trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request #213 from drift-labs/master

Browse Source 
remove l2 from server lite and rotation to server lite l3
This commit is contained in:
moosecat
2024-07-31 10:41:02 -07:00
committed by GitHub
parent e72640035b 1945c43f5a
commit 8741e3c7ca
1 changed files with 5 additions and 83 deletions
Download Patch File Download Diff File Expand all files Collapse all files

88
src/serverLite.ts
View File

@@ -236,89 +236,6 @@ const main = async (): Promise<void> => {
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSubscriber) handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSubscriber)
); );
app.get('/l2', async (req, res, next) => {
try {
const {
marketIndex,
marketType,
depth,
includeVamm,
includePhoenix,
includeSerum,
} = req.query;
const isSpot = (marketType as string).toLowerCase() === 'spot';
const normedMarketIndex = parseInt(marketIndex as string);
const normedMarketType = isSpot ? MarketType.SPOT : MarketType.PERP;
const adjustedDepth = depth ?? '100';
let l2Formatted: any;
if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') {
const redisClient = perpMarketRedisMap.get(normedMarketIndex).client;
const redisL2 = await redisClient.get(
`last_update_orderbook_perp_${normedMarketIndex}`
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (
redisL2 &&
slotSubscriber.getSlot() - parseInt(redisL2['slot']) <
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = JSON.stringify(redisL2);
} else {
if (redisL2 && redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
}
} else if (
isSpot &&
`${includeSerum}`?.toLowerCase() === 'true' &&
`${includePhoenix}`?.toLowerCase() === 'true'
) {
const redisClient = spotMarketRedisMap.get(normedMarketIndex).client;
const redisL2 = await redisClient.get(
`last_update_orderbook_spot_${normedMarketIndex}`
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (
redisL2 &&
slotSubscriber.getSlot() - parseInt(redisL2['slot']) <
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = JSON.stringify(redisL2);
} else {
if (redisL2 && redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
}
}
if (l2Formatted) {
cacheHitCounter.add(1, {
miss: false,
path: req.baseUrl + req.path,
});
res.writeHead(200);
res.end(l2Formatted);
return;
} else {
res.writeHead(400);
res.end({ error: 'No cached L2 found' });
}
} catch (err) {
next(err);
}
});
app.get('/l3', async (req, res, next) => { app.get('/l3', async (req, res, next) => {
try { try {
const { marketIndex, marketType } = req.query; const { marketIndex, marketType } = req.query;
@@ -348,6 +265,11 @@ const main = async (): Promise<void> => {
res.end(redisL3); res.end(redisL3);
return; return;
} else { } else {
if (redisL3 && redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
cacheHitCounter.add(1, { cacheHitCounter.add(1, {
miss: true, miss: true,
path: req.baseUrl + req.path, path: req.baseUrl + req.path,