add /debug to dlobPublisher

.gitignore

@@ -142,4 +142,8 @@ src/**.js.map
 lib
 src/playground.ts
 
-*dump.rdb
+# redis files
+*.rdb
+*.log
+*.confg
+

README.md

@@ -18,6 +18,12 @@ This is the backend server that provides a REST API for the drift [DLOB](https:/
 
 ## Setup
 
+The build dependencies
+```
+git submodule update --init
+bash build_all.sh
+```
+
 First set the necessary environment variables:
 ```
 cp .env.example .env
@@ -66,18 +72,28 @@ To run the websocket server, a Redis cache is required, and the following enviro
 * `REDIS_PASSWORDS`
 * `REDIS_PORTS`
 
-In one terminal, run:
+In the first terminal, start the redis cluster:
+```
+bash redisCluster.sh start
+bash redisCluster.sh create
+```
+
+In second terminal, run:
 ```
 yarn run dlob-publisher
 ```
 
-In a second terminal, run:
+In a third terminal, run:
 ```
 yarn run ws-manager
 ```
 
 Then connect to the ws server at ws://127.0.0.1:3000
 
+When you're done, stop the redis cluster:
+```
+bash redisCluster.sh stop
+```
 
 # Run the example client
 

redisCluster.sh

@@ -0,0 +1,142 @@
+#!/bin/bash
+
+SCRIPT_DIR="$( cd -- "$( dirname -- "${BASH_SOURCE[0]}" )" &> /dev/null && pwd )"
+
+# Settings
+CLUSTER_HOST=127.0.0.1
+PORT=6378
+TIMEOUT=2000
+NODES=6
+REPLICAS=1
+PROTECTED_MODE=yes
+ADDITIONAL_OPTIONS=""
+
+# You may want to put the above config parameters into config.sh in order to
+# override the defaults without modifying this script.
+
+if [ -a config.sh ]
+then
+    source "config.sh"
+fi
+
+# Computed vars
+ENDPORT=$((PORT+NODES))
+
+if [ "$1" == "start" ]
+then
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        echo "Starting $PORT"
+        redis-server --port $PORT --protected-mode $PROTECTED_MODE --cluster-enabled yes --cluster-config-file nodes-${PORT}.conf --cluster-node-timeout $TIMEOUT --appendonly yes --appendfilename appendonly-${PORT}.aof --appenddirname appendonlydir-${PORT} --dbfilename dump-${PORT}.rdb --logfile ${PORT}.log --daemonize yes ${ADDITIONAL_OPTIONS}
+    done
+    exit 0
+fi
+
+if [ "$1" == "create" ]
+then
+    HOSTS=""
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        HOSTS="$HOSTS $CLUSTER_HOST:$PORT"
+    done
+    OPT_ARG=""
+    if [ "$2" == "-f" ]; then
+        OPT_ARG="--cluster-yes"
+    fi
+    redis-cli --cluster create $HOSTS --cluster-replicas $REPLICAS $OPT_ARG
+    exit 0
+fi
+
+if [ "$1" == "stop" ]
+then
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        echo "Stopping $PORT"
+        redis-cli -p $PORT shutdown nosave
+    done
+    exit 0
+fi
+
+if [ "$1" == "restart" ]
+then
+    OLD_PORT=$PORT
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        echo "Stopping $PORT"
+        redis-cli -p $PORT shutdown nosave
+    done
+    PORT=$OLD_PORT
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        echo "Starting $PORT"
+        redis-server --port $PORT --protected-mode $PROTECTED_MODE --cluster-enabled yes --cluster-config-file nodes-${PORT}.conf --cluster-node-timeout $TIMEOUT --appendonly yes --appendfilename appendonly-${PORT}.aof --appenddirname appendonlydir-${PORT} --dbfilename dump-${PORT}.rdb --logfile ${PORT}.log --daemonize yes ${ADDITIONAL_OPTIONS}
+    done
+    exit 0
+fi
+
+if [ "$1" == "watch" ]
+then
+    PORT=$((PORT+1))
+    while [ 1 ]; do
+        clear
+        date
+        redis-cli -p $PORT cluster nodes | head -30
+        sleep 1
+    done
+    exit 0
+fi
+
+if [ "$1" == "tail" ]
+then
+    INSTANCE=$2
+    PORT=$((PORT+INSTANCE))
+    tail -f ${PORT}.log
+    exit 0
+fi
+
+if [ "$1" == "tailall" ]
+then
+    tail -f *.log
+    exit 0
+fi
+
+if [ "$1" == "call" ]
+then
+    while [ $((PORT < ENDPORT)) != "0" ]; do
