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merge into: trade:main
Branches Tags
trade:main trade:snapshot/20260329-current-state trade:feat/mevnode-bot-overlay-20260313 trade:feat/remove-dlob-rpc-endpoint-patches-20260312
...
pull from: trade:snapshot/20260329-current-state
Branches Tags
trade:main trade:snapshot/20260329-current-state trade:feat/mevnode-bot-overlay-20260313 trade:feat/remove-dlob-rpc-endpoint-patches-20260312

8 Commits
main ... snapshot/2

Author SHA1 Message Date
mpabi
4354de5c83 chore(snapshot): sync workspace state 2026-03-29 13:14:30 +02:00
mpabi
71b00f80bb feat(hasura): expose canonical dlob projections 2026-03-13 23:42:18 +01:00
mpabi
01f6543ae9 chore(dlob): enable publisher with canonical store 2026-03-13 23:39:30 +01:00
mpabi
8a474242df chore(dlob): enable websocket feed on bot overlay 2026-03-13 23:32:20 +01:00
mpabi
db4e45dc55 chore(dlob): use canonical storage image 2026-03-13 23:28:18 +01:00
mpabi
3572382c90 feat(dlob): prepare canonical storage bootstrap 2026-03-13 23:18:00 +01:00
mpabi
bb6f633d19 feat(kustomize): add mevnode bot overlay 2026-03-13 22:33:28 +01:00
mpabi
108bf22968 chore(kustomize): remove dlob rpc endpoint patches 2026-03-12 23:26:17 +01:00
49 changed files with 1346 additions and 5345 deletions
Expand all files Collapse all files

77
kustomize/base/api/deployment.yaml
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@@ -1,77 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: trade-api
spec:
replicas: 1
selector:
matchLabels:
app.kubernetes.io/name: trade-api
template:
metadata:
labels:
app.kubernetes.io/name: trade-api
spec:
imagePullSecrets:
- name: gitea-registry
volumes:
- name: trade-api-wrapper
configMap:
name: trade-api-wrapper
- name: trade-api-upstream
configMap:
name: trade-api-upstream
containers:
- name: api
image: gitea.mpabi.pl/trade/trade-api:k3s-20260111095435
imagePullPolicy: IfNotPresent
command: ["node", "/override/wrapper.mjs"]
ports:
- name: http
containerPort: 8787
volumeMounts:
- name: trade-api-wrapper
mountPath: /override/wrapper.mjs
subPath: wrapper.mjs
readOnly: true
- 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
value: "http://hasura:8080/v1/graphql"
- name: HASURA_ADMIN_SECRET
valueFrom:
secretKeyRef:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: API_ADMIN_SECRET
valueFrom:
secretKeyRef:
name: trade-api
key: API_ADMIN_SECRET
- name: CORS_ORIGIN
value: "*"
readinessProbe:
httpGet:
path: /healthz
port: http
initialDelaySeconds: 2
periodSeconds: 5
livenessProbe:
httpGet:
path: /healthz
port: http
initialDelaySeconds: 10
periodSeconds: 10

1759
kustomize/base/api/server.mjs
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12
kustomize/base/api/service.yaml
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@@ -1,12 +0,0 @@
apiVersion: v1
kind: Service
metadata:
name: trade-api
spec:
type: ClusterIP
selector:
app.kubernetes.io/name: trade-api
ports:
- name: http
port: 8787
targetPort: http

