17 Commits

Author SHA1 Message Date
u1
5a9d61d674 feat(visualizer): update chart flow and DLOB docs 2026-03-12 23:24:49 +01:00
u1
f76045a9a5 feat(visualizer): brick-stack flow bars + DLOB dashboard 2026-01-10 23:15:04 +01:00
u1
fa79340cf5 feat(v2): add Hasura /graphql WS proxy and live DLOB stats 2026-01-10 01:17:53 +01:00
u1
a9ccc0b00e feat(visualizer): add build overlay toggle
Default is off so candles match production; enable via the new Build button when needed.
2026-01-09 03:22:31 +01:00
u1
9420c89f52 docs: update Vite staging proxy instructions 2026-01-08 06:00:23 +00:00
u1
545e1abfaa docs(workflow): update staging Vite proxy notes 2026-01-08 06:00:11 +00:00
u1
759173b5be fix(dev): enable Vite session auth proxy 2026-01-08 05:59:40 +00:00
u1
194d596284 docs(workflow): clarify local FE vs VPS backend defaults 2026-01-07 19:59:16 +00:00
u1
444f427420 docs: describe Vite dev against VPS backend 2026-01-07 19:50:44 +00:00
u1
af267ad6c9 feat(dev): support Vite proxy to VPS backend 2026-01-07 19:50:28 +00:00
u1
f3c4a999c3 docs: add workflow playbook 2026-01-07 19:49:59 +00:00
u1
1c8a6900e8 feat(chart): add candle build indicator line 2026-01-07 08:09:09 +00:00
u1
abaee44835 feat(chart): wire build indicator meta 2026-01-07 08:04:49 +00:00
u1
f57366fad2 feat(chart): pass build indicator props 2026-01-07 08:01:57 +00:00
u1
b0c7806cb6 feat(chart): expose bucketSeconds meta 2026-01-07 07:56:45 +00:00
u1
a12c86f1f8 feat(chart): layers panel + selection-first fib
- Adds Layers drawer (visible/lock/opacity) and effective opacity wiring.
- Implements selection-first overlay: click selects, drag moves selected, Ctrl-drag edits B, Space-drag always pans.
- Routes pointer events via capture and adds Fib opacity support.
- Updates .gitignore to keep secrets/local scratch out of git.
2026-01-06 23:26:51 +01:00
u1
6107c4e0ef feat(visualizer): improve chart interactions
- Rename Drift → Trade in UI\n- Dynamic price precision for low prices\n- Fib retracement: select + move in X+Y\n- Ctrl+wheel vertical zoom, Ctrl+drag vertical pan\n- Auto Scale toggle for price scale
2026-01-06 17:46:33 +01:00
45 changed files with 2385 additions and 7916 deletions

22
.gitignore vendored
View File

@@ -1,7 +1,23 @@
# Secrets (never commit)
tokens/*
!tokens/*.example.json
!tokens/*.example.yml
!tokens/*.example.yaml
# Local secrets (never commit)
pass/
argo/pass
node_modules/
dist/
.env
*.log
tokens/*.json
tokens/*.yml
tokens/*.yaml
# Baremetal IaC local overlays (do not commit)
infra/baremetal-solana-rpc/ansible/inventory/hosts.ini
infra/baremetal-solana-rpc/ansible/group_vars/solana_rpc.yml
infra/baremetal-solana-rpc/ansible/group_vars/vault.yml
# Local scratch / build output
_tmp/
apps/visualizer/dist/

View File

@@ -12,6 +12,21 @@ npm ci
npm run dev
```
### Dev z backendem na VPS (staging)
Najprościej: trzymaj `VITE_API_URL=/api` i podepnij Vite proxy do VPS (żeby nie bawić się w CORS i nie wkładać tokena do przeglądarki):
```bash
cd apps/visualizer
API_PROXY_TARGET=https://trade.mpabi.pl \
npm run dev
```
Vite proxyuje wtedy: `/api/*`, `/whoami`, `/auth/*`, `/logout` do VPS. Dodatkowo w dev usuwa `Secure` z `Set-Cookie`, żeby sesja działała na `http://localhost:5173`.
Jeśli staging jest dodatkowo chroniony basic auth (np. Traefik `basicAuth`), ustaw:
`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
## Docker
```bash

View File

@@ -1,112 +0,0 @@
#!/usr/bin/env bash
set -euo pipefail
SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
SSH_TUNNEL_TARGET="${SSH_TUNNEL_TARGET:-mevnode_bot}"
K8S_NAMESPACE="${K8S_NAMESPACE:-trade-staging}"
SSH_FRONTEND_LOCAL_PORT="${SSH_FRONTEND_LOCAL_PORT:-13081}"
SSH_HASURA_LOCAL_PORT="${SSH_HASURA_LOCAL_PORT:-18080}"
SSH_FRONTEND_REMOTE_HOST="${SSH_FRONTEND_REMOTE_HOST:-127.0.0.1}"
SSH_FRONTEND_REMOTE_PORT="${SSH_FRONTEND_REMOTE_PORT:-30081}"
SSH_HASURA_REMOTE_PORT="${SSH_HASURA_REMOTE_PORT:-8080}"
VITE_DEV_PORT="${VITE_DEV_PORT:-5174}"
SSH_PID=""
require_cmd() {
if ! command -v "$1" >/dev/null 2>&1; then
echo "Missing required command: $1" >&2
exit 1
fi
}
wait_for_listen() {
local port="$1"
local label="$2"
local tries="${3:-80}"
local delay="${4:-0.25}"
local i
for ((i = 0; i < tries; i += 1)); do
if ss -ltnH | awk '{print $4}' | grep -Eq "(^|[:])${port}$"; then
return 0
fi
sleep "${delay}"
done
echo "Timed out waiting for ${label} on port ${port}" >&2
return 1
}
get_cluster_ip() {
local service="$1"
ssh \
-o BatchMode=yes \
-o StrictHostKeyChecking=accept-new \
-T "${SSH_TUNNEL_TARGET}" \
"kubectl -n ${K8S_NAMESPACE} get svc ${service} -o jsonpath='{.spec.clusterIP}'"
}
cleanup() {
local code=$?
trap - EXIT INT TERM
if [[ -n "${SSH_PID}" ]] && kill -0 "${SSH_PID}" 2>/dev/null; then
kill "${SSH_PID}" 2>/dev/null || true
wait "${SSH_PID}" 2>/dev/null || true
fi
exit "${code}"
}
trap cleanup EXIT INT TERM
require_cmd ssh
require_cmd npm
require_cmd ss
HASURA_CLUSTER_IP="${HASURA_CLUSTER_IP:-$(get_cluster_ip hasura)}"
if [[ -z "${HASURA_CLUSTER_IP}" ]]; then
echo "Could not resolve ClusterIP for hasura in namespace ${K8S_NAMESPACE}" >&2
exit 1
fi
echo "SSH target: ${SSH_TUNNEL_TARGET}"
echo "Namespace: ${K8S_NAMESPACE}"
echo "hasura ClusterIP: ${HASURA_CLUSTER_IP}"
echo "Starting SSH tunnel..."
ssh \
-o StrictHostKeyChecking=accept-new \
-o ExitOnForwardFailure=yes \
-o ServerAliveInterval=30 \
-o ServerAliveCountMax=3 \
-N \
-L "${SSH_FRONTEND_LOCAL_PORT}:${SSH_FRONTEND_REMOTE_HOST}:${SSH_FRONTEND_REMOTE_PORT}" \
-L "${SSH_HASURA_LOCAL_PORT}:${HASURA_CLUSTER_IP}:${SSH_HASURA_REMOTE_PORT}" \
"${SSH_TUNNEL_TARGET}" &
SSH_PID=$!
wait_for_listen "${SSH_FRONTEND_LOCAL_PORT}" "frontend SSH tunnel"
wait_for_listen "${SSH_HASURA_LOCAL_PORT}" "Hasura SSH tunnel"
echo "Starting Vite on :${VITE_DEV_PORT}..."
cd "${SCRIPT_DIR}"
export VITE_DEV_PORT
export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-ws://127.0.0.1:${SSH_HASURA_LOCAL_PORT}/v1/graphql}"
export FRONTEND_PROXY_TARGET="${FRONTEND_PROXY_TARGET:-http://127.0.0.1:${SSH_FRONTEND_LOCAL_PORT}}"
export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-http://127.0.0.1:${SSH_HASURA_LOCAL_PORT}}"
export GRAPHQL_PROXY_PATH="${GRAPHQL_PROXY_PATH:-/v1/graphql}"
echo "Frontend auth proxy: ${FRONTEND_PROXY_TARGET}"
echo "GraphQL proxy: ${GRAPHQL_PROXY_TARGET}${GRAPHQL_PROXY_PATH}"
echo "Open: http://localhost:${VITE_DEV_PORT}/"
exec npm run dev

View File

@@ -6,14 +6,9 @@ ROOT_DIR="$(cd "${SCRIPT_DIR}/../.." && pwd)"
cd "${SCRIPT_DIR}"
if [[ -n "${SSH_TUNNEL_PORT:-}" ]]; then
export FRONTEND_PROXY_TARGET="${FRONTEND_PROXY_TARGET:-http://127.0.0.1:${SSH_TUNNEL_PORT}}"
export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-http://127.0.0.1:${SSH_TUNNEL_PORT}}"
else
export FRONTEND_PROXY_TARGET="${FRONTEND_PROXY_TARGET:-https://trade.mpabi.pl}"
export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
fi
export API_PROXY_TARGET="${API_PROXY_TARGET:-https://trade.mpabi.pl}"
export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
export VITE_API_URL="${VITE_API_URL:-/api}"
export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-/graphql-ws}"

View File

@@ -1,12 +0,0 @@
<!doctype html>
<html lang="pl">
<head>
<meta charset="UTF-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>Trade system diagram</title>
</head>
<body>
<div id="root"></div>
<script type="module" src="/src/diagram-main.tsx"></script>
</body>
</html>

View File

@@ -6,7 +6,6 @@
"": {
"name": "trade-visualizer",
"dependencies": {
"@xyflow/react": "^12.8.5",
"chart.js": "^4.4.1",
"chartjs-adapter-luxon": "^1.3.1",
"lightweight-charts": "^5.0.8",
@@ -1111,49 +1110,6 @@
"@babel/types": "^7.28.2"
}
},
"node_modules/@types/d3-color": {
"version": "3.1.3",
"resolved": "https://registry.npmjs.org/@types/d3-color/-/d3-color-3.1.3.tgz",
"integrity": "sha512-iO90scth9WAbmgv7ogoq57O9YpKmFBbmoEoCHDB2xMBY0+/KVrqAaCDyCE16dUspeOvIxFFRI+0sEtqDqy2b4A=="
},
"node_modules/@types/d3-drag": {
"version": "3.0.7",
"resolved": "https://registry.npmjs.org/@types/d3-drag/-/d3-drag-3.0.7.tgz",
"integrity": "sha512-HE3jVKlzU9AaMazNufooRJ5ZpWmLIoc90A37WU2JMmeq28w1FQqCZswHZ3xR+SuxYftzHq6WU6KJHvqxKzTxxQ==",
"dependencies": {
"@types/d3-selection": "*"
}
},
"node_modules/@types/d3-interpolate": {
"version": "3.0.4",
"resolved": "https://registry.npmjs.org/@types/d3-interpolate/-/d3-interpolate-3.0.4.tgz",
"integrity": "sha512-mgLPETlrpVV1YRJIglr4Ez47g7Yxjl1lj7YKsiMCb27VJH9W8NVM6Bb9d8kkpG/uAQS5AmbA48q2IAolKKo1MA==",
"dependencies": {
"@types/d3-color": "*"
}
},
"node_modules/@types/d3-selection": {
"version": "3.0.11",
"resolved": "https://registry.npmjs.org/@types/d3-selection/-/d3-selection-3.0.11.tgz",
"integrity": "sha512-bhAXu23DJWsrI45xafYpkQ4NtcKMwWnAC/vKrd2l+nxMFuvOT3XMYTIj2opv8vq8AO5Yh7Qac/nSeP/3zjTK0w=="
},
"node_modules/@types/d3-transition": {
"version": "3.0.9",
"resolved": "https://registry.npmjs.org/@types/d3-transition/-/d3-transition-3.0.9.tgz",
"integrity": "sha512-uZS5shfxzO3rGlu0cC3bjmMFKsXv+SmZZcgp0KD22ts4uGXp5EVYGzu/0YdwZeKmddhcAccYtREJKkPfXkZuCg==",
"dependencies": {
"@types/d3-selection": "*"
}
},
"node_modules/@types/d3-zoom": {
"version": "3.0.8",
"resolved": "https://registry.npmjs.org/@types/d3-zoom/-/d3-zoom-3.0.8.tgz",
"integrity": "sha512-iqMC4/YlFCSlO8+2Ii1GGGliCAY4XdeG748w5vQUbevlbDu0zSjH/+jojorQVBK/se0j6DUFNPBGSqD3YWYnDw==",
"dependencies": {
"@types/d3-interpolate": "*",
"@types/d3-selection": "*"
}
},
"node_modules/@types/estree": {
"version": "1.0.8",
"resolved": "https://registry.npmjs.org/@types/estree/-/estree-1.0.8.tgz",
@@ -1165,14 +1121,14 @@
"version": "15.7.15",
"resolved": "https://registry.npmjs.org/@types/prop-types/-/prop-types-15.7.15.tgz",
"integrity": "sha512-F6bEyamV9jKGAFBEmlQnesRPGOQqS2+Uwi0Em15xenOxHaf2hv6L8YCVn3rPdPJOiJfPiCnLIRyvwVaqMY3MIw==",
"devOptional": true,
"dev": true,
"license": "MIT"
},
"node_modules/@types/react": {
"version": "18.3.27",
"resolved": "https://registry.npmjs.org/@types/react/-/react-18.3.27.tgz",
"integrity": "sha512-cisd7gxkzjBKU2GgdYrTdtQx1SORymWyaAFhaxQPK9bYO9ot3Y5OikQRvY0VYQtvwjeQnizCINJAenh/V7MK2w==",
"devOptional": true,
"dev": true,
"license": "MIT",
"dependencies": {
"@types/prop-types": "*",
@@ -1210,36 +1166,6 @@
"vite": "^4.2.0 || ^5.0.0 || ^6.0.0 || ^7.0.0"
}
},
"node_modules/@xyflow/react": {
"version": "12.10.1",
"resolved": "https://registry.npmjs.org/@xyflow/react/-/react-12.10.1.tgz",
"integrity": "sha512-5eSWtIK/+rkldOuFbOOz44CRgQRjtS9v5nufk77DV+XBnfCGL9HAQ8PG00o2ZYKqkEU/Ak6wrKC95Tu+2zuK3Q==",
"dependencies": {
"@xyflow/system": "0.0.75",
"classcat": "^5.0.3",
"zustand": "^4.4.0"
},
"peerDependencies": {
"react": ">=17",
"react-dom": ">=17"
}
},
"node_modules/@xyflow/system": {
"version": "0.0.75",
"resolved": "https://registry.npmjs.org/@xyflow/system/-/system-0.0.75.tgz",
"integrity": "sha512-iXs+AGFLi8w/VlAoc/iSxk+CxfT6o64Uw/k0CKASOPqjqz6E0rb5jFZgJtXGZCpfQI6OQpu5EnumP5fGxQheaQ==",
"dependencies": {
"@types/d3-drag": "^3.0.7",
"@types/d3-interpolate": "^3.0.4",
"@types/d3-selection": "^3.0.10",
"@types/d3-transition": "^3.0.8",
"@types/d3-zoom": "^3.0.8",
"d3-drag": "^3.0.0",
"d3-interpolate": "^3.0.1",
"d3-selection": "^3.0.0",
"d3-zoom": "^3.0.0"
}
},
"node_modules/baseline-browser-mapping": {
"version": "2.9.11",
"resolved": "https://registry.npmjs.org/baseline-browser-mapping/-/baseline-browser-mapping-2.9.11.tgz",
@@ -1327,11 +1253,6 @@
"luxon": ">=1.0.0"
}
},
"node_modules/classcat": {
"version": "5.0.5",
"resolved": "https://registry.npmjs.org/classcat/-/classcat-5.0.5.tgz",
"integrity": "sha512-JhZUT7JFcQy/EzW605k/ktHtncoo9vnyW/2GspNYwFlN1C/WmjuV/xtS04e9SOkL2sTdw0VAZ2UGCcQ9lR6p6w=="
},
"node_modules/convert-source-map": {
"version": "2.0.0",
"resolved": "https://registry.npmjs.org/convert-source-map/-/convert-source-map-2.0.0.tgz",
@@ -1343,105 +1264,9 @@
"version": "3.2.3",
"resolved": "https://registry.npmjs.org/csstype/-/csstype-3.2.3.tgz",
"integrity": "sha512-z1HGKcYy2xA8AGQfwrn0PAy+PB7X/GSj3UVJW9qKyn43xWa+gl5nXmU4qqLMRzWVLFC8KusUX8T/0kCiOYpAIQ==",
"devOptional": true,
"dev": true,
"license": "MIT"
},
"node_modules/d3-color": {
"version": "3.1.0",
"resolved": "https://registry.npmjs.org/d3-color/-/d3-color-3.1.0.tgz",
"integrity": "sha512-zg/chbXyeBtMQ1LbD/WSoW2DpC3I0mpmPdW+ynRTj/x2DAWYrIY7qeZIHidozwV24m4iavr15lNwIwLxRmOxhA==",
"engines": {
"node": ">=12"
}
},
"node_modules/d3-dispatch": {
"version": "3.0.1",
"resolved": "https://registry.npmjs.org/d3-dispatch/-/d3-dispatch-3.0.1.tgz",
"integrity": "sha512-rzUyPU/S7rwUflMyLc1ETDeBj0NRuHKKAcvukozwhshr6g6c5d8zh4c2gQjY2bZ0dXeGLWc1PF174P2tVvKhfg==",
"engines": {
"node": ">=12"
}
},
"node_modules/d3-drag": {
"version": "3.0.0",
"resolved": "https://registry.npmjs.org/d3-drag/-/d3-drag-3.0.0.tgz",
"integrity": "sha512-pWbUJLdETVA8lQNJecMxoXfH6x+mO2UQo8rSmZ+QqxcbyA3hfeprFgIT//HW2nlHChWeIIMwS2Fq+gEARkhTkg==",
"dependencies": {
"d3-dispatch": "1 - 3",
"d3-selection": "3"
},
"engines": {
"node": ">=12"
}
},
"node_modules/d3-ease": {
"version": "3.0.1",
"resolved": "https://registry.npmjs.org/d3-ease/-/d3-ease-3.0.1.tgz",
"integrity": "sha512-wR/XK3D3XcLIZwpbvQwQ5fK+8Ykds1ip7A2Txe0yxncXSdq1L9skcG7blcedkOX+ZcgxGAmLX1FrRGbADwzi0w==",
"engines": {
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}
},
"node_modules/d3-interpolate": {
"version": "3.0.1",
"resolved": "https://registry.npmjs.org/d3-interpolate/-/d3-interpolate-3.0.1.tgz",
"integrity": "sha512-3bYs1rOD33uo8aqJfKP3JWPAibgw8Zm2+L9vBKEHJ2Rg+viTR7o5Mmv5mZcieN+FRYaAOWX5SJATX6k1PWz72g==",
"dependencies": {
"d3-color": "1 - 3"
},
"engines": {
"node": ">=12"
}
},
"node_modules/d3-selection": {
"version": "3.0.0",
"resolved": "https://registry.npmjs.org/d3-selection/-/d3-selection-3.0.0.tgz",
"integrity": "sha512-fmTRWbNMmsmWq6xJV8D19U/gw/bwrHfNXxrIN+HfZgnzqTHp9jOmKMhsTUjXOJnZOdZY9Q28y4yebKzqDKlxlQ==",
"engines": {
"node": ">=12"
}
},
"node_modules/d3-timer": {
"version": "3.0.1",
"resolved": "https://registry.npmjs.org/d3-timer/-/d3-timer-3.0.1.tgz",
"integrity": "sha512-ndfJ/JxxMd3nw31uyKoY2naivF+r29V+Lc0svZxe1JvvIRmi8hUsrMvdOwgS1o6uBHmiz91geQ0ylPP0aj1VUA==",
"engines": {
"node": ">=12"
}
},
"node_modules/d3-transition": {
"version": "3.0.1",
"resolved": "https://registry.npmjs.org/d3-transition/-/d3-transition-3.0.1.tgz",
"integrity": "sha512-ApKvfjsSR6tg06xrL434C0WydLr7JewBB3V+/39RMHsaXTOG0zmt/OAXeng5M5LBm0ojmxJrpomQVZ1aPvBL4w==",
"dependencies": {
"d3-color": "1 - 3",
"d3-dispatch": "1 - 3",
"d3-ease": "1 - 3",
"d3-interpolate": "1 - 3",
"d3-timer": "1 - 3"
},
"engines": {
"node": ">=12"
},
"peerDependencies": {
"d3-selection": "2 - 3"
}
},
"node_modules/d3-zoom": {
"version": "3.0.0",
"resolved": "https://registry.npmjs.org/d3-zoom/-/d3-zoom-3.0.0.tgz",
"integrity": "sha512-b8AmV3kfQaqWAuacbPuNbL6vahnOJflOhexLzMMNLga62+/nh0JzvJ0aO/5a5MVgUFGS7Hu1P9P03o3fJkDCyw==",
"dependencies": {
"d3-dispatch": "1 - 3",
"d3-drag": "2 - 3",
"d3-interpolate": "1 - 3",
"d3-selection": "2 - 3",
"d3-transition": "2 - 3"
},
"engines": {
"node": ">=12"
}
},
"node_modules/debug": {
"version": "4.4.3",
"resolved": "https://registry.npmjs.org/debug/-/debug-4.4.3.tgz",
@@ -1839,14 +1664,6 @@
"browserslist": ">= 4.21.0"
}
},
"node_modules/use-sync-external-store": {
"version": "1.6.0",
"resolved": "https://registry.npmjs.org/use-sync-external-store/-/use-sync-external-store-1.6.0.tgz",
"integrity": "sha512-Pp6GSwGP/NrPIrxVFAIkOQeyw8lFenOHijQWkUTrDvrF4ALqylP2C/KCkeS9dpUM3KvYRQhna5vt7IL95+ZQ9w==",
"peerDependencies": {
"react": "^16.8.0 || ^17.0.0 || ^18.0.0 || ^19.0.0"
}
},
"node_modules/vite": {
"version": "5.4.21",
"resolved": "https://registry.npmjs.org/vite/-/vite-5.4.21.tgz",
@@ -1913,33 +1730,6 @@
"integrity": "sha512-a4UGQaWPH59mOXUYnAG2ewncQS4i4F43Tv3JoAM+s2VDAmS9NsK8GpDMLrCHPksFT7h3K6TOoUNn2pb7RoXx4g==",
"dev": true,
"license": "ISC"
},
"node_modules/zustand": {
"version": "4.5.7",
"resolved": "https://registry.npmjs.org/zustand/-/zustand-4.5.7.tgz",
"integrity": "sha512-CHOUy7mu3lbD6o6LJLfllpjkzhHXSBlX8B9+qPddUsIfeF5S/UZ5q0kmCsnRqT1UHFQZchNFDDzMbQsuesHWlw==",
"dependencies": {
"use-sync-external-store": "^1.2.2"
},
"engines": {
"node": ">=12.7.0"
},
"peerDependencies": {
"@types/react": ">=16.8",
"immer": ">=9.0.6",
"react": ">=16.8"
},
"peerDependenciesMeta": {
"@types/react": {
"optional": true
},
"immer": {
"optional": true
},
"react": {
"optional": true
}
}
}
}
}