+        PORT=$((PORT+1))
+        redis-cli -p $PORT $2 $3 $4 $5 $6 $7 $8 $9
+    done
+    exit 0
+fi
+
+if [ "$1" == "clean" ]
+then
+    echo "Cleaning *.log"
+    rm -rf *.log
+    echo "Cleaning appendonlydir-*"
+    rm -rf appendonlydir-*
+    echo "Cleaning dump-*.rdb"
+    rm -rf dump-*.rdb
+    echo "Cleaning nodes-*.conf"
+    rm -rf nodes-*.conf
+    exit 0
+fi
+
+if [ "$1" == "clean-logs" ]
+then
+    echo "Cleaning *.log"
+    rm -rf *.log
+    exit 0
+fi
+
+echo "Usage: $0 [start|create|stop|restart|watch|tail|tailall|clean|clean-logs|call]"
+echo "start       -- Launch Redis Cluster instances."
+echo "create [-f] -- Create a cluster using redis-cli --cluster create."
+echo "stop        -- Stop Redis Cluster instances."
+echo "restart     -- Restart Redis Cluster instances."
+echo "watch       -- Show CLUSTER NODES output (first 30 lines) of first node."
+echo "tail <id>   -- Run tail -f of instance at base port + ID."
+echo "tailall     -- Run tail -f for all the log files at once."
+echo "clean       -- Remove all instances data, logs, configs."
+echo "clean-logs  -- Remove just instances logs."
+echo "call <cmd>  -- Call a command (up to 7 arguments) on all nodes."

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));
 }

yarn.lock

@@ -460,11 +460,12 @@
     kuler "^2.0.0"
 
 "@drift-labs/sdk@file:./drift-common/protocol/sdk", "@drift-labs/sdk@file:drift-common/protocol/sdk":
-  version "2.96.0-beta.25"
+  version "2.103.0-beta.8"
   dependencies:
     "@coral-xyz/anchor" "0.28.0"
     "@coral-xyz/anchor-30" "npm:@coral-xyz/anchor@0.30.1"
     "@ellipsis-labs/phoenix-sdk" "^1.4.2"
+    "@grpc/grpc-js" "^1.8.0"
     "@openbook-dex/openbook-v2" "0.2.10"
     "@project-serum/serum" "^0.13.38"
     "@pythnetwork/client" "2.5.3"
@@ -473,18 +474,20 @@
     "@solana/spl-token" "0.3.7"
     "@solana/web3.js" "1.92.3"
     "@switchboard-xyz/on-demand" "1.2.42"
+    "@triton-one/yellowstone-grpc" "0.6.0"
     anchor-bankrun "^0.3.0"
     node-cache "^5.1.2"
     rpc-websockets "7.5.1"
     solana-bankrun "^0.3.0"
     strict-event-emitter-types "^2.0.0"
+    tweetnacl "1.0.3"
     uuid "^8.3.2"
     zstddec "^0.1.0"
 
 "@drift/common@file:./drift-common/common-ts":
   version "1.0.0"
   dependencies:
-    "@drift-labs/sdk" "file:../../Library/Caches/Yarn/v6/npm-@drift-common-1.0.0-79940387-1595-4bdc-b73c-2bd48440a03a-1729802406625/node_modules/@drift/protocol/sdk"
+    "@drift-labs/sdk" "file:../../Library/Caches/Yarn/v6/npm-@drift-common-1.0.0-2478b7b0-73c2-48c2-8cdc-077c34db7294-1733168269147/node_modules/@drift/protocol/sdk"
     "@jest/globals" "^29.3.1"
     "@slack/web-api" "^6.4.0"
     "@solana/spl-token" "^0.3.8"
@@ -2140,6 +2143,13 @@
     js-yaml "^4.1.0"
     protobufjs "^7.2.6"
 
+"@triton-one/yellowstone-grpc@0.6.0":
+  version "0.6.0"
+  resolved "https://registry.yarnpkg.com/@triton-one/yellowstone-grpc/-/yellowstone-grpc-0.6.0.tgz#9e6376cec8a42284c23dc195df2c3423c87c4f27"
+  integrity sha512-rgdZM2N3U9/d/QKOI5PP+9rSHUl2oSI5Uwzvuss8y/mtTaHFjbOMpXpQXviIeDkusOa+mef4wLYrbjEZCwTXiw==
+  dependencies:
+    "@grpc/grpc-js" "^1.8.0"
+
 "@triton-one/yellowstone-grpc@^0.3.0":
   version "0.3.0"
   resolved "https://registry.yarnpkg.com/@triton-one/yellowstone-grpc/-/yellowstone-grpc-0.3.0.tgz#2318b98b9ee80871e4ee8f9259f3d8673bf2c576"
@@ -6307,7 +6317,7 @@ tsutils@^3.21.0:
   dependencies:
     tslib "^1.8.1"
 
-tweetnacl@^1.0.3:
+tweetnacl@1.0.3, tweetnacl@^1.0.3:
   version "1.0.3"
   resolved "https://registry.yarnpkg.com/tweetnacl/-/tweetnacl-1.0.3.tgz#ac0af71680458d8a6378d0d0d050ab1407d35596"
   integrity sha512-6rt+RN7aOi1nGMyC4Xa5DdYiukl2UWCbcJft7YhxReBGQD7OAM8Pbxw6YMo4r2diNEA8FEmu32YOn9rhaiE5yw==