fetch from redis
This commit is contained in:
Nour Alharithi
263
src/index.ts
263
src/index.ts
@@ -28,8 +28,6 @@ import {
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initialize,
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isVariant,
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OrderSubscriber,
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UserAccount,
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Order,
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} from '@drift-labs/sdk';
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import { logger, setLogLevel } from './utils/logger';
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@@ -59,8 +57,14 @@ import {
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getDLOBProviderFromOrderSubscriber,
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getDLOBProviderFromUserMap,
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} from './dlobProvider';
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import { RedisClient } from './utils/redisClient';
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require('dotenv').config();
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const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
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const REDIS_PORT = process.env.REDIS_PORT || '6379';
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const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
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const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
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const commitHash = process.env.COMMIT;
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//@ts-ignore
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@@ -343,6 +347,10 @@ const main = async () => {
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`DLOBSubscriber initialized in ${Date.now() - initDlobSubscriberStart} ms`
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);
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logger.info('Connecting to redis');
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const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
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await redisClient.connect();
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logger.info(`Initializing all market subscribers...`);
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const initAllMarketSubscribersStart = Date.now();
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MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient);
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@@ -742,6 +750,55 @@ const main = async () => {
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adjustedDepth = '-1';
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}
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let l2Formatted: any;
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if (
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!isSpot &&
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`${includeVamm}`.toLowerCase() === 'true' &&
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`${includeOracle}`.toLowerCase().toLowerCase() === 'true' &&
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!grouping
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) {
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if (parseInt(adjustedDepth as string) === 5) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
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);
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}
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} else if (
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isSpot &&
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`${includeSerum}`.toLowerCase() === 'true' &&
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`${includePhoenix}`.toLowerCase() === 'true' &&
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`${includeOracle}`.toLowerCase() === 'true' &&
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!grouping
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) {
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if (parseInt(adjustedDepth as string) === 5) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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console.log('100');
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
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);
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}
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}
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if (l2Formatted) {
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res.writeHead(200);
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res.end(JSON.stringify(l2Formatted));
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return;
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}
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const l2 = dlobSubscriber.getL2({
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marketIndex: normedMarketIndex,
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marketType: normedMarketType,
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@@ -783,7 +840,7 @@ const main = async () => {
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res.end(JSON.stringify(l2Formatted));
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} else {
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// make the BNs into strings
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const l2Formatted = l2WithBNToStrings(l2);
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l2Formatted = l2WithBNToStrings(l2);
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if (`${includeOracle}`.toLowerCase() === 'true') {
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addOracletoResponse(
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l2Formatted,
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@@ -792,10 +849,10 @@ const main = async () => {
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normedMarketIndex
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);
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}
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res.writeHead(200);
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res.end(JSON.stringify(l2Formatted));
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}
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res.writeHead(200);
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res.end(JSON.stringify(l2Formatted));
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} catch (err) {
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next(err);
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}
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@@ -836,86 +893,132 @@ const main = async () => {
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return;
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}
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const l2s = normedParams.map((normedParam) => {
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const { normedMarketType, normedMarketIndex, error } =
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validateDlobQuery(
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driftClient,
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driftEnv,
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normedParam['marketType'] as string,
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normedParam['marketIndex'] as string,
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normedParam['marketName'] as string
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);
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if (error) {
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res.status(400).send(`Bad Request: ${error}`);
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return;
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}
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const isSpot = isVariant(normedMarketType, 'spot');
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let adjustedDepth = normedParam['depth'] ?? '10';
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if (normedParam['grouping'] !== undefined) {
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// If grouping is also supplied, we want the entire book depth.