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

50
kustomize/base/dlob-depth-worker/deployment-drift.yaml
View File

@@ -1,50 +0,0 @@
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

50
kustomize/base/dlob-depth-worker/deployment.yaml
View File

@@ -1,50 +0,0 @@
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

316
kustomize/base/dlob-depth-worker/worker.mjs
View File

@@ -1,316 +0,0 @@
import process from 'node:process';
import { setTimeout as sleep } from 'node:timers/promises';
function getIsoNow() {
return new Date().toISOString();
}
function clampInt(value, min, max, fallback) {
const n = Number.parseInt(String(value ?? ''), 10);
if (!Number.isInteger(n)) return fallback;
return Math.min(max, Math.max(min, n));
}
function envList(name, fallbackCsv) {
const raw = process.env[name] ?? fallbackCsv;
return String(raw)
.split(',')
.map((s) => s.trim())
.filter(Boolean);
}
function envIntList(name, fallbackCsv) {
const out = [];
for (const item of envList(name, fallbackCsv)) {
const n = Number.parseInt(item, 10);
if (!Number.isFinite(n)) continue;
out.push(n);
}
return out.length ? out : envList(name, fallbackCsv).map((v) => Number.parseInt(v, 10)).filter(Number.isFinite);
}
function toNumberOrNull(value) {
if (value == null) return null;
if (typeof value === 'number') return Number.isFinite(value) ? value : null;
if (typeof value === 'string') {
const s = value.trim();
if (!s) return null;
const n = Number(s);
return Number.isFinite(n) ? n : null;
}
return null;
}
function numStr(value) {
if (value == null) return null;
if (typeof value === 'number') return Number.isFinite(value) ? String(value) : null;
if (typeof value === 'string') return value.trim() || null;
return null;
}
function jsonNormalize(value) {
if (typeof value !== 'string') return value;
const s = value.trim();
if (!s) return null;
try {
return JSON.parse(s);
} catch {
return value;
}
}
function resolveConfig() {
const hasuraUrl = process.env.HASURA_GRAPHQL_URL || 'http://hasura:8080/v1/graphql';
const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || process.env.HASURA_GRAPHQL_ADMIN_SECRET || undefined;
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
const 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;
});

50
kustomize/base/dlob-slippage-worker/deployment-drift.yaml
View File

@@ -1,50 +0,0 @@
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

50
kustomize/base/dlob-slippage-worker/deployment.yaml
View File

@@ -1,50 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-slippage-worker
annotations:
argocd.argoproj.io/sync-wave: "6"
spec:
replicas: 1
selector:
matchLabels:
app.kubernetes.io/name: dlob-slippage-worker
template:
metadata:
labels:
app.kubernetes.io/name: dlob-slippage-worker
spec:
containers:
- name: worker
image: node:20-slim
imagePullPolicy: IfNotPresent
env:
- name: HASURA_GRAPHQL_URL
value: http://hasura:8080/v1/graphql
- name: HASURA_ADMIN_SECRET
valueFrom:
secretKeyRef:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: DLOB_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

404
kustomize/base/dlob-slippage-worker/worker.mjs
View File

@@ -1,404 +0,0 @@
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;
});

52
kustomize/base/dlob-worker/deployment-drift.yaml
View File

@@ -1,52 +0,0 @@
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

48
kustomize/base/dlob-worker/deployment.yaml
View File

@@ -1,48 +0,0 @@
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

435
kustomize/base/dlob-worker/worker.mjs
View File

@@ -1,435 +0,0 @@
import fs from 'node:fs';
import * as http from 'node:http';
import * as https from 'node:https';
import process from 'node:process';
import { setTimeout as sleep } from 'node:timers/promises';
function readJsonFile(filePath) {
try {
const raw = fs.readFileSync(filePath, 'utf8');
return JSON.parse(raw);
} catch {
return undefined;
}
}
function getIsoNow() {
return new Date().toISOString();
}
function clampInt(value, min, max, fallback) {
const n = Number.parseInt(String(value ?? ''), 10);
if (!Number.isInteger(n)) return fallback;
return Math.min(max, Math.max(min, n));
}
function envList(name, fallbackCsv) {
const raw = process.env[name] ?? fallbackCsv;
return String(raw)
.split(',')
.map((s) => s.trim())
.filter(Boolean);
}
function envBool(name, fallback = false) {
const raw = process.env[name];
if (raw == null) return fallback;
const v = String(raw).trim().toLowerCase();
if (['1', 'true', 'yes', 'y', 'on'].includes(v)) return true;
if (['0', 'false', 'no', 'n', 'off'].includes(v)) return false;
return fallback;
}
function resolveConfig() {
const tokensPath =
process.env.HASURA_TOKENS_FILE ||
process.env.TOKENS_FILE ||
process.env.HASURA_CONFIG_FILE ||
'/app/tokens/hasura.json';
const tokens = readJsonFile(tokensPath) || {};
const hasuraUrl =
process.env.HASURA_GRAPHQL_URL ||
tokens.graphqlUrl ||
tokens.apiUrl ||
'http://hasura:8080/v1/graphql';
const hasuraAdminSecret =
process.env.HASURA_ADMIN_SECRET ||
process.env.HASURA_GRAPHQL_ADMIN_SECRET ||
tokens.adminSecret ||
tokens.hasuraAdminSecret;
const hasuraAuthToken = process.env.HASURA_AUTH_TOKEN || process.env.HASURA_JWT || undefined;
const dlobHttpBase = String(process.env.DLOB_HTTP_URL || process.env.DLOB_HTTP_BASE || 'https://dlob.drift.trade')
.trim()
.replace(/\/$/, '');
const dlobForceIpv6 = envBool('DLOB_FORCE_IPV6', false);
const 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;
});

