add /debug to dlobPublisher

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -247,7 +247,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			l2Formatted['marketSlot'] !== lastMarketSlotAndTime.slot
 		) {
 			logger.warn(
-				`Updating market slot for ${marketArgs.marketName} with slot ${l2Formatted['marketSlot']}`
+				`Updating market slot for ${marketArgs.marketName} from ${lastMarketSlotAndTime.slot} -> ${l2Formatted['marketSlot']}`
 			);
 			this.lastMarketSlotMap
 				.get(marketArgs.marketType)
@@ -262,6 +262,13 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			asks: l2Formatted.asks.slice(0, 100),
 		});
 
+		console.log(
+			`bbo: ${l2Formatted['marketName']}`,
+			(+l2Formatted.bids[0].price / 1e6).toFixed(4),
+			'//',
+			(+l2Formatted.asks[0].price / 1e6).toFixed(4)
+		);
+
 		this.redisClient.publish(
 			`${clientPrefix}orderbook_${marketType}_${marketArgs.marketIndex}`,
 			l2Formatted

src/publishers/dlobPublisher.ts

@@ -18,6 +18,8 @@ import {
 	PerpMarketConfig,
 	SpotMarketConfig,
 	PhoenixSubscriber,
+	MarketType,
+	OraclePriceData,
 } from '@drift-labs/sdk';
 import { RedisClient, RedisClientPrefix } from '@drift/common/clients';
 
@@ -25,6 +27,7 @@ import { logger, setLogLevel } from '../utils/logger';
 import {
 	SubscriberLookup,
 	getOpenbookSubscriber,
+	l2WithBNToStrings,
 	parsePositiveIntArray,
 	sleep,
 } from '../utils/utils';
@@ -40,7 +43,7 @@ import {
 } from '../dlobProvider';
 import FEATURE_FLAGS from '../utils/featureFlags';
 import { GeyserOrderSubscriber } from '../grpc/OrderSubscriberGRPC';
-import express from 'express';
+import express, { Response, Request } from 'express';
 import { handleHealthCheck } from '../core/metrics';
 import { setGlobalDispatcher, Agent } from 'undici';
 
@@ -453,6 +456,50 @@ const main = async () => {
 		}
 	};
 
+	const handleDebug = async (req: Request, res: Response) => {
+		const marketIndex = +req.query.marketIndex;
+		let marketType: MarketType = MarketType.PERP;
+		let oraclePriceData: OraclePriceData;
+		if (req.query.marketType === 'spot') {
+			marketType = MarketType.SPOT;
+			oraclePriceData = driftClient.getOracleDataForSpotMarket(marketIndex);
+		} else {
+			oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex);
+		}
+		try {
+			const slot = slotSource.getSlot();
+			const dlob = await dlobProvider.getDLOB(slot);
+			const l2 = dlob.getL2({
+				marketIndex,
+				marketType,
+				depth: 5,
+				slot,
+				oraclePriceData,
+			});
+			const l3 = dlob.getL3({
+				marketIndex,
+				marketType,
+				slot,
+				oraclePriceData,
+			});
+			const state = {
+				dlobSize: dlobProvider.size(),
+				slot,
+				markets: {
+					perp: perpMarketInfos,
+					spot: spotMarketInfos,
+				},
+				l2: l2WithBNToStrings(l2),
+				l3,
+			};
+
+			res.json(state);
+		} catch (e) {
+			res.status(500).json({ error: e.message });
+		}
+	};
+	app.get('/debug', handleDebug);
+
 	app.get(
 		'/health',
 		handleHealthCheck(WS_FALLBACK_FETCH_INTERVAL, dlobProvider)

src/utils/utils.ts

@@ -37,6 +37,21 @@ export const l2WithBNToStrings = (l2: L2OrderBook): any => {
 	return l2;
 };
 
+export const l3WithBNToStrings = (l3: L3OrderBook): any => {
+	for (const key of Object.keys(l3)) {
+		for (const idx in l3[key]) {
+			const level = l3[key][idx];
+			l3[key][idx] = {
+				price: level.price.toString(),
+				size: level.size.toString(),
+				maker: level.maker.toBase58(),
+				orderId: level.orderId.toString(),
+			};
+		}
+	}
+	return l3;
+};
+
 export function sleep(ms: number): Promise<void> {
 	return new Promise((resolve) => setTimeout(resolve, ms));
 }