import crypto from 'node:crypto'; import fs from 'node:fs'; import http from 'node:http'; import path from 'node:path'; import { fileURLToPath } from 'node:url'; const SCRIPT_DIR = path.dirname(fileURLToPath(import.meta.url)); const PROJECT_ROOT = path.resolve(SCRIPT_DIR, '..', '..'); const TOKENS_DIR = path.join(PROJECT_ROOT, 'tokens'); function readJsonFile(filePath) { try { const raw = fs.readFileSync(filePath, 'utf8'); return JSON.parse(raw); } catch { return undefined; } } function getIsoNow() { return new Date().toISOString(); } function base64Url(buf) { return Buffer.from(buf) .toString('base64') .replace(/=/g, '') .replace(/\+/g, '-') .replace(/\//g, '_'); } function sha256Hex(text) { return crypto.createHash('sha256').update(text, 'utf8').digest('hex'); } function generateToken() { return `alg_${base64Url(crypto.randomBytes(32))}`; } function getHeader(req, name) { const v = req.headers[String(name).toLowerCase()]; return Array.isArray(v) ? v[0] : v; } function readBearerToken(req) { const auth = getHeader(req, 'authorization'); if (auth && typeof auth === 'string') { const m = auth.match(/^Bearer\s+(.+)$/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, corsOrigin) { res.setHeader('access-control-allow-origin', corsOrigin); 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, corsOrigin) { withCors(res, corsOrigin); 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 normalizeGraphqlName(value, fallback, label) { const v = String(value || fallback || '') .trim() .toLowerCase(); if (!v) return String(fallback || ''); if (!/^[a-z][a-z0-9_]*$/.test(v)) throw new Error(`Invalid ${label}: ${value}`); return v; } function resolveConfig() { const hasuraTokens = readJsonFile(path.join(TOKENS_DIR, 'hasura.json')) || {}; const apiTokens = readJsonFile(path.join(TOKENS_DIR, 'api.json')) || {}; const portRaw = process.env.PORT || process.env.API_PORT || apiTokens.port || '8787'; const port = Number.parseInt(String(portRaw), 10); if (!Number.isInteger(port) || port <= 0) throw new Error(`Invalid PORT: ${portRaw}`); const hasuraUrl = process.env.HASURA_GRAPHQL_URL || hasuraTokens.graphqlUrl || hasuraTokens.apiUrl || 'http://localhost:8080/v1/graphql'; const hasuraAdminSecret = process.env.HASURA_ADMIN_SECRET || hasuraTokens.adminSecret || hasuraTokens.hasuraAdminSecret; const apiAdminSecret = process.env.API_ADMIN_SECRET || apiTokens.adminSecret; const corsOrigin = process.env.CORS_ORIGIN || apiTokens.corsOrigin || '*'; const appVersion = String(process.env.APP_VERSION || 'v1').trim() || 'v1'; const buildTimestamp = String(process.env.BUILD_TIMESTAMP || '').trim() || undefined; const startedAt = getIsoNow(); const ticksTable = normalizeGraphqlName(process.env.TICKS_TABLE, 'drift_ticks', 'TICKS_TABLE'); const candlesFunction = normalizeGraphqlName( process.env.CANDLES_FUNCTION, 'get_drift_candles', 'CANDLES_FUNCTION' ); return { port, hasuraUrl, hasuraAdminSecret, apiAdminSecret, corsOrigin, appVersion, buildTimestamp, startedAt, ticksTable, candlesFunction, }; } async function hasuraRequest(cfg, { admin }, query, variables) { const headers = { 'content-type': 'application/json' }; if (admin) { if (!cfg.hasuraAdminSecret) throw new Error('Missing HASURA_ADMIN_SECRET (or tokens/hasura.json adminSecret)'); headers['x-hasura-admin-secret'] = cfg.hasuraAdminSecret; } const res = await fetch(cfg.hasuraUrl, { method: 'POST', headers, body: JSON.stringify({ query, variables }), }); 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: ${text}`); } if (json.errors?.length) { throw new Error(json.errors.map((e) => e.message).join(' | ')); } return json.data; } async function readSolPriceUsd(cfg) { // Best-effort: use DLOB stats for SOL-PERP if available, else latest tick mark/oracle. try { const q = ` query SolPrice { dlob_stats_latest(where: {market_name: {_eq: "SOL-PERP"}}, limit: 1) { mid_price mark_price oracle_price } } `; const data = await hasuraRequest(cfg, { admin: true }, q, {}); const row = data?.dlob_stats_latest?.[0]; const p = parseNumeric(row?.mid_price) ?? parseNumeric(row?.mark_price) ?? parseNumeric(row?.oracle_price); if (p != null && p > 0) return p; } catch { // ignore } try { const table = cfg.ticksTable; const q = ` query SolTick($limit: Int!) { ${table}(where: {symbol: {_eq: "SOL-PERP"}}, order_by: {ts: desc}, limit: $limit) { mark_price oracle_price } } `; const data = await hasuraRequest(cfg, { admin: true }, q, { limit: 1 }); const row = data?.[table]?.[0]; const p = parseNumeric(row?.mark_price) ?? parseNumeric(row?.oracle_price); if (p != null && p > 0) return p; } catch { // ignore } return null; } function normalizeScopes(value) { if (!value) return []; if (Array.isArray(value)) return value.map((v) => String(v)).filter(Boolean); if (typeof value === 'string') { return value .split(',') .map((s) => s.trim()) .filter(Boolean); } return []; } async function requireValidToken(cfg, req, requiredScope) { const token = readBearerToken(req); if (!token) return { ok: false, status: 401, error: 'missing_token' }; const hash = sha256Hex(token); const query = ` query ValidToken($hash: String!) { api_tokens(where: {token_hash: {_eq: $hash}, revoked_at: {_is_null: true}}, limit: 1) { id name scopes } } `; let data; try { data = await hasuraRequest(cfg, { admin: true }, query, { hash }); } catch (err) { return { ok: false, status: 500, error: String(err?.message || err) }; } const row = data?.api_tokens?.