10
kustomize/base/dlob/publisher-deployment.yaml
View File

@@ -1,24 +1,24 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-publisher
name: dlob-publisher-hot
annotations:
argocd.argoproj.io/sync-wave: "4"
spec:
replicas: 1
selector:
matchLabels:
app.kubernetes.io/name: dlob-publisher
app.kubernetes.io/name: dlob-publisher-hot
template:
metadata:
labels:
app.kubernetes.io/name: dlob-publisher
app.kubernetes.io/name: dlob-publisher-hot
spec:
imagePullSecrets:
- name: gitea-registry
containers:
- name: publisher
image: gitea.mpabi.pl/trade/trade-dlob-server:sha-8a378b7-lite-l2
image: gitea.mpabi.pl/trade/trade-dlob-server:grpc-reconnect-20260319-023351
imagePullPolicy: IfNotPresent
ports:
- name: http
@@ -41,7 +41,7 @@ spec:
- name: ELASTICACHE_PORT
value: "6379"
- name: REDIS_CLIENT
value: DLOB
value: DLOB_HOT
- name: PERP_MARKETS_TO_LOAD
value: "0,7,24"
- name: ENDPOINT

63
kustomize/base/dlob/server-deployment.yaml
View File

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

13
kustomize/base/dlob/server-service.yaml
View File

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

6
kustomize/base/frontend/deployment.yaml
View File

@@ -16,7 +16,7 @@ spec:
- name: gitea-registry
containers:
- name: frontend
image: gitea.mpabi.pl/trade/trade-frontend:sha-b06fe7f
image: gitea.mpabi.pl/trade/trade-frontend:pg-derived-phase1-20260319-030252
imagePullPolicy: IfNotPresent
ports:
- name: http
@@ -26,12 +26,8 @@ spec:
value: "8081"
- name: APP_VERSION
value: "staging"
- name: API_UPSTREAM
value: "http://trade-api:8787"
- name: BASIC_AUTH_FILE
value: "/tokens/frontend.json"
- name: API_READ_TOKEN_FILE
value: "/tokens/read.json"
volumeMounts:
- name: tokens
mountPath: /tokens

