Submodule drift-common updated: 6a66867144...aaa6ffa150
@@ -144,7 +144,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
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: this.driftClient.getOracleDataForSpotMarket(marketArgs.marketIndex)
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.slot;
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let includeVamm = marketArgs.includeVamm;
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if (dlobSlot - oracleSlot > STALE_ORACLE_REMOVE_VAMM_THRESHOLD) {
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if (dlobSlot - oracleSlot.toNumber() > STALE_ORACLE_REMOVE_VAMM_THRESHOLD) {
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logger.info('Oracle is stale, removing vamm orders');
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includeVamm = false;
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}
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26
src/index.ts
26
src/index.ts
@@ -682,7 +682,9 @@ const main = async (): Promise<void> => {
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if (useRedis) {
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if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') {
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const redisClient = perpMarketRedisMap.get(normedMarketIndex).client;
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const redisL2 = await redisClient.get(`last_update_orderbook_perp_${normedMarketIndex}`);
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const redisL2 = await redisClient.get(
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`last_update_orderbook_perp_${normedMarketIndex}`
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);
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const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
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redisL2['bids'] = redisL2['bids']?.slice(0, depth);
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redisL2['asks'] = redisL2['asks']?.slice(0, depth);
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@@ -706,7 +708,9 @@ const main = async (): Promise<void> => {
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`${includePhoenix}`?.toLowerCase() === 'true'
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) {
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const redisClient = spotMarketRedisMap.get(normedMarketIndex).client;
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const redisL2 = await redisClient.get(`last_update_orderbook_spot_${normedMarketIndex}`);
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const redisL2 = await redisClient.get(
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`last_update_orderbook_spot_${normedMarketIndex}`
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);
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const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
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redisL2['bids'] = redisL2['bids']?.slice(0, depth);
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redisL2['asks'] = redisL2['asks']?.slice(0, depth);
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@@ -836,8 +840,13 @@ const main = async (): Promise<void> => {
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) {
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const redisClient =
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perpMarketRedisMap.get(normedMarketIndex).client;
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const redisL2 = await redisClient.get(`last_update_orderbook_perp_${normedMarketIndex}`);
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const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
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const redisL2 = await redisClient.get(
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`last_update_orderbook_perp_${normedMarketIndex}`
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);
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const depth = Math.min(
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parseInt(adjustedDepth as string) ?? 1,
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100
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);
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redisL2['bids'] = redisL2['bids']?.slice(0, depth);
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redisL2['asks'] = redisL2['asks']?.slice(0, depth);
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if (redisL2) {
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@@ -861,8 +870,13 @@ const main = async (): Promise<void> => {
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) {
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const redisClient =