[0]; if (!row?.id) return { ok: false, status: 401, error: 'invalid_or_revoked_token' }; const scopes = normalizeScopes(row.scopes); if (requiredScope && !scopes.includes(requiredScope)) { return { ok: false, status: 403, error: 'missing_scope' }; } // best-effort touch const touch = ` mutation TouchToken($id: uuid!, $ts: timestamptz!) { update_api_tokens_by_pk(pk_columns: {id: $id}, _set: {last_used_at: $ts}) { id } } `; hasuraRequest(cfg, { admin: true }, touch, { id: row.id, ts: new Date().toISOString() }).catch(() => {}); return { ok: true, token: { id: row.id, name: row.name } }; } function toNumericString(value, fieldName) { if (value == null) throw new Error(`invalid_${fieldName}`); if (typeof value === 'number') { if (!Number.isFinite(value)) throw new Error(`invalid_${fieldName}`); return String(value); } if (typeof value === 'string') { const s = value.trim(); if (!s) throw new Error(`invalid_${fieldName}`); const n = Number(s); if (!Number.isFinite(n)) throw new Error(`invalid_${fieldName}`); return s; } // best-effort: allow bigint-like or BN-like objects if (typeof value?.toString === 'function') { const s = String(value.toString()).trim(); if (!s) throw new Error(`invalid_${fieldName}`); const n = Number(s); if (!Number.isFinite(n)) throw new Error(`invalid_${fieldName}`); return s; } throw new Error(`invalid_${fieldName}`); } function normalizeTick(input, tokenInfo) { const ts = (input?.ts || input?.timestamp || getIsoNow())?.toString?.(); const market_index = input?.market_index ?? input?.marketIndex; const symbol = input?.symbol; const oracle_price = input?.oracle_price ?? input?.oraclePrice ?? input?.price; const mark_price = input?.mark_price ?? input?.markPrice ?? input?.mark; const oracle_slot = input?.oracle_slot ?? input?.oracleSlot ?? input?.slot; const source = (input?.source || 'api')?.toString?.(); const raw = input?.raw && typeof input.raw === 'object' ? input.raw : undefined; if (!ts || Number.isNaN(Date.parse(ts))) throw new Error('invalid_ts'); if (!Number.isInteger(market_index)) throw new Error('invalid_market_index'); if (typeof symbol !== 'string' || !symbol.trim()) throw new Error('invalid_symbol'); const oracleStr = toNumericString(oracle_price, 'oracle_price'); const markStr = mark_price == null ? undefined : toNumericString(mark_price, 'mark_price'); const slotNum = oracle_slot == null ? undefined : Number.isFinite(Number(oracle_slot)) ? Number(oracle_slot) : undefined; const mergedRaw = raw || tokenInfo ? { ...(raw || {}), ingestedBy: tokenInfo ? { tokenId: tokenInfo.id, name: tokenInfo.name } : undefined, } : undefined; return { ts, market_index, symbol: symbol.trim(), // Postgres columns are NUMERIC; Hasura `numeric` scalar returns strings and expects string inputs. oracle_price: oracleStr, mark_price: markStr, oracle_slot: slotNum, source, raw: mergedRaw, }; } async function insertTick(cfg, tick) { const table = cfg.ticksTable; const insertField = `insert_${table}_one`; const mutation = ` mutation InsertTick($object: ${table}_insert_input!) { ${insertField}(object: $object) { id } } `; const data = await hasuraRequest(cfg, { admin: true }, mutation, { object: tick }); return data?.[insertField]?.id; } async function createApiToken(cfg, name, scopes, meta) { const mutation = ` mutation CreateToken($name: String!, $hash: String!, $scopes: [String!]!, $meta: jsonb) { insert_api_tokens_one(object: {name: $name, token_hash: $hash, scopes: $scopes, meta: $meta}) { id name created_at } } `; for (let attempt = 0; attempt < 5; attempt++) { const token = generateToken(); const hash = sha256Hex(token); try { const data = await hasuraRequest(cfg, { admin: true }, mutation, { name, hash, scopes, meta }); const row = data?.insert_api_tokens_one; if (!row?.id) throw new Error('token_insert_failed'); return { token, row }; } catch (err) { const msg = String(err?.message || err); const isUniqueConflict = msg.toLowerCase().includes('unique') || msg.toLowerCase().includes('constraint'); if (!isUniqueConflict) throw err; } } throw new Error('token_generation_failed'); } async function revokeApiToken(cfg, id) { const mutation = ` mutation RevokeToken($id: uuid!, $ts: timestamptz!) { update_api_tokens_by_pk(pk_columns: {id: $id}, _set: {revoked_at: $ts}) { id revoked_at } } `; const data = await hasuraRequest(cfg, { admin: true }, mutation, { id, ts: new Date().toISOString() }); return data?.update_api_tokens_by_pk?.id; } function clampInt(value, min, max) { const n = Number.parseInt(String(value), 10); if (!Number.isFinite(n) || !Number.isInteger(n)) return min; return Math.min(max, Math.max(min, n)); } function clampNumber(value, min, max, fallback) { const n = typeof value === 'number' ? value : Number(value); if (!Number.isFinite(n)) return fallback; return Math.min(max, Math.max(min, n)); } function parseNumeric(value) { if (value == null) return null; if (typeof value === 'number') return Number.isFinite(value) ? value : null; if (typeof value === 'string') { const s = value.trim(); if (!s) return null; const n = Number(s); return Number.isFinite(n) ? n : null; } return null; } function tsToUnixSeconds(value) { if (typeof value === 'number') return Number.isFinite(value) ? value : null; if (typeof value !