246
kustomize/base/hasura/hasura-bootstrap.mjs
View File

@@ -92,21 +92,33 @@ async function main() {
const PUBLIC_DLOB_SOURCE_HEADER = 'X-Hasura-Dlob-Source';
const apiTokensTable = { schema: 'public', name: 'api_tokens' };
const botConfigTable = { schema: 'public', name: 'bot_config' };
const botStateTable = { schema: 'public', name: 'bot_state' };
const botEventsTable = { schema: 'public', name: 'bot_events' };
const source = 'default';
const baseTicks = { schema: 'public', name: 'drift_ticks' };
const dlobL2LatestTable = { schema: 'public', name: 'dlob_l2_latest' };
const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
const dlobDepthBpsLatestTable = { schema: 'public', name: 'dlob_depth_bps_latest' };
const dlobSlippageLatestTable = { schema: 'public', name: 'dlob_slippage_latest' };
const dlobSlippageLatestV2Table = { schema: 'public', name: 'dlob_slippage_latest_v2' };
const dlobHotSnapshotLatestTable = { schema: 'public', name: 'dlob_hot_snapshot_latest' };
const dlobHotDerivedLatestTable = { schema: 'public', name: 'dlob_hot_derived_latest' };
const dlobAllDerivedLatestTable = { schema: 'public', name: 'dlob_all_derived_latest' };
const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
const 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 dlobHotDerivedTsTable = { schema: 'public', name: 'dlob_hot_derived_ts' };
const dlobAllDerivedTsTable = { schema: 'public', name: 'dlob_all_derived_ts' };
const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
const legacyDlobRelations = [
{ schema: 'public', name: 'dlob_l2_latest' },
{ schema: 'public', name: 'dlob_l2_latest_projection' },
{ schema: 'public', name: 'dlob_stats_latest' },
{ schema: 'public', name: 'dlob_stats_latest_projection' },
{ schema: 'public', name: 'dlob_depth_bps_latest' },
{ schema: 'public', name: 'dlob_slippage_latest' },
{ schema: 'public', name: 'dlob_slippage_latest_v2' },
{ schema: 'public', name: 'dlob_stats_ts' },
{ schema: 'public', name: 'dlob_depth_bps_ts' },
{ schema: 'public', name: 'dlob_slippage_ts' },
{ schema: 'public', name: 'dlob_slippage_ts_v2' },
];
const extraTicksName = normalizeName(TARGET_TICKS_TABLE);
const extraCandlesName = normalizeName(TARGET_CANDLES_FUNCTION);
@@ -261,114 +273,202 @@ async function main() {
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
}
async function ensureProjectedPublicSelectTable(table, columns, { publicFilter, customName } = {}) {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
const args = { source, table };
if (customName) {
args.configuration = { custom_name: customName };
}
await metadata({ type: 'pg_track_table', args });
await metadataIgnore({ type: 'pg_drop_select_permission', args: { source, table, role: 'public' } });
await metadata({
type: 'pg_create_select_permission',
args: {
source,
table,
role: 'public',
permission: {
columns,
filter: publicFilter || {},
},
},
});
await metadataIgnore({ type: 'pg_drop_insert_permission', args: { source, table, role: 'ingestor' } });
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
}
const dlobPublicFilter = { source: { _eq: PUBLIC_DLOB_SOURCE_HEADER } };
await ensureDlobTable(dlobL2LatestTable, [
for (const table of legacyDlobRelations) {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table, cascade: true } });
}
await ensurePublicSelectTable(dlobHotSnapshotLatestTable, [
'source',
'market_name',
'redis_key',
'snapshot_kind',
'market_type',
'market_index',
'ts',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'market_slot',
'payload_hash',
'mark_price_raw',
'oracle_price_raw',
'best_bid_price_raw',
'best_ask_price_raw',
'spread_pct_raw',
'spread_quote_raw',
'oracle_data',
'bids',
'asks',
'raw',
'payload',
'updated_at',
], { publicFilter: dlobPublicFilter });
]);
await ensureDlobTable(dlobStatsLatestTable, [
await ensurePublicSelectTable(dlobHotDerivedLatestTable, [
'source',
'market_name',
'market_type',
'market_index',
'ts',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_abs',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_usd',
'depth_ask_usd',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'raw',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'updated_at',
], { publicFilter: dlobPublicFilter });
]);
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
await ensurePublicSelectTable(dlobAllDerivedLatestTable, [
'source',
'market_name',
'band_bps',
'market_type',
'market_index',
'ts',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'mid_price',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'bid_base',
'ask_base',
'bid_usd',
'ask_usd',
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'raw',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'updated_at',
], { publicFilter: dlobPublicFilter });
]);
await ensurePublicSelectTable(dlobSlippageLatestTable, [
await ensurePublicSelectTable(dlobHotDerivedTsTable, [
'event_ts',
'id',
'source',
'market_name',
'side',
'size_usd',
'market_type',
'market_index',
'ts',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'mid_price',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'vwap_price',
'worst_price',
'filled_usd',
'filled_base',
'impact_bps',
'levels_consumed',
'fill_pct',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter });
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'inserted_at',
]);
await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
await ensurePublicSelectTable(dlobAllDerivedTsTable, [
'event_ts',
'id',
'source',
'market_name',
'side',
'size_usd',
'market_type',
'market_index',
'ts',
'market_name',
'is_indicative',
'ts_ms',
'slot',
'mid_price',
'market_slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'vwap_price',
'worst_price',
'filled_usd',
'filled_base',
'impact_bps',
'levels_consumed',
'fill_pct',
'raw',
'updated_at',
], { publicFilter: dlobPublicFilter });
'mid_price',
'spread_quote',
'spread_bps',
'depth_levels',
'bid_levels',
'ask_levels',
'top_bid_size',
'top_ask_size',
'top_bid_notional',
'top_ask_notional',
'depth_bid_base',
'depth_ask_base',
'depth_bid_quote',
'depth_ask_quote',
'imbalance',
'bids_norm',
'asks_norm',
'raw_payload_hash',
'inserted_at',
]);
await ensurePublicSelectTable(dlobStatsTsTable, [
'ts',
@@ -460,6 +560,12 @@ async function main() {
'raw',
], { publicFilter: dlobPublicFilter });
// Bot control-plane tables (tracked; permissions are intentionally not created here by default).
for (const t of [botConfigTable, botStateTable, botEventsTable]) {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table: t } });
await metadata({ type: 'pg_track_table', args: { source, table: t } });
}
// Return table type for candle functions (needed for Hasura to track the function).
await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });
@@ -475,7 +581,7 @@ async function main() {
}
for (const fn of candleFns) {
// Function for aggregated candle queries (used by trade-api).
// Function for aggregated candle queries and indicator reads over Hasura.
await metadataIgnore({ type: 'pg_untrack_function', args: { source, function: fn } });
await metadata({ type: 'pg_track_function', args: { source, function: fn } });
}

