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feat/candl
| Author | SHA1 | Date | |
|---|---|---|---|
| 5a9d61d674 | |||
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| 9420c89f52 | |||
| 545e1abfaa | |||
| 759173b5be | |||
| 194d596284 | |||
| 444f427420 | |||
| af267ad6c9 | |||
| f3c4a999c3 | |||
| 1c8a6900e8 | |||
| abaee44835 | |||
| f57366fad2 | |||
| b0c7806cb6 | |||
| a12c86f1f8 | |||
| 6107c4e0ef |
22
.gitignore
vendored
22
.gitignore
vendored
@@ -1,7 +1,23 @@
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# Secrets (never commit)
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tokens/*
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!tokens/*.example.json
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!tokens/*.example.yml
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!tokens/*.example.yaml
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# Local secrets (never commit)
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pass/
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argo/pass
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||||
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node_modules/
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dist/
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.env
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*.log
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tokens/*.json
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tokens/*.yml
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tokens/*.yaml
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# Baremetal IaC local overlays (do not commit)
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||||
infra/baremetal-solana-rpc/ansible/inventory/hosts.ini
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infra/baremetal-solana-rpc/ansible/group_vars/solana_rpc.yml
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infra/baremetal-solana-rpc/ansible/group_vars/vault.yml
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# Local scratch / build output
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_tmp/
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apps/visualizer/dist/
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15
README.md
15
README.md
@@ -12,6 +12,21 @@ npm ci
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npm run dev
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```
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### Dev z backendem na VPS (staging)
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Najprościej: trzymaj `VITE_API_URL=/api` i podepnij Vite proxy do VPS (żeby nie bawić się w CORS i nie wkładać tokena do przeglądarki):
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```bash
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cd apps/visualizer
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API_PROXY_TARGET=https://trade.mpabi.pl \
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npm run dev
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```
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Vite proxy’uje wtedy: `/api/*`, `/whoami`, `/auth/*`, `/logout` do VPS. Dodatkowo w dev usuwa `Secure` z `Set-Cookie`, żeby sesja działała na `http://localhost:5173`.
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Jeśli staging jest dodatkowo chroniony basic auth (np. Traefik `basicAuth`), ustaw:
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`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
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## Docker
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```bash
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@@ -1,12 +1,15 @@
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# Default: UI reads ticks from the same-origin API proxy at `/api`.
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VITE_API_URL=/api
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# Fallback (optional): query Hasura directly (not recommended in browser).
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VITE_HASURA_URL=http://localhost:8080/v1/graphql
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# Optional (only if you intentionally query Hasura directly from the browser):
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# Hasura GraphQL endpoint (supports subscriptions via WS).
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# On VPS, `trade-frontend` proxies Hasura at the same origin under `/graphql`.
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VITE_HASURA_URL=/graphql
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# Optional explicit WS URL; when omitted the app derives it from `VITE_HASURA_URL`.
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# Can be absolute (wss://...) or a same-origin path (e.g. /graphql-ws).
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# VITE_HASURA_WS_URL=/graphql-ws
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# Optional auth (only if Hasura is not configured with `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public`):
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# VITE_HASURA_AUTH_TOKEN=YOUR_JWT
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# VITE_HASURA_ADMIN_SECRET=devsecret
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VITE_SYMBOL=PUMP-PERP
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VITE_SYMBOL=SOL-PERP
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# Optional: filter by source (leave empty for all)
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# VITE_SOURCE=drift_oracle
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VITE_POLL_MS=1000
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24
apps/visualizer/__start
Normal file
24
apps/visualizer/__start
Normal file
@@ -0,0 +1,24 @@
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#!/usr/bin/env bash
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set -euo pipefail
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SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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ROOT_DIR="$(cd "${SCRIPT_DIR}/../.." && pwd)"
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cd "${SCRIPT_DIR}"
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export API_PROXY_TARGET="${API_PROXY_TARGET:-https://trade.mpabi.pl}"
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export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
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export VITE_API_URL="${VITE_API_URL:-/api}"
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export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
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export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-/graphql-ws}"
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if [[ -z "${API_PROXY_BASIC_AUTH:-}" && -z "${API_PROXY_BASIC_AUTH_FILE:-}" ]]; then
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if [[ -f "${ROOT_DIR}/tokens/frontend.json" ]]; then
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export API_PROXY_BASIC_AUTH_FILE="tokens/frontend.json"
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else
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echo "Missing basic auth config for VPS proxy."
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echo "Set API_PROXY_BASIC_AUTH='USER:PASS' or create tokens/frontend.json" >&2
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fi
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fi
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npm run dev
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@@ -1,3 +1,4 @@
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import type { CSSProperties } from 'react';
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import { useEffect, useMemo, useState } from 'react';
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import { useLocalStorageState } from './app/hooks/useLocalStorageState';
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import AppShell from './layout/AppShell';
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@@ -11,6 +12,11 @@ import Button from './ui/Button';
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import TopNav from './layout/TopNav';
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import AuthStatus from './layout/AuthStatus';
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import LoginScreen from './layout/LoginScreen';
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import { useDlobStats } from './features/market/useDlobStats';
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import { useDlobL2 } from './features/market/useDlobL2';
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import { useDlobSlippage } from './features/market/useDlobSlippage';
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import { useDlobDepthBands } from './features/market/useDlobDepthBands';
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import DlobDashboard from './features/market/DlobDashboard';
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function envNumber(name: string, fallback: number): number {
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const v = (import.meta as any).env?.[name];
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@@ -26,7 +32,8 @@ function envString(name: string, fallback: string): string {
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function formatUsd(v: number | null | undefined): string {
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if (v == null || !Number.isFinite(v)) return '—';
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if (v >= 1000) return `$${v.toFixed(0)}`;
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if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
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if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
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if (v >= 1) return `$${v.toFixed(2)}`;
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return `$${v.toPrecision(4)}`;
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}
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@@ -36,6 +43,38 @@ function formatQty(v: number | null | undefined, decimals: number): string {
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return v.toLocaleString(undefined, { minimumFractionDigits: decimals, maximumFractionDigits: decimals });
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}
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function formatCompact(v: number | null | undefined): string {
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if (v == null || !Number.isFinite(v)) return '—';
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const abs = Math.abs(v);
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if (abs >= 1_000_000) return `${(v / 1_000_000).toFixed(2)}M`;
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if (abs >= 1000) return `${(v / 1000).toFixed(0)}K`;
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if (abs >= 1) return v.toFixed(2);
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return v.toPrecision(4);
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}
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function clamp01(scale: number): number {
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return Number.isFinite(scale) && scale > 0 ? Math.min(1, scale) : 0;
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}
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function barCurve(scale01: number): number {
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// Makes small rows visible without letting a single wall dominate.
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return Math.sqrt(clamp01(scale01));
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}
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function orderbookRowBarStyle(totalScale: number, levelScale: number): CSSProperties {
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return {
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['--ob-total-scale' as any]: barCurve(totalScale),
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['--ob-level-scale' as any]: barCurve(levelScale),
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} as CSSProperties;
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}
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function liquidityStyle(bid: number, ask: number): CSSProperties {
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const max = Math.max(1e-9, bid, ask);
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const b = Number.isFinite(bid) && bid > 0 ? Math.min(1, bid / max) : 0;
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const a = Number.isFinite(ask) && ask > 0 ? Math.min(1, ask / max) : 0;
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return { ['--liq-bid' as any]: b, ['--liq-ask' as any]: a } as CSSProperties;
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}
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type WhoamiResponse = {
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ok?: boolean;
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user?: string | null;
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@@ -99,17 +138,18 @@ export default function App() {
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}
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function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', 'BTC-PERP', 'ETH-PERP'], []);
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const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', '1MBONK-PERP', 'BTC-PERP', 'ETH-PERP'], []);
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const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'PUMP-PERP'));
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const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'SOL-PERP'));
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const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
|
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const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
|
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const [pollMs, setPollMs] = useLocalStorageState('trade.pollMs', envNumber('VITE_POLL_MS', 1000));
|
||||
const [limit, setLimit] = useLocalStorageState('trade.limit', envNumber('VITE_LIMIT', 300));
|
||||
const [showIndicators, setShowIndicators] = useLocalStorageState('trade.showIndicators', true);
|
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const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', true);
|
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const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
|
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const [bottomTab, setBottomTab] = useLocalStorageState<
|
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'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
|
||||
'dlob' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
|
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>('trade.bottomTab', 'positions');
|
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const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
|
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const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
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||||
@@ -119,7 +159,17 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
|
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const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
|
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const { candles, indicators, loading, error, refresh } = useChartData({
|
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useEffect(() => {
|
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if (symbol === 'BONK-PERP') {
|
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setSymbol('1MBONK-PERP');
|
||||
return;
|
||||
}
|
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if (!markets.includes(symbol)) {
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setSymbol('SOL-PERP');
|
||||
}
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}, [markets, setSymbol, symbol]);
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|
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const { candles, indicators, meta, loading, error, refresh } = useChartData({
|
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symbol,
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source: source.trim() ? source : undefined,
|
||||
tf,
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||||
@@ -127,43 +177,98 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
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pollMs,
|
||||
});
|
||||
|
||||
const { stats: dlob, connected: dlobConnected, error: dlobError } = useDlobStats(symbol);
|
||||
const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, { levels: 10 });
|
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const { rows: slippageRows, connected: slippageConnected, error: slippageError } = useDlobSlippage(symbol);
|
||||
const { rows: depthBands, connected: depthBandsConnected, error: depthBandsError } = useDlobDepthBands(symbol);
|
||||
|
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const latest = candles.length ? candles[candles.length - 1] : null;
|
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const first = candles.length ? candles[0] : null;
|
||||
const changePct =
|
||||
first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
|
||||
|
||||
const orderbook = useMemo(() => {
|
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if (!latest) return { asks: [], bids: [], mid: null as number | null };
|
||||
if (dlobL2) {
|
||||
return {
|
||||
asks: dlobL2.asks,
|
||||
bids: dlobL2.bids,
|
||||
mid: dlobL2.mid as number | null,
|
||||
bestBid: dlobL2.bestBid,
|
||||
bestAsk: dlobL2.bestAsk,
|
||||
};
|
||||
}
|
||||
if (!latest) return { asks: [], bids: [], mid: null as number | null, bestBid: null as number | null, bestAsk: null as number | null };
|
||||
const mid = latest.close;
|
||||
const step = Math.max(mid * 0.00018, 0.0001);
|
||||
const levels = 14;
|
||||
const levels = 10;
|
||||
|
||||
const asksRaw = Array.from({ length: levels }, (_, i) => ({
|
||||
price: mid + (i + 1) * step,
|
||||
size: 0.1 + ((i * 7) % 15) * 0.1,
|
||||
sizeBase: 0.1 + ((i * 7) % 15) * 0.1,
|
||||
}));
|
||||
const bidsRaw = Array.from({ length: levels }, (_, i) => ({
|
||||
price: mid - (i + 1) * step,
|
||||
size: 0.1 + ((i * 5) % 15) * 0.1,
|
||||
sizeBase: 0.1 + ((i * 5) % 15) * 0.1,
|
||||
}));
|
||||
|
||||
let askTotal = 0;
|
||||
let askTotalBase = 0;
|
||||
let askTotalUsd = 0;
|
||||
const asks = asksRaw
|
||||
.slice()
|
||||
.reverse()
|
||||
.map((r) => {
|
||||
askTotal += r.size;
|
||||
return { ...r, total: askTotal };
|
||||
const sizeUsd = r.sizeBase * r.price;
|
||||
askTotalBase += r.sizeBase;
|
||||
askTotalUsd += sizeUsd;
|
||||
return { ...r, sizeUsd, totalBase: askTotalBase, totalUsd: askTotalUsd };
|
||||
});
|
||||
|
||||
let bidTotal = 0;
|
||||
let bidTotalBase = 0;
|
||||
let bidTotalUsd = 0;
|
||||
const bids = bidsRaw.map((r) => {
|
||||
bidTotal += r.size;
|
||||
return { ...r, total: bidTotal };
|
||||
const sizeUsd = r.sizeBase * r.price;
|
||||
bidTotalBase += r.sizeBase;
|
||||
bidTotalUsd += sizeUsd;
|
||||
return { ...r, sizeUsd, totalBase: bidTotalBase, totalUsd: bidTotalUsd };
|
||||
});
|
||||
|
||||
return { asks, bids, mid };
|
||||
}, [latest]);
|
||||
return { asks, bids, mid, bestBid: bidsRaw[0]?.price ?? null, bestAsk: asksRaw[0]?.price ?? null };
|
||||
}, [dlobL2, latest]);
|
||||
|
||||
const maxAskTotal = useMemo(() => {
|
||||
let max = 0;
|
||||
for (const r of orderbook.asks) max = Math.max(max, (r as any).totalUsd || 0);
|
||||
return max;
|
||||
}, [orderbook.asks]);
|
||||
|
||||
const maxBidTotal = useMemo(() => {
|
||||
let max = 0;
|
||||
for (const r of orderbook.bids) max = Math.max(max, (r as any).totalUsd || 0);
|
||||
return max;
|
||||
}, [orderbook.bids]);
|
||||
|
||||
const maxAskSize = useMemo(() => {
|
||||
let max = 0;
|
||||
for (const r of orderbook.asks) max = Math.max(max, (r as any).sizeUsd || 0);
|
||||
return max;
|
||||
}, [orderbook.asks]);
|
||||
|
||||
const maxBidSize = useMemo(() => {
|
||||
let max = 0;
|
||||
for (const r of orderbook.bids) max = Math.max(max, (r as any).sizeUsd || 0);
|
||||
return max;
|
||||
}, [orderbook.bids]);
|
||||
|
||||
const liquidity = useMemo(() => {
|
||||
const bid = orderbook.bids.length ? (orderbook.bids[orderbook.bids.length - 1] as any).totalUsd || 0 : 0;
|
||||
const ask = orderbook.asks.length ? (orderbook.asks[0] as any).totalUsd || 0 : 0;
|
||||
const bestBid = orderbook.bestBid;
|
||||
const bestAsk = orderbook.bestAsk;
|
||||
const spreadAbs = bestBid != null && bestAsk != null ? bestAsk - bestBid : null;
|
||||
const spreadPct =
|
||||
spreadAbs != null && orderbook.mid != null && orderbook.mid > 0 ? (spreadAbs / orderbook.mid) * 100 : null;
|
||||
return { bidUsd: bid, askUsd: ask, spreadAbs, spreadPct };
|
||||
}, [orderbook.asks, orderbook.bids, orderbook.bestAsk, orderbook.bestBid, orderbook.mid]);
|
||||
|
||||
const trades = useMemo(() => {
|
||||
const slice = candles.slice(-24).reverse();
|
||||
@@ -183,6 +288,24 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
return latest?.close ?? tradePrice;
|
||||
}, [latest?.close, tradeOrderType, tradePrice]);
|
||||
|
||||
const orderValueUsd = useMemo(() => {
|
||||
if (!Number.isFinite(tradeSize) || tradeSize <= 0) return null;
|
||||
if (!Number.isFinite(effectiveTradePrice) || effectiveTradePrice <= 0) return null;
|
||||
const v = effectiveTradePrice * tradeSize;
|
||||
return Number.isFinite(v) && v > 0 ? v : null;
|
||||
}, [effectiveTradePrice, tradeSize]);
|
||||
|
||||
const dynamicSlippage = useMemo(() => {
|
||||
if (orderValueUsd == null) return null;
|
||||
const side = tradeSide === 'short' ? 'sell' : 'buy';
|
||||
const rows = slippageRows.filter((r) => r.side === side).slice();
|
||||
rows.sort((a, b) => a.sizeUsd - b.sizeUsd);
|
||||
if (!rows.length) return null;
|
||||
const biggest = rows[rows.length - 1];
|
||||
const match = rows.find((r) => r.sizeUsd >= orderValueUsd) || biggest;
|
||||
return match;
|
||||
}, [orderValueUsd, slippageRows, tradeSide]);
|
||||
|
||||
const topItems = useMemo(
|
||||
() => [
|
||||
{ key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
|
||||
@@ -208,14 +331,32 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
),
|
||||
},
|
||||
{ key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
|
||||
{ key: 'funding', label: 'Funding / 24h', value: '—', sub: '—' },
|
||||
{ key: 'oi', label: 'Open Interest', value: '—' },
|
||||
{ key: 'vol', label: '24h Volume', value: '—' },
|
||||
{ key: 'details', label: 'Market Details', value: <a href="#">View</a> },
|
||||
{ key: 'bid', label: 'Bid', value: formatUsd(dlob?.bestBid ?? null) },
|
||||
{ key: 'ask', label: 'Ask', value: formatUsd(dlob?.bestAsk ?? null) },
|
||||
{
|
||||
key: 'spread',
|
||||
label: 'Spread',
|
||||
value: dlob?.spreadBps == null ? '—' : `${dlob.spreadBps.toFixed(1)} bps`,
|
||||
sub: formatUsd(dlob?.spreadAbs ?? null),
|
||||
},
|
||||
{
|
||||
key: 'dlob',
|
||||
label: 'DLOB',
|
||||
value: dlobConnected ? 'live' : '—',
|
||||
sub: dlobError ? <span className="neg">{dlobError}</span> : dlob?.updatedAt || '—',
|
||||
},
|
||||
{
|
||||
key: 'l2',
|
||||
label: 'L2',
|
||||
value: dlobL2Connected ? 'live' : '—',
|
||||
sub: dlobL2Error ? <span className="neg">{dlobL2Error}</span> : dlobL2?.updatedAt || '—',
|
||||
},
|
||||
];
|
||||
}, [latest?.close, latest?.oracle, changePct]);
|
||||
}, [latest?.close, latest?.oracle, changePct, dlob, dlobConnected, dlobError, dlobL2, dlobL2Connected, dlobL2Error]);
|
||||
|
||||
const seriesLabel = useMemo(() => `Candles: Mark (oracle overlay)`, []);
|
||||
const seriesKey = useMemo(() => `${symbol}|${source}|${tf}`, [symbol, source, tf]);
|
||||
const bucketSeconds = meta?.bucketSeconds ?? 60;
|
||||
|
||||
return (
|
||||
<AppShell
|
||||
@@ -281,15 +422,38 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
candles={candles}
|
||||
indicators={indicators}
|
||||
timeframe={tf}
|
||||
bucketSeconds={bucketSeconds}
|
||||
seriesKey={seriesKey}
|
||||
onTimeframeChange={setTf}
|
||||
showIndicators={showIndicators}
|
||||
onToggleIndicators={() => setShowIndicators((v) => !v)}
|
||||
showBuild={showBuild}
|
||||
onToggleBuild={() => setShowBuild((v) => !v)}
|
||||
seriesLabel={seriesLabel}
|
||||
dlobQuotes={{ bid: dlob?.bestBid ?? null, ask: dlob?.bestAsk ?? null, mid: dlob?.mid ?? null }}
|
||||
/>
|
||||
|
||||
<Card className="bottomCard">
|
||||
<Tabs
|
||||
items={[
|
||||
{
|
||||
id: 'dlob',
|
||||
label: 'DLOB',
|
||||
content: (
|
||||
<DlobDashboard
|
||||
market={symbol}
|
||||
stats={dlob}
|
||||
statsConnected={dlobConnected}
|
||||
statsError={dlobError}
|
||||
depthBands={depthBands}
|
||||
depthBandsConnected={depthBandsConnected}
|
||||
depthBandsError={depthBandsError}
|
||||
slippageRows={slippageRows}
|
||||
slippageConnected={slippageConnected}
|
||||
slippageError={slippageError}
|
||||
/>
|
||||
),
|
||||
},
|
||||
{ id: 'positions', label: 'Positions', content: <div className="placeholder">Positions (next)</div> },
|
||||
{ id: 'orders', label: 'Orders', content: <div className="placeholder">Orders (next)</div> },
|
||||
{ id: 'balances', label: 'Balances', content: <div className="placeholder">Balances (next)</div> },
|
||||
@@ -316,7 +480,7 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
title={
|
||||
<div className="sideHead">
|
||||
<div className="sideHead__title">Orderbook</div>
|
||||
<div className="sideHead__subtitle">{loading ? 'loading…' : latest ? formatUsd(latest.close) : '—'}</div>
|
||||
<div className="sideHead__subtitle">{loading ? 'loading…' : orderbook.mid != null ? formatUsd(orderbook.mid) : latest ? formatUsd(latest.close) : '—'}</div>
|
||||
</div>
|
||||
}
|
||||
>
|
||||
@@ -329,28 +493,63 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
<div className="orderbook">
|
||||
<div className="orderbook__header">
|
||||
<span>Price</span>
|
||||
<span className="orderbook__num">Size</span>
|
||||
<span className="orderbook__num">Total</span>
|
||||
<span className="orderbook__num">Size (USD)</span>
|
||||
<span className="orderbook__num">Total (USD)</span>
|
||||
</div>
|
||||
<div className="orderbook__rows">
|
||||
{orderbook.asks.map((r) => (
|
||||
<div key={`a-${r.price}`} className="orderbookRow orderbookRow--ask">
|
||||
<div
|
||||
key={`a-${r.price}`}
|
||||
className="orderbookRow orderbookRow--ask"
|
||||
style={orderbookRowBarStyle(
|
||||
maxAskTotal > 0 ? (r as any).totalUsd / maxAskTotal : 0,
|
||||
maxAskSize > 0 ? (r as any).sizeUsd / maxAskSize : 0
|
||||
)}
|
||||
>
|
||||
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
|
||||
<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
|
||||
<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
|
||||
<span className="orderbookRow__num">{formatCompact((r as any).sizeUsd)}</span>
|
||||
<span className="orderbookRow__num">{formatCompact((r as any).totalUsd)}</span>
|
||||
</div>
|
||||
))}
|
||||
<div className="orderbookMid">
|
||||
<span className="orderbookMid__price">{latest ? formatQty(latest.close, 3) : '—'}</span>
|
||||
<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
|
||||
<span className="orderbookMid__label">mid</span>
|
||||
</div>
|
||||
{orderbook.bids.map((r) => (
|
||||
<div key={`b-${r.price}`} className="orderbookRow orderbookRow--bid">