== 'string') return null; const ms = Date.parse(value); if (!Number.isFinite(ms)) return null; return Math.floor(ms / 1000); } function isUuid(value) { const s = String(value || '').trim(); return /^[0-9a-f]{8}-[0-9a-f]{4}-[1-5][0-9a-f]{3}-[89ab][0-9a-f]{3}-[0-9a-f]{12}$/i.test(s); } 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 flowFromDelta(delta) { if (delta > 0) return { up: 1, down: 0, flat: 0 }; if (delta < 0) return { up: 0, down: 1, flat: 0 }; return { up: 0, down: 0, flat: 1 }; } function computeCandleFlowFromTicks({ candle, bucketSeconds, points, nowSec, isCurrent }) { const start = candle.time; const end = start + bucketSeconds; const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; const totalWindow = progressEnd - start; if (!(totalWindow > 0)) return flowFromDelta(candle.close - candle.open); let up = 0; let down = 0; let flat = 0; let prevT = start; let prevP = candle.open; for (const pt of points || []) { const t = clampNumber(pt.t, prevT, progressEnd, prevT); const dt = t - prevT; if (dt > 0) { const delta = pt.p - prevP; if (delta > 0) up += dt; else if (delta < 0) down += dt; else flat += dt; prevT = t; } prevP = pt.p; if (prevT >= progressEnd) break; } const tail = progressEnd - prevT; if (tail > 0) flat += tail; const sum = up + down + flat; if (!(sum > 0)) return flowFromDelta(candle.close - candle.open); return { up: up / sum, down: down / sum, flat: flat / sum }; } function computeCandleFlowRowsFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { const start = candle.time; const end = start + bucketSeconds; const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; const totalWindow = progressEnd - start; if (!(totalWindow > 0)) { const overall = candle.close - candle.open; const dir = overall > 0 ? 1 : overall < 0 ? -1 : 0; return new Array(rows).fill(dir); } const rowDirs = new Array(rows).fill(0); const pts = [{ t: start, p: candle.open }, ...(points || []), { t: progressEnd, p: candle.close }]; for (let i = 1; i < pts.length; i += 1) { const a = pts[i - 1]; const b = pts[i]; const t1 = clampNumber(a.t, start, progressEnd, start); const t2 = clampNumber(b.t, start, progressEnd, start); if (!(t2 > t1)) continue; const delta = b.p - a.p; const dir = delta > 0 ? 1 : delta < 0 ? -1 : 0; const from = Math.max(0, Math.min(rows - 1, Math.floor(((t1 - start) / bucketSeconds) * rows))); const to = Math.max(0, Math.min(rows - 1, Math.floor(((t2 - start) / bucketSeconds) * rows))); for (let r = from; r <= to; r += 1) rowDirs[r] = dir; } return rowDirs; } function computeCandleFlowSlicesFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { const start = candle.time; const end = start + bucketSeconds; const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; const dirs = new Array(rows).fill(0); const moves = new Array(rows).fill(0); const totalWindow = progressEnd - start; if (!(totalWindow > 0)) { const overall = candle.close - candle.open; const dir = overall > 0 ? 1 : overall < 0 ? -1 : 0; dirs.fill(dir); return { dirs, moves }; } const pts = [...(points || []), { t: progressEnd, p: candle.close }]; let idx = 0; let lastP = candle.open; for (let r = 0; r < rows; r += 1) { const sliceStart = start + (r / rows) * bucketSeconds; if (!(sliceStart < progressEnd)) break; const sliceEnd = Math.min(progressEnd, start + ((r + 1) / rows) * bucketSeconds); while (idx < pts.length && pts[idx].t <= sliceStart) { lastP = pts[idx].p; idx += 1; } const pStart = lastP; while (idx < pts.length && pts[idx].t <= sliceEnd) { lastP = pts[idx].p; idx += 1; } const pEnd = lastP; const delta = pEnd - pStart; const dir = delta > 0 ? 1 : delta < 0 ? -1 : 0; const move = Math.abs(delta); dirs[r] = dir; moves[r] = Number.isFinite(move) ? move : 0; } return { dirs, moves }; } function computeCandleFlowMovesFromTicks({ candle, bucketSeconds, points, rows, nowSec, isCurrent }) { const start = candle.time; const end = start + bucketSeconds; const progressEnd = isCurrent ? Math.min(end, Math.max(start, nowSec)) : end; const totalWindow = progressEnd - start; const out = new Array(rows).fill(0); if (!(totalWindow > 0)) return out; const pts = [...(points || []), { t: progressEnd, p: candle.close }]; let idx = 0; let lastP = candle.open; for (let r = 0; r < rows; r += 1) { const sliceStart = start + (r / rows) * bucketSeconds; if (!