49
kustomize/base/ingestor/deployment.yaml
View File

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

511
kustomize/base/initdb/001_init.sql
View File

@@ -111,8 +111,52 @@ ALTER TABLE api_tokens ADD COLUMN IF NOT EXISTS scopes TEXT[] NOT NULL DEFAULT A
CREATE INDEX IF NOT EXISTS api_tokens_revoked_at_idx
ON api_tokens (revoked_at);
-- Bot control-plane (desired state) + executor telemetry (state/events).
--
-- MVP intent:
-- - `bot_config`: desired state (mode/market/limits/kill switch)
-- - `bot_state`: heartbeat + last error/action
-- - `bot_events`: append-only audit log
CREATE TABLE IF NOT EXISTS public.bot_config (
id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
name TEXT NOT NULL UNIQUE,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL DEFAULT 'perp',
mode TEXT NOT NULL DEFAULT 'off',
kill_switch BOOLEAN NOT NULL DEFAULT FALSE,
params JSONB,
created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
);
CREATE INDEX IF NOT EXISTS bot_config_updated_at_desc_idx
ON public.bot_config (updated_at DESC);
CREATE TABLE IF NOT EXISTS public.bot_state (
bot_id UUID PRIMARY KEY REFERENCES public.bot_config(id) ON DELETE CASCADE,
last_heartbeat_at TIMESTAMPTZ,
last_action_at TIMESTAMPTZ,
last_error TEXT,
state JSONB,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
);
CREATE INDEX IF NOT EXISTS bot_state_updated_at_desc_idx
ON public.bot_state (updated_at DESC);
CREATE TABLE IF NOT EXISTS public.bot_events (
id BIGSERIAL PRIMARY KEY,
bot_id UUID NOT NULL REFERENCES public.bot_config(id) ON DELETE CASCADE,
ts TIMESTAMPTZ NOT NULL DEFAULT now(),
type TEXT NOT NULL,
payload JSONB
);
CREATE INDEX IF NOT EXISTS bot_events_bot_ts_desc_idx
ON public.bot_events (bot_id, ts DESC);
-- Compute OHLC candles from `drift_ticks` for a symbol and bucket size.
-- Exposed via Hasura (track function) and used by trade-api to compute indicators server-side.
-- Exposed via Hasura (track function) for server-side candle aggregation and indicator reads.
-- Hasura tracks functions only if they return SETOF a table/view type.
-- This table is used purely as the return type for candle functions.
CREATE TABLE IF NOT EXISTS public.drift_candles (
@@ -814,3 +858,468 @@ 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 INDEX IF NOT EXISTS dlob_orderbook_l2_latest_updated_at_idx
ON public.dlob_orderbook_l2_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_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);
-- Retired legacy DLOB read-side pipeline artifacts. Keep this cleanup in initdb so
-- fresh volumes and reused volumes both converge on the current Redis -> derived tables workflow.
DROP VIEW IF EXISTS public.dlob_l2_latest_projection;
DROP VIEW IF EXISTS public.dlob_stats_latest_projection;
DROP TABLE IF EXISTS public.dlob_l2_latest;
DROP TABLE IF EXISTS public.dlob_stats_latest;
DROP TABLE IF EXISTS public.dlob_depth_bps_latest;
DROP TABLE IF EXISTS public.dlob_slippage_latest;
DROP TABLE IF EXISTS public.dlob_slippage_latest_v2;
DROP TABLE IF EXISTS public.dlob_stats_ts;
DROP TABLE IF EXISTS public.dlob_depth_bps_ts;
DROP TABLE IF EXISTS public.dlob_slippage_ts;
DROP TABLE IF EXISTS public.dlob_slippage_ts_v2;
DROP TABLE IF EXISTS public.dlob_orderbook_l2_latest;
-- Canonical raw DLOB hot snapshots written from Redis to PostgreSQL.
CREATE TABLE IF NOT EXISTS public.dlob_hot_snapshot_latest (
source TEXT NOT NULL,
redis_key TEXT NOT NULL,
snapshot_kind TEXT NOT NULL CHECK (snapshot_kind IN ('orderbook_l2', 'orderbook_l3', 'best_makers')),
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
payload_hash TEXT NOT NULL,
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_type, market_index, snapshot_kind, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_latest_updated_at_idx
ON public.dlob_hot_snapshot_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_latest_source_market_idx
ON public.dlob_hot_snapshot_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_snapshot_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
redis_key TEXT NOT NULL,
snapshot_kind TEXT NOT NULL CHECK (snapshot_kind IN ('orderbook_l2', 'orderbook_l3', 'best_makers')),
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
payload_hash TEXT NOT NULL,
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,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_hot_snapshot_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_dedupe_idx
ON public.dlob_hot_snapshot_ts (event_ts, source, redis_key, payload_hash);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_market_ts_desc_idx
ON public.dlob_hot_snapshot_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_source_market_ts_desc_idx
ON public.dlob_hot_snapshot_ts (source, market_type, market_index, event_ts DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_derived_latest (
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_type, market_index, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_latest_updated_at_idx
ON public.dlob_hot_derived_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_latest_source_market_idx
ON public.dlob_hot_derived_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_derived_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_hot_derived_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_hot_derived_ts_dedupe_idx
ON public.dlob_hot_derived_ts (event_ts, source, market_type, market_index, is_indicative, raw_payload_hash);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_ts_market_ts_desc_idx
ON public.dlob_hot_derived_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_ts_source_market_ts_desc_idx
ON public.dlob_hot_derived_ts (source, market_type, market_index, event_ts DESC);
DO $$
BEGIN
PERFORM add_retention_policy('dlob_hot_snapshot_ts', INTERVAL '30 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;
DO $$
BEGIN
PERFORM add_retention_policy('dlob_hot_derived_ts', INTERVAL '180 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;
CREATE TABLE IF NOT EXISTS public.dlob_all_derived_latest (
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_type, market_index, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_all_derived_latest_updated_at_idx
ON public.dlob_all_derived_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_all_derived_latest_source_market_idx
ON public.dlob_all_derived_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_all_derived_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_all_derived_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_all_derived_ts_dedupe_idx
ON public.dlob_all_derived_ts (event_ts, source, market_type, market_index, is_indicative, raw_payload_hash);
CREATE INDEX IF NOT EXISTS dlob_all_derived_ts_market_ts_desc_idx
ON public.dlob_all_derived_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_all_derived_ts_source_market_ts_desc_idx
ON public.dlob_all_derived_ts (source, market_type, market_index, event_ts DESC);
DO $$
BEGIN
PERFORM add_retention_policy('dlob_all_derived_ts', INTERVAL '30 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;