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// we will apply depth after grouping
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adjustedDepth = '-1';
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}
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const l2 = dlobSubscriber.getL2({
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marketIndex: normedMarketIndex,
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marketType: normedMarketType,
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depth: parseInt(adjustedDepth as string),
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includeVamm: isSpot
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? false
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: `${normedParam['includeVamm']}`.toLowerCase() === 'true',
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fallbackL2Generators: isSpot
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? [
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`${normedParam['includePhoenix']}`.toLowerCase() === 'true' &&
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MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
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`${normedParam['includeSerum']}`.toLowerCase() === 'true' &&
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MARKET_SUBSCRIBERS[normedMarketIndex].serum,
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].filter((a) => !!a)
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: [],
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});
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if (normedParam['grouping']) {
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const finalDepth = normedParam['depth']
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? parseInt(normedParam['depth'] as string)
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: 10;
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if (isNaN(parseInt(normedParam['grouping'] as string))) {
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res
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.status(400)
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.send('Bad Request: grouping must be a number if supplied');
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const l2s = await Promise.all(
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normedParams.map(async (normedParam) => {
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const { normedMarketType, normedMarketIndex, error } =
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validateDlobQuery(
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driftClient,
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driftEnv,
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normedParam['marketType'] as string,
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normedParam['marketIndex'] as string,
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normedParam['marketName'] as string
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);
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if (error) {
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res.status(400).send(`Bad Request: ${error}`);
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return;
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}
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const groupingBN = new BN(
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parseInt(normedParam['grouping'] as string)
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);
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const l2Formatted = l2WithBNToStrings(
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groupL2(l2, groupingBN, finalDepth)
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);
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if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
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addOracletoResponse(
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l2Formatted,
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driftClient,
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normedMarketType,
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normedMarketIndex
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const isSpot = isVariant(normedMarketType, 'spot');
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let adjustedDepth = normedParam['depth'] ?? '10';
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if (normedParam['grouping'] !== undefined) {
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// If grouping is also supplied, we want the entire book depth.
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// we will apply depth after grouping
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adjustedDepth = '-1';
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}
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let l2Formatted: any;
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if (
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marketType === 'perp' &&
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normedParam['includeVamm'].toLowerCase() === 'true' &&
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normedParam['includeOracle'].toLowerCase() === 'true' &&
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!normedParam['grouping']
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) {
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if (parseInt(adjustedDepth as string) === 5) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
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);
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}
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} else if (
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marketType === 'spot' &&
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normedParam['includePhoenix'].toLowerCase() === 'true' &&
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normedParam['includeSerum'].toLowerCase() === 'true' &&
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!normedParam['grouping']
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) {
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if (parseInt(adjustedDepth as string) === 5) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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l2Formatted = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
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);
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}
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}
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if (l2Formatted) {
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return l2Formatted;
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}
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const l2 = dlobSubscriber.getL2({
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marketIndex: normedMarketIndex,
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marketType: normedMarketType,
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depth: parseInt(adjustedDepth as string),
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includeVamm: isSpot
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? false
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: `${normedParam['includeVamm']}`.toLowerCase() === 'true',
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fallbackL2Generators: isSpot
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? [
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`${normedParam['includePhoenix']}`.toLowerCase() === 'true' &&
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MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
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`${normedParam['includeSerum']}`.toLowerCase() === 'true' &&
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MARKET_SUBSCRIBERS[normedMarketIndex].serum,
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].filter((a) => !!a)
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: [],
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});
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if (normedParam['grouping']) {
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const finalDepth = normedParam['depth']
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? parseInt(normedParam['depth'] as string)
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: 10;
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if (isNaN(parseInt(normedParam['grouping'] as string))) {
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res
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.status(400)
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.send('Bad Request: grouping must be a number if supplied');
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return;
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}
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const groupingBN = new BN(
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parseInt(normedParam['grouping'] as string)
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);
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l2Formatted = l2WithBNToStrings(
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groupL2(l2, groupingBN, finalDepth)
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);
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if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
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addOracletoResponse(
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l2Formatted,
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driftClient,
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normedMarketType,
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normedMarketIndex
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);
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}
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} else {
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// make the BNs into strings
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l2Formatted = l2WithBNToStrings(l2);
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if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
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addOracletoResponse(
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l2Formatted,
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driftClient,
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normedMarketType,
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normedMarketIndex
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);
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}
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}
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return l2Formatted;
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} else {
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// make the BNs into strings
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const l2Formatted = l2WithBNToStrings(l2);
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if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
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addOracletoResponse(
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l2Formatted,
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driftClient,
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normedMarketType,
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normedMarketIndex
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);
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}
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return l2Formatted;
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}
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});
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})
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);
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res.writeHead(200);
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res.end(JSON.stringify({ l2s }));
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