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improved dlob ws rotation (#291)

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* remove grpc impl, use sdk grpc OrderSubscriber

* add log if both USE_WEBSOCKET and USE_GRPC are provided

* Nour/improved rotation (#290)

* improved rotation

* fix bugs

* only parse slot if necessary

* add metrics for ws source

* add select by recent slot to utils

* fix solana web3.js version

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Co-authored-by: wphan <william@drift.trade>

---------

Co-authored-by: wphan <william@drift.trade>
This commit is contained in:
moosecat
2024-12-03 13:47:35 -08:00
committed by GitHub
parent 2f3f9f1c40
commit 5888585977
12 changed files with 364 additions and 696 deletions
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13
example/wsClient.ts
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@@ -1,5 +1,6 @@
import WebSocket from 'ws';
const ws = new WebSocket('wss://dlob.drift.trade/ws');
// const ws = new WebSocket('wss://dlob.drift.trade/ws');
const ws = new WebSocket('http://localhost:3000/ws');
import { sleep } from '../src/utils/utils';
ws.on('open', async () => {
@@ -12,22 +13,26 @@ ws.on('open', async () => {
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'orderbook', market: 'SOL' }));
await sleep(5000);
ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'orderbook', market: 'SOL-PERP' }));
// ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'orderbook', market: 'SOL-PERP' }));
console.log("####################");
// Subscribe to trades data
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' }));
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'trades', market: 'SOL' }));
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'trades', market: 'SOL' }));
await sleep(5000);
ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' }));
// ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' }));
console.log("####################");
});
ws.on('message', (data: WebSocket.Data) => {
try {
const message = JSON.parse(data.toString());
if (!message.channel) {
console.log(`Received data: ${JSON.stringify(message)}`);
return;
}
console.log(`Received data from channel: ${JSON.stringify(message.channel)}`);
// book and trades data is in message.data
} catch (e) {