disable orders endpoint, add flag to disable gpa refresh
This commit is contained in:
wphan
428
src/index.ts
428
src/index.ts
@@ -46,6 +46,7 @@ import {
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sleep,
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validateDlobQuery,
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} from './utils/utils';
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import FEATURE_FLAGS from './utils/featureFlags';
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import {
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DLOBProvider,
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getDLOBProviderFromOrderSubscriber,
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@@ -174,7 +175,7 @@ const main = async () => {
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const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
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const connection = new Connection(endpoint, {
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wsEndpoint: wsEndpoint,
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wsEndpoint,
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commitment: stateCommitment,
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});
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@@ -274,7 +275,8 @@ const main = async () => {
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`dlob provider initialized in ${Date.now() - initDLOBProviderStart} ms`
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);
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logger.info(`dlob provider size ${dlobProvider.size()}`);
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if (useWebsocket) {
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if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {
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const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => {
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setTimeout(() => {
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dlobProvider.fetch().then(() => {
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@@ -322,218 +324,234 @@ const main = async () => {
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app.get('/startup', handleStartup);
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app.get('/', handleHealthCheck(slotSource));
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app.get('/orders/json/raw', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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const slot = slotSource.getSlot();
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if (FEATURE_FLAGS.ENABLE_ORDERS_ENDPOINTS) {
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app.get('/orders/json/raw', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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const slot = slotSource.getSlot();
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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oracles.push({
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marketIndex: market.marketIndex,
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...oracle,
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});
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}
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for (const { userAccount, publicKey } of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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orders.push({
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user: publicKey.toBase58(),
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order: order,
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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oracles.push({
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marketIndex: market.marketIndex,
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...oracle,
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});
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}
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}
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (e) {
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next(e);
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}
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});
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app.get('/orders/json', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const slot = slotSource.getSlot();
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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const oracleHuman = {
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marketIndex: market.marketIndex,
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price: oracle.price.toString(),
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slot: oracle.slot.toString(),
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confidence: oracle.confidence.toString(),
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hasSufficientNumberOfDataPoints:
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oracle.hasSufficientNumberOfDataPoints,
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};
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if (oracle.twap) {
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oracleHuman['twap'] = oracle.twap.toString();
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}
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if (oracle.twapConfidence) {
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oracleHuman['twapConfidence'] = oracle.twapConfidence.toString();
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}
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oracles.push(oracleHuman);
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}
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for (const { userAccount, publicKey } of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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const orderHuman = {
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status: getVariant(order.status),
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orderType: getVariant(order.orderType),
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marketType: getVariant(order.marketType),
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slot: order.slot.toString(),
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orderId: order.orderId,
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userOrderId: order.userOrderId,
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marketIndex: order.marketIndex,
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price: order.price.toString(),
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baseAssetAmount: order.baseAssetAmount.toString(),
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baseAssetAmountFilled: order.baseAssetAmountFilled.toString(),
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quoteAssetAmountFilled: order.quoteAssetAmountFilled.toString(),
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direction: getVariant(order.direction),
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reduceOnly: order.reduceOnly,
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triggerPrice: order.triggerPrice.toString(),
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triggerCondition: getVariant(order.triggerCondition),
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existingPositionDirection: getVariant(
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order.existingPositionDirection
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),
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postOnly: order.postOnly,
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immediateOrCancel: order.immediateOrCancel,
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oraclePriceOffset: order.oraclePriceOffset,
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auctionDuration: order.auctionDuration,
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auctionStartPrice: order.auctionStartPrice.toString(),
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auctionEndPrice: order.auctionEndPrice.toString(),
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maxTs: order.maxTs.toString(),
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};
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if (order.quoteAssetAmount) {
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orderHuman['quoteAssetAmount'] = order.quoteAssetAmount.toString();
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}
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orders.push({
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user: publicKey.toBase58(),
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order: orderHuman,
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});
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}
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}
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idl', async (_req, res, next) => {
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try {
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const dlobOrders: DLOBOrders = [];
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for (const { userAccount, publicKey } of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.writeHead(200);
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res.end(dlobCoder.encode(dlobOrders));
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idlWithSlot', async (req, res, next) => {
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try {
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const { marketName, marketIndex, marketType } = req.query;
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const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
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driftClient,
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driftEnv,
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marketType as string,
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marketIndex as string,
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marketName as string
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);
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const useFilter =
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marketName !== undefined ||
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marketIndex !== undefined ||
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marketType !== undefined;
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if (useFilter) {
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if (
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error ||
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normedMarketType === undefined ||
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normedMarketIndex === undefined
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) {
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res.status(400).send(error);
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return;
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}
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}
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const dlobOrders: DLOBOrders = [];
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for (const { userAccount, publicKey } of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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if (useFilter) {