|
||||
<div
|
||||
key={`b-${r.price}`}
|
||||
className="orderbookRow orderbookRow--bid"
|
||||
style={orderbookRowBarStyle(
|
||||
maxBidTotal > 0 ? (r as any).totalUsd / maxBidTotal : 0,
|
||||
maxBidSize > 0 ? (r as any).sizeUsd / maxBidSize : 0
|
||||
)}
|
||||
>
|
||||
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
|
||||
<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
|
||||
<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
|
||||
<span className="orderbookRow__num">{formatCompact((r as any).sizeUsd)}</span>
|
||||
<span className="orderbookRow__num">{formatCompact((r as any).totalUsd)}</span>
|
||||
</div>
|
||||
))}
|
||||
<div className="orderbookMeta">
|
||||
<div className="orderbookMeta__row">
|
||||
<span className="muted">Spread</span>
|
||||
<span className="orderbookMeta__val">
|
||||
{liquidity.spreadAbs == null || liquidity.spreadPct == null
|
||||
? '—'
|
||||
: `${formatUsd(liquidity.spreadAbs)} (${liquidity.spreadPct.toFixed(3)}%)`}
|
||||
</span>
|
||||
</div>
|
||||
<div className="orderbookMeta__row">
|
||||
<span className="muted">Liquidity (L1–L10)</span>
|
||||
<span className="orderbookMeta__val">
|
||||
<span className="pos">{formatUsd(liquidity.bidUsd)}</span> <span className="muted">/</span>{' '}
|
||||
<span className="neg">{formatUsd(liquidity.askUsd)}</span>
|
||||
</span>
|
||||
</div>
|
||||
<div className="liquidityBar" style={liquidityStyle(liquidity.bidUsd, liquidity.askUsd)}>
|
||||
<div className="liquidityBar__bid" />
|
||||
<div className="liquidityBar__ask" />
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
),
|
||||
@@ -480,7 +679,27 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
|
||||
</div>
|
||||
<div className="tradeMeta__row">
|
||||
<span className="tradeMeta__label">Slippage (Dynamic)</span>
|
||||
<span className="tradeMeta__value">—</span>
|
||||
<span className="tradeMeta__value">
|
||||
{slippageError ? (
|
||||
<span className="neg">{slippageError}</span>
|
||||
) : dynamicSlippage?.impactBps == null ? (
|
||||
slippageConnected ? (
|
||||
'—'
|
||||
) : (
|
||||
'offline'
|
||||
)
|
||||
) : (
|
||||
<>
|
||||
{dynamicSlippage.impactBps.toFixed(1)} bps{' '}
|
||||
<span className="muted">
|
||||
({dynamicSlippage.sizeUsd.toLocaleString()} USD)
|
||||
{dynamicSlippage.fillPct != null && dynamicSlippage.fillPct < 99.9
|
||||
? `, ${dynamicSlippage.fillPct.toFixed(0)}% fill`
|
||||
: ''}
|
||||
</span>
|
||||
</>
|
||||
)}
|
||||
</span>
|
||||
</div>
|
||||
<div className="tradeMeta__row">
|
||||
<span className="tradeMeta__label">Margin Required</span>
|
||||
|
||||
@@ -156,6 +156,21 @@ export function IconEye(props: IconProps) {
|
||||
);
|
||||
}
|
||||
|
||||
export function IconLayers(props: IconProps) {
|
||||
return (
|
||||
<Svg title={props.title ?? 'Layers'} {...props}>
|
||||
<path
|
||||
d="M3.0 6.2L9.0 3.2L15.0 6.2L9.0 9.2L3.0 6.2Z"
|
||||
stroke="currentColor"
|
||||
strokeWidth="1.2"
|
||||
strokeLinejoin="round"
|
||||
/>
|
||||
<path d="M3.0 9.2L9.0 12.2L15.0 9.2" stroke="currentColor" strokeWidth="1.2" strokeLinejoin="round" opacity="0.85" />
|
||||
<path d="M3.0 12.2L9.0 15.2L15.0 12.2" stroke="currentColor" strokeWidth="1.2" strokeLinejoin="round" opacity="0.65" />
|
||||
</Svg>
|
||||
);
|
||||
}
|
||||
|
||||
export function IconTrash(props: IconProps) {
|
||||
return (
|
||||
<Svg title={props.title ?? 'Delete'} {...props}>
|
||||
|
||||
206
apps/visualizer/src/features/chart/ChartLayersPanel.tsx
Normal file
206
apps/visualizer/src/features/chart/ChartLayersPanel.tsx
Normal file
@@ -0,0 +1,206 @@
|
||||
import { useMemo } from 'react';
|
||||
import type { ReactNode } from 'react';
|
||||
import type { OverlayLayer } from './ChartPanel.types';
|
||||
import { IconEye, IconLock, IconTrash } from './ChartIcons';
|
||||
|
||||
type Props = {
|
||||
open: boolean;
|
||||
layers: OverlayLayer[];
|
||||
onRequestClose: () => void;
|
||||
|
||||
onToggleLayerVisible: (layerId: string) => void;
|
||||
onToggleLayerLocked: (layerId: string) => void;
|
||||
onSetLayerOpacity: (layerId: string, opacity: number) => void;
|
||||
|
||||
fibPresent: boolean;
|
||||
fibSelected: boolean;
|
||||
fibVisible: boolean;
|
||||
fibLocked: boolean;
|
||||
fibOpacity: number;
|
||||
onSelectFib: () => void;
|
||||
onToggleFibVisible: () => void;
|
||||
onToggleFibLocked: () => void;
|
||||
onSetFibOpacity: (opacity: number) => void;
|
||||
onDeleteFib: () => void;
|
||||
};
|
||||
|
||||
function clamp01(v: number): number {
|
||||
if (!Number.isFinite(v)) return 1;
|
||||
return Math.max(0, Math.min(1, v));
|
||||
}
|
||||
|
||||
function opacityToPct(opacity: number): number {
|
||||
return Math.round(clamp01(opacity) * 100);
|
||||
}
|
||||
|
||||
function pctToOpacity(pct: number): number {
|
||||
if (!Number.isFinite(pct)) return 1;
|
||||
return clamp01(pct / 100);
|
||||
}
|
||||
|
||||
function IconButton({
|
||||
title,
|
||||
active,
|
||||
disabled,
|
||||
onClick,
|
||||
children,
|
||||
}: {
|
||||
title: string;
|
||||
active?: boolean;
|
||||
disabled?: boolean;
|
||||
onClick: () => void;
|
||||
children: ReactNode;
|
||||
}) {
|
||||
return (
|
||||
<button
|
||||
type="button"
|
||||
className={['layersBtn', active ? 'layersBtn--active' : null].filter(Boolean).join(' ')}
|
||||
title={title}
|
||||
aria-label={title}
|
||||
onClick={(e) => {
|
||||
e.preventDefault();
|
||||
e.stopPropagation();
|
||||
onClick();
|
||||
}}
|
||||
disabled={disabled}
|
||||
>
|
||||
{children}
|
||||
</button>
|
||||
);
|
||||
}
|
||||
|
||||
function OpacitySlider({
|
||||
value,
|
||||
disabled,
|
||||
onChange,
|
||||
}: {
|
||||
value: number;
|
||||
disabled?: boolean;
|
||||
onChange: (next: number) => void;
|
||||
}) {
|
||||
const pct = opacityToPct(value);
|
||||
return (
|
||||
<div className="layersOpacity">
|
||||
<input
|
||||
className="layersOpacity__range"
|
||||
type="range"
|
||||
min={0}
|
||||
max={100}
|
||||
value={pct}
|
||||
onChange={(e) => onChange(pctToOpacity(Number(e.target.value)))}
|
||||
disabled={disabled}
|
||||
/>
|
||||
<div className="layersOpacity__pct">{pct}%</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
export default function ChartLayersPanel({
|
||||
open,
|
||||
layers,
|
||||
onRequestClose,
|
||||
onToggleLayerVisible,
|
||||
onToggleLayerLocked,
|
||||
onSetLayerOpacity,
|
||||
fibPresent,
|
||||
fibSelected,
|
||||
fibVisible,
|
||||
fibLocked,
|
||||
fibOpacity,
|
||||
onSelectFib,
|
||||
onToggleFibVisible,
|
||||
onToggleFibLocked,
|
||||
onSetFibOpacity,
|
||||
onDeleteFib,
|
||||
}: Props) {
|
||||
const drawingsLayer = useMemo(() => layers.find((l) => l.id === 'drawings'), [layers]);
|
||||
|
||||
return (
|
||||
<>
|
||||
<div
|
||||
className={['chartLayersBackdrop', open ? 'chartLayersBackdrop--open' : null].filter(Boolean).join(' ')}
|
||||
onClick={open ? onRequestClose : undefined}
|
||||
/>
|
||||
<div className={['chartLayersPanel', open ? 'chartLayersPanel--open' : null].filter(Boolean).join(' ')}>
|
||||
<div className="chartLayersPanel__head">
|
||||
<div className="chartLayersPanel__title">Layers</div>
|
||||
<button type="button" className="chartLayersPanel__close" onClick={onRequestClose} aria-label="Close">
|
||||
✕
|
||||
</button>
|
||||
</div>
|
||||
|
||||
<div className="chartLayersTable">
|
||||
<div className="chartLayersRow chartLayersRow--head">
|
||||
<div className="chartLayersCell chartLayersCell--icon" title="Visible">
|
||||
<IconEye />
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--icon" title="Lock">
|
||||
<IconLock />
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--name">Name</div>
|
||||
<div className="chartLayersCell chartLayersCell--opacity">Opacity</div>
|
||||
<div className="chartLayersCell chartLayersCell--actions">Actions</div>
|
||||
</div>
|
||||
|
||||
{layers.map((layer) => (
|
||||
<div key={layer.id} className="chartLayersRow chartLayersRow--layer">
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton title="Toggle visible" active={layer.visible} onClick={() => onToggleLayerVisible(layer.id)}>
|
||||
<IconEye />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton title="Toggle lock" active={layer.locked} onClick={() => onToggleLayerLocked(layer.id)}>
|
||||
<IconLock />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--name">
|
||||
<div className="layersName layersName--layer">
|
||||
{layer.name}
|
||||
{layer.id === 'drawings' ? <span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span> : null}
|
||||
</div>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--opacity">
|
||||
<OpacitySlider value={layer.opacity} onChange={(next) => onSetLayerOpacity(layer.id, next)} />
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--actions" />
|
||||
</div>
|
||||
))}
|
||||
|
||||
{drawingsLayer && fibPresent ? (
|
||||
<div
|
||||
className={['chartLayersRow', 'chartLayersRow--object', fibSelected ? 'chartLayersRow--selected' : null]
|
||||
.filter(Boolean)
|
||||
.join(' ')}
|
||||
onClick={onSelectFib}
|
||||
role="button"
|
||||
tabIndex={0}
|
||||
>
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton title="Toggle visible" active={fibVisible} onClick={onToggleFibVisible}>
|
||||
<IconEye />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton title="Toggle lock" active={fibLocked} onClick={onToggleFibLocked}>
|
||||
<IconLock />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--name">
|
||||
<div className="layersName layersName--object">Fib Retracement</div>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--opacity">
|
||||
<OpacitySlider value={fibOpacity} onChange={onSetFibOpacity} />
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--actions">
|
||||
<IconButton title="Delete fib" onClick={onDeleteFib}>
|
||||
<IconTrash />
|
||||
</IconButton>
|
||||
</div>
|
||||
</div>
|
||||
) : null}
|
||||
</div>
|
||||
</div>
|
||||
</>
|
||||
);
|
||||
}
|
||||
@@ -1,29 +1,60 @@
|
||||
import { useEffect, useMemo, useRef, useState } from 'react';
|
||||
import type { Candle, ChartIndicators } from '../../lib/api';
|
||||
import Card from '../../ui/Card';
|
||||
import ChartLayersPanel from './ChartLayersPanel';
|
||||
import ChartSideToolbar from './ChartSideToolbar';
|
||||
import ChartToolbar from './ChartToolbar';
|
||||
import TradingChart from './TradingChart';
|
||||
import type { FibAnchor, FibRetracement } from './FibRetracementPrimitive';
|
||||
import type { IChartApi } from 'lightweight-charts';
|
||||
import { LineStyle, type IChartApi } from 'lightweight-charts';
|
||||
import type { OverlayLayer } from './ChartPanel.types';
|
||||
|
||||
type Props = {
|
||||
candles: Candle[];
|
||||
indicators: ChartIndicators;
|
||||
dlobQuotes?: { bid: number | null; ask: number | null; mid: number | null } | null;
|
||||
timeframe: string;
|
||||
bucketSeconds: number;
|
||||
seriesKey: string;
|
||||
onTimeframeChange: (tf: string) => void;
|
||||
showIndicators: boolean;
|
||||
onToggleIndicators: () => void;
|
||||
showBuild: boolean;
|
||||
onToggleBuild: () => void;
|
||||
seriesLabel: string;
|
||||
};
|
||||
|
||||
type FibDragMode = 'move' | 'edit-b';
|
||||
|
||||
type FibDrag = {
|
||||
pointerId: number;
|
||||
mode: FibDragMode;
|
||||
startClientX: number;
|
||||
startClientY: number;
|
||||
start: FibAnchor;
|
||||
origin: FibRetracement;
|
||||
moved: boolean;
|
||||
};
|
||||
|
||||
function isEditableTarget(t: EventTarget | null): boolean {
|
||||
if (!(t instanceof HTMLElement)) return false;
|
||||
const tag = t.tagName;
|
||||
if (tag === 'INPUT' || tag === 'TEXTAREA' || tag === 'SELECT') return true;
|
||||
return t.isContentEditable;
|
||||
}
|
||||
|
||||
export default function ChartPanel({
|
||||
candles,
|
||||
indicators,
|
||||
dlobQuotes,
|
||||
timeframe,
|
||||
bucketSeconds,
|
||||
seriesKey,
|
||||
onTimeframeChange,
|
||||
showIndicators,
|
||||
onToggleIndicators,
|
||||
showBuild,
|
||||
onToggleBuild,
|
||||
seriesLabel,
|
||||
}: Props) {
|
||||
const [isFullscreen, setIsFullscreen] = useState(false);
|
||||
@@ -31,11 +62,28 @@ export default function ChartPanel({
|
||||
const [fibStart, setFibStart] = useState<FibAnchor | null>(null);
|
||||
const [fib, setFib] = useState<FibRetracement | null>(null);
|
||||
const [fibDraft, setFibDraft] = useState<FibRetracement | null>(null);
|
||||
const [layers, setLayers] = useState<OverlayLayer[]>([
|
||||
{ id: 'dlob-quotes', name: 'DLOB Quotes', visible: true, locked: false, opacity: 0.9 },
|
||||
{ id: 'drawings', name: 'Drawings', visible: true, locked: false, opacity: 1 },
|
||||
]);
|
||||
const [layersOpen, setLayersOpen] = useState(false);
|
||||
const [fibVisible, setFibVisible] = useState(true);
|
||||
const [fibLocked, setFibLocked] = useState(false);
|
||||
const [fibOpacity, setFibOpacity] = useState(1);
|
||||
const [selectedOverlayId, setSelectedOverlayId] = useState<string | null>(null);
|
||||
const [priceAutoScale, setPriceAutoScale] = useState(true);
|
||||
|
||||
const chartApiRef = useRef<IChartApi | null>(null);
|
||||
const activeToolRef = useRef(activeTool);
|
||||
const fibStartRef = useRef<FibAnchor | null>(fibStart);
|
||||
const pendingMoveRef = useRef<FibAnchor | null>(null);
|
||||
const pendingDragRef = useRef<{ anchor: FibAnchor; clientX: number; clientY: number } | null>(null);
|
||||
const rafRef = useRef<number | null>(null);
|
||||
const spaceDownRef = useRef<boolean>(false);
|
||||
const dragRef = useRef<FibDrag | null>(null);
|
||||
const selectPointerRef = useRef<number | null>(null);
|
||||
const selectedOverlayIdRef = useRef<string | null>(selectedOverlayId);
|
||||
const fibRef = useRef<FibRetracement | null>(fib);
|
||||
|
||||
useEffect(() => {
|
||||
if (!isFullscreen) return;
|
||||
@@ -67,16 +115,64 @@ export default function ChartPanel({
|
||||
fibStartRef.current = fibStart;
|
||||
}, [fibStart]);
|
||||
|
||||
useEffect(() => {
|
||||
selectedOverlayIdRef.current = selectedOverlayId;
|
||||
}, [selectedOverlayId]);
|
||||
|
||||
useEffect(() => {
|
||||
fibRef.current = fib;
|
||||
}, [fib]);
|
||||
|
||||
useEffect(() => {
|
||||
const onKeyDown = (e: KeyboardEvent) => {
|
||||
if (e.key !== 'Escape') return;
|
||||
if (activeToolRef.current !== 'fib-retracement') return;
|
||||
setFibStart(null);
|
||||
setFibDraft(null);
|
||||
setActiveTool('cursor');
|
||||
if (isEditableTarget(e.target)) return;
|
||||
|
||||
if (e.code === 'Space') {
|
||||
spaceDownRef.current = true;
|
||||
e.preventDefault();
|
||||
return;
|
||||
}
|
||||
|
||||
if (e.key === 'Escape') {
|
||||
if (dragRef.current) {
|
||||
dragRef.current = null;
|
||||
pendingDragRef.current = null;
|
||||
selectPointerRef.current = null;
|
||||
setFibDraft(null);
|
||||
return;
|
||||
}
|
||||
|
||||
if (activeToolRef.current === 'fib-retracement') {
|
||||
setFibStart(null);
|
||||
setFibDraft(null);
|
||||
setActiveTool('cursor');
|
||||
return;
|
||||
}
|
||||
|
||||
if (selectedOverlayIdRef.current) setSelectedOverlayId(null);
|
||||
return;
|
||||
}
|
||||
|
||||
if (e.key === 'Delete' || e.key === 'Backspace') {
|
||||
if (selectedOverlayIdRef.current === 'fib') {
|
||||
clearFib();
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
const onKeyUp = (e: KeyboardEvent) => {
|
||||
if (e.code === 'Space') {
|
||||
spaceDownRef.current = false;
|
||||
}
|
||||
};
|
||||
|
||||
window.addEventListener('keydown', onKeyDown);
|
||||
return () => window.removeEventListener('keydown', onKeyDown);
|
||||
window.addEventListener('keyup', onKeyUp);
|
||||
return () => {
|
||||
window.removeEventListener('keydown', onKeyDown);
|
||||
window.removeEventListener('keyup', onKeyUp);
|
||||
};
|
||||
// eslint-disable-next-line react-hooks/exhaustive-deps
|
||||
}, []);
|
||||
|
||||
useEffect(() => {
|
||||
@@ -98,6 +194,112 @@ export default function ChartPanel({
|
||||
ts.setVisibleLogicalRange({ from: center - span / 2, to: center + span / 2 });
|
||||
}
|
||||
|
||||
function clamp01(v: number): number {
|
||||
if (!Number.isFinite(v)) return 1;
|
||||
return Math.max(0, Math.min(1, v));
|
||||
}
|
||||
|
||||
const quotesLayer = useMemo(() => layers.find((l) => l.id === 'dlob-quotes'), [layers]);
|
||||
const quotesVisible = Boolean(quotesLayer?.visible);
|
||||
const quotesOpacity = clamp01(quotesLayer?.opacity ?? 1);
|
||||
|
||||
const priceLines = useMemo(() => {
|
||||
if (!quotesVisible) return [];
|
||||
return [
|
||||
{
|
||||
id: 'dlob-bid',
|
||||
title: 'DLOB Bid',
|
||||
price: dlobQuotes?.bid ?? null,
|
||||
color: `rgba(34,197,94,${quotesOpacity})`,
|
||||
lineStyle: LineStyle.Dotted,
|
||||
},
|
||||
{
|
||||
id: 'dlob-mid',
|
||||
title: 'DLOB Mid',
|
||||
price: dlobQuotes?.mid ?? null,
|
||||
color: `rgba(230,233,239,${quotesOpacity})`,
|
||||
lineStyle: LineStyle.Dashed,
|
||||
},
|
||||
{
|
||||
id: 'dlob-ask',
|
||||
title: 'DLOB Ask',
|
||||
price: dlobQuotes?.ask ?? null,
|
||||
color: `rgba(239,68,68,${quotesOpacity})`,
|
||||
lineStyle: LineStyle.Dotted,
|
||||
},
|
||||
];
|
||||
}, [dlobQuotes?.ask, dlobQuotes?.bid, dlobQuotes?.mid, quotesOpacity, quotesVisible]);
|
||||
|
||||
function updateLayer(layerId: string, patch: Partial<OverlayLayer>) {
|
||||
setLayers((prev) => prev.map((l) => (l.id === layerId ? { ...l, ...patch } : l)));
|
||||
}
|
||||
|
||||
function clearFib() {
|
||||
setFib(null);
|
||||
setFibStart(null);
|
||||
setFibDraft(null);
|
||||
dragRef.current = null;
|
||||
pendingDragRef.current = null;
|
||||
selectPointerRef.current = null;
|
||||
setSelectedOverlayId(null);
|
||||
}
|
||||
|
||||
function computeFibFromDrag(drag: FibDrag, pointer: FibAnchor): FibRetracement {
|
||||
if (drag.mode === 'edit-b') return { a: drag.origin.a, b: pointer };
|
||||
const deltaLogical = pointer.logical - drag.start.logical;
|
||||
const deltaPrice = pointer.price - drag.start.price;
|
||||
return {
|
||||
a: { logical: drag.origin.a.logical + deltaLogical, price: drag.origin.a.price + deltaPrice },
|
||||
b: { logical: drag.origin.b.logical + deltaLogical, price: drag.origin.b.price + deltaPrice },
|
||||
};
|
||||
}
|
||||
|
||||
function scheduleFrame() {
|
||||
if (rafRef.current != null) return;
|
||||
rafRef.current = window.requestAnimationFrame(() => {
|
||||
rafRef.current = null;
|
||||
|
||||
const drag = dragRef.current;
|
||||
const pendingDrag = pendingDragRef.current;
|
||||
if (drag && pendingDrag) {
|
||||
if (!drag.moved) {
|
||||
const dx = pendingDrag.clientX - drag.startClientX;
|
||||
const dy = pendingDrag.clientY - drag.startClientY;
|
||||
if (dx * dx + dy * dy >= 16) drag.moved = true; // ~4px threshold
|
||||
}
|
||||
if (drag.moved) {
|
||||
setFibDraft(computeFibFromDrag(drag, pendingDrag.anchor));
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
const pointer = pendingMoveRef.current;
|
||||
if (!pointer) return;
|
||||
if (activeToolRef.current !== 'fib-retracement') return;
|
||||
|
||||
const start2 = fibStartRef.current;
|
||||
if (!start2) return;
|
||||
setFibDraft({ a: start2, b: pointer });
|
||||
});
|
||||
}
|
||||
|
||||
const drawingsLayer =
|
||||
layers.find((l) => l.id === 'drawings') ?? { id: 'drawings', name: 'Drawings', visible: true, locked: false, opacity: 1 };
|
||||
const fibEffectiveVisible = fibVisible && drawingsLayer.visible;
|
||||
const fibEffectiveOpacity = fibOpacity * drawingsLayer.opacity;
|
||||
const fibEffectiveLocked = fibLocked || drawingsLayer.locked;
|
||||
const fibSelected = selectedOverlayId === 'fib';
|
||||
const fibRenderable = fibEffectiveVisible ? (fibDraft ?? fib) : null;
|
||||
|
||||
useEffect(() => {
|
||||
if (selectedOverlayId !== 'fib') return;
|
||||
if (!fib) {
|
||||
setSelectedOverlayId(null);
|
||||
return;
|
||||
}
|
||||
if (!fibEffectiveVisible) setSelectedOverlayId(null);
|
||||
}, [fib, fibEffectiveVisible, selectedOverlayId]);
|
||||
|
||||
return (
|
||||
<>
|
||||
{isFullscreen ? <div className="chartBackdrop" onClick={() => setIsFullscreen(false)} /> : null}
|
||||
@@ -108,6 +310,10 @@ export default function ChartPanel({
|
||||
onTimeframeChange={onTimeframeChange}
|
||||
showIndicators={showIndicators}
|
||||
onToggleIndicators={onToggleIndicators}
|
||||
showBuild={showBuild}
|
||||
onToggleBuild={onToggleBuild}
|
||||
priceAutoScale={priceAutoScale}
|
||||
onTogglePriceAutoScale={() => setPriceAutoScale((v) => !v)}
|
||||
seriesLabel={seriesLabel}
|
||||
isFullscreen={isFullscreen}
|
||||
onToggleFullscreen={() => setIsFullscreen((v) => !v)}
|
||||
@@ -118,15 +324,13 @@ export default function ChartPanel({
|
||||
timeframe={timeframe}
|
||||
activeTool={activeTool}
|
||||
hasFib={fib != null || fibDraft != null}
|
||||
isLayersOpen={layersOpen}
|
||||
onToolChange={setActiveTool}
|
||||
onToggleLayers={() => setLayersOpen((v) => !v)}
|
||||
onZoomIn={() => zoomTime(0.8)}
|
||||
onZoomOut={() => zoomTime(1.25)}
|
||||
onResetView={() => chartApiRef.current?.timeScale().resetTimeScale()}
|
||||
onClearFib={() => {
|
||||
setFib(null);
|
||||
setFibStart(null);
|
||||
setFibDraft(null);
|
||||
}}
|
||||
onClearFib={clearFib}
|
||||
/>
|
||||
<div className="chartCard__chart">
|
||||
<TradingChart
|
||||
@@ -136,38 +340,127 @@ export default function ChartPanel({
|
||||
ema20={indicators.ema20}
|
||||
bb20={indicators.bb20}
|
||||
showIndicators={showIndicators}
|
||||
fib={fibDraft ?? fib}
|
||||
showBuild={showBuild}
|
||||
bucketSeconds={bucketSeconds}
|
||||
seriesKey={seriesKey}
|
||||
priceLines={priceLines}
|
||||
fib={fibRenderable}
|
||||
fibOpacity={fibEffectiveOpacity}
|
||||
fibSelected={fibSelected}
|
||||
priceAutoScale={priceAutoScale}
|
||||
onReady={({ chart }) => {
|
||||
chartApiRef.current = chart;
|
||||
}}
|
||||
onChartClick={(p) => {
|
||||
if (activeTool !== 'fib-retracement') return;
|
||||
if (!fibStartRef.current) {
|
||||
fibStartRef.current = p;
|
||||
setFibStart(p);
|
||||
setFibDraft({ a: p, b: p });
|
||||
if (activeTool === 'fib-retracement') {
|
||||
if (!fibStartRef.current) {
|
||||
fibStartRef.current = p;
|
||||
setFibStart(p);
|
||||
setFibDraft({ a: p, b: p });
|
||||
return;
|
||||
}
|
||||
setFib({ a: fibStartRef.current, b: p });
|
||||
setFibStart(null);
|
||||
fibStartRef.current = null;
|
||||
setFibDraft(null);
|
||||
setActiveTool('cursor');
|
||||
return;
|
||||
}
|
||||
setFib({ a: fibStartRef.current, b: p });
|
||||
setFibStart(null);
|
||||
fibStartRef.current = null;
|
||||
setFibDraft(null);
|
||||
setActiveTool('cursor');
|
||||
|
||||
if (p.target === 'chart') setSelectedOverlayId(null);
|
||||
}}
|
||||
onChartCrosshairMove={(p) => {
|
||||
if (activeToolRef.current !== 'fib-retracement') return;
|
||||
const start = fibStartRef.current;
|
||||
if (!start) return;
|
||||
pendingMoveRef.current = p;
|
||||
if (rafRef.current != null) return;
|
||||
rafRef.current = window.requestAnimationFrame(() => {
|
||||
rafRef.current = null;
|
||||
const move = pendingMoveRef.current;
|
||||
const start2 = fibStartRef.current;
|
||||
if (!move || !start2) return;
|
||||
setFibDraft({ a: start2, b: move });
|
||||
});
|
||||
scheduleFrame();
|
||||
}}
|
||||
onPointerEvent={({ type, logical, price, target, event }) => {
|
||||
const pointer: FibAnchor = { logical, price };
|
||||
|
||||
if (type === 'pointerdown') {
|
||||
if (event.button !== 0) return;
|
||||
if (spaceDownRef.current) return;
|
||||
if (activeToolRef.current !== 'cursor') return;
|
||||
if (target !== 'fib') return;
|
||||
if (!fibRef.current) return;
|
||||
if (!fibEffectiveVisible) return;
|
||||
|
||||
if (selectedOverlayIdRef.current !== 'fib') {
|
||||
setSelectedOverlayId('fib');
|
||||
selectPointerRef.current = event.pointerId;
|
||||
return { consume: true, capturePointer: true };
|
||||
}
|
||||
|
||||
if (fibEffectiveLocked) {
|
||||
selectPointerRef.current = event.pointerId;
|
||||
return { consume: true, capturePointer: true };
|
||||
}
|
||||
|
||||
dragRef.current = {
|
||||
pointerId: event.pointerId,
|
||||
mode: event.ctrlKey ? 'edit-b' : 'move',
|
||||
startClientX: event.clientX,
|
||||
startClientY: event.clientY,
|
||||
start: pointer,
|
||||
origin: fibRef.current,
|
||||
moved: false,
|
||||
};
|
||||
pendingDragRef.current = { anchor: pointer, clientX: event.clientX, clientY: event.clientY };
|
||||
setFibDraft(fibRef.current);
|
||||
return { consume: true, capturePointer: true };
|
||||
}
|
||||
|
||||
const drag = dragRef.current;
|
||||
if (drag && drag.pointerId === event.pointerId) {
|
||||
if (type === 'pointermove') {
|
||||
pendingDragRef.current = { anchor: pointer, clientX: event.clientX, clientY: event.clientY };
|
||||
scheduleFrame();
|
||||
return { consume: true };
|
||||
}
|
||||
if (type === 'pointerup' || type === 'pointercancel') {
|
||||
if (drag.moved) setFib(computeFibFromDrag(drag, pointer));
|
||||
dragRef.current = null;
|
||||
pendingDragRef.current = null;
|
||||
setFibDraft(null);
|
||||
return { consume: true };
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if (selectPointerRef.current != null && selectPointerRef.current === event.pointerId) {
|
||||
if (type === 'pointermove') return { consume: true };
|
||||
if (type === 'pointerup' || type === 'pointercancel') {
|
||||
selectPointerRef.current = null;
|
||||
return { consume: true };
|
||||
}
|
||||
}
|
||||
}}
|
||||
/>
|
||||
|
||||
<ChartLayersPanel
|
||||
open={layersOpen}
|
||||
layers={layers}
|
||||
onRequestClose={() => setLayersOpen(false)}
|
||||
onToggleLayerVisible={(layerId) => {
|
||||
const layer = layers.find((l) => l.id === layerId);
|
||||
if (!layer) return;
|
||||
updateLayer(layerId, { visible: !layer.visible });
|
||||
}}
|
||||
onToggleLayerLocked={(layerId) => {
|
||||
const layer = layers.find((l) => l.id === layerId);
|
||||
if (!layer) return;
|
||||
updateLayer(layerId, { locked: !layer.locked });
|
||||
}}
|
||||
onSetLayerOpacity={(layerId, opacity) => updateLayer(layerId, { opacity: clamp01(opacity) })}
|
||||
fibPresent={fib != null}
|
||||
fibSelected={fibSelected}
|
||||
fibVisible={fibVisible}
|
||||
fibLocked={fibLocked}
|
||||
fibOpacity={fibOpacity}
|
||||
onSelectFib={() => setSelectedOverlayId('fib')}
|
||||
onToggleFibVisible={() => setFibVisible((v) => !v)}
|
||||
onToggleFibLocked={() => setFibLocked((v) => !v)}
|
||||
onSetFibOpacity={(opacity) => setFibOpacity(clamp01(opacity))}
|
||||
onDeleteFib={clearFib}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
8
apps/visualizer/src/features/chart/ChartPanel.types.ts
Normal file
8
apps/visualizer/src/features/chart/ChartPanel.types.ts
Normal file
@@ -0,0 +1,8 @@
|
||||
export type OverlayLayer = {
|
||||
id: string;
|
||||
name: string;
|
||||
visible: boolean;
|
||||
locked: boolean;
|
||||
opacity: number; // 0..1
|
||||
};
|
||||
|
||||
@@ -4,8 +4,8 @@ import {
|
||||
IconBrush,
|
||||
IconCrosshair,
|
||||
IconCursor,
|
||||
IconEye,
|
||||
IconFib,
|
||||
IconLayers,
|
||||
IconLock,
|
||||
IconPlus,
|
||||
IconRuler,
|
||||
@@ -24,7 +24,9 @@ type Props = {
|
||||
timeframe: string;
|
||||
activeTool: ActiveTool;
|
||||
hasFib: boolean;
|
||||
isLayersOpen: boolean;
|
||||
onToolChange: (tool: ActiveTool) => void;
|
||||
onToggleLayers: () => void;
|
||||
onZoomIn: () => void;
|
||||
onZoomOut: () => void;
|
||||
onResetView: () => void;
|
||||
@@ -35,7 +37,9 @@ export default function ChartSideToolbar({
|
||||
timeframe,
|
||||
activeTool,
|
||||
hasFib,
|
||||
isLayersOpen,
|
||||
onToolChange,
|
||||
onToggleLayers,
|
||||
onZoomIn,
|
||||
onZoomOut,
|
||||
onResetView,
|
||||
@@ -195,9 +199,15 @@ export default function ChartSideToolbar({
|
||||
</span>
|
||||
</button>
|
||||
|
||||
<button type="button" className="chartToolBtn" title="Visibility" aria-label="Visibility" disabled>
|
||||
<button
|
||||
type="button"
|
||||
className={['chartToolBtn', isLayersOpen ? 'chartToolBtn--active' : ''].filter(Boolean).join(' ')}
|
||||
title="Layers"
|
||||
aria-label="Layers"
|
||||