View File

@@ -8,7 +8,6 @@
"preview": "vite preview"
},
"dependencies": {
"@xyflow/react": "^12.8.5",
"chart.js": "^4.4.1",
"chartjs-adapter-luxon": "^1.3.1",
"lightweight-charts": "^5.0.8",

View File

@@ -1,5 +1,5 @@
import type { CSSProperties } from 'react';
import { useEffect, useMemo, useRef, useState } from 'react';
import { useEffect, useMemo, useState } from 'react';
import { useLocalStorageState } from './app/hooks/useLocalStorageState';
import AppShell from './layout/AppShell';
import ChartPanel from './features/chart/ChartPanel';
@@ -17,9 +17,6 @@ import { useDlobL2 } from './features/market/useDlobL2';
import { useDlobSlippage } from './features/market/useDlobSlippage';
import { useDlobDepthBands } from './features/market/useDlobDepthBands';
import DlobDashboard from './features/market/DlobDashboard';
import BotObserverPanel from './features/bot/BotObserverPanel';
import BotObserverSummaryCard from './features/bot/BotObserverSummaryCard';
import { useBotObserver } from './features/bot/useBotObserver';
function envNumber(name: string, fallback: number): number {
const v = (import.meta as any).env?.[name];
@@ -55,95 +52,22 @@ function formatCompact(v: number | null | undefined): string {
return v.toPrecision(4);
}
function formatOrderbookUsd(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
const abs = Math.abs(v);
if (abs >= 1_000_000) return `${(v / 1_000_000).toFixed(2)}M`;
if (abs >= 100_000) return `${(v / 1000).toFixed(1)}K`;
if (abs >= 10_000) return `${(v / 1000).toFixed(2)}K`;
if (abs >= 1000) return `${(v / 1000).toFixed(2)}K`;
if (abs >= 100) return v.toFixed(0);
if (abs >= 1) return v.toFixed(2);
return v.toPrecision(4);
}
function formatClockTime(iso: string | null | undefined): string {
if (!iso) return '—';
const ts = Date.parse(iso);
if (!Number.isFinite(ts)) return '—';
return new Date(ts).toLocaleTimeString(undefined, {
hour: '2-digit',
minute: '2-digit',
second: '2-digit',
});
}
function resolveOrderbookGroupingLabel(symbol: string, mode: string, referencePrice: number | null): string {
const normalizedMode = String(mode || 'drift').trim().toLowerCase();
if (normalizedMode === 'raw') return 'Raw';
if (normalizedMode !== 'drift') return normalizedMode;
const px = referencePrice == null || !Number.isFinite(referencePrice) ? 0 : Math.abs(referencePrice);
let step = 0.000001;
if (px >= 1000) step = 0.1;
else if (px >= 100) step = 0.01;
else if (px >= 10) step = 0.001;
else if (px >= 1) step = 0.0001;
else if (px >= 0.1) step = 0.00001;
return `Drift (${step.toFixed(step >= 0.1 ? 1 : step >= 0.01 ? 2 : step >= 0.001 ? 3 : step >= 0.0001 ? 4 : 6).replace(/0+$/, '').replace(/\.$/, '')})`;
}
function clamp01(scale: number): number {
return Number.isFinite(scale) && scale > 0 ? Math.min(1, scale) : 0;
}
function orderbookRowBarStyle(totalScale: number): CSSProperties {
function barCurve(scale01: number): number {
// Makes small rows visible without letting a single wall dominate.
return Math.sqrt(clamp01(scale01));
}
function orderbookRowBarStyle(totalScale: number, levelScale: number): CSSProperties {
return {
['--ob-bar-scale' as any]: clamp01(totalScale),
['--ob-total-scale' as any]: barCurve(totalScale),
['--ob-level-scale' as any]: barCurve(levelScale),
} as CSSProperties;
}
const ORDERBOOK_LEVELS_STACKED = 12;
const ORDERBOOK_LEVELS_LADDER = 20;
type OrderbookLayoutMode = 'stacked' | 'ladder';
type OrderbookBarScaleMode = 'per-side' | 'shared-log';
type VisualTheme = 'day' | 'night';
function normalizeVisualTheme(value: unknown): VisualTheme {
return value === 'day' ? 'day' : 'night';
}
function OrderbookLayoutIcon({ mode }: { mode: OrderbookLayoutMode }) {
if (mode === 'ladder') {
return (
<svg viewBox="0 0 16 16" aria-hidden="true">
<path d="M1.5 4.5h4v2h-4zm9 0h4v2h-4zM1.5 7.5h4v2h-4zm9 0h4v2h-4zM1.5 10.5h4v2h-4zm9 0h4v2h-4zM6.75 3.5h2.5v9h-2.5z" />
</svg>
);
}
return (
<svg viewBox="0 0 16 16" aria-hidden="true">
<path d="M2 3.5h12v2H2zm0 3.5h12v2H2zm0 3.5h12v2H2z" />
</svg>
);
}
function OrderbookScaleIcon({ mode }: { mode: OrderbookBarScaleMode }) {
if (mode === 'shared-log') {
return (
<svg viewBox="0 0 16 16" aria-hidden="true">
<path d="M2 12.5h2v-2h2v-2h2v-2h2v-2h2v8H2z" />
</svg>
);
}
return (
<svg viewBox="0 0 16 16" aria-hidden="true">
<path d="M2 11.5h3v-6H2zm4.5 2h3v-10h-3zm4.5-4h3v-2h-3z" />
</svg>
);
}
function liquidityStyle(bid: number, ask: number): CSSProperties {
const max = Math.max(1e-9, bid, ask);
const b = Number.isFinite(bid) && bid > 0 ? Math.min(1, bid / max) : 0;
@@ -160,24 +84,8 @@ type WhoamiResponse = {
export default function App() {
const [user, setUser] = useState<string | null>(null);
const [authLoading, setAuthLoading] = useState(true);
const [storedTheme, setStoredTheme] = useLocalStorageState<VisualTheme>('trade.theme.v1', 'night');
const devAuthUser = useMemo(() => envString('VITE_DEV_AUTH_USER', '').trim(), []);
const theme = normalizeVisualTheme(storedTheme);
useEffect(() => {
document.documentElement.dataset.theme = theme;
return () => {
delete document.documentElement.dataset.theme;
};
}, [theme]);
useEffect(() => {
if (devAuthUser) {
setUser(devAuthUser);
setAuthLoading(false);
return;
}
let cancelled = false;
setAuthLoading(true);
fetch('/whoami', { cache: 'no-store' })
@@ -202,7 +110,7 @@ export default function App() {
return () => {
cancelled = true;
};
}, [devAuthUser]);
}, []);
const logout = async () => {
try {
@@ -226,39 +134,22 @@ export default function App() {
return <LoginScreen onLoggedIn={setUser} />;
}
return (
<TradeApp
user={user}
theme={theme}
onToggleTheme={() => setStoredTheme(theme === 'day' ? 'night' : 'day')}
onLogout={() => void logout()}
/>
);
return <TradeApp user={user} onLogout={() => void logout()} />;
}
function TradeApp({
user,
theme,
onToggleTheme,
onLogout,
}: {
user: string;
theme: VisualTheme;
onToggleTheme: () => void;
onLogout: () => void;
}) {
function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', '1MBONK-PERP', 'BTC-PERP', 'ETH-PERP'], []);
const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'SOL-PERP'));
const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
const [tf, setTf] = useLocalStorageState('trade.tf.v2', envString('VITE_TF', '1s'));
const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
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);
const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', true);
const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
const [bottomTab, setBottomTab] = useLocalStorageState<
'dlob' | 'bot' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
'dlob' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
>('trade.bottomTab', 'positions');
const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
@@ -267,17 +158,6 @@ function TradeApp({
);
const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
const [orderbookGrouping, setOrderbookGrouping] = useLocalStorageState('trade.orderbookGrouping.v1', 'drift');
const [orderbookLayout, setOrderbookLayout] = useLocalStorageState<OrderbookLayoutMode>(
'trade.orderbookLayout.v1',
'ladder'
);
const [orderbookBarScaleMode, setOrderbookBarScaleMode] = useLocalStorageState<OrderbookBarScaleMode>(
'trade.orderbookBarScale.v1',
'per-side'
);
const [chartResetView, setChartResetView] = useState<(() => void) | null>(null);
const orderbookLevels = orderbookLayout === 'ladder' ? ORDERBOOK_LEVELS_LADDER : ORDERBOOK_LEVELS_STACKED;
useEffect(() => {
if (symbol === 'BONK-PERP') {
@@ -289,7 +169,7 @@ function TradeApp({
}
}, [markets, setSymbol, symbol]);
const { candles, indicators, meta, loading, error, refresh, hasMoreHistory, requestHistoryBefore } = useChartData({
const { candles, indicators, meta, loading, error, refresh } = useChartData({
symbol,
source: source.trim() ? source : undefined,
tf,
@@ -298,20 +178,14 @@ function TradeApp({
});
const { stats: dlob, connected: dlobConnected, error: dlobError } = useDlobStats(symbol);
const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, {
levels: orderbookLevels,
grouping: orderbookGrouping,
});
const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, { levels: 10 });
const { rows: slippageRows, connected: slippageConnected, error: slippageError } = useDlobSlippage(symbol);
const { rows: depthBands, connected: depthBandsConnected, error: depthBandsError } = useDlobDepthBands(symbol);
const botObserver = useBotObserver(symbol);
const latest = candles.length ? candles[candles.length - 1] : null;
const first = candles.length ? candles[0] : null;
const changePct =
first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
const liveLastPrice = latest?.close ?? dlob?.markPrice ?? dlob?.mid ?? null;
const liveOraclePrice = latest?.oracle ?? dlob?.oraclePrice ?? null;
const orderbook = useMemo(() => {
if (dlobL2) {
@@ -321,22 +195,12 @@ function TradeApp({
mid: dlobL2.mid as number | null,
bestBid: dlobL2.bestBid,
bestAsk: dlobL2.bestAsk,
updatedAt: dlobL2.updatedAt,
};
}
if (!latest) {
return {
asks: [],
bids: [],
mid: null as number | null,
bestBid: null as number | null,
bestAsk: null as number | null,
updatedAt: null as string | null,
};
}
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 = orderbookLevels;
const levels = 10;
const asksRaw = Array.from({ length: levels }, (_, i) => ({
price: mid + (i + 1) * step,
@@ -368,8 +232,20 @@ function TradeApp({
return { ...r, sizeUsd, totalBase: bidTotalBase, totalUsd: bidTotalUsd };
});
return { asks, bids, mid, bestBid: bidsRaw[0]?.price ?? null, bestAsk: asksRaw[0]?.price ?? null, updatedAt: null };
}, [dlobL2, latest, orderbookLevels]);
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;
@@ -394,69 +270,6 @@ function TradeApp({
return { bidUsd: bid, askUsd: ask, spreadAbs, spreadPct };
}, [orderbook.asks, orderbook.bids, orderbook.bestAsk, orderbook.bestBid, orderbook.mid]);
const orderbookVersion = orderbook.updatedAt ?? String(latest?.time ?? '');
const orderbookGroupingLabel = useMemo(
() => resolveOrderbookGroupingLabel(symbol, orderbookGrouping, orderbook.mid),
[orderbook.mid, orderbookGrouping, symbol]
);
const previousOrderbookMid = useRef<number | null>(null);
const [orderbookMidTone, setOrderbookMidTone] = useState<'flat' | 'up' | 'down'>('flat');
useEffect(() => {
const nextMid = orderbook.mid;
const prevMid = previousOrderbookMid.current;
if (nextMid == null || !Number.isFinite(nextMid)) {
previousOrderbookMid.current = null;
setOrderbookMidTone('flat');
return;
}
if (prevMid != null && Number.isFinite(prevMid) && nextMid !== prevMid) {
setOrderbookMidTone(nextMid > prevMid ? 'up' : 'down');
}
previousOrderbookMid.current = nextMid;
}, [orderbook.mid]);
const orderbookLadderRows = useMemo(() => {
const asksNearMid = orderbook.asks.slice().reverse();
const bidsNearMid = orderbook.bids;
const rowCount = Math.max(asksNearMid.length, bidsNearMid.length);
return Array.from({ length: rowCount }, (_, index) => ({
ask: asksNearMid[index] ?? null,
bid: bidsNearMid[index] ?? null,
}));
}, [orderbook.asks, orderbook.bids]);
const orderbookLadderViewRows = useMemo(() => {
let maxAsk = 0;
let maxBid = 0;
for (const row of orderbookLadderRows) {
maxAsk = Math.max(maxAsk, (row.ask as any)?.sizeUsd || 0);
maxBid = Math.max(maxBid, (row.bid as any)?.sizeUsd || 0);
}
const maxShared = Math.max(maxAsk, maxBid);
const logDen = Math.log1p(maxShared);
const scaleValue = (value: number, side: 'bid' | 'ask'): number => {
if (!Number.isFinite(value) || value <= 0) return 0;
if (orderbookBarScaleMode === 'shared-log') {
return logDen > 0 ? Math.log1p(value) / logDen : 0;
}
const denom = side === 'bid' ? maxBid : maxAsk;
return denom > 0 ? value / denom : 0;
};
return orderbookLadderRows.map((row) => ({
...row,
bidScale: scaleValue((row.bid as any)?.sizeUsd || 0, 'bid'),
askScale: scaleValue((row.ask as any)?.sizeUsd || 0, 'ask'),
}));
}, [orderbookBarScaleMode, orderbookLadderRows]);
const trades = useMemo(() => {
const slice = candles.slice(-24).reverse();
return slice.map((c) => {
@@ -472,8 +285,8 @@ function TradeApp({
const effectiveTradePrice = useMemo(() => {
if (tradeOrderType === 'limit') return tradePrice;
return liveLastPrice ?? tradePrice;
}, [liveLastPrice, tradeOrderType, tradePrice]);
return latest?.close ?? tradePrice;
}, [latest?.close, tradeOrderType, tradePrice]);
const orderValueUsd = useMemo(() => {
if (!Number.isFinite(tradeSize) || tradeSize <= 0) return null;
@@ -496,7 +309,7 @@ function TradeApp({
const topItems = useMemo(
() => [
{ key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
{ key: 'SOL', label: 'SOL', changePct: 1.89, active: true },
{ key: 'SOL', label: 'SOL', changePct: 1.89, active: false },
],
[]
);
@@ -506,7 +319,7 @@ function TradeApp({
{
key: 'last',
label: 'Last',
value: formatUsd(liveLastPrice),
value: formatUsd(latest?.close),
sub:
changePct == null ? (
'—'
@@ -517,7 +330,7 @@ function TradeApp({
</span>
),
},
{ key: 'oracle', label: 'Oracle', value: formatUsd(liveOraclePrice) },
{ key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
{ key: 'bid', label: 'Bid', value: formatUsd(dlob?.bestBid ?? null) },
{ key: 'ask', label: 'Ask', value: formatUsd(dlob?.bestAsk ?? null) },
{
@@ -539,7 +352,7 @@ function TradeApp({
sub: dlobL2Error ? <span className="neg">{dlobL2Error}</span> : dlobL2?.updatedAt || '—',
},
];
}, [changePct, dlob, dlobConnected, dlobError, dlobL2, dlobL2Connected, dlobL2Error, liveLastPrice, liveOraclePrice]);
}, [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]);
@@ -547,20 +360,8 @@ function TradeApp({
return (
<AppShell
header={
<TopNav
active="trade"
rightSlot={
<AuthStatus
user={user}
theme={theme}
onResetView={chartResetView}
onToggleTheme={onToggleTheme}
onLogout={onLogout}
/>
}
/>
}
header={<TopNav active="trade" rightEndSlot={<AuthStatus user={user} onLogout={onLogout} />} />}
top={<TickerBar items={topItems} />}
main={
<div className="tradeMain">
<Card
@@ -620,8 +421,6 @@ function TradeApp({
<ChartPanel
candles={candles}
indicators={indicators}
theme={theme}
tickerItems={topItems}
timeframe={tf}
bucketSeconds={bucketSeconds}
seriesKey={seriesKey}
@@ -630,10 +429,7 @@ function TradeApp({
onToggleIndicators={() => setShowIndicators((v) => !v)}
showBuild={showBuild}
onToggleBuild={() => setShowBuild((v) => !v)}
onResetViewReady={(handler) => setChartResetView(() => handler)}
seriesLabel={seriesLabel}
hasMoreHistory={hasMoreHistory}
onRequestHistoryBefore={requestHistoryBefore}
dlobQuotes={{ bid: dlob?.bestBid ?? null, ask: dlob?.bestAsk ?? null, mid: dlob?.mid ?? null }}
/>
@@ -658,11 +454,6 @@ function TradeApp({
/>
),
},
{
id: 'bot',
label: 'Bot',
content: <BotObserverPanel marketName={symbol} observer={botObserver} />,
},
{ 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> },
@@ -684,173 +475,83 @@ function TradeApp({
</div>
}
sidebar={
<Card className="orderbookCard">
<Card
className="orderbookCard"
title={
<div className="sideHead">
<div className="sideHead__title">Orderbook</div>
<div className="sideHead__subtitle">{loading ? 'loading…' : orderbook.mid != null ? formatUsd(orderbook.mid) : latest ? formatUsd(latest.close) : '—'}</div>
</div>
}
>
<Tabs
items={[
{
id: 'orderbook',
label: 'Orderbook',
content: (
<div className="orderbook">
<div className="orderbook__toolbar">
<label className="marketSelect orderbook__grouping">
<span className="marketSelect__label">Grouping</span>
<select
className="marketSelect__input orderbook__groupingInput"
value={orderbookGrouping}
onChange={(e) => setOrderbookGrouping(e.target.value)}
>
<option value="drift">{orderbookGroupingLabel}</option>
<option value="raw">Raw</option>
<option value="0.001">0.001</option>
<option value="0.005">0.005</option>
<option value="0.01">0.01</option>
<option value="0.05">0.05</option>
<option value="0.1">0.1</option>
</select>
</label>
{orderbookLayout === 'ladder' ? (
<div className="orderbookToolbarSwitch" role="group" aria-label="Orderbook bar scale">
<button
type="button"
className={`orderbookToolbarSwitch__btn${orderbookBarScaleMode === 'per-side' ? ' is-active' : ''}`}
onClick={() => setOrderbookBarScaleMode('per-side')}
title="Per-side scale"
aria-pressed={orderbookBarScaleMode === 'per-side'}
>
<OrderbookScaleIcon mode="per-side" />
</button>
<button
type="button"
className={`orderbookToolbarSwitch__btn${orderbookBarScaleMode === 'shared-log' ? ' is-active' : ''}`}
onClick={() => setOrderbookBarScaleMode('shared-log')}
title="Shared log scale"
aria-pressed={orderbookBarScaleMode === 'shared-log'}
>
<OrderbookScaleIcon mode="shared-log" />
</button>
</div>
) : null}
</div>
{orderbookLayout === 'ladder' ? (
<>
<div className={`orderbookMid orderbookMid--${orderbookMidTone} orderbookMid--ladder`}>
<span className="orderbookMid__label">mid</span>
<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
</div>
<div className="orderbook__header orderbook__header--ladder">
<span className="orderbookLadderHead__side">Size (USD)</span>
<span className="orderbookLadderHead__price">Price</span>
<span className="orderbookLadderHead__side orderbookLadderHead__side--right">Size (USD)</span>
</div>
<div className="orderbook__rows orderbook__rows--ladder">
{orderbookLadderViewRows.map((row, index) => (
<div key={`pair-${index}-${orderbookVersion}`} className="orderbookPair">
<span
className="orderbookPair__num orderbookPair__num--bid"
style={orderbookRowBarStyle(row.bidScale)}
>
{row.bid ? formatOrderbookUsd((row.bid as any).sizeUsd) : '—'}
</span>
<span className="orderbookPair__price orderbookPair__price--bid">
{row.bid ? formatQty(row.bid.price, 3) : '—'}
</span>
<span className="orderbookPair__price orderbookPair__price--ask">
{row.ask ? formatQty(row.ask.price, 3) : '—'}
</span>
<span
className="orderbookPair__num orderbookPair__num--ask"
style={orderbookRowBarStyle(row.askScale)}
>
{row.ask ? formatOrderbookUsd((row.ask as any).sizeUsd) : '—'}
</span>
</div>
))}
</div>
</>
) : (
<>
<div className="orderbook__header">
<span>Price</span>
<span className="orderbook__num">Size (USD)</span>
<span className="orderbook__num">Cum. (USD)</span>
</div>
<div className="orderbook__rows">
<div className={`orderbookMid orderbookMid--${orderbookMidTone}`}>
<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
<span className="orderbookMid__label">mid</span>
</div>
{orderbook.asks.map((r, index) => (
<div
key={`a-${index}-${r.price}-${orderbookVersion}`}
className="orderbookRow orderbookRow--ask"
style={orderbookRowBarStyle(maxAskSize > 0 ? (r as any).sizeUsd / maxAskSize : 0)}
>
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
<span className="orderbookRow__num">{formatOrderbookUsd((r as any).sizeUsd)}</span>
<span className="orderbookRow__num">{formatOrderbookUsd((r as any).totalUsd)}</span>
</div>
))}
{orderbook.bids.map((r, index) => (
<div
key={`b-${index}-${r.price}-${orderbookVersion}`}
className="orderbookRow orderbookRow--bid"
style={orderbookRowBarStyle(maxBidSize > 0 ? (r as any).sizeUsd / maxBidSize : 0)}
>
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
<span className="orderbookRow__num">{formatOrderbookUsd((r as any).sizeUsd)}</span>
<span className="orderbookRow__num">{formatOrderbookUsd((r as any).totalUsd)}</span>
</div>
))}
</div>
</>
)}
<div className="orderbookMeta">
<div className="orderbookMeta__row">
<span className="muted">Updated</span>
<span className="orderbookMeta__val">{formatClockTime(orderbook.updatedAt)}</span>
</div>
<div className="orderbookMeta__row">
<span className="muted">Spread</span>
<span className="orderbookMeta__val">
<div className="orderbook">
<div className="orderbook__header">
<span>Price</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-${r.price}`}
className="orderbookRow orderbookRow--ask"
style={orderbookRowBarStyle(
maxAskTotal > 0 ? (r as any).totalUsd / maxAskTotal : 0,
maxAskSize > 0 ? (r as any).sizeUsd / maxAskSize : 0
)}
>
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
<span className="orderbookRow__num">{formatCompact((r as any).sizeUsd)}</span>
<span className="orderbookRow__num">{formatCompact((r as any).totalUsd)}</span>
</div>
))}
<div className="orderbookMid">
<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
<span className="orderbookMid__label">mid</span>
</div>
{orderbook.bids.map((r) => (
<div
key={`b-${r.price}`}
className="orderbookRow orderbookRow--bid"
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">{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 (L1L${orderbookLevels})`}</span>
<span className="muted">Liquidity (L1L10)</span>
<span className="orderbookMeta__val">
<span className="pos">{formatUsd(liquidity.bidUsd)}</span> <span className="muted">/</span>{' '}
<span className="neg">{formatUsd(liquidity.askUsd)}</span>
</span>
</div>
<div className="liquidityBar" style={liquidityStyle(liquidity.bidUsd, liquidity.askUsd)}>
<div className="liquidityBar__bid" />
<div className="liquidityBar__ask" />
</div>
</div>
<div className="orderbookLayoutSwitch" role="group" aria-label="Orderbook layout">
<button
type="button"
className={`orderbookLayoutSwitch__btn${orderbookLayout === 'stacked' ? ' is-active' : ''}`}
onClick={() => setOrderbookLayout('stacked')}
title="Stacked book"
aria-pressed={orderbookLayout === 'stacked'}
>
<OrderbookLayoutIcon mode="stacked" />
</button>
<button
type="button"
className={`orderbookLayoutSwitch__btn${orderbookLayout === 'ladder' ? ' is-active' : ''}`}
onClick={() => setOrderbookLayout('ladder')}
title="Ladder book"
aria-pressed={orderbookLayout === 'ladder'}
>
<OrderbookLayoutIcon mode="ladder" />
</button>
<div className="liquidityBar" style={liquidityStyle(liquidity.bidUsd, liquidity.askUsd)}>
<div className="liquidityBar__bid" />
<div className="liquidityBar__ask" />
</div>
</div>
</div>
</div>
</div>
),
},
{
@@ -950,7 +651,7 @@ function TradeApp({
<input
className="formField__input"
value={tradeOrderType === 'market' ? '' : String(tradePrice)}
placeholder={tradeOrderType === 'market' ? formatQty(liveLastPrice ?? null, 3) : '0'}
placeholder={tradeOrderType === 'market' ? formatQty(latest?.close ?? null, 3) : '0'}
disabled={tradeOrderType !== 'limit'}
onChange={(e) => setTradePrice(Number(e.target.value))}
inputMode="decimal"
@@ -1009,10 +710,6 @@ function TradeApp({
<span className="tradeMeta__value"></span>
</div>
</div>
<div className="tradeBotSummary">
<BotObserverSummaryCard marketName={symbol} observer={botObserver} />
</div>
</div>
</Card>
}