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if (
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getVariant(order.marketType) !== getVariant(normedMarketType) ||
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order.marketIndex !== normedMarketIndex
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) {
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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orders.push({
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user: publicKey.toBase58(),
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order: order,
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});
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.end(
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JSON.stringify({
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slot: slotSource.getSlot(),
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data: dlobCoder.encode(dlobOrders).toString('base64'),
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})
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);
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} catch (err) {
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next(err);
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}
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});
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (e) {
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next(e);
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}
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});
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app.get('/orders/json', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const slot = slotSource.getSlot();
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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const oracleHuman = {
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marketIndex: market.marketIndex,
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price: oracle.price.toString(),
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slot: oracle.slot.toString(),
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confidence: oracle.confidence.toString(),
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hasSufficientNumberOfDataPoints:
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oracle.hasSufficientNumberOfDataPoints,
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};
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if (oracle.twap) {
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oracleHuman['twap'] = oracle.twap.toString();
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}
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if (oracle.twapConfidence) {
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oracleHuman['twapConfidence'] = oracle.twapConfidence.toString();
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}
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oracles.push(oracleHuman);
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}
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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const orderHuman = {
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status: getVariant(order.status),
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orderType: getVariant(order.orderType),
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marketType: getVariant(order.marketType),
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slot: order.slot.toString(),
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orderId: order.orderId,
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userOrderId: order.userOrderId,
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marketIndex: order.marketIndex,
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price: order.price.toString(),
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baseAssetAmount: order.baseAssetAmount.toString(),
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baseAssetAmountFilled: order.baseAssetAmountFilled.toString(),
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quoteAssetAmountFilled: order.quoteAssetAmountFilled.toString(),
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direction: getVariant(order.direction),
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reduceOnly: order.reduceOnly,
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triggerPrice: order.triggerPrice.toString(),
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triggerCondition: getVariant(order.triggerCondition),
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existingPositionDirection: getVariant(
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order.existingPositionDirection
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),
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postOnly: order.postOnly,
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immediateOrCancel: order.immediateOrCancel,
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oraclePriceOffset: order.oraclePriceOffset,
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auctionDuration: order.auctionDuration,
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auctionStartPrice: order.auctionStartPrice.toString(),
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auctionEndPrice: order.auctionEndPrice.toString(),
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maxTs: order.maxTs.toString(),
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};
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if (order.quoteAssetAmount) {
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orderHuman['quoteAssetAmount'] =
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order.quoteAssetAmount.toString();
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}
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orders.push({
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user: publicKey.toBase58(),
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order: orderHuman,
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});
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}
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}
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idl', async (_req, res, next) => {
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try {
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const dlobOrders: DLOBOrders = [];
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.writeHead(200);
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res.end(dlobCoder.encode(dlobOrders));
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idlWithSlot', async (req, res, next) => {
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try {
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const { marketName, marketIndex, marketType } = req.query;
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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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marketType as string,
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marketIndex as string,
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marketName as string
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);
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const useFilter =
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marketName !== undefined ||
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marketIndex !== undefined ||
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marketType !== undefined;
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if (useFilter) {
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if (
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error ||
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normedMarketType === undefined ||
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normedMarketIndex === undefined
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) {
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res.status(400).send(error);
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return;
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}
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}
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const dlobOrders: DLOBOrders = [];
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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if (useFilter) {
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if (
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getVariant(order.marketType) !== getVariant(normedMarketType) ||
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order.marketIndex !== normedMarketIndex
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) {
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continue;
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}
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.end(
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JSON.stringify({
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slot: slotSource.getSlot(),
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data: dlobCoder.encode(dlobOrders).toString('base64'),
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})
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);
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} catch (err) {
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next(err);
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}
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});
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}
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app.get('/topMakers', async (req, res, next) => {
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try {
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@@ -1,7 +1,17 @@
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// TODO : Is it worth adding proper infrastructure for feature flags? .. Would allow more powerful things like toggling them at runtime rather than being hardcoded
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export const FEATURE_FLAGS = {
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OLD_ORACLE_PRICE_IN_L2: true, // TODO : Remove this once we're confident that NEW_ORACLE_DATA_IN_L2 works .. delete corresponding code
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// TODO : Remove this once we're confident that NEW_ORACLE_DATA_IN_L2 works .. delete corresponding code
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OLD_ORACLE_PRICE_IN_L2: true,
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NEW_ORACLE_DATA_IN_L2: true,
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// enables old orders endpoint, disabled by default since the response is too big now
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ENABLE_ORDERS_ENDPOINTS: process.env.ENABLE_ORDERS_ENDPOINTS
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? process.env.ENABLE_ORDERS_ENDPOINTS.toLowerCase()
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: false,
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// disables periodically refreshing userAccounts via gPA
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DISABLE_GPA_REFRESH: process.env.DISABLE_GPA_REFRESH
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? process.env.DISABLE_GPA_REFRESH.toLowerCase()
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: false,
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};
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export default FEATURE_FLAGS;
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