import { program } from 'commander'; import compression from 'compression'; import cors from 'cors'; import express from 'express'; import morgan from 'morgan'; import { Commitment, Connection, Keypair, PublicKey } from '@solana/web3.js'; import { DLOBNode, DLOBSubscriber, DriftClient, DriftEnv, SlotSubscriber, Wallet, getVariant, initialize, isVariant, OrderSubscriber, DelistedMarketSetting, } from '@drift-labs/sdk'; import { RedisClient, RedisClientPrefix } from '@drift/common/clients'; import { logger, setLogLevel } from './utils/logger'; import * as http from 'http'; import { handleHealthCheck, accountUpdatesCounter, cacheHitCounter, setLastReceivedWsMsgTs, incomingRequestsCounter, runtimeSpecsGauge, } from './core/metrics'; import { handleResponseTime } from './core/middleware'; import { errorHandler, normalizeBatchQueryParams, sleep, validateDlobQuery, getAccountFromId, getRawAccountFromId, selectMostRecentBySlot, } from './utils/utils'; import FEATURE_FLAGS from './utils/featureFlags'; import { getDLOBProviderFromOrderSubscriber } from './dlobProvider'; import { setGlobalDispatcher, Agent } from 'undici'; setGlobalDispatcher( new Agent({ connections: 200, }) ); require('dotenv').config(); const envClients = []; const clients = process.env.REDIS_CLIENT?.trim() .replace(/^\[|\]$/g, '') .split(/\s*,\s*/); clients?.forEach((client) => envClients.push(RedisClientPrefix[client])); const REDIS_CLIENTS = envClients.length ? envClients : [RedisClientPrefix.DLOB, RedisClientPrefix.DLOB_HELIUS]; console.log('Redis Clients:', REDIS_CLIENTS); const driftEnv = (process.env.ENV || 'devnet') as DriftEnv; const commitHash = process.env.COMMIT; //@ts-ignore const sdkConfig = initialize({ env: process.env.ENV }); const stateCommitment: Commitment = 'confirmed'; const serverPort = process.env.PORT || 6969; export const ORDERBOOK_UPDATE_INTERVAL = 1000; const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60; const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true'; const logFormat = ':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]'; const logHttp = morgan(logFormat, { skip: (_req, res) => res.statusCode <= 500, }); let driftClient: DriftClient; const app = express(); app.use(cors({ origin: '*' })); app.use(compression()); app.set('trust proxy', 1); app.use(logHttp); app.use(handleResponseTime()); // strip off /dlob, if the request comes from exchange history server LB app.use((req, _res, next) => { if (req.url.startsWith('/dlob')) { req.url = req.url.replace('/dlob', ''); if (req.url === '') { req.url = '/'; } } incomingRequestsCounter.add(1); next(); }); // Metrics defined here const bootTimeMs = Date.now(); runtimeSpecsGauge.addCallback((obs) => { obs.observe(bootTimeMs, { commit: commitHash, driftEnv, rpcEndpoint: endpoint, wsEndpoint: wsEndpoint, }); }); app.use(errorHandler); const server = http.createServer(app); // Default keepalive is 5s, since the AWS ALB timeout is 60 seconds, clients // sometimes get 502s. // https://shuheikagawa.com/blog/2019/04/25/keep-alive-timeout/ // https://stackoverflow.com/a/68922692 server.keepAliveTimeout = 61 * 1000; server.headersTimeout = 65 * 1000; const opts = program.opts(); setLogLevel(opts.debug ? 'debug' : 'info'); const endpoint = process.env.ENDPOINT; const wsEndpoint = process.env.WS_ENDPOINT; logger.info(`RPC endpoint: ${endpoint}`); logger.info(`WS endpoint: ${wsEndpoint}`); logger.info(`useWebsocket: ${useWebsocket}`); logger.info(`DriftEnv: ${driftEnv}`); logger.info(`Commit: ${commitHash}`); const main = async (): Promise => { const wallet = new Wallet(new Keypair()); const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID); const connection = new Connection(endpoint, { wsEndpoint, commitment: stateCommitment, }); const slotSubscriber = new SlotSubscriber(connection, { resubTimeoutMs: 5000, }); await slotSubscriber.subscribe(); driftClient = new DriftClient({ connection, wallet, programID: clearingHousePublicKey, accountSubscription: { type: 'websocket', commitment: stateCommitment, resubTimeoutMs: 60_000, }, env: driftEnv, delistedMarketSetting: DelistedMarketSetting.Discard, }); let updatesReceivedTotal = 0; const orderSubscriber = new OrderSubscriber({ driftClient, subscriptionConfig: { type: 'websocket', commitment: stateCommitment, resubTimeoutMs: 10_000, resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL, }, }); orderSubscriber.eventEmitter.on( 'updateReceived', (_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => { setLastReceivedWsMsgTs(Date.now()); // eslint-disable-next-line @typescript-eslint/no-unused-vars updatesReceivedTotal++; accountUpdatesCounter.add(1); } ); const dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber); await driftClient.subscribe(); driftClient.eventEmitter.on('error', (e) => { logger.info('clearing house error'); logger.error(e); }); logger.info(`Initializing DLOB Provider...`); const initDLOBProviderStart = Date.now(); await dlobProvider.subscribe(); logger.info( `dlob provider initialized in ${Date.now() - initDLOBProviderStart} ms` ); logger.info(`dlob provider size ${dlobProvider.size()}`); logger.info( `GPA refresh?: ${useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH}` ); logger.info(`Initializing DLOBSubscriber...`); const initDlobSubscriberStart = Date.now(); const dlobSubscriber = new DLOBSubscriber({ driftClient, dlobSource: dlobProvider, slotSource: dlobProvider, updateFrequency: ORDERBOOK_UPDATE_INTERVAL, }); await dlobSubscriber.subscribe(); logger.info( `DLOBSubscriber initialized in ${Date.now() - initDlobSubscriberStart} ms` ); // Handle redis client initialization and rotation maps const redisClients: Array = []; logger.info('Connecting to redis'); for (let i = 0; i < REDIS_CLIENTS.length; i++) { redisClients.push(new RedisClient({ prefix: REDIS_CLIENTS[i] })); } const fetchFromRedis = async ( key: string, selectionCriteria: (responses: any) => any ): Promise => { const redisResponses = await Promise.all( redisClients.map((client) => client.getRaw(key)) ); return selectionCriteria(redisResponses); }; const userMapClient = new RedisClient({ host: process.env.ELASTICACHE_USERMAP_HOST ?? process.env.ELASTICACHE_HOST, port: process.env.ELASTICACHE_USERMAP_PORT ?? process.env.ELASTICACHE_PORT, prefix: RedisClientPrefix.USER_MAP, }); const handleStartup = async (_req, res, _next) => { if (driftClient.isSubscribed && dlobProvider.size() > 0) { res.writeHead(200); res.end('OK'); } else { res.writeHead(500); res.end('Not ready'); } }; app.get( '/health', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider) ); app.get('/startup', handleStartup); app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider)); app.get('/priorityFees', async (req, res, next) => { try { const { marketIndex, marketType } = req.query; const fees = await redisClients .find((client) => { return ( client.forceGetClient().options.keyPrefix === RedisClientPrefix.DLOB_HELIUS ); }) .getRaw(`priorityFees_${marketType}_${marketIndex}`); if (fees) { res.status(200).json({ ...JSON.parse(fees), marketType, marketIndex, }); return; } else { res.writeHead(404); res.end('Not found'); } } catch (err) { next(err); } }); app.get('/batchPriorityFees', async (req, res, next) => { try { const { marketIndex, marketType } = req.query; const normedParams = normalizeBatchQueryParams({ marketIndex: marketIndex as string | undefined, marketType: marketType as string | undefined, }); if (normedParams === undefined) { res .status(400) .send( 'Bad Request: all params for batch request must be the same length' ); return; } const fees = await Promise.all( normedParams.map(async (normedParam) => { const fees = await redisClients .find( (client) => client.forceGetClient().options.keyPrefix === RedisClientPrefix.DLOB_HELIUS ) .getRaw( `priorityFees_${normedParam['marketType']}_${normedParam['marketIndex']}` ); return { ...JSON.parse(fees), marketType: normedParam['marketType'], marketIndex: parseInt(normedParam['marketIndex']), }; }) ); if (fees && fees.length > 0) { res.status(200).json(fees); return; } else { res.writeHead(404); res.end('Not found'); } } catch (err) { next(err); } }); app.get('/topMakers', async (req, res, next) => { try { const { marketName, marketIndex, marketType, side, // bid or ask limit, includeAccounts, } = req.query; const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( driftClient, driftEnv, marketType as string, marketIndex as string, marketName as string ); if (error) { res.status(400).send(error); return; } if (side !== 'bid' && side !== 'ask') { res.status(400).send('Bad Request: side must be either bid or ask'); return; } const normedSide = (side as string).toLowerCase(); const oracle = driftClient.getOracleDataForPerpMarket(normedMarketIndex); let normedLimit = undefined; if (limit) { if (isNaN(parseInt(limit as string))) { res .status(400) .send('Bad Request: limit must be a number if supplied'); return; } normedLimit = parseInt(limit as string); } else { normedLimit = 4; } let accountFlag = false; if (includeAccounts) { accountFlag = (includeAccounts as string).toLowerCase() === 'true'; } let topMakers: string[]; const redisResponse = await fetchFromRedis( `last_update_orderbook_best_makers_${getVariant( normedMarketType )}_${marketIndex}`, selectMostRecentBySlot ); if (redisResponse) { if (side === 'bid') { topMakers = redisResponse['bids']; } else { topMakers = redisResponse['asks']; } } if (topMakers) { cacheHitCounter.add(1, { miss: false, path: req.baseUrl + req.path, }); res.writeHead(200); if (accountFlag) { const topAccounts = await getRawAccountFromId( userMapClient, topMakers ); res.end(JSON.stringify(topAccounts)); return; } res.end(JSON.stringify(topMakers)); return; } const topMakersSet = new Set(); let foundMakers = 0; const findMakers = async (sideGenerator: Generator) => { for (const side of sideGenerator) { if (limit && foundMakers >= normedLimit) { break; } if (side.userAccount) { const maker = side.userAccount; if (topMakersSet.has(maker)) { continue; } else { topMakersSet.add(side.userAccount); foundMakers++; } } else { continue; } } }; if (normedSide === 'bid') { await findMakers( dlobSubscriber .getDLOB() .getRestingLimitBids( normedMarketIndex, dlobProvider.getSlot(), normedMarketType, oracle ) ); } else { await findMakers( dlobSubscriber .getDLOB() .getRestingLimitAsks( normedMarketIndex, dlobProvider.getSlot(), normedMarketType, oracle ) ); } topMakers = [...topMakersSet]; cacheHitCounter.add(1, { miss: true, path: req.baseUrl + req.path, }); res.writeHead(200); if (accountFlag) { const topAccounts = await getAccountFromId(userMapClient, topMakers); res.end(JSON.stringify(topAccounts)); return; } res.end(JSON.stringify(topMakers)); } catch (err) { next(err); } }); // returns top 20 unsettled gainers and losers app.get('/unsettledPnlUsers', async (req, res, next) => { try { const marketIndex = Number(req.query.marketIndex as string); if (isNaN(marketIndex)) { res.status(400).send('Bad Request: must include a marketIndex'); return; } const redisClient = redisClients.find( (client) => client.forceGetClient().options.keyPrefix === RedisClientPrefix.DLOB ); const redisResponseGainers = await redisClient.getRaw( `perp_market_${marketIndex}_gainers` ); const redisResponseLosers = await redisClient.getRaw( `perp_market_${marketIndex}_losers` ); const response = { marketIndex, gainers: JSON.parse(redisResponseGainers), losers: JSON.parse(redisResponseLosers), }; res.end(JSON.stringify(response)); return; } catch (err) { next(err); } }); app.get('/l2', async (req, res, next) => { try { const { marketName, marketIndex, marketType, depth } = req.query; const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( driftClient, driftEnv, marketType as string, marketIndex as string, marketName as string ); if (error) { res.status(400).send(error); return; } const isSpot = isVariant(normedMarketType, 'spot'); const adjustedDepth = depth ?? '100'; let l2Formatted: any; const redisL2 = await fetchFromRedis( `last_update_orderbook_${ isSpot ? 