View File

@@ -1,11 +0,0 @@
import React from 'react';
import ReactDOM from 'react-dom/client';
import '@xyflow/react/dist/style.css';
import './diagram.css';
import { TradeSystemFlowPage } from './diagram/TradeSystemFlowPage';
ReactDOM.createRoot(document.getElementById('root')!).render(
<React.StrictMode>
<TradeSystemFlowPage />
</React.StrictMode>
);

View File

@@ -1,943 +0,0 @@
:root {
--rf-bg: #efe7db;
--rf-panel: rgba(255, 252, 246, 0.94);
--rf-card: #fffdf9;
--rf-ink: #1b1714;
--rf-muted: #625b52;
--rf-line: rgba(99, 91, 82, 0.18);
--rf-shadow: 0 24px 54px rgba(27, 23, 20, 0.12);
}
* {
box-sizing: border-box;
}
html,
body,
#root {
margin: 0;
width: 100%;
height: 100%;
}
body {
font-family: 'IBM Plex Sans', 'Segoe UI', sans-serif;
color: var(--rf-ink);
background:
radial-gradient(circle at top left, rgba(31, 111, 139, 0.14), transparent 26%),
radial-gradient(circle at top right, rgba(176, 79, 53, 0.14), transparent 24%),
linear-gradient(180deg, #f8f3eb 0%, var(--rf-bg) 100%);
}
.rfPage {
min-height: 100%;
padding: 16px;
}
.rfToolbar,
.rfCanvas,
.rfInspector {
background: var(--rf-panel);
border: 1px solid rgba(217, 204, 187, 0.92);
border-radius: 24px;
box-shadow: var(--rf-shadow);
backdrop-filter: blur(10px);
}
.rfToolbar {
min-height: 76px;
padding: 14px 18px;
display: grid;
grid-template-columns: minmax(260px, 340px) minmax(220px, auto) minmax(0, 1fr);
gap: 16px;
align-items: center;
}
.rfToolbar__eyebrow,
.rfInspector__eyebrow,
.rfCard__subtitle {
font-size: 12px;
font-weight: 800;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfToolbar__brand {
display: flex;
align-items: center;
gap: 14px;
}
.rfToolbar__mark {
width: 16px;
height: 16px;
border-radius: 5px;
background:
linear-gradient(135deg, #1f6f8b 0%, #1f6f8b 46%, #b04f35 46%, #b04f35 100%);
box-shadow: 0 0 0 4px rgba(31, 111, 139, 0.1);
}
.rfToolbar__copy {
min-width: 0;
}
.rfToolbar__title {
margin-top: 2px;
font-size: clamp(1.1rem, 1.3vw, 1.45rem);
font-weight: 800;
line-height: 1.05;
font-family: 'IBM Plex Serif', Georgia, serif;
}
.rfToolbar__summary,
.rfInspector p,
.rfCard__host,
.rfCard__bullets,
.rfSection li {
color: var(--rf-muted);
line-height: 1.5;
}
.rfInspector__metricGrid {
margin: 10px 0 4px;
}
.rfToolbar__summary {
margin-top: 3px;
font-size: 13px;
}
.rfFilters {
display: flex;
justify-content: center;
gap: 8px;
flex-wrap: wrap;
}
.rfHistoryWrap {
position: relative;
}
.rfFilter {
border: 1px solid rgba(99, 91, 82, 0.15);
border-radius: 999px;
background: #fffaf2;
color: var(--rf-ink);
font: inherit;
font-weight: 800;
padding: 9px 13px;
cursor: pointer;
transition: 140ms ease;
}
.rfFilter:hover,
.rfFilter.isActive {
transform: translateY(-1px);
box-shadow: 0 12px 24px rgba(27, 23, 20, 0.08);
}
.rfFilter.isMeta {
cursor: default;
}
.rfFilter:disabled {
opacity: 0.44;
cursor: default;
transform: none;
box-shadow: none;
}
.rfHistoryPanel {
position: absolute;
top: calc(100% + 10px);
right: 0;
z-index: 24;
width: 340px;
max-height: 420px;
overflow: auto;
padding: 14px;
border: 1px solid rgba(99, 91, 82, 0.16);
border-radius: 18px;
background: rgba(255, 252, 246, 0.98);
box-shadow: 0 24px 48px rgba(27, 23, 20, 0.18);
}
.rfHistoryPanel__head {
display: flex;
align-items: flex-start;
justify-content: space-between;
gap: 12px;
}
.rfHistoryPanel__eyebrow {
font-size: 11px;
font-weight: 800;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfHistoryPanel__title {
margin-top: 3px;
font-size: 1rem;
font-weight: 800;
}
.rfHistoryPanel__close,
.rfHistoryItem__restore {
border: 1px solid rgba(99, 91, 82, 0.14);
border-radius: 999px;
background: #fffaf2;
color: var(--rf-ink);
font: inherit;
font-size: 12px;
font-weight: 800;
padding: 8px 11px;
cursor: pointer;
}
.rfHistoryPanel__close:hover,
.rfHistoryItem__restore:hover {
transform: translateY(-1px);
box-shadow: 0 10px 22px rgba(27, 23, 20, 0.08);
}
.rfHistoryItem__restore:disabled {
opacity: 0.46;
cursor: default;
transform: none;
box-shadow: none;
}
.rfHistoryPanel__note {
margin-top: 12px;
font-size: 13px;
color: var(--rf-muted);
}
.rfHistoryPanel__note.isError {
color: #8b3d24;
}
.rfHistoryPanel__list {
display: grid;
gap: 10px;
margin-top: 12px;
}
.rfHistoryItem {
display: grid;
grid-template-columns: minmax(0, 1fr) auto;
gap: 8px 12px;
align-items: center;
padding: 12px;
border: 1px solid rgba(99, 91, 82, 0.12);
border-radius: 14px;
background: rgba(255, 255, 255, 0.74);
}
.rfHistoryItem.isCurrent {
border-color: rgba(31, 111, 139, 0.25);
box-shadow: inset 0 0 0 1px rgba(31, 111, 139, 0.12);
}
.rfHistoryItem__meta {
display: flex;
gap: 8px;
align-items: center;
justify-content: space-between;
}
.rfHistoryItem__action {
font-size: 12px;
font-weight: 800;
text-transform: uppercase;
letter-spacing: 0.04em;
}
.rfHistoryItem__time,
.rfHistoryItem__sub {
font-size: 12px;
color: var(--rf-muted);
}
.rfStatusRail {
min-width: 0;
}
.rfStatusRail__summary {
margin-bottom: 8px;
font-size: 12px;
font-weight: 800;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfStatusRail__list {
display: flex;
gap: 8px;
flex-wrap: wrap;
justify-content: flex-end;
}
.rfStatusPill {
display: inline-flex;
align-items: center;
gap: 10px;
min-height: 36px;
padding: 0 11px;
border-radius: 999px;
border: 1px solid rgba(99, 91, 82, 0.12);
background: rgba(255, 250, 242, 0.92);
color: var(--rf-ink);
font: inherit;
cursor: pointer;
transition: 140ms ease;
}
.rfStatusPill:hover,
.rfStatusPill.isSelected {
transform: translateY(-1px);
box-shadow: 0 12px 24px rgba(27, 23, 20, 0.08);
}
.rfStatusPill__name {
font-size: 12px;
font-weight: 800;
}
.rfStatusPill__state {
font-size: 10px;
font-weight: 900;
letter-spacing: 0.08em;
text-transform: uppercase;
}
.rfStatusPill.is-ok .rfStatusPill__state {
color: #185f39;
}
.rfStatusPill.is-warn .rfStatusPill__state {
color: #8b3d24;
}
.rfStatusPill.is-info .rfStatusPill__state {
color: #425466;
}
.rfLayout {
margin-top: 12px;
display: grid;
grid-template-columns: minmax(0, 1.2fr) 410px;
gap: 18px;
align-items: stretch;
}
.rfCanvas {
height: calc(100vh - 126px);
min-height: 760px;
overflow: hidden;
}
.rfInspector {
padding: 22px;
max-height: calc(100vh - 126px);
overflow: auto;
}
.rfInspector h2 {
margin: 10px 0 8px;
font-size: 1.8rem;
line-height: 1.05;
font-family: 'IBM Plex Serif', Georgia, serif;
}
.rfInspector__host {
font-weight: 700;
}
.rfSection {
margin-top: 18px;
padding-top: 18px;
border-top: 1px solid rgba(99, 91, 82, 0.12);
}
.rfSection h3 {
margin: 0 0 8px;
font-size: 0.98rem;
}
.rfSection ul {
margin: 0;
padding-left: 18px;
}
.rfSection li {
margin: 6px 0;
}
.rfRouteList {
list-style: none;
margin: 0;
padding: 0;
display: grid;
gap: 10px;
}
.rfRouteItem {
padding: 10px 12px;
border-radius: 14px;
border: 1px solid rgba(99, 91, 82, 0.12);
background: rgba(255, 252, 246, 0.84);
}
.rfRouteItem.isEmpty {
color: var(--rf-muted);
font-size: 12px;
}
.rfRouteItem__head {
display: flex;
align-items: center;
gap: 6px;
flex-wrap: wrap;
font-size: 13px;
}
.rfRouteItem__meta {
margin-top: 6px;
font-size: 12px;
font-weight: 700;
color: var(--rf-ink);
}
.rfRouteItem__desc {
margin-top: 4px;
font-size: 12px;
line-height: 1.45;
color: var(--rf-muted);
}
.rfRouteBadge {
display: inline-flex;
align-items: center;
min-height: 20px;
padding: 0 7px;
border-radius: 999px;
font-size: 10px;
font-weight: 900;
letter-spacing: 0.04em;
text-transform: uppercase;
}
.rfRouteBadge.is-in {
background: rgba(75, 85, 99, 0.12);
color: #3f4854;
}
.rfRouteBadge.is-out {
background: rgba(20, 114, 109, 0.14);
color: #126863;
}
.rfRouteBadge.is-path-read {
background: rgba(31, 111, 139, 0.12);
color: #1f6f8b;
}
.rfRouteBadge.is-path-live {
background: rgba(176, 79, 53, 0.12);
color: #a04a33;
}
.rfRouteBadge.is-path-write {
background: rgba(122, 98, 19, 0.14);
color: #7a6213;
}
.rfRouteBadge.is-path-control {
background: rgba(75, 85, 99, 0.12);
color: #4b5563;
}
.rfLegend {
background: rgba(255, 252, 246, 0.9);
border: 1px solid rgba(99, 91, 82, 0.12);
border-radius: 16px;
padding: 12px 14px;
box-shadow: 0 12px 28px rgba(27, 23, 20, 0.08);
}
.rfLegend__title {
margin-bottom: 8px;
font-size: 12px;
font-weight: 800;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfLegend__row {
display: flex;
align-items: center;
gap: 8px;
margin-top: 6px;
font-size: 13px;
color: var(--rf-ink);
}
.rfLegend__row span {
width: 12px;
height: 12px;
border-radius: 999px;
flex: 0 0 12px;
}
.rfCard {
width: 100%;
height: 100%;
border: 1px solid rgba(99, 91, 82, 0.14);
border-left: 6px solid var(--lane-color);
border-radius: 18px;
background: var(--rf-card);
box-shadow: 0 16px 32px rgba(27, 23, 20, 0.08);
padding: 12px;
display: flex;
flex-direction: column;
overflow: hidden;
user-select: none;
cursor: grab;
}
.rfCard.isWorkflow {
border-color: rgba(50, 130, 80, 0.72);
box-shadow:
inset 0 0 0 2px rgba(88, 175, 112, 0.22),
0 18px 34px rgba(32, 92, 52, 0.12);
}
.rfCard.isWorkflow .rfCard__subtitle {
color: #2d6b3f;
}
.rfCard.isSelected {
box-shadow: 0 18px 38px rgba(27, 23, 20, 0.16);
transform: translateY(-1px);
}
.rfCard.isDragging {
border-color: rgba(176, 48, 35, 0.78);
box-shadow:
0 0 0 3px rgba(176, 48, 35, 0.3),
0 20px 42px rgba(176, 48, 35, 0.16);
cursor: grabbing;
}
.rfCard__head {
display: flex;
justify-content: space-between;
gap: 10px;
align-items: flex-start;
}
.rfDragHandle {
touch-action: none;
}
.rfCard__title {
margin-top: 4px;
font-size: 0.94rem;
font-weight: 800;
color: var(--rf-ink);
}
.rfCard__host {
margin-top: 8px;
font-size: 12px;
}
.rfCard__runtime {
margin-top: 10px;
padding: 9px 10px;
border-radius: 14px;
border: 1px solid rgba(99, 91, 82, 0.12);
background: linear-gradient(180deg, rgba(251, 247, 239, 0.96), rgba(246, 239, 227, 0.82));
}
.rfCard__runtimeLabel {
margin-bottom: 8px;
font-size: 10px;
font-weight: 900;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfCard__metricGrid,
.rfInspector__metricGrid {
display: grid;
grid-template-columns: repeat(2, minmax(0, 1fr));
gap: 8px;
}
.rfCard__metricGrid {
margin-top: 10px;
}
.rfMetricChip {
display: grid;
gap: 4px;
padding: 8px 9px;
border-radius: 12px;
background: rgba(255, 253, 249, 0.92);
border: 1px solid rgba(99, 91, 82, 0.1);
}
.rfMetricChip span {
font-size: 10px;
font-weight: 900;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfMetricChip strong {
font-size: 12px;
line-height: 1.3;
color: var(--rf-ink);
}
.rfFactGrid,
.rfPanelGrid {
display: grid;
gap: 10px;
}
.rfFactGrid {
grid-template-columns: repeat(2, minmax(0, 1fr));
}
.rfFact {
padding: 11px 12px;
border-radius: 14px;
border: 1px solid rgba(99, 91, 82, 0.12);
background: rgba(255, 252, 246, 0.84);
}
.rfFact span {
display: block;
margin-bottom: 4px;
font-size: 10px;
font-weight: 900;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfFact strong {
font-size: 13px;
line-height: 1.4;
color: var(--rf-ink);
}
.rfPanelCard {
padding: 12px 13px;
border-radius: 16px;
border: 1px solid rgba(99, 91, 82, 0.12);
background: rgba(255, 252, 246, 0.84);
}
.rfPanelCard__title {
margin-bottom: 8px;
font-size: 12px;
font-weight: 900;
letter-spacing: 0.08em;
text-transform: uppercase;
color: var(--rf-muted);
}
.rfPanelCard p,
.rfPanelCard li {
margin: 0;
}
.rfPanelCard ul {
margin: 0;
padding-left: 18px;
}
.rfPanelCard li + li {
margin-top: 6px;
}
.rfCard__bullets {
margin: 10px 0 0;
padding-left: 18px;
font-size: 12px;
overflow: hidden;
}
.rfCard__bullets li {
margin: 4px 0;
}
.rfStatus {
display: inline-flex;
align-items: center;
border-radius: 999px;
padding: 5px 8px;
font-size: 11px;
font-weight: 800;
white-space: nowrap;
}
.rfStatus.isOk {
background: rgba(30, 107, 67, 0.11);
color: #185f39;
}
.rfStatus.isWarn {
background: rgba(176, 79, 53, 0.11);
color: #8b3d24;
}
.rfHandle {
width: 10px;
height: 10px;
background: var(--lane-color);
border: 2px solid #fff;
}
.rfHandle.isRouteHandle {
width: 12px;
height: 12px;
border: 2px solid rgba(255, 253, 249, 0.98);
box-shadow: 0 0 0 2px rgba(27, 23, 20, 0.08);
}
.rfZone {
width: 100%;
height: 100%;
border-radius: 26px;
border: 1px solid rgba(110, 101, 91, 0.14);
padding: 12px 14px;
user-select: none;
cursor: grab;
}
.rfZone__head {
display: flex;
flex-direction: column;
align-items: flex-start;
gap: 6px;
min-height: 64px;
width: min(100%, 320px);
padding: 2px 2px 10px;
}
.rfZone__title {
display: inline-flex;
align-items: center;
min-height: 28px;
padding: 0 10px;
border-radius: 999px;
background: rgba(255, 251, 244, 0.96);
box-shadow: 0 6px 16px rgba(27, 23, 20, 0.06);
font-size: 0.96rem;
font-weight: 900;
color: var(--rf-ink);
font-family: 'IBM Plex Serif', Georgia, serif;
}
.rfZone__subtitle {
margin-top: 6px;
max-width: 250px;
font-size: 10px;
font-weight: 700;
letter-spacing: 0.06em;
text-transform: uppercase;
color: var(--rf-muted);
line-height: 1.35;
}
.rfZone.is-host {
background:
linear-gradient(180deg, rgba(255, 253, 249, 0.92), rgba(244, 236, 225, 0.66));
box-shadow: inset 0 0 0 1px rgba(255, 255, 255, 0.35);
}
.rfZone.is-namespace {
background:
linear-gradient(180deg, rgba(255, 251, 246, 0.78), rgba(236, 228, 214, 0.52));
border-style: dashed;
border-color: rgba(98, 91, 82, 0.22);
box-shadow: inset 0 0 0 1px rgba(255, 255, 255, 0.22);
}
.rfZone.is-subzone {
background:
linear-gradient(180deg, rgba(255, 254, 250, 0.72), rgba(248, 242, 233, 0.46));
border-color: rgba(98, 91, 82, 0.12);
box-shadow: inset 0 0 0 1px rgba(255, 255, 255, 0.16);
}
.rfZone.isDragging {
border-color: rgba(176, 48, 35, 0.72);
box-shadow:
inset 0 0 0 2px rgba(176, 48, 35, 0.22),
0 0 0 3px rgba(176, 48, 35, 0.14);
cursor: grabbing;
}
.rfZone.isDragging .rfZone__title {
box-shadow:
0 0 0 2px rgba(176, 48, 35, 0.18),
0 8px 18px rgba(176, 48, 35, 0.16);
}
.react-flow__renderer {
background:
linear-gradient(rgba(225, 214, 198, 0.22) 1px, transparent 1px),
linear-gradient(90deg, rgba(225, 214, 198, 0.22) 1px, transparent 1px),
linear-gradient(180deg, #fffdf8 0%, #faf4ea 100%);
background-size: 20px 20px, 20px 20px, 100% 100%;
}
.react-flow__nodes {
z-index: 10;
}
.react-flow__edges,
.react-flow__edgelabel-renderer {
z-index: 30 !important;
}
.react-flow__attribution {
display: none;
}
.react-flow__controls,
.react-flow__minimap {
border: 1px solid rgba(99, 91, 82, 0.14);
border-radius: 14px;
overflow: hidden;
box-shadow: 0 12px 24px rgba(27, 23, 20, 0.08);
}
.react-flow__controls button {
background: rgba(255, 252, 246, 0.92);
color: var(--rf-ink);
border-bottom-color: rgba(99, 91, 82, 0.12);
}
.react-flow__edge-text {
font-weight: 700;
}
.rfResizeHandle {
width: 12px !important;
height: 12px !important;
border-radius: 999px !important;
border: 2px solid rgba(255, 253, 249, 0.96) !important;
background: rgba(31, 111, 139, 0.72) !important;
box-shadow: 0 0 0 2px rgba(27, 23, 20, 0.08);
opacity: 0;
pointer-events: none;
transition: opacity 120ms ease, transform 120ms ease, background 120ms ease;
}
.rfResizeLine {
border-color: rgba(31, 111, 139, 0.28) !important;
opacity: 0;
pointer-events: none;
transition: opacity 120ms ease, border-color 120ms ease;
}
.rfCard:hover .rfResizeHandle,
.rfCard:hover .rfResizeLine,
.rfCard.isSelected .rfResizeHandle,
.rfCard.isSelected .rfResizeLine,
.rfCard.isDragging .rfResizeHandle,
.rfCard.isDragging .rfResizeLine,
.rfZone:hover .rfResizeHandle,
.rfZone:hover .rfResizeLine,
.rfZone.isSelected .rfResizeHandle,
.rfZone.isSelected .rfResizeLine,
.rfZone.isDragging .rfResizeHandle,
.rfZone.isDragging .rfResizeLine {
opacity: 1;
pointer-events: auto;
}
.rfCard:hover .rfResizeHandle,
.rfCard.isSelected .rfResizeHandle,
.rfCard.isDragging .rfResizeHandle,
.rfZone:hover .rfResizeHandle,
.rfZone.isSelected .rfResizeHandle,
.rfZone.isDragging .rfResizeHandle {
transform: scale(1.05);
}
.rfCard:hover .rfResizeLine,
.rfCard.isSelected .rfResizeLine,
.rfCard.isDragging .rfResizeLine {
border-color: rgba(31, 111, 139, 0.42) !important;
}
.rfZone:hover .rfResizeLine,
.rfZone.isSelected .rfResizeLine,
.rfZone.isDragging .rfResizeLine {
border-color: rgba(176, 48, 35, 0.26) !important;
}
.rfZone .rfResizeHandle {
background: rgba(176, 48, 35, 0.72) !important;
}
.rfPage.isUltraWide .rfLayout {
grid-template-columns: minmax(0, 1.45fr) 430px;
}
.rfPage.isUltraWide .rfCanvas {
height: calc(100vh - 118px);
min-height: 820px;
}
code {
font-family: 'IBM Plex Mono', monospace;
background: rgba(27, 23, 20, 0.05);
padding: 2px 6px;
border-radius: 6px;
}
@media (max-width: 1180px) {
.rfPage {
padding: 14px;
}
.rfToolbar {
grid-template-columns: 1fr;
align-items: stretch;
}
.rfStatusRail__list {
justify-content: flex-start;
}
.rfLayout {
grid-template-columns: 1fr;
}
.rfCanvas {
height: 72vh;
min-height: 620px;
}
.rfCard__metricGrid,
.rfInspector__metricGrid,
.rfFactGrid {
grid-template-columns: 1fr;
}
}