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spotMarketRedisMap.get(normedMarketIndex).client;
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const redisL2 = await redisClient.get(`last_update_orderbook_spot_${normedMarketIndex}`);
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const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
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const redisL2 = await redisClient.get(
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`last_update_orderbook_spot_${normedMarketIndex}`
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);
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const depth = Math.min(
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parseInt(adjustedDepth as string) ?? 1,
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100
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);
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redisL2['bids'] = redisL2['bids']?.slice(0, depth);
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redisL2['asks'] = redisL2['asks']?.slice(0, depth);
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if (redisL2) {
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@@ -6,26 +6,33 @@ import morgan from 'morgan';
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import { Commitment, Connection } from '@solana/web3.js';
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import {
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DriftEnv,
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SlotSubscriber,
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initialize,
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isVariant,
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MarketType,
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} from '@drift-labs/sdk';
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import { RedisClient, RedisClientPrefix } from '@drift/common';
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import { logger, setLogLevel } from './utils/logger';
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import * as http from 'http';
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import {
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handleHealthCheck,
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cacheHitCounter,
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incomingRequestsCounter,
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runtimeSpecsGauge,
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} from './core/metrics';
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import { handleResponseTime } from './core/middleware';
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import { errorHandler, normalizeBatchQueryParams, sleep } from './utils/utils';
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import {
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DriftEnv,
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MarketType,
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PerpMarkets,
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SlotSubscriber,
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SpotMarkets,
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isVariant,
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initialize,
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} from '@drift-labs/sdk';
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import { RedisClient, RedisClientPrefix } from '@drift/common';
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import { errorHandler, sleep } from './utils/utils';
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import { setGlobalDispatcher, Agent } from 'undici';
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setGlobalDispatcher(
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new Agent({
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connections: 200,
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})
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);
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require('dotenv').config();
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@@ -38,11 +45,15 @@ const commitHash = process.env.COMMIT;
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//@ts-ignore
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const sdkConfig = initialize({ env: process.env.ENV });
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const stateCommitment: Commitment = 'processed';
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const stateCommitment: Commitment = 'confirmed';
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const serverPort = process.env.PORT || 6969;
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export const ORDERBOOK_UPDATE_INTERVAL = 1000;
