'ts',
+    'id',
+    'source',
+    'market_name',
+    'band_bps',
+    'market_type',
+    'market_index',
+    'source_ts',
+    'slot',
+    'mid_price',
+    'best_bid_price',
+    'best_ask_price',
+    'bid_base',
+    'ask_base',
+    'bid_usd',
+    'ask_usd',
+    'imbalance',
+    'raw',
+  ], { publicFilter: dlobPublicFilter });
+
+  await ensurePublicSelectTable(dlobSlippageTsTable, [
+    '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 });
+
+  await ensurePublicSelectTable(dlobSlippageTsV2Table, [
+    'ts',
+    'id',
+    'source',
+    'market_name',
+    'side',
+    'size_usd',
+    'market_type',
+    'market_index',
+    'source_ts',
+    'slot',
+    'mid_price',
+    'vwap_price',
+    'worst_price',
+    'filled_usd',
+    'filled_base',
+    'impact_bps',
+    'levels_consumed',
+    'fill_pct',
+    'raw',
+  ], { publicFilter: dlobPublicFilter });
+
   // Return table type for candle functions (needed for Hasura to track the function).
   await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
+
   try {
     await metadata({ type: 'pg_track_table', args: { source, table: apiTokensTable } });
   } catch (err) {

kustomize/base/hasura/job-bootstrap.yaml

@@ -3,7 +3,9 @@ kind: Job
 metadata:
   name: hasura-bootstrap
   annotations:
-    argocd.argoproj.io/sync-wave: "2"
+    argocd.argoproj.io/hook: Sync
+    argocd.argoproj.io/hook-delete-policy: BeforeHookCreation,HookSucceeded
+    argocd.argoproj.io/sync-wave: "3"
 spec:
   backoffLimit: 5
   template:

kustomize/base/ingestor/deployment.yaml

@@ -16,7 +16,7 @@ spec:
         - name: gitea-registry
       containers:
         - name: ingestor
-          image: rv32i.pl/trade/trade-ingestor:k3s-20260106013603
+          image: gitea.mpabi.pl/trade/trade-ingestor:k3s-20260106013603
           imagePullPolicy: IfNotPresent
           env:
             - name: MARKET_NAME

kustomize/base/initdb/001_init.sql

@@ -121,10 +121,47 @@ CREATE TABLE IF NOT EXISTS public.drift_candles (
   high numeric,
   low numeric,
   close numeric,
+  oracle_open numeric,
+  oracle_high numeric,
+  oracle_low numeric,
   oracle_close numeric,
   ticks bigint
 );
 
+ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_open numeric;
+ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_high numeric;
+ALTER TABLE public.drift_candles ADD COLUMN IF NOT EXISTS oracle_low numeric;
+
+-- Precomputed candle cache (materialized by a worker).
+-- Purpose: make tf switching instant by reading ready-made candles instead of aggregating `drift_ticks` on demand.
+-- NOTE: `source=''` means "any source" (no source filter).
+CREATE TABLE IF NOT EXISTS public.drift_candles_cache (
+  bucket timestamptz NOT NULL,
+  bucket_seconds integer NOT NULL,
+  symbol text NOT NULL,
+  source text NOT NULL DEFAULT '',
+  open numeric NOT NULL,
+  high numeric NOT NULL,
+  low numeric NOT NULL,
+  close numeric NOT NULL,
+  oracle_open numeric,
+  oracle_high numeric,
+  oracle_low numeric,
+  oracle_close numeric,
+  ticks bigint NOT NULL DEFAULT 0,
+  updated_at timestamptz NOT NULL DEFAULT now(),
+  PRIMARY KEY (bucket, bucket_seconds, symbol, source)
+);
+
+ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_open numeric;
+ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_high numeric;
+ALTER TABLE public.drift_candles_cache ADD COLUMN IF NOT EXISTS oracle_low numeric;
+
+SELECT create_hypertable('drift_candles_cache', 'bucket', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS drift_candles_cache_symbol_source_bucket_idx
+  ON public.drift_candles_cache (symbol, source, bucket_seconds, bucket DESC);
+
 -- If an older version of the function exists with an incompatible return type,
 -- CREATE OR REPLACE will fail. Drop the old signature first (safe/idempotent).
 DROP FUNCTION IF EXISTS public.get_drift_candles(text, integer, integer, text);
@@ -139,27 +176,884 @@ RETURNS SETOF public.drift_candles
 LANGUAGE sql
 STABLE
 AS $$
-  WITH base AS (
+  -- Zwraca zawsze "ciągłe" buckety (fill forward), nawet jeśli nie było ticków w danej sekundzie/minucie.
+  -- Dzięki temu frontend może rysować regularną oś czasu (np. 1px = 1s) bez dziwnych przeskoków.
+  WITH src AS (
+    SELECT COALESCE(p_source, '') AS source_key
+  ),
+  raw_cached AS (
+    SELECT
+      c.bucket,
+      c.open,
+      c.high,
+      c.low,
+      c.close,
+      c.oracle_open,
+      c.oracle_high,
+      c.oracle_low,
+      c.oracle_close,
+      c.ticks
+    FROM public.drift_candles_cache c, src
+    WHERE c.symbol = p_symbol
+      AND c.bucket_seconds = p_bucket_seconds
+      AND c.source = src.source_key
+    ORDER BY c.bucket DESC
+    LIMIT p_limit
+  ),
+  raw_fallback AS (
     SELECT
       time_bucket(make_interval(secs => p_bucket_seconds), ts) AS bucket,
       ts,
       COALESCE(mark_price, oracle_price) AS px,
       oracle_price AS oracle_px
-    FROM public.drift_ticks
+    FROM public.drift_ticks, src
     WHERE symbol = p_symbol
-      AND (p_source IS NULL OR source = p_source)
+      AND (src.source_key = '' OR source = src.source_key)
       AND ts >= now() - make_interval(secs => (p_bucket_seconds * p_limit * 2))
+  ),
+  computed AS (
+    SELECT
+      bucket,
+      (array_agg(px ORDER BY ts ASC))[1] AS open,
+      max(px) AS high,
+      min(px) AS low,
+      (array_agg(px ORDER BY ts DESC))[1] AS close,
+      (array_agg(oracle_px ORDER BY ts ASC))[1] AS oracle_open,
+      max(oracle_px) AS oracle_high,
+      min(oracle_px) AS oracle_low,
+      (array_agg(oracle_px ORDER BY ts DESC))[1] AS oracle_close,
+      count(*) AS ticks
+    FROM raw_fallback
+    GROUP BY bucket
+  ),
+  data AS (
+    SELECT * FROM raw_cached
+    UNION ALL
+    SELECT * FROM computed
+    WHERE NOT EXISTS (SELECT 1 FROM raw_cached)
+  ),
+  bounds AS (
+    SELECT max(bucket) AS end_bucket FROM data
+  ),
+  params AS (
+    SELECT
+      make_interval(secs => p_bucket_seconds) AS step,
+      make_interval(secs => (p_bucket_seconds * (p_limit - 1))) AS span
+  ),
+  series AS (
+    SELECT generate_series(
+      bounds.end_bucket - params.span,
+      bounds.end_bucket,
+      params.step
+    ) AS bucket
+    FROM bounds, params
+    WHERE bounds.end_bucket IS NOT NULL
+  ),
+  joined AS (
+    SELECT
+      s.bucket,
+      d.open,
+      d.high,
+      d.low,
+      d.close,
+      d.oracle_open,
+      d.oracle_high,
+      d.oracle_low,
+      d.oracle_close,
+      d.ticks
+    FROM series s
+    LEFT JOIN data d USING (bucket)
+    ORDER BY s.bucket ASC
+  ),
+  grouped AS (
+    SELECT
+      *,
+      sum(CASE WHEN close IS NOT NULL THEN 1 ELSE 0 END) OVER (ORDER BY bucket ASC) AS grp_close,
+      sum(CASE WHEN oracle_close IS NOT NULL THEN 1 ELSE 0 END) OVER (ORDER BY bucket ASC) AS grp_oracle
+    FROM joined
+  ),
+  first_vals AS (
+    SELECT
+      (SELECT close FROM grouped WHERE close IS NOT NULL ORDER BY bucket ASC LIMIT 1) AS first_close,
+      (SELECT oracle_close FROM grouped WHERE oracle_close IS NOT NULL ORDER BY bucket ASC LIMIT 1) AS first_oracle
+  ),
+  ff AS (
+    SELECT
+      g.bucket,
+      g.open,
+      g.high,
+      g.low,
+      g.close,
+      g.oracle_open,
+      g.oracle_high,
+      g.oracle_low,
+      g.oracle_close,
+      g.ticks,
+      COALESCE(
+        g.close,
+        max(g.close) OVER (PARTITION BY g.grp_close),
+        f.first_close
+      ) AS ff_close,
+      COALESCE(
+        g.oracle_close,
+        max(g.oracle_close) OVER (PARTITION BY g.grp_oracle),
+        f.first_oracle
+      ) AS ff_oracle
+    FROM grouped g
+    CROSS JOIN first_vals f
   )
   SELECT
     bucket,
-    (array_agg(px ORDER BY ts ASC))[1] AS open,
-    max(px) AS high,
-    min(px) AS low,
-    (array_agg(px ORDER BY ts DESC))[1] AS close,
-    (array_agg(oracle_px ORDER BY ts DESC))[1] AS oracle_close,
-    count(*) AS ticks
-  FROM base
-  GROUP BY bucket
+    COALESCE(open, ff_close) AS open,
+    COALESCE(high, ff_close) AS high,
+    COALESCE(low, ff_close) AS low,
+    COALESCE(close, ff_close) AS close,
+    COALESCE(oracle_open, ff_oracle) AS oracle_open,
+    COALESCE(oracle_high, ff_oracle) AS oracle_high,
+    COALESCE(oracle_low, ff_oracle) AS oracle_low,
+    COALESCE(oracle_close, ff_oracle) AS oracle_close,
+    COALESCE(ticks, 0) AS ticks
+  FROM ff
   ORDER BY bucket DESC
   LIMIT p_limit;
 $$;
+
+-- Latest DLOB orderbook snapshots (top-N levels), per market.
+-- Filled by a VPS worker (collector) and consumed by the UI via Hasura subscriptions.
+CREATE TABLE IF NOT EXISTS public.dlob_l2_latest (
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mark_price NUMERIC,
+  oracle_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  bids JSONB,
+  asks JSONB,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_l2_latest ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_l2_latest SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_l2_latest ALTER COLUMN source SET NOT NULL;
+
+-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
+DO $$
+DECLARE
+  pk_name text;
+  pk_cols text[];
+BEGIN
+  SELECT
+    con.conname,
+    array_agg(att.attname ORDER BY ord.ordinality)
+  INTO pk_name, pk_cols
+  FROM pg_constraint con
+  JOIN pg_class rel ON rel.oid = con.conrelid
+  JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
+  JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
+  JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
+  WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_l2_latest'
+  GROUP BY con.conname;
+
+  IF pk_name IS NULL THEN
+    EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
+  ELSIF pk_cols <> ARRAY['source','market_name'] THEN
+    EXECUTE format('ALTER TABLE public.dlob_l2_latest DROP CONSTRAINT %I', pk_name);
+    EXECUTE 'ALTER TABLE public.dlob_l2_latest ADD CONSTRAINT dlob_l2_latest_pkey PRIMARY KEY (source, market_name)';
+  END IF;
+END $$;
+
+CREATE INDEX IF NOT EXISTS dlob_l2_latest_updated_at_idx
+  ON public.dlob_l2_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_l2_latest_source_updated_at_idx
+  ON public.dlob_l2_latest (source, updated_at DESC);
+
+-- Derived stats for fast UI display.
+CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mark_price NUMERIC,
+  oracle_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  mid_price NUMERIC,
+  spread_abs NUMERIC,
+  spread_bps NUMERIC,
+  depth_levels INTEGER,
+  depth_bid_base NUMERIC,
+  depth_ask_base NUMERIC,
+  depth_bid_usd NUMERIC,
+  depth_ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_stats_latest ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_stats_latest SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_stats_latest ALTER COLUMN source SET NOT NULL;
+
+-- Ensure PRIMARY KEY is (source, market_name) (required to keep 2 sources in parallel).
+DO $$
+DECLARE
+  pk_name text;
+  pk_cols text[];
+BEGIN
+  SELECT
+    con.conname,
+    array_agg(att.attname ORDER BY ord.ordinality)
+  INTO pk_name, pk_cols
+  FROM pg_constraint con
+  JOIN pg_class rel ON rel.oid = con.conrelid
+  JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
+  JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
+  JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
+  WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_stats_latest'
+  GROUP BY con.conname;
+
+  IF pk_name IS NULL THEN
+    EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
+  ELSIF pk_cols <> ARRAY['source','market_name'] THEN
+    EXECUTE format('ALTER TABLE public.dlob_stats_latest DROP CONSTRAINT %I', pk_name);
+    EXECUTE 'ALTER TABLE public.dlob_stats_latest ADD CONSTRAINT dlob_stats_latest_pkey PRIMARY KEY (source, market_name)';
+  END IF;
+END $$;
+
+CREATE INDEX IF NOT EXISTS dlob_stats_latest_updated_at_idx
+  ON public.dlob_stats_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_stats_latest_source_updated_at_idx
+  ON public.dlob_stats_latest (source, updated_at DESC);
+
+-- Depth snapshots within bps bands around mid-price (per market, per band).
+-- Filled by a derived worker that reads `dlob_l2_latest`.
+CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  band_bps INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  bid_base NUMERIC,
+  ask_base NUMERIC,
+  bid_usd NUMERIC,
+  ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name, band_bps)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_depth_bps_latest ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_depth_bps_latest SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_depth_bps_latest ALTER COLUMN source SET NOT NULL;
+
+-- Ensure PRIMARY KEY is (source, market_name, band_bps) (required to keep 2 sources in parallel).
+DO $$
+DECLARE
+  pk_name text;
+  pk_cols text[];
+BEGIN
+  SELECT
+    con.conname,
+    array_agg(att.attname ORDER BY ord.ordinality)
+  INTO pk_name, pk_cols
+  FROM pg_constraint con
+  JOIN pg_class rel ON rel.oid = con.conrelid
+  JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
+  JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
+  JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
+  WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_depth_bps_latest'
+  GROUP BY con.conname;
+
+  IF pk_name IS NULL THEN
+    EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
+  ELSIF pk_cols <> ARRAY['source','market_name','band_bps'] THEN
+    EXECUTE format('ALTER TABLE public.dlob_depth_bps_latest DROP CONSTRAINT %I', pk_name);
+    EXECUTE 'ALTER TABLE public.dlob_depth_bps_latest ADD CONSTRAINT dlob_depth_bps_latest_pkey PRIMARY KEY (source, market_name, band_bps)';
+  END IF;
+END $$;
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_updated_at_idx
+  ON public.dlob_depth_bps_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_market_name_idx
+  ON public.dlob_depth_bps_latest (market_name);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_source_market_name_idx
+  ON public.dlob_depth_bps_latest (source, market_name);
+
+-- Slippage/impact estimates for "market" orders at common USD sizes.
+-- Filled by a derived worker that reads `dlob_l2_latest`.
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  vwap_price NUMERIC,
+  worst_price NUMERIC,
+  filled_usd NUMERIC,
+  filled_base NUMERIC,
+  impact_bps NUMERIC,
+  levels_consumed INTEGER,
+  fill_pct NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name, side, size_usd),
+  CONSTRAINT dlob_slippage_latest_side_chk CHECK (side IN ('buy', 'sell'))
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_slippage_latest ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_slippage_latest SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_slippage_latest ALTER COLUMN source SET NOT NULL;
+
+-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
+DO $$
+DECLARE
+  pk_name text;
+  pk_cols text[];
+BEGIN
+  SELECT
+    con.conname,
+    array_agg(att.attname ORDER BY ord.ordinality)
+  INTO pk_name, pk_cols
+  FROM pg_constraint con
+  JOIN pg_class rel ON rel.oid = con.conrelid
+  JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
+  JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
+  JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
+  WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest'
+  GROUP BY con.conname;
+
+  IF pk_name IS NULL THEN
+    EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
+  ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
+    EXECUTE format('ALTER TABLE public.dlob_slippage_latest DROP CONSTRAINT %I', pk_name);
+    EXECUTE 'ALTER TABLE public.dlob_slippage_latest ADD CONSTRAINT dlob_slippage_latest_pkey PRIMARY KEY (source, market_name, side, size_usd)';
+  END IF;
+END $$;
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