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@@ -1,282 +0,0 @@
import type { BotEventRow, BotObserverData, BotObserverRuntimeState } from './useBotObserver';
function formatUsd(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
if (Math.abs(v) >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
if (Math.abs(v) >= 1000) return `$${(v / 1000).toFixed(1)}K`;
return `$${v.toFixed(2)}`;
}
function formatBps(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${v.toFixed(2)} bps`;
}
function formatPct(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${(v * 100).toFixed(0)}%`;
}
function formatAge(iso: string | null | undefined): string {
if (!iso) return '—';
const ts = Date.parse(iso);
if (!Number.isFinite(ts)) return '—';
const seconds = Math.max(0, Math.floor((Date.now() - ts) / 1000));
if (seconds < 60) return `${seconds}s ago`;
const minutes = Math.floor(seconds / 60);
if (minutes < 60) return `${minutes}m ago`;
const hours = Math.floor(minutes / 60);
return `${hours}h ago`;
}
function formatClock(iso: string | null | undefined): string {
if (!iso) return '—';
const ts = Date.parse(iso);
if (!Number.isFinite(ts)) return '—';
return new Date(ts).toLocaleTimeString(undefined, {
hour: '2-digit',
minute: '2-digit',
second: '2-digit',
});
}
function numericClass(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v) || v === 0) return '';
return v > 0 ? 'pos' : 'neg';
}
function gateTone(value: boolean | null | undefined): 'ok' | 'bad' | 'muted' {
if (value === true) return 'ok';
if (value === false) return 'bad';
return 'muted';
}
function eventSummary(event: BotEventRow): string {
const payload = event.payload || {};
if (event.type === 'decision' || event.type === 'skip') {
const decision = (payload as any).decision || {};
const side = typeof decision.side === 'string' ? decision.side.toUpperCase() : '—';
const confidence = typeof decision.confidence === 'number' ? `${Math.round(decision.confidence * 100)}%` : '—';
const target = typeof decision.target_notional_usd === 'number' ? formatUsd(decision.target_notional_usd) : '—';
const skipReason = typeof decision.skip_reason === 'string' && decision.skip_reason ? `${decision.skip_reason}` : '';
return `${side}${confidence}${target}${skipReason}`;
}
if (event.type === 'status') {
const status = (payload as any).status || {};
const bot = (payload as any).bot || {};
const mode = typeof bot.mode === 'string' ? bot.mode : '—';
const active = status.active === true ? 'active' : 'inactive';
const note = typeof status.note === 'string' && status.note ? `${status.note}` : '';
return `${mode}${active}${note}`;
}
if (event.type === 'error') {
return typeof (payload as any).error === 'string' ? (payload as any).error : 'error';
}
return JSON.stringify(payload);
}
function kpiValueClass(side: string | null | undefined): string {
if (side === 'long') return 'pos';
if (side === 'short') return 'neg';
return '';
}
function renderFeatureRow(label: string, value: string, valueClass = '') {
return (
<div className="botFeatureRow" key={label}>
<span className="botFeatureRow__label">{label}</span>
<span className={['botFeatureRow__value', valueClass].filter(Boolean).join(' ')}>{value}</span>
</div>
);
}
export default function BotObserverPanel({
marketName,
observer,
}: {
marketName: string;
observer: BotObserverData;
}) {
const { bot, resolvedBy, state, events, loading, error, warning, lastUpdatedAt } = observer;
const runtimeState: BotObserverRuntimeState | null = state?.state || null;
const lastDecision = runtimeState?.last_decision || null;
const lastFeatures = runtimeState?.last_features || null;
const lastGates = runtimeState?.last_gates || null;
const lastSnapshot = runtimeState?.last_snapshot || null;
const counters = runtimeState?.counters || null;
if (loading && !bot) {
return <div className="placeholder">Loading bot observer</div>;
}
if (error && !bot) {
return <div className="uiError">{error}</div>;
}
if (!bot) {
if (warning === 'bot_control_plane_schema_missing') {
return (
<div className="botDash botDash--empty">
<div className="botDash__emptyTitle">Bot control plane is not deployed here.</div>
<div className="muted">This Hasura environment does not expose `bot_config`, `bot_state`, or `bot_events` yet.</div>
</div>
);
}
return (
<div className="botDash botDash--empty">
<div className="botDash__emptyTitle">No bot configured for this market.</div>
<div className="muted">Set `VITE_BOT_ID` / `VITE_BOT_NAME` or create a bot for {marketName}.</div>
</div>
);
}
return (
<div className="botDash dlobDash">
<div className="dlobDash__head">
<div className="dlobDash__title">Bot Observer</div>
<div className="dlobDash__meta">
<span className="dlobDash__market">{bot.name}</span>
<span className="muted">{bot.market_name}</span>
<span className="muted">{resolvedBy ? `resolved ${resolvedBy}` : 'manual'}</span>
</div>
</div>
{error ? <div className="uiError">{error}</div> : null}
{bot.market_name !== marketName ? (
<div className="botDash__note muted">Current chart market is {marketName}, panel shows bot for {bot.market_name}.</div>
) : null}
<div className="dlobDash__statuses">
<div className="dlobStatus">
<span className="dlobStatus__label">mode</span>
<span className="dlobStatus__value">{bot.mode}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">status</span>
<span className="dlobStatus__value">{runtimeState?.status || '—'}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">heartbeat</span>
<span className="dlobStatus__value">{formatAge(state?.last_heartbeat_at)}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">updated</span>
<span className="dlobStatus__value">{lastUpdatedAt ? formatClock(lastUpdatedAt) : '—'}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">kill switch</span>
<span className={['dlobStatus__value', bot.kill_switch ? 'neg' : 'pos'].join(' ')}>
{bot.kill_switch ? 'enabled' : 'off'}
</span>
</div>
</div>
<div className="dlobDash__grid">
<div className="dlobKpi">
<div className="dlobKpi__label">Decision</div>
<div className={['dlobKpi__value', kpiValueClass(lastDecision?.side || null)].join(' ')}>
{lastDecision?.side || '—'}
</div>
<div className="dlobKpi__sub muted">{lastDecision?.skip_reason || 'current signal'}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Confidence</div>
<div className="dlobKpi__value">{formatPct(lastDecision?.confidence ?? null)}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Target</div>
<div className="dlobKpi__value">{formatUsd(lastDecision?.target_notional_usd ?? null)}</div>
<div className="dlobKpi__sub muted">{lastDecision?.horizon_s != null ? `${lastDecision.horizon_s}s horizon` : '—'}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Long Score</div>
<div className={['dlobKpi__value', numericClass(lastDecision?.long_score ?? null)].join(' ')}>
{lastDecision?.long_score == null ? '—' : lastDecision.long_score.toFixed(2)}
</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Short Score</div>
<div className={['dlobKpi__value', numericClass(lastDecision?.short_score ?? null)].join(' ')}>
{lastDecision?.short_score == null ? '—' : lastDecision.short_score.toFixed(2)}
</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Loops</div>
<div className="dlobKpi__value">{counters?.loops ?? '—'}</div>
<div className="dlobKpi__sub muted">
{counters ? `${counters.decisions ?? 0} decisions / ${counters.skips ?? 0} skips` : '—'}
</div>
</div>
</div>
<div className="botDash__layout">
<div className="botPanel">
<div className="botPanel__head">
<div className="botPanel__title">Gates</div>
<div className="muted">{lastSnapshot?.data_age_ms != null ? `${lastSnapshot.data_age_ms} ms age` : '—'}</div>
</div>
<div className="botGateGrid">
{[
['fresh', lastGates?.fresh],
['spread_ok', lastGates?.spread_ok],
['slippage_ok', lastGates?.slippage_ok],
['depth_ok', lastGates?.depth_ok],
['has_candles', lastGates?.has_candles],
['all', lastGates?.all],
].map(([label, value]) => (
<div
key={label}
className={`botGate botGate--${gateTone(value as boolean | null | undefined)}`}
>
<span className="botGate__label">{label}</span>
<span className="botGate__value">{value == null ? '—' : value ? 'pass' : 'fail'}</span>
</div>
))}
</div>
<div className="botPanel__head">
<div className="botPanel__title">Feature Snapshot</div>
<div className="muted">{lastSnapshot?.query_latency_ms != null ? `${lastSnapshot.query_latency_ms} ms query` : '—'}</div>
</div>
<div className="botFeatureList">
{renderFeatureRow('spread_bps', formatBps(lastFeatures?.spread_bps ?? null))}
{renderFeatureRow('mark_vs_oracle', formatBps(lastFeatures?.mark_vs_oracle_bps ?? null), numericClass(lastFeatures?.mark_vs_oracle_bps ?? null))}
{renderFeatureRow('mom_3s', formatBps(lastFeatures?.mom_3s ?? null), numericClass(lastFeatures?.mom_3s ?? null))}
{renderFeatureRow('mom_10s', formatBps(lastFeatures?.mom_10s ?? null), numericClass(lastFeatures?.mom_10s ?? null))}
{renderFeatureRow('mom_30s', formatBps(lastFeatures?.mom_30s ?? null), numericClass(lastFeatures?.mom_30s ?? null))}
{renderFeatureRow('vol_30s', formatBps(lastFeatures?.vol_30s ?? null))}
{renderFeatureRow('depth_bid_usd', formatUsd(lastFeatures?.depth_bid_usd ?? null), 'pos')}
{renderFeatureRow('depth_ask_usd', formatUsd(lastFeatures?.depth_ask_usd ?? null), 'neg')}
{renderFeatureRow('depth_imbalance', formatPct(lastFeatures?.depth_imbalance ?? null), numericClass(lastFeatures?.depth_imbalance ?? null))}
{renderFeatureRow('buy_slippage', formatBps(lastFeatures?.buy_slippage_bps ?? null))}
{renderFeatureRow('sell_slippage', formatBps(lastFeatures?.sell_slippage_bps ?? null))}
{renderFeatureRow('last_error', state?.last_error || runtimeState?.error || '—', state?.last_error || runtimeState?.error ? 'neg' : '')}
</div>
</div>
<div className="botPanel">
<div className="botPanel__head">
<div className="botPanel__title">Event Feed</div>
<div className="muted">{events.length ? `${events.length} rows` : '—'}</div>
</div>
{events.length ? (
<div className="botEventList">
{events.map((event) => (
<div className={`botEvent botEvent--${event.type}`} key={event.id}>
<div className="botEvent__head">
<span className="botEvent__type">{event.type}</span>
<span className="muted">{formatClock(event.ts)}</span>
</div>
<div className="botEvent__summary">{eventSummary(event)}</div>
</div>
))}
</div>
) : (
<div className="botPanel__empty muted">No bot events yet.</div>
)}
</div>
</div>
</div>
);
}

View File

@@ -1,185 +0,0 @@
import type { BotObserverData, BotObserverRuntimeState } from './useBotObserver';
function formatPct(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${(v * 100).toFixed(0)}%`;
}
function formatUsd(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
if (Math.abs(v) >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
if (Math.abs(v) >= 1000) return `$${(v / 1000).toFixed(1)}K`;
return `$${v.toFixed(2)}`;
}
function formatAge(iso: string | null | undefined): string {
if (!iso) return '—';
const ts = Date.parse(iso);
if (!Number.isFinite(ts)) return '—';
const seconds = Math.max(0, Math.floor((Date.now() - ts) / 1000));
if (seconds < 60) return `${seconds}s`;
const minutes = Math.floor(seconds / 60);
if (minutes < 60) return `${minutes}m`;
const hours = Math.floor(minutes / 60);
return `${hours}h`;
}
function gateTone(value: boolean | null | undefined): 'ok' | 'bad' | 'muted' {
if (value === true) return 'ok';
if (value === false) return 'bad';
return 'muted';
}
function stateTone(value: string | null | undefined): string {
const normalized = String(value || '').trim().toLowerCase();
if (normalized === 'long') return 'pos';
if (normalized === 'short' || normalized === 'panic') return 'neg';
return '';
}
function resolveMachineState(runtimeState: BotObserverRuntimeState | null, desiredMode: string, killSwitch: boolean): string {
if (killSwitch) return 'panic';
const status = String(runtimeState?.status || runtimeState?.mode || desiredMode || '')
.trim()
.toLowerCase();
if (['off', 'observe', 'paper', 'trade', 'panic'].includes(status)) return status;
return 'off';
}
export default function BotObserverSummaryCard({
marketName,
observer,
}: {
marketName: string;
observer: BotObserverData;
}) {
const { bot, state, loading, error, warning } = observer;
const runtimeState: BotObserverRuntimeState | null = state?.state || null;
const machineState = resolveMachineState(runtimeState, bot?.mode || 'off', Boolean(bot?.kill_switch));
const lastDecision = runtimeState?.last_decision || null;
const lastSnapshot = runtimeState?.last_snapshot || null;
const lastGates = runtimeState?.last_gates || null;
const counters = runtimeState?.counters || null;
if (loading && !bot) {
return <div className="botSummaryCard__empty muted">Loading bot</div>;
}
if (error && !bot) {
return <div className="uiError botSummaryCard__error">{error}</div>;
}
if (!bot) {
if (warning === 'bot_control_plane_schema_missing') {
return (
<div className="botSummaryCard__empty">
<div className="botSummaryCard__emptyTitle">Bot control plane missing</div>
<div className="muted">Current Hasura environment does not publish bot tables yet.</div>
</div>
);
}
return (
<div className="botSummaryCard__empty">
<div className="botSummaryCard__emptyTitle">No bot configured</div>
<div className="muted">No observer found for {marketName}.</div>
</div>
);
}
return (
<div className="botSummaryCard">
<div className="botSummaryCard__head">
<div>
<div className="botSummaryCard__title">Bot State Machine</div>
<div className="botSummaryCard__subtitle muted">{bot.name}</div>
</div>
<div className={['botSummaryCard__side', stateTone(lastDecision?.side)].join(' ')}>
{(lastDecision?.side || 'flat').toUpperCase()}
</div>
</div>
{error ? <div className="uiError botSummaryCard__error">{error}</div> : null}
{bot.market_name !== marketName ? (
<div className="botSummaryCard__note muted">Chart: {marketName} Bot: {bot.market_name}</div>
) : null}
<div className="botStateRail">
{['off', 'observe', 'paper', 'trade', 'panic'].map((stage) => (
<div
key={stage}
className={[
'botStateRail__node',
machineState === stage ? 'botStateRail__node--active' : '',
stage === 'panic' ? 'botStateRail__node--panic' : '',
]
.filter(Boolean)
.join(' ')}
>
{stage}
</div>
))}
</div>
<div className="botSummaryStats">
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Desired</span>
<span className="botSummaryStats__value">{bot.mode}</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Runtime</span>
<span className="botSummaryStats__value">{runtimeState?.status || runtimeState?.mode || '—'}</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Heartbeat</span>
<span className="botSummaryStats__value">{formatAge(state?.last_heartbeat_at)}</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Data Age</span>
<span className="botSummaryStats__value">
{lastSnapshot?.data_age_ms != null ? `${lastSnapshot.data_age_ms} ms` : '—'}
</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Query</span>
<span className="botSummaryStats__value">
{lastSnapshot?.query_latency_ms != null ? `${lastSnapshot.query_latency_ms} ms` : '—'}
</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Confidence</span>
<span className="botSummaryStats__value">{formatPct(lastDecision?.confidence ?? null)}</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Target</span>
<span className="botSummaryStats__value">{formatUsd(lastDecision?.target_notional_usd ?? null)}</span>
</div>
<div className="botSummaryStats__row">
<span className="botSummaryStats__label">Loops</span>
<span className="botSummaryStats__value">{counters?.loops ?? '—'}</span>
</div>
</div>
<div className="botGatePills">
{[
['fresh', lastGates?.fresh],
['spread', lastGates?.spread_ok],
['slippage', lastGates?.slippage_ok],
['depth', lastGates?.depth_ok],
].map(([label, value]) => (
<span key={label} className={`botGatePill botGatePill--${gateTone(value as boolean | null | undefined)}`}>
{label}
</span>
))}
</div>
{lastDecision?.skip_reason ? (
<div className="botSummaryCard__footer muted">skip: {lastDecision.skip_reason}</div>
) : runtimeState?.inactive_reason ? (
<div className="botSummaryCard__footer muted">{runtimeState.inactive_reason}</div>
) : state?.last_error ? (
<div className="botSummaryCard__footer neg">{state.last_error}</div>
) : null}
</div>
);
}

View File

@@ -1,290 +0,0 @@
import { useEffect, useRef, useState } from 'react';
import { useInterval } from '../../app/hooks/useInterval';
export type BotConfigSummary = {
id: string;
name: string;
market_name: string;
market_type: string;
mode: string;
kill_switch: boolean;
updated_at: string;
};
export type BotObserverRuntimeState = {
service?: string;
version?: string;
appVersion?: string;
observe_only?: boolean;
market_name?: string;
market_type?: string;
mode?: string;
kill_switch?: boolean;
status?: string;
strategy_type?: string;
loop_ms?: number;
last_snapshot?: {
query_latency_ms?: number | null;
data_age_ms?: number | null;
candles_count?: number | null;
stats_age_ms?: number | null;
depth_age_ms?: number | null;
buy_slippage_age_ms?: number | null;
sell_slippage_age_ms?: number | null;
} | null;
last_features?: {
mark_price?: number | null;
oracle_price?: number | null;
mid_price?: number | null;
spread_bps?: number | null;
stats_imbalance?: number | null;
depth_bid_usd?: number | null;
depth_ask_usd?: number | null;
depth_imbalance?: number | null;
buy_slippage_bps?: number | null;
sell_slippage_bps?: number | null;
mark_vs_oracle_bps?: number | null;
mom_3s?: number | null;
mom_10s?: number | null;
mom_30s?: number | null;
vol_30s?: number | null;
} | null;
last_gates?: {
fresh?: boolean;
spread_ok?: boolean;
slippage_ok?: boolean;
depth_ok?: boolean;
has_candles?: boolean;
all?: boolean;
} | null;
last_decision?: {
side?: string;
confidence?: number | null;
long_score?: number | null;
short_score?: number | null;
target_notional_usd?: number | null;
horizon_s?: number | null;
skip_reason?: string | null;
} | null;
counters?: {
loops?: number;
decisions?: number;
skips?: number;
errors?: number;
} | null;
inactive_reason?: string;
error?: string;
trade_requested_but_observer_only?: boolean;
};
export type BotStateRow = {
bot_id: string;
last_heartbeat_at: string | null;
last_action_at: string | null;
last_error: string | null;
state: BotObserverRuntimeState | null;
updated_at: string;
};
export type BotEventRow = {
id: number;
ts: string;
type: string;
payload?: Record<string, unknown> | null;
};
export type BotObserverData = {
bot: BotConfigSummary | null;
resolvedBy: string | null;
state: BotStateRow | null;
events: BotEventRow[];
loading: boolean;
error: string | null;
warning: string | null;
lastUpdatedAt: string | null;
};
function envString(name: string): string | undefined {
const value = (import.meta as any).env?.[name];
if (value == null) return undefined;
const text = String(value).trim();
return text || undefined;
}
function getApiBase(): string {
return envString('VITE_API_URL') || '/api';
}
function buildApiUrl(pathname: string): string {
const base = new URL(getApiBase(), window.location.origin);
const basePath = base.pathname && base.pathname !== '/' ? base.pathname.replace(/\/$/, '') : '';
const [pathOnly, searchOnly = ''] = String(pathname || '').split('?');
base.pathname = `${basePath}${pathOnly.startsWith('/') ? pathOnly : `/${pathOnly}`}`;
base.search = searchOnly ? `?${searchOnly}` : '';
base.hash = '';
return base.toString();
}
async function apiRequest<T>(pathname: string): Promise<T> {
const res = await fetch(buildApiUrl(pathname), {
cache: 'no-store',
credentials: 'same-origin',
});
const text = await res.text();
let json: any = null;
try {
json = text ? JSON.parse(text) : null;
} catch {
throw new Error(`Invalid API JSON for ${pathname}`);
}
if (!res.ok) throw new Error(json?.error || `API HTTP ${res.status}`);
return json as T;
}
function preferredBotId(): string | undefined {
return envString('VITE_BOT_ID');
}
function preferredBotName(): string | undefined {
return envString('VITE_BOT_NAME');
}
function resolveBot(bots: BotConfigSummary[], marketName: string): { bot: BotConfigSummary | null; by: string | null } {
const configuredId = preferredBotId();
if (configuredId) {
const match = bots.find((entry) => entry.id === configuredId);
if (match) return { bot: match, by: 'env:id' };
}
const configuredName = preferredBotName();
if (configuredName) {
const match = bots.find((entry) => entry.name === configuredName);
if (match) return { bot: match, by: 'env:name' };
}
const match = bots.find((entry) => String(entry.market_name || '').trim().toUpperCase() === marketName.trim().toUpperCase());
if (match) return { bot: match, by: 'market' };
return { bot: null, by: null };
}
export function useBotObserver(marketName: string): BotObserverData {
const mountedRef = useRef(true);
const resolveInFlightRef = useRef(false);
const detailsInFlightRef = useRef(false);
const [bot, setBot] = useState<BotConfigSummary | null>(null);
const [resolvedBy, setResolvedBy] = useState<string | null>(null);
const [state, setState] = useState<BotStateRow | null>(null);
const [events, setEvents] = useState<BotEventRow[]>([]);
const [loading, setLoading] = useState(true);
const [error, setError] = useState<string | null>(null);
const [warning, setWarning] = useState<string | null>(null);
const [lastUpdatedAt, setLastUpdatedAt] = useState<string | null>(null);
useEffect(() => {
mountedRef.current = true;
return () => {
mountedRef.current = false;
};
}, []);
async function refreshBotResolution() {
if (resolveInFlightRef.current) return;
resolveInFlightRef.current = true;
try {
const json = await apiRequest<{ ok?: boolean; bots?: BotConfigSummary[]; error?: string; warning?: string }>(
'/v1/bots?limit=100'
);
const bots = Array.isArray(json?.bots) ? json.bots : [];
const resolved = resolveBot(bots, marketName);
if (!mountedRef.current) return;
setBot((current) => {
if (current?.id === resolved.bot?.id) return current;
return resolved.bot;
});
setResolvedBy(resolved.by);
if (!resolved.bot) {
setState(null);
setEvents([]);
setLoading(false);
}
setWarning(typeof json?.warning === 'string' && json.warning ? json.warning : null);
setError(null);
} catch (err) {
if (!mountedRef.current) return;
setError(String((err as Error)?.message || err));
setLoading(false);
} finally {
resolveInFlightRef.current = false;
}
}
async function refreshBotDetails(botId: string) {
if (detailsInFlightRef.current) return;
detailsInFlightRef.current = true;
try {
const [stateJson, eventsJson] = await Promise.all([
apiRequest<{ ok?: boolean; state?: BotStateRow | null; error?: string; warning?: string }>(
`/v1/bots/${botId}/state`
),
apiRequest<{ ok?: boolean; events?: BotEventRow[]; error?: string; warning?: string }>(
`/v1/bots/${botId}/events?limit=24`
),
]);
if (!mountedRef.current) return;
setState(stateJson?.state || null);
setEvents(Array.isArray(eventsJson?.events) ? eventsJson.events : []);
setLastUpdatedAt(new Date().toISOString());
setWarning(
(typeof stateJson?.warning === 'string' && stateJson.warning) ||
(typeof eventsJson?.warning === 'string' && eventsJson.warning) ||
null
);
setError(null);
setLoading(false);
} catch (err) {
if (!mountedRef.current) return;
setError(String((err as Error)?.message || err));
setLoading(false);
} finally {
detailsInFlightRef.current = false;
}
}
useEffect(() => {
setLoading(true);
setBot(null);
setResolvedBy(null);
setState(null);
setEvents([]);
setError(null);
setWarning(null);
setLastUpdatedAt(null);
void refreshBotResolution();
}, [marketName]);
useEffect(() => {
if (!bot?.id) return;
void refreshBotDetails(bot.id);
}, [bot?.id]);
useInterval(() => {
void refreshBotResolution();
}, 5000);
useInterval(() => {
if (!bot?.id) return;
void refreshBotDetails(bot.id);
}, bot?.id ? 1000 : null);
return {
bot,
resolvedBy,
state,
events,
loading,
error,
warning,
lastUpdatedAt,
};
}