onClick={onToggleLayers}
|
||||
>
|
||||
<span className="chartToolBtn__icon" aria-hidden="true">
|
||||
<IconEye />
|
||||
<IconLayers />
|
||||
</span>
|
||||
</button>
|
||||
</div>
|
||||
|
||||
@@ -5,18 +5,26 @@ type Props = {
|
||||
onTimeframeChange: (tf: string) => void;
|
||||
showIndicators: boolean;
|
||||
onToggleIndicators: () => void;
|
||||
showBuild: boolean;
|
||||
onToggleBuild: () => void;
|
||||
priceAutoScale: boolean;
|
||||
onTogglePriceAutoScale: () => void;
|
||||
seriesLabel: string;
|
||||
isFullscreen: boolean;
|
||||
onToggleFullscreen: () => void;
|
||||
};
|
||||
|
||||
const timeframes = ['1m', '5m', '15m', '1h', '4h', '1D'] as const;
|
||||
const timeframes = ['3s', '5s', '15s', '30s', '1m', '5m', '15m', '1h', '4h', '1D'] as const;
|
||||
|
||||
export default function ChartToolbar({
|
||||
timeframe,
|
||||
onTimeframeChange,
|
||||
showIndicators,
|
||||
onToggleIndicators,
|
||||
showBuild,
|
||||
onToggleBuild,
|
||||
priceAutoScale,
|
||||
onTogglePriceAutoScale,
|
||||
seriesLabel,
|
||||
isFullscreen,
|
||||
onToggleFullscreen,
|
||||
@@ -41,6 +49,12 @@ export default function ChartToolbar({
|
||||
<Button size="sm" variant={showIndicators ? 'primary' : 'ghost'} onClick={onToggleIndicators} type="button">
|
||||
Indicators
|
||||
</Button>
|
||||
<Button size="sm" variant={showBuild ? 'primary' : 'ghost'} onClick={onToggleBuild} type="button">
|
||||
Build
|
||||
</Button>
|
||||
<Button size="sm" variant={priceAutoScale ? 'primary' : 'ghost'} onClick={onTogglePriceAutoScale} type="button">
|
||||
Auto Scale
|
||||
</Button>
|
||||
<Button size="sm" variant={isFullscreen ? 'primary' : 'ghost'} onClick={onToggleFullscreen} type="button">
|
||||
{isFullscreen ? 'Exit' : 'Fullscreen'}
|
||||
</Button>
|
||||
|
||||
@@ -54,6 +54,8 @@ type State = {
|
||||
fib: FibRetracement | null;
|
||||
series: ISeriesApi<'Candlestick', Time> | null;
|
||||
chart: SeriesAttachedParameter<Time>['chart'] | null;
|
||||
selected: boolean;
|
||||
opacity: number;
|
||||
};
|
||||
|
||||
class FibPaneRenderer implements IPrimitivePaneRenderer {
|
||||
@@ -64,8 +66,10 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
|
||||
}
|
||||
|
||||
draw(target: any) {
|
||||
const { fib, series, chart } = this._getState();
|
||||
const { fib, series, chart, selected, opacity } = this._getState();
|
||||
if (!fib || !series || !chart) return;
|
||||
const clampedOpacity = Math.max(0, Math.min(1, opacity));
|
||||
if (clampedOpacity <= 0) return;
|
||||
|
||||
const x1 = chart.timeScale().logicalToCoordinate(fib.a.logical as any);
|
||||
const x2 = chart.timeScale().logicalToCoordinate(fib.b.logical as any);
|
||||
@@ -78,6 +82,9 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
|
||||
const delta = p1 - p0;
|
||||
|
||||
target.useBitmapCoordinateSpace(({ context, bitmapSize, horizontalPixelRatio, verticalPixelRatio }: any) => {
|
||||
context.save();
|
||||
context.globalAlpha *= clampedOpacity;
|
||||
try {
|
||||
const xStart = Math.max(0, Math.round(xLeftMedia * horizontalPixelRatio));
|
||||
let xEnd = Math.min(bitmapSize.width, Math.round(xRightMedia * horizontalPixelRatio));
|
||||
if (xEnd <= xStart) xEnd = Math.min(bitmapSize.width, xStart + Math.max(1, Math.round(1 * horizontalPixelRatio)));
|
||||
@@ -132,7 +139,7 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
|
||||
const bx = Math.round(x2 * horizontalPixelRatio);
|
||||
const by = Math.round(y1 * verticalPixelRatio);
|
||||
|
||||
context.strokeStyle = 'rgba(226,232,240,0.55)';
|
||||
context.strokeStyle = selected ? 'rgba(250,204,21,0.65)' : 'rgba(226,232,240,0.55)';
|
||||
context.lineWidth = Math.max(1, Math.round(1 * horizontalPixelRatio));
|
||||
context.setLineDash([Math.max(2, Math.round(5 * horizontalPixelRatio)), Math.max(2, Math.round(5 * horizontalPixelRatio))]);
|
||||
context.beginPath();
|
||||
@@ -141,14 +148,23 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
|
||||
context.stroke();
|
||||
context.setLineDash([]);
|
||||
|
||||
const r = Math.max(2, Math.round(3 * horizontalPixelRatio));
|
||||
context.fillStyle = 'rgba(147,197,253,0.95)';
|
||||
const r = Math.max(2, Math.round((selected ? 4 : 3) * horizontalPixelRatio));
|
||||
context.fillStyle = selected ? 'rgba(250,204,21,0.95)' : 'rgba(147,197,253,0.95)';
|
||||
if (selected) {
|
||||
context.strokeStyle = 'rgba(15,23,42,0.85)';
|
||||
context.lineWidth = Math.max(1, Math.round(1 * horizontalPixelRatio));
|
||||
}
|
||||
context.beginPath();
|
||||
context.arc(ax, ay, r, 0, Math.PI * 2);
|
||||
context.fill();
|
||||
if (selected) context.stroke();
|
||||
context.beginPath();
|
||||
context.arc(bx, by, r, 0, Math.PI * 2);
|
||||
context.fill();
|
||||
if (selected) context.stroke();
|
||||
}
|
||||
} finally {
|
||||
context.restore();
|
||||
}
|
||||
});
|
||||
}
|
||||
@@ -170,11 +186,19 @@ export class FibRetracementPrimitive implements ISeriesPrimitive<Time> {
|
||||
private _param: SeriesAttachedParameter<Time> | null = null;
|
||||
private _series: ISeriesApi<'Candlestick', Time> | null = null;
|
||||
private _fib: FibRetracement | null = null;
|
||||
private _selected = false;
|
||||
private _opacity = 1;
|
||||
private readonly _paneView: FibPaneView;
|
||||
private readonly _paneViews: readonly IPrimitivePaneView[];
|
||||
|
||||
constructor() {
|
||||
this._paneView = new FibPaneView(() => ({ fib: this._fib, series: this._series, chart: this._param?.chart ?? null }));
|
||||
this._paneView = new FibPaneView(() => ({
|
||||
fib: this._fib,
|
||||
series: this._series,
|
||||
chart: this._param?.chart ?? null,
|
||||
selected: this._selected,
|
||||
opacity: this._opacity,
|
||||
}));
|
||||
this._paneViews = [this._paneView];
|
||||
}
|
||||
|
||||
@@ -196,4 +220,14 @@ export class FibRetracementPrimitive implements ISeriesPrimitive<Time> {
|
||||
this._fib = next;
|
||||
this._param?.requestUpdate();
|
||||
}
|
||||
|
||||
setSelected(next: boolean) {
|
||||
this._selected = next;
|
||||
this._param?.requestUpdate();
|
||||
}
|
||||
|
||||
setOpacity(next: number) {
|
||||
this._opacity = Number.isFinite(next) ? next : 1;
|
||||
this._param?.requestUpdate();
|
||||
}
|
||||
}
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -14,6 +14,7 @@ type Params = {
|
||||
type Result = {
|
||||
candles: Candle[];
|
||||
indicators: ChartIndicators;
|
||||
meta: { tf: string; bucketSeconds: number } | null;
|
||||
loading: boolean;
|
||||
error: string | null;
|
||||
refresh: () => Promise<void>;
|
||||
@@ -22,6 +23,7 @@ type Result = {
|
||||
export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Result {
|
||||
const [candles, setCandles] = useState<Candle[]>([]);
|
||||
const [indicators, setIndicators] = useState<ChartIndicators>({});
|
||||
const [meta, setMeta] = useState<{ tf: string; bucketSeconds: number } | null>(null);
|
||||
const [loading, setLoading] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
const inFlight = useRef(false);
|
||||
@@ -34,6 +36,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
|
||||
const res = await fetchChart({ symbol, source, tf, limit });
|
||||
setCandles(res.candles);
|
||||
setIndicators(res.indicators);
|
||||
setMeta(res.meta);
|
||||
setError(null);
|
||||
} catch (e: any) {
|
||||
setError(String(e?.message || e));
|
||||
@@ -50,8 +53,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
|
||||
useInterval(() => void fetchOnce(), pollMs);
|
||||
|
||||
return useMemo(
|
||||
() => ({ candles, indicators, loading, error, refresh: fetchOnce }),
|
||||
[candles, indicators, loading, error, fetchOnce]
|
||||
() => ({ candles, indicators, meta, loading, error, refresh: fetchOnce }),
|
||||
[candles, indicators, meta, loading, error, fetchOnce]
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
137
apps/visualizer/src/features/market/DlobDashboard.tsx
Normal file
137
apps/visualizer/src/features/market/DlobDashboard.tsx
Normal file
@@ -0,0 +1,137 @@
|
||||
import type { ReactNode } from 'react';
|
||||
import type { DlobStats } from './useDlobStats';
|
||||
import type { DlobDepthBandRow } from './useDlobDepthBands';
|
||||
import type { DlobSlippageRow } from './useDlobSlippage';
|
||||
import DlobDepthBandsPanel from './DlobDepthBandsPanel';
|
||||
import DlobSlippageChart from './DlobSlippageChart';
|
||||
|
||||
function formatUsd(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—';
|
||||
if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
|
||||
if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
|
||||
if (v >= 1) return `$${v.toFixed(2)}`;
|
||||
return `$${v.toPrecision(4)}`;
|
||||
}
|
||||
|
||||
function formatBps(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—';
|
||||
return `${v.toFixed(1)} bps`;
|
||||
}
|
||||
|
||||
function formatPct(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—';
|
||||
return `${(v * 100).toFixed(0)}%`;
|
||||
}
|
||||
|
||||
function statusLabel(connected: boolean, error: string | null): ReactNode {
|
||||
if (error) return <span className="neg">{error}</span>;
|
||||
return connected ? <span className="pos">live</span> : <span className="muted">offline</span>;
|
||||
}
|
||||
|
||||
export default function DlobDashboard({
|
||||
market,
|
||||
stats,
|
||||
statsConnected,
|
||||
statsError,
|
||||
depthBands,
|
||||
depthBandsConnected,
|
||||
depthBandsError,
|
||||
slippageRows,
|
||||
slippageConnected,
|
||||
slippageError,
|
||||
}: {
|
||||
market: string;
|
||||
stats: DlobStats | null;
|
||||
statsConnected: boolean;
|
||||
statsError: string | null;
|
||||
depthBands: DlobDepthBandRow[];
|
||||
depthBandsConnected: boolean;
|
||||
depthBandsError: string | null;
|
||||
slippageRows: DlobSlippageRow[];
|
||||
slippageConnected: boolean;
|
||||
slippageError: string | null;
|
||||
}) {
|
||||
const updatedAt = stats?.updatedAt || depthBands[0]?.updatedAt || slippageRows[0]?.updatedAt || null;
|
||||
|
||||
return (
|
||||
<div className="dlobDash">
|
||||
<div className="dlobDash__head">
|
||||
<div className="dlobDash__title">DLOB</div>
|
||||
<div className="dlobDash__meta">
|
||||
<span className="dlobDash__market">{market}</span>
|
||||
<span className="muted">{updatedAt ? `updated ${updatedAt}` : '—'}</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="dlobDash__statuses">
|
||||
<div className="dlobStatus">
|
||||
<span className="dlobStatus__label">stats</span>
|
||||
<span className="dlobStatus__value">{statusLabel(statsConnected, statsError)}</span>
|
||||
</div>
|
||||
<div className="dlobStatus">
|
||||
<span className="dlobStatus__label">depth bands</span>
|
||||
<span className="dlobStatus__value">{statusLabel(depthBandsConnected, depthBandsError)}</span>
|
||||
</div>
|
||||
<div className="dlobStatus">
|
||||
<span className="dlobStatus__label">slippage</span>
|
||||
<span className="dlobStatus__value">{statusLabel(slippageConnected, slippageError)}</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="dlobDash__grid">
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Bid</div>
|
||||
<div className="dlobKpi__value pos">{formatUsd(stats?.bestBid ?? null)}</div>
|
||||
</div>
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Ask</div>
|
||||
<div className="dlobKpi__value neg">{formatUsd(stats?.bestAsk ?? null)}</div>
|
||||
</div>
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Mid</div>
|
||||
<div className="dlobKpi__value">{formatUsd(stats?.mid ?? null)}</div>
|
||||
</div>
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Spread</div>
|
||||
<div className="dlobKpi__value">{formatBps(stats?.spreadBps ?? null)}</div>
|
||||
<div className="dlobKpi__sub muted">{formatUsd(stats?.spreadAbs ?? null)}</div>
|
||||
</div>
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Depth (bid/ask)</div>
|
||||
<div className="dlobKpi__value">
|
||||
<span className="pos">{formatUsd(stats?.depthBidUsd ?? null)}</span>{' '}
|
||||
<span className="muted">/</span> <span className="neg">{formatUsd(stats?.depthAskUsd ?? null)}</span>
|
||||
</div>
|
||||
</div>
|
||||
<div className="dlobKpi">
|
||||
<div className="dlobKpi__label">Imbalance</div>
|
||||
<div className="dlobKpi__value">{formatPct(stats?.imbalance ?? null)}</div>
|
||||
<div className="dlobKpi__sub muted">[-1..1]</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="dlobDash__panes">
|
||||
<div className="dlobDash__pane">
|
||||
<DlobDepthBandsPanel rows={depthBands} />
|
||||
</div>
|
||||
|
||||
<div className="dlobDash__pane">
|
||||
<div className="dlobSlippage">
|
||||
<div className="dlobSlippage__head">
|
||||
<div className="dlobSlippage__title">Slippage (impact bps)</div>
|
||||
<div className="dlobSlippage__meta muted">by size (USD)</div>
|
||||
</div>
|
||||
{slippageRows.length ? (
|
||||
<div className="dlobSlippage__chartWrap">
|
||||
<DlobSlippageChart rows={slippageRows} />
|
||||
</div>
|
||||
) : (
|
||||
<div className="dlobSlippage__empty muted">No slippage rows yet.</div>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
75
apps/visualizer/src/features/market/DlobDepthBandsPanel.tsx
Normal file
75
apps/visualizer/src/features/market/DlobDepthBandsPanel.tsx
Normal file
@@ -0,0 +1,75 @@
|
||||
import type { CSSProperties } from 'react';
|
||||
import { useMemo } from 'react';
|
||||
import type { DlobDepthBandRow } from './useDlobDepthBands';
|
||||
|
||||
function formatUsd(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—';
|
||||
if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
|
||||
if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
|
||||
if (v >= 1) return `$${v.toFixed(2)}`;
|
||||
return `$${v.toPrecision(4)}`;
|
||||
}
|
||||
|
||||
function formatPct(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—';
|
||||
return `${v.toFixed(0)}%`;
|
||||
}
|
||||
|
||||
function bandRowStyle(askScale: number, bidScale: number): CSSProperties {
|
||||
const a = Number.isFinite(askScale) && askScale > 0 ? Math.min(1, askScale) : 0;
|
||||
const b = Number.isFinite(bidScale) && bidScale > 0 ? Math.min(1, bidScale) : 0;
|
||||
return { ['--ask-scale' as any]: a, ['--bid-scale' as any]: b } as CSSProperties;
|
||||
}
|
||||
|
||||
export default function DlobDepthBandsPanel({ rows }: { rows: DlobDepthBandRow[] }) {
|
||||
const sorted = useMemo(() => rows.slice().sort((a, b) => a.bandBps - b.bandBps), [rows]);
|
||||
|
||||
const maxUsd = useMemo(() => {
|
||||
let max = 0;
|
||||
for (const r of sorted) {
|
||||
if (r.askUsd != null && Number.isFinite(r.askUsd)) max = Math.max(max, r.askUsd);
|
||||
if (r.bidUsd != null && Number.isFinite(r.bidUsd)) max = Math.max(max, r.bidUsd);
|
||||
}
|
||||
return max;
|
||||
}, [sorted]);
|
||||
|
||||
return (
|
||||
<div className="dlobDepth">
|
||||
<div className="dlobDepth__head">
|
||||
<div className="dlobDepth__title">Depth (bands)</div>
|
||||
<div className="dlobDepth__meta">±bps around mid</div>
|
||||
</div>
|
||||
|
||||
<div className="dlobDepth__table">
|
||||
<div className="dlobDepthRow dlobDepthRow--head">
|
||||
<span>Band</span>
|
||||
<span className="dlobDepthRow__num">Ask USD</span>
|
||||
<span className="dlobDepthRow__num">Bid USD</span>
|
||||
<span className="dlobDepthRow__num">Bid %</span>
|
||||
</div>
|
||||
|
||||
{sorted.length ? (
|
||||
sorted.map((r) => (
|
||||
<div
|
||||
key={r.bandBps}
|
||||
className="dlobDepthRow"
|
||||
style={bandRowStyle(maxUsd > 0 ? (r.askUsd || 0) / maxUsd : 0, maxUsd > 0 ? (r.bidUsd || 0) / maxUsd : 0)}
|
||||
title={`band=${r.bandBps}bps bid=${r.bidUsd ?? '—'} ask=${r.askUsd ?? '—'} imbalance=${r.imbalance ?? '—'}`}
|
||||
>
|
||||
<span className="dlobDepthRow__band">{r.bandBps} bps</span>
|
||||
<span className="dlobDepthRow__num neg">{formatUsd(r.askUsd)}</span>
|
||||
<span className="dlobDepthRow__num pos">{formatUsd(r.bidUsd)}</span>
|
||||
<span className="dlobDepthRow__num muted">
|
||||
{r.imbalance == null || !Number.isFinite(r.imbalance)
|
||||
? '—'
|
||||
: formatPct(((r.imbalance + 1) / 2) * 100)}
|
||||
</span>
|
||||
</div>
|
||||
))
|
||||
) : (
|
||||
<div className="dlobDepth__empty muted">No depth band rows yet.</div>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
112
apps/visualizer/src/features/market/DlobSlippageChart.tsx
Normal file
112
apps/visualizer/src/features/market/DlobSlippageChart.tsx
Normal file
@@ -0,0 +1,112 @@
|
||||
import { useEffect, useMemo, useRef } from 'react';
|
||||
import Chart from 'chart.js/auto';
|
||||
import type { DlobSlippageRow } from './useDlobSlippage';
|
||||
|
||||
type Point = { x: number; y: number | null };
|
||||
|
||||
function clamp01(v: number): number {
|
||||
if (!Number.isFinite(v)) return 0;
|
||||
return Math.max(0, Math.min(1, v));
|
||||
}
|
||||
|
||||
export default function DlobSlippageChart({ rows }: { rows: DlobSlippageRow[] }) {
|
||||
const canvasRef = useRef<HTMLCanvasElement | null>(null);
|
||||
const chartRef = useRef<Chart | null>(null);
|
||||
|
||||
const { buy, sell, maxImpact } = useMemo(() => {
|
||||
const buy: Point[] = [];
|
||||
const sell: Point[] = [];
|
||||
let maxImpact = 0;
|
||||
|
||||
for (const r of rows) {
|
||||
if (!Number.isFinite(r.sizeUsd) || r.sizeUsd <= 0) continue;
|
||||
const y = r.impactBps == null || !Number.isFinite(r.impactBps) ? null : r.impactBps;
|
||||
if (y != null) maxImpact = Math.max(maxImpact, y);
|
||||
if (r.side === 'buy') buy.push({ x: r.sizeUsd, y });
|
||||
if (r.side === 'sell') sell.push({ x: r.sizeUsd, y });
|
||||
}
|
||||
|
||||
buy.sort((a, b) => a.x - b.x);
|
||||
sell.sort((a, b) => a.x - b.x);
|
||||
|
||||
return { buy, sell, maxImpact };
|
||||
}, [rows]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!canvasRef.current) return;
|
||||
if (chartRef.current) return;
|
||||
|
||||
chartRef.current = new Chart(canvasRef.current, {
|
||||
type: 'line',
|
||||
data: {
|
||||
datasets: [
|
||||
{
|
||||
label: 'Buy',
|
||||
data: [],
|
||||
borderColor: 'rgba(34,197,94,0.9)',
|
||||
backgroundColor: 'rgba(34,197,94,0.15)',
|
||||
pointRadius: 2,
|
||||
pointHoverRadius: 4,
|
||||
borderWidth: 2,
|
||||
tension: 0.2,
|
||||
fill: false,
|
||||
},
|
||||
{
|
||||
label: 'Sell',
|
||||
data: [],
|
||||
borderColor: 'rgba(239,68,68,0.9)',
|
||||
backgroundColor: 'rgba(239,68,68,0.15)',
|
||||
pointRadius: 2,
|
||||
pointHoverRadius: 4,
|
||||
borderWidth: 2,
|
||||
tension: 0.2,
|
||||
fill: false,
|
||||
},
|
||||
],
|
||||
},
|
||||
options: {
|
||||
responsive: true,
|
||||
maintainAspectRatio: false,
|
||||
animation: false,
|
||||
parsing: false,
|
||||
interaction: { mode: 'nearest', intersect: false },
|
||||
plugins: {
|
||||
legend: { labels: { color: '#e6e9ef' } },
|
||||
tooltip: { enabled: true },
|
||||
},
|
||||
scales: {
|
||||
x: {
|
||||
type: 'linear',
|
||||
title: { display: true, text: 'Size (USD)', color: '#c7cbd4' },
|
||||
ticks: { color: '#c7cbd4' },
|
||||
grid: { color: 'rgba(255,255,255,0.06)' },
|
||||
},
|
||||
y: {
|
||||
type: 'linear',
|
||||
beginAtZero: true,
|
||||
suggestedMax: Math.max(10, maxImpact * (1 + clamp01(0.15))),
|
||||
title: { display: true, text: 'Impact (bps)', color: '#c7cbd4' },
|
||||
ticks: { color: '#c7cbd4' },
|
||||
grid: { color: 'rgba(255,255,255,0.06)' },
|
||||
},
|
||||
},
|
||||
},
|
||||
});
|
||||
|
||||
return () => {
|
||||
chartRef.current?.destroy();
|
||||
chartRef.current = null;
|
||||
};
|
||||
}, [maxImpact]);
|
||||
|
||||
useEffect(() => {
|
||||
const chart = chartRef.current;
|
||||
if (!chart) return;
|
||||
chart.data.datasets[0]!.data = buy as any;
|
||||
chart.data.datasets[1]!.data = sell as any;
|
||||
chart.update('none');
|
||||
}, [buy, sell]);
|
||||
|
||||
return <canvas className="dlobSlippageChart" ref={canvasRef} />;
|
||||
}
|
||||
|
||||
134
apps/visualizer/src/features/market/useDlobDepthBands.ts
Normal file
134
apps/visualizer/src/features/market/useDlobDepthBands.ts
Normal file
@@ -0,0 +1,134 @@
|
||||
import { useEffect, useMemo, useState } from 'react';
|
||||
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
|
||||
|
||||
export type DlobDepthBandRow = {
|
||||
marketName: string;
|
||||
bandBps: number;
|
||||
midPrice: number | null;
|
||||
bestBid: number | null;
|
||||
bestAsk: number | null;
|
||||
bidUsd: number | null;
|
||||
askUsd: number | null;
|
||||
bidBase: number | null;
|
||||
askBase: number | null;
|
||||
imbalance: number | null;
|
||||
updatedAt: string | null;
|
||||
};
|
||||
|
||||
function toNum(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number(s);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
function toInt(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number.parseInt(s, 10);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
type HasuraRow = {
|
||||
market_name: string;
|
||||
band_bps: unknown;
|
||||
mid_price?: unknown;
|
||||
best_bid_price?: unknown;
|
||||
best_ask_price?: unknown;
|
||||
bid_usd?: unknown;
|
||||
ask_usd?: unknown;
|
||||
bid_base?: unknown;
|
||||
ask_base?: unknown;
|
||||
imbalance?: unknown;
|
||||
updated_at?: string | null;
|
||||
};
|
||||
|
||||
type SubscriptionData = {
|
||||
dlob_depth_bps_latest: HasuraRow[];
|
||||
};
|
||||
|
||||
export function useDlobDepthBands(
|
||||
marketName: string
|
||||
): { rows: DlobDepthBandRow[]; connected: boolean; error: string | null } {
|
||||
const [rows, setRows] = useState<DlobDepthBandRow[]>([]);
|
||||
const [connected, setConnected] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!normalizedMarket) {
|
||||
setRows([]);
|
||||
setError(null);
|
||||
setConnected(false);
|
||||
return;
|
||||
}
|
||||
|
||||
setError(null);
|
||||
|
||||
const query = `
|
||||
subscription DlobDepthBands($market: String!) {
|
||||
dlob_depth_bps_latest(
|
||||
where: { market_name: { _eq: $market } }
|
||||
order_by: [{ band_bps: asc }]
|
||||
) {
|
||||
market_name
|
||||
band_bps
|
||||
mid_price
|
||||
best_bid_price
|
||||
best_ask_price
|
||||
bid_usd
|
||||
ask_usd
|
||||
bid_base
|
||||
ask_base
|
||||
imbalance
|
||||
updated_at
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const sub = subscribeGraphqlWs<SubscriptionData>({
|
||||
query,
|
||||
variables: { market: normalizedMarket },
|
||||
onStatus: ({ connected }) => setConnected(connected),
|
||||
onError: (e) => setError(e),
|
||||
onData: (data) => {
|
||||
const out: DlobDepthBandRow[] = [];
|
||||
for (const r of data?.dlob_depth_bps_latest || []) {
|
||||
if (!r?.market_name) continue;
|
||||
const bandBps = toInt(r.band_bps);
|
||||
if (bandBps == null || bandBps <= 0) continue;
|
||||
out.push({
|
||||
marketName: r.market_name,
|
||||
bandBps,
|
||||
midPrice: toNum(r.mid_price),
|
||||
bestBid: toNum(r.best_bid_price),
|
||||
bestAsk: toNum(r.best_ask_price),
|
||||
bidUsd: toNum(r.bid_usd),
|
||||
askUsd: toNum(r.ask_usd),
|
||||
bidBase: toNum(r.bid_base),
|
||||
askBase: toNum(r.ask_base),
|
||||
imbalance: toNum(r.imbalance),
|
||||
updatedAt: r.updated_at ?? null,
|
||||
});
|
||||
}
|
||||
setRows(out);
|
||||
},
|
||||
});
|
||||
|
||||
return () => sub.unsubscribe();
|
||||
}, [normalizedMarket]);
|
||||
|
||||
return { rows, connected, error };
|
||||
}
|
||||
|
||||
182
apps/visualizer/src/features/market/useDlobL2.ts
Normal file
182
apps/visualizer/src/features/market/useDlobL2.ts
Normal file
@@ -0,0 +1,182 @@
|
||||
import { useEffect, useMemo, useState } from 'react';
|
||||
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
|
||||
|
||||
export type OrderbookRow = {
|
||||
price: number;
|
||||
sizeBase: number;
|
||||
sizeUsd: number;
|
||||
totalBase: number;
|
||||
totalUsd: number;
|
||||
};
|
||||
|
||||
export type DlobL2 = {
|
||||
marketName: string;
|
||||
bids: OrderbookRow[];
|
||||
asks: OrderbookRow[];
|
||||
bestBid: number | null;
|
||||
bestAsk: number | null;
|
||||
mid: number | null;
|
||||
updatedAt: string | null;
|
||||
};
|
||||
|
||||
function envNumber(name: string): number | undefined {
|
||||
const raw = (import.meta as any).env?.[name];
|
||||
if (raw == null) return undefined;
|
||||
const n = Number(raw);
|
||||
return Number.isFinite(n) ? n : undefined;
|
||||
}
|
||||
|
||||
function toNum(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number(s);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
function normalizeJson(v: unknown): unknown {
|
||||
if (typeof v !== 'string') return v;
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
try {
|
||||
return JSON.parse(s);
|
||||
} catch {
|
||||
return v;
|
||||
}
|
||||
}
|
||||
|
||||
function parseLevels(raw: unknown, pricePrecision: number, basePrecision: number): Array<{ price: number; size: number }> {
|
||||
const v = normalizeJson(raw);
|
||||
if (!Array.isArray(v)) return [];
|
||||
|
||||
const out: Array<{ price: number; size: number }> = [];
|
||||
for (const item of v) {
|
||||
const priceInt = toNum((item as any)?.price);
|
||||
const sizeInt = toNum((item as any)?.size);
|
||||
if (priceInt == null || sizeInt == null) continue;
|
||||
|
||||
const price = priceInt / pricePrecision;
|
||||
const size = sizeInt / basePrecision;
|
||||
if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
|
||||
out.push({ price, size });
|
||||
}
|
||||
|
||||
return out;
|
||||
}
|
||||
|
||||
function withTotals(levels: Array<{ price: number; sizeBase: number }>): OrderbookRow[] {
|
||||
let totalBase = 0;
|
||||
let totalUsd = 0;
|
||||
|
||||
return levels.map((l) => {
|
||||
const sizeUsd = l.sizeBase * l.price;
|
||||
totalBase += l.sizeBase;
|
||||
totalUsd += sizeUsd;
|
||||
|
||||
return {
|
||||
price: l.price,
|
||||
sizeBase: l.sizeBase,
|
||||
sizeUsd,
|
||||
totalBase,
|
||||
totalUsd,
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
type HasuraDlobL2Row = {
|
||||
market_name: string;
|
||||
bids?: unknown;
|
||||
asks?: unknown;
|
||||
updated_at?: string | null;
|
||||
};
|
||||
|
||||
type SubscriptionData = {
|
||||
dlob_l2_latest: HasuraDlobL2Row[];
|
||||
};
|
||||
|
||||
export function useDlobL2(
|
||||
marketName: string,
|
||||
opts?: { levels?: number }
|
||||
): { l2: DlobL2 | null; connected: boolean; error: string | null } {
|
||||
const [l2, setL2] = useState<DlobL2 | null>(null);
|
||||
const [connected, setConnected] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
|
||||
const levels = useMemo(() => Math.max(1, opts?.levels ?? 14), [opts?.levels]);
|
||||
|
||||
const pricePrecision = useMemo(() => envNumber('VITE_DLOB_PRICE_PRECISION') ?? 1_000_000, []);
|
||||
const basePrecision = useMemo(() => envNumber('VITE_DLOB_BASE_PRECISION') ?? 1_000_000_000, []);
|
||||
|
||||
useEffect(() => {
|
||||
if (!normalizedMarket) {
|
||||
setL2(null);
|
||||
setError(null);
|
||||
setConnected(false);
|
||||
return;
|
||||
}
|
||||
|
||||
setError(null);
|
||||
|
||||
const query = `
|
||||
subscription DlobL2($market: String!) {
|
||||
dlob_l2_latest(where: {market_name: {_eq: $market}}, limit: 1) {
|
||||
market_name
|
||||
bids
|
||||
asks
|
||||
updated_at
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const sub = subscribeGraphqlWs<SubscriptionData>({
|
||||
query,
|
||||
variables: { market: normalizedMarket },
|
||||
onStatus: ({ connected }) => setConnected(connected),
|
||||
onError: (e) => setError(e),
|
||||
onData: (data) => {
|
||||
const row = data?.dlob_l2_latest?.[0];
|
||||
if (!row?.market_name) return;
|
||||
|
||||
const bidsSorted = parseLevels(row.bids, pricePrecision, basePrecision)
|
||||
.slice()
|
||||
.sort((a, b) => b.price - a.price)
|
||||
.slice(0, levels)
|
||||
.map((l) => ({ price: l.price, sizeBase: l.size }));
|
||||
|
||||
const asksSorted = parseLevels(row.asks, pricePrecision, basePrecision)
|
||||
.slice()
|
||||
.sort((a, b) => a.price - b.price)
|
||||
.slice(0, levels)
|
||||
.map((l) => ({ price: l.price, sizeBase: l.size }));
|
||||
|
||||
// We compute totals from best -> worse.
|
||||
// For UI we display asks with best ask closest to mid (at the bottom), so we reverse.