+  ON public.dlob_slippage_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
+  ON public.dlob_slippage_latest (market_name);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_source_market_name_idx
+  ON public.dlob_slippage_latest (source, market_name);
+
+-- Slippage v2: supports fractional order sizes (e.g. 0.1/0.2/0.5 USD), per market and side.
+-- Keep v1 intact for backward compatibility and to avoid data loss.
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL, -- buy|sell
+  size_usd NUMERIC NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  vwap_price NUMERIC,
+  worst_price NUMERIC,
+  filled_usd NUMERIC,
+  filled_base NUMERIC,
+  impact_bps NUMERIC,
+  levels_consumed INTEGER,
+  fill_pct NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name, side, size_usd),
+  CONSTRAINT dlob_slippage_latest_v2_side_chk CHECK (side IN ('buy', 'sell'))
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_slippage_latest_v2 ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_slippage_latest_v2 SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_slippage_latest_v2 ALTER COLUMN source SET NOT NULL;
+
+-- Ensure PRIMARY KEY is (source, market_name, side, size_usd) (required to keep 2 sources in parallel).
+DO $$
+DECLARE
+  pk_name text;
+  pk_cols text[];
+BEGIN
+  SELECT
+    con.conname,
+    array_agg(att.attname ORDER BY ord.ordinality)
+  INTO pk_name, pk_cols
+  FROM pg_constraint con
+  JOIN pg_class rel ON rel.oid = con.conrelid
+  JOIN pg_namespace nsp ON nsp.oid = rel.relnamespace
+  JOIN unnest(con.conkey) WITH ORDINALITY AS ord(attnum, ordinality) ON true
+  JOIN pg_attribute att ON att.attrelid = rel.oid AND att.attnum = ord.attnum
+  WHERE con.contype = 'p' AND nsp.nspname = 'public' AND rel.relname = 'dlob_slippage_latest_v2'
+  GROUP BY con.conname;
+
+  IF pk_name IS NULL THEN
+    EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
+  ELSIF pk_cols <> ARRAY['source','market_name','side','size_usd'] THEN
+    EXECUTE format('ALTER TABLE public.dlob_slippage_latest_v2 DROP CONSTRAINT %I', pk_name);
+    EXECUTE 'ALTER TABLE public.dlob_slippage_latest_v2 ADD CONSTRAINT dlob_slippage_latest_v2_pkey PRIMARY KEY (source, market_name, side, size_usd)';
+  END IF;
+END $$;
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_updated_at_idx
+  ON public.dlob_slippage_latest_v2 (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_market_name_idx
+  ON public.dlob_slippage_latest_v2 (market_name);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_source_market_name_idx
+  ON public.dlob_slippage_latest_v2 (source, market_name);
+
+-- Time-series tables for UI history (start: 7 days).
+-- Keep these append-only; use Timescale hypertables.
+
+CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mark_price NUMERIC,
+  oracle_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  mid_price NUMERIC,
+  spread_abs NUMERIC,
+  spread_bps NUMERIC,
+  depth_levels INTEGER,
+  depth_bid_base NUMERIC,
+  depth_ask_base NUMERIC,
+  depth_bid_usd NUMERIC,
+  depth_ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  PRIMARY KEY (ts, id)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_stats_ts ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_stats_ts SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_stats_ts ALTER COLUMN source SET NOT NULL;
+
+SELECT create_hypertable('dlob_stats_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_stats_ts_market_ts_desc_idx
+  ON public.dlob_stats_ts (market_name, ts DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_stats_ts_source_market_ts_desc_idx
+  ON public.dlob_stats_ts (source, market_name, ts DESC);
+
+CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  band_bps INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  bid_base NUMERIC,
+  ask_base NUMERIC,
+  bid_usd NUMERIC,
+  ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  PRIMARY KEY (ts, id)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_depth_bps_ts ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_depth_bps_ts SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_depth_bps_ts ALTER COLUMN source SET NOT NULL;
+
+SELECT create_hypertable('dlob_depth_bps_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_market_ts_desc_idx
+  ON public.dlob_depth_bps_ts (market_name, ts DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_source_market_ts_desc_idx
+  ON public.dlob_depth_bps_ts (source, market_name, ts DESC);
+
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  vwap_price NUMERIC,
+  worst_price NUMERIC,
+  filled_usd NUMERIC,
+  filled_base NUMERIC,
+  impact_bps NUMERIC,
+  levels_consumed INTEGER,
+  fill_pct NUMERIC,
+  raw JSONB,
+  PRIMARY KEY (ts, id)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_slippage_ts ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_slippage_ts SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_slippage_ts ALTER COLUMN source SET NOT NULL;
+
+SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
+  ON public.dlob_slippage_ts (market_name, ts DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_source_market_ts_desc_idx
+  ON public.dlob_slippage_ts (source, market_name, ts DESC);
+
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  source TEXT NOT NULL DEFAULT 'mevnode',
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd NUMERIC NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  vwap_price NUMERIC,
+  worst_price NUMERIC,
+  filled_usd NUMERIC,
+  filled_base NUMERIC,
+  impact_bps NUMERIC,
+  levels_consumed INTEGER,
+  fill_pct NUMERIC,
+  raw JSONB,
+  PRIMARY KEY (ts, id)
+);
+
+-- Schema upgrades (idempotent for existing volumes)
+ALTER TABLE public.dlob_slippage_ts_v2 ADD COLUMN IF NOT EXISTS source TEXT;
+ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET DEFAULT 'mevnode';
+UPDATE public.dlob_slippage_ts_v2 SET source = 'mevnode' WHERE source IS NULL;
+ALTER TABLE public.dlob_slippage_ts_v2 ALTER COLUMN source SET NOT NULL;
+
+SELECT create_hypertable('dlob_slippage_ts_v2', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_market_ts_desc_idx
+  ON public.dlob_slippage_ts_v2 (market_name, ts DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_source_market_ts_desc_idx
+  ON public.dlob_slippage_ts_v2 (source, market_name, ts DESC);
+-- Retention policies (best-effort; safe if Timescale is present).
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_stats_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+  -- ignore if policy exists or function unavailable
+END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_depth_bps_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_slippage_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_slippage_ts_v2', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;
+
+-- Canonical DLOB storage and projection layer.
+CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l2_latest (
+  source TEXT NOT NULL,
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL,
+  market_index INTEGER,
+  is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
+  ts BIGINT,
+  slot BIGINT,
+  mark_price_raw TEXT,
+  oracle_price_raw TEXT,
+  best_bid_price_raw TEXT,
+  best_ask_price_raw TEXT,
+  spread_pct_raw TEXT,
+  spread_quote_raw TEXT,
+  oracle_data JSONB,
+  bids JSONB,
+  asks JSONB,
+  payload JSONB NOT NULL,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name, is_indicative)
+);
+
+CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l3_latest (
+  source TEXT NOT NULL,
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL,
+  market_index INTEGER,
+  is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
+  ts BIGINT,
+  slot BIGINT,
+  oracle_data JSONB,
+  bids JSONB,
+  asks JSONB,
+  payload JSONB NOT NULL,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name, is_indicative)
+);
+
+CREATE TABLE IF NOT EXISTS public.dlob_best_makers_latest (
+  source TEXT NOT NULL,
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL,
+  market_index INTEGER,
+  slot BIGINT,
+  bids JSONB,
+  asks JSONB,
+  payload JSONB NOT NULL,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (source, market_name)
+);
+
+CREATE INDEX IF NOT EXISTS dlob_orderbook_l2_latest_updated_at_idx
+  ON public.dlob_orderbook_l2_latest (updated_at DESC);
+CREATE INDEX IF NOT EXISTS dlob_orderbook_l3_latest_updated_at_idx
+  ON public.dlob_orderbook_l3_latest (updated_at DESC);
+CREATE INDEX IF NOT EXISTS dlob_best_makers_latest_updated_at_idx
+  ON public.dlob_best_makers_latest (updated_at DESC);
+
+CREATE OR REPLACE VIEW public.dlob_l2_latest_projection AS
+SELECT
+  source,
+  market_name,
+  market_type,
+  market_index,
+  ts,
+  slot,
+  CASE
+    WHEN NULLIF(mark_price_raw, '') IS NULL THEN NULL
+    ELSE NULLIF(mark_price_raw, '')::numeric / 1000000::numeric
+  END AS mark_price,
+  CASE
+    WHEN NULLIF(oracle_price_raw, '') IS NULL THEN NULL
+    ELSE NULLIF(oracle_price_raw, '')::numeric / 1000000::numeric
+  END AS oracle_price,
+  CASE
+    WHEN NULLIF(best_bid_price_raw, '') IS NULL THEN NULL
+    ELSE NULLIF(best_bid_price_raw, '')::numeric / 1000000::numeric
+  END AS best_bid_price,
+  CASE
+    WHEN NULLIF(best_ask_price_raw, '') IS NULL THEN NULL
+    ELSE NULLIF(best_ask_price_raw, '')::numeric / 1000000::numeric
+  END AS best_ask_price,
+  bids,
+  asks,
+  payload AS raw,
+  updated_at
+FROM public.dlob_orderbook_l2_latest
+WHERE is_indicative = FALSE;
+
+CREATE OR REPLACE VIEW public.dlob_l3_latest_projection AS
+SELECT
+  source,
+  market_name,
+  market_type,
+  market_index,
+  ts,
+  slot,
+  bids,
+  asks,
+  payload AS raw,
+  updated_at
+FROM public.dlob_orderbook_l3_latest
+WHERE is_indicative = FALSE;
+
+CREATE OR REPLACE VIEW public.dlob_best_makers_latest_projection AS
+SELECT
+  source,
+  market_name,
+  market_type,
+  market_index,
+  slot,
+  bids,
+  asks,
+  payload AS raw,
+  updated_at
+FROM public.dlob_best_makers_latest;
+
+CREATE OR REPLACE VIEW public.dlob_stats_latest_projection AS
+WITH base AS (
+  SELECT
+    source,
+    market_name,
+    market_type,
+    market_index,
+    ts,
+    slot,
+    CASE
+      WHEN NULLIF(mark_price_raw, '') IS NULL THEN NULL
+      ELSE NULLIF(mark_price_raw, '')::numeric / 1000000::numeric
+    END AS mark_price,
+    CASE
+      WHEN NULLIF(oracle_price_raw, '') IS NULL THEN NULL
+      ELSE NULLIF(oracle_price_raw, '')::numeric / 1000000::numeric
+    END AS oracle_price,
+    CASE
+      WHEN NULLIF(best_bid_price_raw, '') IS NULL THEN NULL
+      ELSE NULLIF(best_bid_price_raw, '')::numeric / 1000000::numeric
+    END AS best_bid_price,
+    CASE
+      WHEN NULLIF(best_ask_price_raw, '') IS NULL THEN NULL
+      ELSE NULLIF(best_ask_price_raw, '')::numeric / 1000000::numeric
+    END AS best_ask_price,
+    bids,
+    asks,
+    payload,
+    updated_at
+  FROM public.dlob_orderbook_l2_latest
+  WHERE is_indicative = FALSE
+),
+bid_levels AS (
+  SELECT
+    b.source,
+    b.market_name,
+    COALESCE(
+      SUM((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric),
+      0::numeric
+    ) AS depth_bid_base,
+    COALESCE(
+      SUM(
+        ((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric) *
+        ((NULLIF(level->>'price', '')::numeric) / 1000000::numeric)
+      ),
+      0::numeric
+    ) AS depth_bid_usd
+  FROM base b
+  LEFT JOIN LATERAL (
+    SELECT level
+    FROM jsonb_array_elements(COALESCE(b.bids, '[]'::jsonb)) WITH ORDINALITY AS e(level, ord)
+    WHERE ord <= 10
+  ) levels ON TRUE
+  GROUP BY b.source, b.market_name
+),
+ask_levels AS (
+  SELECT
+    b.source,
+    b.market_name,
+    COALESCE(
+      SUM((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric),
+      0::numeric
+    ) AS depth_ask_base,
+    COALESCE(
+      SUM(
+        ((NULLIF(level->>'size', '')::numeric) / 1000000000::numeric) *
+        ((NULLIF(level->>'price', '')::numeric) / 1000000::numeric)
+      ),
+      0::numeric
+    ) AS depth_ask_usd
+  FROM base b
+  LEFT JOIN LATERAL (
+    SELECT level
+    FROM jsonb_array_elements(COALESCE(b.asks, '[]'::jsonb)) WITH ORDINALITY AS e(level, ord)
+    WHERE ord <= 10
+  ) levels ON TRUE
+  GROUP BY b.source, b.market_name
+)
+SELECT
+  b.source,
+  b.market_name,
+  b.market_type,
+  b.market_index,
+  b.ts,
+  b.slot,
+  b.mark_price,
+  b.oracle_price,
+  b.best_bid_price,
+  b.best_ask_price,
+  CASE
+    WHEN b.best_bid_price IS NOT NULL AND b.best_ask_price IS NOT NULL
+    THEN (b.best_bid_price + b.best_ask_price) / 2
+    ELSE NULL
+  END AS mid_price,
+  CASE
+    WHEN b.best_bid_price IS NOT NULL AND b.best_ask_price IS NOT NULL
+    THEN b.best_ask_price - b.best_bid_price
+    ELSE NULL
+  END AS spread_abs,
+  CASE
+    WHEN b.best_bid_price IS NOT NULL
+      AND b.best_ask_price IS NOT NULL
+      AND (b.best_bid_price + b.best_ask_price) > 0
+    THEN ((b.best_ask_price - b.best_bid_price) / ((b.best_bid_price + b.best_ask_price) / 2)) * 10000
+    ELSE NULL
+  END AS spread_bps,
+  10::integer AS depth_levels,
+  bids.depth_bid_base,
+  asks.depth_ask_base,
+  bids.depth_bid_usd,
+  asks.depth_ask_usd,
+  CASE
+    WHEN (bids.depth_bid_usd + asks.depth_ask_usd) > 0
+    THEN (bids.depth_bid_usd - asks.depth_ask_usd) / (bids.depth_bid_usd + asks.depth_ask_usd)
+    ELSE NULL
+  END AS imbalance,
+  jsonb_build_object(
+    'canonical_table', 'dlob_orderbook_l2_latest',
+    'projection', 'dlob_stats_latest_projection'
+  ) AS raw,
+  b.updated_at
+FROM base b
+LEFT JOIN bid_levels bids USING (source, market_name)
+LEFT JOIN ask_levels asks USING (source, market_name);

