607 lines
17 KiB
TypeScript
607 lines
17 KiB
TypeScript
import { program } from 'commander';
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import compression from 'compression';
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import cors from 'cors';
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import express from 'express';
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import rateLimit from 'express-rate-limit';
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import morgan from 'morgan';
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import { Commitment, Connection } from '@solana/web3.js';
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import { logger, setLogLevel } from './utils/logger';
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import * as http from 'http';
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import {
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handleHealthCheck,
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cacheHitCounter,
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runtimeSpecsGauge,
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} from './core/metrics';
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import { handleResponseTime } from './core/middleware';
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import { errorHandler, normalizeBatchQueryParams, sleep } from './utils/utils';
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import { RedisClient } from './utils/redisClient';
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import {
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DriftEnv,
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MarketType,
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PerpMarkets,
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SlotSubscriber,
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SpotMarkets,
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isVariant,
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initialize,
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} from '@drift-labs/sdk';
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require('dotenv').config();
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// Reading in Redis env vars
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const REDIS_HOSTS_ENV = (process.env.REDIS_HOSTS as string) || 'localhost';
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const REDIS_HOSTS = REDIS_HOSTS_ENV.includes(',')
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? REDIS_HOSTS_ENV.trim()
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.replace(/^\[|\]$/g, '')
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.split(/\s*,\s*/)
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: [REDIS_HOSTS_ENV];
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const REDIS_PASSWORDS_ENV = (process.env.REDIS_PASSWORDS as string) || '';
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const REDIS_PASSWORDS = REDIS_PASSWORDS_ENV.includes(',')
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? REDIS_PASSWORDS_ENV.trim()
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.replace(/^\[|\]$/g, '')
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.split(/\s*,\s*/)
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: [REDIS_PASSWORDS_ENV];
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const REDIS_PORTS_ENV = (process.env.REDIS_PORTS as string) || '6379';
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const REDIS_PORTS = REDIS_PORTS_ENV.includes(',')
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? REDIS_PORTS_ENV.trim()
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.replace(/^\[|\]$/g, '')
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.split(/\s*,\s*/)
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: [REDIS_PORTS_ENV];
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if (
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REDIS_PORTS.length !== REDIS_PASSWORDS.length ||
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REDIS_PORTS.length !== REDIS_HOSTS.length
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) {
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throw 'REDIS_HOSTS and REDIS_PASSWORDS and REDIS_PORTS must be the same length';
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}
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const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
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const commitHash = process.env.COMMIT;
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//@ts-ignore
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const sdkConfig = initialize({ env: process.env.ENV });
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const stateCommitment: Commitment = 'processed';
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const serverPort = process.env.PORT || 6969;
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const rateLimitCallsPerSecond = process.env.RATE_LIMIT_CALLS_PER_SECOND
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? parseInt(process.env.RATE_LIMIT_CALLS_PER_SECOND)
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: 1;
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const SLOT_STALENESS_TOLERANCE =
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parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 20;
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const loadTestAllowed = process.env.ALLOW_LOAD_TEST?.toLowerCase() === 'true';
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const logFormat =
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':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]';
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const logHttp = morgan(logFormat, {
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skip: (_req, res) => res.statusCode <= 500,
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});
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const app = express();
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app.use(cors({ origin: '*' }));
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app.use(compression());
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app.set('trust proxy', 1);
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app.use(logHttp);
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app.use(handleResponseTime);
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app.use(
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rateLimit({
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windowMs: 1000, // 1 second
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max: rateLimitCallsPerSecond,
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standardHeaders: true, // Return rate limit info in the `RateLimit-*` headers
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legacyHeaders: false, // Disable the `X-RateLimit-*` headers
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skip: (req, _res) => {
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if (!loadTestAllowed) {
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return false;
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}
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return req.headers['user-agent'].includes('k6');
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},
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})
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);
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// Metrics defined here
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const bootTimeMs = Date.now();
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runtimeSpecsGauge.addCallback((obs) => {
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obs.observe(bootTimeMs, {
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commit: commitHash,
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driftEnv,
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rpcEndpoint: endpoint,
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wsEndpoint: wsEndpoint,
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});
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});
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// strip off /dlob, if the request comes from exchange history server LB
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app.use((req, _res, next) => {
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if (req.url.startsWith('/dlob')) {
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req.url = req.url.replace('/dlob', '');
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if (req.url === '') {
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req.url = '/';
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}
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}
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next();
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});
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// strip off /ui, if the request comes from the UI
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app.use((req, _res, next) => {
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if (req.url.startsWith('/ui')) {
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req.url = req.url.replace('/ui', '');
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if (req.url === '') {
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req.url = '/';
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}
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}
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next();
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});
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app.use(errorHandler);
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const server = http.createServer(app);
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// Default keepalive is 5s, since the AWS ALB timeout is 60 seconds, clients
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// sometimes get 502s.