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const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60;
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const SLOT_STALENESS_TOLERANCE =
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parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 20;
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parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 35;
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const ROTATION_COOLDOWN = parseInt(process.env.ROTATION_COOLDOWN) || 5000;
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const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
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const useRedis = process.env.USE_REDIS?.toLowerCase() === 'true';
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const logFormat =
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':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]';
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@@ -57,6 +68,18 @@ app.set('trust proxy', 1);
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app.use(logHttp);
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app.use(handleResponseTime);
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// strip off /dlob, if the request comes from exchange history server LB
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app.use((req, _res, next) => {
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if (req.url.startsWith('/dlob')) {
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req.url = req.url.replace('/dlob', '');
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if (req.url === '') {
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req.url = '/';
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}
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}
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incomingRequestsCounter.add(1);
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next();
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});
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// Metrics defined here
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const bootTimeMs = Date.now();
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runtimeSpecsGauge.addCallback((obs) => {
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@@ -68,28 +91,6 @@ runtimeSpecsGauge.addCallback((obs) => {
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});
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});
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// strip off /dlob, if the request comes from exchange history server LB
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app.use((req, _res, next) => {
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if (req.url.startsWith('/dlob')) {
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req.url = req.url.replace('/dlob', '');
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if (req.url === '') {
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req.url = '/';
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}
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}
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next();
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});
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// strip off /ui, if the request comes from the UI
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app.use((req, _res, next) => {
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if (req.url.startsWith('/ui')) {
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req.url = req.url.replace('/ui', '');
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if (req.url === '') {
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req.url = '/';
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}
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}
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next();
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});
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app.use(errorHandler);
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const server = http.createServer(app);
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@@ -107,63 +108,120 @@ const endpoint = process.env.ENDPOINT;
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||||
const wsEndpoint = process.env.WS_ENDPOINT;
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logger.info(`RPC endpoint: ${endpoint}`);
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logger.info(`WS endpoint: ${wsEndpoint}`);
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logger.info(`useWebsocket: ${useWebsocket}`);
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logger.info(`DriftEnv: ${driftEnv}`);