31
kustomize/base/kustomization.yaml
View File

@@ -9,23 +9,10 @@ resources:
- hasura/service.yaml
- hasura/deployment.yaml
- hasura/job-bootstrap.yaml
- api/service.yaml
- api/deployment.yaml
- ingestor/deployment.yaml
- frontend/service.yaml
- frontend/deployment.yaml
- dlob/redis.yaml
- dlob/publisher-deployment.yaml
- dlob/server-service.yaml
- dlob/server-deployment.yaml
- dlob-worker/deployment.yaml
- dlob-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:
@@ -35,27 +22,9 @@ 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

83
kustomize/overlays/mevnode-bot/README.md Normal file
View File

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

66
kustomize/overlays/mevnode-bot/dlob-all-redis-to-postgres-derived-writer.yaml Normal file
View File

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

62
kustomize/overlays/mevnode-bot/dlob-hot-postgres-to-postgres-derived-writer.yaml Normal file
View File

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

60
kustomize/overlays/mevnode-bot/dlob-hot-redis-to-postgres-raw-writer.yaml Normal file
View File

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

19
kustomize/overlays/mevnode-bot/dlob-publisher-all-service.yaml Normal file
View File

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

102
kustomize/overlays/mevnode-bot/dlob-publisher-all.yaml Normal file
View File

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

63
kustomize/overlays/mevnode-bot/dlob-redis-retention.yaml Normal file
View File

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

44
kustomize/overlays/mevnode-bot/kustomization.yaml Normal file
View File

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

4
kustomize/overlays/mevnode-bot/namespace.yaml Normal file
View File

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

8
kustomize/overlays/mevnode-bot/patch-dlob-publisher-all-priority.yaml Normal file
View File

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

8
kustomize/overlays/mevnode-bot/patch-dlob-publisher-hot-priority.yaml Normal file
View File

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

40
kustomize/overlays/mevnode-bot/patch-dlob-publisher-storage.yaml Normal file
View File

