Files
trade-drift-dlob/src/index.ts
lowkeynicc ff5f2e7e30 add pyth crank endpoints (#404)
* add pyth crank endpoints

* add pyth lazer endpoint as env var
2025-05-28 14:30:45 -04:00

905 lines
22 KiB
TypeScript

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';
import { HermesClient } from '@pythnetwork/hermes-client';
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 hermesUrl = process.env.HERMES_ENDPOINT;
const pythLazerDriftToken = process.env.PYTH_LAZER_DRIFT_TOKEN;
const pythLazerEndpoint = process.env.PYTH_LAZER_ENDPOINT;
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<void> => {
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 ${Date.now() - initDlobSubscriberStart} ms`
);
// Handle redis client initialization and rotation maps
const redisClients: Array<RedisClient> = [];
logger.info('Connecting to redis');
for (let i = 0; i < REDIS_CLIENTS.length; i++) {
redisClients.push(new RedisClient({ prefix: REDIS_CLIENTS[i] }));
}
const fetchFromRedis = async (
key: string,
selectionCriteria: (responses: any) => any
): Promise<any> => {
const redisResponses = await Promise.all(
redisClients.map((client) => client.getRaw(key))
);
return selectionCriteria(redisResponses);
};
const userMapClient = new RedisClient({
host: process.env.ELASTICACHE_USERMAP_HOST ?? process.env.ELASTICACHE_HOST,
port: process.env.ELASTICACHE_USERMAP_PORT ?? process.env.ELASTICACHE_PORT,
prefix: RedisClientPrefix.USER_MAP,
});
const handleStartup = async (_req, res, _next) => {
if (driftClient.isSubscribed && dlobProvider.size() > 0) {
res.writeHead(200);
res.end('OK');
} else {
res.writeHead(500);
res.end('Not ready');
}
};
app.get(
'/health',
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider)
);
app.get('/startup', handleStartup);
app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider));
app.get('/priorityFees', async (req, res, next) => {
try {
const { marketIndex, marketType } = req.query;
const fees = await redisClients
.find((client) => {
return (
client.forceGetClient().options.keyPrefix ===
RedisClientPrefix.DLOB_HELIUS
);
})
.getRaw(`priorityFees_${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,
driftClient.connection
);
res.end(JSON.stringify(topAccounts));
return;
}
res.end(JSON.stringify(topMakers));
return;
}
const topMakersSet = new Set<string>();
let foundMakers = 0;
const findMakers = async (sideGenerator: Generator<DLOBNode>) => {
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_${marketIndex}_losers`
);
const response = {
marketIndex,
gainers: JSON.parse(redisResponseGainers),
losers: JSON.parse(redisResponseLosers),
};
res.end(JSON.stringify(response));
return;
} catch (err) {
next(err);
}
});
app.get('/l2', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType, depth, includeIndicative } =
req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient,
driftEnv,
marketType as string,
marketIndex as string,
marketName as string
);
if (error) {
res.status(400).send(error);
return;
}
const isSpot = isVariant(normedMarketType, 'spot');
const includeIndicativeStr =
(includeIndicative as string)?.toLowerCase() === 'true';
const adjustedDepth = depth ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}${includeIndicativeStr ? '_indicative' : ''}`,
selectMostRecentBySlot
);
const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
let cacheMiss = true;
if (redisL2) {
cacheMiss = false;
redisL2['bids'] = redisL2['bids']?.slice(0, depthToUse);
redisL2['asks'] = redisL2['asks']?.slice(0, depthToUse);
l2Formatted = redisL2;
} else {
console.log(
`No L2 found for ${getVariant(
normedMarketType
)} market ${normedMarketIndex}`
);
const oracleData = isSpot
? driftClient.getOracleDataForSpotMarket(normedMarketIndex)
: driftClient.getOracleDataForPerpMarket(normedMarketIndex);
l2Formatted = {
bids: [],
asks: [],
marketType: normedMarketType,
marketIndex: normedMarketIndex,
marketName: undefined,
slot: dlobProvider.getSlot(),
oracle: oracleData.price.toNumber(),
oracleData: {
price: oracleData.price.toNumber(),
slot: oracleData.slot.toNumber(),
confidence: oracleData.confidence.toNumber(),
hasSufficientNumberOfDataPoints: true,
twap: oracleData.twap?.toNumber(),
twapConfidence: oracleData.twapConfidence?.toNumber(),
},
ts: Date.now(),
marketSlot: dlobProvider.getSlot(),
};
}
cacheHitCounter.add(1, {
miss: cacheMiss,
path: req.baseUrl + req.path,
});
res.writeHead(200);
res.end(JSON.stringify(l2Formatted));
return;
} catch (err) {
next(err);
}
});
app.get(['/batchL2', '/batchL2Cache'], async (req, res, next) => {
try {
const {
marketName,
marketIndex,
marketType,
depth,
includeVamm,
includePhoenix,
includeOpenbook,
includeOracle,
includeIndicative,
} = 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,