View File

@@ -1,21 +1,18 @@
import { useEffect, useMemo, useRef, useState } from 'react';
import type { Candle, ChartIndicators } from '../../lib/api';
import type { TickerItem } from '../tickerbar/TickerBar';
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 { LineStyle, type IChartApi, type ISeriesApi, type UTCTimestamp } 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;
tickerItems: TickerItem[];
theme: 'day' | 'night';
timeframe: string;
bucketSeconds: number;
seriesKey: string;
@@ -24,10 +21,7 @@ type Props = {
onToggleIndicators: () => void;
showBuild: boolean;
onToggleBuild: () => void;
onResetViewReady?: ((handler: (() => void) | null) => void) | undefined;
seriesLabel: string;
hasMoreHistory?: boolean;
onRequestHistoryBefore?: (beforeTime: number) => Promise<void> | void;
};
type FibDragMode = 'move' | 'edit-b';
@@ -53,8 +47,6 @@ export default function ChartPanel({
candles,
indicators,
dlobQuotes,
tickerItems,
theme,
timeframe,
bucketSeconds,
seriesKey,
@@ -63,10 +55,7 @@ export default function ChartPanel({
onToggleIndicators,
showBuild,
onToggleBuild,
onResetViewReady,
seriesLabel,
hasMoreHistory = false,
onRequestHistoryBefore,
}: Props) {
const [isFullscreen, setIsFullscreen] = useState(false);
const [activeTool, setActiveTool] = useState<'cursor' | 'fib-retracement'>('cursor');
@@ -85,7 +74,6 @@ export default function ChartPanel({
const [priceAutoScale, setPriceAutoScale] = useState(true);
const chartApiRef = useRef<IChartApi | null>(null);
const candleSeriesRef = useRef<ISeriesApi<'Candlestick', UTCTimestamp> | null>(null);
const activeToolRef = useRef(activeTool);
const fibStartRef = useRef<FibAnchor | null>(fibStart);
const pendingMoveRef = useRef<FibAnchor | null>(null);
@@ -96,7 +84,6 @@ export default function ChartPanel({
const selectPointerRef = useRef<number | null>(null);
const selectedOverlayIdRef = useRef<string | null>(selectedOverlayId);
const fibRef = useRef<FibRetracement | null>(fib);
const resetChartViewRef = useRef<() => void>(() => {});
useEffect(() => {
if (!isFullscreen) return;
@@ -140,12 +127,6 @@ export default function ChartPanel({
const onKeyDown = (e: KeyboardEvent) => {
if (isEditableTarget(e.target)) return;
if (e.altKey && !e.ctrlKey && !e.shiftKey && !e.metaKey && e.key.toLowerCase() === 'r') {
e.preventDefault();
resetChartViewRef.current();
return;
}
if (e.code === 'Space') {
spaceDownRef.current = true;
e.preventDefault();
@@ -213,17 +194,6 @@ export default function ChartPanel({
ts.setVisibleLogicalRange({ from: center - span / 2, to: center + span / 2 });
}
function resetChartView() {
const chart = chartApiRef.current;
if (!chart) return;
chart.timeScale().resetTimeScale();
candleSeriesRef.current?.priceScale().setAutoScale(true);
setPriceAutoScale(true);
}
resetChartViewRef.current = resetChartView;
function clamp01(v: number): number {
if (!Number.isFinite(v)) return 1;
return Math.max(0, Math.min(1, v));
@@ -258,7 +228,7 @@ export default function ChartPanel({
lineStyle: LineStyle.Dotted,
},
];
}, [dlobQuotes?.ask, dlobQuotes?.bid, dlobQuotes?.mid, quotesOpacity, quotesVisible, theme]);
}, [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)));
@@ -330,19 +300,12 @@ export default function ChartPanel({
if (!fibEffectiveVisible) setSelectedOverlayId(null);
}, [fib, fibEffectiveVisible, selectedOverlayId]);
useEffect(() => {
if (!onResetViewReady) return;
onResetViewReady(() => resetChartViewRef.current());
return () => onResetViewReady(null);
}, [onResetViewReady]);
return (
<>
{isFullscreen ? <div className="chartBackdrop" onClick={() => setIsFullscreen(false)} /> : null}
<Card className={cardClassName}>
<div className="chartCard__toolbar">
<ChartToolbar
tickerItems={tickerItems}
timeframe={timeframe}
onTimeframeChange={onTimeframeChange}
showIndicators={showIndicators}
@@ -366,13 +329,12 @@ export default function ChartPanel({
onToggleLayers={() => setLayersOpen((v) => !v)}
onZoomIn={() => zoomTime(0.8)}
onZoomOut={() => zoomTime(1.25)}
onResetView={resetChartView}
onResetView={() => chartApiRef.current?.timeScale().resetTimeScale()}
onClearFib={clearFib}
/>
<div className="chartCard__chart">
<TradingChart
candles={candles}
theme={theme}
oracle={indicators.oracle}
sma20={indicators.sma20}
ema20={indicators.ema20}
@@ -386,11 +348,8 @@ export default function ChartPanel({
fibOpacity={fibEffectiveOpacity}
fibSelected={fibSelected}
priceAutoScale={priceAutoScale}
hasMoreHistory={hasMoreHistory}
onRequestHistoryBefore={onRequestHistoryBefore}
onReady={({ chart, candles: candleSeries }) => {
onReady={({ chart }) => {
chartApiRef.current = chart;
candleSeriesRef.current = candleSeries;
}}
onChartClick={(p) => {
if (activeTool === 'fib-retracement') {

View File

@@ -1,8 +1,6 @@
import Button from '../../ui/Button';
import TickerBar, { type TickerItem } from '../tickerbar/TickerBar';
type Props = {
tickerItems: TickerItem[];
timeframe: string;
onTimeframeChange: (tf: string) => void;
showIndicators: boolean;
@@ -16,10 +14,9 @@ type Props = {
onToggleFullscreen: () => void;
};
const timeframes = ['1s', '3s', '5s', '15s', '30s', '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({
tickerItems,
timeframe,
onTimeframeChange,
showIndicators,
@@ -35,7 +32,6 @@ export default function ChartToolbar({
return (
<div className="chartToolbar">
<div className="chartToolbar__group">
<TickerBar items={tickerItems} className="tickerBar--toolbar" />
{timeframes.map((tf) => (
<Button
key={tf}

View File

@@ -1,147 +0,0 @@
import type {
IPrimitivePaneRenderer,
IPrimitivePaneView,
ISeriesApi,
ISeriesPrimitive,
SeriesAttachedParameter,
Time,
} from 'lightweight-charts';
export type KeyboardCursorPoint = {
price: number;
color: string;
};
export type KeyboardCursorState = {
time: number;
price: number;
points: KeyboardCursorPoint[];
};
type State = {
cursor: KeyboardCursorState | null;
series: ISeriesApi<'Candlestick', Time> | null;
chart: SeriesAttachedParameter<Time>['chart'] | null;
lineColor: string;
};
class KeyboardCursorPaneRenderer implements IPrimitivePaneRenderer {
private readonly _getState: () => State;
constructor(getState: () => State) {
this._getState = getState;
}
draw(target: any) {
const { cursor, series, chart, lineColor } = this._getState();
if (!cursor || !series || !chart) return;
const x = chart.timeScale().timeToCoordinate(cursor.time as any);
const y = series.priceToCoordinate(cursor.price);
if (x == null || y == null) return;
target.useBitmapCoordinateSpace(({ context, bitmapSize, horizontalPixelRatio, verticalPixelRatio }: any) => {
context.save();
try {
const xPx = Math.round(x * horizontalPixelRatio);
const yPx = Math.round(y * verticalPixelRatio);
context.strokeStyle = lineColor;
context.lineWidth = Math.max(1, Math.round(1 * horizontalPixelRatio));
context.setLineDash([Math.max(3, Math.round(6 * horizontalPixelRatio)), Math.max(3, Math.round(6 * horizontalPixelRatio))]);
context.beginPath();
context.moveTo(xPx, 0);
context.lineTo(xPx, bitmapSize.height);
context.stroke();
context.beginPath();
context.moveTo(0, yPx);
context.lineTo(bitmapSize.width, yPx);
context.stroke();
context.setLineDash([]);
const outerR = Math.max(3, Math.round(4 * horizontalPixelRatio));
const innerR = Math.max(2, Math.round(2.5 * horizontalPixelRatio));
for (const point of cursor.points) {
if (!Number.isFinite(point.price)) continue;
const pointY = series.priceToCoordinate(point.price);
if (pointY == null) continue;
const pointYPx = Math.round(pointY * verticalPixelRatio);
context.fillStyle = lineColor;
context.beginPath();
context.arc(xPx, pointYPx, outerR, 0, Math.PI * 2);
context.fill();
context.fillStyle = point.color;
context.beginPath();
context.arc(xPx, pointYPx, innerR, 0, Math.PI * 2);
context.fill();
}
} finally {
context.restore();
}
});
}
}
class KeyboardCursorPaneView implements IPrimitivePaneView {
private readonly _renderer: KeyboardCursorPaneRenderer;
constructor(getState: () => State) {
this._renderer = new KeyboardCursorPaneRenderer(getState);
}
zOrder() {
return 'top';
}
renderer() {
return this._renderer;
}
}
export class KeyboardCursorPrimitive implements ISeriesPrimitive<Time> {
private _param: SeriesAttachedParameter<Time> | null = null;
private _series: ISeriesApi<'Candlestick', Time> | null = null;
private _cursor: KeyboardCursorState | null = null;
private _lineColor = 'rgba(96,165,250,0.92)';
private readonly _paneView: KeyboardCursorPaneView;
private readonly _paneViews: readonly IPrimitivePaneView[];
constructor() {
this._paneView = new KeyboardCursorPaneView(() => ({
cursor: this._cursor,
series: this._series,
chart: this._param?.chart ?? null,
lineColor: this._lineColor,
}));
this._paneViews = [this._paneView];
}
attached(param: SeriesAttachedParameter<Time>) {
this._param = param;
this._series = param.series as ISeriesApi<'Candlestick', Time>;
}
detached() {
this._param = null;
this._series = null;
}
paneViews() {
return this._paneViews;
}
setCursor(next: KeyboardCursorState | null) {
this._cursor = next;
this._param?.requestUpdate();
}
setLineColor(next: string) {
this._lineColor = String(next || '').trim() || 'rgba(96,165,250,0.92)';
this._param?.requestUpdate();
}
}