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

61
kustomize/overlays/mevnode-bot/patch-dlob-publisher.yaml Normal file
View File

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

11
kustomize/overlays/mevnode-bot/patch-frontend-service.yaml Normal file
View File

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

8
kustomize/overlays/mevnode-bot/patch-frontend.yaml Normal file
View File

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

15
kustomize/overlays/mevnode-bot/priority-classes.yaml Normal file
View File

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

14
kustomize/overlays/prod/dlob-rpc-endpoint-patch.yaml
View File

@@ -1,14 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-publisher
spec:
template:
spec:
containers:
- name: publisher
env:
- name: ENDPOINT
value: "http://10.66.66.1:8899"
- name: WS_ENDPOINT
value: "ws://10.66.66.1:8900"

14
kustomize/overlays/prod/dlob-rpc-server-endpoint-patch.yaml
View File

@@ -1,14 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-server
spec:
template:
spec:
containers:
- name: server
env:
- name: ENDPOINT
value: "http://10.66.66.1:8899"
- name: WS_ENDPOINT
value: "ws://10.66.66.1:8900"

81
kustomize/overlays/prod/frontend-server.mjs
View File

@@ -16,8 +16,6 @@ const STARTED_AT = new Date().toISOString();
const STATIC_DIR = process.env.STATIC_DIR || '/srv';
const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
@@ -70,13 +68,6 @@ function loadBasicAuth() {
return { username, password };
}
function loadApiReadToken() {
const j = readJson(API_READ_TOKEN_FILE);
const token = (j?.token || '').toString();
if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
return token;
}
function send(res, status, headers, body) {
res.statusCode = status;
for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
@@ -439,56 +430,6 @@ function readBody(req, limitBytes = 1024 * 16) {
});
}
function proxyApi(req, res, apiReadToken) {
const upstreamBase = new URL(API_UPSTREAM);
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
const prefix = '/api';
const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
if (strippedPath == null) {
send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
return;
}
const target = new URL(upstreamBase.toString());
target.pathname = strippedPath || '/';
target.search = inUrl.search;
const isHttps = target.protocol === 'https:';
const lib = isHttps ? https : http;
const headers = stripHopByHopHeaders(req.headers);
delete headers.authorization; // basic auth from client must not leak upstream
headers.host = target.host;
headers.authorization = `Bearer ${apiReadToken}`;
const upstreamReq = lib.request(
{
protocol: target.protocol,
hostname: target.hostname,
port: target.port || (isHttps ? 443 : 80),
method: req.method,
path: target.pathname + target.search,
headers,
},
(upstreamRes) => {
const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
upstreamRes.pipe(res);
}
);
upstreamReq.on('error', (err) => {
if (!res.headersSent) {
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
} else {
res.destroy();
}
});
req.pipe(upstreamReq);
}
function withCors(res) {
res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
@@ -734,26 +675,6 @@ async function handler(req, res) {
}
}
if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
const user = resolveAuthenticatedUser(req);
if (!user) {
unauthorized(res);
return;
}
}
let token;
try {
token = loadApiReadToken();
} catch (e) {
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
return;
}
proxyApi(req, res, token);
return;
}
serveStatic(req, res);
}
@@ -797,11 +718,9 @@ server.listen(PORT, () => {
service: 'trade-frontend',
port: PORT,
staticDir: STATIC_DIR,
apiUpstream: API_UPSTREAM,
hasuraUpstream: HASURA_UPSTREAM,
basicAuthFile: BASIC_AUTH_FILE,
basicAuthMode: BASIC_AUTH_MODE,
apiReadTokenFile: API_READ_TOKEN_FILE,
authUserHeader: AUTH_USER_HEADER,
authMode: AUTH_MODE,
htpasswdFile: HTPASSWD_FILE,

2
kustomize/overlays/prod/kustomization.yaml
View File

@@ -7,8 +7,6 @@ resources:
- ../../base
patchesStrategicMerge:
- dlob-rpc-endpoint-patch.yaml
- dlob-rpc-server-endpoint-patch.yaml
- frontend-graphql-proxy-patch.yaml
configMapGenerator:

219
kustomize/overlays/staging/dlob-ingestor.mjs
View File

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

14
kustomize/overlays/staging/dlob-rpc-endpoint-patch.yaml
View File

@@ -1,14 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-publisher
spec:
template:
spec:
containers:
- name: publisher
env:
- name: ENDPOINT
value: "http://10.66.66.1:8899"
- name: WS_ENDPOINT
value: "ws://10.66.66.1:8900"