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// https://shuheikagawa.com/blog/2019/04/25/keep-alive-timeout/
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// https://stackoverflow.com/a/68922692
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server.keepAliveTimeout = 61 * 1000;
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server.headersTimeout = 65 * 1000;
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const opts = program.opts();
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setLogLevel(opts.debug ? 'debug' : 'info');
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const endpoint = process.env.ENDPOINT;
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const wsEndpoint = process.env.WS_ENDPOINT;
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logger.info(`RPC endpoint: ${endpoint}`);
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logger.info(`WS endpoint: ${wsEndpoint}`);
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logger.info(`DriftEnv: ${driftEnv}`);
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logger.info(`Commit: ${commitHash}`);
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const main = async () => {
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// Redis connect
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const redisClients: Array<RedisClient> = [];
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const spotMarketRedisMap: Map<
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number,
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{ client: RedisClient; clientIndex: number }
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> = new Map();
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const perpMarketRedisMap: Map<
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number,
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{ client: RedisClient; clientIndex: number }
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> = new Map();
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for (let i = 0; i < REDIS_HOSTS.length; i++) {
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redisClients.push(
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new RedisClient(
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REDIS_HOSTS[i],
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REDIS_PORTS[i],
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REDIS_PASSWORDS[i] || undefined
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)
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);
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await redisClients[i].connect();
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}
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for (let i = 0; i < sdkConfig.SPOT_MARKETS.length; i++) {
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spotMarketRedisMap.set(sdkConfig.SPOT_MARKETS[i].marketIndex, {
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client: redisClients[0],
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clientIndex: 0,
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});
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}
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for (let i = 0; i < sdkConfig.PERP_MARKETS.length; i++) {
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perpMarketRedisMap.set(sdkConfig.PERP_MARKETS[i].marketIndex, {
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client: redisClients[0],
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clientIndex: 0,
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});
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}
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// Slot subscriber for source
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const connection = new Connection(endpoint, {
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commitment: stateCommitment,
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wsEndpoint,
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});
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const slotSubscriber = new SlotSubscriber(connection);
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await slotSubscriber.subscribe();
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app.get(
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'/health',
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handleHealthCheck(2 * SLOT_STALENESS_TOLERANCE * 400, slotSubscriber)
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);
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app.get(
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'/',
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handleHealthCheck(2 * SLOT_STALENESS_TOLERANCE * 400, slotSubscriber)
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);
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const handleStartup = async (_req, res, _next) => {
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let healthy = false;
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for (const redisClient of redisClients) {
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if (redisClient.connected) {
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healthy = true;
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}
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}
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if (healthy) {
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res.writeHead(200);
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res.end('OK');
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} else {
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res.writeHead(500);
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res.end('Not ready');
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}
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};
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app.get('/startup', handleStartup);
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app.get('/l2', async (req, res, next) => {
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try {
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const {
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marketIndex,
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marketType,
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depth,
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includeVamm,
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includePhoenix,
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includeSerum,
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grouping, // undefined or PRICE_PRECISION
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includeOracle,
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} = req.query;
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const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
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driftEnv,
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marketType as string,
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marketIndex as string
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);
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if (error) {
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res.status(400).send(error);
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return;
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}
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const isSpot = isVariant(normedMarketType, 'spot');
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let adjustedDepth = depth ?? '10';
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if (grouping !== undefined) {
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// If grouping is also supplied, we want the entire book depth.