(sliceStart < progressEnd)) break; const sliceEnd = Math.min(progressEnd, start + ((r + 1) / rows) * bucketSeconds); while (idx < pts.length && pts[idx].t <= sliceStart) { lastP = pts[idx].p; idx += 1; } const pStart = lastP; while (idx < pts.length && pts[idx].t <= sliceEnd) { lastP = pts[idx].p; idx += 1; } const pEnd = lastP; const move = Math.abs(pEnd - pStart); out[r] = Number.isFinite(move) ? move : 0; } return out; } function parseTimeframeToSeconds(tf) { const v = String(tf || '').trim().toLowerCase(); if (!v) return 60; const m = v.match(/^(\d+)(s|m|h|d)$/); if (!m) throw new Error(`invalid_tf`); const num = Number.parseInt(m[1], 10); if (!Number.isInteger(num) || num <= 0) throw new Error(`invalid_tf`); const unit = m[2]; const mult = unit === 's' ? 1 : unit === 'm' ? 60 : unit === 'h' ? 3600 : 86400; return num * mult; } function fillForwardCandles(candles, { bucketSeconds, limit, nowSec }) { if (!Array.isArray(candles) || candles.length === 0) return []; if (!Number.isFinite(bucketSeconds) || bucketSeconds <= 0) return candles; if (!Number.isFinite(limit) || limit <= 0) return candles; // `candles` should be ascending by time. const cleaned = candles .filter((c) => c && Number.isFinite(c.time) && Number.isFinite(c.close)) .slice() .sort((a, b) => a.time - b.time); if (cleaned.length === 0) return []; const map = new Map(cleaned.map((c) => [c.time, c])); const lastDataTime = cleaned[cleaned.length - 1].time; const now = Number.isFinite(nowSec) ? nowSec : Math.floor(Date.now() / 1000); const alignedNow = Math.floor(now / bucketSeconds) * bucketSeconds; const endTime = Math.max(alignedNow, lastDataTime); const startTime = endTime - bucketSeconds * (limit - 1); const baseline = cleaned[0]; const out = []; out.length = limit; let prev = null; for (let i = 0; i < limit; i += 1) { const t = startTime + i * bucketSeconds; const hit = map.get(t); if (hit) { const c = { ...hit }; c.volume = Number.isFinite(c.volume) ? c.volume : 0; // Keep continuity: next candle opens where previous candle closed. // This avoids visual "gaps" when ticks are sparse. if (prev && Number.isFinite(prev.close)) { const prevClose = Number(prev.close); c.open = prevClose; c.high = Math.max(Number(c.high), prevClose, Number(c.close)); c.low = Math.min(Number(c.low), prevClose, Number(c.close)); } out[i] = c; prev = c; continue; } const base = prev || baseline; const close = Number(base.close); const oracle = base.oracle == null ? null : Number(base.oracle); const filled = { time: t, open: close, high: close, low: close, close, volume: 0, oracle: Number.isFinite(oracle) ? oracle : null, }; out[i] = filled; prev = filled; } return out.filter((c) => c && Number.isFinite(c.time) && Number.isFinite(c.open) && Number.isFinite(c.close)); } function pickFlowPointBucketSeconds(bucketSeconds, rowsPerCandle) { // We want a point step that is: // - small enough to capture intra-candle direction, // - but derived from already-cached candle buckets (1s/3s/5s/...). const targetStep = Math.max(1, Math.floor(bucketSeconds / Math.max(1, rowsPerCandle))); const candidates = [1, 3, 5, 15, 30, 60, 180, 300, 900, 1800, 3600, 14_400, 43_200, 86_400]; let best = candidates[0]; for (const c of candidates) { if (c <= targetStep) best = c; } return best; } 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 sma(values, period) { if (period <= 0) throw new Error('period must be > 0'); const out = new Array(values.length).fill(null); let sum = 0; for (let i = 0; i < values.length; i++) { sum += values[i]; if (i >= period) sum -= values[i - period]; if (i >= period - 1) out[i] = sum / period; } return out; } function ema(values, period) { if (period <= 0) throw new Error('period must be > 0'); const out = new Array(values.length).fill(null); const k = 2 / (period + 1); if (values.length < period) return out; const first = mean(values.slice(0, period)); out[period - 1] = first; let prev = first; for (let i = period; i < values.length; i++) { const next = values[i] * k + prev * (1 - k); out[i] = next; prev = next; } return out; } function rsi(values, period) { if (period <= 0) throw new Error('period must be > 0'); const out = new Array(values.length).fill(null); if (values.length <= period) return out; let gains = 0; let losses = 0; for (let i = 1; i <= period; i++) { const change = values[i] - values[i - 1]; if (change >= 0) gains += change; else losses -= change; } let avgGain = gains / period; let avgLoss = losses / period; const rs = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss; out[period] = 100 - 100 / (1 + rs); for (let i = period + 1; i < values.length; i++) { const change = values[i] - values[i - 1]; const gain = Math.max(change, 0); const loss = Math.max(-change, 0); avgGain = (avgGain * (period - 1) + gain) / period; avgLoss = (avgLoss * (period - 1) + loss) / period; const rs2 = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss; out[i] = 100 - 100 / (1 + rs2); } return