14
kustomize/overlays/staging/dlob-rpc-server-endpoint-patch.yaml
View File

@@ -1,14 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: dlob-server
spec:
template:
spec:
containers:
- name: server
env:
- name: ENDPOINT
value: "http://10.66.66.1:8899"
- name: WS_ENDPOINT
value: "ws://10.66.66.1:8900"

487
kustomize/overlays/staging/fake-ingestor.mjs
View File

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

81
kustomize/overlays/staging/frontend-server.mjs
View File

@@ -16,8 +16,6 @@ const STARTED_AT = new Date().toISOString();
const STATIC_DIR = process.env.STATIC_DIR || '/srv';
const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
@@ -70,13 +68,6 @@ function loadBasicAuth() {
return { username, password };
}
function loadApiReadToken() {
const j = readJson(API_READ_TOKEN_FILE);
const token = (j?.token || '').toString();
if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
return token;
}
function send(res, status, headers, body) {
res.statusCode = status;
for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
@@ -439,56 +430,6 @@ function readBody(req, limitBytes = 1024 * 16) {
});
}
function proxyApi(req, res, apiReadToken) {
const upstreamBase = new URL(API_UPSTREAM);
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
const prefix = '/api';
const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
if (strippedPath == null) {
send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
return;
}
const target = new URL(upstreamBase.toString());
target.pathname = strippedPath || '/';
target.search = inUrl.search;
const isHttps = target.protocol === 'https:';
const lib = isHttps ? https : http;
const headers = stripHopByHopHeaders(req.headers);
delete headers.authorization; // basic auth from client must not leak upstream
headers.host = target.host;
headers.authorization = `Bearer ${apiReadToken}`;
const upstreamReq = lib.request(
{
protocol: target.protocol,
hostname: target.hostname,
port: target.port || (isHttps ? 443 : 80),
method: req.method,
path: target.pathname + target.search,
headers,
},
(upstreamRes) => {
const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
upstreamRes.pipe(res);
}
);
upstreamReq.on('error', (err) => {
if (!res.headersSent) {
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
} else {
res.destroy();
}
});
req.pipe(upstreamReq);
}
function withCors(res) {
res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
@@ -734,26 +675,6 @@ async function handler(req, res) {
}
}
if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
const user = resolveAuthenticatedUser(req);
if (!user) {
unauthorized(res);
return;
}
}
let token;
try {
token = loadApiReadToken();
} catch (e) {
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
return;
}
proxyApi(req, res, token);
return;
}
serveStatic(req, res);
}
@@ -797,11 +718,9 @@ server.listen(PORT, () => {
service: 'trade-frontend',
port: PORT,
staticDir: STATIC_DIR,
apiUpstream: API_UPSTREAM,
hasuraUpstream: HASURA_UPSTREAM,
basicAuthFile: BASIC_AUTH_FILE,
basicAuthMode: BASIC_AUTH_MODE,
apiReadTokenFile: API_READ_TOKEN_FILE,
authUserHeader: AUTH_USER_HEADER,
authMode: AUTH_MODE,
htpasswdFile: HTPASSWD_FILE,

36
kustomize/overlays/staging/ingestor-dlob-patch.yaml
View File

@@ -1,36 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: trade-ingestor
spec:
template:
spec:
containers:
- name: ingestor
image: node:20-slim
imagePullPolicy: IfNotPresent
env:
- name: HASURA_GRAPHQL_URL
value: http://hasura:8080/v1/graphql
- name: HASURA_ADMIN_SECRET
valueFrom:
secretKeyRef:
name: trade-hasura
key: HASURA_GRAPHQL_ADMIN_SECRET
- name: DLOB_MARKETS
value: 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

54
kustomize/overlays/staging/ingestor-fake-patch.yaml
View File

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

6
kustomize/overlays/staging/kustomization.yaml
View File

@@ -10,17 +10,11 @@ resources:
- frontend-ingress-root.yaml
patchesStrategicMerge:
- dlob-rpc-endpoint-patch.yaml
- dlob-rpc-server-endpoint-patch.yaml
- hasura-patch.yaml
- frontend-auth-patch.yaml
- frontend-graphql-proxy-patch.yaml
- ingestor-dlob-patch.yaml
configMapGenerator:
- name: trade-dlob-ingestor-script
files:
- dlob-ingestor.mjs
- name: trade-frontend-server-script
files:
- frontend-server.mjs