includeIndicative: includeIndicative 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: ${error}`;
return;
}
const isSpot = isVariant(normedMarketType, 'spot');
const normedIncludeIndicative =
normedParam['includeIndicative'] == 'true';
const adjustedDepth = normedParam['depth'] ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}${
normedIncludeIndicative ? '_indicative' : ''
}`,
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
let cacheMiss = true;
if (redisL2) {
cacheMiss = false;
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
l2Formatted = redisL2;
} else {
console.log(
`No L2 found for ${getVariant(
normedMarketType
)} market ${normedMarketIndex}`
);
const oracleData = isSpot
? driftClient.getOracleDataForSpotMarket(normedMarketIndex)
: driftClient.getOracleDataForPerpMarket(normedMarketIndex);
l2Formatted = {
bids: [],
asks: [],
marketType: normedMarketType,
marketIndex: normedMarketIndex,
marketName: undefined,
slot: dlobProvider.getSlot(),
oracle: oracleData.price.toNumber(),
oracleData: {
price: oracleData.price.toNumber(),
slot: oracleData.slot.toNumber(),
confidence: oracleData.confidence.toNumber(),
hasSufficientNumberOfDataPoints: true,
twap: oracleData.twap?.toNumber(),
twapConfidence: oracleData.twapConfidence?.toNumber(),
},
ts: Date.now(),
marketSlot: dlobProvider.getSlot(),
};
}
if (l2Formatted) {
cacheHitCounter.add(1, {
miss: cacheMiss,
path: req.baseUrl + req.path,
});
} else {
cacheHitCounter.add(1, {
miss: cacheMiss,
path: req.baseUrl + req.path,
});
}
return l2Formatted;
})
);
if (hasError) {
res.status(400).send(errorMessage);
return;
}
res.writeHead(200);
res.end(JSON.stringify({ l2s }));
return;
} catch (err) {
next(err);
}
});
app.get('/l3', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType, includeIndicative } =
req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient,
driftEnv,
marketType as string,
marketIndex as string,
marketName as string
);
if (error) {
res.status(400).send(error);
return;
}
const marketTypeStr = getVariant(normedMarketType);
const normedIncludeIndicative =
(includeIndicative as string)?.toLowerCase() === 'true';
const redisL3 = await fetchFromRedis(
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}${
normedIncludeIndicative ? '_indicative' : ''
}`,
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);
}
});
app.get('/pythLazer', async (req, res, next) => {
try {
// Check origin validation
const origin = req.get('Origin') || req.get('Referer');
const allowedOrigins = ['https://app.drift.trade', 'https://beta.drift.trade'];
if (!origin || !allowedOrigins.some(allowed => origin.startsWith(allowed))) {
res.status(403).json({ error: 'Forbidden: Invalid origin' });
return;
}
const { feedIds } = req.query;
if (!feedIds) {
res.writeHead(400);
res.end('Bad Request: must include a feedIds');
return;
}
const feedIdsArray = (feedIds as string).split(',');
const latestLazerPricePayload = {
priceFeedIds: feedIdsArray?.map((f) => Number(f)),
properties: ['price', 'bestAskPrice', 'bestBidPrice', 'exponent'],
chains: ['solana'],
channel: 'real_time',
jsonBinaryEncoding: 'hex',
};
const latestPriceRes = await fetch(
pythLazerEndpoint,
{
method: 'POST',
headers: {
Authorization: `Bearer ${pythLazerDriftToken}`,
},
body: JSON.stringify(latestLazerPricePayload),
}
).then((res) => res.json());
const data = latestPriceRes.solana.data;
if (data) {
res.status(200).json({
data
});
return;
} else {
res.writeHead(404);
res.end('Not found');
}
} catch (err) {
next(err);
}
});
app.get('/pythPull', async (req, res, next) => {
try {
// Check origin validation
const origin = req.get('Origin') || req.get('Referer');
const allowedOrigins = ['https://app.drift.trade', 'https://beta.drift.trade'];
if (!origin || !allowedOrigins.some(allowed => origin.startsWith(allowed))) {
res.status(403).json({ error: 'Forbidden: Invalid origin' });
return;
}
const { feedIds } = req.query;
if (!feedIds) {
res.writeHead(400);
res.end('Bad Request: must include a feedIds');
return;
}
const feedIdsArray = (feedIds as string).split(',');
const hermesClient = new HermesClient(hermesUrl);
const latestPriceUpdates = await hermesClient.getLatestPriceUpdates(
feedIdsArray,
{
encoding: 'base64',
}
);
const data = latestPriceUpdates.binary.data.join('');
if (data) {
res.status(200).json({
data
});
return;
} else {
res.writeHead(404);
res.end('Not found');
}
} catch (err) {
next(err);
}
});
server.listen(serverPort, () => {
logger.info(`DLOB server listening on port http://localhost:${serverPort}`);
});
};
async function recursiveTryCatch(f: () => Promise<void>) {
try {
await f();
} catch (e) {
console.error(e);
await sleep(15000);
await recursiveTryCatch(f);
}
}
recursiveTryCatch(() => main());
export { commitHash, driftClient, driftEnv, endpoint, sdkConfig, wsEndpoint };