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