View File

@@ -22,11 +22,9 @@ import {
} from 'lightweight-charts';
import type { Candle, SeriesPoint } from '../../lib/api';
import { FibRetracementPrimitive, type FibAnchor, type FibRetracement } from './FibRetracementPrimitive';
import { KeyboardCursorPrimitive, type KeyboardCursorPoint, type KeyboardCursorState } from './KeyboardCursorPrimitive';
type Props = {
candles: Candle[];
theme: 'day' | 'night';
oracle?: SeriesPoint[];
sma20?: SeriesPoint[];
ema20?: SeriesPoint[];
@@ -48,8 +46,6 @@ type Props = {
fibOpacity?: number;
fibSelected?: boolean;
priceAutoScale?: boolean;
hasMoreHistory?: boolean;
onRequestHistoryBefore?: (beforeTime: number) => Promise<void> | void;
onReady?: (api: { chart: IChartApi; candles: ISeriesApi<'Candlestick', UTCTimestamp> }) => void;
onChartClick?: (p: FibAnchor & { target: 'chart' | 'fib' }) => void;
onChartCrosshairMove?: (p: FibAnchor) => void;
@@ -73,32 +69,6 @@ const BUILD_FLAT_COLOR = '#60a5fa';
const BUILD_UP_SLICE = 'rgba(34,197,94,0.70)';
const BUILD_DOWN_SLICE = 'rgba(239,68,68,0.70)';
const BUILD_FLAT_SLICE = 'rgba(96,165,250,0.70)';
const ORACLE_CURSOR_POINT = 'rgba(251,146,60,0.95)';
const SMA_CURSOR_POINT = 'rgba(248,113,113,0.95)';
const EMA_CURSOR_POINT = 'rgba(52,211,153,0.95)';
const BB_UPPER_CURSOR_POINT = 'rgba(250,204,21,0.85)';
const BB_LOWER_CURSOR_POINT = 'rgba(163,163,163,0.85)';
const BB_MID_CURSOR_POINT = 'rgba(250,204,21,0.65)';
function chartPalette(theme: 'day' | 'night') {
if (theme === 'day') {
return {
textColor: '#112036',
gridColor: 'rgba(17,32,54,0.08)',
crosshairColor: 'rgba(71,85,105,0.28)',
scaleBorder: 'rgba(17,32,54,0.12)',
volumeColor: 'rgba(17,32,54,0.16)',
};
}
return {
textColor: '#e6e9ef',
gridColor: 'rgba(255,255,255,0.06)',
crosshairColor: 'rgba(226,232,240,0.22)',
scaleBorder: 'rgba(255,255,255,0.08)',
volumeColor: 'rgba(255,255,255,0.15)',
};
}
function toTime(t: number): UTCTimestamp {
return t as UTCTimestamp;
@@ -515,7 +485,6 @@ class BuildSlicesPrimitive implements ISeriesPrimitive<Time> {
export default function TradingChart({
candles,
theme,
oracle,
sma20,
ema20,
@@ -529,8 +498,6 @@ export default function TradingChart({
fibOpacity = 1,
fibSelected = false,
priceAutoScale = true,
hasMoreHistory = false,
onRequestHistoryBefore,
onReady,
onChartClick,
onChartCrosshairMove,
@@ -548,24 +515,14 @@ export default function TradingChart({
const onChartClickRef = useRef<Props['onChartClick']>(onChartClick);
const onChartCrosshairMoveRef = useRef<Props['onChartCrosshairMove']>(onChartCrosshairMove);
const onPointerEventRef = useRef<Props['onPointerEvent']>(onPointerEvent);
const onRequestHistoryBeforeRef = useRef<Props['onRequestHistoryBefore']>(onRequestHistoryBefore);
const capturedOverlayPointerRef = useRef<number | null>(null);
const buildSlicesPrimitiveRef = useRef<BuildSlicesPrimitive | null>(null);
const keyboardCursorPrimitiveRef = useRef<KeyboardCursorPrimitive | null>(null);
const buildSamplesRef = useRef<Map<number, BuildSample[]>>(new Map());
const buildKeyRef = useRef<string | null>(null);
const lastBuildCandleStartRef = useRef<number | null>(null);
const hoverCandleTimeRef = useRef<number | null>(null);
const [hoverCandleTime, setHoverCandleTime] = useState<number | null>(null);
const [keyboardCursor, setKeyboardCursor] = useState<KeyboardCursorState | null>(null);
const priceLinesRef = useRef<Map<string, any>>(new Map());
const candlesRef = useRef<Candle[]>(candles);
const hasMoreHistoryRef = useRef<boolean>(hasMoreHistory);
const requestedHistoryBeforeRef = useRef<number | null>(null);
const prevSeriesKeyRef = useRef<string | null>(null);
const prevFirstTimeRef = useRef<number | null>(null);
const prevCandlesLenRef = useRef<number>(0);
const keyboardCursorRef = useRef<KeyboardCursorState | null>(keyboardCursor);
const seriesRef = useRef<{
candles?: ISeriesApi<'Candlestick'>;
volume?: ISeriesApi<'Histogram'>;
@@ -586,7 +543,6 @@ export default function TradingChart({
const bbUpper = useMemo(() => toLineSeries(bb20?.upper), [bb20?.upper]);
const bbLower = useMemo(() => toLineSeries(bb20?.lower), [bb20?.lower]);
const bbMid = useMemo(() => toLineSeries(bb20?.mid), [bb20?.mid]);
const palette = useMemo(() => chartPalette(theme), [theme]);
const priceFormat = useMemo(() => {
const sample = samplePriceFromCandles(candles);
return sample == null ? { type: 'price' as const, precision: 2, minMove: 0.01 } : priceFormatForSample(sample);
@@ -608,10 +564,6 @@ export default function TradingChart({
onPointerEventRef.current = onPointerEvent;
}, [onPointerEvent]);
useEffect(() => {
onRequestHistoryBeforeRef.current = onRequestHistoryBefore;
}, [onRequestHistoryBefore]);
useEffect(() => {
fibRef.current = fib ?? null;
}, [fib]);
@@ -625,93 +577,6 @@ export default function TradingChart({
priceAutoScaleRef.current = priceAutoScale;
}, [priceAutoScale]);
useEffect(() => {
candlesRef.current = candles;
}, [candles]);
useEffect(() => {
hasMoreHistoryRef.current = hasMoreHistory;
}, [hasMoreHistory]);
useEffect(() => {
keyboardCursorRef.current = keyboardCursor;
}, [keyboardCursor]);
function setHoverTime(next: number | null) {
if (hoverCandleTimeRef.current !== next) {
hoverCandleTimeRef.current = next;
setHoverCandleTime(next);
}
}
function findCandleIndexByTime(items: Candle[], time: number | null): number {
if (time == null || !items.length) return -1;
let lo = 0;
let hi = items.length - 1;
while (lo <= hi) {
const mid = (lo + hi) >> 1;
const midTime = items[mid]!.time;
if (midTime === time) return mid;
if (midTime < time) lo = mid + 1;
else hi = mid - 1;
}
return Math.max(0, Math.min(items.length - 1, lo));
}
function ensureLogicalIndexVisible(index: number, alignRight = false) {
const chart = chartRef.current;
if (!chart) return;
const range = chart.timeScale().getVisibleLogicalRange();
if (!range) return;
const from = Number(range.from);
const to = Number(range.to);
const span = Math.max(5, to - from);
const leftPad = Math.max(2, Math.floor(span * 0.12));
const rightPad = Math.max(2, Math.floor(span * 0.12));
if (alignRight) {
chart.timeScale().setVisibleLogicalRange({
from: index - span + rightPad,
to: index + rightPad,
});
return;
}
if (index < from + leftPad) {
chart.timeScale().setVisibleLogicalRange({
from: index - leftPad,
to: index - leftPad + span,
});
return;
}
if (index > to - rightPad) {
chart.timeScale().setVisibleLogicalRange({
from: index + rightPad - span,
to: index + rightPad,
});
}
}
function activateKeyboardCursor(index: number, options?: { alignRight?: boolean; scrollToRealTime?: boolean }) {
const chart = chartRef.current;
const items = candlesRef.current;
if (!chart || !items.length) return;
const safeIndex = Math.max(0, Math.min(items.length - 1, Math.round(index)));
const candle = items[safeIndex]!;
if (options?.scrollToRealTime) chart.timeScale().scrollToRealTime();
ensureLogicalIndexVisible(safeIndex, Boolean(options?.alignRight));
setKeyboardCursor({ time: candle.time, price: candle.close, points: [] });
onChartCrosshairMoveRef.current?.({ logical: safeIndex, price: candle.close });
}
function clearKeyboardCursor() {
setKeyboardCursor(null);
}
useEffect(() => {
showBuildRef.current = showBuild;
if (!showBuild && (hoverCandleTimeRef.current != null || hoverCandleTime != null)) {
@@ -727,21 +592,21 @@ export default function TradingChart({
const chart = createChart(containerRef.current, {
layout: {
background: { type: ColorType.Solid, color: 'rgba(0,0,0,0)' },
textColor: palette.textColor,
textColor: '#e6e9ef',
fontFamily:
'system-ui, -apple-system, Segoe UI, Roboto, Ubuntu, Cantarell, Noto Sans, Arial, sans-serif',
},
grid: {
vertLines: { color: palette.gridColor },
horzLines: { color: palette.gridColor },
vertLines: { color: 'rgba(255,255,255,0.06)' },
horzLines: { color: 'rgba(255,255,255,0.06)' },
},
crosshair: {
mode: CrosshairMode.Normal,
vertLine: { color: palette.crosshairColor, style: LineStyle.Dashed },
horzLine: { color: palette.crosshairColor, style: LineStyle.Dashed },
vertLine: { color: 'rgba(255,255,255,0.18)', style: LineStyle.Dashed },
horzLine: { color: 'rgba(255,255,255,0.18)', style: LineStyle.Dashed },
},
rightPriceScale: { borderColor: palette.scaleBorder },
timeScale: { borderColor: palette.scaleBorder, timeVisible: true, secondsVisible: false },
rightPriceScale: { borderColor: 'rgba(255,255,255,0.08)' },
timeScale: { borderColor: 'rgba(255,255,255,0.08)', timeVisible: true, secondsVisible: false },
handleScale: { mouseWheel: true, pinch: true },
handleScroll: { mouseWheel: true, pressedMouseMove: true, horzTouchDrag: true, vertTouchDrag: true },
});
@@ -755,10 +620,6 @@ export default function TradingChart({
wickDownColor: '#ef4444',
priceFormat,
});
const keyboardCursorPrimitive = new KeyboardCursorPrimitive();
candleSeries.attachPrimitive(keyboardCursorPrimitive);
keyboardCursorPrimitiveRef.current = keyboardCursorPrimitive;
keyboardCursorPrimitive.setLineColor(palette.crosshairColor);
const fibPrimitive = new FibRetracementPrimitive();
candleSeries.attachPrimitive(fibPrimitive);
@@ -769,7 +630,7 @@ export default function TradingChart({
const volumeSeries = chart.addSeries(HistogramSeries, {
priceFormat: { type: 'volume' },
priceScaleId: '',
color: palette.volumeColor,
color: 'rgba(255,255,255,0.15)',
});
volumeSeries.priceScale().applyOptions({
scaleMargins: { top: 0.88, bottom: 0 },
@@ -833,12 +694,6 @@ export default function TradingChart({
if (logical == null) return;
const price = candleSeries.coordinateToPrice(param.point.y);
if (price == null) return;
const clickedTime = typeof param?.time === 'number' ? Number(param.time) : null;
const clickedIndex =
clickedTime != null && Number.isFinite(clickedTime)
? findCandleIndexByTime(candlesRef.current, clickedTime)
: Math.max(0, Math.min(candlesRef.current.length - 1, Math.round(Number(logical))));
const clickedCandle = candlesRef.current[clickedIndex] ?? null;
const currentFib = fibRef.current;
let target: 'chart' | 'fib' = 'chart';
@@ -867,11 +722,6 @@ export default function TradingChart({
}
}
if (clickedCandle) {
const chart = chartRef.current;
if (chart) ensureLogicalIndexVisible(clickedIndex);
setKeyboardCursor({ time: clickedCandle.time, price: Number(price), points: [] });
}
onChartClickRef.current?.({ logical: Number(logical), price: Number(price), target });
};
chart.subscribeClick(onClick);
@@ -879,14 +729,20 @@ export default function TradingChart({
const onCrosshairMove = (param: any) => {
if (!param?.point) {
if (showBuildRef.current && hoverCandleTimeRef.current != null) {
setHoverTime(null);
hoverCandleTimeRef.current = null;
setHoverCandleTime(null);
}
return;
}
const t = typeof param?.time === 'number' ? Number(param.time) : null;
const next = t != null && Number.isFinite(t) ? t : null;
setHoverTime(next);
if (showBuildRef.current) {
const t = typeof param?.time === 'number' ? Number(param.time) : null;
const next = t != null && Number.isFinite(t) ? t : null;
if (hoverCandleTimeRef.current !== next) {
hoverCandleTimeRef.current = next;
setHoverCandleTime(next);
}
}
const logical = param.logical ?? chart.timeScale().coordinateToLogical(param.point.x);
if (logical == null) return;
@@ -896,27 +752,7 @@ export default function TradingChart({
};
chart.subscribeCrosshairMove(onCrosshairMove);
const onVisibleLogicalRangeChange = (range: { from: number; to: number } | null) => {
if (!range) return;
if (!hasMoreHistoryRef.current) return;
const currentCandles = candlesRef.current;
const oldestTime = currentCandles[0]?.time;
if (!oldestTime) return;
const threshold = Math.min(40, Math.max(8, Math.floor(currentCandles.length * 0.1)));
if (Number(range.from) > threshold) {
requestedHistoryBeforeRef.current = null;
return;
}
if (requestedHistoryBeforeRef.current === oldestTime) return;
requestedHistoryBeforeRef.current = oldestTime;
void onRequestHistoryBeforeRef.current?.(oldestTime);
};
chart.timeScale().subscribeVisibleLogicalRangeChange(onVisibleLogicalRangeChange);
const container = containerRef.current;
const focusContainer = () => containerRef.current?.focus({ preventScroll: true });
const toAnchorFromPoint = (x: number, y: number): FibAnchor | null => {
const logical = chart.timeScale().coordinateToLogical(x);
if (logical == null) return null;
@@ -951,7 +787,6 @@ export default function TradingChart({
const onOverlayPointer = (e: PointerEvent) => {
if (!containerRef.current) return;
focusContainer();
const rect = containerRef.current.getBoundingClientRect();
const x = e.clientX - rect.left;
const y = e.clientY - rect.top;
@@ -1010,25 +845,6 @@ export default function TradingChart({
container?.addEventListener('pointercancel', onOverlayPointer, { capture: true });
const onWheel = (e: WheelEvent) => {
if (e.shiftKey && !e.ctrlKey) {
const range = chart.timeScale().getVisibleLogicalRange();
if (!range) return;
const rawDelta = Math.abs(e.deltaX) > Math.abs(e.deltaY) ? e.deltaX : e.deltaY;
if (!Number.isFinite(rawDelta) || rawDelta === 0) return;
e.preventDefault();
e.stopPropagation();
const span = Math.max(5, Number(range.to) - Number(range.from));
const shift = (rawDelta / 120) * Math.max(1, span * 0.12);
chart.timeScale().setVisibleLogicalRange({
from: Number(range.from) + shift,
to: Number(range.to) + shift,
});
return;
}
if (!e.ctrlKey) return;
if (!containerRef.current) return;
e.preventDefault();
@@ -1073,7 +889,6 @@ export default function TradingChart({
let pan: { pointerId: number; startPrice: number; startRange: { from: number; to: number } } | null = null;
const onPointerDown = (e: PointerEvent) => {
focusContainer();
if (e.button !== 0) return;
if (!e.ctrlKey) return;
if (priceAutoScaleRef.current) return;
@@ -1149,56 +964,6 @@ export default function TradingChart({
container?.addEventListener('pointerup', stopPan, { capture: true });
container?.addEventListener('pointercancel', stopPan, { capture: true });
const onKeyDown = (e: KeyboardEvent) => {
if (!candlesRef.current.length) return;
if (e.ctrlKey || e.metaKey) return;
const items = candlesRef.current;
const lastIndex = items.length - 1;
const hoveredIndex = findCandleIndexByTime(items, keyboardCursorRef.current?.time ?? hoverCandleTimeRef.current);
const baseIndex = hoveredIndex >= 0 ? hoveredIndex : lastIndex;
const step = e.shiftKey ? 10 : 1;
if (e.altKey) {
if (!e.shiftKey && e.key.toLowerCase() === 'l') {
e.preventDefault();
activateKeyboardCursor(lastIndex, { alignRight: true, scrollToRealTime: true });
}
return;
}
if (e.key === 'ArrowLeft') {
e.preventDefault();
activateKeyboardCursor(baseIndex - step);
return;
}
if (e.key === 'ArrowRight') {
e.preventDefault();
activateKeyboardCursor(baseIndex + step);
return;
}
if (e.key === 'Home') {
e.preventDefault();
activateKeyboardCursor(0);
return;
}
if (e.key === 'End') {
e.preventDefault();
activateKeyboardCursor(lastIndex, { alignRight: true, scrollToRealTime: true });
return;
}
if (e.key === 'Escape' && keyboardCursorRef.current != null) {
e.preventDefault();
clearKeyboardCursor();
}
};
container?.addEventListener('keydown', onKeyDown);
const ro = new ResizeObserver(() => {
if (!containerRef.current) return;
const { width, height } = containerRef.current.getBoundingClientRect();
@@ -1209,7 +974,6 @@ export default function TradingChart({
return () => {
chart.unsubscribeClick(onClick);
chart.unsubscribeCrosshairMove(onCrosshairMove);
chart.timeScale().unsubscribeVisibleLogicalRangeChange(onVisibleLogicalRangeChange);
container?.removeEventListener('pointerdown', onOverlayPointer, { capture: true });
container?.removeEventListener('pointermove', onOverlayPointer, { capture: true });
container?.removeEventListener('pointerup', onOverlayPointer, { capture: true });
@@ -1219,7 +983,6 @@ export default function TradingChart({
container?.removeEventListener('pointermove', onPointerMove, { capture: true });
container?.removeEventListener('pointerup', stopPan, { capture: true });
container?.removeEventListener('pointercancel', stopPan, { capture: true });
container?.removeEventListener('keydown', onKeyDown);
ro.disconnect();
if (fibPrimitiveRef.current) {
candleSeries.detachPrimitive(fibPrimitiveRef.current);
@@ -1229,10 +992,6 @@ export default function TradingChart({
volumeSeries.detachPrimitive(buildSlicesPrimitiveRef.current);
buildSlicesPrimitiveRef.current = null;
}
if (keyboardCursorPrimitiveRef.current) {
candleSeries.detachPrimitive(keyboardCursorPrimitiveRef.current);
keyboardCursorPrimitiveRef.current = null;
}
const lines = priceLinesRef.current;
for (const line of Array.from(lines.values())) {
try {
@@ -1248,38 +1007,6 @@ export default function TradingChart({
};
}, []);
useEffect(() => {
keyboardCursorPrimitiveRef.current?.setLineColor(palette.crosshairColor);
}, [palette.crosshairColor]);
useEffect(() => {
const chart = chartRef.current;
const volumeSeries = seriesRef.current.volume;
if (!chart) return;
chart.applyOptions({
layout: {
background: { type: ColorType.Solid, color: 'rgba(0,0,0,0)' },
textColor: palette.textColor,
fontFamily:
'system-ui, -apple-system, Segoe UI, Roboto, Ubuntu, Cantarell, Noto Sans, Arial, sans-serif',
},
grid: {
vertLines: { color: palette.gridColor },
horzLines: { color: palette.gridColor },
},
crosshair: {
mode: CrosshairMode.Normal,
vertLine: { color: palette.crosshairColor, style: LineStyle.Dashed },
horzLine: { color: palette.crosshairColor, style: LineStyle.Dashed },
},
rightPriceScale: { borderColor: palette.scaleBorder },
timeScale: { borderColor: palette.scaleBorder, timeVisible: true, secondsVisible: false },
});
volumeSeries?.applyOptions({ color: palette.volumeColor });
}, [palette]);
useEffect(() => {
const candlesSeries = seriesRef.current.candles;
if (!candlesSeries) return;
@@ -1325,7 +1052,6 @@ export default function TradingChart({
// ignore
}
}
}, [priceLines]);
useEffect(() => {
@@ -1402,8 +1128,8 @@ export default function TradingChart({
buildPrimitive?.setEnabled(showBuild);
if (showBuild) {
const activeCursorTime = keyboardCursor?.time ?? hoverCandleTime;
const hoverCandle = activeCursorTime == null ? null : candles.find((c) => c.time === activeCursorTime);
const hoverTime = hoverCandleTime;
const hoverCandle = hoverTime == null ? null : candles.find((c) => c.time === hoverTime);
const hoverData = hoverCandle ? buildDeltaSeriesForCandle(hoverCandle, bs, map.get(hoverCandle.time)) : [];
if (hoverData.length) {
@@ -1438,107 +1164,8 @@ export default function TradingChart({
bucketSeconds,
seriesKey,
hoverCandleTime,
keyboardCursor,
]);
useEffect(() => {
const chart = chartRef.current;
const nextFirstTime = candles[0]?.time ?? null;
const nextLen = candles.length;
const prevFirstTime = prevFirstTimeRef.current;
const prevLen = prevCandlesLenRef.current;
if (chart && prevFirstTime != null && nextFirstTime != null && nextFirstTime < prevFirstTime && nextLen > prevLen) {
const range = chart.timeScale().getVisibleLogicalRange();
if (range) {
const delta = nextLen - prevLen;
chart.timeScale().setVisibleLogicalRange({
from: Number(range.from) + delta,
to: Number(range.to) + delta,
});
}
}
prevFirstTimeRef.current = nextFirstTime;
prevCandlesLenRef.current = nextLen;
}, [candles]);
useEffect(() => {
const chart = chartRef.current;
if (!chart) return;
if (!candles.length) {
prevSeriesKeyRef.current = seriesKey;
clearKeyboardCursor();
return;
}
if (prevSeriesKeyRef.current === seriesKey) return;
prevSeriesKeyRef.current = seriesKey;
requestedHistoryBeforeRef.current = null;
clearKeyboardCursor();
setHoverTime(null);
chart.timeScale().fitContent();
if (priceAutoScaleRef.current) {
seriesRef.current.candles?.priceScale().setAutoScale(true);
}
}, [candles.length, seriesKey]);
useEffect(() => {
if (!keyboardCursor) return;
const items = candlesRef.current;
if (!items.length) {
clearKeyboardCursor();
return;
}
const index = findCandleIndexByTime(items, keyboardCursor.time);
if (index < 0) {
activateKeyboardCursor(items.length - 1, { alignRight: true });
return;
}
ensureLogicalIndexVisible(index);
}, [candles, keyboardCursor]);
useEffect(() => {
const primitive = keyboardCursorPrimitiveRef.current;
if (!primitive) return;
if (!keyboardCursor) {
primitive.setCursor(null);
return;
}
const candle = candles.find((item) => item.time === keyboardCursor.time) ?? null;
if (!candle) {
primitive.setCursor(null);
return;
}
const candlePointColor = candle.close >= candle.open ? '#22c55e' : '#ef4444';
const points: KeyboardCursorPoint[] = [{ price: candle.close, color: candlePointColor }];
const oracleValue = oracle.find((item) => item.time === candle.time)?.value ?? null;
if (oracleValue != null) points.push({ price: oracleValue, color: ORACLE_CURSOR_POINT });
if (showIndicators) {
const smaValue = sma20?.find((item) => item.time === candle.time)?.value ?? null;
const emaValue = ema20?.find((item) => item.time === candle.time)?.value ?? null;
const bbUpperValue = bb20?.upper.find((item) => item.time === candle.time)?.value ?? null;
const bbLowerValue = bb20?.lower.find((item) => item.time === candle.time)?.value ?? null;
const bbMidValue = bb20?.mid.find((item) => item.time === candle.time)?.value ?? null;
if (smaValue != null) points.push({ price: smaValue, color: SMA_CURSOR_POINT });
if (emaValue != null) points.push({ price: emaValue, color: EMA_CURSOR_POINT });
if (bbUpperValue != null) points.push({ price: bbUpperValue, color: BB_UPPER_CURSOR_POINT });
if (bbLowerValue != null) points.push({ price: bbLowerValue, color: BB_LOWER_CURSOR_POINT });
if (bbMidValue != null) points.push({ price: bbMidValue, color: BB_MID_CURSOR_POINT });
}
primitive.setCursor({
time: candle.time,
price: keyboardCursor.price,
points,
});
}, [bb20, candles, ema20, keyboardCursor, oracle, showIndicators, sma20]);
useEffect(() => {
const s = seriesRef.current;
if (!s.candles) return;
@@ -1586,5 +1213,5 @@ export default function TradingChart({
ps.setVisibleRange({ from, to });
}, [priceAutoScale]);
return <div className="tradingChart" ref={containerRef} tabIndex={0} aria-label="Trading chart" />;
return <div className="tradingChart" ref={containerRef} />;
}

View File

@@ -1,14 +1,7 @@
import { useCallback, useEffect, useMemo, useRef, useState } from 'react';
import {
applyLatestRowToCandles,
buildChartIndicators,
fetchChart,
getChartLiveTable,
mergeCandles,
type Candle,
type ChartIndicators,
} from '../../lib/api';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
import type { Candle, ChartIndicators } from '../../lib/api';
import { fetchChart } from '../../lib/api';
import { useInterval } from '../../app/hooks/useInterval';
type Params = {
symbol: string;
@@ -22,196 +15,45 @@ type Result = {
candles: Candle[];
indicators: ChartIndicators;
meta: { tf: string; bucketSeconds: number } | null;
dataKey: string | null;
loading: boolean;
error: string | null;
hasMoreHistory: boolean;
refresh: () => Promise<void>;
requestHistoryBefore: (beforeTime: number) => Promise<void>;
};
type HasuraLatestRow = {
updated_at?: string | null;
oracle_price?: unknown;
mark_price?: unknown;
mid_price?: unknown;
source?: string | null;
};
type SubscriptionData = Record<string, HasuraLatestRow[] | undefined>;
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 [dataKey, setDataKey] = useState<string | null>(null);
const [loading, setLoading] = useState(false);
const [error, setError] = useState<string | null>(null);
const [hasMoreHistory, setHasMoreHistory] = useState(true);
const inFlight = useRef(false);
const candlesRef = useRef<Candle[]>([]);
const controllerRef = useRef<AbortController | null>(null);
const requestIdRef = useRef(0);
const loadingOlderRef = useRef(false);
const requestedBeforeRef = useRef<number | null>(null);
const normalizedSource = useMemo(() => {
const raw = String(source || '').trim();
return raw || undefined;
}, [source]);
const queryKey = useMemo(() => JSON.stringify([symbol, normalizedSource ?? '', tf, limit]), [symbol, normalizedSource, tf, limit]);
useEffect(() => {
candlesRef.current = candles;
}, [candles]);
const replaceState = useCallback(
(nextCandles: Candle[], nextMeta: { tf: string; bucketSeconds: number } | null, nextDataKey: string) => {
candlesRef.current = nextCandles;
setCandles(nextCandles);
setIndicators(buildChartIndicators(nextCandles));
setMeta(nextMeta);
setDataKey(nextDataKey);
},
[]
);
const fetchInitial = useCallback(async () => {
controllerRef.current?.abort();
const controller = new AbortController();
const requestId = requestIdRef.current + 1;
requestIdRef.current = requestId;
controllerRef.current = controller;
requestedBeforeRef.current = null;
loadingOlderRef.current = false;
const fetchOnce = useCallback(async () => {
if (inFlight.current) return;
inFlight.current = true;
setLoading(true);
setError(null);
setHasMoreHistory(true);
try {
const res = await fetchChart({
symbol,
source: normalizedSource,
tf,
limit,
signal: controller.signal,
});
if (controller.signal.aborted) return;
if (requestId !== requestIdRef.current) return;
replaceState(res.candles, res.meta, queryKey);
setHasMoreHistory(res.candles.length > 0);
const res = await fetchChart({ symbol, source, tf, limit });
setCandles(res.candles);
setIndicators(res.indicators);
setMeta(res.meta);
setError(null);
} catch (e: any) {
if (controller.signal.aborted) return;
if (requestId !== requestIdRef.current) return;
setError(String(e?.message || e));
} finally {
if (requestId !== requestIdRef.current) return;
if (controllerRef.current === controller) controllerRef.current = null;
setLoading(false);
inFlight.current = false;
}
}, [limit, normalizedSource, queryKey, replaceState, symbol, tf]);
const requestHistoryBefore = useCallback(
async (beforeTime: number) => {
const currentMeta = meta;
if (!currentMeta) return;
if (loadingOlderRef.current || !hasMoreHistory) return;
if (!Number.isFinite(beforeTime)) return;
const cursor = Math.floor(beforeTime);
if (requestedBeforeRef.current === cursor) return;
requestedBeforeRef.current = cursor;
loadingOlderRef.current = true;
try {
const res = await fetchChart({
symbol,
source: normalizedSource,
tf,
limit,
beforeTime: cursor,
});
const older = res.candles;
if (!older.length) {
setHasMoreHistory(false);
return;
}
const merged = mergeCandles(older, candlesRef.current);
replaceState(merged, currentMeta, queryKey);
} catch (e: any) {
requestedBeforeRef.current = null;
setError(String(e?.message || e));
} finally {
loadingOlderRef.current = false;
}
},
[hasMoreHistory, limit, meta, normalizedSource, queryKey, replaceState, symbol, tf]
);
}, [symbol, source, tf, limit]);
useEffect(() => {
void fetchInitial();
}, [fetchInitial]);
void fetchOnce();
}, [fetchOnce]);
useEffect(() => {
return () => controllerRef.current?.abort();
}, []);
useEffect(() => {
if (!symbol || !meta) return;
const table = getChartLiveTable(symbol);
const sourceClause = normalizedSource ? 'source: {_eq: $source}' : '';
const query = `
subscription ChartLive($market: String!${normalizedSource ? ', $source: String!' : ''}) {
${table}(
where: {
market_name: {_eq: $market}
is_indicative: {_eq: false}
${sourceClause}
}
limit: 1
) {
updated_at
oracle_price
mark_price
mid_price
source
}
}
`;
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: {
market: symbol,
...(normalizedSource ? { source: normalizedSource } : {}),
},
pollMs,
onError: (nextError) => setError(nextError),
onData: (data) => {
const row = data?.[table]?.[0];
if (!row) return;
const nextCandles = applyLatestRowToCandles(candlesRef.current, row, meta.bucketSeconds);
if (nextCandles === candlesRef.current) return;
replaceState(nextCandles, meta, queryKey);
},
});
return () => sub.unsubscribe();
}, [meta, normalizedSource, pollMs, queryKey, replaceState, symbol]);
useInterval(() => void fetchOnce(), pollMs);
return useMemo(
() => ({
candles,
indicators,
meta,
dataKey,
loading,
error,
hasMoreHistory,
refresh: fetchInitial,
requestHistoryBefore,
}),
[candles, dataKey, error, fetchInitial, hasMoreHistory, indicators, loading, meta, requestHistoryBefore]
() => ({ candles, indicators, meta, loading, error, refresh: fetchOnce }),
[candles, indicators, meta, loading, error, fetchOnce]
);
}