kustomize/base/kustomization.yaml

@@ -5,6 +5,7 @@ resources:
   - cm-trade-deploy.yaml
   - postgres/service.yaml
   - postgres/statefulset.yaml
+  - postgres/job-migrate.yaml
   - hasura/service.yaml
   - hasura/deployment.yaml
   - hasura/job-bootstrap.yaml
@@ -13,6 +14,19 @@ resources:
   - 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-worker/deployment-drift.yaml
+  - dlob-depth-worker/deployment.yaml
+  - dlob-depth-worker/deployment-drift.yaml
+  - dlob-slippage-worker/deployment.yaml
+  - dlob-slippage-worker/deployment-drift.yaml
+  - dlob-ts-archiver/deployment.yaml
+  - dlob-ts-archiver/deployment-drift.yaml
+  - candles-cache-worker/deployment.yaml
 
 configMapGenerator:
   - name: postgres-initdb
@@ -21,6 +35,27 @@ configMapGenerator:
   - name: hasura-bootstrap-script
     files:
       - hasura/hasura-bootstrap.mjs
+  - name: dlob-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: candles-cache-worker-script
+    files:
+      - candles-cache-worker/worker.mjs
+  - name: trade-api-wrapper
+    files:
+      - api/wrapper.mjs
+  - name: trade-api-upstream
+    files:
+      - api/server.mjs
 
 generatorOptions:
   disableNameSuffixHash: true

kustomize/base/postgres/job-migrate.yaml

@@ -0,0 +1,36 @@
+apiVersion: batch/v1
+kind: Job
+metadata:
+  name: postgres-migrate
+  annotations:
+    argocd.argoproj.io/hook: Sync
+    argocd.argoproj.io/hook-delete-policy: BeforeHookCreation,HookSucceeded
+    argocd.argoproj.io/sync-wave: "2"
+spec:
+  backoffLimit: 3
+  template:
+    spec:
+      restartPolicy: OnFailure
+      containers:
+        - name: postgres-migrate
+          image: postgres:16
+          imagePullPolicy: IfNotPresent
+          envFrom:
+            - secretRef:
+                name: trade-postgres
+          command:
+            - sh
+            - -ec
+            - |
+              export PGPASSWORD="$POSTGRES_PASSWORD"
+              until pg_isready -h postgres -U "$POSTGRES_USER" -d "$POSTGRES_DB"; do sleep 1; done
+              psql -h postgres -U "$POSTGRES_USER" -d "$POSTGRES_DB" -v ON_ERROR_STOP=1 -f /migrations/001_init.sql
+          volumeMounts:
+            - name: migrations
+              mountPath: /migrations/001_init.sql
+              subPath: 001_init.sql
+              readOnly: true
+      volumes:
+        - name: migrations
+          configMap:
+            name: postgres-initdb

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/infra/portainer/portainer.yaml

@@ -91,10 +91,10 @@ spec:
   ingressClassName: traefik
   tls:
     - hosts:
-        - portainer.rv32i.pl
-      secretName: portainer-rv32i-pl-tls
+        - portainer.mpabi.pl
+      secretName: portainer-mpabi-pl-tls
   rules:
-    - host: portainer.rv32i.pl
+    - host: portainer.mpabi.pl
       http:
         paths:
           - path: /

kustomize/overlays/mevnode-bot/README.md

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

kustomize/overlays/mevnode-bot/dlob-ingestor.mjs

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

kustomize/overlays/mevnode-bot/kustomization.yaml

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

kustomize/overlays/mevnode-bot/namespace.yaml

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

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

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

kustomize/overlays/mevnode-bot/patch-dlob-depth-worker.yaml

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

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

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

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

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

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

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

kustomize/overlays/mevnode-bot/patch-dlob-slippage-worker.yaml

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

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

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

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/patch-ingestor.yaml

@@ -0,0 +1,39 @@
+apiVersion: apps/v1
+kind: Deployment
+metadata:
+  name: trade-ingestor
+spec:
+  template:
+    spec:
+      imagePullSecrets: []
+      containers:
+        - name: ingestor
+          image: node:20-slim
+          imagePullPolicy: IfNotPresent
+          env:
+            - name: HASURA_GRAPHQL_URL
+              value: http://hasura:8080/v1/graphql
+            - name: HASURA_ADMIN_SECRET
+              valueFrom:
+                secretKeyRef:
+                  name: trade-hasura
+                  key: HASURA_GRAPHQL_ADMIN_SECRET
+            - name: DLOB_MARKETS
+              value: SOL-PERP,PUMP-PERP
+            - name: TICKS_POLL_MS
+              value: "1000"
+            - name: TICKS_SOURCE
+              value: "dlob_stats"
+          command:
+            - node
+          args:
+            - /opt/dlob/dlob-ingestor.mjs
+          volumeMounts:
+            - name: dlob-script
+              mountPath: /opt/dlob/dlob-ingestor.mjs
+              subPath: dlob-ingestor.mjs
+              readOnly: true
+      volumes:
+        - name: dlob-script
+          configMap:
+            name: trade-dlob-ingestor-script