out; } function bollingerBands(values, period, stdDevMult) { if (period <= 0) throw new Error('period must be > 0'); const upper = new Array(values.length).fill(null); const lower = new Array(values.length).fill(null); const mid = sma(values, period); for (let i = period - 1; i < values.length; i++) { const window = values.slice(i - period + 1, i + 1); const sd = stddev(window); const m = mid[i]; if (m == null) continue; upper[i] = m + stdDevMult * sd; lower[i] = m - stdDevMult * sd; } return { upper, lower, mid }; } function macd(values, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) { const fast = ema(values, fastPeriod); const slow = ema(values, slowPeriod); const macdLine = values.map((_, i) => { const f = fast[i]; const s = slow[i]; return f == null || s == null ? null : f - s; }); const signal = new Array(values.length).fill(null); const k = 2 / (signalPeriod + 1); let seeded = false; let prev = 0; const buf = []; for (let i = 0; i < macdLine.length; i++) { const v = macdLine[i]; if (v == null) continue; if (!seeded) { buf.push(v); if (buf.length === signalPeriod) { const first = mean(buf); signal[i] = first; prev = first; seeded = true; } continue; } const next = v * k + prev * (1 - k); signal[i] = next; prev = next; } return { macd: macdLine, signal }; } function toSeries(times, values) { return times.map((t, i) => ({ time: t, value: values[i] ?? null })); } function isAdmin(cfg, req) { if (!cfg.apiAdminSecret) return false; const provided = getHeader(req, 'x-admin-secret'); return typeof provided === 'string' && provided === cfg.apiAdminSecret; } async function handler(cfg, req, res) { if (req.method === 'OPTIONS') { withCors(res, cfg.corsOrigin); 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') { sendJson( res, 200, { ok: true, version: cfg.appVersion, buildTimestamp: cfg.buildTimestamp, startedAt: cfg.startedAt, ticksTable: cfg.ticksTable, candlesFunction: cfg.candlesFunction, }, cfg.corsOrigin ); return; } if (req.method === 'GET' && pathname === '/v1/chart') { const auth = await requireValidToken(cfg, req, 'read'); if (!auth.ok) { sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); return; } const symbol = (url.searchParams.get('symbol') || '').trim(); const source = (url.searchParams.get('source') || '').trim(); const basisRaw = (url.searchParams.get('basis') || '').trim().toLowerCase(); const tf = (url.searchParams.get('tf') || url.searchParams.get('timeframe') || '1m').trim(); const limit = clampInt(url.searchParams.get('limit') || '300', 10, 2000); if (!symbol) { sendJson(res, 400, { ok: false, error: 'missing_symbol' }, cfg.corsOrigin); return; } let bucketSeconds; try { bucketSeconds = parseTimeframeToSeconds(tf); } catch { sendJson(res, 400, { ok: false, error: 'invalid_tf' }, cfg.corsOrigin); return; } const sourceKey = source || ''; const basis = basisRaw === 'mark' ? 'mark' : basisRaw === 'oracle' || !basisRaw ? 'oracle' : null; if (!basis) { sendJson(res, 400, { ok: false, error: 'invalid_basis' }, cfg.corsOrigin); return; } try { // Cache-first: read precomputed candles from `drift_candles_cache`. // Fallback: compute on-demand via `get_drift_candles()` if cache not warmed yet. const qCache = ` query CachedCandles($symbol: String!, $bucket: Int!, $limit: Int!, $source: String!) { drift_candles_cache( where: {symbol: {_eq: $symbol}, bucket_seconds: {_eq: $bucket}, source: {_eq: $source}} order_by: {bucket: desc} limit: $limit ) { bucket open high low close oracle_open oracle_high oracle_low oracle_close ticks } } `; const cacheData = await hasuraRequest(cfg, { admin: true }, qCache, { symbol, bucket: bucketSeconds, limit, source: sourceKey, }); let rows = cacheData?.drift_candles_cache || []; if (!rows.length) { const fn = cfg.candlesFunction; const qFn = ` query Candles($symbol: String!, $bucket: Int!, $limit: Int!, $source: String) { ${fn}(args: { p_symbol: $symbol, p_bucket_seconds: $bucket, p_limit: $limit, p_source: $source }) { bucket open high low close oracle_open oracle_high oracle_low oracle_close ticks } } `; const data = await hasuraRequest(cfg, { admin: true }, qFn, { symbol, bucket: bucketSeconds, limit, source: source || null, }); rows = data?.[fn] || []; } const nowSec = Math.floor(Date.now() / 1000); let candles = rows .slice() .reverse() .map((r) => { const time = Math.floor(Date.parse(r.bucket) / 1000); const oracleClose = r.oracle_close == null ? null : Number(r.oracle_close); const oracleOpen = r.oracle_open == null ? oracleClose : Number(r.oracle_open); const oracleHigh = r.oracle_high == null ? oracleClose : Number(r.oracle_high); const oracleLow = r.oracle_low == null ? oracleClose : Number(r.oracle_low); const markOpen = Number(r.open); const markHigh = Number(r.high); const markLow = Number(r.low); const markClose = Number(r.close); const open = basis === 'oracle' ? oracleOpen : markOpen; const high = basis === 'oracle' ? oracleHigh : markHigh; const low = basis === 'oracle' ? oracleLow : markLow; const close = basis === 