View File

@@ -1,244 +0,0 @@
import type { DlobL2, OrderbookRow } from './useDlobL2';
export const DEFAULT_DLOB_DEPTH_BANDS_BPS = [5, 10, 20, 50, 100, 200] as const;
export const DEFAULT_DLOB_SLIPPAGE_SIZES_USD = [1, 2, 5, 10, 25, 50, 100, 250, 500, 1000, 5000, 10000, 50000] as const;
export type ComputedDlobDepthBandRow = {
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;
};
export type ComputedDlobSlippageRow = {
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;
};
type OrderbookSide = 'buy' | 'sell';
function levelUsd(level: OrderbookRow): number {
if (Number.isFinite(level.sizeUsd)) return level.sizeUsd;
if (Number.isFinite(level.sizeBase) && Number.isFinite(level.price)) return level.sizeBase * level.price;
return 0;
}
function canonicalBids(l2: DlobL2): OrderbookRow[] {
return (Array.isArray(l2.bids) ? l2.bids : [])
.slice()
.sort((a, b) => b.price - a.price);
}
function canonicalAsks(l2: DlobL2): OrderbookRow[] {
return (Array.isArray(l2.asks) ? l2.asks.slice().reverse() : [])
.slice()
.sort((a, b) => a.price - b.price);
}
function resolveBestBid(l2: DlobL2, bids: OrderbookRow[]): number | null {
if (l2.bestBid != null && Number.isFinite(l2.bestBid)) return l2.bestBid;
const price = bids[0]?.price;
return Number.isFinite(price) ? price : null;
}
function resolveBestAsk(l2: DlobL2, asks: OrderbookRow[]): number | null {
if (l2.bestAsk != null && Number.isFinite(l2.bestAsk)) return l2.bestAsk;
const price = asks[0]?.price;
return Number.isFinite(price) ? price : null;
}
function resolveMidPrice(l2: DlobL2, bestBid: number | null, bestAsk: number | null): number | null {
if (l2.mid != null && Number.isFinite(l2.mid)) return l2.mid;
if (bestBid != null && bestAsk != null) return (bestBid + bestAsk) / 2;
return bestBid ?? bestAsk ?? null;
}
function computeBandDepth(
bids: OrderbookRow[],
asks: OrderbookRow[],
midPrice: number | null,
bandBps: number
): Pick<ComputedDlobDepthBandRow, 'bidUsd' | 'askUsd' | 'bidBase' | 'askBase' | 'imbalance'> {
if (midPrice == null || !Number.isFinite(midPrice) || !(midPrice > 0)) {
return {
bidUsd: null,
askUsd: null,
bidBase: null,
askBase: null,
imbalance: null,
};
}
const minBidPrice = midPrice * (1 - bandBps / 10_000);
const maxAskPrice = midPrice * (1 + bandBps / 10_000);
let bidBase = 0;
let askBase = 0;
let bidUsd = 0;
let askUsd = 0;
for (const level of bids) {
if (!Number.isFinite(level.price) || !Number.isFinite(level.sizeBase)) continue;
if (level.price < minBidPrice) break;
bidBase += level.sizeBase;
bidUsd += levelUsd(level);
}
for (const level of asks) {
if (!Number.isFinite(level.price) || !Number.isFinite(level.sizeBase)) continue;
if (level.price > maxAskPrice) break;
askBase += level.sizeBase;
askUsd += levelUsd(level);
}
const denom = bidUsd + askUsd;
return {
bidUsd,
askUsd,
bidBase,
askBase,
imbalance: denom > 0 ? (bidUsd - askUsd) / denom : null,
};
}
function simulateFill(levels: OrderbookRow[], sizeUsd: number) {
let remainingUsd = sizeUsd;
let filledUsd = 0;
let filledBase = 0;
let worstPrice: number | null = null;
let levelsConsumed = 0;
for (const level of levels) {
const availableUsd = levelUsd(level);
if (!(availableUsd > 0) || !Number.isFinite(level.price) || !(level.price > 0)) continue;
if (remainingUsd <= 0) break;
levelsConsumed += 1;
worstPrice = level.price;
const takeUsd = Math.min(remainingUsd, availableUsd);
filledUsd += takeUsd;
filledBase += takeUsd / level.price;
remainingUsd -= takeUsd;
}
return {
filledUsd,
filledBase,
worstPrice,
levelsConsumed,
vwapPrice: filledBase > 0 ? filledUsd / filledBase : null,
fillPct: sizeUsd > 0 ? (filledUsd / sizeUsd) * 100 : null,
};
}
function impactBps(side: OrderbookSide, midPrice: number | null, vwapPrice: number | null): number | null {
if (midPrice == null || vwapPrice == null) return null;
if (!(midPrice > 0) || !Number.isFinite(vwapPrice)) return null;
if (side === 'buy') return ((vwapPrice / midPrice) - 1) * 10_000;
return (1 - vwapPrice / midPrice) * 10_000;
}
export function computeDepthBandsFromDlobL2(
l2: DlobL2 | null | undefined,
bandList: readonly number[] = DEFAULT_DLOB_DEPTH_BANDS_BPS
): ComputedDlobDepthBandRow[] {
if (!l2?.marketName) return [];
const bids = canonicalBids(l2);
const asks = canonicalAsks(l2);
const bestBid = resolveBestBid(l2, bids);
const bestAsk = resolveBestAsk(l2, asks);
const midPrice = resolveMidPrice(l2, bestBid, bestAsk);
const updatedAt = l2.updatedAt ?? null;
return bandList
.map((bandBps) => Number(bandBps))
.filter((bandBps, idx, arr) => Number.isFinite(bandBps) && bandBps > 0 && arr.indexOf(bandBps) === idx)
.sort((a, b) => a - b)
.map((bandBps) => ({
marketName: l2.marketName,
bandBps,
midPrice,
bestBid,
bestAsk,
updatedAt,
...computeBandDepth(bids, asks, midPrice, bandBps),
}));
}
export function computeSlippageFromDlobL2(
l2: DlobL2 | null | undefined,
sizeList: readonly number[] = DEFAULT_DLOB_SLIPPAGE_SIZES_USD
): ComputedDlobSlippageRow[] {
if (!l2?.marketName) return [];
const bids = canonicalBids(l2);
const asks = canonicalAsks(l2);
const bestBid = resolveBestBid(l2, bids);
const bestAsk = resolveBestAsk(l2, asks);
const midPrice = resolveMidPrice(l2, bestBid, bestAsk);
const updatedAt = l2.updatedAt ?? null;
if (midPrice == null || !Number.isFinite(midPrice) || !(midPrice > 0)) return [];
const sizes = sizeList
.map((sizeUsd) => Number(sizeUsd))
.filter((sizeUsd, idx, arr) => Number.isFinite(sizeUsd) && sizeUsd > 0 && arr.indexOf(sizeUsd) === idx)
.sort((a, b) => a - b);
const rows: ComputedDlobSlippageRow[] = [];
for (const sizeUsd of sizes) {
const buyFill = simulateFill(asks, sizeUsd);
rows.push({
marketName: l2.marketName,
side: 'buy',
sizeUsd,
midPrice,
vwapPrice: buyFill.vwapPrice,
worstPrice: buyFill.worstPrice,
filledUsd: buyFill.filledUsd,
filledBase: buyFill.filledBase,
impactBps: impactBps('buy', midPrice, buyFill.vwapPrice),
levelsConsumed: buyFill.levelsConsumed,
fillPct: buyFill.fillPct,
updatedAt,
});
const sellFill = simulateFill(bids, sizeUsd);
rows.push({
marketName: l2.marketName,
side: 'sell',
sizeUsd,
midPrice,
vwapPrice: sellFill.vwapPrice,
worstPrice: sellFill.worstPrice,
filledUsd: sellFill.filledUsd,
filledBase: sellFill.filledBase,
impactBps: impactBps('sell', midPrice, sellFill.vwapPrice),
levelsConsumed: sellFill.levelsConsumed,
fillPct: sellFill.fillPct,
updatedAt,
});
}
return rows;
}

View File

@@ -1,32 +0,0 @@
const HOT_MARKETS = new Set(['SOL-PERP', 'JTO-PERP', 'ADA-PERP']);
export type OrderbookTable = 'dlob_hot_snapshot_latest' | 'dlob_all_derived_latest';
export type LatestDlobTable = 'dlob_hot_derived_latest' | 'dlob_all_derived_latest';
export function normalizeMarketName(marketName: string): string {
return String(marketName || '').trim().toUpperCase();
}
export function isHotMarket(marketName: string): boolean {
return HOT_MARKETS.has(normalizeMarketName(marketName));
}
export function getOrderbookTables(marketName: string): OrderbookTable[] {
return isHotMarket(marketName) ? ['dlob_hot_snapshot_latest', 'dlob_all_derived_latest'] : ['dlob_all_derived_latest'];
}
export function getOrderbookTable(marketName: string): OrderbookTable {
return getOrderbookTables(marketName)[0];
}
export function getLatestDlobTables(marketName: string): LatestDlobTable[] {
return isHotMarket(marketName) ? ['dlob_hot_derived_latest', 'dlob_all_derived_latest'] : ['dlob_all_derived_latest'];
}
export function getLatestDlobTable(marketName: string): LatestDlobTable {
return getLatestDlobTables(marketName)[0];
}
export function getChartSeriesTable(marketName: string): 'dlob_hot_derived_ts' | 'dlob_all_derived_ts' {
return isHotMarket(marketName) ? 'dlob_hot_derived_ts' : 'dlob_all_derived_ts';
}

View File

@@ -1,19 +1,134 @@
import { useMemo } from 'react';
import { computeDepthBandsFromDlobL2, type ComputedDlobDepthBandRow } from './dlobDerivedMetrics';
import { useDlobL2 } from './useDlobL2';
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
const COMPUTED_DLOB_LEVELS = 512;
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;
};
export type DlobDepthBandRow = ComputedDlobDepthBandRow;
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 { l2, connected, error } = useDlobL2(marketName, {
levels: COMPUTED_DLOB_LEVELS,
grouping: 'raw',
});
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]);
const rows = useMemo(() => computeDepthBandsFromDlobL2(l2), [l2]);
return { rows, connected, error };
}

View File

@@ -1,8 +1,5 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
import { getOrderbookTable, isHotMarket } from './dlobSource';
const ORDERBOOK_POLL_MS = 400;
export type OrderbookRow = {
price: number;
@@ -22,11 +19,12 @@ export type DlobL2 = {
updatedAt: string | null;
};
type ParsedLevel = {
price: number;
sizeBase: number;
sizeUsd: number;
};
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;
@@ -51,64 +49,38 @@ function normalizeJson(v: unknown): unknown {
}
}
const PRICE_PRECISION = 1_000_000;
const BASE_PRECISION = 1_000_000_000;
function toScaledNum(v: unknown, precision: number): number | null {
const n = toNum(v);
if (n == null) return null;
return n / precision;
}
function parseNormalizedLevels(raw: unknown): ParsedLevel[] {
function parseLevels(raw: unknown, pricePrecision: number, basePrecision: number): Array<{ price: number; size: number }> {
const v = normalizeJson(raw);
if (!Array.isArray(v)) return [];
const out: ParsedLevel[] = [];
const out: Array<{ price: number; size: number }> = [];
for (const item of v) {
const price = toNum((item as any)?.price);
const sizeBase = toNum((item as any)?.sizeBase ?? (item as any)?.size);
if (price == null || sizeBase == null) continue;
if (!Number.isFinite(price) || !Number.isFinite(sizeBase)) continue;
out.push({ price, sizeBase, sizeUsd: sizeBase * price });
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 parseRawHotLevels(raw: unknown): ParsedLevel[] {
const v = normalizeJson(raw);
if (!Array.isArray(v)) return [];
const out: ParsedLevel[] = [];
for (const item of v) {
const price = toScaledNum((item as any)?.price, PRICE_PRECISION);
const sizeBase = toScaledNum((item as any)?.size, BASE_PRECISION);
if (price == null || sizeBase == null) continue;
if (!Number.isFinite(price) || !Number.isFinite(sizeBase)) continue;
out.push({ price, sizeBase, sizeUsd: sizeBase * price });
}
return out;
}
function limitHotWindow(levels: ParsedLevel[], visibleLevels: number): ParsedLevel[] {
const cap = Math.max(visibleLevels * 4, 24);
return levels.slice(0, cap);
}
function withTotals(levels: ParsedLevel[]): OrderbookRow[] {
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 += l.sizeUsd;
totalUsd += sizeUsd;
return {
price: l.price,
sizeBase: l.sizeBase,
sizeUsd: l.sizeUsd,
sizeUsd,
totalBase,
totalUsd,
};
@@ -116,29 +88,19 @@ function withTotals(levels: ParsedLevel[]): OrderbookRow[] {
}
type HasuraDlobL2Row = {
market_name: string;
bids_norm?: unknown;
asks_norm?: unknown;
best_bid_price?: unknown;
best_ask_price?: unknown;
mid_price?: unknown;
updated_at?: string | null;
};
type HasuraHotSnapshotRow = {
market_name: string;
bids?: unknown;
asks?: unknown;
best_bid_price_raw?: unknown;
best_ask_price_raw?: unknown;
updated_at?: string | null;
};
type SubscriptionData = Record<string, Array<HasuraDlobL2Row | HasuraHotSnapshotRow> | undefined>;
type SubscriptionData = {
dlob_l2_latest: HasuraDlobL2Row[];
};
export function useDlobL2(
marketName: string,
opts?: { levels?: number; grouping?: string }
opts?: { levels?: number }
): { l2: DlobL2 | null; connected: boolean; error: string | null } {
const [l2, setL2] = useState<DlobL2 | null>(null);
const [connected, setConnected] = useState(false);
@@ -146,54 +108,9 @@ export function useDlobL2(
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
const levels = useMemo(() => Math.max(1, opts?.levels ?? 14), [opts?.levels]);
const grouping = useMemo(() => String(opts?.grouping || 'drift').trim().toLowerCase(), [opts?.grouping]);
function resolveDriftGroupingStep(referencePrice: number | null): number {
const px = referencePrice == null || !Number.isFinite(referencePrice) ? 0 : Math.abs(referencePrice);
if (px >= 1000) return 0.1;
if (px >= 100) return 0.01;
if (px >= 10) return 0.001;
if (px >= 1) return 0.0001;
if (px >= 0.1) return 0.00001;
return 0.000001;
}
function resolveGroupingStep(mode: string, referencePrice: number | null): number | null {
if (!mode || mode === 'raw' || mode === 'none' || mode === 'off') return null;
if (mode === 'drift') return resolveDriftGroupingStep(referencePrice);
const parsed = Number(mode);
return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
}
function groupLevelsByStep(
side: 'bid' | 'ask',
input: ParsedLevel[],
step: number | null
): ParsedLevel[] {
if (step == null || !Number.isFinite(step) || step <= 0) return input;
const stepMicros = Math.max(1, Math.round(step * PRICE_PRECISION));
const grouped = new Map<number, { sizeBase: number; sizeUsd: number }>();
for (const level of input) {
const priceMicros = Math.round(level.price * PRICE_PRECISION);
const bucketMicros =
side === 'bid'
? Math.floor(priceMicros / stepMicros) * stepMicros
: Math.ceil(priceMicros / stepMicros) * stepMicros;
const existing = grouped.get(bucketMicros) || { sizeBase: 0, sizeUsd: 0 };
existing.sizeBase += level.sizeBase;
existing.sizeUsd += level.sizeUsd;
grouped.set(bucketMicros, existing);
}
return Array.from(grouped.entries())
.map(([bucketMicros, totals]) => ({
price: bucketMicros / PRICE_PRECISION,
sizeBase: totals.sizeBase,
sizeUsd: totals.sizeUsd,
}))
.sort((a, b) => (side === 'bid' ? b.price - a.price : a.price - b.price));
}
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) {
@@ -204,21 +121,13 @@ export function useDlobL2(
}
setError(null);
const table = getOrderbookTable(normalizedMarket);
const hotMarket = isHotMarket(normalizedMarket);
const query = `
subscription DlobL2($market: String!) {
${table}(
where: {
market_name: {_eq: $market}
is_indicative: {_eq: false}
${hotMarket ? 'snapshot_kind: {_eq: "orderbook_l2"}' : ''}
}
limit: 1
) {
dlob_l2_latest(where: {market_name: {_eq: $market}}, limit: 1) {
market_name
${hotMarket ? 'bids asks best_bid_price_raw best_ask_price_raw' : 'bids_norm asks_norm best_bid_price best_ask_price mid_price'}
bids
asks
updated_at
}
}
@@ -227,63 +136,32 @@ export function useDlobL2(
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
pollMs: ORDERBOOK_POLL_MS,
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const row = data?.[table]?.[0] as HasuraDlobL2Row | HasuraHotSnapshotRow | undefined;
if (!row?.market_name) {
setL2(null);
return;
}
const row = data?.dlob_l2_latest?.[0];
if (!row?.market_name) return;
const bestBidRaw = hotMarket
? toScaledNum((row as HasuraHotSnapshotRow).best_bid_price_raw, PRICE_PRECISION)
: toNum((row as HasuraDlobL2Row).best_bid_price);
const bestAskRaw = hotMarket
? toScaledNum((row as HasuraHotSnapshotRow).best_ask_price_raw, PRICE_PRECISION)
: toNum((row as HasuraDlobL2Row).best_ask_price);
const referencePrice =
bestBidRaw != null && bestAskRaw != null ? (bestBidRaw + bestAskRaw) / 2 : bestBidRaw ?? bestAskRaw ?? null;
const groupingStep = resolveGroupingStep(grouping, referencePrice);
const bidsSource = hotMarket
? limitHotWindow(parseRawHotLevels((row as HasuraHotSnapshotRow).bids), levels)
: parseNormalizedLevels((row as HasuraDlobL2Row).bids_norm);
const asksSource = hotMarket
? limitHotWindow(parseRawHotLevels((row as HasuraHotSnapshotRow).asks), levels)
: parseNormalizedLevels((row as HasuraDlobL2Row).asks_norm);
const bidsSorted = groupLevelsByStep(
'bid',
bidsSource,
groupingStep
)
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.sizeBase, sizeUsd: l.sizeUsd }));
.map((l) => ({ price: l.price, sizeBase: l.size }));
const asksSorted = groupLevelsByStep(
'ask',
asksSource,
groupingStep
)
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.sizeBase, sizeUsd: l.sizeUsd }));
.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 = bestBidRaw ?? (bidsSorted.length ? bidsSorted[0].price : null);
const bestAsk = bestAskRaw ?? (asksSorted.length ? asksSorted[0].price : null);
const mid = hotMarket
? bestBid != null && bestAsk != null
? (bestBid + bestAsk) / 2
: null
: toNum((row as HasuraDlobL2Row).mid_price) ?? (bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null);
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,
@@ -298,7 +176,7 @@ export function useDlobL2(
});
return () => sub.unsubscribe();
}, [grouping, normalizedMarket, levels]);
}, [normalizedMarket, levels, pricePrecision, basePrecision]);
return { l2, connected, error };
}

View File

@@ -1,17 +1,138 @@
import { useMemo } from 'react';
import { computeSlippageFromDlobL2, type ComputedDlobSlippageRow } from './dlobDerivedMetrics';
import { useDlobL2 } from './useDlobL2';
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
const COMPUTED_DLOB_LEVELS = 512;
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;
};
export type DlobSlippageRow = ComputedDlobSlippageRow;
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 { l2, connected, error } = useDlobL2(marketName, {
levels: COMPUTED_DLOB_LEVELS,
grouping: 'raw',
});
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]);
const rows = useMemo(() => computeSlippageFromDlobL2(l2), [l2]);
return { rows, connected, error };
}

View File

@@ -1,8 +1,5 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
import { getLatestDlobTable } from './dlobSource';
const ORDERBOOK_STATS_POLL_MS = 400;
export type DlobStats = {
marketName: string;
@@ -35,23 +32,24 @@ function toNum(v: unknown): number | null {
type HasuraDlobStatsRow = {
market_name: string;
mark_price?: unknown;
oracle_price?: unknown;
best_bid_price?: unknown;
best_ask_price?: unknown;
mid_price?: unknown;
spread_quote?: unknown;
spread_bps?: unknown;
depth_bid_base?: unknown;
depth_ask_base?: unknown;
depth_bid_quote?: unknown;
depth_ask_quote?: unknown;
imbalance?: unknown;
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;
is_indicative?: boolean | null;
};
type SubscriptionData = Record<string, HasuraDlobStatsRow[] | undefined>;
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);
@@ -69,29 +67,24 @@ export function useDlobStats(marketName: string): { stats: DlobStats | null; con
}
setError(null);
const table = getLatestDlobTable(normalizedMarket);
const query = `
subscription DlobStats($market: String!) {
${table}(
where: {market_name: {_eq: $market}, is_indicative: {_eq: false}}
limit: 1
) {
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_quote
spread_abs
spread_bps
depth_bid_base
depth_ask_base
depth_bid_quote
depth_ask_quote
depth_bid_usd
depth_ask_usd
imbalance
updated_at
is_indicative
}
}
`;
@@ -99,15 +92,11 @@ export function useDlobStats(marketName: string): { stats: DlobStats | null; con
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
pollMs: ORDERBOOK_STATS_POLL_MS,
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const row = data?.[table]?.[0];
if (!row?.market_name) {
setStats(null);
return;
}
const row = data?.dlob_stats_latest?.[0];
if (!row?.market_name) return;
setStats({
marketName: row.market_name,
markPrice: toNum(row.mark_price),
@@ -115,12 +104,12 @@ export function useDlobStats(marketName: string): { stats: DlobStats | null; con
bestBid: toNum(row.best_bid_price),
bestAsk: toNum(row.best_ask_price),
mid: toNum(row.mid_price),
spreadAbs: toNum(row.spread_quote),
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_quote),
depthAskUsd: toNum(row.depth_ask_quote),
depthBidUsd: toNum(row.depth_bid_usd),
depthAskUsd: toNum(row.depth_ask_usd),
imbalance: toNum(row.imbalance),
updatedAt: row.updated_at ?? null,
});

View File

@@ -9,7 +9,6 @@ export type TickerItem = {
type Props = {
items: TickerItem[];
className?: string;
};
function formatPct(v: number): string {
@@ -17,9 +16,9 @@ function formatPct(v: number): string {
return `${s}${v.toFixed(2)}%`;
}
export default function TickerBar({ items, className }: Props) {
export default function TickerBar({ items }: Props) {
return (
<div className={['tickerBar', className].filter(Boolean).join(' ')}>
<div className="tickerBar">
{items.map((t) => (
<div key={t.key} className={['ticker', t.active ? 'ticker--active' : ''].filter(Boolean).join(' ')}>
<span className="ticker__label">{t.label}</span>
@@ -29,3 +28,4 @@ export default function TickerBar({ items, className }: Props) {
</div>
);
}