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 +1,813 @@
+import crypto from 'node:crypto';
+import { spawnSync } from 'node:child_process';
+import fs from 'node:fs';
+import http from 'node:http';
+import https from 'node:https';
+import net from 'node:net';
+import path from 'node:path';
+import tls from 'node:tls';
+
+const PORT = Number.parseInt(process.env.PORT || '8081', 10);
+if (!Number.isInteger(PORT) || PORT <= 0) throw new Error(`Invalid PORT: ${process.env.PORT}`);
+
+const APP_VERSION = String(process.env.APP_VERSION || 'v1').trim() || 'v1';
+const BUILD_TIMESTAMP = String(process.env.BUILD_TIMESTAMP || '').trim() || undefined;
+const STARTED_AT = new Date().toISOString();
+
+const STATIC_DIR = process.env.STATIC_DIR || '/srv';
+const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
+const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
+const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
+const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
+const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
+const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
+const BASIC_AUTH_MODE = String(process.env.BASIC_AUTH_MODE || 'on')
+  .trim()
+  .toLowerCase();
+const BASIC_AUTH_ENABLED = !['off', 'false', '0', 'disabled', 'none'].includes(BASIC_AUTH_MODE);
+const AUTH_USER_HEADER = String(process.env.AUTH_USER_HEADER || 'x-trade-user')
+  .trim()
+  .toLowerCase();
+const AUTH_MODE = String(process.env.AUTH_MODE || 'session')
+  .trim()
+  .toLowerCase();
+const HTPASSWD_FILE = String(process.env.HTPASSWD_FILE || '/auth/users').trim();
+const AUTH_SESSION_SECRET_FILE = String(process.env.AUTH_SESSION_SECRET_FILE || '').trim() || null;
+const AUTH_SESSION_COOKIE = String(process.env.AUTH_SESSION_COOKIE || 'trade_session')
+  .trim()
+  .toLowerCase();
+const AUTH_SESSION_TTL_SECONDS = Number.parseInt(process.env.AUTH_SESSION_TTL_SECONDS || '43200', 10); // 12h
+const DLOB_SOURCE_COOKIE = String(process.env.DLOB_SOURCE_COOKIE || 'trade_dlob_source').trim() || 'trade_dlob_source';
+const DLOB_SOURCE_DEFAULT = String(process.env.DLOB_SOURCE_DEFAULT || 'mevnode').trim() || 'mevnode';
+
+function readJson(filePath) {
+  const raw = fs.readFileSync(filePath, 'utf8');
+  return JSON.parse(raw);
+}
+
+function readText(filePath) {
+  return fs.readFileSync(filePath, 'utf8');
+}
+
+function timingSafeEqualStr(a, b) {
+  const aa = Buffer.from(String(a), 'utf8');
+  const bb = Buffer.from(String(b), 'utf8');
+  if (aa.length !== bb.length) return false;
+  return crypto.timingSafeEqual(aa, bb);
+}
+
+function timingSafeEqualBuf(a, b) {
+  if (!(a instanceof Uint8Array) || !(b instanceof Uint8Array)) return false;
+  if (a.length !== b.length) return false;
+  return crypto.timingSafeEqual(Buffer.from(a), Buffer.from(b));
+}
+
+function loadBasicAuth() {
+  const j = readJson(BASIC_AUTH_FILE);
+  const username = (j?.username || '').toString();
+  const password = (j?.password || '').toString();
+  if (!username || !password) throw new Error(`Invalid BASIC_AUTH_FILE: ${BASIC_AUTH_FILE}`);
+  return { username, password };
+}
+
+function loadApiReadToken() {
+  const j = readJson(API_READ_TOKEN_FILE);
+  const token = (j?.token || '').toString();
+  if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
+  return token;
+}
+
+function send(res, status, headers, body) {
+  res.statusCode = status;
+  for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
+  if (body == null) return void res.end();
+  res.end(body);
+}
+
+function sendJson(res, status, body) {
+  send(res, status, { 'content-type': 'application/json; charset=utf-8', 'cache-control': 'no-store' }, JSON.stringify(body));
+}
+
+function basicAuthRequired(res) {
+  res.setHeader('www-authenticate', 'Basic realm="trade"');
+  send(res, 401, { 'content-type': 'text/plain; charset=utf-8' }, 'unauthorized');
+}
+
+function unauthorized(res) {
+  sendJson(res, 401, { ok: false, error: 'unauthorized' });
+}
+
+function isAuthorized(req, creds) {
+  const auth = req.headers.authorization || '';
+  const m = String(auth).match(/^Basic\s+(.+)$/i);
+  if (!m?.[1]) return false;
+  let decoded;
+  try {
+    decoded = Buffer.from(m[1], 'base64').toString('utf8');
+  } catch {
+    return false;
+  }
+  const idx = decoded.indexOf(':');
+  if (idx < 0) return false;
+  const u = decoded.slice(0, idx);
+  const p = decoded.slice(idx + 1);
+  return timingSafeEqualStr(u, creds.username) && timingSafeEqualStr(p, creds.password);
+}
+
+const MIME = {
+  '.html': 'text/html; charset=utf-8',
+  '.css': 'text/css; charset=utf-8',
+  '.js': 'application/javascript; charset=utf-8',
+  '.mjs': 'application/javascript; charset=utf-8',
+  '.json': 'application/json; charset=utf-8',
+  '.svg': 'image/svg+xml',
+  '.png': 'image/png',
+  '.jpg': 'image/jpeg',
+  '.jpeg': 'image/jpeg',
+  '.gif': 'image/gif',
+  '.ico': 'image/x-icon',
+  '.txt': 'text/plain; charset=utf-8',
+  '.map': 'application/json; charset=utf-8',
+};
+
+function contentTypeFor(filePath) {
+  return MIME[path.extname(filePath).toLowerCase()] || 'application/octet-stream';
+}
+
+function safePathFromUrlPath(urlPath) {
+  const decoded = decodeURIComponent(urlPath);
+  const cleaned = decoded.replace(/\0/g, '');
+  // strip leading slash so join() doesn't ignore STATIC_DIR
+  const rel = cleaned.replace(/^\/+/, '');
+  const normalized = path.normalize(rel);
+  // prevent traversal
+  if (normalized.startsWith('..') || path.isAbsolute(normalized)) return null;
+  return normalized;
+}
+
+function injectIndexHtml(html, { dlobSource, redirectPath }) {
+  const src = normalizeDlobSource(dlobSource) || 'mevnode';
+  const redirect = safeRedirectPath(redirectPath);
+  const hrefBase = `/prefs/dlob-source?redirect=${encodeURIComponent(redirect)}&set=`;
+
+  const styleActive = 'font-weight:700;text-decoration:underline;';
+  const styleInactive = 'font-weight:400;text-decoration:none;';
+
+  const snippet = `
+<!-- trade: dlob source switch -->
+<div style="position:fixed;right:12px;bottom:12px;z-index:2147483647;background:rgba(0,0,0,0.72);color:#fff;padding:8px 10px;border-radius:10px;font:12px/1.2 system-ui,-apple-system,Segoe UI,Roboto,sans-serif;backdrop-filter:blur(6px);">
+  <span style="opacity:0.85;margin-right:6px;">DLOB</span>
+  <a href="${hrefBase}mevnode" style="color:#fff;${src === 'mevnode' ? styleActive : styleInactive}">mevnode</a>
+  <span style="opacity:0.6;margin:0 6px;">|</span>
+  <a href="${hrefBase}drift" style="color:#fff;${src === 'drift' ? styleActive : styleInactive}">drift</a>
+</div>
+`;
+
+  const bodyClose = /<\/body>/i;
+  if (bodyClose.test(html)) return html.replace(bodyClose, `${snippet}</body>`);
+  return `${html}\n${snippet}\n`;
+}
+
+function serveStatic(req, res) {
+  if (req.method !== 'GET' && req.method !== 'HEAD') {
+    send(res, 405, { 'content-type': 'text/plain; charset=utf-8' }, 'method_not_allowed');
+    return;
+  }
+
+  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+  const rel = safePathFromUrlPath(url.pathname);
+  if (rel == null) {
+    send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
+    return;
+  }
+
+  const root = path.resolve(STATIC_DIR);
+  const fileCandidate = path.resolve(root, rel);
+  if (!fileCandidate.startsWith(root)) {
+    send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
+    return;
+  }
+
+  const trySend = (filePath) => {
+    try {
+      const st = fs.statSync(filePath);
+      if (st.isDirectory()) return trySend(path.join(filePath, 'index.html'));
+      res.statusCode = 200;
+      res.setHeader('content-type', contentTypeFor(filePath));
+      res.setHeader('cache-control', filePath.endsWith('index.html') ? 'no-cache' : 'public, max-age=31536000');
+      if (req.method === 'HEAD') return void res.end();
+      if (filePath.endsWith('index.html')) {
+        const html = fs.readFileSync(filePath, 'utf8');
+        const injected = injectIndexHtml(html, {
+          dlobSource: resolveDlobSource(req),
+          redirectPath: url.pathname + url.search,
+        });
+        res.end(injected);
+        return true;
+      }
+      fs.createReadStream(filePath).pipe(res);
+      return true;
+    } catch {
+      return false;
+    }
+  };
+
+  // exact file, otherwise SPA fallback
+  if (trySend(fileCandidate)) return;
+  const indexPath = path.join(root, 'index.html');
+  if (trySend(indexPath)) return;
+
+  send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
+}
+
+function stripHopByHopHeaders(headers) {
+  const hop = new Set([
+    'connection',
+    'keep-alive',
+    'proxy-authenticate',
+    'proxy-authorization',
+    'te',
+    'trailer',
+    'transfer-encoding',
+    'upgrade',
+  ]);
+  const out = {};
+  for (const [k, v] of Object.entries(headers || {})) {
+    if (hop.has(k.toLowerCase())) continue;
+    out[k] = v;
+  }
+  return out;
+}
+
+function readHeader(req, name) {
+  const v = req.headers[String(name).toLowerCase()];
+  return Array.isArray(v) ? v[0] : v;
+}
+
+function readCookie(req, name) {
+  const raw = typeof req.headers.cookie === 'string' ? req.headers.cookie : '';
+  if (!raw) return null;
+  const needle = `${name}=`;
+  for (const part of raw.split(';')) {
+    const t = part.trim();
+    if (!t.startsWith(needle)) continue;
+    return t.slice(needle.length) || null;
+  }
+  return null;
+}
+
+function normalizeDlobSource(value) {
+  const v = String(value ?? '')
+    .trim()
+    .toLowerCase();
+  if (v === 'mevnode') return 'mevnode';
+  if (v === 'drift') return 'drift';
+  return null;
+}
+
+function resolveDlobSource(req) {
+  const fromCookie = normalizeDlobSource(readCookie(req, DLOB_SOURCE_COOKIE));
+  if (fromCookie) return fromCookie;
+  return normalizeDlobSource(DLOB_SOURCE_DEFAULT) || 'mevnode';
+}
+
+function safeRedirectPath(value) {
+  const s = String(value ?? '').trim();
+  if (!s.startsWith('/')) return '/';
+  if (s.startsWith('//')) return '/';
+  return s.replace(/\r|\n/g, '');
+}
+
+function setDlobSourceCookie(res, { secure, dlobSource }) {
+  const src = normalizeDlobSource(dlobSource);
+  if (!src) return false;
+  const parts = [
+    `${DLOB_SOURCE_COOKIE}=${src}`,
+    'Path=/',
+    'SameSite=Lax',
+    'HttpOnly',
+    'Max-Age=31536000',
+  ];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+  return true;
+}
+
+function resolveAuthUser(req) {
+  const user = readHeader(req, AUTH_USER_HEADER) || readHeader(req, 'x-webauth-user');
+  const value = typeof user === 'string' ? user.trim() : '';
+  return value || null;
+}
+
+function isHttpsRequest(req) {
+  const xf = readHeader(req, 'x-forwarded-proto');
+  if (typeof xf === 'string' && xf.toLowerCase() === 'https') return true;
+  return Boolean(req.socket && req.socket.encrypted);
+}
+
+function base64urlEncode(buf) {
+  return Buffer.from(buf)
+    .toString('base64')
+    .replace(/\+/g, '-')
+    .replace(/\//g, '_')
+    .replace(/=+$/g, '');
+}
+
+function base64urlDecode(str) {
+  const cleaned = String(str).replace(/-/g, '+').replace(/_/g, '/');
+  const pad = cleaned.length % 4 === 0 ? '' : '='.repeat(4 - (cleaned.length % 4));
+  return Buffer.from(cleaned + pad, 'base64');
+}
+
+function loadSessionSecret() {
+  if (process.env.AUTH_SESSION_SECRET && String(process.env.AUTH_SESSION_SECRET).trim()) {
+    return Buffer.from(String(process.env.AUTH_SESSION_SECRET).trim(), 'utf8');
+  }
+  if (AUTH_SESSION_SECRET_FILE) {
+    try {
+      const txt = readText(AUTH_SESSION_SECRET_FILE).trim();
+      if (txt) return Buffer.from(txt, 'utf8');
+    } catch {
+      // ignore
+    }
+  }
+  return crypto.randomBytes(32);
+}
+
+const SESSION_SECRET = loadSessionSecret();
+
+function signSessionPayload(payloadB64) {
+  return crypto.createHmac('sha256', SESSION_SECRET).update(payloadB64).digest();
+}
+
+function makeSessionCookieValue(username) {
+  const now = Math.floor(Date.now() / 1000);
+  const exp = now + (Number.isFinite(AUTH_SESSION_TTL_SECONDS) && AUTH_SESSION_TTL_SECONDS > 0 ? AUTH_SESSION_TTL_SECONDS : 43200);
+  const payload = JSON.stringify({ u: String(username), exp });
+  const payloadB64 = base64urlEncode(Buffer.from(payload, 'utf8'));
+  const sigB64 = base64urlEncode(signSessionPayload(payloadB64));
+  return `${payloadB64}.${sigB64}`;
+}
+
+function getSessionUser(req) {
+  const raw = readCookie(req, AUTH_SESSION_COOKIE);
+  if (!raw) return null;
+  const parts = raw.split('.');
+  if (parts.length !== 2) return null;
+  const [payloadB64, sigB64] = parts;
+  if (!payloadB64 || !sigB64) return null;
+
+  let payload;
+  try {
+    payload = JSON.parse(base64urlDecode(payloadB64).toString('utf8'));
+  } catch {
+    return null;
+  }
+  const u = typeof payload?.u === 'string' ? payload.u.trim() : '';
+  const exp = Number(payload?.exp);
+  if (!u || !Number.isFinite(exp)) return null;
+  const now = Math.floor(Date.now() / 1000);
+  if (now >= exp) return null;
+
+  const expected = signSessionPayload(payloadB64);
+  let got;
+  try {
+    got = base64urlDecode(sigB64);
+  } catch {
+    return null;
+  }
+  if (!timingSafeEqualBuf(expected, got)) return null;
+
+  return u;
+}
+
+function resolveAuthenticatedUser(req) {
+  const sessionUser = getSessionUser(req);
+  if (sessionUser) return sessionUser;
+  const headerUser = resolveAuthUser(req);
+  if (headerUser) return headerUser;
+  if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') return 'anonymous';
+  return null;
+}
+
+function clearSessionCookie(res, secure) {
+  const parts = [`${AUTH_SESSION_COOKIE}=`, 'Path=/', 'Max-Age=0', 'HttpOnly', 'SameSite=Lax'];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+}
+
+function setSessionCookie(res, secure, username) {
+  const value = makeSessionCookieValue(username);
+  const parts = [
+    `${AUTH_SESSION_COOKIE}=${value}`,
+    'Path=/',
+    `Max-Age=${Number.isFinite(AUTH_SESSION_TTL_SECONDS) ? AUTH_SESSION_TTL_SECONDS : 43200}`,
+    'HttpOnly',
+    'SameSite=Lax',
+  ];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+}
+
+function verifyWithHtpasswd(username, password) {
+  try {
+    const r = spawnSync('htpasswd', ['-vb', HTPASSWD_FILE, String(username), String(password)], {
+      stdio: 'ignore',
+      timeout: 3000,
+    });
+    return r.status === 0;
+  } catch {
+    return false;
+  }
+}
+
+function readBody(req, limitBytes = 1024 * 16) {
+  return new Promise((resolve, reject) => {
+    let total = 0;
+    const chunks = [];
+    req.on('data', (chunk) => {
+      total += chunk.length;
+      if (total > limitBytes) {
+        reject(new Error('payload_too_large'));
+        req.destroy();
+        return;
+      }
+      chunks.push(chunk);
+    });
+    req.on('end', () => resolve(Buffer.concat(chunks).toString('utf8')));
+    req.on('error', reject);
+  });
+}
+
+function proxyApi(req, res, apiReadToken) {
+  const upstreamBase = new URL(API_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const prefix = '/api';
+  const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
+  if (strippedPath == null) {
+    send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
+    return;
+  }
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = strippedPath || '/';
+  target.search = inUrl.search;
+
+  const isHttps = target.protocol === 'https:';
+  const lib = isHttps ? https : http;
+
+  const headers = stripHopByHopHeaders(req.headers);
+  delete headers.authorization; // basic auth from client must not leak upstream
+  headers.host = target.host;
+  headers.authorization = `Bearer ${apiReadToken}`;
+
+  const upstreamReq = lib.request(
+    {
+      protocol: target.protocol,
+      hostname: target.hostname,
+      port: target.port || (isHttps ? 443 : 80),
+      method: req.method,
+      path: target.pathname + target.search,
+      headers,
+    },
+    (upstreamRes) => {
+      const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
+      res.writeHead(upstreamRes.statusCode || 502, outHeaders);
+      upstreamRes.pipe(res);
+    }
+  );
+
+  upstreamReq.on('error', (err) => {
+    if (!res.headersSent) {
+      send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
+    } else {
+      res.destroy();
+    }
+  });
+
+  req.pipe(upstreamReq);
+}
+
+function withCors(res) {
+  res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
+  res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
+  res.setHeader(
+    'access-control-allow-headers',
+    'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
+  );
+}
+
+function proxyGraphqlHttp(req, res) {
+  const upstreamBase = new URL(HASURA_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = HASURA_GRAPHQL_PATH;
+  target.search = inUrl.search;
+
+  const isHttps = target.protocol === 'https:';
+  const lib = isHttps ? https : http;
+
+  const headers = stripHopByHopHeaders(req.headers);
+  headers.host = target.host;
+  delete headers['x-hasura-dlob-source'];
+  headers['x-hasura-dlob-source'] = resolveDlobSource(req);
+
+  const upstreamReq = lib.request(
+    {
+      protocol: target.protocol,
+      hostname: target.hostname,
+      port: target.port || (isHttps ? 443 : 80),
+      method: req.method,
+      path: target.pathname + target.search,
+      headers,
+    },
+    (upstreamRes) => {
+      const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
+      withCors(res);
+      res.writeHead(upstreamRes.statusCode || 502, outHeaders);
+      upstreamRes.pipe(res);
+    }
+  );
+
+  upstreamReq.on('error', (err) => {
+    if (!res.headersSent) {
+      withCors(res);
+      send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
+    } else {
+      res.destroy();
+    }
+  });
+
+  req.pipe(upstreamReq);
+}
+
+function isGraphqlPath(pathname) {
+  return pathname === '/graphql' || pathname === '/graphql-ws';
+}
+
+function proxyGraphqlWs(req, socket, head) {
+  const upstreamBase = new URL(HASURA_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = HASURA_GRAPHQL_PATH;
+  target.search = inUrl.search;
+
+  const port = Number(target.port || (target.protocol === 'https:' ? 443 : 80));
+  const host = target.hostname;
+
+  const connect =
+    target.protocol === 'https:'
+      ? () => tls.connect({ host, port, servername: host })
+      : () => net.connect({ host, port });
+
+  const upstream = connect();
+  upstream.setNoDelay(true);
+  socket.setNoDelay(true);
+
+  // For WebSocket upgrades we must forward `connection`/`upgrade` and related headers.
+  const headers = { ...req.headers };
+  delete headers['content-length'];
+  delete headers['content-type'];
+  headers.host = target.host;
+  delete headers['x-hasura-dlob-source'];
+  headers['x-hasura-dlob-source'] = resolveDlobSource(req);
+
+  const lines = [];
+  lines.push(`GET ${target.pathname + target.search} HTTP/1.1`);
+  for (const [k, v] of Object.entries(headers)) {
+    if (v == null) continue;
+    if (Array.isArray(v)) {
+      for (const vv of v) lines.push(`${k}: ${vv}`);
+    } else {
+      lines.push(`${k}: ${v}`);
+    }
+  }
+  lines.push('', '');
+  upstream.write(lines.join('\r\n'));
+
+  if (head?.length) upstream.write(head);
+
+  upstream.on('error', () => {
+    try {
+      socket.destroy();
+    } catch {
+      // ignore
+    }
+  });
+  socket.on('error', () => {
+    try {
+      upstream.destroy();
+    } catch {
+      // ignore
+    }
+  });
+
+  upstream.pipe(socket);
+  socket.pipe(upstream);
+}
+
+async function handler(req, res) {
+  if (req.method === 'GET' && (req.url === '/healthz' || req.url?.startsWith('/healthz?'))) {
+    send(
+      res,
+      200,
+      { 'content-type': 'application/json; charset=utf-8' },
+      JSON.stringify({ ok: true, version: APP_VERSION, buildTimestamp: BUILD_TIMESTAMP, startedAt: STARTED_AT })
+    );
+    return;
+  }
+
+  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+  if (isGraphqlPath(url.pathname)) {
+    if (req.method === 'OPTIONS') {
+      withCors(res);
+      res.statusCode = 204;
+      res.end();
+      return;
+    }
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        withCors(res);
+        unauthorized(res);
+        return;
+      }
+    }
+    withCors(res);
+    proxyGraphqlHttp(req, res);
+    return;
+  }
+  if (req.method === 'GET' && url.pathname === '/whoami') {
+    sendJson(res, 200, { ok: true, user: resolveAuthenticatedUser(req), mode: AUTH_MODE });
+    return;
+  }
+
+  if (req.method === 'GET' && url.pathname === '/prefs/dlob-source') {
+    const set = url.searchParams.get('set');
+    if (!set) {
+      sendJson(res, 200, { ok: true, dlobSource: resolveDlobSource(req) });
+      return;
+    }
+
+    const ok = setDlobSourceCookie(res, { secure: isHttpsRequest(req), dlobSource: set });
+    if (!ok) {
+      sendJson(res, 400, { ok: false, error: 'invalid_dlob_source' });
+      return;
+    }
+
+    res.statusCode = 302;
+    res.setHeader('location', safeRedirectPath(url.searchParams.get('redirect') || '/'));
+    res.end();
+    return;
+  }
+
+  if (req.method === 'POST' && url.pathname === '/auth/login') {
+    if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') {
+      sendJson(res, 400, { ok: false, error: 'auth_disabled' });
+      return;
+    }
+
+    const raw = await readBody(req);
+    const ct = String(req.headers['content-type'] || '').toLowerCase();
+    let username = '';
+    let password = '';
+    if (ct.includes('application/json')) {
+      let json;
+      try {
+        json = JSON.parse(raw);
+      } catch {
+        sendJson(res, 400, { ok: false, error: 'bad_json' });
+        return;
+      }
+      username = typeof json?.username === 'string' ? json.username.trim() : '';
+      password = typeof json?.password === 'string' ? json.password : '';
+    } else {
+      const params = new URLSearchParams(raw);
+      username = String(params.get('username') || '').trim();
+      password = String(params.get('password') || '');
+    }
+
+    if (!username || !password || username.length > 64 || password.length > 200) {
+      sendJson(res, 400, { ok: false, error: 'invalid_input' });
+      return;
+    }
+
+    const ok = verifyWithHtpasswd(username, password);
+    if (!ok) {
+      unauthorized(res);
+      return;
+    }
+
+    const secure = isHttpsRequest(req);
+    setSessionCookie(res, secure, username);
+    sendJson(res, 200, { ok: true, user: username });
+    return;
+  }
+
+  if ((req.method === 'POST' || req.method === 'GET') && (url.pathname === '/auth/logout' || url.pathname === '/logout')) {
+    clearSessionCookie(res, isHttpsRequest(req));
+    if (req.method === 'GET') {
+      res.statusCode = 302;
+      res.setHeader('location', '/');
+      res.end();
+      return;
+    }
+    sendJson(res, 200, { ok: true });
+    return;
+  }
+
+  if (BASIC_AUTH_ENABLED) {
+    let creds;
+    try {
+      creds = loadBasicAuth();
+    } catch (e) {
+      send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+      return;
+    }
+
+    if (!isAuthorized(req, creds)) {
+      basicAuthRequired(res);
+      return;
+    }
+  }
+
+  if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        unauthorized(res);
+        return;
+      }
+    }
+
+    let token;
+    try {
+      token = loadApiReadToken();
+    } catch (e) {
+      send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+      return;
+    }
+    proxyApi(req, res, token);
+    return;
+  }
+
+  serveStatic(req, res);
+}
+
+const server = http.createServer((req, res) => {
+  handler(req, res).catch((e) => {
+    if (res.headersSent) {
+      res.destroy();
+      return;
+    }
+    send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+  });
+});
+server.on('upgrade', (req, socket, head) => {
+  try {
+    const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+    if (!isGraphqlPath(url.pathname)) {
+      socket.destroy();
+      return;
+    }
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        try {
+          socket.write('HTTP/1.1 401 Unauthorized\r\n\r\n');
+        } catch {
+          // ignore
+        }
+        socket.destroy();
+        return;
+      }
+    }
+    proxyGraphqlWs(req, socket, head);
+  } catch {
+    socket.destroy();
+  }
+});
+server.listen(PORT, () => {
+  console.log(
+    JSON.stringify(
+      {
+        service: 'trade-frontend',
+        port: PORT,
+        staticDir: STATIC_DIR,
+        apiUpstream: API_UPSTREAM,
+        hasuraUpstream: HASURA_UPSTREAM,
+        basicAuthFile: BASIC_AUTH_FILE,
+        basicAuthMode: BASIC_AUTH_MODE,
+        apiReadTokenFile: API_READ_TOKEN_FILE,
+        authUserHeader: AUTH_USER_HEADER,
+        authMode: AUTH_MODE,
+        htpasswdFile: HTPASSWD_FILE,
+      },
+      null,
+      2
+    )
+  );
+});