'oracle' ? oracleClose : markClose; // Always expose oracle close (even if basis=mark). const oracle = oracleClose; const volume = Number(r.ticks || 0); return { time, open, high, low, close, volume, oracle }; }) .filter((c) => Number.isFinite(c.time) && Number.isFinite(c.open) && Number.isFinite(c.close)); // Make candles continuous in time: if no tick happened in a bucket, emit a flat candle using last close. // This keeps the chart stable for 1s/3s/... views and makes timeframe switching instant (cache + no gaps). candles = fillForwardCandles(candles, { bucketSeconds, limit, nowSec }); // Flow = share of time spent moving up/down/flat inside each bucket. // Used by the UI to render stacked volume bars describing microstructure. const windowSeconds = bucketSeconds * candles.length; const canComputeFlow = candles.length > 0 && windowSeconds > 0 && windowSeconds <= 86_400; // cap at 24h const rowsPerCandle = Math.min(60, Math.max(12, Math.floor(bucketSeconds))); const flowPointBucketSeconds = pickFlowPointBucketSeconds(bucketSeconds, rowsPerCandle); if (canComputeFlow) { const firstStart = candles[0].time; const lastStart = candles[candles.length - 1].time; const fromIso = new Date(firstStart * 1000).toISOString(); const toIso = new Date((lastStart + bucketSeconds) * 1000).toISOString(); try { // Prefer flow computed from cached candles (fast, no raw tick scan). // If cache is missing, fall back to a simple delta-based approximation. const maxPoints = Math.min(86_400, Math.max(1_000, candles.length * rowsPerCandle * 2)); const q1s = ` query FlowPts($symbol: String!, $source: String!, $bucketSeconds: Int!, $from: timestamptz!, $to: timestamptz!, $limit: Int!) { drift_candles_cache( where: { symbol: {_eq: $symbol} source: {_eq: $source} bucket_seconds: {_eq: $bucketSeconds} bucket: {_gte: $from, _lt: $to} } order_by: {bucket: asc} limit: $limit ) { bucket close oracle_close } } `; const pData = await hasuraRequest(cfg, { admin: true }, q1s, { symbol, source: sourceKey, bucketSeconds: flowPointBucketSeconds, from: fromIso, to: toIso, limit: maxPoints, }); const ptsRows = pData?.drift_candles_cache || []; const visibleStarts = new Set(candles.map((c) => c.time)); const pointsByCandle = new Map(); for (const r of ptsRows) { const t = tsToUnixSeconds(r.bucket); if (t == null) continue; const p = basis === 'oracle' ? parseNumeric(r.oracle_close) ?? parseNumeric(r.close) : parseNumeric(r.close) ?? parseNumeric(r.oracle_close); if (p == null) continue; const idx = Math.floor((t - firstStart) / bucketSeconds); const start = firstStart + idx * bucketSeconds; if (!visibleStarts.has(start)) continue; const list = pointsByCandle.get(start) || []; list.push({ t, p }); pointsByCandle.set(start, list); } const lastCandleTime = candles[candles.length - 1]?.time ?? null; for (const c of candles) { const pts = pointsByCandle.get(c.time) || []; const isCurrent = lastCandleTime != null && c.time === lastCandleTime; c.flow = computeCandleFlowFromTicks({ candle: c, bucketSeconds, points: pts, nowSec, isCurrent }); const slices = computeCandleFlowSlicesFromTicks({ candle: c, bucketSeconds, points: pts, rows: rowsPerCandle, nowSec, isCurrent, }); c.flowRows = slices.dirs; c.flowMoves = slices.moves; } } catch { for (const c of candles) { const fallback = flowFromDelta(c.close - c.open); c.flow = fallback; const dir = fallback.up ? 1 : fallback.down ? -1 : 0; c.flowRows = new Array(rowsPerCandle).fill(dir); c.flowMoves = new Array(rowsPerCandle).fill(0); } } } else { for (const c of candles) { const fallback = flowFromDelta(c.close - c.open); c.flow = fallback; const dir = fallback.up ? 1 : fallback.down ? -1 : 0; c.flowRows = new Array(rowsPerCandle).fill(dir); c.flowMoves = new Array(rowsPerCandle).fill(0); } } const times = candles.map((c) => c.time); const closes = candles.map((c) => c.close); const oracleSeries = toSeries(times, candles.map((c) => (c.oracle == null ? null : c.oracle))); const sma20 = toSeries(times, sma(closes, 20)); const ema20 = toSeries(times, ema(closes, 20)); const bb = bollingerBands(closes, 20, 2); const bbUpper = toSeries(times, bb.upper); const bbLower = toSeries(times, bb.lower); const bbMid = toSeries(times, bb.mid); const rsi14 = toSeries(times, rsi(closes, 14)); const macdOut = macd(closes, 12, 26, 9); const macdLine = toSeries(times, macdOut.macd); const macdSignal = toSeries(times, macdOut.signal); sendJson( res, 200, { ok: true, version: cfg.appVersion, buildTimestamp: cfg.buildTimestamp, ticksTable: cfg.ticksTable, candlesFunction: cfg.candlesFunction, symbol, source: source || null, basis, tf, bucketSeconds, candles, indicators: { oracle: oracleSeries, sma20, ema20, bb20: { upper: bbUpper, lower: bbLower, mid: bbMid }, rsi14, macd: { macd: macdLine, signal: macdSignal }, }, }, cfg.corsOrigin ); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } if (req.method === 'POST' && pathname === '/v1/ingest/tick') { const auth = await requireValidToken(cfg, req, 'write'); if (!auth.ok) { sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); return; } let body; try { body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); } catch (err) { const msg = String(err?.message || err); if (msg === 'payload_too_large') { sendJson(res, 413, { ok: false, error: 'payload_too_large' }, cfg.corsOrigin); return; } sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); return; } let tick; try { tick = normalizeTick(body, auth.token); } catch (err) { sendJson(res, 400, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); return; } try { const id = await insertTick(cfg, tick); sendJson(res, 200, { ok: true, id }, cfg.corsOrigin); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } if (req.method === 'GET' && pathname === '/v1/ticks') { const auth = await requireValidToken(cfg, req, 'read'); if (!auth.ok) { sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); return; } const symbol = url.searchParams.get('symbol') || ''; const source = url.searchParams.get('source'); const limitRaw = url.searchParams.get('limit') || '1000'; const limit = Math.min(5000, Math.max(1, Number.parseInt(limitRaw, 10) || 1000)); const from = url.searchParams.get('from'); const to = url.searchParams.get('to'); if (!symbol.trim()) { sendJson(res, 400, { ok: false, error: 'missing_symbol' }, cfg.corsOrigin); return; } const where = { symbol: { _eq: symbol.trim() } }; if (source && source.trim()) where.source = { _eq: source.trim() }; if (from || to) { where.ts = {}; if (from) where.ts._gte = from; if (to) where.ts._lte = to; } const table = cfg.ticksTable; const query = ` query Ticks($where: ${table}_bool_exp!, $limit: Int!) { ${table}(where: $where, order_by: {ts: desc}, limit: $limit) { ts market_index symbol oracle_price mark_price oracle_slot source } } `; try { const data = await hasuraRequest(cfg, { admin: true }, query, { where, limit }); const ticks = (data?.[table] || []).slice().reverse(); sendJson(res, 200, { ok: true, version: cfg.appVersion, ticksTable: cfg.ticksTable, ticks }, cfg.corsOrigin); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } // Contract monitoring + cost compute (read scope). // This endpoint is meant for "live UI" polling/subscription aggregation on the backend. // It is intentionally resilient to varying bot_events payload schemas. if (req.method === 'GET' && pathname.startsWith('/v1/contracts/') && pathname.endsWith('/monitor')) { const auth = await requireValidToken(cfg, req, 'read'); if (!auth.ok) { sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); return; } const parts = pathname.split('/').filter(Boolean); const contractId = parts[2]; if (!isUuid(contractId)) { sendJson(res, 400, { ok: false, error: 'invalid_contract_id' }, cfg.corsOrigin); return; } const limit = clampInt(url.searchParams.get('eventsLimit') || '2000', 10, 50_000); const wantSeries = (url.searchParams.get('series') || '').trim() === '1'; const seriesMax = clampInt(url.searchParams.get('seriesMax') || '600', 50, 10_000); const qContract = ` query ContractByPk($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: $limit) { ts contract_id decision_id bot_id market_name event_type severity payload } } `; try { const data = await hasuraRequest(cfg, { admin: true }, qContract, { id: contractId }); const contract = data?.bot_contracts_by_pk; if (!contract?.id) { sendJson(res, 404, { ok: false, error: 'contract_not_found' }, cfg.corsOrigin); return; } const evData = await hasuraRequest(cfg, { admin: true }, qEvents, { id: contractId, limit }); const events = evData?.bot_events || []; const costs = sumCostsFromEvents(events); const series = wantSeries ? buildCostSeriesFromEvents(events, { maxPoints: seriesMax }) : null; const sizeUsd = inferContractSizeUsd(contract); const side = inferContractSide(contract); let closeEst = null; if (contract.market_name && sizeUsd != null) { const qSlip = ` query Slippage($market: String!) { dlob_slippage_latest_v2(where: {market_name: {_eq: $market}}) { market_name side size_usd mid_price vwap_price worst_price impact_bps fill_pct updated_at } 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(cfg, { admin: true }, qSlip, { market: contract.market_name }); const rowsV2 = slipData?.dlob_slippage_latest_v2 || []; const rowsV1 = slipData?.dlob_slippage_latest || []; const rows = rowsV2.length ? rowsV2 : rowsV1; 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; }; const buy = pickNearest('buy'); const sell = pickNearest('sell'); closeEst = { requestedSizeUsd: sizeUsd, entrySide: side, suggestedCloseSide: side === 'long' ? 'sell' : side === 'short' ? 