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logger.info(`Commit: ${commitHash}`);
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const main = async () => {
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// Redis connect
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const main = async (): Promise<void> => {
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const connection = new Connection(endpoint, {
|
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wsEndpoint,
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commitment: stateCommitment,
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});
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const slotSubscriber = new SlotSubscriber(connection, {
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resubTimeoutMs: 5000,
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});
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await slotSubscriber.subscribe();
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// Handle redis client initialization and rotation maps
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const redisClients: Array<RedisClient> = [];
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const spotMarketRedisMap: Map<
|
||||
number,
|
||||
{ client: RedisClient; clientIndex: number }
|
||||
{
|
||||
client: RedisClient;
|
||||
clientIndex: number;
|
||||
lastRotationTime: number;
|
||||
lock: boolean;
|
||||
}
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> = new Map();
|
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const perpMarketRedisMap: Map<
|
||||
number,
|
||||
{ client: RedisClient; clientIndex: number }
|
||||
{
|
||||
client: RedisClient;
|
||||
clientIndex: number;
|
||||
lastRotationTime: number;
|
||||
lock: boolean;
|
||||
}
|
||||
> = new Map();
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for (let i = 0; i < REDIS_CLIENTS.length; i++) {
|
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const prefix = RedisClientPrefix[REDIS_CLIENTS[i]];
|
||||
redisClients.push(new RedisClient({ prefix }));
|
||||
await redisClients[i].connect();
|
||||
}
|
||||
for (let i = 0; i < sdkConfig.SPOT_MARKETS.length; i++) {
|
||||
spotMarketRedisMap.set(sdkConfig.SPOT_MARKETS[i].marketIndex, {
|
||||
client: redisClients[0],
|
||||
clientIndex: 0,
|
||||
});
|
||||
}
|
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for (let i = 0; i < sdkConfig.PERP_MARKETS.length; i++) {
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perpMarketRedisMap.set(sdkConfig.PERP_MARKETS[i].marketIndex, {
|
||||
client: redisClients[0],
|
||||
clientIndex: 0,
|
||||
});
|
||||
if (useRedis) {
|
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logger.info('Connecting to redis');
|
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for (let i = 0; i < REDIS_CLIENTS.length; i++) {
|
||||
redisClients.push(new RedisClient({ prefix: REDIS_CLIENTS[i] }));
|
||||
}
|
||||
|
||||
for (let i = 0; i < sdkConfig.SPOT_MARKETS.length; i++) {
|
||||
spotMarketRedisMap.set(sdkConfig.SPOT_MARKETS[i].marketIndex, {
|
||||
client: redisClients[0],
|
||||
clientIndex: 0,
|
||||
lastRotationTime: 0,
|
||||
lock: false,
|
||||
});
|
||||
}
|
||||
for (let i = 0; i < sdkConfig.PERP_MARKETS.length; i++) {
|
||||
perpMarketRedisMap.set(sdkConfig.PERP_MARKETS[i].marketIndex, {
|
||||
client: redisClients[0],
|
||||
clientIndex: 0,
|
||||
lastRotationTime: 0,
|
||||
lock: false,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// Slot subscriber for source
|
||||
const connection = new Connection(endpoint, {
|
||||
commitment: stateCommitment,
|
||||
wsEndpoint,
|
||||
});
|
||||
const slotSubscriber = new SlotSubscriber(connection);
|
||||
await slotSubscriber.subscribe();
|
||||
|
||||
app.get(
|
||||
'/health',
|
||||
handleHealthCheck(2 * SLOT_STALENESS_TOLERANCE * 400, slotSubscriber)
|
||||
);
|
||||
app.get(
|
||||
'/',
|
||||
handleHealthCheck(2 * SLOT_STALENESS_TOLERANCE * 400, slotSubscriber)
|
||||
);
|
||||
|
||||
const handleStartup = async (_req, res, _next) => {
|
||||
let healthy = false;
|
||||
for (const redisClient of redisClients) {
|
||||
if (redisClient.connected) {
|
||||
healthy = true;
|
||||
function canRotate(marketType: MarketType, marketIndex: number) {
|
||||
if (isVariant(marketType, 'spot')) {
|
||||
const state = spotMarketRedisMap.get(marketIndex);
|
||||
if (state) {
|
||||
const now = Date.now();
|
||||
if (now - state.lastRotationTime > ROTATION_COOLDOWN && !state.lock) {
|
||||
state.lastRotationTime = now;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
} else {
|
||||
const state = perpMarketRedisMap.get(marketIndex);
|
||||
if (state) {
|
||||
const now = Date.now();
|
||||
if (now - state.lastRotationTime > ROTATION_COOLDOWN && !state.lock) {
|
||||
state.lastRotationTime = now;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (healthy) {