|
||||
const bids = withTotals(bidsSorted);
|
||||
const asks = withTotals(asksSorted).slice().reverse();
|
||||
|
||||
const bestBid = bidsSorted.length ? bidsSorted[0].price : null;
|
||||
const bestAsk = asksSorted.length ? asksSorted[0].price : null;
|
||||
const mid = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null;
|
||||
|
||||
setL2({
|
||||
marketName: row.market_name,
|
||||
bids,
|
||||
asks,
|
||||
bestBid,
|
||||
bestAsk,
|
||||
mid,
|
||||
updatedAt: row.updated_at ?? null,
|
||||
});
|
||||
},
|
||||
});
|
||||
|
||||
return () => sub.unsubscribe();
|
||||
}, [normalizedMarket, levels, pricePrecision, basePrecision]);
|
||||
|
||||
return { l2, connected, error };
|
||||
}
|
||||
138
apps/visualizer/src/features/market/useDlobSlippage.ts
Normal file
138
apps/visualizer/src/features/market/useDlobSlippage.ts
Normal file
@@ -0,0 +1,138 @@
|
||||
import { useEffect, useMemo, useState } from 'react';
|
||||
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
|
||||
|
||||
export type DlobSlippageRow = {
|
||||
marketName: string;
|
||||
side: 'buy' | 'sell';
|
||||
sizeUsd: number;
|
||||
midPrice: number | null;
|
||||
vwapPrice: number | null;
|
||||
worstPrice: number | null;
|
||||
filledUsd: number | null;
|
||||
filledBase: number | null;
|
||||
impactBps: number | null;
|
||||
levelsConsumed: number | null;
|
||||
fillPct: number | null;
|
||||
updatedAt: string | null;
|
||||
};
|
||||
|
||||
function toNum(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number(s);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
function toInt(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number.parseInt(s, 10);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
type HasuraRow = {
|
||||
market_name: string;
|
||||
side: string;
|
||||
size_usd: unknown;
|
||||
mid_price?: unknown;
|
||||
vwap_price?: unknown;
|
||||
worst_price?: unknown;
|
||||
filled_usd?: unknown;
|
||||
filled_base?: unknown;
|
||||
impact_bps?: unknown;
|
||||
levels_consumed?: unknown;
|
||||
fill_pct?: unknown;
|
||||
updated_at?: string | null;
|
||||
};
|
||||
|
||||
type SubscriptionData = {
|
||||
dlob_slippage_latest: HasuraRow[];
|
||||
};
|
||||
|
||||
export function useDlobSlippage(marketName: string): { rows: DlobSlippageRow[]; connected: boolean; error: string | null } {
|
||||
const [rows, setRows] = useState<DlobSlippageRow[]>([]);
|
||||
const [connected, setConnected] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!normalizedMarket) {
|
||||
setRows([]);
|
||||
setError(null);
|
||||
setConnected(false);
|
||||
return;
|
||||
}
|
||||
|
||||
setError(null);
|
||||
|
||||
const query = `
|
||||
subscription DlobSlippage($market: String!) {
|
||||
dlob_slippage_latest(
|
||||
where: { market_name: { _eq: $market } }
|
||||
order_by: [{ side: asc }, { size_usd: asc }]
|
||||
) {
|
||||
market_name
|
||||
side
|
||||
size_usd
|
||||
mid_price
|
||||
vwap_price
|
||||
worst_price
|
||||
filled_usd
|
||||
filled_base
|
||||
impact_bps
|
||||
levels_consumed
|
||||
fill_pct
|
||||
updated_at
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const sub = subscribeGraphqlWs<SubscriptionData>({
|
||||
query,
|
||||
variables: { market: normalizedMarket },
|
||||
onStatus: ({ connected }) => setConnected(connected),
|
||||
onError: (e) => setError(e),
|
||||
onData: (data) => {
|
||||
const out: DlobSlippageRow[] = [];
|
||||
for (const r of data?.dlob_slippage_latest || []) {
|
||||
if (!r?.market_name) continue;
|
||||
const side = String(r.side || '').trim();
|
||||
if (side !== 'buy' && side !== 'sell') continue;
|
||||
const sizeUsd = toInt(r.size_usd);
|
||||
if (sizeUsd == null || sizeUsd <= 0) continue;
|
||||
out.push({
|
||||
marketName: r.market_name,
|
||||
side,
|
||||
sizeUsd,
|
||||
midPrice: toNum(r.mid_price),
|
||||
vwapPrice: toNum(r.vwap_price),
|
||||
worstPrice: toNum(r.worst_price),
|
||||
filledUsd: toNum(r.filled_usd),
|
||||
filledBase: toNum(r.filled_base),
|
||||
impactBps: toNum(r.impact_bps),
|
||||
levelsConsumed: toInt(r.levels_consumed),
|
||||
fillPct: toNum(r.fill_pct),
|
||||
updatedAt: r.updated_at ?? null,
|
||||
});
|
||||
}
|
||||
setRows(out);
|
||||
},
|
||||
});
|
||||
|
||||
return () => sub.unsubscribe();
|
||||
}, [normalizedMarket]);
|
||||
|
||||
return { rows, connected, error };
|
||||
}
|
||||
|
||||
123
apps/visualizer/src/features/market/useDlobStats.ts
Normal file
123
apps/visualizer/src/features/market/useDlobStats.ts
Normal file
@@ -0,0 +1,123 @@
|
||||
import { useEffect, useMemo, useState } from 'react';
|
||||
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
|
||||
|
||||
export type DlobStats = {
|
||||
marketName: string;
|
||||
markPrice: number | null;
|
||||
oraclePrice: number | null;
|
||||
bestBid: number | null;
|
||||
bestAsk: number | null;
|
||||
mid: number | null;
|
||||
spreadAbs: number | null;
|
||||
spreadBps: number | null;
|
||||
depthBidBase: number | null;
|
||||
depthAskBase: number | null;
|
||||
depthBidUsd: number | null;
|
||||
depthAskUsd: number | null;
|
||||
imbalance: number | null;
|
||||
updatedAt: string | null;
|
||||
};
|
||||
|
||||
function toNum(v: unknown): number | null {
|
||||
if (v == null) return null;
|
||||
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
|
||||
if (typeof v === 'string') {
|
||||
const s = v.trim();
|
||||
if (!s) return null;
|
||||
const n = Number(s);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
type HasuraDlobStatsRow = {
|
||||
market_name: string;
|
||||
mark_price?: string | null;
|
||||
oracle_price?: string | null;
|
||||
best_bid_price?: string | null;
|
||||
best_ask_price?: string | null;
|
||||
mid_price?: string | null;
|
||||
spread_abs?: string | null;
|
||||
spread_bps?: string | null;
|
||||
depth_bid_base?: string | null;
|
||||
depth_ask_base?: string | null;
|
||||
depth_bid_usd?: string | null;
|
||||
depth_ask_usd?: string | null;
|
||||
imbalance?: string | null;
|
||||
updated_at?: string | null;
|
||||
};
|
||||
|
||||
type SubscriptionData = {
|
||||
dlob_stats_latest: HasuraDlobStatsRow[];
|
||||
};
|
||||
|
||||
export function useDlobStats(marketName: string): { stats: DlobStats | null; connected: boolean; error: string | null } {
|
||||
const [stats, setStats] = useState<DlobStats | null>(null);
|
||||
const [connected, setConnected] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!normalizedMarket) {
|
||||
setStats(null);
|
||||
setError(null);
|
||||
setConnected(false);
|
||||
return;
|
||||
}
|
||||
|
||||
setError(null);
|
||||
|
||||
const query = `
|
||||
subscription DlobStats($market: String!) {
|
||||
dlob_stats_latest(where: {market_name: {_eq: $market}}, limit: 1) {
|
||||
market_name
|
||||
mark_price
|
||||
oracle_price
|
||||
best_bid_price
|
||||
best_ask_price
|
||||
mid_price
|
||||
spread_abs
|
||||
spread_bps
|
||||
depth_bid_base
|
||||
depth_ask_base
|
||||
depth_bid_usd
|
||||
depth_ask_usd
|
||||
imbalance
|
||||
updated_at
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
const sub = subscribeGraphqlWs<SubscriptionData>({
|
||||
query,
|
||||
variables: { market: normalizedMarket },
|
||||
onStatus: ({ connected }) => setConnected(connected),
|
||||
onError: (e) => setError(e),
|
||||
onData: (data) => {
|
||||
const row = data?.dlob_stats_latest?.[0];
|
||||
if (!row?.market_name) return;
|
||||
setStats({
|
||||
marketName: row.market_name,
|
||||
markPrice: toNum(row.mark_price),
|
||||
oraclePrice: toNum(row.oracle_price),
|
||||
bestBid: toNum(row.best_bid_price),
|
||||
bestAsk: toNum(row.best_ask_price),
|
||||
mid: toNum(row.mid_price),
|
||||
spreadAbs: toNum(row.spread_abs),
|
||||
spreadBps: toNum(row.spread_bps),
|
||||
depthBidBase: toNum(row.depth_bid_base),
|
||||
depthAskBase: toNum(row.depth_ask_base),
|
||||
depthBidUsd: toNum(row.depth_bid_usd),
|
||||
depthAskUsd: toNum(row.depth_ask_usd),
|
||||
imbalance: toNum(row.imbalance),
|
||||
updatedAt: row.updated_at ?? null,
|
||||
});
|
||||
},
|
||||
});
|
||||
|
||||
return () => sub.unsubscribe();
|
||||
}, [normalizedMarket]);
|
||||
|
||||
return { stats, connected, error };
|
||||
}
|
||||
@@ -16,16 +16,15 @@ type Props = {
|
||||
active?: NavId;
|
||||
onSelect?: (id: NavId) => void;
|
||||
rightSlot?: ReactNode;
|
||||
rightEndSlot?: ReactNode;
|
||||
};
|
||||
|
||||
export default function TopNav({ active = 'trade', onSelect, rightSlot, rightEndSlot }: Props) {
|
||||
export default function TopNav({ active = 'trade', onSelect, rightSlot }: Props) {
|
||||
return (
|
||||
<header className="topNav">
|
||||
<div className="topNav__left">
|
||||
<div className="topNav__brand" aria-label="Drift">
|
||||
<div className="topNav__brand" aria-label="Trade">
|
||||
<div className="topNav__brandMark" aria-hidden="true" />
|
||||
<div className="topNav__brandName">Drift</div>
|
||||
<div className="topNav__brandName">Trade</div>
|
||||
</div>
|
||||
<nav className="topNav__menu" aria-label="Primary">
|
||||
{navItems.map((it) => (
|
||||
@@ -56,7 +55,6 @@ export default function TopNav({ active = 'trade', onSelect, rightSlot, rightEnd
|
||||
</div>
|
||||
</>
|
||||
)}
|
||||
{rightEndSlot}
|
||||
</div>
|
||||
</header>
|
||||
);
|
||||
|
||||
@@ -6,6 +6,9 @@ export type Candle = {
|
||||
close: number;
|
||||
volume?: number;
|
||||
oracle?: number | null;
|
||||
flow?: { up: number; down: number; flat: number };
|
||||
flowRows?: number[];
|
||||
flowMoves?: number[];
|
||||
};
|
||||
|
||||
export type SeriesPoint = {
|
||||
@@ -68,9 +71,26 @@ export async function fetchChart(params: {
|
||||
close: Number(c.close),
|
||||
volume: c.volume == null ? undefined : Number(c.volume),
|
||||
oracle: c.oracle == null ? null : Number(c.oracle),
|
||||
flow:
|
||||
(c as any)?.flow && typeof (c as any).flow === 'object'
|
||||
? {
|
||||
up: Number((c as any).flow.up),
|
||||
down: Number((c as any).flow.down),
|
||||
flat: Number((c as any).flow.flat),
|
||||
}
|
||||
: undefined,
|
||||
flowRows: Array.isArray((c as any)?.flowRows)
|
||||
? (c as any).flowRows.map((x: any) => Number(x))
|
||||
: Array.isArray((c as any)?.flow_rows)
|
||||
? (c as any).flow_rows.map((x: any) => Number(x))
|
||||
: undefined,
|
||||
flowMoves: Array.isArray((c as any)?.flowMoves)
|
||||
? (c as any).flowMoves.map((x: any) => Number(x))
|
||||
: Array.isArray((c as any)?.flow_moves)
|
||||
? (c as any).flow_moves.map((x: any) => Number(x))
|
||||
: undefined,
|
||||
})),
|
||||
indicators: json.indicators || {},
|
||||
meta: { tf: String(json.tf || params.tf), bucketSeconds: Number(json.bucketSeconds || 0) },
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
181
apps/visualizer/src/lib/graphqlWs.ts
Normal file
181
apps/visualizer/src/lib/graphqlWs.ts
Normal file
@@ -0,0 +1,181 @@
|
||||
type HeadersMap = Record<string, string>;
|
||||
|
||||
type SubscribeParams<T> = {
|
||||
query: string;
|
||||
variables?: Record<string, unknown>;
|
||||
onData: (data: T) => void;
|
||||
onError?: (err: string) => void;
|
||||
onStatus?: (s: { connected: boolean }) => void;
|
||||
};
|
||||
|
||||
function envString(name: string): string | undefined {
|
||||
const v = (import.meta as any).env?.[name];
|
||||
const s = v == null ? '' : String(v).trim();
|
||||
return s ? s : undefined;
|
||||
}
|
||||
|
||||
function resolveGraphqlHttpUrl(): string {
|
||||
return envString('VITE_HASURA_URL') || '/graphql';
|
||||
}
|
||||
|
||||
function resolveGraphqlWsUrl(): string {
|
||||
const explicit = envString('VITE_HASURA_WS_URL');
|
||||
if (explicit) {
|
||||
if (explicit.startsWith('ws://') || explicit.startsWith('wss://')) return explicit;
|
||||
if (explicit.startsWith('http://')) return `ws://${explicit.slice('http://'.length)}`;
|
||||
if (explicit.startsWith('https://')) return `wss://${explicit.slice('https://'.length)}`;
|
||||
|
||||
const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
|
||||
const host = window.location.host;
|
||||
const path = explicit.startsWith('/') ? explicit : `/${explicit}`;
|
||||
return `${proto}//${host}${path}`;
|
||||
}
|
||||
|
||||
const httpUrl = resolveGraphqlHttpUrl();
|
||||
if (httpUrl.startsWith('ws://') || httpUrl.startsWith('wss://')) return httpUrl;
|
||||
if (httpUrl.startsWith('http://')) return `ws://${httpUrl.slice('http://'.length)}`;
|
||||
if (httpUrl.startsWith('https://')) return `wss://${httpUrl.slice('https://'.length)}`;
|
||||
|
||||
const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
|
||||
const host = window.location.host;
|
||||
const path = httpUrl.startsWith('/') ? httpUrl : `/${httpUrl}`;
|
||||
return `${proto}//${host}${path}`;
|
||||
}
|
||||
|
||||
function resolveAuthHeaders(): HeadersMap | undefined {
|
||||
const token = envString('VITE_HASURA_AUTH_TOKEN');
|
||||
if (token) return { authorization: `Bearer ${token}` };
|
||||
const secret = envString('VITE_HASURA_ADMIN_SECRET');
|
||||
if (secret) return { 'x-hasura-admin-secret': secret };
|
||||
return undefined;
|
||||
}
|
||||
|
||||
type WsMessage =
|
||||
| { type: 'connection_ack' | 'ka' | 'complete' }
|
||||
| { type: 'connection_error'; payload?: any }
|
||||
| { type: 'data'; id: string; payload: { data?: any; errors?: Array<{ message: string }> } }
|
||||
| { type: 'error'; id: string; payload?: any };
|
||||
|
||||
export type SubscriptionHandle = {
|
||||
unsubscribe: () => void;
|
||||
};
|
||||
|
||||
export function subscribeGraphqlWs<T>({ query, variables, onData, onError, onStatus }: SubscribeParams<T>): SubscriptionHandle {
|
||||
const wsUrl = resolveGraphqlWsUrl();
|
||||
const headers = resolveAuthHeaders();
|
||||
let ws: WebSocket | null = null;
|
||||
let closed = false;
|
||||
let started = false;
|
||||
let reconnectTimer: number | null = null;
|
||||
|
||||
const subId = '1';
|
||||
|
||||
const emitError = (e: unknown) => {
|
||||
const msg = typeof e === 'string' ? e : String((e as any)?.message || e);
|
||||
onError?.(msg);
|
||||
};
|
||||
|
||||
const setConnected = (connected: boolean) => onStatus?.({ connected });
|
||||
|
||||
const start = () => {
|
||||
if (!ws || started) return;
|
||||
started = true;
|
||||
ws.send(
|
||||
JSON.stringify({
|
||||
id: subId,
|
||||
type: 'start',
|
||||
payload: { query, variables: variables ?? {} },
|
||||
})
|
||||
);
|
||||
};
|
||||
|
||||
const connect = () => {
|
||||
if (closed) return;
|
||||
started = false;
|
||||
try {
|
||||
ws = new WebSocket(wsUrl, 'graphql-ws');
|
||||
} catch (e) {
|
||||
emitError(e);
|
||||
reconnectTimer = window.setTimeout(connect, 1000);
|
||||
return;
|
||||
}
|
||||
|
||||
ws.onopen = () => {
|
||||
setConnected(true);
|
||||
const payload = headers ? { headers } : {};
|
||||
ws?.send(JSON.stringify({ type: 'connection_init', payload }));
|
||||
};
|
||||
|
||||
ws.onmessage = (ev) => {
|
||||
let msg: WsMessage;
|
||||
try {
|
||||
msg = JSON.parse(String(ev.data));
|
||||
} catch (e) {
|
||||
emitError(e);
|
||||
return;
|
||||
}
|
||||
|
||||
if (msg.type === 'connection_ack') {
|
||||
start();
|
||||
return;
|
||||
}
|
||||
|
||||
if (msg.type === 'connection_error') {
|
||||
emitError(msg.payload || 'connection_error');
|
||||
return;
|
||||
}
|
||||
|
||||
if (msg.type === 'ka' || msg.type === 'complete') return;
|
||||
|
||||
if (msg.type === 'error') {
|
||||
emitError(msg.payload || 'subscription_error');
|
||||
return;
|
||||
}
|
||||
|
||||
if (msg.type === 'data') {
|
||||
const errors = msg.payload?.errors;
|
||||
if (Array.isArray(errors) && errors.length) {
|
||||
emitError(errors.map((e) => e.message).join(' | '));
|
||||
return;
|
||||
}
|
||||
if (msg.payload?.data != null) onData(msg.payload.data as T);
|
||||
}
|
||||
};
|
||||
|
||||
ws.onerror = () => {
|
||||
setConnected(false);
|
||||
};
|
||||
|
||||
ws.onclose = () => {
|
||||
setConnected(false);
|
||||
if (closed) return;
|
||||
reconnectTimer = window.setTimeout(connect, 1000);
|
||||
};
|
||||
};
|
||||
|
||||
connect();
|
||||
|
||||
return {
|
||||
unsubscribe: () => {
|
||||
closed = true;
|
||||
setConnected(false);
|
||||
if (reconnectTimer != null) {
|
||||
window.clearTimeout(reconnectTimer);
|
||||
reconnectTimer = null;
|
||||
}
|
||||
if (!ws) return;
|
||||
try {
|
||||
ws.send(JSON.stringify({ id: subId, type: 'stop' }));
|
||||
ws.send(JSON.stringify({ type: 'connection_terminate' }));
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
try {
|
||||
ws.close();
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
ws = null;
|
||||
},
|
||||
};
|
||||
}
|
||||
@@ -18,7 +18,7 @@ function getApiUrl(): string | undefined {
|
||||
}
|
||||
|
||||
function getHasuraUrl(): string {
|
||||
return (import.meta as any).env?.VITE_HASURA_URL || 'http://localhost:8080/v1/graphql';
|
||||
return (import.meta as any).env?.VITE_HASURA_URL || '/graphql';
|
||||
}
|
||||
|
||||
function getAuthToken(): string | undefined {
|
||||
|
||||
@@ -46,6 +46,10 @@ a:hover {
|
||||
color: var(--neg);
|
||||
}
|
||||
|
||||
.muted {
|
||||
color: var(--muted);
|
||||
}
|
||||
|
||||
.shell {
|
||||
height: 100vh;
|
||||
display: flex;
|
||||
@@ -689,6 +693,216 @@ a:hover {
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
.chartLayersBackdrop {
|
||||
position: absolute;
|
||||
inset: 0;
|
||||
background: transparent;
|
||||
z-index: 60;
|
||||
opacity: 0;
|
||||
pointer-events: none;
|
||||
transition: opacity 140ms ease;
|
||||
}
|
||||
|
||||
.chartLayersBackdrop--open {
|
||||
opacity: 1;
|
||||
pointer-events: auto;
|
||||
}
|
||||
|
||||
.chartLayersPanel {
|
||||
position: absolute;
|
||||
top: 8px;
|
||||
bottom: 8px;
|
||||
left: 8px;
|
||||
width: 420px;
|
||||
max-width: calc(100% - 16px);
|
||||
background: rgba(17, 19, 28, 0.92);
|
||||
border: 1px solid rgba(255, 255, 255, 0.10);
|
||||
border-radius: 14px;
|
||||
box-shadow: 0 18px 60px rgba(0, 0, 0, 0.65);
|
||||
backdrop-filter: blur(14px);
|
||||
overflow: hidden;
|
||||
z-index: 70;
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
opacity: 0;
|
||||
transform: translateX(-10px);
|
||||
pointer-events: none;
|
||||
transition: opacity 140ms ease, transform 140ms ease;
|
||||
}
|
||||
|
||||
.chartLayersPanel--open {
|
||||
opacity: 1;
|
||||
transform: translateX(0);
|
||||
pointer-events: auto;
|
||||
}
|
||||
|
||||
.chartLayersPanel__head {
|
||||
padding: 10px 12px;
|
||||
border-bottom: 1px solid rgba(255, 255, 255, 0.08);
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: space-between;
|
||||
gap: 10px;
|
||||
}
|
||||
|
||||
.chartLayersPanel__title {
|
||||
font-weight: 900;
|
||||
letter-spacing: 0.02em;
|
||||
}
|
||||
|
||||
.chartLayersPanel__close {
|
||||
width: 30px;
|
||||
height: 30px;
|
||||
border-radius: 10px;
|
||||
border: 1px solid rgba(255, 255, 255, 0.10);
|
||||
background: transparent;
|
||||
color: rgba(230, 233, 239, 0.85);
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.chartLayersPanel__close:hover {
|
||||
border-color: rgba(255, 255, 255, 0.18);
|
||||
background: rgba(255, 255, 255, 0.04);
|
||||
color: rgba(230, 233, 239, 0.92);
|
||||
}
|
||||
|
||||
.chartLayersTable {
|
||||
flex: 1;
|
||||
min-height: 0;
|
||||
overflow: auto;
|
||||
}
|
||||
|
||||
.chartLayersRow {
|
||||
display: grid;
|
||||
grid-template-columns: 34px 34px minmax(0, 1fr) 150px 40px;
|
||||
gap: 8px;
|
||||
align-items: center;
|
||||
padding: 8px 10px;
|
||||
}
|
||||
|
||||
.chartLayersRow--head {
|
||||
position: sticky;
|
||||
top: 0;
|
||||
z-index: 1;
|
||||
background: rgba(17, 19, 28, 0.92);
|
||||
color: rgba(230, 233, 239, 0.60);
|
||||
font-size: 11px;
|
||||
font-weight: 850;
|
||||
letter-spacing: 0.08em;
|
||||
text-transform: uppercase;
|
||||
border-bottom: 1px solid rgba(255, 255, 255, 0.08);
|
||||
}
|
||||
|
||||
.chartLayersRow--layer {
|
||||
background: rgba(255, 255, 255, 0.03);
|
||||
border-bottom: 1px solid rgba(255, 255, 255, 0.06);
|
||||
}
|
||||
|
||||
.chartLayersRow--object {
|
||||
cursor: pointer;
|
||||
padding-left: 18px;
|
||||
}
|
||||
|
||||
.chartLayersRow--object:hover {
|
||||
background: rgba(255, 255, 255, 0.05);
|
||||
}
|
||||
|
||||
.chartLayersRow--selected {
|
||||
background: rgba(168, 85, 247, 0.12);
|
||||
}
|
||||
|
||||
.chartLayersCell {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
min-width: 0;
|
||||
}
|
||||
|
||||
.chartLayersCell--icon {
|
||||
justify-content: center;
|
||||
}
|
||||
|
||||
.chartLayersCell--name {
|
||||
min-width: 0;
|
||||
}
|
||||
|
||||
.chartLayersCell--opacity {
|
||||
min-width: 0;
|
||||
}
|
||||
|
||||
.chartLayersCell--actions {
|
||||
justify-content: flex-end;
|
||||
}
|
||||
|
||||
.layersBtn {
|
||||
width: 28px;
|
||||
height: 28px;
|
||||
border-radius: 10px;
|
||||
border: 1px solid rgba(255, 255, 255, 0.10);
|
||||
background: rgba(0, 0, 0, 0.10);
|
||||
color: rgba(230, 233, 239, 0.88);
|
||||
display: inline-flex;
|
||||
align-items: center;
|
||||
justify-content: center;
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.layersBtn:hover {
|
||||
border-color: rgba(255, 255, 255, 0.18);
|
||||
background: rgba(255, 255, 255, 0.04);
|
||||
}
|
||||
|
||||
.layersBtn--active {
|
||||
background: rgba(255, 255, 255, 0.08);
|
||||
border-color: rgba(255, 255, 255, 0.22);
|
||||
color: var(--text);
|
||||
}
|
||||
|
||||
.layersBtn:disabled {
|
||||
cursor: not-allowed;
|
||||
opacity: 0.55;
|
||||
}
|
||||
|
||||
.layersName {
|
||||
min-width: 0;
|
||||
overflow: hidden;
|
||||
text-overflow: ellipsis;
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
.layersName--layer {
|
||||
font-weight: 900;
|
||||
}
|
||||
|
||||
.layersName--object {
|
||||
font-weight: 800;
|
||||
color: rgba(230, 233, 239, 0.92);
|
||||
}
|
||||
|
||||
.layersName__meta {
|
||||
opacity: 0.65;
|
||||
font-weight: 800;
|
||||
margin-left: 6px;
|
||||
}
|
||||
|
||||
.layersOpacity {
|
||||
width: 100%;
|
||||
display: grid;
|
||||
grid-template-columns: minmax(0, 1fr) 44px;
|
||||
gap: 8px;
|
||||
align-items: center;
|
||||
}
|
||||
|
||||
.layersOpacity__range {
|
||||
width: 100%;
|
||||
}
|
||||
|
||||
.layersOpacity__pct {
|
||||
font-size: 12px;
|
||||
color: rgba(230, 233, 239, 0.70);
|
||||
text-align: right;
|
||||
font-variant-numeric: tabular-nums;
|
||||
}
|
||||
|
||||
.chartCard__chart {
|
||||
min-height: 0;
|
||||
height: 100%;
|
||||
@@ -771,6 +985,226 @@ body.chartFullscreen {
|
||||
padding: 10px 2px;
|
||||
}
|
||||
|
||||
.dlobDash {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 12px;
|
||||
min-height: 0;
|
||||
}
|
||||
|
||||
.dlobDash__head {
|
||||
display: flex;
|
||||
align-items: baseline;
|
||||
justify-content: space-between;
|
||||
gap: 10px;
|
||||
}
|
||||
|
||||
.dlobDash__title {
|
||||
font-weight: 950;
|
||||
letter-spacing: 0.2px;
|
||||
}
|
||||
|
||||
.dlobDash__meta {
|
||||
display: flex;
|
||||
gap: 10px;
|
||||
align-items: baseline;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.dlobDash__market {
|
||||
font-weight: 800;
|
||||
}
|
||||
|
||||
.dlobDash__statuses {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 10px 14px;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.dlobStatus {
|
||||
display: inline-flex;
|
||||
gap: 8px;
|
||||
align-items: baseline;
|
||||
}
|
||||
|
||||
.dlobStatus__label {
|
||||
color: var(--muted);
|
||||
}
|
||||
|
||||
.dlobDash__grid {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(3, minmax(0, 1fr));
|
||||
gap: 10px;
|
||||
}
|
||||
|
||||
.dlobKpi {
|
||||
background: rgba(255, 255, 255, 0.03);
|
||||
border: 1px solid rgba(255, 255, 255, 0.06);
|
||||
border-radius: 12px;
|
||||
padding: 10px 12px;
|
||||
}
|
||||
|
||||
.dlobKpi__label {
|
||||
color: var(--muted);
|
||||
font-size: 11px;
|
||||
margin-bottom: 4px;
|
||||
}
|
||||
|
||||
.dlobKpi__value {
|
||||
font-variant-numeric: tabular-nums;
|
||||
font-weight: 850;
|
||||
}
|
||||
|
||||
.dlobKpi__sub {
|
||||
margin-top: 2px;
|
||||
font-size: 11px;
|
||||
}
|
||||
|
||||
.dlobDash__panes {
|
||||
display: grid;
|
||||
grid-template-columns: 1.1fr 1fr;
|
||||
gap: 12px;
|
||||
min-height: 0;
|
||||
}
|
||||
|
||||
.dlobDash__pane {
|
||||
min-height: 0;
|
||||
}
|
||||
|
||||
.dlobDepth {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 8px;
|
||||
min-height: 0;
|
||||
}
|
||||
|
||||
.dlobDepth__head {
|
||||
display: flex;
|
||||
justify-content: space-between;
|
||||
align-items: baseline;
|
||||
gap: 10px;
|
||||
}
|
||||
|
||||
.dlobDepth__title {
|
||||
font-weight: 900;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.dlobDepth__meta {
|
||||
color: var(--muted);
|
||||
font-size: 11px;
|
||||
}
|
||||
|
||||
.dlobDepth__table {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 6px;
|
||||
}
|
||||
|
||||
.dlobDepthRow {
|
||||
display: grid;
|
||||
grid-template-columns: 0.9fr 1fr 1fr 0.7fr;
|
||||
gap: 10px;
|
||||
padding: 6px 8px;
|
||||
border-radius: 10px;
|
||||
position: relative;
|
||||
overflow: hidden;
|
||||
font-variant-numeric: tabular-nums;
|
||||
}
|
||||
|
||||
.dlobDepthRow > * {
|
||||
position: relative;
|
||||
z-index: 1;
|
||||
}
|
||||
|
||||
.dlobDepthRow::before,
|
||||
.dlobDepthRow::after {
|
||||
content: '';
|
||||
position: absolute;
|
||||
inset: 0;
|
||||
border-radius: inherit;
|
||||
pointer-events: none;
|
||||
z-index: 0;
|
||||
opacity: 0.9;
|
||||
}
|
||||
|
||||
.dlobDepthRow::before {
|
||||
transform: scaleX(var(--ask-scale, 0));
|
||||
transform-origin: left center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(239, 68, 68, 0.18) 0%,
|
||||
rgba(239, 68, 68, 0.06) 60%,
|
||||
rgba(239, 68, 68, 0) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.dlobDepthRow::after {
|
||||
transform: scaleX(var(--bid-scale, 0));
|
||||
transform-origin: right center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(34, 197, 94, 0) 0%,
|
||||
rgba(34, 197, 94, 0.06) 40%,
|
||||
rgba(34, 197, 94, 0.18) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.dlobDepthRow--head {
|
||||
padding: 0 8px;
|
||||
color: var(--muted);
|
||||
font-size: 11px;
|
||||
}
|
||||
|
||||
.dlobDepthRow--head::before,
|
||||
.dlobDepthRow--head::after {
|
||||
display: none;
|
||||
}
|
||||
|
||||
.dlobDepthRow__num {
|
||||
text-align: right;
|
||||
}
|
||||
|
||||
.dlobDepth__empty {
|
||||
padding: 8px 2px;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.dlobSlippage {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 8px;