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

@@ -0,0 +1,219 @@
+import process from 'node:process';
+import { setTimeout as sleep } from 'node:timers/promises';
+
+function getIsoNow() {
+  return new Date().toISOString();
+}
+
+function envString(name, fallback) {
+  const v = process.env[name];
+  if (v == null) return fallback;
+  const s = String(v).trim();
+  return s ? s : fallback;
+}
+
+function envInt(name, fallback, { min, max } = {}) {
+  const v = process.env[name];
+  if (v == null) return fallback;
+  const n = Number.parseInt(String(v), 10);
+  if (!Number.isFinite(n)) return fallback;
+  const low = typeof min === 'number' ? min : n;
+  const high = typeof max === 'number' ? max : n;
+  return Math.max(low, Math.min(high, n));
+}
+
+function envList(name, fallbackCsv) {
+  const raw = process.env[name] ?? fallbackCsv;
+  return String(raw)
+    .split(',')
+    .map((s) => s.trim())
+    .filter(Boolean);
+}
+
+function toIntOrNull(v) {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number.parseInt(s, 10);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+function numStr(v) {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? String(v) : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    return s ? s : null;
+  }
+  return null;
+}
+
+function isoFromEpochMs(v) {
+  const n = typeof v === 'number' ? v : typeof v === 'string' ? Number(v.trim()) : NaN;
+  if (!Number.isFinite(n) || n <= 0) return null;
+  const d = new Date(n);
+  const ms = d.getTime();
+  if (!Number.isFinite(ms)) return null;
+  return d.toISOString();
+}
+
+function resolveConfig() {
+  const hasuraUrl = envString('HASURA_GRAPHQL_URL', 'http://hasura:8080/v1/graphql');
+  const hasuraAdminSecret = envString('HASURA_ADMIN_SECRET', '');
+  if (!hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET');
+
+  const markets = envList('DLOB_MARKETS', 'SOL-PERP,DOGE-PERP,JUP-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/fake-ingestor.mjs

@@ -0,0 +1,487 @@
+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-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/staging/frontend-ingress-root.yaml

@@ -0,0 +1,24 @@
+apiVersion: networking.k8s.io/v1
+kind: Ingress
+metadata:
+  name: trade-frontend-root
+  annotations:
+    cert-manager.io/cluster-issuer: letsencrypt-prod
+    traefik.ingress.kubernetes.io/router.entrypoints: websecure
+spec:
+  ingressClassName: traefik
+  tls:
+    - hosts:
+        - mpabi.pl
+      secretName: mpabi-pl-tls
+  rules:
+    - host: mpabi.pl
+      http:
+        paths:
+          - path: /
+            pathType: Prefix
+            backend:
+              service:
+                name: trade-frontend
+                port:
+                  number: 8081

kustomize/overlays/staging/frontend-ingress.yaml

@@ -9,10 +9,10 @@ spec:
   ingressClassName: traefik
   tls:
     - hosts:
-        - trade.rv32i.pl
-      secretName: trade-rv32i-pl-tls
+        - trade.mpabi.pl
+      secretName: trade-mpabi-pl-tls
   rules:
-    - host: trade.rv32i.pl
+    - host: trade.mpabi.pl
       http:
         paths:
           - path: /