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// we will apply depth after grouping
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adjustedDepth = '-1';
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}
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let l2Formatted: any;
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let slotDiff: number;
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if (
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!isSpot &&
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`${includeVamm}`?.toLowerCase() === 'true' &&
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`${includeOracle}`?.toLowerCase().toLowerCase() === 'true' &&
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!grouping
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) {
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let redisL2: string;
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const redisClient = perpMarketRedisMap.get(normedMarketIndex).client;
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if (parseInt(adjustedDepth as string) === 5) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
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);
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}
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if (redisL2) {
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slotDiff =
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slotSubscriber.getSlot() - parseInt(JSON.parse(redisL2).slot);
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if (slotDiff < SLOT_STALENESS_TOLERANCE) {
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l2Formatted = redisL2;
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} else {
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if (redisClients.length > 1) {
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const nextClientIndex =
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(perpMarketRedisMap.get(normedMarketIndex).clientIndex + 1) %
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redisClients.length;
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perpMarketRedisMap.set(normedMarketIndex, {
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client: redisClients[nextClientIndex],
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clientIndex: nextClientIndex,
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});
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console.log(
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`Rotated redis client to index ${nextClientIndex} for perp market ${normedMarketIndex}`
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);
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}
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}
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}
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} else if (
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isSpot &&
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`${includeSerum}`?.toLowerCase() === 'true' &&
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`${includePhoenix}`?.toLowerCase() === 'true' &&
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`${includeOracle}`?.toLowerCase() === 'true' &&
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!grouping
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) {
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let redisL2: string;
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const redisClient = spotMarketRedisMap.get(normedMarketIndex).client;
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if (parseInt(adjustedDepth as string) === 5) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
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);
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}
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if (redisL2) {
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slotDiff =
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slotSubscriber.getSlot() - parseInt(JSON.parse(redisL2).slot);
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if (slotDiff < SLOT_STALENESS_TOLERANCE) {
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l2Formatted = redisL2;
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} else {
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if (redisClients.length > 1) {
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const nextClientIndex =
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(spotMarketRedisMap.get(normedMarketIndex).clientIndex + 1) %
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redisClients.length;
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spotMarketRedisMap.set(normedMarketIndex, {
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client: redisClients[nextClientIndex],
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clientIndex: nextClientIndex,
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});
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console.log(
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`Rotated redis client to index ${nextClientIndex} for spot market ${normedMarketIndex}`
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);
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}
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}
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}
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}
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if (l2Formatted) {
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cacheHitCounter.add(1, {
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miss: false,
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});
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res.writeHead(200);
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res.end(l2Formatted);
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return;
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} else {
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if (slotDiff) {
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res.writeHead(500);
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res.end(`Slot too stale : ${slotDiff}`);
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} else {
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res.writeHead(400);
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res.end(`Bad Request: no cached L2 found`);
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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('/batchL2', async (req, res, next) => {
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try {
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const {
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marketName,
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marketIndex,
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marketType,
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depth,
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includeVamm,
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includePhoenix,
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includeSerum,
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includeOracle,
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grouping, // undefined or PRICE_PRECISION
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} = req.query;
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const normedParams = normalizeBatchQueryParams({
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marketName: marketName as string | undefined,
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marketIndex: marketIndex as string | undefined,
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marketType: marketType as string | undefined,
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depth: depth as string | undefined,
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includeVamm: includeVamm as string | undefined,
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includePhoenix: includePhoenix as string | undefined,
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includeSerum: includeSerum as string | undefined,
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includeOracle: includeOracle as string | undefined,
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grouping: grouping as string | undefined,
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});
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if (normedParams === undefined) {
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res
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.status(400)
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.send(
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'Bad Request: all params for batch request must be the same length'
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);
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return;
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}
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const l2s = await Promise.all(
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normedParams.map(async (normedParam) => {
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const { normedMarketType, normedMarketIndex, error } =
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validateDlobQuery(
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driftEnv,
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normedParam['marketType'] as string,
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normedParam['marketIndex'] as string
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);
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if (error) {
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res.status(400).send(`Bad Request: ${error}`);
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return;
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}
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const isSpot = isVariant(normedMarketType, 'spot');
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let adjustedDepth = normedParam['depth'] ?? '10';
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if (normedParam['grouping'] !== undefined) {
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// If grouping is also supplied, we want the entire book depth.