|
||||
min-height: 0;
|
||||
}
|
||||
|
||||
.dlobSlippage__head {
|
||||
display: flex;
|
||||
justify-content: space-between;
|
||||
align-items: baseline;
|
||||
gap: 10px;
|
||||
}
|
||||
|
||||
.dlobSlippage__title {
|
||||
font-weight: 900;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.dlobSlippage__chartWrap {
|
||||
height: 220px;
|
||||
min-height: 180px;
|
||||
}
|
||||
|
||||
.dlobSlippageChart {
|
||||
width: 100% !important;
|
||||
height: 100% !important;
|
||||
}
|
||||
|
||||
.dlobSlippage__empty {
|
||||
padding: 8px 2px;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.bottomCard .uiCard__body {
|
||||
padding: 10px 12px;
|
||||
display: flex;
|
||||
@@ -836,6 +1270,78 @@ body.chartFullscreen {
|
||||
padding: 2px 2px;
|
||||
border-radius: 8px;
|
||||
font-variant-numeric: tabular-nums;
|
||||
position: relative;
|
||||
overflow: hidden;
|
||||
}
|
||||
|
||||
.orderbookRow > * {
|
||||
position: relative;
|
||||
z-index: 1;
|
||||
}
|
||||
|
||||
.orderbookRow::before {
|
||||
content: '';
|
||||
position: absolute;
|
||||
inset: 0;
|
||||
border-radius: inherit;
|
||||
pointer-events: none;
|
||||
z-index: 0;
|
||||
opacity: 0.35;
|
||||
transform: scaleX(var(--ob-total-scale, 0));
|
||||
transition: transform 220ms ease-out;
|
||||
will-change: transform;
|
||||
}
|
||||
|
||||
.orderbookRow::after {
|
||||
content: '';
|
||||
position: absolute;
|
||||
inset: 0;
|
||||
border-radius: inherit;
|
||||
pointer-events: none;
|
||||
z-index: 0;
|
||||
transform: scaleX(var(--ob-level-scale, 0));
|
||||
transition: transform 220ms ease-out;
|
||||
will-change: transform;
|
||||
}
|
||||
|
||||
.orderbookRow--ask::before {
|
||||
transform-origin: left center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(239, 68, 68, 0.24) 0%,
|
||||
rgba(239, 68, 68, 0.09) 60%,
|
||||
rgba(239, 68, 68, 0) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.orderbookRow--bid::before {
|
||||
transform-origin: right center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(34, 197, 94, 0) 0%,
|
||||
rgba(34, 197, 94, 0.09) 40%,
|
||||
rgba(34, 197, 94, 0.24) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.orderbookRow--ask::after {
|
||||
transform-origin: left center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(239, 68, 68, 0.36) 0%,
|
||||
rgba(239, 68, 68, 0.12) 55%,
|
||||
rgba(239, 68, 68, 0) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.orderbookRow--bid::after {
|
||||
transform-origin: right center;
|
||||
background: linear-gradient(
|
||||
90deg,
|
||||
rgba(34, 197, 94, 0) 0%,
|
||||
rgba(34, 197, 94, 0.12) 45%,
|
||||
rgba(34, 197, 94, 0.36) 100%
|
||||
);
|
||||
}
|
||||
|
||||
.orderbookRow__num {
|
||||
@@ -871,6 +1377,69 @@ body.chartFullscreen {
|
||||
color: var(--muted);
|
||||
}
|
||||
|
||||
.orderbookMeta {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 6px;
|
||||
padding: 10px 2px 2px;
|
||||
border-top: 1px solid rgba(255, 255, 255, 0.06);
|
||||
}
|
||||
|
||||
.orderbookMeta__row {
|
||||
display: flex;
|
||||
align-items: baseline;
|
||||
justify-content: space-between;
|
||||
gap: 10px;
|
||||
font-size: 11px;
|
||||
}
|
||||
|
||||
.orderbookMeta__val {
|
||||
font-variant-numeric: tabular-nums;
|
||||
}
|
||||
|
||||
.liquidityBar {
|
||||
position: relative;
|
||||
height: 8px;
|
||||
border-radius: 999px;
|
||||
background: rgba(255, 255, 255, 0.06);
|
||||
overflow: hidden;
|
||||
display: grid;
|
||||
grid-template-columns: 1fr 1fr;
|
||||
gap: 1px;
|
||||
}
|
||||
|
||||
.liquidityBar::after {
|
||||
content: '';
|
||||
position: absolute;
|
||||
left: 50%;
|
||||
top: 0;
|
||||
bottom: 0;
|
||||
width: 1px;
|
||||
background: rgba(0, 0, 0, 0.55);
|
||||
transform: translateX(-0.5px);
|
||||
pointer-events: none;
|
||||
}
|
||||
|
||||
.liquidityBar__bid,
|
||||
.liquidityBar__ask {
|
||||
height: 100%;
|
||||
transform: scaleX(0);
|
||||
transform-origin: center;
|
||||
transition: transform 180ms ease-out;
|
||||
}
|
||||
|
||||
.liquidityBar__bid {
|
||||
background: linear-gradient(90deg, rgba(34, 197, 94, 0.0) 0%, rgba(34, 197, 94, 0.35) 55%, rgba(34, 197, 94, 0.85) 100%);
|
||||
transform-origin: right center;
|
||||
transform: scaleX(var(--liq-bid, 0));
|
||||
}
|
||||
|
||||
.liquidityBar__ask {
|
||||
background: linear-gradient(90deg, rgba(239, 68, 68, 0.85) 0%, rgba(239, 68, 68, 0.35) 45%, rgba(239, 68, 68, 0.0) 100%);
|
||||
transform-origin: left center;
|
||||
transform: scaleX(var(--liq-ask, 0));
|
||||
}
|
||||
|
||||
.trades {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
|
||||
@@ -7,6 +7,13 @@ import react from '@vitejs/plugin-react';
|
||||
const DIR = path.dirname(fileURLToPath(import.meta.url));
|
||||
const ROOT = path.resolve(DIR, '../..');
|
||||
|
||||
type BasicAuth = { username: string; password: string };
|
||||
|
||||
function stripTrailingSlashes(p: string): string {
|
||||
const out = p.replace(/\/+$/, '');
|
||||
return out || '/';
|
||||
}
|
||||
|
||||
function readApiReadToken(): string | undefined {
|
||||
if (process.env.API_READ_TOKEN) return process.env.API_READ_TOKEN;
|
||||
const p = path.join(ROOT, 'tokens', 'read.json');
|
||||
@@ -20,24 +27,152 @@ function readApiReadToken(): string | undefined {
|
||||
}
|
||||
}
|
||||
|
||||
function parseBasicAuth(value: string | undefined): BasicAuth | undefined {
|
||||
const raw = String(value || '').trim();
|
||||
if (!raw) return undefined;
|
||||
const idx = raw.indexOf(':');
|
||||
if (idx <= 0) return undefined;
|
||||
const username = raw.slice(0, idx).trim();
|
||||
const password = raw.slice(idx + 1);
|
||||
if (!username || !password) return undefined;
|
||||
return { username, password };
|
||||
}
|
||||
|
||||
function readProxyBasicAuth(): BasicAuth | undefined {
|
||||
const fromEnv = parseBasicAuth(process.env.API_PROXY_BASIC_AUTH);
|
||||
if (fromEnv) return fromEnv;
|
||||
|
||||
const fileRaw = String(process.env.API_PROXY_BASIC_AUTH_FILE || '').trim();
|
||||
if (!fileRaw) return undefined;
|
||||
|
||||
const p = path.isAbsolute(fileRaw) ? fileRaw : path.join(ROOT, fileRaw);
|
||||
if (!fs.existsSync(p)) return undefined;
|
||||
try {
|
||||
const raw = fs.readFileSync(p, 'utf8');
|
||||
const json = JSON.parse(raw) as { username?: string; password?: string };
|
||||
const username = typeof json?.username === 'string' ? json.username.trim() : '';
|
||||
const password = typeof json?.password === 'string' ? json.password : '';
|
||||
if (!username || !password) return undefined;
|
||||
return { username, password };
|
||||
} catch {
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
const apiReadToken = readApiReadToken();
|
||||
const proxyBasicAuth = readProxyBasicAuth();
|
||||
const apiProxyTarget = process.env.API_PROXY_TARGET || 'http://localhost:8787';
|
||||
|
||||
function parseUrl(v: string): URL | undefined {
|
||||
try {
|
||||
return new URL(v);
|
||||
} catch {
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
const apiProxyTargetUrl = parseUrl(apiProxyTarget);
|
||||
const apiProxyTargetPath = stripTrailingSlashes(apiProxyTargetUrl?.pathname || '/');
|
||||
const apiProxyTargetEndsWithApi = apiProxyTargetPath.endsWith('/api');
|
||||
|
||||
function inferUiProxyTarget(apiTarget: string): string | undefined {
|
||||
try {
|
||||
const u = new URL(apiTarget);
|
||||
const p = stripTrailingSlashes(u.pathname || '/');
|
||||
if (!p.endsWith('/api')) return undefined;
|
||||
const basePath = p.slice(0, -'/api'.length) || '/';
|
||||
u.pathname = basePath;
|
||||
u.search = '';
|
||||
u.hash = '';
|
||||
const out = u.toString();
|
||||
return out.endsWith('/') ? out.slice(0, -1) : out;
|
||||
} catch {
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
const uiProxyTarget =
|
||||
process.env.FRONTEND_PROXY_TARGET ||
|
||||
process.env.UI_PROXY_TARGET ||
|
||||
process.env.AUTH_PROXY_TARGET ||
|
||||
inferUiProxyTarget(apiProxyTarget) ||
|
||||
(apiProxyTargetUrl && apiProxyTargetPath === '/' ? stripTrailingSlashes(apiProxyTargetUrl.toString()) : undefined);
|
||||
|
||||
const graphqlProxyTarget = process.env.GRAPHQL_PROXY_TARGET || process.env.HASURA_PROXY_TARGET || uiProxyTarget;
|
||||
|
||||
function applyProxyBasicAuth(proxyReq: any) {
|
||||
if (!proxyBasicAuth) return false;
|
||||
const b64 = Buffer.from(`${proxyBasicAuth.username}:${proxyBasicAuth.password}`, 'utf8').toString('base64');
|
||||
proxyReq.setHeader('Authorization', `Basic ${b64}`);
|
||||
return true;
|
||||
}
|
||||
|
||||
function rewriteSetCookieForLocalDevHttp(proxyRes: any) {
|
||||
const v = proxyRes?.headers?.['set-cookie'];
|
||||
if (!v) return;
|
||||
const rewrite = (cookie: string) => {
|
||||
let out = cookie.replace(/;\s*secure\b/gi, '');
|
||||
out = out.replace(/;\s*domain=[^;]+/gi, '');
|
||||
out = out.replace(/;\s*samesite=none\b/gi, '; SameSite=Lax');
|
||||
return out;
|
||||
};
|
||||
proxyRes.headers['set-cookie'] = Array.isArray(v) ? v.map(rewrite) : rewrite(String(v));
|
||||
}
|
||||
|
||||
const proxy: Record<string, any> = {
|
||||
'/api': {
|
||||
target: apiProxyTarget,
|
||||
changeOrigin: true,
|
||||
rewrite: (p: string) => (apiProxyTargetEndsWithApi ? p.replace(/^\/api/, '') : p),
|
||||
configure: (p: any) => {
|
||||
p.on('proxyReq', (proxyReq: any) => {
|
||||
if (applyProxyBasicAuth(proxyReq)) return;
|
||||
if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
|
||||
});
|
||||
},
|
||||
},
|
||||
};
|
||||
|
||||
if (graphqlProxyTarget) {
|
||||
for (const prefix of ['/graphql', '/graphql-ws']) {
|
||||
proxy[prefix] = {
|
||||
target: graphqlProxyTarget,
|
||||
changeOrigin: true,
|
||||
ws: true,
|
||||
configure: (p: any) => {
|
||||
p.on('proxyReq', (proxyReq: any) => {
|
||||
applyProxyBasicAuth(proxyReq);
|
||||
});
|
||||
p.on('proxyReqWs', (proxyReq: any) => {
|
||||
applyProxyBasicAuth(proxyReq);
|
||||
});
|
||||
},
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
if (uiProxyTarget) {
|
||||
for (const prefix of ['/whoami', '/auth', '/logout']) {
|
||||
proxy[prefix] = {
|
||||
target: uiProxyTarget,
|
||||
changeOrigin: true,
|
||||
configure: (p: any) => {
|
||||
p.on('proxyReq', (proxyReq: any) => {
|
||||
applyProxyBasicAuth(proxyReq);
|
||||
});
|
||||
p.on('proxyRes', (proxyRes: any) => {
|
||||
rewriteSetCookieForLocalDevHttp(proxyRes);
|
||||
});
|
||||
},
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export default defineConfig({
|
||||
plugins: [react()],
|
||||
server: {
|
||||
port: 5173,
|
||||
strictPort: true,
|
||||
proxy: {
|
||||
'/api': {
|
||||
target: process.env.API_PROXY_TARGET || 'http://localhost:8787',
|
||||
changeOrigin: true,
|
||||
rewrite: (p) => p.replace(/^\/api/, ''),
|
||||
configure: (proxy) => {
|
||||
proxy.on('proxyReq', (proxyReq) => {
|
||||
if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
|
||||
});
|
||||
},
|
||||
},
|
||||
},
|
||||
proxy,
|
||||
},
|
||||
});
|
||||
|
||||
153
doc/dlob-services.md
Normal file
153
doc/dlob-services.md
Normal file
@@ -0,0 +1,153 @@
|
||||
# Serwisy DLOB na VPS (k3s / `trade-staging`)
|
||||
|
||||
Ten dokument opisuje rolę serwisów “DLOB” uruchomionych w namespace `trade-staging` oraz ich przepływ danych.
|
||||
|
||||
## Czy `dlob-worker` pracuje na VPS?
|
||||
|
||||
Tak — wszystkie serwisy wymienione niżej działają **na VPS** jako Deploymenty w klastrze k3s, w namespace `trade-staging`.
|
||||
|
||||
## Czy na VPS jest GraphQL/WS dla stats i orderbook?
|
||||
|
||||
Tak — **GraphQL wystawia Hasura** (na VPS w k3s), a nie `dlob-server`.
|
||||
|
||||
- Dane L2 i liczone statsy są zapisane do Postgresa jako tabele `dlob_*_latest` i są dostępne przez Hasurę jako GraphQL (query + subscriptions).
|
||||
- Z zewnątrz korzystamy przez frontend (proxy) pod:
|
||||
- HTTP: `https://trade.rv32i.pl/graphql`
|
||||
- WS: `wss://trade.rv32i.pl/graphql` (subskrypcje, protokół `graphql-ws`)
|
||||
|
||||
`dlob-server` wystawia **REST** (np. `/l2`, `/l3`) w klastrze; to jest źródło danych dla workerów albo do debugowania.
|
||||
|
||||
## TL;DR: kto co robi
|
||||
|
||||
### `dlob-worker`
|
||||
- **Rola:** kolektor L2 + wyliczenie “basic stats”.
|
||||
- **Wejście:** HTTP L2 z `DLOB_HTTP_URL` (u nas obecnie `https://dlob.drift.trade`, ale można przełączyć na `http://dlob-server:6969`).
|
||||
- **Wyjście:** upsert do Hasury (Postgres) tabel:
|
||||
- `dlob_l2_latest` (raw snapshot L2, JSON leveli)
|
||||
- `dlob_stats_latest` (pochodne: best bid/ask, mid, spread, depth, imbalance, itp.)
|
||||
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 500 ms).
|
||||
|
||||
### `dlob-slippage-worker`
|
||||
- **Rola:** symulacja slippage vs rozmiar zlecenia na podstawie L2.
|
||||
- **Wejście:** czyta z Hasury `dlob_l2_latest` (dla listy rynków).
|
||||
- **Wyjście:** upsert do Hasury tabeli `dlob_slippage_latest` (m.in. `impact_bps`, `vwap_price`, `worst_price`, `fill_pct`).
|
||||
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); rozmiary w `DLOB_SLIPPAGE_SIZES_USD`.
|
||||
|
||||
### `dlob-depth-worker`
|
||||
- **Rola:** metryki “głębokości” w pasmach ±bps wokół mid.
|
||||
- **Wejście:** czyta z Hasury `dlob_l2_latest`.
|
||||
- **Wyjście:** upsert do Hasury tabeli `dlob_depth_bps_latest` (per `(market_name, band_bps)`).
|
||||
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); pasma w `DLOB_DEPTH_BPS_BANDS`.
|
||||
|
||||
### `dlob-publisher`
|
||||
- **Rola:** utrzymuje “żywy” DLOB na podstawie subskrypcji on-chain i publikuje snapshoty do Redis.
|
||||
- **Wejście:** Solana RPC/WS (`ENDPOINT`, `WS_ENDPOINT` z secreta `trade-dlob-rpc`), Drift SDK; konfiguracja rynków np. `PERP_MARKETS_TO_LOAD`.
|
||||
- **Wyjście:** zapis/publish do `dlob-redis` (cache / pubsub / streamy), z którego korzysta serwer HTTP (i ewentualnie WS manager).
|
||||
|
||||
### `dlob-server`
|
||||
- **Rola:** HTTP API do danych DLOB (np. `/l2`, `/l3`) serwowane z cache Redis.
|
||||
- **Wejście:** `dlob-redis` + slot subscriber (do oceny “świeżości” danych).
|
||||
- **Wyjście:** endpoint HTTP w klastrze (Service `dlob-server:6969`), który może być źródłem dla `dlob-worker` (gdy `DLOB_HTTP_URL=http://dlob-server:6969`).
|
||||
|
||||
### `dlob-redis`
|
||||
- **Rola:** Redis (u nas single-node “cluster mode”) jako **cache i kanał komunikacji** między `dlob-publisher` a `dlob-server`.
|
||||
- **Uwagi:** to “klej” między komponentami publish/serve; bez niego publisher i server nie współpracują.
|
||||
|
||||
## Jak to się spina (przepływ danych)
|
||||
|
||||
1) `dlob-publisher` (on-chain) → publikuje snapshoty do `dlob-redis`.
|
||||
2) `dlob-server` → serwuje `/l2` i `/l3` z `dlob-redis` (HTTP w klastrze).
|
||||
3) `dlob-worker` → pobiera L2 (obecnie z `https://dlob.drift.trade`; opcjonalnie z `dlob-server`) i zapisuje “latest” do Hasury/DB.
|
||||
4) `dlob-slippage-worker` + `dlob-depth-worker` → liczą agregaty z `dlob_l2_latest` i zapisują do Hasury/DB (pod UI).
|
||||
|
||||
## Co to jest L1 / L2 / L3 (orderbook)
|
||||
|
||||
- `L1` (top-of-book): tylko najlepszy bid i najlepszy ask (czasem też spread).
|
||||
- `L2` (Level 2): **zagregowane poziomy cenowe** po stronie bid/ask — lista leveli `{ price, size }`, gdzie `size` to suma wolumenu na danej cenie (to jest typowy “orderbook UI” i baza pod spread/depth/imbalance).
|
||||
- `L3` (Level 3): **niezagregowane, pojedyncze zlecenia** (każde osobno, zwykle z dodatkowymi polami/identyfikatorami). Większy wolumen danych; przydatne do “pro” analiz i debugowania mikrostruktury.
|
||||
|
||||
W tym stacku:
|
||||
- `dlob-server` udostępnia REST endpointy `/l2` i `/l3`.
|
||||
- Hasura/DB trzyma “latest” snapshot L2 w `dlob_l2_latest` oraz metryki w `dlob_stats_latest` / `dlob_depth_bps_latest` / `dlob_slippage_latest`.
|
||||
|
||||
## Słownik pojęć (bid/ask/spread i metryki)
|
||||
|
||||
### Podstawy orderbooka
|
||||
|
||||
- **Bid**: zlecenia kupna (chęć kupna). W orderbooku “bid side”.
|
||||
- **Ask**: zlecenia sprzedaży (chęć sprzedaży). W orderbooku “ask side”.
|
||||
- **Best bid / best ask**: najlepsza (najwyższa) cena kupna i najlepsza (najniższa) cena sprzedaży na topie księgi (L1).
|
||||
- **Spread**: różnica pomiędzy `best_ask` a `best_bid`. Im mniejszy spread, tym “taniej” wejść/wyjść (mniej kosztów natychmiastowej realizacji).
|
||||
- **Mid price**: cena “po środku”: `(best_bid + best_ask) / 2`. Używana jako punkt odniesienia do bps i slippage.
|
||||
- **Level**: pojedynczy poziom cenowy w L2 (np. `price=100.00`, `size=12.3`).
|
||||
- **Size**: ilość/płynność na poziomie (zwykle w jednostkach “base asset”).
|
||||
- **Base / Quote**:
|
||||
- `base` = instrument bazowy (np. SOL),
|
||||
- `quote` = waluta wyceny (często USD).
|
||||
|
||||
## Kolory w UI (visualizer)
|
||||
|
||||
- `bid` / “buy side” = zielony (`.pos`, `#22c55e`)
|
||||
- `ask` / “sell side” = czerwony (`.neg`, `#ef4444`)
|
||||
- “flat” / brak zmiany = niebieski (`#60a5fa`) — używany m.in. w “brick stack” pod świecami
|
||||
|
||||
### Jednostki i skróty
|
||||
|
||||
- **bps (basis points)**: 1 bps = 0.01% = `0.0001`. Np. 25 bps = 0.25%.
|
||||
- **USD**: u nas wiele wartości jest przeliczanych do USD (np. `size_base * price`).
|
||||
|
||||
### Metryki “stats” (np. `dlob_stats_latest`)
|
||||
|
||||
- `spread_abs` (USD): `best_ask - best_bid`.
|
||||
- `spread_bps` (bps): `(spread_abs / mid_price) * 10_000`.
|
||||
- `depth_levels`: ile leveli (top‑N) z każdej strony braliśmy do liczenia “depth”.
|
||||
- `depth_bid_base` / `depth_ask_base`: suma `size` po top‑N levelach bid/ask (w base).
|
||||
- `depth_bid_usd` / `depth_ask_usd`: suma `size_base * price` po top‑N levelach (w USD).
|
||||
- `imbalance` ([-1..1]): miara asymetrii płynności:
|
||||
- `(depth_bid_usd - depth_ask_usd) / (depth_bid_usd + depth_ask_usd)`
|
||||
- >0 = relatywnie więcej płynności po bid, <0 = po ask.
|
||||
- `oracle_price`: cena z oracla (np. Pyth) jako punkt odniesienia.
|
||||
- `mark_price`: “mark” z rynku/perp (cena referencyjna dla rozliczeń); różni się od oracle/top-of-book.
|
||||
|
||||
### Metryki “depth bands” (np. `dlob_depth_bps_latest`)
|
||||
|
||||
- `band_bps`: szerokość pasma wokół `mid_price` (np. 5/10/20/50/100/200 bps).
|
||||
- `bid_usd` / `ask_usd`: płynność po danej stronie, ale **tylko z poziomów mieszczących się w oknie ±`band_bps`** wokół mid.
|
||||
- `imbalance`: jak wyżej, ale liczony per band.
|
||||
|
||||
### Metryki “slippage” (np. `dlob_slippage_latest`)
|
||||
|
||||
To jest symulacja “gdybym teraz zrobił market order o rozmiarze X” na podstawie L2.
|
||||
|
||||
- `size_usd`: docelowy rozmiar zlecenia w USD.
|
||||
- `vwap_price`: średnia cena realizacji (Volume Weighted Average Price) dla symulowanego fill.
|
||||
- `impact_bps`: koszt/odchylenie względem `mid_price` wyrażone w bps (zwykle na bazie `vwap` vs `mid`).
|
||||
- `worst_price`: najgorsza cena dotknięta podczas “zjadania” kolejnych leveli.
|
||||
- `filled_usd` / `filled_base`: ile realnie udało się wypełnić (może być < docelowego, jeśli brakuje płynności).
|
||||
- `fill_pct`: procent wypełnienia (100% = pełny fill).
|
||||
- `levels_consumed`: ile leveli zostało “zjedzonych” podczas fill.
|
||||
|
||||
### Metadane czasu (“świeżość”)
|
||||
|
||||
- `ts`: timestamp źródła (czas snapshotu).
|
||||
- `slot`: slot Solany, z którego pochodzi snapshot (monotoniczny “numer czasu” chaina).
|
||||
- `updated_at`: kiedy nasz worker zapisał/odświeżył rekord w DB (do oceny, czy dane są świeże).
|
||||
|
||||
## Szybka diagnostyka na VPS
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get deploy | grep -E 'dlob-(worker|slippage-worker|depth-worker|publisher|server|redis)'
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-worker --tail=80
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-publisher --tail=80
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-server --tail=80
|
||||
```
|
||||
|
||||
## Ważna uwaga (źródło L2 w `dlob-worker`)
|
||||
|
||||
Jeśli chcesz, żeby `dlob-worker` polegał na **naszym** stacku (własny RPC + `dlob-publisher` + `dlob-server`), ustaw:
|
||||
|
||||
- `DLOB_HTTP_URL=http://dlob-server:6969`
|
||||
|
||||
Aktualnie w `trade-staging` jest ustawione:
|
||||
|
||||
- `DLOB_HTTP_URL=https://dlob.drift.trade`
|
||||
150
doc/gitea-k3s-rv32i.md
Normal file
150
doc/gitea-k3s-rv32i.md
Normal file
@@ -0,0 +1,150 @@
|
||||
# Gitea na k3s (Traefik + cert-manager + Let’s Encrypt) dla `rv32i.pl`
|
||||
|
||||
Ten dokument instaluje Gitea w k3s:
|
||||
- Ingress: Traefik
|
||||
- TLS: cert-manager + Let’s Encrypt (`ClusterIssuer` = `letsencrypt-prod`)
|
||||
- Host: `rv32i.pl`
|
||||
- Secret TLS: `rv32i-pl-tls`
|
||||
|
||||
## Ważne (hasła/sekrety)
|
||||
|
||||
Nie wstawiam i nie zalecam trzymania haseł w plikach w repo (`doc/`), bo to zwykle kończy się wyciekiem (git history, backupy, screeny).
|
||||
|
||||
Zamiast tego:
|
||||
- trzymamy hasła w **Kubernetes Secret** (w klastrze),
|
||||
- a w dokumentacji zostawiamy **placeholderey** i komendy, które proszą o hasło interaktywnie.
|
||||
|
||||
Jeśli mimo wszystko chcesz „na sztywno” wpisać hasła do pliku, podaj je jawnie w wiadomości — ale to jest zła praktyka.
|
||||
|
||||
## 0) Wymagania
|
||||
|
||||
1) `cert-manager` działa, a `ClusterIssuer` jest gotowy:
|
||||
```bash
|
||||
sudo k3s kubectl get clusterissuer letsencrypt-prod
|
||||
```
|
||||
|
||||
2) DNS wskazuje na VPS:
|
||||
```bash
|
||||
dig +short rv32i.pl A
|
||||
```
|
||||
Oczekiwane: `77.90.8.171`
|
||||
|
||||
3) Porty 80/443 są otwarte z internetu (firewall/ACL u providera).
|
||||
|
||||
## 1) Instalacja Helm (jeśli nie masz)
|
||||
|
||||
```bash
|
||||
helm version || true
|
||||
curl -fsSL https://raw.githubusercontent.com/helm/helm/main/scripts/get-helm-3 | sudo bash
|
||||
helm version
|
||||
```
|
||||
|
||||
## 2) Namespace
|
||||
|
||||
```bash
|
||||
sudo k3s kubectl create namespace gitea
|
||||
```
|
||||
|
||||
## 3) Secret z kontem admina (bez wpisywania hasła do historii)
|
||||
|
||||
Ten krok tworzy w klastrze sekret `gitea-admin` z loginem/hasłem/email admina.
|
||||
|
||||
```bash
|
||||
read -rp "Gitea admin username: " GITEA_ADMIN_USER
|
||||
read -rsp "Gitea admin password: " GITEA_ADMIN_PASS; echo
|
||||
read -rp "Gitea admin email: " GITEA_ADMIN_EMAIL
|
||||
|
||||
sudo k3s kubectl -n gitea create secret generic gitea-admin \
|
||||
--from-literal=username="$GITEA_ADMIN_USER" \
|
||||
--from-literal=password="$GITEA_ADMIN_PASS" \
|
||||
--from-literal=email="$GITEA_ADMIN_EMAIL"
|
||||
```
|
||||
|
||||
## 4) Helm values (Ingress + TLS + Postgres w klastrze)
|
||||
|
||||
Utwórz plik `gitea-values.yaml` na VPS (nie musi być w repo):
|
||||
|
||||
```bash
|
||||
cat <<'YAML' > gitea-values.yaml
|
||||
ingress:
|
||||
enabled: true
|
||||
className: traefik
|
||||
annotations:
|
||||
cert-manager.io/cluster-issuer: letsencrypt-prod
|
||||
hosts:
|
||||
- host: rv32i.pl
|
||||
paths:
|
||||
- path: /
|
||||
pathType: Prefix
|
||||
tls:
|
||||
- secretName: rv32i-pl-tls
|
||||
hosts:
|
||||
- rv32i.pl
|
||||
|
||||
gitea:
|
||||
admin:
|
||||
existingSecret: gitea-admin
|
||||
config:
|
||||
server:
|
||||
DOMAIN: rv32i.pl
|
||||
ROOT_URL: https://rv32i.pl/
|
||||
PROTOCOL: http
|
||||
|
||||
persistence:
|
||||
enabled: true
|
||||
storageClass: local-path
|
||||
size: 10Gi
|
||||
|
||||
postgresql:
|
||||
enabled: true
|
||||
primary:
|
||||
persistence:
|
||||
enabled: true
|
||||
storageClass: local-path
|
||||
size: 10Gi
|
||||
YAML
|
||||
```
|
||||
|
||||
## 5) Instalacja Gitea
|
||||
|
||||
```bash
|
||||
helm repo add gitea-charts https://dl.gitea.com/charts/
|
||||
helm repo update
|
||||
|
||||
helm upgrade --install gitea gitea-charts/gitea \
|
||||
-n gitea \
|
||||
-f gitea-values.yaml
|
||||
```
|
||||
|
||||
## 6) Sprawdzenie
|
||||
|
||||
```bash
|
||||
sudo k3s kubectl -n gitea get pods -o wide
|
||||
sudo k3s kubectl -n gitea get ingress -o wide
|
||||
sudo k3s kubectl -n gitea get certificate -o wide
|
||||
sudo k3s kubectl -n gitea get order,challenge
|
||||
```
|
||||
|
||||
Wejdź na:
|
||||
- `https://rv32i.pl`
|
||||
|
||||
Jeśli `Certificate` nie robi się `Ready=True`, to najczęściej:
|
||||
- port 80 nie dochodzi z internetu (Let’s Encrypt HTTP-01),
|
||||
- Ingress nie ma `className: traefik`,
|
||||
- DNS nie wskazuje na VPS.
|
||||
|
||||
## 7) (Opcjonalnie) dostęp do haseł po czasie
|
||||
|
||||
Jeśli chcesz podejrzeć login/email z sekretu (hasło też da się odczytać, ale rób to ostrożnie):
|
||||
```bash
|
||||
sudo k3s kubectl -n gitea get secret gitea-admin -o jsonpath='{.data.username}' | base64 -d; echo
|
||||
sudo k3s kubectl -n gitea get secret gitea-admin -o jsonpath='{.data.email}' | base64 -d; echo
|
||||
```
|
||||
|
||||
## 8) Uwaga o Git przez SSH
|
||||
|
||||
Na VPS port 22 zajmuje systemowy OpenSSH. Na start korzystaj z klonowania przez HTTPS.
|
||||
Jeśli chcesz klonować przez SSH z Gitei:
|
||||
- najprościej wystawić Gitea SSH na innym porcie (np. 2222) i zrobić NodePort/LoadBalancer,
|
||||
- albo zmapować port przez Traefik TCP (wymaga dodatkowej konfiguracji).
|
||||
|
||||
167
doc/k8s-migracja.md
Normal file
167
doc/k8s-migracja.md
Normal file
@@ -0,0 +1,167 @@
|
||||
# Plan migracji na Kubernetes (mikroserwisy + CI/CD)
|
||||
|
||||
## 1) Co jest dziś w repo (stan wejściowy)
|
||||
|
||||
Ten projekt już ma podział “mikroserwisowy” w Docker Compose:
|
||||
|
||||
- **DB stack** (`devops/db/docker-compose.yml`)
|
||||
- `postgres` (TimescaleDB, port 5432)
|
||||
- `hasura` (GraphQL Engine, port 8080)
|
||||
- `pgadmin` (narzędzie dev, port 5050)
|
||||
- **App stack** (`devops/app/docker-compose.yml`)
|
||||
- `api` = **trade-api** (Node, port 8787, `devops/api/Dockerfile`)
|
||||
- `frontend` = **trade-frontend** (Node + statyczny build visualizera, port 8081, `devops/app/frontend/Dockerfile`)
|
||||
- `ingestor` = worker (Node, `devops/ingestor/Dockerfile`) – opcjonalnie, profil `ingest`
|
||||
- **One-shot bootstrap** (`devops/tools/bootstrap/docker-compose.yml`)
|
||||
- `db-init` (aplikuje SQL `devops/db/initdb/001_init.sql`)
|
||||
- `db-version` / `db-backfill` (migracje “wersji” ticków)
|
||||
- `hasura-bootstrap` (Node script `devops/db/hasura-bootstrap.mjs`: track tabel + permissions + funkcje)
|
||||
|
||||
Konfiguracja i sekrety dziś są w `tokens/*.json` (gitignored) i są montowane jako pliki do kontenerów.