|
||||
return false;
|
||||
}
|
||||
|
||||
function rotateClient(marketType: MarketType, marketIndex: number) {
|
||||
if (isVariant(marketType, 'spot')) {
|
||||
const state = spotMarketRedisMap.get(marketIndex);
|
||||
if (state) {
|
||||
state.lock = true;
|
||||
const nextClientIndex = (state.clientIndex + 1) % redisClients.length;
|
||||
state.client = redisClients[nextClientIndex];
|
||||
state.clientIndex = nextClientIndex;
|
||||
logger.info(
|
||||
`Rotated redis client to index ${nextClientIndex} for spot market ${marketIndex}`
|
||||
);
|
||||
state.lastRotationTime = Date.now();
|
||||
state.lock = false;
|
||||
}
|
||||
} else {
|
||||
const state = perpMarketRedisMap.get(marketIndex);
|
||||
if (state) {
|
||||
state.lock = true;
|
||||
const nextClientIndex = (state.clientIndex + 1) % redisClients.length;
|
||||
state.client = redisClients[nextClientIndex];
|
||||
state.clientIndex = nextClientIndex;
|
||||
logger.info(
|
||||
`Rotated redis client to index ${nextClientIndex} for perp market ${marketIndex}`
|
||||
);
|
||||
state.lastRotationTime = Date.now();
|
||||
state.lock = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
const handleStartup = async (_req, res, _next) => {
|
||||
if (slotSubscriber.currentSlot && !redisClients.some((c) => !c.connected)) {
|
||||
res.writeHead(200);
|
||||
res.end('OK');
|
||||
} else {
|
||||
@@ -171,7 +229,16 @@ const main = async () => {
|
||||
res.end('Not ready');
|
||||
}
|
||||
};
|
||||
|
||||
app.get(
|
||||
'/health',
|
||||
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSubscriber)
|
||||
);
|
||||
app.get('/startup', handleStartup);
|
||||
app.get(
|
||||
'/',
|
||||
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSubscriber)
|
||||
);
|
||||
|
||||
app.get('/l2', async (req, res, next) => {
|
||||
try {
|
||||
@@ -182,111 +249,58 @@ const main = async () => {
|
||||
includeVamm,
|
||||
includePhoenix,
|
||||
includeSerum,
|
||||
grouping, // undefined or PRICE_PRECISION
|
||||
includeOracle,
|
||||
} = req.query;
|
||||
|
||||
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
|
||||
driftEnv,
|
||||
marketType as string,
|
||||
marketIndex as string
|
||||
);
|
||||
if (error) {
|
||||
res.status(400).send(error);
|
||||
return;
|
||||
}
|
||||
|
||||
const isSpot = isVariant(normedMarketType, 'spot');
|
||||
|
||||
let adjustedDepth = depth ?? '10';
|
||||
if (grouping !== undefined) {
|
||||
// If grouping is also supplied, we want the entire book depth.
|
||||
// we will apply depth after grouping
|
||||
adjustedDepth = '-1';
|
||||
}
|
||||
const isSpot = (marketType as string).toLowerCase() === 'spot';
|
||||
const normedMarketIndex = parseInt(marketIndex as string);
|
||||
const normedMarketType = isSpot ? MarketType.SPOT : MarketType.PERP;
|
||||
|
||||
const adjustedDepth = depth ?? '100';
|
||||
let l2Formatted: any;
|
||||
let slotDiff: number;
|
||||
if (
|
||||
!isSpot &&
|
||||
`${includeVamm}`?.toLowerCase() === 'true' &&
|
||||
`${includeOracle}`?.toLowerCase().toLowerCase() === 'true' &&
|
||||
!grouping
|
||||
) {
|
||||
let redisL2: string;
|
||||
if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') {
|
||||
const redisClient = perpMarketRedisMap.get(normedMarketIndex).client;
|
||||
if (parseInt(adjustedDepth as string) === 5) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 20) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 100) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
|
||||
);
|
||||
}
|
||||
if (redisL2) {
|
||||
slotDiff =
|
||||
slotSubscriber.getSlot() - parseInt(JSON.parse(redisL2).slot);
|
||||
if (slotDiff < SLOT_STALENESS_TOLERANCE) {
|
||||
l2Formatted = redisL2;
|
||||
} else {
|
||||
if (redisClients.length > 1) {
|
||||
const nextClientIndex =
|
||||
(perpMarketRedisMap.get(normedMarketIndex).clientIndex + 1) %
|
||||
redisClients.length;
|
||||
perpMarketRedisMap.set(normedMarketIndex, {
|
||||
client: redisClients[nextClientIndex],
|
||||
clientIndex: nextClientIndex,
|
||||
});
|
||||
console.log(
|
||||
`Rotated redis client to index ${nextClientIndex} for perp market ${normedMarketIndex}`
|
||||
);
|
||||
const redisL2 = await redisClient.get(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}`
|
||||
);
|
||||
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
|
||||
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
|
||||
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
|
||||
|
||||
if (
|
||||
redisL2 &&
|
||||
slotSubscriber.getSlot() - parseInt(redisL2['slot']) <
|
||||
SLOT_STALENESS_TOLERANCE
|
||||
) {
|
||||
l2Formatted = JSON.stringify(redisL2);
|
||||
} else {
|
||||
if (redisL2 && redisClients.length > 1) {
|
||||
if (canRotate(normedMarketType, normedMarketIndex)) {
|
||||
rotateClient(normedMarketType, normedMarketIndex);
|
||||
}
|
||||
}
|