kustomize/overlays/staging/frontend-server.mjs

@@ -0,0 +1,813 @@
+import crypto from 'node:crypto';
+import { spawnSync } from 'node:child_process';
+import fs from 'node:fs';
+import http from 'node:http';
+import https from 'node:https';
+import net from 'node:net';
+import path from 'node:path';
+import tls from 'node:tls';
+
+const PORT = Number.parseInt(process.env.PORT || '8081', 10);
+if (!Number.isInteger(PORT) || PORT <= 0) throw new Error(`Invalid PORT: ${process.env.PORT}`);
+
+const APP_VERSION = String(process.env.APP_VERSION || 'v1').trim() || 'v1';
+const BUILD_TIMESTAMP = String(process.env.BUILD_TIMESTAMP || '').trim() || undefined;
+const STARTED_AT = new Date().toISOString();
+
+const STATIC_DIR = process.env.STATIC_DIR || '/srv';
+const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
+const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
+const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
+const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
+const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
+const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
+const BASIC_AUTH_MODE = String(process.env.BASIC_AUTH_MODE || 'on')
+  .trim()
+  .toLowerCase();
+const BASIC_AUTH_ENABLED = !['off', 'false', '0', 'disabled', 'none'].includes(BASIC_AUTH_MODE);
+const AUTH_USER_HEADER = String(process.env.AUTH_USER_HEADER || 'x-trade-user')
+  .trim()
+  .toLowerCase();
+const AUTH_MODE = String(process.env.AUTH_MODE || 'session')
+  .trim()
+  .toLowerCase();
+const HTPASSWD_FILE = String(process.env.HTPASSWD_FILE || '/auth/users').trim();
+const AUTH_SESSION_SECRET_FILE = String(process.env.AUTH_SESSION_SECRET_FILE || '').trim() || null;
+const AUTH_SESSION_COOKIE = String(process.env.AUTH_SESSION_COOKIE || 'trade_session')
+  .trim()
+  .toLowerCase();
+const AUTH_SESSION_TTL_SECONDS = Number.parseInt(process.env.AUTH_SESSION_TTL_SECONDS || '43200', 10); // 12h
+const DLOB_SOURCE_COOKIE = String(process.env.DLOB_SOURCE_COOKIE || 'trade_dlob_source').trim() || 'trade_dlob_source';
+const DLOB_SOURCE_DEFAULT = String(process.env.DLOB_SOURCE_DEFAULT || 'mevnode').trim() || 'mevnode';
+
+function readJson(filePath) {
+  const raw = fs.readFileSync(filePath, 'utf8');
+  return JSON.parse(raw);
+}
+
+function readText(filePath) {
+  return fs.readFileSync(filePath, 'utf8');
+}
+
+function timingSafeEqualStr(a, b) {
+  const aa = Buffer.from(String(a), 'utf8');
+  const bb = Buffer.from(String(b), 'utf8');
+  if (aa.length !== bb.length) return false;
+  return crypto.timingSafeEqual(aa, bb);
+}
+
+function timingSafeEqualBuf(a, b) {
+  if (!(a instanceof Uint8Array) || !(b instanceof Uint8Array)) return false;
+  if (a.length !== b.length) return false;
+  return crypto.timingSafeEqual(Buffer.from(a), Buffer.from(b));
+}
+
+function loadBasicAuth() {
+  const j = readJson(BASIC_AUTH_FILE);
+  const username = (j?.username || '').toString();
+  const password = (j?.password || '').toString();
+  if (!username || !password) throw new Error(`Invalid BASIC_AUTH_FILE: ${BASIC_AUTH_FILE}`);
+  return { username, password };
+}
+
+function loadApiReadToken() {
+  const j = readJson(API_READ_TOKEN_FILE);
+  const token = (j?.token || '').toString();
+  if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
+  return token;
+}
+
+function send(res, status, headers, body) {
+  res.statusCode = status;
+  for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
+  if (body == null) return void res.end();
+  res.end(body);
+}
+
+function sendJson(res, status, body) {
+  send(res, status, { 'content-type': 'application/json; charset=utf-8', 'cache-control': 'no-store' }, JSON.stringify(body));
+}
+
+function basicAuthRequired(res) {
+  res.setHeader('www-authenticate', 'Basic realm="trade"');
+  send(res, 401, { 'content-type': 'text/plain; charset=utf-8' }, 'unauthorized');
+}
+
+function unauthorized(res) {
+  sendJson(res, 401, { ok: false, error: 'unauthorized' });
+}
+
+function isAuthorized(req, creds) {
+  const auth = req.headers.authorization || '';
+  const m = String(auth).match(/^Basic\s+(.+)$/i);
+  if (!m?.[1]) return false;
+  let decoded;
+  try {
+    decoded = Buffer.from(m[1], 'base64').toString('utf8');
+  } catch {
+    return false;
+  }
+  const idx = decoded.indexOf(':');
+  if (idx < 0) return false;
+  const u = decoded.slice(0, idx);
+  const p = decoded.slice(idx + 1);
+  return timingSafeEqualStr(u, creds.username) && timingSafeEqualStr(p, creds.password);
+}
+
+const MIME = {
+  '.html': 'text/html; charset=utf-8',
+  '.css': 'text/css; charset=utf-8',
+  '.js': 'application/javascript; charset=utf-8',
+  '.mjs': 'application/javascript; charset=utf-8',
+  '.json': 'application/json; charset=utf-8',
+  '.svg': 'image/svg+xml',
+  '.png': 'image/png',
+  '.jpg': 'image/jpeg',
+  '.jpeg': 'image/jpeg',
+  '.gif': 'image/gif',
+  '.ico': 'image/x-icon',
+  '.txt': 'text/plain; charset=utf-8',
+  '.map': 'application/json; charset=utf-8',
+};
+
+function contentTypeFor(filePath) {
+  return MIME[path.extname(filePath).toLowerCase()] || 'application/octet-stream';
+}
+
+function safePathFromUrlPath(urlPath) {
+  const decoded = decodeURIComponent(urlPath);
+  const cleaned = decoded.replace(/\0/g, '');
+  // strip leading slash so join() doesn't ignore STATIC_DIR
+  const rel = cleaned.replace(/^\/+/, '');
+  const normalized = path.normalize(rel);
+  // prevent traversal
+  if (normalized.startsWith('..') || path.isAbsolute(normalized)) return null;
+  return normalized;
+}
+
+function injectIndexHtml(html, { dlobSource, redirectPath }) {
+  const src = normalizeDlobSource(dlobSource) || 'mevnode';
+  const redirect = safeRedirectPath(redirectPath);
+  const hrefBase = `/prefs/dlob-source?redirect=${encodeURIComponent(redirect)}&set=`;
+
+  const styleActive = 'font-weight:700;text-decoration:underline;';
+  const styleInactive = 'font-weight:400;text-decoration:none;';
+
+  const snippet = `
+<!-- trade: dlob source switch -->
+<div style="position:fixed;right:12px;bottom:12px;z-index:2147483647;background:rgba(0,0,0,0.72);color:#fff;padding:8px 10px;border-radius:10px;font:12px/1.2 system-ui,-apple-system,Segoe UI,Roboto,sans-serif;backdrop-filter:blur(6px);">
+  <span style="opacity:0.85;margin-right:6px;">DLOB</span>
+  <a href="${hrefBase}mevnode" style="color:#fff;${src === 'mevnode' ? styleActive : styleInactive}">mevnode</a>
+  <span style="opacity:0.6;margin:0 6px;">|</span>
+  <a href="${hrefBase}drift" style="color:#fff;${src === 'drift' ? styleActive : styleInactive}">drift</a>
+</div>
+`;
+
+  const bodyClose = /<\/body>/i;
+  if (bodyClose.test(html)) return html.replace(bodyClose, `${snippet}</body>`);
+  return `${html}\n${snippet}\n`;
+}
+
+function serveStatic(req, res) {
+  if (req.method !== 'GET' && req.method !== 'HEAD') {
+    send(res, 405, { 'content-type': 'text/plain; charset=utf-8' }, 'method_not_allowed');
+    return;
+  }
+
+  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+  const rel = safePathFromUrlPath(url.pathname);
+  if (rel == null) {
+    send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
+    return;
+  }
+
+  const root = path.resolve(STATIC_DIR);
+  const fileCandidate = path.resolve(root, rel);
+  if (!fileCandidate.startsWith(root)) {
+    send(res, 400, { 'content-type': 'text/plain; charset=utf-8' }, 'bad_request');
+    return;
+  }
+
+  const trySend = (filePath) => {
+    try {
+      const st = fs.statSync(filePath);
+      if (st.isDirectory()) return trySend(path.join(filePath, 'index.html'));
+      res.statusCode = 200;
+      res.setHeader('content-type', contentTypeFor(filePath));
+      res.setHeader('cache-control', filePath.endsWith('index.html') ? 'no-cache' : 'public, max-age=31536000');
+      if (req.method === 'HEAD') return void res.end();
+      if (filePath.endsWith('index.html')) {
+        const html = fs.readFileSync(filePath, 'utf8');
+        const injected = injectIndexHtml(html, {
+          dlobSource: resolveDlobSource(req),
+          redirectPath: url.pathname + url.search,
+        });
+        res.end(injected);
+        return true;
+      }
+      fs.createReadStream(filePath).pipe(res);
+      return true;
+    } catch {
+      return false;
+    }
+  };
+
+  // exact file, otherwise SPA fallback
+  if (trySend(fileCandidate)) return;
+  const indexPath = path.join(root, 'index.html');
+  if (trySend(indexPath)) return;
+
+  send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
+}
+
+function stripHopByHopHeaders(headers) {
+  const hop = new Set([
+    'connection',
+    'keep-alive',
+    'proxy-authenticate',
+    'proxy-authorization',
+    'te',
+    'trailer',
+    'transfer-encoding',
+    'upgrade',
+  ]);
+  const out = {};
+  for (const [k, v] of Object.entries(headers || {})) {
+    if (hop.has(k.toLowerCase())) continue;
+    out[k] = v;
+  }
+  return out;
+}
+
+function readHeader(req, name) {
+  const v = req.headers[String(name).toLowerCase()];
+  return Array.isArray(v) ? v[0] : v;
+}
+
+function readCookie(req, name) {
+  const raw = typeof req.headers.cookie === 'string' ? req.headers.cookie : '';
+  if (!raw) return null;
+  const needle = `${name}=`;
+  for (const part of raw.split(';')) {
+    const t = part.trim();
+    if (!t.startsWith(needle)) continue;
+    return t.slice(needle.length) || null;
+  }
+  return null;
+}
+
+function normalizeDlobSource(value) {
+  const v = String(value ?? '')
+    .trim()
+    .toLowerCase();
+  if (v === 'mevnode') return 'mevnode';
+  if (v === 'drift') return 'drift';
+  return null;
+}
+
+function resolveDlobSource(req) {
+  const fromCookie = normalizeDlobSource(readCookie(req, DLOB_SOURCE_COOKIE));
+  if (fromCookie) return fromCookie;
+  return normalizeDlobSource(DLOB_SOURCE_DEFAULT) || 'mevnode';
+}
+
+function safeRedirectPath(value) {
+  const s = String(value ?? '').trim();
+  if (!s.startsWith('/')) return '/';
+  if (s.startsWith('//')) return '/';
+  return s.replace(/\r|\n/g, '');
+}
+
+function setDlobSourceCookie(res, { secure, dlobSource }) {
+  const src = normalizeDlobSource(dlobSource);
+  if (!src) return false;
+  const parts = [
+    `${DLOB_SOURCE_COOKIE}=${src}`,
+    'Path=/',
+    'SameSite=Lax',
+    'HttpOnly',
+    'Max-Age=31536000',
+  ];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+  return true;
+}
+
+function resolveAuthUser(req) {
+  const user = readHeader(req, AUTH_USER_HEADER) || readHeader(req, 'x-webauth-user');
+  const value = typeof user === 'string' ? user.trim() : '';
+  return value || null;
+}
+
+function isHttpsRequest(req) {
+  const xf = readHeader(req, 'x-forwarded-proto');
+  if (typeof xf === 'string' && xf.toLowerCase() === 'https') return true;
+  return Boolean(req.socket && req.socket.encrypted);
+}
+
+function base64urlEncode(buf) {
+  return Buffer.from(buf)
+    .toString('base64')
+    .replace(/\+/g, '-')
+    .replace(/\//g, '_')
+    .replace(/=+$/g, '');
+}
+
+function base64urlDecode(str) {
+  const cleaned = String(str).replace(/-/g, '+').replace(/_/g, '/');
+  const pad = cleaned.length % 4 === 0 ? '' : '='.repeat(4 - (cleaned.length % 4));
+  return Buffer.from(cleaned + pad, 'base64');
+}
+
+function loadSessionSecret() {
+  if (process.env.AUTH_SESSION_SECRET && String(process.env.AUTH_SESSION_SECRET).trim()) {
+    return Buffer.from(String(process.env.AUTH_SESSION_SECRET).trim(), 'utf8');
+  }
+  if (AUTH_SESSION_SECRET_FILE) {
+    try {
+      const txt = readText(AUTH_SESSION_SECRET_FILE).trim();
+      if (txt) return Buffer.from(txt, 'utf8');
+    } catch {
+      // ignore
+    }
+  }
+  return crypto.randomBytes(32);
+}
+
+const SESSION_SECRET = loadSessionSecret();
+
+function signSessionPayload(payloadB64) {
+  return crypto.createHmac('sha256', SESSION_SECRET).update(payloadB64).digest();
+}
+
+function makeSessionCookieValue(username) {
+  const now = Math.floor(Date.now() / 1000);
+  const exp = now + (Number.isFinite(AUTH_SESSION_TTL_SECONDS) && AUTH_SESSION_TTL_SECONDS > 0 ? AUTH_SESSION_TTL_SECONDS : 43200);
+  const payload = JSON.stringify({ u: String(username), exp });
+  const payloadB64 = base64urlEncode(Buffer.from(payload, 'utf8'));
+  const sigB64 = base64urlEncode(signSessionPayload(payloadB64));
+  return `${payloadB64}.${sigB64}`;
+}
+
+function getSessionUser(req) {
+  const raw = readCookie(req, AUTH_SESSION_COOKIE);
+  if (!raw) return null;
+  const parts = raw.split('.');
+  if (parts.length !== 2) return null;
+  const [payloadB64, sigB64] = parts;
+  if (!payloadB64 || !sigB64) return null;
+
+  let payload;
+  try {
+    payload = JSON.parse(base64urlDecode(payloadB64).toString('utf8'));
+  } catch {
+    return null;
+  }
+  const u = typeof payload?.u === 'string' ? payload.u.trim() : '';
+  const exp = Number(payload?.exp);
+  if (!u || !Number.isFinite(exp)) return null;
+  const now = Math.floor(Date.now() / 1000);
+  if (now >= exp) return null;
+
+  const expected = signSessionPayload(payloadB64);
+  let got;
+  try {
+    got = base64urlDecode(sigB64);
+  } catch {