|
||||
|
||||
## 2) Docelowa architektura na K8s
|
||||
|
||||
Minimalny sensowny podział na K8s (1 namespace lub 2):
|
||||
|
||||
- **timescaledb** (stanowe) → `StatefulSet` + `PVC` + `Service`
|
||||
- **hasura** → `Deployment` + `Service`
|
||||
- **trade-api** → `Deployment` + `Service`
|
||||
- **trade-frontend** → `Deployment` + `Service` + `Ingress`
|
||||
- **trade-ingestor** → `Deployment` (1 replika) albo `CronJob` (jeśli chcesz uruchamiać okresowo)
|
||||
- **bootstrap / migracje** → `Job` (odpalane ręcznie albo jako część release’u)
|
||||
|
||||
Opcjonalnie:
|
||||
- `pgadmin` tylko na dev/staging (nieprodukcyjnie).
|
||||
|
||||
## 3) Proponowane zasoby Kubernetes (mapowanie 1:1 z Compose)
|
||||
|
||||
### 3.1 timescaledb (Postgres)
|
||||
- `StatefulSet` z `volumeClaimTemplates` (dane w PVC)
|
||||
- `Service` typu `ClusterIP` (np. `timescaledb:5432`)
|
||||
- Init schematu:
|
||||
- *na pierwszy start* można nadal użyć mechanizmu `/docker-entrypoint-initdb.d` (ConfigMap z SQL),
|
||||
- *dla istniejących wolumenów* potrzebny jest osobny `Job` (odpowiednik `db-init` z compose).
|
||||
|
||||
### 3.2 Hasura
|
||||
- `Deployment` + `Service` (`hasura:8080`)
|
||||
- `Secret` na:
|
||||
- `HASURA_GRAPHQL_ADMIN_SECRET`
|
||||
- klucz JWT (`HASURA_GRAPHQL_JWT_SECRET` / `HASURA_JWT_KEY`)
|
||||
- connection string do Postgresa (albo osobno hasło)
|
||||
- Bootstrap metadanych:
|
||||
- `Job` uruchamiający `devops/db/hasura-bootstrap.mjs` (odpowiednik `hasura-bootstrap`).
|
||||
|
||||
### 3.3 trade-api
|
||||
- `Deployment` + `Service` (`trade-api:8787`)
|
||||
- `readinessProbe`/`livenessProbe`: `GET /healthz` (już istnieje)
|
||||
- Konfiguracja:
|
||||
- env: `HASURA_GRAPHQL_URL`, `TICKS_TABLE`, `CANDLES_FUNCTION`, `APP_VERSION`, `BUILD_TIMESTAMP`
|
||||
- sekret plikowy (jak dziś): `tokens/hasura.json` + `tokens/api.json` → `Secret` montowany do `/app/tokens/*`
|
||||
|
||||
### 3.4 trade-frontend
|
||||
- `Deployment` + `Service` (`trade-frontend:8081`)
|
||||
- `Ingress` wystawiający UI na zewnątrz (TLS opcjonalnie)
|
||||
- `readinessProbe`/`livenessProbe`: `GET /healthz` (już istnieje)
|
||||
- Sekrety plikowe:
|
||||
- `tokens/frontend.json` (basic auth do UI)
|
||||
- `tokens/read.json` (read token do proxy `/api/*`)
|
||||
- oba jako `Secret` montowany do `/tokens/*`
|
||||
- `API_UPSTREAM`: `http://trade-api:8787` (Service DNS)
|
||||
|
||||
### 3.5 trade-ingestor
|
||||
- `Deployment` (zwykle `replicas: 1`)
|
||||
- Sekrety:
|
||||
- RPC do Drift (np. `tokens/heliusN.json` / `rpcUrl` / `heliusApiKey`)
|
||||
- write token do API (`tokens/alg.json`)
|
||||
- Konfiguracja:
|
||||
- `MARKET_NAME`, `INTERVAL_MS`, `SOURCE`, `INGEST_API_URL=http://trade-api:8787`
|
||||
- Uwaga: worker wymaga egress do internetu (Helius RPC + Drift).
|
||||
|
||||
### 3.6 Jobs: db-init / db-version / db-backfill / hasura-bootstrap
|
||||
Bezpieczny pattern:
|
||||
- uruchamiane manualnie (kubectl) albo jako “hook” w Helm (pre/post-install)
|
||||
- odpalane w tym samym namespace co DB/Hasura (żeby DNS działał prosto)
|
||||
|
||||
## 4) Sekrety i konfiguracja (z `tokens/` → K8s)
|
||||
|
||||
Rekomendacja: rozdziel na 2 typy:
|
||||
|
||||
- **Secret** (nie commitować w git):
|
||||
- `tokens/hasura.json` (adminSecret, jwtKey)
|
||||
- `tokens/api.json` (api adminSecret)
|
||||
- `tokens/frontend.json` (basic auth)
|
||||
- `tokens/read.json` (read token)
|
||||
- `tokens/alg.json` (write token)
|
||||
- `tokens/heliusN.json` (RPC token / url)
|
||||
- **ConfigMap**:
|
||||
- wersja i parametry nie-wrażliwe: `APP_VERSION`, `BUILD_TIMESTAMP`, `TICKS_TABLE`, `CANDLES_FUNCTION`, `MARKET_NAME`, `INTERVAL_MS`
|
||||
|
||||
Jeśli chcesz GitOps bez trzymania sekretów “na piechotę”, wybierz jedno:
|
||||
- **Sealed Secrets** (zaszyfrowane sekrety w repo),
|
||||
- **External Secrets Operator** (Vault / AWS / GCP / Azure),
|
||||
- “na start” manualne `kubectl create secret ...` per środowisko.
|
||||
|
||||
## 5) Wersjonowanie (v1, v2…) i cutover bez wyłączania DB
|
||||
|
||||
W `scripts/ops/` jest workflow wersjonowania Compose:
|
||||
- nowa wersja `api+frontend(+ingestor)` działa równolegle
|
||||
- pisze do **nowej tabeli** (`drift_ticks_vN`) i używa **nowej funkcji** (`get_drift_candles_vN`)
|
||||
|
||||
Na K8s najprościej odwzorować to tak:
|
||||
- Helm release name albo suffix w nazwach zasobów: `trade-v1`, `trade-v2`, …
|
||||
- wspólne DB/Hasura pozostają bez zmian
|
||||
- `Job` “version-init”:
|
||||
- odpala SQL migracji (odpowiednik `db-version`)
|
||||
- odpala `hasura-bootstrap` z `TICKS_TABLE` i `CANDLES_FUNCTION` ustawionymi na vN
|
||||
- “cutover”:
|
||||
- startujesz `trade-ingestor` vN
|
||||
- stopujesz `trade-ingestor` v1
|
||||
- po czasie robisz `db-backfill` (opcjonalnie) i sprzątasz stare zasoby
|
||||
|
||||
## 6) CI/CD “na gita” (build → deploy po pushu)
|
||||
|
||||
### Opcja A (polecana): GitOps (Argo CD / Flux)
|
||||
1) CI (GitHub Actions / GitLab CI) buduje obrazy:
|
||||
- `trade-api`
|
||||
- `trade-frontend`
|
||||
- `trade-ingestor`
|
||||
2) CI publikuje je do registry (np. GHCR)
|
||||
3) CD (ArgoCD/Flux) automatycznie synchronizuje manifesty/Helm z repo i robi rollout
|
||||
|
||||
Tagowanie obrazów:
|
||||
- `:sha-<shortsha>` dla każdego commita
|
||||
- opcjonalnie `:vN` dla release’ów
|
||||
|
||||
Aktualizacja tagów:
|
||||
- ArgoCD Image Updater / Flux Image Automation **albo**
|
||||
- CI robi commit do `k8s/` (np. podmienia tag w `values.yaml`)
|
||||
|
||||
### Opcja B (prostsza na start): “kubectl apply” z CI
|
||||
1) CI buduje i pushuje obrazy
|
||||
2) CI wykonuje `helm upgrade --install` albo `kubectl apply -k ...`
|
||||
3) Dostęp do klastra przez sekret w repo (kubeconfig / token)
|
||||
|
||||
## 7) Proponowana sekwencja migracji (checklista)
|
||||
|
||||
1) **Decyzje**: gdzie stoi klaster (EKS/GKE/AKS/k3s), jakie registry, jaki Ingress, jak trzymamy sekrety.
|
||||
2) **K8s “base”**: namespace, storage class, ingress controller, certy (jeśli TLS).
|
||||
3) **DB**: wdroż Timescale (StatefulSet + PVC), odpal `db-init` job.
|
||||
4) **Hasura**: wdroż Hasurę, odpal `hasura-bootstrap` job.
|
||||
5) **API**: wdroż `trade-api`, sprawdź `/healthz`.
|
||||
6) **Tokeny**: wygeneruj read/write tokeny (obecnym mechanizmem API) i wgraj je jako Secrets.
|
||||
7) **Frontend**: wdroż `trade-frontend` + Ingress, sprawdź `/healthz` i UI.
|
||||
8) **Ingestor**: wdroż `trade-ingestor` (1 replika), potwierdź że ticki wpadają.
|
||||
9) **CI/CD**: dodaj workflow build+push i deploy (GitOps albo kubectl).
|
||||
10) **Staging → Prod**: rollout na staging, potem prod.
|
||||
|
||||
## 8) Pytania, które domykają plan
|
||||
|
||||
1) Jaki “git”: **GitHub czy GitLab**?
|
||||
2) Gdzie ma stać K8s: cloud (EKS/GKE/AKS) czy on-prem/k3s?
|
||||
3) DB w klastrze (StatefulSet) czy zewnętrzny managed Postgres/Timescale?
|
||||
4) Czy “po pushu” ma:
|
||||
- tylko robić rollout na `main`,
|
||||
- czy tworzyć **preview env per branch/PR**,
|
||||
- czy startować **nową wersję vN równolegle** (jak `scripts/ops/`)?
|
||||
5) Jaki dostęp z zewnątrz: domena + TLS, czy wystarczy port-forward / internal?
|
||||
|
||||
356
doc/migration.md
Normal file
356
doc/migration.md
Normal file
@@ -0,0 +1,356 @@
|
||||
# Migracja `trade` do k3s + GitOps (pull) na Gitea + CI/CD
|
||||
|
||||
Ten dokument opisuje plan migracji obecnego stacka (Docker Compose) do k3s z CD w modelu **pull-based** (GitOps): klaster sam synchronizuje „desired state” z repo na Gitei, a CI jedynie buduje/publikuje obrazy i aktualizuje repo deploymentu.
|
||||
|
||||
## Status (VPS / k3s)
|
||||
|
||||
Na VPS jest już uruchomione (k3s single-node):
|
||||
|
||||
- Ingress: Traefik (80/443)
|
||||
- TLS: cert-manager + `ClusterIssuer/letsencrypt-prod`
|
||||
- Gitea (Ingress `https://rv32i.pl`) + registry (`https://rv32i.pl/v2/`)
|
||||
- Argo CD w namespace `argocd`
|
||||
- Gitea Actions runner w namespace `gitea-actions` (act_runner + DinD)
|
||||
- GitOps repo `trade/trade-deploy` podpięte do Argo:
|
||||
- `Application/argocd/trade-staging` (auto-sync)
|
||||
- `namespace/trade-staging`: Postgres/Timescale + Hasura + pgAdmin + Job `hasura-bootstrap`
|
||||
- `namespace/trade-staging`: `trade-api` + `trade-ingestor` (obrazy z registry `rv32i.pl`)
|
||||
- `namespace/trade-staging`: `trade-frontend` + Ingress `trade.rv32i.pl` (basic auth, TLS OK)
|
||||
|
||||
Szybka weryfikacja (VPS):
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get deploy trade-api trade-ingestor -o wide
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/trade-ingestor --tail=40
|
||||
```
|
||||
|
||||
### Tokeny `trade-api` (read/write)
|
||||
|
||||
Endpointy w `trade-api` są chronione tokenami z tabeli `api_tokens`:
|
||||
- `GET /v1/ticks`, `GET /v1/chart` → scope `read`
|
||||
- `POST /v1/ingest/tick` → scope `write`
|
||||
|
||||
W `staging` tokeny są przechowywane jako K8s Secrets (bez commitowania do gita):
|
||||
- `trade-staging/Secret/trade-ingestor-tokens`: `alg.json` (write) + `heliusN.json` (RPC)
|
||||
- `trade-staging/Secret/trade-read-token`: `read.json` (read)
|
||||
- `trade-staging/Secret/trade-frontend-tokens`: `frontend.json` (basic auth) + `read.json` (proxy do API)
|
||||
|
||||
### Dostęp: Argo CD UI (bez konfliktu z lokalnym Hasurą na 8080)
|
||||
|
||||
Port-forward uruchamiasz „na żądanie” (to nie jest stały serwis). Jeśli lokalnie masz Hasurę na `8080`, użyj `8090`.
|
||||
|
||||
Na VPS:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n argocd port-forward --address 127.0.0.1 svc/argocd-server 8090:443
|
||||
```
|
||||
|
||||
Na swoim komputerze:
|
||||
|
||||
```bash
|
||||
ssh -L 8090:127.0.0.1:8090 user@rv32i.pl
|
||||
```
|
||||
|
||||
UI: `https://localhost:8090`
|
||||
|
||||
### Argo CD: username / hasło
|
||||
|
||||
- Username: `admin`
|
||||
- Hasło startowe (pobierz na VPS; nie commituj / nie wklejaj do gita):
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n argocd get secret argocd-initial-admin-secret -o jsonpath='{.data.password}' | base64 -d; echo
|
||||
```
|
||||
|
||||
Po pierwszym logowaniu ustaw własne hasło i (opcjonalnie) usuń `argocd-initial-admin-secret`.
|
||||
|
||||
### Runner: log (czy CI działa)
|
||||
|
||||
Na VPS:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n gitea-actions logs deploy/gitea-act-runner -c runner --tail=80
|
||||
```
|
||||
|
||||
### Portainer (Kubernetes UI): `portainer.rv32i.pl`
|
||||
|
||||
Portainer jest wdrażany przez Argo CD jako osobna aplikacja `portainer` (namespace `portainer`) z Ingressem i cert-managerem.
|
||||
|
||||
Wymagania:
|
||||
- DNS: rekord A `portainer.rv32i.pl` → `77.90.8.171`
|
||||
|
||||
Weryfikacja na VPS:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n argocd get application portainer -o wide
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n portainer get pods,svc,ingress,certificate -o wide
|
||||
```
|
||||
|
||||
Jeśli cert-manager „utknie” na HTTP-01 z powodu cache NXDOMAIN w klastrze, pomocne jest zrestartowanie CoreDNS:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n kube-system rollout restart deploy/coredns
|
||||
```
|
||||
|
||||
Jeśli Portainer pokaże ekran `timeout.html` (setup/login timed out), zrestartuj deployment i od razu dokończ inicjalizację:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n portainer rollout restart deploy/portainer
|
||||
```
|
||||
|
||||
### Frontend UI: `trade.rv32i.pl`
|
||||
|
||||
Frontend jest wdrożony w `trade-staging` i ma Ingress na `trade.rv32i.pl` (Traefik + cert-manager).
|
||||
|
||||
Wymagania:
|
||||
- DNS: rekord A `trade.rv32i.pl` → `77.90.8.171`
|
||||
|
||||
Weryfikacja na VPS:
|
||||
|
||||
```bash
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get deploy trade-frontend -o wide
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get ingress trade-frontend -o wide
|
||||
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get certificate trade-rv32i-pl-tls -o wide
|
||||
```
|
||||
|
||||
Status na dziś:
|
||||
- `Certificate/trade-rv32i-pl-tls` = `Ready=True` (Let’s Encrypt)
|
||||
|
||||
## 0) Stan wejściowy (co dziś jest w repo)
|
||||
|
||||
Projekt ma już logiczny podział „mikroserwisowy”:
|
||||
|
||||
- **DB stack**: `devops/db/docker-compose.yml`
|
||||
- TimescaleDB/Postgres (`postgres`, port 5432)
|
||||
- Hasura (`hasura`, port 8080)
|
||||
- pgAdmin (`pgadmin`, port 5050) – raczej tylko dev/staging
|
||||
- **App stack**: `devops/app/docker-compose.yml`
|
||||
- `trade-api` (`api`, port 8787; health: `GET /healthz`)
|
||||
- `trade-frontend` (`frontend`, port 8081; health: `GET /healthz`)
|
||||
- `trade-ingestor` (`ingestor`, profil `ingest`) – worker ingestujący ticki
|
||||
- **One-shot bootstrap**: `devops/tools/bootstrap/docker-compose.yml`
|
||||
- `db-init`, `db-version`, `db-backfill` (SQL)
|
||||
- `hasura-bootstrap` (track tabel + permissions)
|
||||
|
||||
Sekrety/konfiguracja lokalnie są dziś w `tokens/*.json` (gitignored) i są montowane jako pliki do kontenerów.
|
||||
|
||||
## 1) Cel migracji
|
||||
|
||||
- Przeniesienie usług do k3s (Kubernetes) bez zmiany logiki aplikacji.
|
||||
- Wdrożenia przez GitOps (**pull**, bez „kubectl apply” z CI).
|
||||
- Powtarzalność: jedna ścieżka build → deploy, jednoznaczne tagi/digests.
|
||||
- Minimalny downtime: możliwość uruchamiania wersji równolegle (v1/v2…), jak w `scripts/ops/*`.
|
||||
|
||||
## 2) Założenia i decyzje do podjęcia (checklista)
|
||||
|
||||
Ustal na start (zaznacz jedną opcję, resztę możesz doprecyzować później):
|
||||
|
||||
1) **CD (pull)**: Argo CD czy Flux
|
||||
- Argo CD + (opcjonalnie) Image Updater – popularny i „klikany”
|
||||
- Flux + Image Automation – bardzo „git-first”
|
||||
2) **Registry obrazów**: Gitea Registry czy osobne (Harbor / registry:2)
|
||||
3) **Sekrety w GitOps**: manualne seedy (na start) czy docelowo SOPS/SealedSecrets/ExternalSecrets
|
||||
4) **DB**: w klastrze (StatefulSet + PVC) czy zewnętrzny Postgres/Timescale
|
||||
5) **Środowiska**: `staging` + `prod`? (opcjonalnie preview per branch/PR)
|
||||
6) **Ingress/TLS**: Traefik + cert-manager + Let’s Encrypt (lub inny wariant)
|
||||
|
||||
## 3) Docelowa architektura na k3s (mapowanie 1:1)
|
||||
|
||||
Minimalny, praktyczny podział zasobów:
|
||||
|
||||
- `timescaledb` (Postgres/Timescale): `StatefulSet` + `PVC` + `Service`
|
||||
- `hasura`: `Deployment` + `Service`
|
||||
- `trade-api`: `Deployment` + `Service`
|
||||
- `trade-frontend`: `Deployment` + `Service` + `Ingress`
|
||||
- `trade-ingestor`: `Deployment` (zwykle `replicas: 1`) albo `CronJob` (jeśli ingest ma być okresowy)
|
||||
- migracje/bootstrap:
|
||||
- `Job` dla `db-init`/`db-version`/`db-backfill`
|
||||
- `Job` dla `hasura-bootstrap`
|
||||
|
||||
Ważne:
|
||||
- `trade-api` i `trade-frontend` mają gotowe endpointy `/healthz` do `readinessProbe`/`livenessProbe`.
|
||||
- `trade-ingestor` potrzebuje egress do internetu (RPC do Helius/Drift).
|
||||
|
||||
## 4) Podział repozytoriów (rekomendowane)
|
||||
|
||||
Żeby GitOps było czyste i proste:
|
||||
|
||||
1) Repo aplikacji: **`trade`** (to repo)
|
||||
- kod i Dockerfile: `devops/api/Dockerfile`, `devops/ingestor/Dockerfile`, `devops/app/frontend/Dockerfile`
|
||||
2) Repo deploymentu: **`trade-deploy`** (nowe repo na Gitei)
|
||||
- manifesty K8s (Helm chart albo Kustomize)
|
||||
- overlays per środowisko: `staging/`, `prod/`
|
||||
|
||||
Zasada: CI nie wykonuje deploya do klastra; CI tylko aktualizuje `trade-deploy`, a CD w klastrze to „pulluje”.
|
||||
|
||||
## 5) CI na Gitei (build → push)
|
||||
|
||||
Do wyboru:
|
||||
- **Gitea Actions** + `act_runner` (najbliżej GitHub Actions)
|
||||
- alternatywnie Woodpecker/Drone, jeśli już masz w infra
|
||||
|
||||
Zakres CI:
|
||||
- zbuduj i wypchnij obrazy:
|
||||
- `trade-api`
|
||||
- `trade-frontend`
|
||||
- `trade-ingestor`
|
||||
- taguj deterministycznie, np.:
|
||||
- `sha-<shortsha>` (zawsze)
|
||||
- opcjonalnie `vN` na release
|
||||
- po push obrazu: zaktualizuj `trade-deploy` (tag/digest) lub zostaw to automatyzacji obrazów (patrz niżej).
|
||||
|
||||
## 6) CD (pull) z klastra: GitOps
|
||||
|
||||
Wariant A (najprostszy operacyjnie): **CI robi commit do `trade-deploy`**
|
||||
- CI po zbudowaniu obrazu aktualizuje `values.yaml`/`kustomization.yaml` w `trade-deploy` (tag lub digest) i robi commit/push.
|
||||
- Argo CD / Flux wykrywa zmianę i robi rollout.
|
||||
|
||||
Wariant B (bardziej „autopilot”): **automatyczna aktualizacja obrazów**
|
||||
- Argo CD Image Updater albo Flux Image Automation obserwuje registry i sam aktualizuje repo `trade-deploy`.
|
||||
- CI tylko buduje/pushuje obrazy.
|
||||
|
||||
## 7) Sekrety: `tokens/*.json` → Kubernetes Secret (plikowy mount)
|
||||
|
||||
Docelowo w K8s montujesz te same pliki co w Compose:
|
||||
|
||||
- `tokens/hasura.json` → dla `trade-api` (admin do Hasury)
|
||||
- `tokens/api.json` → dla `trade-api` (admin secret do tokenów API)
|
||||
- `tokens/read.json` → dla `trade-frontend` (proxy do API)
|
||||
- `tokens/frontend.json` → dla `trade-frontend` (basic auth)
|
||||
- `tokens/alg.json` → dla `trade-ingestor` (write token)
|
||||
- `tokens/heliusN.json` (lub `rpcUrl`) → dla `trade-ingestor`
|
||||
|
||||
Nie commituj sekretów do gita. W GitOps wybierz jedną drogę:
|
||||
- start: ręczne `kubectl create secret ...` na środowisko
|
||||
- docelowo: SOPS (age) / SealedSecrets / ExternalSecrets (Vault itp.)
|
||||
|
||||
## 8) Plan wdrożenia (kolejność kroków)
|
||||
|
||||
### Etap 1: Klaster i narzędzia bazowe
|
||||
1) Namespace’y (np. `trade`, `gitea`, `argocd`/`flux-system`).
|
||||
2) StorageClass (na start `local-path`, docelowo rozważ Longhorn).
|
||||
3) Ingress controller (Traefik w k3s) + cert-manager + ClusterIssuer.
|
||||
4) Registry obrazów (Gitea Registry / Harbor / registry:2).
|
||||
5) GitOps controller (Argo CD albo Flux) podpięty do `trade-deploy`.
|
||||
|
||||
### Etap 2: DB + Hasura
|
||||
6) Deploy TimescaleDB (StatefulSet + PVC + Service).
|
||||
7) Uruchom `Job` `db-init` (idempotent) – odpowiednik `devops/tools/bootstrap:db-init`.
|
||||
8) Deploy Hasura (Deployment + Service + Secret na admin/jwt/db-url).
|
||||
9) Uruchom `Job` `hasura-bootstrap` – odpowiednik `devops/tools/bootstrap:hasura-bootstrap`.
|
||||
|
||||
### Etap 3: App stack
|
||||
10) Deploy `trade-api` (Deployment + Service, env `HASURA_GRAPHQL_URL`, `TICKS_TABLE`, `CANDLES_FUNCTION`).
|
||||
11) Sprawdź `GET /healthz` po Service DNS i (opcjonalnie) z zewnątrz.
|
||||
12) Wygeneruj i wgraj tokeny:
|
||||
- read token dla frontendu (`tokens/read.json`)
|
||||
- write token dla ingestora (`tokens/alg.json`)
|
||||
13) Deploy `trade-frontend` + Ingress (TLS opcjonalnie); ustaw `API_UPSTREAM=http://trade-api:8787`.
|
||||
14) Deploy `trade-ingestor` (`replicas: 1`); potwierdź, że ticki wpadają.
|
||||
|
||||
### Etap 4: CI/CD end-to-end
|
||||
15) Skonfiguruj runnera CI (Gitea Actions / Woodpecker).
|
||||
16) Workflow CI: build+push obrazów (i ewentualny commit do `trade-deploy`).
|
||||
17) Zasady promocji: staging → prod (np. tylko tag/release).
|
||||
|
||||
### Etap 4b: Workflow zmian (dev → staging) + snapshoty/rollback
|
||||
|
||||
Rekomendacja: nie robimy “ręcznych” zmian na VPS (żeby nie tworzyć snowflake’a). Każdy deploy ma być **snapshoot’em**, do którego można wrócić: *git commit w `trade-deploy` + pin do obrazu* (`sha-<shortsha>` albo digest; bez `latest`).
|
||||
|
||||
Standardowy flow:
|
||||
1) Zmiany robisz lokalnie (nie musisz odpalać lokalnego Dockera; na start wystarczy szybki build/typecheck).
|
||||
2) Push do gita (PR/merge).
|
||||
3) CI buduje i pushuje obrazy, a następnie aktualizuje `trade-deploy` (tag/digest + ewentualnie `BUILD_TIMESTAMP`).
|
||||
4) Argo CD (auto-sync) wdraża do `trade-staging`.
|
||||
5) Testujesz na VPS (UI/API/ingestor).
|
||||
|
||||
Rollback (szybki, preferowany):
|
||||
- cofasz zmianę w `trade-deploy` (`git revert` / powrót do poprzedniej rewizji w Argo) → Argo wraca do poprzedniego snapshoot’a.
|
||||
|
||||
Rollback (bezpieczny dla “dużych” zmian, np. ingest/schema):
|
||||
- użyj wersjonowania vN (osobna tabela/funkcja/porty) + cutover ingestora; jeśli zmiana nie siądzie, robisz cut back vN → v1 (dane w starej tabeli zostają).
|
||||
|
||||
## 9) Wersjonowanie v1/v2… (równoległe wdrożenia + cutover)
|
||||
|
||||
Repo ma już pattern wersjonowania w Compose (`scripts/ops/*` + `devops/versions/vN.env`).
|
||||
|
||||
Odwzorowanie na K8s:
|
||||
- osobne release’y Helm (np. `trade-v1`, `trade-v2`) albo osobne namespace’y
|
||||
- wspólny DB/Hasura bez zmian
|
||||
- `Job` „version-init”:
|
||||
- uruchamia SQL `db-version` (tworzy `drift_ticks_vN` i funkcje)
|
||||
- uruchamia `hasura-bootstrap` z `TICKS_TABLE`/`CANDLES_FUNCTION` ustawionymi na vN
|
||||
- cutover:
|
||||
- start `trade-ingestor` vN
|
||||
- stop `trade-ingestor` v1
|
||||
- (opcjonalnie) `db-backfill` jako osobny job
|
||||
|
||||
## 10) Definition of Done (DoD)
|
||||
|
||||
- `trade-api` i `trade-frontend` działają na k3s (proby `Ready=True`, brak crashloopów).
|
||||
- `trade-ingestor` zapisuje ticki do właściwej tabeli, a UI pokazuje wykres.
|
||||
- Deploy jest sterowany przez GitOps (zmiana w `trade-deploy` → rollout bez ręcznego `kubectl apply`).
|
||||
- Sekrety są poza gitem (manualnie lub przez wybraną metodę GitOps).
|
||||
|
||||
## 11) Referencje w repo
|
||||
|
||||
- Compose: `devops/db/docker-compose.yml`, `devops/app/docker-compose.yml`, `devops/tools/bootstrap/docker-compose.yml`
|
||||
- Workflow end-to-end: `doc/workflow-api-ingest.md`
|
||||
- Szkic migracji K8s: `doc/k8s-migracja.md`
|
||||
- Gitea na k3s (Traefik/TLS): `doc/gitea-k3s-rv32i.md`
|
||||
|
||||
## 12) Metoda „superproject” (subrepo) – plan refaktoru repozytoriów
|
||||
|
||||
Cel: utrzymać osobne repo dla usług (API/ingestor/frontend) i osobne repo GitOps (`trade-deploy`), a do tego mieć jedno repo „główne” (superproject) spinające wszystko (np. jako **git submodules**).
|
||||
|
||||
### Wybór repo głównego
|
||||
|
||||
Rekomendacja: **`trade/trade-infra` jako repo główne (superproject)**:
|
||||
- jest neutralne (infra/ops), nie miesza kodu aplikacji z manifestami GitOps,
|
||||
- pozwala trzymać jedną „zafiksowaną” wersję całego systemu (SHAs submodułów),
|
||||
- nie wymaga zmiany Argo CD (który nadal może śledzić `trade/trade-deploy`).
|
||||
|
||||
### Docelowy podział ról repo
|
||||
|
||||
- `trade/trade-api` – kod + Dockerfile dla `trade-api`
|
||||
- `trade/trade-ingestor` – kod + Dockerfile dla `trade-ingestor`
|
||||
- `trade/trade-frontend` – kod + Dockerfile dla `trade-frontend` (apps/visualizer + serwer)
|
||||
- `trade/trade-deploy` – GitOps: Kustomize/Helm dla k3s (Argo CD pull)
|
||||
- `trade/trade-doc` – dokumentacja całego projektu (`doc/`), w tym log działań
|
||||
- `trade/trade-infra` – superproject + narzędzia/ops (np. makefile, skrypty, checklisty)
|
||||
|
||||
### Proponowany układ w superprojekcie
|
||||
|
||||
Przykład (ścieżki w `trade/trade-infra`):
|
||||
|
||||
```text
|
||||
trade-infra/
|
||||
api/ -> submodule: trade-api
|
||||
ingestor/ -> submodule: trade-ingestor
|
||||
frontend/ -> submodule: trade-frontend
|
||||
deploy/ -> submodule: trade-deploy
|
||||
doc/ -> submodule: trade-doc
|
||||
```
|
||||
|
||||
### Plan wdrożenia refaktoru (po akceptacji)
|
||||
|
||||
1) Zainicjalizować `trade/trade-infra` jako superproject i dodać submodule do wszystkich subrepo.
|
||||
2) Wyciąć obecny kod do subrepo:
|
||||
- API: `services/api/*` + `devops/api/Dockerfile` → `trade-api/`
|
||||
- Frontend: `apps/visualizer/*` + `services/frontend/*` + `devops/app/frontend/*` → `trade-frontend/`
|
||||
- Ingestor: `scripts/ingest-drift-oracle.ts` (+ minimalny zestaw zależności i Dockerfile) → `trade-ingestor/`
|
||||
3) Przenieść dokumentację do `trade-doc` (w tym log: `doc/steps.md`) i zostawić w pozostałych repo linki do docs.