||||
}
|
||||
} else if (
|
||||
isSpot &&
|
||||
`${includeSerum}`?.toLowerCase() === 'true' &&
|
||||
`${includePhoenix}`?.toLowerCase() === 'true' &&
|
||||
`${includeOracle}`?.toLowerCase() === 'true' &&
|
||||
!grouping
|
||||
`${includePhoenix}`?.toLowerCase() === 'true'
|
||||
) {
|
||||
let redisL2: string;
|
||||
const redisClient = spotMarketRedisMap.get(normedMarketIndex).client;
|
||||
if (parseInt(adjustedDepth as string) === 5) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 20) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 100) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
|
||||
);
|
||||
}
|
||||
if (redisL2) {
|
||||
slotDiff =
|
||||
slotSubscriber.getSlot() - parseInt(JSON.parse(redisL2).slot);
|
||||
if (slotDiff < SLOT_STALENESS_TOLERANCE) {
|
||||
l2Formatted = redisL2;
|
||||
} else {
|
||||
if (redisClients.length > 1) {
|
||||
const nextClientIndex =
|
||||
(spotMarketRedisMap.get(normedMarketIndex).clientIndex + 1) %
|
||||
redisClients.length;
|
||||
spotMarketRedisMap.set(normedMarketIndex, {
|
||||
client: redisClients[nextClientIndex],
|
||||
clientIndex: nextClientIndex,
|
||||
});
|
||||
console.log(
|
||||
`Rotated redis client to index ${nextClientIndex} for spot market ${normedMarketIndex}`
|
||||
);
|
||||
const redisL2 = await redisClient.get(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}`
|
||||
);
|
||||
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
|
||||
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
|
||||
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
|
||||
if (
|
||||
redisL2 &&
|
||||
slotSubscriber.getSlot() - parseInt(redisL2['slot']) <
|
||||
SLOT_STALENESS_TOLERANCE
|
||||
) {
|
||||
l2Formatted = JSON.stringify(redisL2);
|
||||
} else {
|
||||
if (redisL2 && redisClients.length > 1) {
|
||||
if (canRotate(normedMarketType, normedMarketIndex)) {
|
||||
rotateClient(normedMarketType, normedMarketIndex);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -295,254 +309,26 @@ const main = async () => {
|
||||
if (l2Formatted) {
|
||||
cacheHitCounter.add(1, {
|
||||
miss: false,
|
||||
path: req.baseUrl + req.path,
|
||||
});
|
||||
res.writeHead(200);
|
||||
res.end(l2Formatted);
|
||||
return;
|
||||
} else {
|
||||
if (slotDiff) {
|
||||
res.writeHead(500);
|
||||
res.end(`Slot too stale : ${slotDiff}`);
|
||||
} else {
|
||||
res.writeHead(400);
|
||||
res.end(`Bad Request: no cached L2 found`);
|
||||
}
|
||||
res.writeHead(400);
|
||||
res.end({ error: 'No cached L2 found' });
|
||||
}
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
app.get('/batchL2', async (req, res, next) => {
|
||||
try {
|
||||
const {
|
||||
marketName,
|
||||
marketIndex,
|
||||
marketType,
|
||||
depth,
|
||||
includeVamm,
|
||||
includePhoenix,
|
||||
includeSerum,
|
||||
includeOracle,
|
||||
grouping, // undefined or PRICE_PRECISION
|
||||
} = req.query;
|
||||
|
||||
const normedParams = normalizeBatchQueryParams({
|
||||
marketName: marketName as string | undefined,
|
||||
marketIndex: marketIndex as string | undefined,
|
||||
marketType: marketType as string | undefined,
|
||||
depth: depth as string | undefined,
|
||||
includeVamm: includeVamm as string | undefined,
|
||||
includePhoenix: includePhoenix as string | undefined,
|
||||
includeSerum: includeSerum as string | undefined,
|
||||
includeOracle: includeOracle as string | undefined,
|
||||
grouping: grouping as string | undefined,
|
||||
});
|
||||
|
||||
if (normedParams === undefined) {
|
||||
res
|
||||
.status(400)
|
||||
.send(
|
||||
'Bad Request: all params for batch request must be the same length'
|
||||
);
|
||||
return;
|
||||
}
|
||||
|
||||
const l2s = await Promise.all(
|
||||
normedParams.map(async (normedParam) => {
|
||||
const { normedMarketType, normedMarketIndex, error } =
|
||||
validateDlobQuery(
|
||||
driftEnv,
|
||||
normedParam['marketType'] as string,
|
||||
normedParam['marketIndex'] as string
|
||||
);
|
||||
if (error) {
|
||||
res.status(400).send(`Bad Request: ${error}`);
|
||||
return;
|
||||
}
|
||||
|
||||
const isSpot = isVariant(normedMarketType, 'spot');
|
||||
|
||||
let adjustedDepth = normedParam['depth'] ?? '10';
|
||||
if (normedParam['grouping'] !== undefined) {
|
||||
// If grouping is also supplied, we want the entire book depth.
|
||||
// we will apply depth after grouping
|
||||
adjustedDepth = '-1';
|
||||
}
|
||||
|
||||
let l2Formatted: any;
|
||||
if (
|
||||
!isSpot &&
|
||||
normedParam['includeVamm']?.toLowerCase() === 'true' &&
|
||||
normedParam['includeOracle']?.toLowerCase() === 'true' &&
|
||||
!normedParam['grouping']
|
||||
) {
|
||||
let redisL2: string;
|
||||
const redisClient =
|
||||
perpMarketRedisMap.get(normedMarketIndex).client;
|
||||