+    return null;
+  }
+  if (!timingSafeEqualBuf(expected, got)) return null;
+
+  return u;
+}
+
+function resolveAuthenticatedUser(req) {
+  const sessionUser = getSessionUser(req);
+  if (sessionUser) return sessionUser;
+  const headerUser = resolveAuthUser(req);
+  if (headerUser) return headerUser;
+  if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') return 'anonymous';
+  return null;
+}
+
+function clearSessionCookie(res, secure) {
+  const parts = [`${AUTH_SESSION_COOKIE}=`, 'Path=/', 'Max-Age=0', 'HttpOnly', 'SameSite=Lax'];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+}
+
+function setSessionCookie(res, secure, username) {
+  const value = makeSessionCookieValue(username);
+  const parts = [
+    `${AUTH_SESSION_COOKIE}=${value}`,
+    'Path=/',
+    `Max-Age=${Number.isFinite(AUTH_SESSION_TTL_SECONDS) ? AUTH_SESSION_TTL_SECONDS : 43200}`,
+    'HttpOnly',
+    'SameSite=Lax',
+  ];
+  if (secure) parts.push('Secure');
+  res.setHeader('set-cookie', parts.join('; '));
+}
+
+function verifyWithHtpasswd(username, password) {
+  try {
+    const r = spawnSync('htpasswd', ['-vb', HTPASSWD_FILE, String(username), String(password)], {
+      stdio: 'ignore',
+      timeout: 3000,
+    });
+    return r.status === 0;
+  } catch {
+    return false;
+  }
+}
+
+function readBody(req, limitBytes = 1024 * 16) {
+  return new Promise((resolve, reject) => {
+    let total = 0;
+    const chunks = [];
+    req.on('data', (chunk) => {
+      total += chunk.length;
+      if (total > limitBytes) {
+        reject(new Error('payload_too_large'));
+        req.destroy();
+        return;
+      }
+      chunks.push(chunk);
+    });
+    req.on('end', () => resolve(Buffer.concat(chunks).toString('utf8')));
+    req.on('error', reject);
+  });
+}
+
+function proxyApi(req, res, apiReadToken) {
+  const upstreamBase = new URL(API_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const prefix = '/api';
+  const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
+  if (strippedPath == null) {
+    send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
+    return;
+  }
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = strippedPath || '/';
+  target.search = inUrl.search;
+
+  const isHttps = target.protocol === 'https:';
+  const lib = isHttps ? https : http;
+
+  const headers = stripHopByHopHeaders(req.headers);
+  delete headers.authorization; // basic auth from client must not leak upstream
+  headers.host = target.host;
+  headers.authorization = `Bearer ${apiReadToken}`;
+
+  const upstreamReq = lib.request(
+    {
+      protocol: target.protocol,
+      hostname: target.hostname,
+      port: target.port || (isHttps ? 443 : 80),
+      method: req.method,
+      path: target.pathname + target.search,
+      headers,
+    },
+    (upstreamRes) => {
+      const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
+      res.writeHead(upstreamRes.statusCode || 502, outHeaders);
+      upstreamRes.pipe(res);
+    }
+  );
+
+  upstreamReq.on('error', (err) => {
+    if (!res.headersSent) {
+      send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
+    } else {
+      res.destroy();
+    }
+  });
+
+  req.pipe(upstreamReq);
+}
+
+function withCors(res) {
+  res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
+  res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
+  res.setHeader(
+    'access-control-allow-headers',
+    'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id, x-hasura-dlob-source'
+  );
+}
+
+function proxyGraphqlHttp(req, res) {
+  const upstreamBase = new URL(HASURA_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = HASURA_GRAPHQL_PATH;
+  target.search = inUrl.search;
+
+  const isHttps = target.protocol === 'https:';
+  const lib = isHttps ? https : http;
+
+  const headers = stripHopByHopHeaders(req.headers);
+  headers.host = target.host;
+  delete headers['x-hasura-dlob-source'];
+  headers['x-hasura-dlob-source'] = resolveDlobSource(req);
+
+  const upstreamReq = lib.request(
+    {
+      protocol: target.protocol,
+      hostname: target.hostname,
+      port: target.port || (isHttps ? 443 : 80),
+      method: req.method,
+      path: target.pathname + target.search,
+      headers,
+    },
+    (upstreamRes) => {
+      const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
+      withCors(res);
+      res.writeHead(upstreamRes.statusCode || 502, outHeaders);
+      upstreamRes.pipe(res);
+    }
+  );
+
+  upstreamReq.on('error', (err) => {
+    if (!res.headersSent) {
+      withCors(res);
+      send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
+    } else {
+      res.destroy();
+    }
+  });
+
+  req.pipe(upstreamReq);
+}
+
+function isGraphqlPath(pathname) {
+  return pathname === '/graphql' || pathname === '/graphql-ws';
+}
+
+function proxyGraphqlWs(req, socket, head) {
+  const upstreamBase = new URL(HASURA_UPSTREAM);
+  const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+
+  const target = new URL(upstreamBase.toString());
+  target.pathname = HASURA_GRAPHQL_PATH;
+  target.search = inUrl.search;
+
+  const port = Number(target.port || (target.protocol === 'https:' ? 443 : 80));
+  const host = target.hostname;
+
+  const connect =
+    target.protocol === 'https:'
+      ? () => tls.connect({ host, port, servername: host })
+      : () => net.connect({ host, port });
+
+  const upstream = connect();
+  upstream.setNoDelay(true);
+  socket.setNoDelay(true);
+
+  // For WebSocket upgrades we must forward `connection`/`upgrade` and related headers.
+  const headers = { ...req.headers };
+  delete headers['content-length'];
+  delete headers['content-type'];
+  headers.host = target.host;
+  delete headers['x-hasura-dlob-source'];
+  headers['x-hasura-dlob-source'] = resolveDlobSource(req);
+
+  const lines = [];
+  lines.push(`GET ${target.pathname + target.search} HTTP/1.1`);
+  for (const [k, v] of Object.entries(headers)) {
+    if (v == null) continue;
+    if (Array.isArray(v)) {
+      for (const vv of v) lines.push(`${k}: ${vv}`);
+    } else {
+      lines.push(`${k}: ${v}`);
+    }
+  }
+  lines.push('', '');
+  upstream.write(lines.join('\r\n'));
+
+  if (head?.length) upstream.write(head);
+
+  upstream.on('error', () => {
+    try {
+      socket.destroy();
+    } catch {
+      // ignore
+    }
+  });
+  socket.on('error', () => {
+    try {
+      upstream.destroy();
+    } catch {
+      // ignore
+    }
+  });
+
+  upstream.pipe(socket);
+  socket.pipe(upstream);
+}
+
+async function handler(req, res) {
+  if (req.method === 'GET' && (req.url === '/healthz' || req.url?.startsWith('/healthz?'))) {
+    send(
+      res,
+      200,
+      { 'content-type': 'application/json; charset=utf-8' },
+      JSON.stringify({ ok: true, version: APP_VERSION, buildTimestamp: BUILD_TIMESTAMP, startedAt: STARTED_AT })
+    );
+    return;
+  }
+
+  const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+  if (isGraphqlPath(url.pathname)) {
+    if (req.method === 'OPTIONS') {
+      withCors(res);
+      res.statusCode = 204;
+      res.end();
+      return;
+    }
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        withCors(res);
+        unauthorized(res);
+        return;
+      }
+    }
+    withCors(res);
+    proxyGraphqlHttp(req, res);
+    return;
+  }
+  if (req.method === 'GET' && url.pathname === '/whoami') {
+    sendJson(res, 200, { ok: true, user: resolveAuthenticatedUser(req), mode: AUTH_MODE });
+    return;
+  }
+
+  if (req.method === 'GET' && url.pathname === '/prefs/dlob-source') {
+    const set = url.searchParams.get('set');
+    if (!set) {
+      sendJson(res, 200, { ok: true, dlobSource: resolveDlobSource(req) });
+      return;
+    }
+
+    const ok = setDlobSourceCookie(res, { secure: isHttpsRequest(req), dlobSource: set });
+    if (!ok) {
+      sendJson(res, 400, { ok: false, error: 'invalid_dlob_source' });
+      return;
+    }
+
+    res.statusCode = 302;
+    res.setHeader('location', safeRedirectPath(url.searchParams.get('redirect') || '/'));
+    res.end();
+    return;
+  }
+
+  if (req.method === 'POST' && url.pathname === '/auth/login') {
+    if (AUTH_MODE === 'off' || AUTH_MODE === 'none' || AUTH_MODE === 'disabled') {
+      sendJson(res, 400, { ok: false, error: 'auth_disabled' });
+      return;
+    }
+
+    const raw = await readBody(req);
+    const ct = String(req.headers['content-type'] || '').toLowerCase();
+    let username = '';
+    let password = '';
+    if (ct.includes('application/json')) {
+      let json;
+      try {
+        json = JSON.parse(raw);
+      } catch {
+        sendJson(res, 400, { ok: false, error: 'bad_json' });
+        return;
+      }
+      username = typeof json?.username === 'string' ? json.username.trim() : '';
+      password = typeof json?.password === 'string' ? json.password : '';
+    } else {
+      const params = new URLSearchParams(raw);
+      username = String(params.get('username') || '').trim();
+      password = String(params.get('password') || '');
+    }
+
+    if (!username || !password || username.length > 64 || password.length > 200) {
+      sendJson(res, 400, { ok: false, error: 'invalid_input' });
+      return;
+    }
+
+    const ok = verifyWithHtpasswd(username, password);
+    if (!ok) {
+      unauthorized(res);
+      return;
+    }
+
+    const secure = isHttpsRequest(req);
+    setSessionCookie(res, secure, username);
+    sendJson(res, 200, { ok: true, user: username });
+    return;
+  }
+
+  if ((req.method === 'POST' || req.method === 'GET') && (url.pathname === '/auth/logout' || url.pathname === '/logout')) {
+    clearSessionCookie(res, isHttpsRequest(req));
+    if (req.method === 'GET') {
+      res.statusCode = 302;
+      res.setHeader('location', '/');
+      res.end();
+      return;
+    }
+    sendJson(res, 200, { ok: true });
+    return;
+  }
+
+  if (BASIC_AUTH_ENABLED) {
+    let creds;
+    try {
+      creds = loadBasicAuth();
+    } catch (e) {
+      send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+      return;
+    }
+
+    if (!isAuthorized(req, creds)) {
+      basicAuthRequired(res);
+      return;
+    }
+  }
+
+  if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        unauthorized(res);
+        return;
+      }
+    }
+
+    let token;
+    try {
+      token = loadApiReadToken();
+    } catch (e) {
+      send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+      return;
+    }
+    proxyApi(req, res, token);
+    return;
+  }
+
+  serveStatic(req, res);
+}
+
+const server = http.createServer((req, res) => {
+  handler(req, res).catch((e) => {
+    if (res.headersSent) {
+      res.destroy();
+      return;
+    }
+    send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
+  });
+});
+server.on('upgrade', (req, socket, head) => {
+  try {
+    const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
+    if (!isGraphqlPath(url.pathname)) {
+      socket.destroy();
+      return;
+    }
+    if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
+      const user = resolveAuthenticatedUser(req);
+      if (!user) {
+        try {
+          socket.write('HTTP/1.1 401 Unauthorized\r\n\r\n');
+        } catch {
+          // ignore
+        }
+        socket.destroy();
+        return;
+      }
+    }
+    proxyGraphqlWs(req, socket, head);
+  } catch {
+    socket.destroy();
+  }
+});
+server.listen(PORT, () => {
+  console.log(
+    JSON.stringify(
+      {
+        service: 'trade-frontend',
+        port: PORT,
+        staticDir: STATIC_DIR,
+        apiUpstream: API_UPSTREAM,
+        hasuraUpstream: HASURA_UPSTREAM,
+        basicAuthFile: BASIC_AUTH_FILE,
+        basicAuthMode: BASIC_AUTH_MODE,
+        apiReadTokenFile: API_READ_TOKEN_FILE,
+        authUserHeader: AUTH_USER_HEADER,
+        authMode: AUTH_MODE,
+        htpasswdFile: HTPASSWD_FILE,
+      },
+      null,
+      2
+    )
+  );
+});

kustomize/overlays/staging/hasura-patch.yaml

@@ -12,3 +12,5 @@ spec:
               value: "true"
             - name: HASURA_GRAPHQL_DEV_MODE
               value: "true"
+            - name: HASURA_GRAPHQL_CORS_DOMAIN
+              value: "http://localhost:5173,http://127.0.0.1:5173,https://trade.mpabi.pl"

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

@@ -0,0 +1,36 @@
+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: SOL-PERP,DOGE-PERP,JUP-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

@@ -0,0 +1,54 @@
+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

@@ -7,10 +7,24 @@ resources:
   - ../../base
   - pgadmin.yaml
   - frontend-ingress.yaml
+  - frontend-ingress-root.yaml
 
 patchesStrategicMerge:
   - hasura-patch.yaml
   - frontend-auth-patch.yaml
+  - frontend-graphql-proxy-patch.yaml
+  - ingestor-dlob-patch.yaml
+
+configMapGenerator:
+  - name: trade-dlob-ingestor-script
+    files:
+      - dlob-ingestor.mjs
+  - name: trade-frontend-server-script
+    files:
+      - frontend-server.mjs
+
+generatorOptions:
+  disableNameSuffixHash: true
 
 commonLabels:
   env: staging