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// we will apply depth after grouping
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adjustedDepth = '-1';
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}
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let l2Formatted: any;
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if (
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!isSpot &&
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normedParam['includeVamm']?.toLowerCase() === 'true' &&
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normedParam['includeOracle']?.toLowerCase() === 'true' &&
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!normedParam['grouping']
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) {
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let redisL2: string;
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const redisClient =
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perpMarketRedisMap.get(normedMarketIndex).client;
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if (parseInt(adjustedDepth as string) === 5) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_perp_${normedMarketIndex}_depth_100`
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);
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}
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if (redisL2) {
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const parsedRedisL2 = JSON.parse(redisL2);
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if (
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slotSubscriber.getSlot() - parseInt(parsedRedisL2.slot) <
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SLOT_STALENESS_TOLERANCE
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) {
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l2Formatted = parsedRedisL2;
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} else {
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if (redisClients.length > 1) {
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const nextClientIndex =
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(perpMarketRedisMap.get(normedMarketIndex).clientIndex +
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1) %
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redisClients.length;
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perpMarketRedisMap.set(normedMarketIndex, {
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client: redisClients[nextClientIndex],
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clientIndex: nextClientIndex,
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});
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console.log(
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`Rotated redis client to index ${nextClientIndex} for perp market ${normedMarketIndex}`
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);
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}
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}
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}
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} else if (
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isSpot &&
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normedParam['includePhoenix']?.toLowerCase() === 'true' &&
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normedParam['includeSerum']?.toLowerCase() === 'true' &&
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!normedParam['grouping']
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) {
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let redisL2: string;
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const redisClient =
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spotMarketRedisMap.get(normedMarketIndex).client;
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if (parseInt(adjustedDepth as string) === 5) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_5`
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);
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} else if (parseInt(adjustedDepth as string) === 20) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_20`
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);
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} else if (parseInt(adjustedDepth as string) === 100) {
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redisL2 = await redisClient.client.get(
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`last_update_orderbook_spot_${normedMarketIndex}_depth_100`
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);
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}
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if (redisL2) {
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const parsedRedisL2 = JSON.parse(redisL2);
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if (
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slotSubscriber.getSlot() - parseInt(parsedRedisL2.slot) <
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SLOT_STALENESS_TOLERANCE
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) {
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l2Formatted = parsedRedisL2;
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} else {
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if (redisClients.length > 1) {
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const nextClientIndex =
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(spotMarketRedisMap.get(normedMarketIndex).clientIndex +
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1) %
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redisClients.length;
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spotMarketRedisMap.set(normedMarketIndex, {
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client: redisClients[nextClientIndex],
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clientIndex: nextClientIndex,
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});
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console.log(
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|
`Rotated redis client to index ${nextClientIndex} for spot market ${normedMarketIndex}`
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (l2Formatted) {
|
|
cacheHitCounter.add(1, {
|
|
miss: false,
|
|
});
|
|
return l2Formatted;
|
|
}
|
|
}
|
|
})
|
|
);
|
|
|
|
res.writeHead(200);
|
|
res.end(JSON.stringify({ l2s }));
|
|
} catch (err) {
|
|
next(err);
|
|
}
|
|
});
|
|
|
|
server.listen(serverPort, () => {
|
|
logger.info(`DLOB server listening on port http://localhost:${serverPort}`);
|
|
});
|
|
};
|
|
|
|
export const validateDlobQuery = (
|
|
driftEnv: DriftEnv,
|
|
marketType?: string,
|
|
marketIndex?: string
|
|
): {
|
|
normedMarketType?: MarketType;
|
|
normedMarketIndex?: number;
|
|
error?: string;
|
|
} => {
|
|
let normedMarketType: MarketType = undefined;
|
|
let normedMarketIndex: number = undefined;
|
|
if (marketIndex === undefined || marketType === undefined) {
|
|
return {
|
|
error:
|
|
'Bad Request: (marketName) or (marketIndex and marketType) must be supplied',
|
|
};
|
|
}
|
|
|
|
// validate marketType
|
|
switch ((marketType as string).toLowerCase()) {
|
|
case 'spot': {
|
|
normedMarketType = MarketType.SPOT;
|
|
normedMarketIndex = parseInt(marketIndex as string);
|
|
const spotMarketIndicies = SpotMarkets[driftEnv].map(
|
|
(mkt) => mkt.marketIndex
|
|
);
|
|
if (!spotMarketIndicies.includes(normedMarketIndex)) {
|
|
return {
|
|
error: 'Bad Request: invalid marketIndex',
|
|
};
|
|
}
|
|
break;
|
|
}
|
|
case 'perp': {
|
|
normedMarketType = MarketType.PERP;
|
|
normedMarketIndex = parseInt(marketIndex as string);
|
|
const perpMarketIndicies = PerpMarkets[driftEnv].map(
|
|
(mkt) => mkt.marketIndex
|
|
);
|
|
if (!perpMarketIndicies.includes(normedMarketIndex)) {
|
|
return {
|
|
error: 'Bad Request: invalid marketIndex',
|
|
};
|
|
}
|
|
break;
|
|
}
|
|
default:
|
|
return {
|
|
error: 'Bad Request: marketType must be either "spot" or "perp"',
|
|
};
|
|
}
|
|
|
|
return {
|
|
normedMarketType,
|
|
normedMarketIndex,
|
|
};
|
|
};
|
|
|
|
async function recursiveTryCatch(f: () => void) {
|
|
try {
|
|
await f();
|
|
} catch (e) {
|
|
console.error(e);
|
|
await sleep(15000);
|
|
await recursiveTryCatch(f);
|
|
}
|
|
}
|
|
|
|
recursiveTryCatch(() => main());
|
|
|
|
export { commitHash, endpoint, sdkConfig, wsEndpoint };
|