if (parseInt(adjustedDepth as string) === 5) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 20) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 100) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
|
||||
);
|
||||
}
|
||||
if (redisL2) {
|
||||
const parsedRedisL2 = JSON.parse(redisL2);
|
||||
if (
|
||||
slotSubscriber.getSlot() - parseInt(parsedRedisL2.slot) <
|
||||
SLOT_STALENESS_TOLERANCE
|
||||
) {
|
||||
l2Formatted = parsedRedisL2;
|
||||
} else {
|
||||
if (redisClients.length > 1) {
|
||||
const nextClientIndex =
|
||||
(perpMarketRedisMap.get(normedMarketIndex).clientIndex +
|
||||
1) %
|
||||
redisClients.length;
|
||||
perpMarketRedisMap.set(normedMarketIndex, {
|
||||
client: redisClients[nextClientIndex],
|
||||
clientIndex: nextClientIndex,
|
||||
});
|
||||
console.log(
|
||||
`Rotated redis client to index ${nextClientIndex} for perp market ${normedMarketIndex}`
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
} else if (
|
||||
isSpot &&
|
||||
normedParam['includePhoenix']?.toLowerCase() === 'true' &&
|
||||
normedParam['includeSerum']?.toLowerCase() === 'true' &&
|
||||
!normedParam['grouping']
|
||||
) {
|
||||
let redisL2: string;
|
||||
const redisClient =
|
||||
spotMarketRedisMap.get(normedMarketIndex).client;
|
||||
if (parseInt(adjustedDepth as string) === 5) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 20) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
|
||||
);
|
||||
} else if (parseInt(adjustedDepth as string) === 100) {
|
||||
redisL2 = await redisClient.getRaw(
|
||||
`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
|
||||
);
|
||||
}
|
||||
if (redisL2) {
|
||||
const parsedRedisL2 = JSON.parse(redisL2);
|
||||
if (
|
||||
slotSubscriber.getSlot() - parseInt(parsedRedisL2.slot) <
|
||||
SLOT_STALENESS_TOLERANCE
|
||||
) {
|
||||
l2Formatted = parsedRedisL2;
|
||||
} else {
|
||||
if (redisClients.length > 1) {
|
||||
const nextClientIndex =
|
||||
(spotMarketRedisMap.get(normedMarketIndex).clientIndex +
|
||||
1) %
|
||||
redisClients.length;
|
||||
spotMarketRedisMap.set(normedMarketIndex, {
|
||||
client: redisClients[nextClientIndex],
|
||||
clientIndex: nextClientIndex,
|
||||
});
|
||||
console.log(
|
||||
`Rotated redis client to index ${nextClientIndex} for spot market ${normedMarketIndex}`
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (l2Formatted) {
|
||||
cacheHitCounter.add(1, {
|
||||
miss: false,
|
||||
});
|
||||
return l2Formatted;
|
||||
}
|
||||
}
|
||||
})
|
||||
);
|
||||
|
||||
res.writeHead(200);
|
||||
res.end(JSON.stringify({ l2s }));
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
server.listen(serverPort, () => {
|
||||
logger.info(`DLOB server listening on port http://localhost:${serverPort}`);
|
||||
});
|
||||
};
|
||||
|
||||
export const validateDlobQuery = (
|
||||
driftEnv: DriftEnv,
|
||||
marketType?: string,
|
||||
marketIndex?: string
|
||||
): {
|
||||
normedMarketType?: MarketType;
|
||||
normedMarketIndex?: number;
|
||||
error?: string;
|
||||
} => {
|
||||
let normedMarketType: MarketType = undefined;
|
||||
let normedMarketIndex: number = undefined;
|
||||
if (marketIndex === undefined || marketType === undefined) {
|
||||
return {
|
||||
error:
|
||||
'Bad Request: (marketName) or (marketIndex and marketType) must be supplied',
|
||||
};
|
||||
}
|
||||
|
||||
// validate marketType
|
||||
switch ((marketType as string).toLowerCase()) {
|
||||
case 'spot': {
|
||||
normedMarketType = MarketType.SPOT;
|
||||
normedMarketIndex = parseInt(marketIndex as string);
|
||||
const spotMarketIndicies = SpotMarkets[driftEnv].map(
|
||||
(mkt) => mkt.marketIndex
|
||||
);
|
||||
if (!spotMarketIndicies.includes(normedMarketIndex)) {
|
||||
return {
|
||||
error: 'Bad Request: invalid marketIndex',
|
||||
};
|
||||
}
|
||||
break;
|
||||
}
|
||||
case 'perp': {
|
||||
normedMarketType = MarketType.PERP;
|
||||
normedMarketIndex = parseInt(marketIndex as string);
|
||||
const perpMarketIndicies = PerpMarkets[driftEnv].map(
|
||||
(mkt) => mkt.marketIndex
|
||||
);
|
||||
if (!perpMarketIndicies.includes(normedMarketIndex)) {
|
||||
return {
|
||||
error: 'Bad Request: invalid marketIndex',
|
||||
};
|
||||
}
|
||||
break;
|
||||
}
|
||||
default:
|
||||
return {
|
||||
error: 'Bad Request: marketType must be either "spot" or "perp"',
|
||||
};
|
||||
}
|
||||
|
||||
return {
|
||||
normedMarketType,
|
||||
normedMarketIndex,
|
||||
};
|
||||
};
|
||||
|
||||
async function recursiveTryCatch(f: () => void) {
|
||||
async function recursiveTryCatch(f: () => Promise<void>) {
|
||||
try {
|
||||
await f();
|
||||
} catch (e) {
|
||||
@@ -554,4 +340,4 @@ async function recursiveTryCatch(f: () => void) {
|
||||
|
||||
recursiveTryCatch(() => main());
|
||||
|
||||
export { commitHash, endpoint, sdkConfig, wsEndpoint };
|
||||
export { commitHash, driftEnv, endpoint, sdkConfig, wsEndpoint };
|
||||
|
||||
Reference in New Issue
Block a user