'spot' : 'perp' }_${normedMarketIndex}`, selectMostRecentBySlot ); const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); redisL2['bids'] = redisL2['bids']?.slice(0, depthToUse); redisL2['asks'] = redisL2['asks']?.slice(0, depthToUse); if (redisL2) { l2Formatted = JSON.stringify(redisL2); } if (l2Formatted) { cacheHitCounter.add(1, { miss: false, path: req.baseUrl + req.path, }); res.writeHead(200); res.end(l2Formatted); return; } else { cacheHitCounter.add(1, { miss: true, path: req.baseUrl + req.path, }); res.writeHead(500); res.end('No dlob data found'); return; } } catch (err) { next(err); } }); app.get(['/batchL2', '/batchL2Cache'], async (req, res, next) => { try { const { marketName, marketIndex, marketType, depth, includeVamm, includePhoenix, includeOpenbook, includeOracle, } = req.query; const normedParams = normalizeBatchQueryParams({ marketName: marketName as string | undefined, marketIndex: marketIndex as string | undefined, marketType: marketType as string | undefined, depth: depth as string | undefined, includeVamm: includeVamm as string | undefined, includePhoenix: includePhoenix as string | undefined, includeOpenbook: includeOpenbook as string | undefined, includeOracle: includeOracle as string | undefined, }); if (normedParams === undefined) { res .status(400) .send( 'Bad Request: all params for batch request must be the same length' ); return; } let hasError = false; let errorMessage = ''; const l2s = await Promise.all( normedParams.map(async (normedParam) => { const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( driftClient, driftEnv, normedParam['marketType'] as string, normedParam['marketIndex'] as string, normedParam['marketName'] as string ); if (error) { hasError = true; errorMessage = `Bad Request: ${error}`; return; } const isSpot = isVariant(normedMarketType, 'spot'); const adjustedDepth = normedParam['depth'] ?? '100'; let l2Formatted: any; const redisL2 = await fetchFromRedis( `last_update_orderbook_${ isSpot ? 'spot' : 'perp' }_${normedMarketIndex}`, selectMostRecentBySlot ); const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); redisL2['bids'] = redisL2['bids']?.slice(0, depth); redisL2['asks'] = redisL2['asks']?.slice(0, depth); if (redisL2) { l2Formatted = redisL2; } if (l2Formatted) { cacheHitCounter.add(1, { miss: false, path: req.baseUrl + req.path, }); } else { cacheHitCounter.add(1, { miss: true, path: req.baseUrl + req.path, }); } return l2Formatted; }) ); if (hasError) { res.status(400).send(errorMessage); return; } res.writeHead(200); res.end(JSON.stringify({ l2s })); return; } catch (err) { next(err); } }); app.get('/l3', async (req, res, next) => { try { const { marketName, marketIndex, marketType } = req.query; const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( driftClient, driftEnv, marketType as string, marketIndex as string, marketName as string ); if (error) { res.status(400).send(error); return; } const marketTypeStr = getVariant(normedMarketType); const redisL3 = await fetchFromRedis( `last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`, selectMostRecentBySlot ); if (redisL3) { cacheHitCounter.add(1, { miss: false, path: req.baseUrl + req.path, }); res.writeHead(200); res.end(JSON.stringify(redisL3)); return; } else { cacheHitCounter.add(1, { miss: true, path: req.baseUrl + req.path, }); res.writeHead(500); res.end('No L3 found'); return; } } catch (err) { next(err); } }); server.listen(serverPort, () => { logger.info(`DLOB server listening on port http://localhost:${serverPort}`); }); }; async function recursiveTryCatch(f: () => Promise) { try { await f(); } catch (e) { console.error(e); await sleep(15000); await recursiveTryCatch(f); } } recursiveTryCatch(() => main()); export { commitHash, driftClient, driftEnv, endpoint, sdkConfig, wsEndpoint };