|
||||
4) Ujednolicić nazwy obrazów i tagowanie:
|
||||
- `rv32i.pl/trade/trade-api:<tag>`
|
||||
- `rv32i.pl/trade/trade-ingestor:<tag>`
|
||||
- `rv32i.pl/trade/trade-frontend:<tag>`
|
||||
5) CI/CD (Gitea Actions) per repo usługi:
|
||||
- build → push do registry,
|
||||
- aktualizacja `trade-deploy` (commit/PR z bumpem tagu/digesta),
|
||||
- staging auto-sync w Argo (prod manual).
|
||||
6) Walidacja end-to-end na k3s:
|
||||
- rollout `trade-staging`,
|
||||
- UI `https://trade.rv32i.pl`,
|
||||
- ingest ticków (`trade-ingestor` → `trade-api`).
|
||||
|
||||
Uwaga: lokalnie repo nie ma historii commitów, więc refaktor będzie startem „od zera” w nowych repo (initial commit per subrepo).
|
||||
158
doc/stats.md
Normal file
158
doc/stats.md
Normal file
@@ -0,0 +1,158 @@
|
||||
# DLOB stats — definicje i wizualizacja
|
||||
|
||||
Ten dokument opisuje metryki liczone z orderbooka DLOB (Drift Limit Order Book) oraz propozycje, jak je prezentować w naszej wizualizacji (warstwami/panelami).
|
||||
|
||||
## Źródła danych (tabele)
|
||||
|
||||
### `dlob_l2_latest` (snapshot L2, “surowy”)
|
||||
|
||||
Snapshot top‑N leveli orderbooka per market.
|
||||
|
||||
- `bids` / `asks`: tablice poziomów `{ price, size }` (wartości zwykle w “skalowanych intach” wg `PRICE_PRECISION` i `BASE_PRECISION`).
|
||||
- `best_bid_price` / `best_ask_price`, `mark_price`, `oracle_price`: w praktyce do szybkiego odczytu top‑of‑book (ale najdokładniej liczyć z `bids/asks`).
|
||||
- `ts`, `slot`: czas/slot źródłowego snapshota z DLOB.
|
||||
- `updated_at`: kiedy worker zapisał snapshot do DB (do oceny “świeżości”).
|
||||
|
||||
Z tego źródła robimy: orderbook UI (paski/heat), mikro‑ceny, symulacje fill.
|
||||
|
||||
### `dlob_stats_latest` (agregat z L2 pod UI)
|
||||
|
||||
Pochodne metryki liczone na podstawie `dlob_l2_latest` (lub równoważnego L2), trzymane jako “latest” per market.
|
||||
|
||||
Metryki:
|
||||
|
||||
- `best_bid_price`, `best_ask_price` (USD): najlepszy bid/ask.
|
||||
- `mid_price` (USD): `(best_bid_price + best_ask_price) / 2`.
|
||||
- `spread_abs` (USD): `best_ask_price - best_bid_price`.
|
||||
- `spread_bps` (bps): `(spread_abs / mid_price) * 10_000` (1 bps = 0.01%).
|
||||
- `depth_levels` (liczba): ile leveli z każdej strony weszło do “depth”.
|
||||
- `depth_bid_base`, `depth_ask_base` (base asset): suma size (w jednostkach bazowych) po top‑N levelach.
|
||||
- `depth_bid_usd`, `depth_ask_usd` (USD): suma `size_base * price` po top‑N levelach.
|
||||
- `imbalance` ([-1..1]): `(depth_bid_usd - depth_ask_usd) / (depth_bid_usd + depth_ask_usd)`; >0 = relatywnie większa płynność po bid.
|
||||
- `mark_price`, `oracle_price` (USD): ceny referencyjne (mark i oracle).
|
||||
- `ts`, `slot`, `updated_at`: metadane czasu/świeżości.
|
||||
|
||||
To jest najszybsze źródło do overlay na wykresie i do KPI w headerze.
|
||||
|
||||
### `dlob_depth_bps_latest` (płynność w pasmach wokół mid)
|
||||
|
||||
Metryki głębokości, ale nie “top‑N leveli” tylko “okno odległości od ceny” w bps.
|
||||
|
||||
Klucz:
|
||||
|
||||
- `(market_name, band_bps)` np. 5/10/20/50/100/200 bps.
|
||||
|
||||
Interpretacja:
|
||||
|
||||
- Dla danego `band_bps` sumujemy płynność tylko z poziomów, które mieszczą się w oknie ±`band_bps` wokół `mid_price`.
|
||||
|
||||
Metryki:
|
||||
|
||||
- `bid_base`, `ask_base` (base asset): suma size w oknie.
|
||||
- `bid_usd`, `ask_usd` (USD): suma `size_base * price` w oknie.
|
||||
- `imbalance` ([-1..1]): jak wyżej, ale per band.
|
||||
- `mid_price`, `best_bid_price`, `best_ask_price` (USD): do kontekstu wyliczeń.
|
||||
- `ts`, `slot`, `updated_at`, `raw`: metadane/diagnostyka.
|
||||
|
||||
To jest najlepsze źródło do wykresów “jak gruby jest orderbook blisko ceny”.
|
||||
|
||||
### `dlob_slippage_latest` (symulacja slippage vs rozmiar)
|
||||
|
||||
Symulacja wykonania zlecenia rynkowego po L2.
|
||||
|
||||
Klucz:
|
||||
|
||||
- `(market_name, side, size_usd)` gdzie `side ∈ {buy,sell}` a `size_usd` to predefiniowane progi (np. 100/500/1000/…).
|
||||
|
||||
Metryki:
|
||||
|
||||
- `impact_bps` (bps): wpływ wykonania vs `mid_price` (zwykle `vwap` względem mid).
|
||||
- `vwap_price` (USD): średnia cena wykonania.
|
||||
- `worst_price` (USD): najgorszy poziom dotknięty podczas fill.
|
||||
- `filled_usd`, `filled_base`: ile realnie weszło w fill (gdy brak płynności, może być < docelowego).
|
||||
- `fill_pct` (%): 100% = pełny fill.
|
||||
- `levels_consumed`: ile leveli zostało “zjedzone”.
|
||||
- `mid_price`, `ts`, `slot`, `updated_at`, `raw`: metadane/diagnostyka.
|
||||
|
||||
To jest idealne do “Dynamic Slippage” w formularzu i do wykresu slippage‑vs‑size.
|
||||
|
||||
## Jak nanieść na wizualizację (warstwy/panele)
|
||||
|
||||
Poniżej propozycja warstw, pogrupowanych tak, żeby serie w jednej warstwie były w tej samej “domenie” (jednostki i semantyka).
|
||||
|
||||
### Warstwa 1: Cena / Quotes (oś Y = USD, overlay na głównym wykresie)
|
||||
|
||||
Źródło: `dlob_stats_latest`.
|
||||
|
||||
- Linie: `mark_price` i `oracle_price` (referencje).
|
||||
- Linie: `best_bid_price` i `best_ask_price` (top‑of‑book).
|
||||
- Opcjonalnie: `mid_price` jako linia przerywana.
|
||||
- Opcjonalnie: “spread band” (wypełnienie między bid i ask).
|
||||
|
||||
Efekt: w jednym miejscu widać gdzie jest rynek + jak szeroki jest spread.
|
||||
|
||||
### Warstwa 2: Spread (panel pod wykresem, oś Y = bps)
|
||||
|
||||
Źródło: `dlob_stats_latest`.
|
||||
|
||||
- Linia: `spread_bps`.
|
||||
- Tooltip/secondary: `spread_abs` (USD) jako dodatkowa informacja (zwykle bez drugiej osi, żeby nie mieszać skali).
|
||||
|
||||
Efekt: szybkie “koszt wejścia/wyjścia” i jego zmienność.
|
||||
|
||||
### Warstwa 3: Płynność top‑N + imbalance (panel, oś Y = USD + opcjonalnie linia imbalance)
|
||||
|
||||
Źródło: `dlob_stats_latest`.
|
||||
|
||||
- Area: `depth_bid_usd` i `depth_ask_usd` (dwie serie, zielona/czerwona).
|
||||
- Opcjonalnie: linia `imbalance` (druga oś, zakres [-1..1]) albo jako wskaźnik liczbowy.
|
||||
|
||||
Efekt: ile jest płynności “najbliżej” top‑of‑book (w definicji top‑N leveli).
|
||||
|
||||
### Warstwa 4: Płynność jako funkcja odległości (bps bands) (panel)
|
||||
|
||||
Źródło: `dlob_depth_bps_latest`.
|
||||
|
||||
Dwa czytelne warianty prezentacji:
|
||||
|
||||
1) Fan chart / multi‑line:
|
||||
- Linie `bid_usd(band_bps)` i `ask_usd(band_bps)` dla kilku bandów (np. 10/50/200).
|
||||
|
||||
2) Stacked:
|
||||
- Słupki/area pokazujące “ile dodaje kolejne pasmo” (np. 0–10, 10–20, 20–50 bps), osobno dla bid i ask.
|
||||
|
||||
Efekt: “jak szybko rośnie płynność, gdy odchodzę od mid”.
|
||||
|
||||
### Warstwa 5: Slippage vs size (osobny panel XY, nie timeline)
|
||||
|
||||
Źródło: `dlob_slippage_latest`.
|
||||
|
||||
- Oś X: `size_usd`.
|
||||
- Oś Y: `impact_bps`.
|
||||
- Dwie krzywe: `buy` i `sell`.
|
||||
- Marker: aktualny “Order Value” z formularza (punkt na krzywej).
|
||||
|
||||
Efekt: bardzo czytelna krzywa kosztu wykonania względem rozmiaru.
|
||||
|
||||
### Warstwa 6: Heat / “paski” orderbooka (widok orderbook albo overlay z ograniczeniem)
|
||||
|
||||
Źródło: `dlob_l2_latest`.
|
||||
|
||||
- Paski (zielone/czerwone) per poziom ceny, intensywność ∝ `size` (jak na Drift UI).
|
||||
- To najlepiej działa jako:
|
||||
- osobny panel “Orderbook” (snapshot), albo
|
||||
- “edge overlay” przy prawej krawędzi wykresu (bez historii).
|
||||
|
||||
Efekt: “gdzie stoją ściany” i jak się zmieniają.
|
||||
|
||||
## Uwaga o historii (“latest” vs wykres w czasie)
|
||||
|
||||
Tabele `*_latest` są świetne do live UI i subscriptions, ale **nie przechowują historii** do rysowania timeline (np. spread przez ostatnie 24h).
|
||||
|
||||
Jeśli chcemy historię:
|
||||
|
||||
- opcja A: dodać osobne tabele time‑series (np. `dlob_stats_ts`, `dlob_depth_bps_ts`, `dlob_slippage_ts`) i zasilać je workerem,
|
||||
- opcja B: rozszerzyć ingest ticków (`drift_ticks`) o dodatkowe pola/nową tabelę eventów dla metryk orderbooka.
|
||||
|
||||
Wtedy warstwy 2–5 mogą być prawdziwymi wykresami “w czasie”, a nie tylko bieżącym odczytem.
|
||||
|
||||
231
doc/steps.md
Normal file
231
doc/steps.md
Normal file
@@ -0,0 +1,231 @@
|
||||
# steps.md
|
||||
|
||||
Log działań wykonywanych w ramach migracji `trade` → k3s + Gitea + GitOps (pull).
|
||||
Uwaga: **nie zapisuję sekretów** (hasła, tokeny, prywatne klucze) – jeśli pojawiają się w outputach narzędzi, są pomijane/redagowane.
|
||||
|
||||
## 2026-01-05
|
||||
|
||||
### Repo: inwentaryzacja i plan
|
||||
- Przejrzano strukturę repo (`apps/`, `devops/`, `services/`, `doc/`) i istniejące Compose stacki:
|
||||
- DB: `devops/db/docker-compose.yml`
|
||||
- App: `devops/app/docker-compose.yml`
|
||||
- Bootstrap (one-shot): `devops/tools/bootstrap/docker-compose.yml`
|
||||
- Sprawdzono Dockerfile:
|
||||
- API: `devops/api/Dockerfile`
|
||||
- Frontend: `devops/app/frontend/Dockerfile`
|
||||
- Ingestor: `devops/ingestor/Dockerfile`
|
||||
- Sprawdzono skrypty wersjonowania Compose (v1/v2…): `scripts/ops/*` + env: `devops/versions/v1.env`.
|
||||
- Dodano dokument planu migracji: `doc/migration.md`.
|
||||
|
||||
### Gitea: repo GitOps (MCP Gitea)
|
||||
- Utworzono repo `trade/trade-deploy` (public, `main`, auto-init).
|
||||
- Dodano szkielet Kustomize:
|
||||
- `kustomize/base/` (placeholder ConfigMap)
|
||||
- `kustomize/overlays/staging/` (`namespace: trade-staging`)
|
||||
- `kustomize/overlays/prod/` (`namespace: trade-prod`)
|
||||
- Dodano bootstrap manifesty Argo CD Application:
|
||||
- `bootstrap/argocd/application-trade-staging.yaml` (auto-sync + CreateNamespace)
|
||||
- `bootstrap/argocd/application-trade-prod.yaml` (CreateNamespace, bez auto-sync)
|
||||
- Dodano DB stack do `trade-deploy` (manifests + bootstrap):
|
||||
- Postgres/Timescale: `kustomize/base/postgres/*` + init SQL: `kustomize/base/initdb/001_init.sql`
|
||||
- Hasura: `kustomize/base/hasura/*` + job `hasura-bootstrap` (track tables/functions)
|
||||
- Staging: `kustomize/overlays/staging/pgadmin.yaml` + patch Hasury (console/dev mode)
|
||||
- Zaktualizowano `README.md` w `trade-deploy` o wymagane sekrety i port-forward.
|
||||
|
||||
### VPS: audyt stanu (MCP SSH)
|
||||
- Host: `qstack` (Debian), k3s działa; dostęp do klastra uzyskany przez `KUBECONFIG=/etc/rancher/k3s/k3s.yaml` (bez sudo).
|
||||
- Ingress: Traefik działa (LB na `77.90.8.171`, porty 80/443).
|
||||
- TLS: cert-manager działa; `ClusterIssuer/letsencrypt-prod` jest `Ready=True`.
|
||||
- Gitea jest zainstalowana w k3s (Helm release `gitea` w namespace `gitea`), Ingress na `rv32i.pl`, cert `rv32i-pl-tls` jest `Ready=True`.
|
||||
- GitOps controller (Argo CD / Flux): **nie znaleziono** (brak namespace `argocd` i `flux-system`).
|
||||
- Wdrożenia aplikacji `trade-*` w k3s: **nie znaleziono** (brak deploy/podów z nazwą `trade`).
|
||||
- Registry: endpoint `https://rv32i.pl/v2/` odpowiada (401 bez autoryzacji).
|
||||
|
||||
### Gitea: audyt stanu (MCP Gitea)
|
||||
- Zalogowany użytkownik: `u1` (admin).
|
||||
- Organizacja `trade` istnieje; są utworzone repozytoria (puste, bez commitów/branchy):
|
||||
- `trade/trade-api`
|
||||
- `trade/trade-frontend`
|
||||
- `trade/trade-ingestor`
|
||||
- `trade/trade-infra`
|
||||
- Repo `trade-deploy` (manifesty GitOps): **nie znaleziono**.
|
||||
|
||||
### VPS: Argo CD (MCP SSH)
|
||||
- Zainstalowano Argo CD przez Helm: release `argocd` w namespace `argocd` (`argo/argo-cd`).
|
||||
- Utworzono `Application` dla staging z `trade-deploy`:
|
||||
- zastosowano `bootstrap/argocd/application-trade-staging.yaml`
|
||||
- Argo utworzyło namespace `trade-staging` i zsynchronizowało placeholder ConfigMap `trade-deploy-info`.
|
||||
- Uwaga: jeśli port `8080` jest zajęty lokalnie (np. przez Hasurę), do port-forward użyj innego portu (np. `8090:443`).
|
||||
|
||||
### VPS: Gitea Actions runner (MCP SSH)
|
||||
- Wykryto wymaganie: `sudo` wymaga hasła, więc runner postawiony w k3s (bez instalacji binarki na hoście).
|
||||
- Utworzono namespace `gitea-actions` oraz zasoby dla `act_runner` (DinD sidecar + runner):
|
||||
- manifest w `trade-deploy`: `bootstrap/gitea-actions/act-runner.yaml`
|
||||
- sekret `act-runner-registration-token` utworzony w klastrze z tokena rejestracyjnego pobranego z Gitei (API admin; token nie trafia do gita)
|
||||
- Naprawiono start Dockera w sidecar:
|
||||
- początkowo próba po unix-sockecie powodowała konflikt (`docker.sock` jako katalog)
|
||||
- finalnie ustawiono `DOCKER_HOST=tcp://127.0.0.1:2375` (runner ↔ dind po localhost), co uruchomiło runnera poprawnie.
|
||||
|
||||
### Uwaga: seed sekretów (blokada narzędzia)
|
||||
- Przy próbie seedowania sekretów do `trade-staging` przez MCP SSH pojawił się trwały timeout na każde polecenie (`ssh-mcp/exec`), więc ten krok został opisany w `trade-deploy/README.md` do wykonania ręcznie na VPS.
|
||||
|
||||
### VPS: dostęp SSH kluczem (wymagane hasło)
|
||||
- Użytkownik poprosił o używanie naszego klucza prywatnego dla VPS: `k/qstack/qstack`.
|
||||
- Klucz jest zaszyfrowany hasłem (passphrase). Bez podania passphrase nie da się go użyć w trybie nieinteraktywnym (`ssh`/`ssh-keygen` zwraca błąd o niepoprawnym passphrase / brak `ssh-askpass`).
|
||||
- Żeby kontynuować automatyzację z tej sesji są 2 opcje:
|
||||
1) dostarczyć passphrase poza czatem (np. lokalnie w pliku w `tokens/`, gitignored) i używać `SSH_ASKPASS`, albo
|
||||
2) wygenerować osobny klucz bez passphrase jako “deploy key” tylko do automatyzacji i dodać jego publiczną część do `~user/.ssh/authorized_keys` na VPS.
|
||||
|
||||
### Następne kroki (do zrobienia)
|
||||
- Wybrać GitOps controller (Argo CD vs Flux) i zainstalować w k3s.
|
||||
- Utworzyć repo `trade-deploy` i dodać strukturę Helm/Kustomize (staging/prod).
|
||||
- Postawić runner CI (Gitea Actions `act_runner` lub alternatywa) i dodać pipeline build+push obrazów.
|
||||
- Dopiero potem: manifesty K8s dla `trade-api`/`trade-frontend`/`trade-ingestor` + DB/Hasura + joby migracji.
|
||||
|
||||
## 2026-01-06
|
||||
|
||||
### VPS: SSH kluczem projektu (passphrase)
|
||||
- Użyto klucza prywatnego `k/qstack/qstack` do połączenia z VPS przez `ssh` (z `SSH_ASKPASS` czytającym passphrase z `tokens/vps-ssh.json`, plik gitignored).
|
||||
- Skrypt `tokens/ssh-askpass.sh` był tworzony tymczasowo i został usunięty po użyciu (żeby nie ryzykować przypadkowego commita).
|
||||
|
||||
### Doprecyzowanie dostępu i bezpieczeństwo repo
|
||||
- Dopisano w `doc/migration.md` bieżący status VPS/k3s oraz komendy do Argo CD (port-forward na `8090`) i logów runnera.
|
||||
- Zaktualizowano `.gitignore`, żeby ignorować sekrety/klucze lokalne: `tokens/*`, `k/`, `argo/pass`, `gitea/token`.
|
||||
|
||||
### k3s: seed sekretów (staging)
|
||||
- Utworzono sekrety w namespace `trade-staging` (wartości wygenerowane losowo, nie logowane):
|
||||
- `trade-postgres` (`POSTGRES_*`)
|
||||
- `trade-hasura` (`HASURA_GRAPHQL_ADMIN_SECRET`, `HASURA_JWT_KEY`)
|
||||
- `trade-pgadmin` (`PGADMIN_DEFAULT_*`)
|
||||
|
||||
### Argo CD: deploy DB stack (staging)
|
||||
- Wymuszono refresh aplikacji Argo `trade-staging` (annotation `argocd.argoproj.io/refresh=hard`).
|
||||
- Status: `trade-staging` = `Synced` / `Healthy`.
|
||||
- Workloady w `trade-staging` działają:
|
||||
- `StatefulSet/postgres` = `postgres-0 Running`
|
||||
- `Deployment/hasura` = `Running`
|
||||
- `Deployment/pgadmin` = `Running`
|
||||
- `Job/hasura-bootstrap` = `Completed` (log: `[hasura-bootstrap] ok`)
|
||||
|
||||
### Portainer: dlaczego nie widać k3s (wyjaśnienie)
|
||||
- Portainer uruchomiony jako kontener Docker domyślnie widzi tylko środowisko Docker; k3s używa `containerd`, więc nie zobaczysz „podów” w `docker ps` ani w Portainerze jako kontenerów Dockera.
|
||||
- Żeby Portainer widział „wnętrze” k3s trzeba dodać środowisko typu `Kubernetes` w Portainer UI albo postawić Portainera bezpośrednio w klastrze (rekomendowane).
|
||||
|
||||
### Portainer (opcja A): wdrożenie w k3s + Ingress `portainer.rv32i.pl`
|
||||
- Dodano do GitOps repo `trade/trade-deploy` paczkę Kustomize: `kustomize/infra/portainer` (Namespace+RBAC+PVC+Deployment+Service+Ingress).
|
||||
- Dodano Argo CD `Application` dla Portainera: `bootstrap/argocd/application-portainer.yaml`.
|
||||
- Zastosowano `Application` na VPS i potwierdzono status: `portainer` = `Synced` / `Healthy`.
|
||||
- Ingress utworzony na host `portainer.rv32i.pl` (Traefik).
|
||||
- cert-manager utworzył `Certificate/portainer-rv32i-pl-tls`, ale ACME jest `pending` dopóki DNS `portainer.rv32i.pl` nie wskazuje na `77.90.8.171` (brak rekordu A w momencie sprawdzania).
|
||||
|
||||
### Portainer: DNS + TLS + odblokowanie „New Portainer installation timed out”
|
||||
- Potwierdzono, że rekord A `portainer.rv32i.pl` istnieje na autorytatywnych DNS (`dns*.home.pl`) i rozwiązuje się na publicznych resolverach.
|
||||
- Zrestartowano `Deployment/portainer` w namespace `portainer`, żeby odblokować ekran inicjalizacji (komunikat “timed out for security purposes”).
|
||||
- cert-manager miał „zawieszone” HTTP-01 self-check przez cache NXDOMAIN w klastrze; zrestartowano `Deployment/coredns` w `kube-system`, po czym certyfikat stał się `Ready=True` (`Certificate/portainer-rv32i-pl-tls`).
|
||||
|
||||
### Registry: token do Gitea Packages + docker login
|
||||
- Na VPS (z poziomu poda Gitei) wygenerowano token `read:package,write:package` dla użytkownika `u1`:
|
||||
- polecenie: `gitea admin user generate-access-token --username u1 --scopes "read:package,write:package" --raw`
|
||||
- token zapisany lokalnie w `tokens/gitea-registry.token` (gitignored; wartość nie jest logowana).
|
||||
- Wykonano `docker login rv32i.pl` (bez logowania tokena).
|
||||
- Zaktualizowano `.dockerignore`, żeby nie wysyłać do build context katalogów z sekretami/kluczami (`tokens/*`, `k/`, `gitea/`, `argo/`).
|
||||
|
||||
### Obrazy: build + push (trade-api, trade-ingestor)
|
||||
- Zbudowano i wypchnięto obrazy do Gitea registry:
|
||||
- `rv32i.pl/trade/trade-api:k3s-20260106013603`
|
||||
- `rv32i.pl/trade/trade-ingestor:k3s-20260106013603`
|
||||
- Tag zapisany lokalnie w `tokens/last-image-tag.txt` (gitignored).
|
||||
|
||||
### GitOps: manifesty k3s dla API + ingestor (trade-deploy)
|
||||
- Dodano do repo `trade/trade-deploy`:
|
||||
- `kustomize/base/api/deployment.yaml` + `kustomize/base/api/service.yaml`
|
||||
- `kustomize/base/ingestor/deployment.yaml`
|
||||
- aktualizacja `kustomize/base/kustomization.yaml` (dopięcie nowych zasobów).
|
||||
- Konfiguracja:
|
||||
- `trade-api` używa `HASURA_GRAPHQL_URL=http://hasura:8080/v1/graphql` i sekretów `trade-hasura` + `trade-api` (admin).
|
||||
- `trade-ingestor` startuje w trybie `INGEST_VIA=hasura` (bez tokenów API) i używa `trade-hasura` + `trade-ingestor-tokens` (RPC).
|
||||
|
||||
### k3s: seedy sekretów + weryfikacja (staging)
|
||||
- Utworzono w `trade-staging`:
|
||||
- `Secret/gitea-registry` (imagePullSecret do `rv32i.pl`)
|
||||
- `Secret/trade-api` (`API_ADMIN_SECRET`, wygenerowany losowo; nie logowany)
|
||||
- `Secret/trade-ingestor-tokens` (plik `heliusN.json`; wartość nie logowana)
|
||||
- Argo CD `Application/trade-staging` po refresh: `Synced` / `Healthy`.
|
||||
- Pody w `trade-staging` uruchomione: `trade-api` i `trade-ingestor` (`Running`).
|
||||
- Logi:
|
||||
- `trade-api` startuje i maskuje sekrety (`***`).
|
||||
- `trade-ingestor` pobiera ceny i ingestuje ticki; URL RPC jest redagowany (`api-key=***`).
|
||||
|
||||
### Ingest przez API + tokeny read/write
|
||||
- Zmieniono `trade-ingestor` na `INGEST_VIA=api` (pisze do `trade-api` zamiast bezpośrednio do Hasury); manifest w `trade/trade-deploy`: `kustomize/base/ingestor/deployment.yaml`.
|
||||
- Utworzono tokeny w `trade-api`:
|
||||
- `write` (dla ingestora) oraz `read` (dla klientów UI/odczytu)
|
||||
- tokeny zapisane jako K8s Secrets (wartości nie logowane):
|
||||
- `trade-staging/Secret/trade-ingestor-tokens`: `alg.json` (write) + `heliusN.json` (RPC)
|
||||
- `trade-staging/Secret/trade-read-token`: `read.json` (read)
|
||||
- Wymuszono rollout `Deployment/trade-ingestor` i potwierdzono w logach:
|
||||
- `ingestVia: "api"`, `writeUrl: "http://trade-api:8787/v1/ingest/tick"`, `auth: "bearer"`.
|
||||
- Potwierdzono, że `trade-api /v1/ticks` działa z tokenem `read` (bez ujawniania tokena).
|
||||
|
||||
### Frontend: deploy na k3s (staging) + Ingress `trade.rv32i.pl`
|
||||
- Zbudowano i wypchnięto obraz do Gitea registry:
|
||||
- `rv32i.pl/trade/trade-frontend:k3s-20260106013603`
|
||||
- Dodano manifesty do `trade/trade-deploy`:
|
||||
- `kustomize/base/frontend/deployment.yaml` + `kustomize/base/frontend/service.yaml`
|
||||
- staging: `kustomize/overlays/staging/frontend-ingress.yaml` (host `trade.rv32i.pl`)
|
||||
- aktualizacje `kustomize/base/kustomization.yaml` i `kustomize/overlays/staging/kustomization.yaml`.
|
||||
- Utworzono sekret `trade-staging/Secret/trade-frontend-tokens` (pliki `frontend.json` + `read.json`; wartości nie logowane).
|
||||
- Argo CD `Application/trade-staging`: `Synced` / `Healthy`; `Deployment/trade-frontend` = `Running`, `/healthz` działa.
|
||||
- TLS dla `trade.rv32i.pl` jest `pending` dopóki DNS `trade.rv32i.pl` nie wskazuje na `77.90.8.171` (w razie cache NXDOMAIN: restart `kube-system/coredns` jak wcześniej).
|
||||
|
||||
### DNS: `trade.rv32i.pl` (weryfikacja)
|
||||
- Sprawdzono rekord A `trade.rv32i.pl` na autorytatywnych DNS (`dns*.home.pl`) oraz na publicznych resolverach: **brak odpowiedzi** (rekord nie był jeszcze widoczny na NS), więc cert-manager trzyma `trade-rv32i-pl-tls` w stanie `pending` (NXDOMAIN).
|
||||
- Uwaga: jeśli w panelu DNS dodasz rekord i nadal masz `NXDOMAIN`, sprawdź czy host nie ma literówki (np. `rade` zamiast `trade`) i czy rekord jest zapisany jako A/CNAME dla właściwej nazwy `trade.rv32i.pl`.
|
||||
|
||||
### DNS/TLS: `trade.rv32i.pl` (finalizacja)
|
||||
- Użytkownik potwierdził rekord A `trade.rv32i.pl` → `77.90.8.171` na autorytatywnych DNS (`dns.home.pl`).
|
||||
- Na VPS potwierdzono:
|
||||
- `Ingress/trade-frontend` ma host `trade.rv32i.pl`.
|
||||
- `Certificate/trade-rv32i-pl-tls` = `Ready=True`.
|
||||
- `https://trade.rv32i.pl` odpowiada `HTTP 401` (basic auth) – czyli Ingress + TLS działają.
|
||||
|
||||
### Weryfikacja wdrożenia (MCP SSH)
|
||||
- `argocd/Application`: `trade-staging` i `portainer` = `Synced` / `Healthy`.
|
||||
- `trade-staging`: wszystkie workloady `Running` (Postgres/Hasura/pgAdmin/trade-api/trade-ingestor/trade-frontend).
|
||||
- `trade-ingestor` ma `INGEST_VIA=api` oraz `INGEST_API_URL=http://trade-api:8787` (ingest przez API z tokenem write).
|
||||
|
||||
### Portainer: odblokowanie ekranu `timeout.html`
|
||||
- Zrestartowano `Deployment/portainer` w namespace `portainer`, żeby ponownie pojawił się kreator inicjalizacji (admin user/password).
|
||||
|
||||
### Gitea: lista repo w organizacji `trade`
|
||||
- `trade/trade-api`
|
||||
- `trade/trade-deploy`
|
||||
- `trade/trade-doc`
|
||||
- `trade/trade-frontend`
|
||||
- `trade/trade-infra`
|
||||
- `trade/trade-ingestor`
|
||||
|
||||
## 2026-01-06
|
||||
|
||||
### Zmiana: log działań w `doc/`
|
||||
- Przeniesiono log działań z `steps.md` → `doc/steps.md` (zgodnie z nową zasadą: wszystko projektowe ląduje w `doc/`).