'buy' : null, buy, sell, }; } sendJson( res, 200, { ok: true, contract, eventsCount: events.length, costs, series, closeEstimate: closeEst, }, cfg.corsOrigin ); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } // Estimate costs for a new contract (read scope). // Uses DLOB slippage table and simple fee/tx estimates (inputs). if (req.method === 'POST' && pathname === '/v1/contracts/costs/estimate') { const auth = await requireValidToken(cfg, req, 'read'); if (!auth.ok) { sendJson(res, auth.status, { ok: false, error: auth.error }, cfg.corsOrigin); 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' }, cfg.corsOrigin); return; } sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); return; } const market = String(body?.market_name || body?.market || '').trim(); if (!market) { sendJson(res, 400, { ok: false, error: 'missing_market' }, cfg.corsOrigin); 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' }, cfg.corsOrigin); return; } const sideRaw = String(body?.side || 'long').trim().toLowerCase(); const entrySide = sideRaw === 'short' || sideRaw === 'sell' ? 'short' : 'long'; const defaultTakerBps = parseNumeric(process.env.FEE_TAKER_BPS_DEFAULT) ?? 5; const defaultMakerBps = parseNumeric(process.env.FEE_MAKER_BPS_DEFAULT) ?? 0; const takerBps = clampNumber(parseNumeric(body?.fee_taker_bps) ?? defaultTakerBps, 0, 1000, defaultTakerBps); const makerBps = clampNumber(parseNumeric(body?.fee_maker_bps) ?? defaultMakerBps, -1000, 1000, defaultMakerBps); const orderType = String(body?.order_type || body?.orderType || 'market').trim().toLowerCase(); const isMarket = orderType === 'market' || orderType === 'taker'; const feeBps = isMarket ? takerBps : makerBps; let txFeeUsdEst = parseNumeric(body?.tx_fee_usd_est); if (txFeeUsdEst == null) { const baseLamports = parseNumeric(process.env.TX_BASE_FEE_LAMPORTS_EST) ?? 5000; const sigs = parseNumeric(process.env.TX_SIGNATURES_EST) ?? 1; const priorityLamports = parseNumeric(process.env.TX_PRIORITY_FEE_LAMPORTS_EST) ?? 0; const lamports = Math.max(0, baseLamports) * Math.max(1, sigs) + Math.max(0, priorityLamports); const sol = lamports / 1_000_000_000; const solUsd = await readSolPriceUsd(cfg); txFeeUsdEst = solUsd != null ? sol * solUsd : 0; } txFeeUsdEst = clampNumber(txFeeUsdEst, 0, 100, 0); const defaultReprices = parseNumeric(process.env.EXPECTED_REPRICES_PER_ENTRY_DEFAULT) ?? 0; const expectedReprices = clampInt(body?.expected_reprices_per_entry ?? body?.expectedReprices ?? String(defaultReprices), 0, 500); const modifyTxCount = clampInt(body?.modify_tx_count ?? body?.modifyTxCount ?? '2', 0, 10); try { const qSlip = ` query Slippage($market: String!) { dlob_slippage_latest_v2(where: {market_name: {_eq: $market}}) { market_name side size_usd mid_price vwap_price worst_price impact_bps fill_pct updated_at } 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(cfg, { admin: true }, qSlip, { market }); const rowsV2 = slipData?.dlob_slippage_latest_v2 || []; const rowsV1 = slipData?.dlob_slippage_latest || []; const rows = rowsV2.length ? rowsV2 : rowsV1; 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, }, }, cfg.corsOrigin ); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } if (req.method === 'POST' && pathname === '/v1/admin/tokens') { if (!isAdmin(cfg, req)) { sendJson(res, 401, { ok: false, error: 'admin_unauthorized' }, cfg.corsOrigin); return; } let body; try { body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); } catch { sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); return; } const name = (body?.name || 'algo')?.toString?.().trim(); if (!name) { sendJson(res, 400, { ok: false, error: 'missing_name' }, cfg.corsOrigin); return; } const scopes = normalizeScopes(body?.scopes); const resolvedScopes = scopes.length ? scopes : ['write']; try { const { token, row } = await createApiToken(cfg, name, resolvedScopes, body?.meta); sendJson(res, 200, { ok: true, token, id: row.id, name: row.name, created_at: row.created_at }, cfg.corsOrigin); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } if (req.method === 'POST' && pathname === '/v1/admin/tokens/revoke') { if (!isAdmin(cfg, req)) { sendJson(res, 401, { ok: false, error: 'admin_unauthorized' }, cfg.corsOrigin); return; } let body; try { body = await readBodyJson(req, { maxBytes: 1024 * 1024 }); } catch { sendJson(res, 400, { ok: false, error: 'invalid_json' }, cfg.corsOrigin); return; } const id = (body?.id || '')?.toString?.().trim(); if (!id) { sendJson(res, 400, { ok: false, error: 'missing_id' }, cfg.corsOrigin); return; } try { const revokedId = await revokeApiToken(cfg, id); sendJson(res, 200, { ok: true, id: revokedId }, cfg.corsOrigin); } catch (err) { sendJson(res, 500, { ok: false, error: String(err?.message || err) }, cfg.corsOrigin); } return; } sendJson(res, 404, { ok: false, error: 'not_found' }, cfg.corsOrigin); } function main() { const cfg = resolveConfig(); const server = http.createServer((req, res) => void handler(cfg, req, res)); server.listen(cfg.port, () => { console.log( JSON.stringify( { service: 'trade-api', version: cfg.appVersion, buildTimestamp: cfg.buildTimestamp, port: cfg.port, hasuraUrl: cfg.hasuraUrl, ticksTable: cfg.ticksTable, candlesFunction: cfg.candlesFunction, hasuraAdminSecret: cfg.hasuraAdminSecret ? '***' : undefined, apiAdminSecret: cfg.apiAdminSecret ? '***' : undefined, }, null, 2 ) ); }); } main();