|
||||
|
||||
### Superproject: decyzja + plan (do akceptacji)
|
||||
- Zaproponowano `trade/trade-infra` jako repo główne (superproject) spinające subrepo (API/ingestor/frontend/deploy/doc).
|
||||
- Plan refaktoru opisany w `doc/migration.md` (sekcja „Metoda superproject”).
|
||||
- Użytkownik zaakceptował `trade/trade-infra` jako superproject; do decyzji pozostało: `submodules` vs `subtree` (rekomendacja: submodules, jeśli chcemy zachować niezależne repo + pinowanie wersji).
|
||||
|
||||
## 2026-01-10
|
||||
|
||||
### V2: GraphQL + WS (Hasura) + DLOB stats (staging)
|
||||
- `trade/trade-deploy`:
|
||||
- Podbito obraz frontendu do `gitea.mpabi.pl/trade/trade-frontend:sha-f85e6da` (UI proxy’uje Hasurę pod `/graphql` + WS pod `/graphql-ws`).
|
||||
- W Hasurze włączono `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public` (UI bez tokena; bootstrap nadaje ograniczone `select`).
|
||||
- W schemacie Postgresa dodano tabele pod statystyki DLOB: `public.dlob_l2_latest` i `public.dlob_stats_latest` (w `kustomize/base/initdb/001_init.sql`).
|
||||
- Dodano job migracji DB dla istniejących wolumenów: `kustomize/base/postgres/job-migrate.yaml` (Argo hook; uruchamia `psql -f 001_init.sql`).
|
||||
- `kustomize/base/hasura/job-bootstrap.yaml` działa jako Argo hook (re-run na sync) i trackuje tabele/permissions DLOB.
|
||||
- Dodano `dlob-worker` w k3s: `kustomize/base/dlob-worker/*` (Deployment + script jako ConfigMap); worker polluje `https://dlob.drift.trade/l2` i upsertuje do Hasury dla `PUMP/SOL/BONK/BTC/ETH` perps.
|
||||
- `apps/visualizer` (frontend na laptopie, dev mode):
|
||||
- `apps/visualizer/__start` odpala Vite z proxy do `https://trade.mpabi.pl` + ustawia `VITE_HASURA_WS_URL=/graphql-ws`.
|
||||
- `apps/visualizer/src/lib/graphqlWs.ts` wspiera względny `VITE_HASURA_WS_URL` (np. `/graphql-ws`) i normalizuje go do pełnego `ws(s)://...`.
|
||||
- `apps/visualizer/src/lib/hasura.ts` domyślnie używa `/graphql` (zgodnie z flow: dev UI → staging przez proxy).
|
||||
194
doc/workflow-api-ingest.md
Normal file
194
doc/workflow-api-ingest.md
Normal file
@@ -0,0 +1,194 @@
|
||||
# Workflow: init bazy + app stack + ingest przez API (tokeny + basic auth)
|
||||
|
||||
Docelowy podział na 3 compose’y:
|
||||
1) `devops/db/docker-compose.yml` → **Postgres/TimescaleDB + Hasura + pgAdmin** (DB stack)
|
||||
2) `devops/tools/bootstrap/docker-compose.yml` → **one-shot tools** (init SQL + Hasura metadata)
|
||||
3) `devops/app/docker-compose.yml` → **API + frontend (+ opcjonalny ingestor)** (app stack)
|
||||
|
||||
## TL;DR (local, end-to-end)
|
||||
1) `npm install`
|
||||
2) DB: `docker compose -f devops/db/docker-compose.yml up -d`
|
||||
3) Schema/metadata: `docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init` + `docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap`
|
||||
4) Tokeny: skopiuj `tokens/*.example.json` → `tokens/*.json` + ustaw RPC w `tokens/heliusN.json` (albo po prostu `cp tokens/helius.json tokens/heliusN.json`)
|
||||
5) API: `docker compose -f devops/app/docker-compose.yml up -d api` + `curl -sS http://localhost:8787/healthz`
|
||||
6) Tokeny (revocable): `npm run token:api -- --scopes write --out tokens/alg.json` + `npm run token:api -- --scopes read --out tokens/read.json`
|
||||
7) Frontend: `docker compose -f devops/app/docker-compose.yml up -d frontend`
|
||||
8) Ingestor: `docker compose -f devops/app/docker-compose.yml --profile ingest up -d`
|
||||
9) DLOB worker (Hasura stats/subscriptions): `docker compose -f devops/app/docker-compose.yml --profile dlob up -d dlob-worker`
|
||||
|
||||
Uwaga: ceny w `drift_ticks` są `NUMERIC` (Hasura zwykle zwraca/oczekuje stringów dla `numeric`); `trade-api` normalizuje je do `number` w `/v1/chart`.
|
||||
|
||||
## DLOB worker (Drift DLOB → Hasura) + GraphQL subscriptions
|
||||
|
||||
Cel: UI dostaje “global stats” (best bid/ask/spread/depth) przez **GraphQL + WS** (Hasura subscriptions), bez wystawiania sekretów do przeglądarki.
|
||||
|
||||
- Worker: `dlob-worker` pobiera snapshoty orderbooka z `https://dlob.drift.trade/l2` i upsertuje do Hasury.
|
||||
- Tabele:
|
||||
- `dlob_l2_latest` (raw L2 snapshot)
|
||||
- `dlob_stats_latest` (wyliczone statystyki)
|
||||
- UI: subskrybuje `dlob_stats_latest` po `/graphql` (proxy w `trade-frontend` obsługuje też WS upgrade).
|
||||
|
||||
Start lokalnie:
|
||||
```bash
|
||||
docker compose -f devops/app/docker-compose.yml --profile dlob up -d --build dlob-worker
|
||||
```
|
||||
|
||||
Opcjonalne env:
|
||||
- `DLOB_MARKETS=PUMP-PERP,SOL-PERP,BONK-PERP,BTC-PERP,ETH-PERP`
|
||||
- `DLOB_POLL_MS=500`
|
||||
- `DLOB_DEPTH=10`
|
||||
|
||||
Uwaga: UI nie potrzebuje sekretów Hasury, bo w `devops/db/docker-compose.yml` jest `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public`, a `hasura-bootstrap` nadaje roli `public` tylko `select` na tabelach DLOB.
|
||||
|
||||
## Migracja (bez kasowania danych)
|
||||
Szybka sekwencja do migracji schematu + odpalenia stacka (bez `down -v`) jest w `r1.txt`.
|
||||
|
||||
## Wersjonowanie API/UI (v2, v3...) bez ruszania DB/Hasury
|
||||
Cel: uruchamiasz nową wersję `api+frontend(+ingestor)` równolegle, na **nowych tabelach**, na **nowych portach**, a potem robisz cutover ingestora.
|
||||
|
||||
Konwencja:
|
||||
- v1: tabela `drift_ticks`, funkcja `get_drift_candles`, porty `8787/8081`
|
||||
- vN: tabela `drift_ticks_vN`, funkcja `get_drift_candles_vN`, porty `8787+(N-1)` i `8081+(N-1)`
|
||||
- wspólne: Postgres/Hasura/pgAdmin + `api_tokens` (tokeny) zostają bez wersjonowania
|
||||
|
||||
Skrypty: `scripts/ops/` (tworzą też env w `devops/versions/vN.env`)
|
||||
- `bash scripts/ops/version-init.sh 2` migracja DB + create `drift_ticks_v2` + track w Hasurze
|
||||
- `bash scripts/ops/version-up.sh 2` start `api+frontend` v2 (host: `8788/8082`)
|
||||
- `bash scripts/ops/version-ingestor-up.sh 2` start ingestor v2 (pisze do v2 API → `drift_ticks_v2`)
|
||||
- `bash scripts/ops/version-cutover.sh 1 2` start v2 ingestor, potem stop v1 ingestor
|
||||
- `bash scripts/ops/version-backfill.sh 1 2` backfill ALL: `drift_ticks` → `drift_ticks_v2`
|
||||
- `bash scripts/ops/version-down.sh 1` usuń stare kontenery v1 (DB bez zmian)
|
||||
- `bash scripts/ops/version-check.sh 2` healthz/ticks/chart dla v2
|
||||
|
||||
## Reset (UWAGA: kasuje dane z bazy)
|
||||
Jeśli uruchomisz `docker compose -f devops/db/docker-compose.yml down -v`, Postgres/Timescale traci cały wolumen (czyli rekordy z `drift_ticks`).
|
||||
|
||||
## Dane logowania (dev)
|
||||
- Postgres: `postgres://admin:pass@localhost:5432/crypto`
|
||||
- Hasura: `http://localhost:8080` (admin secret: `tokens/hasura.json` → `adminSecret`)
|
||||
- pgAdmin: `http://localhost:5050` (login: `admin@example.com`, hasło: `admin`)
|
||||
- Frontend UI: `http://localhost:8081` (basic auth: `tokens/frontend.json` → `username`/`password`)
|
||||
|
||||
## 0) Start DB stack
|
||||
Z root repo:
|
||||
```bash
|
||||
docker compose -f devops/db/docker-compose.yml up -d
|
||||
```
|
||||
Ten krok tworzy wspólną sieć Dockera `trade-net`, przez którą app stack łączy się do Hasury.
|
||||
|
||||
## 1) Init / upgrade schematu bazy (idempotent)
|
||||
Użyj zwłaszcza, jeśli masz istniejący wolumen Postgresa:
|
||||
```bash
|
||||
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init
|
||||
```
|
||||
To jest też krok, który trzeba odpalić po zmianach w `devops/db/initdb/001_init.sql` (np. migracja `DOUBLE PRECISION` → `NUMERIC`).
|
||||
|
||||
## 2) Hasura metadata bootstrap (track tabel + permissions)
|
||||
```bash
|
||||
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap
|
||||
```
|
||||
|
||||
## 3) Skonfiguruj API + frontend
|
||||
Utwórz lokalne pliki (gitignored) w `tokens/`:
|
||||
- `tokens/hasura.json` z `tokens/hasura.example.json` (URL + admin secret dla Hasury, używane przez `trade-api`)
|
||||
- `tokens/api.json` z `tokens/api.example.json` (sekret admina do tworzenia/revoke tokenów API)
|
||||
- `tokens/frontend.json` z `tokens/frontend.example.json` (basic auth do UI)
|
||||
- `tokens/heliusN.json` (RPC dla Drift; albo `heliusApiKey`, albo pełny `rpcUrl`)
|
||||
|
||||
Jeśli odpalasz lokalne skrypty (`npm run token:*`, `npm run ingest:*`) wykonaj też:
|
||||
```bash
|
||||
npm install
|
||||
```
|
||||
|
||||
## 4) Start API (trade-api)
|
||||
```bash
|
||||
docker compose -f devops/app/docker-compose.yml up -d api
|
||||
```
|
||||
|
||||
- API: `http://localhost:8787`
|
||||
|
||||
Healthcheck:
|
||||
```bash
|
||||
curl -sS http://localhost:8787/healthz
|
||||
```
|
||||
|
||||
## 5) Wygeneruj tokeny (revocable)
|
||||
**Write token** dla ingestora (domyślnie zapisuje do `tokens/alg.json`):
|
||||
```bash
|
||||
npm run token:api -- --name algo1 --scopes write --out tokens/alg.json
|
||||
```
|
||||
|
||||
Jeśli wcześniej uruchomiłeś `frontend` bez pliku `tokens/read.json`, Docker mógł utworzyć katalog `tokens/read.json`.
|
||||
Usuń go przed generacją tokena:
|
||||
```bash
|
||||
rm -rf tokens/read.json
|
||||
```
|
||||
|
||||
**Read token** dla frontendu (proxy wstrzykuje go serwerowo; nie trafia do JS):
|
||||
```bash
|
||||
npm run token:api -- --name reader-ui --scopes read --out tokens/read.json
|
||||
```
|
||||
|
||||
## 6) Start frontend (UI)
|
||||
```bash
|
||||
docker compose -f devops/app/docker-compose.yml up -d frontend
|
||||
```
|
||||
|
||||
- Frontend: `http://localhost:8081` (basic auth)
|
||||
|
||||
Dev mode (Vite + proxy `/api` z tokenem z `tokens/read.json`):
|
||||
```bash
|
||||
npm run visualizer:dev
|
||||
```
|
||||
- Dev UI: `http://localhost:5173`
|
||||
|
||||
## 7) Uruchom kontener ingestora, który wysyła ticki do API
|
||||
W ramach app stack (profil `ingest`):
|
||||
```bash
|
||||
docker compose -f devops/app/docker-compose.yml --profile ingest up -d
|
||||
```
|
||||
|
||||
Alternatywnie (bez Dockera) możesz odpalić ingest lokalnie:
|
||||
```bash
|
||||
npm run ingest:oracle -- --ingest-via api --market-name PUMP-PERP --interval-ms 1000 --source drift_oracle
|
||||
```
|
||||
Wymaga: `tokens/heliusN.json` (RPC) + `tokens/alg.json` (write token do API) + działającego `trade-api`.
|
||||
|
||||
Override (przykład):
|
||||
```bash
|
||||
MARKET_NAME=PUMP-PERP INTERVAL_MS=250 SOURCE=drift_oracle \
|
||||
docker compose -f devops/app/docker-compose.yml --profile ingest up -d
|
||||
```
|
||||
|
||||
## 8) Sprawdź, czy rekordy wpadają
|
||||
Przez API (wymaga read tokena):
|
||||
```bash
|
||||
curl -sS "http://localhost:8787/v1/ticks?symbol=PUMP-PERP&limit=5" \
|
||||
-H "Authorization: Bearer $(node -p 'require("./tokens/read.json").token')"
|
||||
```
|
||||
|
||||
W UI: `http://localhost:8081` → wykres powinien się aktualizować.
|
||||
|
||||
Sprawdź agregacje + wskaźniki (candles + indicators z backendu):
|
||||
```bash
|
||||
curl -sS "http://localhost:8787/v1/chart?symbol=PUMP-PERP&tf=1m&limit=120" \
|
||||
-H "Authorization: Bearer $(node -p 'require("./tokens/read.json").token')"
|
||||
```
|
||||
|
||||
## Checklist (copy/paste)
|
||||
- `npm install` zainstaluj zależności do `npm run token:*` / `npm run ingest:*`
|
||||
- `cp tokens/hasura.example.json tokens/hasura.json` skopiuj konfigurację Hasury
|
||||
- `cp tokens/api.example.json tokens/api.json` skopiuj konfigurację API (adminSecret)
|
||||
- `cp tokens/frontend.example.json tokens/frontend.json` skopiuj basic auth do UI
|
||||
- `cp tokens/helius.json tokens/heliusN.json` ustaw RPC dla Drift (fallback jest też `tokens/helius.json`)
|
||||
- `docker compose -f devops/db/docker-compose.yml up -d` uruchom Postgres/Timescale + Hasura + pgAdmin
|
||||
- `docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init` zastosuj schemat PG (tabele/indeksy/hypertable)
|
||||
- `docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap` track tabel + permissions w Hasurze
|
||||
- `docker compose -f devops/app/docker-compose.yml up -d api` uruchom API
|
||||
- `curl -sS http://localhost:8787/healthz` sprawdź czy API działa
|
||||
- `npm run token:api -- --name algo1 --scopes write --out tokens/alg.json` wygeneruj write token dla ingestora
|
||||
- `npm run token:api -- --name reader-ui --scopes read --out tokens/read.json` wygeneruj read token dla UI/curl
|
||||
- `docker compose -f devops/app/docker-compose.yml up -d frontend` uruchom frontend
|
||||
- `docker compose -f devops/app/docker-compose.yml --profile ingest up -d` uruchom ingestora (Drift → API → DB)
|
||||
- `curl -sS "http://localhost:8787/v1/ticks?symbol=PUMP-PERP&limit=5" -H "Authorization: Bearer $(node -p 'require("./tokens/read.json").token')"` sprawdź czy ticki wpadają
|
||||
- `curl -sS "http://localhost:8787/v1/chart?symbol=PUMP-PERP&tf=1m&limit=120" -H "Authorization: Bearer $(node -p 'require("./tokens/read.json").token')"` sprawdź candles + wskaźniki z backendu
|
||||
99
doc/workflow.md
Normal file
99
doc/workflow.md
Normal file
@@ -0,0 +1,99 @@
|
||||
# Workflow pracy w projekcie `trade` (dev → staging na VPS) + snapshot/rollback
|
||||
|
||||
Ten plik jest “source of truth” dla sposobu pracy nad zmianami w `trade`.
|
||||
Cel: **zero ręcznych zmian na VPS**, każdy deploy jest **snapshoot’em**, do którego można wrócić.
|
||||
|
||||
## Dla agenta / po restarcie sesji
|
||||
|
||||
1) Przeczytaj ten plik: `doc/workflow.md`.
|
||||
2) Kontekst funkcjonalny: `README.md`, `info.md`.
|
||||
3) Kontekst stacka: `doc/workflow-api-ingest.md` oraz `devops/*/README.md`.
|
||||
4) Stan VPS/k3s + GitOps: `doc/migration.md` i log zmian: `doc/steps.md`.
|
||||
|
||||
## Zasady (must-have)
|
||||
|
||||
- **Nie edytujemy “na żywo” VPS** (żadnych ręcznych poprawek w kontenerach/plikach na serwerze) → tylko Git + CI + Argo.
|
||||
- **Sekrety nie trafiają do gita**: `tokens/*.json` są gitignored; w dokumentacji/logach redagujemy hasła/tokeny.
|
||||
- **Brak `latest`**: obrazy w deployu są przypięte do `sha-<shortsha>` albo digesta.
|
||||
- **Każda zmiana = snapshot**: “wersja” to commit w repo deploy + przypięte obrazy.
|
||||
|
||||
## Domyślne środowisko pracy (ważne)
|
||||
|
||||
- **Frontend**: domyślnie pracujemy lokalnie (Vite) i łączymy się z backendem na VPS (staging) przez proxy. Deploy frontendu na VPS robimy tylko jeśli jest to wyraźnie powiedziane (“wdrażam na VPS”).
|
||||
- **Backend (trade-api + ingestor)**: zmiany backendu weryfikujemy/wdrażamy na VPS (staging), bo tam działa ingestor i tam są dane. Nie traktujemy lokalnego uruchomienia backendu jako domyślnego (tylko na wyraźną prośbę do debugowania).
|
||||
|
||||
## Standardowy flow zmian (polecany)
|
||||
|
||||
1) Zmiana w kodzie lokalnie.
|
||||
- Nie musisz odpalać lokalnego Dockera; na start rób szybkie walidacje (build/typecheck).
|
||||
2) Commit + push (najlepiej przez PR).
|
||||
3) CI:
|
||||
- build → push obrazów (tag `sha-*` lub digest),
|
||||
- aktualizacja `trade-deploy` (bump obrazu/rewizji).
|
||||
4) Argo CD (auto-sync na staging) wdraża nowy snapshot w `trade-staging`.
|
||||
5) Test na VPS:
|
||||
- API: `/healthz`, `/v1/ticks`, `/v1/chart`
|
||||
- UI: `trade.mpabi.pl`
|
||||
- Ingest: logi `trade-ingestor` + napływ ticków do tabeli.
|
||||
|
||||
## Snapshoty i rollback (playbook)
|
||||
|
||||
### Rollback szybki (preferowany)
|
||||
|
||||
- Cofnij snapshot w repo deploy:
|
||||
- `git revert` commita, który podbił obrazy, **albo**
|
||||
- w Argo cofnij do poprzedniej rewizji (ten sam efekt).
|
||||
|
||||
Efekt: Argo wraca do poprzedniego “dobrego” zestawu obrazów i konfiguracji.
|
||||
|
||||
### Rollback bezpieczny dla “dużych” zmian (schema/ingest)
|
||||
|
||||
Jeśli zmiana dotyka danych/ingestu, rób ją jako nową wersję vN:
|
||||
- nowa tabela: `drift_ticks_vN`
|
||||
- nowa funkcja: `get_drift_candles_vN`
|
||||
- osobny deploy API/UI (inne porty/sufiksy), a ingest przełączany “cutover”.
|
||||
|
||||
W razie problemów: robisz “cut back” vN → v1 (stare dane zostają nietknięte).
|
||||
|
||||
## Lokalne uruchomienie (opcjonalne, do debugowania)
|
||||
|
||||
Dokładna instrukcja: `doc/workflow-api-ingest.md`.
|
||||
|
||||
Skrót:
|
||||
```bash
|
||||
npm install
|
||||
docker compose -f devops/db/docker-compose.yml up -d
|
||||
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init
|
||||
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap
|
||||
docker compose -f devops/app/docker-compose.yml up -d --build api
|
||||
npm run token:api -- --scopes write --out tokens/alg.json
|
||||
npm run token:api -- --scopes read --out tokens/read.json
|
||||
docker compose -f devops/app/docker-compose.yml up -d --build frontend
|
||||
docker compose -f devops/app/docker-compose.yml --profile ingest up -d --build
|
||||
```
|
||||
|
||||
### Frontend dev (Vite) z backendem na VPS (staging)
|
||||
|
||||
Jeśli chcesz szybko iterować nad UI bez deploya, możesz odpalić lokalny Vite i podpiąć go do backendu na VPS przez istniejący proxy `/api` na `trade.mpabi.pl`.
|
||||
|
||||
- Vite trzyma `VITE_API_URL=/api` (default) i proxy’uje `/api/*` do VPS.
|
||||
- UI ma też GraphQL (Hasura) pod `/graphql` (HTTP + WS subscriptions) – w dev proxy’ujemy `/graphql` i `/graphql-ws` do VPS, żeby subscriptions działały na `http://localhost:5173`.
|
||||
- Auth w staging jest w trybie `session` (`/auth/login`, cookie `trade_session`), więc w dev proxy’ujemy też `/whoami`, `/auth/*`, `/logout`.
|
||||
- Dev proxy usuwa `Secure` z `Set-Cookie`, żeby cookie działało na `http://localhost:5173`.
|
||||
- Na VPS `trade-frontend` proxy’uje dalej do `trade-api` i wstrzykuje read-token **server-side** (token nie trafia do przeglądarki).
|
||||
|
||||
Przykład:
|
||||
|
||||
```bash
|
||||
cd apps/visualizer
|
||||
bash __start
|
||||
```
|
||||
|
||||
Jeśli staging ma dodatkowy basic auth (np. Traefik `basicAuth`), dodaj:
|
||||
`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
|
||||
|
||||
## Definicja “done” dla zmiany
|
||||
|
||||
- Jest snapshot (commit w deploy) i można wrócić jednym ruchem.
|
||||
- Staging działa (API/ingest/UI) i ma podstawowe smoke-checki.
|
||||
- Sekrety nie zostały dodane do repo ani do logów/komentarzy.
|
||||
@@ -3,7 +3,9 @@ import { spawnSync } from 'node:child_process';
|
||||
import fs from 'node:fs';
|
||||
import http from 'node:http';
|
||||
import https from 'node:https';
|
||||
import net from 'node:net';
|
||||
import path from 'node:path';
|
||||
import tls from 'node:tls';
|
||||
|
||||
const PORT = Number.parseInt(process.env.PORT || '8081', 10);
|
||||
if (!Number.isInteger(PORT) || PORT <= 0) throw new Error(`Invalid PORT: ${process.env.PORT}`);
|
||||
@@ -16,6 +18,9 @@ const STATIC_DIR = process.env.STATIC_DIR || '/srv';
|
||||
const BASIC_AUTH_FILE = process.env.BASIC_AUTH_FILE || '/tokens/frontend.json';
|
||||
const API_READ_TOKEN_FILE = process.env.API_READ_TOKEN_FILE || '/tokens/read.json';
|
||||
const API_UPSTREAM = process.env.API_UPSTREAM || process.env.API_URL || 'http://api:8787';
|
||||
const HASURA_UPSTREAM = process.env.HASURA_UPSTREAM || 'http://hasura:8080';
|
||||
const HASURA_GRAPHQL_PATH = process.env.HASURA_GRAPHQL_PATH || '/v1/graphql';
|
||||
const GRAPHQL_CORS_ORIGIN = process.env.GRAPHQL_CORS_ORIGIN || process.env.CORS_ORIGIN || '*';
|
||||
const BASIC_AUTH_MODE = String(process.env.BASIC_AUTH_MODE || 'on')
|
||||
.trim()
|
||||
.toLowerCase();
|
||||
@@ -413,6 +418,122 @@ function proxyApi(req, res, apiReadToken) {
|
||||
req.pipe(upstreamReq);
|
||||
}
|
||||
|
||||
function withCors(res) {
|
||||
res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
|
||||
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
|
||||
res.setHeader(
|
||||
'access-control-allow-headers',
|
||||
'content-type, authorization, x-hasura-admin-secret, x-hasura-role, x-hasura-user-id'
|
||||
);
|
||||
}
|
||||
|
||||
function proxyGraphqlHttp(req, res) {
|
||||
const upstreamBase = new URL(HASURA_UPSTREAM);
|
||||
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
|
||||
const target = new URL(upstreamBase.toString());
|
||||
target.pathname = HASURA_GRAPHQL_PATH;
|
||||
target.search = inUrl.search;
|
||||
|
||||
const isHttps = target.protocol === 'https:';
|
||||
const lib = isHttps ? https : http;
|
||||
|
||||
const headers = stripHopByHopHeaders(req.headers);
|
||||
headers.host = target.host;
|
||||
|
||||
const upstreamReq = lib.request(
|
||||
{
|
||||
protocol: target.protocol,
|
||||
hostname: target.hostname,
|
||||
port: target.port || (isHttps ? 443 : 80),
|
||||
method: req.method,
|
||||
path: target.pathname + target.search,
|
||||
headers,
|
||||
},
|
||||
(upstreamRes) => {
|
||||
const outHeaders = stripHopByHopHeaders(upstreamRes.headers);
|
||||
withCors(res);
|
||||
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
|
||||
upstreamRes.pipe(res);
|
||||
}
|
||||
);
|
||||
|
||||
upstreamReq.on('error', (err) => {
|
||||
if (!res.headersSent) {
|
||||
withCors(res);
|
||||
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
|
||||
} else {
|
||||
res.destroy();
|
||||
}
|
||||
});
|
||||
|
||||
req.pipe(upstreamReq);
|
||||
}
|
||||
|
||||
function isGraphqlPath(pathname) {
|
||||
return pathname === '/graphql' || pathname === '/graphql-ws';
|
||||
}
|
||||
|
||||
function proxyGraphqlWs(req, socket, head) {
|
||||
const upstreamBase = new URL(HASURA_UPSTREAM);
|
||||
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
|
||||
const target = new URL(upstreamBase.toString());
|
||||
target.pathname = HASURA_GRAPHQL_PATH;
|
||||
target.search = inUrl.search;
|
||||
|
||||
const port = Number(target.port || (target.protocol === 'https:' ? 443 : 80));
|
||||
const host = target.hostname;
|
||||
|
||||
const connect =
|
||||
target.protocol === 'https:'
|
||||
? () => tls.connect({ host, port, servername: host })
|
||||
: () => net.connect({ host, port });
|
||||
|
||||
const upstream = connect();
|
||||
upstream.setNoDelay(true);
|
||||
socket.setNoDelay(true);
|
||||
|
||||
// For WebSocket upgrades we must forward `connection`/`upgrade` and related headers.
|
||||
const headers = { ...req.headers };
|
||||
delete headers['content-length'];
|
||||
delete headers['content-type'];
|
||||
headers.host = target.host;
|
||||
|
||||
const lines = [];
|
||||
lines.push(`GET ${target.pathname + target.search} HTTP/1.1`);
|
||||
for (const [k, v] of Object.entries(headers)) {
|
||||
if (v == null) continue;
|
||||
if (Array.isArray(v)) {
|
||||
for (const vv of v) lines.push(`${k}: ${vv}`);
|
||||
} else {
|
||||
lines.push(`${k}: ${v}`);
|
||||
}
|
||||
}
|
||||
lines.push('', '');
|
||||
upstream.write(lines.join('\r\n'));
|
||||
|
||||
if (head?.length) upstream.write(head);
|
||||
|
||||
upstream.on('error', () => {
|
||||
try {
|
||||
socket.destroy();
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
});
|
||||
socket.on('error', () => {
|
||||
try {
|
||||
upstream.destroy();
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
});
|
||||
|
||||
upstream.pipe(socket);
|
||||
socket.pipe(upstream);
|
||||
}
|
||||
|
||||
async function handler(req, res) {
|
||||
if (req.method === 'GET' && (req.url === '/healthz' || req.url?.startsWith('/healthz?'))) {
|
||||
send(
|
||||
@@ -425,6 +546,25 @@ async function handler(req, res) {
|
||||
}
|
||||
|
||||
const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
if (isGraphqlPath(url.pathname)) {
|
||||
if (req.method === 'OPTIONS') {
|
||||
withCors(res);
|
||||
res.statusCode = 204;
|
||||
res.end();
|
||||
return;
|
||||
}
|
||||
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
|
||||
const user = resolveAuthenticatedUser(req);
|
||||
if (!user) {
|
||||
withCors(res);
|
||||
unauthorized(res);
|
||||
return;
|
||||
}
|
||||
}
|
||||
withCors(res);
|
||||
proxyGraphqlHttp(req, res);
|
||||
return;
|
||||
}
|
||||
if (req.method === 'GET' && url.pathname === '/whoami') {
|
||||
sendJson(res, 200, { ok: true, user: resolveAuthenticatedUser(req), mode: AUTH_MODE });
|
||||
return;
|
||||
@@ -532,6 +672,30 @@ const server = http.createServer((req, res) => {
|
||||
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
|
||||
});
|
||||
});
|
||||
server.on('upgrade', (req, socket, head) => {
|
||||
try {
|
||||
const url = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
|
||||
if (!isGraphqlPath(url.pathname)) {
|
||||
socket.destroy();
|
||||
return;
|
||||
}
|
||||
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
|
||||
const user = resolveAuthenticatedUser(req);
|
||||
if (!user) {
|
||||
try {
|
||||
socket.write('HTTP/1.1 401 Unauthorized\r\n\r\n');
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
socket.destroy();
|
||||
return;
|
||||
}
|
||||
}
|
||||
proxyGraphqlWs(req, socket, head);
|
||||
} catch {
|
||||
socket.destroy();
|
||||
}
|
||||
});
|
||||
server.listen(PORT, () => {
|
||||
console.log(
|
||||
JSON.stringify(
|
||||
@@ -540,6 +704,7 @@ server.listen(PORT, () => {
|
||||
port: PORT,
|
||||
staticDir: STATIC_DIR,
|
||||
apiUpstream: API_UPSTREAM,
|
||||
hasuraUpstream: HASURA_UPSTREAM,
|
||||
basicAuthFile: BASIC_AUTH_FILE,
|
||||
basicAuthMode: BASIC_AUTH_MODE,
|
||||
apiReadTokenFile: API_READ_TOKEN_FILE,
|
||||
|
||||
Reference in New Issue
Block a user