View File

@@ -1,5 +1,4 @@
import type { CSSProperties, ReactNode } from 'react';
import { useEffect, useRef, useState } from 'react';
import type { ReactNode } from 'react';
type Props = {
header?: ReactNode;
@@ -10,57 +9,10 @@ type Props = {
};
export default function AppShell({ header, top, main, sidebar, rightbar }: Props) {
const headerRef = useRef<HTMLDivElement | null>(null);
const topRef = useRef<HTMLDivElement | null>(null);
const [headerHeight, setHeaderHeight] = useState(0);
const [topHeight, setTopHeight] = useState(0);
useEffect(() => {
const observers: ResizeObserver[] = [];
const observeHeight = (
element: HTMLDivElement | null,
setHeight: (height: number) => void
) => {
if (!element) {
setHeight(0);
return;
}
const update = () => setHeight(Math.ceil(element.getBoundingClientRect().height));
update();
const observer = new ResizeObserver(update);
observer.observe(element);
observers.push(observer);
};
observeHeight(headerRef.current, setHeaderHeight);
observeHeight(topRef.current, setTopHeight);
return () => {
for (const observer of observers) observer.disconnect();
};
}, [header, top]);
const shellStyle = {
['--shell-header-height' as any]: `${headerHeight}px`,
['--shell-top-height' as any]: `${topHeight}px`,
['--shell-top-offset' as any]: `${headerHeight + topHeight}px`,
} as CSSProperties;
return (
<div className="shell" style={shellStyle}>
{header ? (
<div className="shellHeader" ref={headerRef}>
{header}
</div>
) : null}
{top ? (
<div className="shellTop" ref={topRef}>
{top}
</div>
) : null}
<div className="shell">
{header ? <div className="shellHeader">{header}</div> : null}
{top ? <div className="shellTop">{top}</div> : null}
<div className="shellBody">
<div className="shellMain">{main}</div>
{sidebar ? <div className="shellSidebar">{sidebar}</div> : null}

View File

@@ -1,62 +1,13 @@
import { useEffect, useMemo, useState } from 'react';
import Button from '../ui/Button';
type Props = {
user: string;
theme: 'day' | 'night';
onResetView?: (() => void) | null;
onToggleTheme: () => void;
onLogout: () => void;
};
export default function AuthStatus({ user, theme, onResetView, onToggleTheme, onLogout }: Props) {
const formatter = useMemo(
() =>
new Intl.DateTimeFormat(undefined, {
hour: '2-digit',
minute: '2-digit',
second: '2-digit',
}),
[]
);
const [nowLabel, setNowLabel] = useState(() => formatter.format(new Date()));
useEffect(() => {
const tick = () => setNowLabel(formatter.format(new Date()));
tick();
const timer = window.setInterval(tick, 1000);
return () => window.clearInterval(timer);
}, [formatter]);
export default function AuthStatus({ user, onLogout }: Props) {
return (
<div className="authStatus">
<Button
size="sm"
variant="ghost"
type="button"
title="Reset View (Alt+R)"
aria-keyshortcuts="Alt+R"
onClick={onResetView ?? undefined}
disabled={!onResetView}
>
Reset View
</Button>
<button
className={`themeSwitch themeSwitch--${theme}`}
type="button"
role="switch"
aria-checked={theme === 'night'}
aria-label={theme === 'day' ? 'Switch to Night theme' : 'Switch to Day theme'}
title={theme === 'day' ? 'Switch to Night theme' : 'Switch to Day theme'}
onClick={onToggleTheme}
>
<span className="themeSwitch__label themeSwitch__label--day">Day</span>
<span className="themeSwitch__label themeSwitch__label--night">Night</span>
<span className="themeSwitch__thumb" aria-hidden="true" />
</button>
<div className="authStatus__clock" aria-label="Bieżący czas">
{nowLabel}
</div>
<div className="authStatus__user" aria-label="Zalogowany użytkownik">
<div className="authStatus__userLabel">Zalogowany</div>
<div className="authStatus__userName">{user}</div>

View File

@@ -11,21 +11,6 @@ type LoginResponse = {
error?: string;
};
type WhoamiResponse = {
ok?: boolean;
user?: string | null;
};
async function readSessionUser(): Promise<string | null> {
const res = await fetch('/whoami', {
cache: 'no-store',
credentials: 'same-origin',
});
const json = (await res.json().catch(() => null)) as WhoamiResponse | null;
const user = typeof json?.user === 'string' ? json.user.trim() : '';
return user || null;
}
export default function LoginScreen({ onLoggedIn }: Props) {
const [username, setUsername] = useState('');
const [password, setPassword] = useState('');
@@ -41,18 +26,17 @@ export default function LoginScreen({ onLoggedIn }: Props) {
const res = await fetch('/auth/login', {
method: 'POST',
headers: { 'content-type': 'application/json' },
credentials: 'same-origin',
body: JSON.stringify({ username, password }),
});
const json = (await res.json().catch(() => null)) as LoginResponse | null;
const ok = Boolean(res.ok && json?.ok);
if (!ok) throw new Error(json?.error || 'invalid_credentials');
const u = await readSessionUser();
const u = typeof json?.user === 'string' ? json.user.trim() : '';
if (!u) throw new Error('bad_response');
setPassword('');
onLoggedIn(u);
} catch {
setError('Logowanie nie utworzyło sesji. Sprawdź dane albo konfigurację dev proxy.');
setError('Nieprawidłowy login lub hasło.');
} finally {
setSubmitting(false);
}
@@ -103,3 +87,4 @@ export default function LoginScreen({ onLoggedIn }: Props) {
</div>
);
}

View File

@@ -24,10 +24,7 @@ export default function TopNav({ active = 'trade', onSelect, rightSlot }: Props)
<div className="topNav__left">
<div className="topNav__brand" aria-label="Trade">
<div className="topNav__brandMark" aria-hidden="true" />
<div className="topNav__brandText">
<div className="topNav__brandName">Trade</div>
<div className="topNav__brandMeta">by mpabi</div>
</div>
<div className="topNav__brandName">Trade</div>
</div>
<nav className="topNav__menu" aria-label="Primary">
{navItems.map((it) => (

View File

@@ -1,6 +1,3 @@
import { getChartSeriesTable, getLatestDlobTable } from '../features/market/dlobSource';
import { bollingerBands, ema, macd, rsi, sma } from './indicators';
export type Candle = {
time: number; // unix seconds
open: number;
@@ -28,289 +25,21 @@ export type ChartIndicators = {
macd?: { macd: SeriesPoint[]; signal: SeriesPoint[] };
};
type GraphqlError = { message: string };
type HasuraDerivedTsRow = {
event_ts: string;
oracle_price?: number | string | null;
mark_price?: number | string | null;
mid_price?: number | string | null;
};
type HasuraLatestDlobRow = {
updated_at?: string | null;
oracle_price?: number | string | null;
mark_price?: number | string | null;
mid_price?: number | string | null;
export type ChartResponse = {
ok: boolean;
symbol?: string;
source?: string | null;
tf?: string;
bucketSeconds?: number;
candles?: Candle[];
indicators?: ChartIndicators;
error?: string;
};
function readEnv(name: string): string | undefined {
const viteValue = (import.meta as any).env?.[name];
if (viteValue != null && String(viteValue).trim()) return String(viteValue);
const nodeValue = (globalThis as any)?.process?.env?.[name];
if (nodeValue != null && String(nodeValue).trim()) return String(nodeValue);
return undefined;
}
function getHasuraUrl(): string {
const v = readEnv('VITE_HASURA_URL');
return v ? String(v) : '/graphql';
}
function getHasuraAuthHeaders(): Record<string, string> | undefined {
const token = readEnv('VITE_HASURA_AUTH_TOKEN');
if (token) return { authorization: `Bearer ${String(token)}` };
const secret = readEnv('VITE_HASURA_ADMIN_SECRET');
if (secret) return { 'x-hasura-admin-secret': String(secret) };
return undefined;
}
function parseTimeframeToSeconds(tf: string): number {
const raw = String(tf || '').trim();
const match = raw.match(/^(\d+)([smhdSMHD])$/);
if (!match) return 60;
const value = Number(match[1]);
const unit = match[2].toLowerCase();
if (!Number.isFinite(value) || value <= 0) return 60;
if (unit === 's') return value;
if (unit === 'm') return value * 60;
if (unit === 'h') return value * 3600;
if (unit === 'd') return value * 86400;
return 60;
}
function toSeries(times: number[], values: Array<number | null>) {
return times.map((time, i) => ({ time, value: values[i] ?? null }));
}
function buildIndicators(candles: Candle[]): ChartIndicators {
const times = candles.map((c) => c.time);
const closes = candles.map((c) => c.close);
const oracleValues = candles.map((c) => (c.oracle == null ? null : c.oracle));
const sma20 = sma(closes, 20);
const ema20 = ema(closes, 20);
const bb20 = bollingerBands(closes, 20, 2);
const rsi14 = rsi(closes, 14);
const macdOut = macd(closes, 12, 26, 9);
return {
oracle: toSeries(times, oracleValues),
sma20: toSeries(times, sma20),
ema20: toSeries(times, ema20),
bb20: {
upper: toSeries(times, bb20.upper),
lower: toSeries(times, bb20.lower),
mid: toSeries(times, bb20.mid),
},
rsi14: toSeries(times, rsi14),
macd: {
macd: toSeries(times, macdOut.macd),
signal: toSeries(times, macdOut.signal),
},
};
}
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 aggregateRowsToCandles(
rows: HasuraDerivedTsRow[],
bucketSeconds: number,
options?: { fillGaps?: boolean; limit?: number }
): Candle[] {
const buckets = new Map<number, Candle>();
const sortedRows = rows.slice().sort((a, b) => Date.parse(a.event_ts) - Date.parse(b.event_ts));
for (const row of sortedRows) {
const tsSec = Math.floor(Date.parse(row.event_ts) / 1000);
if (!Number.isFinite(tsSec)) continue;
const bucket = tsSec - (tsSec % bucketSeconds);
const oracle = toNum(row.oracle_price);
const close = toNum(row.mark_price) ?? toNum(row.mid_price) ?? oracle;
if (close == null) continue;
const existing = buckets.get(bucket);
if (!existing) {
buckets.set(bucket, {
time: bucket,
open: close,
high: close,
low: close,
close,
volume: 1,
oracle,
});
continue;
}
existing.high = Math.max(existing.high, close);
existing.low = Math.min(existing.low, close);
existing.close = close;
existing.volume = (existing.volume || 0) + 1;
existing.oracle = oracle ?? existing.oracle ?? null;
}
const sorted = Array.from(buckets.values()).sort((a, b) => a.time - b.time);
if (!sorted.length) return [];
if (!options?.fillGaps) {
return options?.limit ? sorted.slice(-options.limit) : sorted;
}
const tail = options?.limit ? sorted.slice(-options.limit) : sorted;
const candles: Candle[] = [];
const firstBucket = tail[0]!.time;
const lastBucket = tail[tail.length - 1]!.time;
const byTime = new Map(tail.map((c) => [c.time, c]));
let prev = tail[0]!;
for (let bucket = firstBucket; bucket <= lastBucket; bucket += bucketSeconds) {
const current = byTime.get(bucket);
if (current) {
candles.push(current);
prev = current;
continue;
}
candles.push({
time: bucket,
open: prev.close,
high: prev.close,
low: prev.close,
close: prev.close,
volume: 0,
oracle: prev.oracle ?? null,
});
}
return candles;
}
export function mergeCandles(prev: Candle[], next: Candle[]): Candle[] {
const map = new Map<number, Candle>();
for (const candle of prev) map.set(candle.time, candle);
for (const candle of next) map.set(candle.time, candle);
return Array.from(map.values()).sort((a, b) => a.time - b.time);
}
export function applyLatestRowToCandles(
candles: Candle[],
row: HasuraLatestDlobRow,
bucketSeconds: number
): Candle[] {
const tsSec = Math.floor(Date.parse(String(row.updated_at || '')) / 1000);
if (!Number.isFinite(tsSec)) return candles;
const bucket = tsSec - (tsSec % bucketSeconds);
const oracle = toNum(row.oracle_price);
const close = toNum(row.mark_price) ?? toNum(row.mid_price) ?? oracle;
if (close == null) return candles;
const next = candles.slice();
const last = next[next.length - 1];
if (!last || bucket > last.time) {
next.push({
time: bucket,
open: last?.close ?? close,
high: close,
low: close,
close,
volume: 1,
oracle,
});
return next;
}
if (bucket < last.time) return candles;
last.high = Math.max(last.high, close);
last.low = Math.min(last.low, close);
last.close = close;
last.volume = (last.volume || 0) + 1;
last.oracle = oracle ?? last.oracle ?? null;
return next;
}
export function buildChartIndicators(candles: Candle[]): ChartIndicators {
return buildIndicators(candles);
}
export function getChartLiveTable(marketName: string) {
return getLatestDlobTable(marketName);
}
async function fetchChartFromHasura(params: {
symbol: string;
source?: string;
tf: string;
limit: number;
beforeTime?: number;
signal?: AbortSignal;
}): Promise<{ candles: Candle[]; indicators: ChartIndicators; meta: { tf: string; bucketSeconds: number } }> {
const bucketSeconds = parseTimeframeToSeconds(params.tf);
const table = getChartSeriesTable(params.symbol);
const maxPoints = Math.min(200_000, Math.max(5_000, params.limit * Math.max(1, bucketSeconds) * 3));
const sourceFilter = params.source?.trim();
const beforeTime = Number.isFinite(params.beforeTime) ? Number(params.beforeTime) : null;
const beforeIso = beforeTime == null ? null : new Date(beforeTime * 1000).toISOString();
const query = `
query ChartSeries($symbol: String!, $limit: Int!${sourceFilter ? ', $source: String!' : ''}${beforeIso ? ', $before: timestamptz!' : ''}) {
${table}(
limit: $limit
order_by: {event_ts: desc}
where: {
market_name: {_eq: $symbol}
is_indicative: {_eq: false}
${sourceFilter ? 'source: {_eq: $source}' : ''}
${beforeIso ? 'event_ts: {_lt: $before}' : ''}
}
) {
event_ts
oracle_price
mark_price
mid_price
}
}
`;
const res = await fetch(getHasuraUrl(), {
method: 'POST',
credentials: 'same-origin',
signal: params.signal,
headers: {
'content-type': 'application/json',
...(getHasuraAuthHeaders() || {}),
},
body: JSON.stringify({
query,
variables: {
symbol: params.symbol,
limit: maxPoints,
...(sourceFilter ? { source: sourceFilter } : {}),
...(beforeIso ? { before: beforeIso } : {}),
},
}),
});
const text = await res.text();
if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
const json = JSON.parse(text) as { data?: Record<string, HasuraDerivedTsRow[]>; errors?: GraphqlError[] };
if (Array.isArray(json.errors) && json.errors.length) {
throw new Error(json.errors.map((e) => e.message).join(' | '));
}
const rows = json.data?.[table] || [];
const candles = aggregateRowsToCandles(rows, bucketSeconds, { fillGaps: beforeIso == null, limit: params.limit });
return {
candles,
indicators: buildIndicators(candles),
meta: { tf: params.tf, bucketSeconds },
};
function getApiBaseUrl(): string {
const v = (import.meta as any).env?.VITE_API_URL;
if (v) return String(v);
return '/api';
}
export async function fetchChart(params: {
@@ -318,8 +47,50 @@ export async function fetchChart(params: {
source?: string;
tf: string;
limit: number;
beforeTime?: number;
signal?: AbortSignal;
}): Promise<{ candles: Candle[]; indicators: ChartIndicators; meta: { tf: string; bucketSeconds: number } }> {
return await fetchChartFromHasura(params);
const base = getApiBaseUrl();
const u = new URL(base, window.location.origin);
u.pathname = u.pathname && u.pathname !== '/' ? u.pathname.replace(/\/$/, '') + '/v1/chart' : '/v1/chart';
u.searchParams.set('symbol', params.symbol);
u.searchParams.set('tf', params.tf);
u.searchParams.set('limit', String(params.limit));
if (params.source && params.source.trim()) u.searchParams.set('source', params.source.trim());
const res = await fetch(u.toString());
const text = await res.text();
if (!res.ok) throw new Error(`API HTTP ${res.status}: ${text}`);
const json = JSON.parse(text) as ChartResponse;
if (!json.ok) throw new Error(json.error || 'API: error');
return {
candles: (json.candles || []).map((c) => ({
...c,
time: Number(c.time),
open: Number(c.open),
high: Number(c.high),
low: Number(c.low),
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) },
};
}

View File

@@ -1,5 +1,4 @@
type HeadersMap = Record<string, string>;
type GraphqlError = { message: string };
type SubscribeParams<T> = {
query: string;
@@ -7,29 +6,12 @@ type SubscribeParams<T> = {
onData: (data: T) => void;
onError?: (err: string) => void;
onStatus?: (s: { connected: boolean }) => void;
pollMs?: number;
};
function envString(name: string): string | undefined {
const viteValue = (import.meta as any).env?.[name];
const viteString = viteValue == null ? '' : String(viteValue).trim();
if (viteString) return viteString;
const nodeValue = (globalThis as any)?.process?.env?.[name];
const nodeString = nodeValue == null ? '' : String(nodeValue).trim();
return nodeString || undefined;
}
function envBool(name: string): boolean {
const v = envString(name);
if (!v) return false;
return ['1', 'true', 'yes', 'on'].includes(v.toLowerCase());
}
function envInt(name: string, fallback: number): number {
const raw = envString(name);
if (!raw) return fallback;
const parsed = Number.parseInt(raw, 10);
return Number.isFinite(parsed) && parsed > 0 ? parsed : fallback;
const v = (import.meta as any).env?.[name];
const s = v == null ? '' : String(v).trim();
return s ? s : undefined;
}
function resolveGraphqlHttpUrl(): string {
@@ -78,59 +60,13 @@ export type SubscriptionHandle = {
unsubscribe: () => void;
};
async function fetchGraphqlOnce<T>(
httpUrl: string,
headers: HeadersMap | undefined,
query: string,
variables: Record<string, unknown> | undefined
): Promise<T> {
const operation = query.replace(/^\s*subscription\b/, 'query');
const res = await fetch(httpUrl, {
method: 'POST',
credentials: 'same-origin',
headers: {
'content-type': 'application/json',
...(headers || {}),
},
body: JSON.stringify({ query: operation, variables: variables ?? {} }),
});
const text = await res.text();
if (!res.ok) throw new Error(`Hasura HTTP ${res.status}: ${text}`);
let json: { data?: T; errors?: GraphqlError[] };
try {
json = JSON.parse(text);
} catch {
throw new Error(`Hasura invalid JSON: ${text}`);
}
if (Array.isArray(json.errors) && json.errors.length) {
throw new Error(json.errors.map((e) => e.message).join(' | '));
}
if (json.data == null) throw new Error('Hasura: empty response');
return json.data;
}
export function subscribeGraphqlWs<T>({
query,
variables,
onData,
onError,
onStatus,
pollMs: pollMsOverride,
}: SubscribeParams<T>): SubscriptionHandle {
const httpUrl = resolveGraphqlHttpUrl();
export function subscribeGraphqlWs<T>({ query, variables, onData, onError, onStatus }: SubscribeParams<T>): SubscriptionHandle {
const wsUrl = resolveGraphqlWsUrl();
const headers = resolveAuthHeaders();
const pollOnly = envBool('VITE_GRAPHQL_POLL_ONLY');
const pollMs = Math.max(50, pollMsOverride ?? envInt('VITE_GRAPHQL_POLL_MS', 1000));
let ws: WebSocket | null = null;
let closed = false;
let started = false;
let polling = false;
let reconnectTimer: number | null = null;
let pollTimer: number | null = null;
const subId = '1';
@@ -141,30 +77,6 @@ export function subscribeGraphqlWs<T>({
const setConnected = (connected: boolean) => onStatus?.({ connected });
const clearReconnectTimer = () => {
if (reconnectTimer != null) {
window.clearTimeout(reconnectTimer);
reconnectTimer = null;
}
};
const clearPollTimer = () => {
if (pollTimer != null) {
window.clearTimeout(pollTimer);
pollTimer = null;
}
};
const closeSocket = () => {
if (!ws) return;
try {
ws.close();
} catch {
// ignore
}
ws = null;
};
const start = () => {
if (!ws || started) return;
started = true;
@@ -177,40 +89,14 @@ export function subscribeGraphqlWs<T>({
);
};
const pollOnce = async () => {
try {
const data = await fetchGraphqlOnce<T>(httpUrl, headers, query, variables);
if (closed) return;
setConnected(true);
onData(data);
} catch (e) {
if (closed) return;
setConnected(false);
emitError(e);
} finally {
if (!closed && polling) {
pollTimer = window.setTimeout(() => void pollOnce(), pollMs);
}
}
};
const startPolling = () => {
if (closed || polling) return;
polling = true;
clearReconnectTimer();
closeSocket();
started = false;
void pollOnce();
};
const connect = () => {
if (closed) return;
if (polling) return;
started = false;
try {
ws = new WebSocket(wsUrl, 'graphql-ws');
} catch (e) {
startPolling();
emitError(e);
reconnectTimer = window.setTimeout(connect, 1000);
return;
}
@@ -235,14 +121,14 @@ export function subscribeGraphqlWs<T>({
}
if (msg.type === 'connection_error') {
startPolling();
emitError(msg.payload || 'connection_error');
return;
}
if (msg.type === 'ka' || msg.type === 'complete') return;
if (msg.type === 'error') {
startPolling();
emitError(msg.payload || 'subscription_error');
return;
}
@@ -258,29 +144,25 @@ export function subscribeGraphqlWs<T>({
ws.onerror = () => {
setConnected(false);
startPolling();
};
ws.onclose = () => {
setConnected(false);
if (closed) return;
startPolling();
reconnectTimer = window.setTimeout(connect, 1000);
};
};
if (pollOnly) {
startPolling();
} else {
connect();
}
connect();
return {
unsubscribe: () => {
closed = true;
polling = false;
setConnected(false);
clearReconnectTimer();
clearPollTimer();
if (reconnectTimer != null) {
window.clearTimeout(reconnectTimer);
reconnectTimer = null;
}
if (!ws) return;
try {
ws.send(JSON.stringify({ id: subId, type: 'stop' }));
@@ -288,7 +170,12 @@ export function subscribeGraphqlWs<T>({
} catch {
// ignore
}
closeSocket();
try {
ws.close();
} catch {
// ignore
}
ws = null;
},
};
}

View File

@@ -45,7 +45,6 @@ export async function hasuraRequest<T>(query: string, variables: Record<string,
const res = await fetch(getHasuraUrl(), {
method: 'POST',
credentials: 'same-origin',
headers,
body: JSON.stringify({ query, variables }),
});
@@ -68,9 +67,7 @@ export async function fetchLatestTicks(symbol: string, limit: number, source?: s
u.searchParams.set('limit', String(limit));
if (source && source.trim()) u.searchParams.set('source', source.trim());
const res = await fetch(u.toString(), {
credentials: 'same-origin',
});
const res = await fetch(u.toString());
const text = await res.text();
if (!res.ok) throw new Error(`API HTTP ${res.status}: ${text}`);
const json = JSON.parse(text) as { ok?: boolean; ticks?: any[]; error?: string };

View File

@@ -1,366 +0,0 @@
export type DiagramRuntimePublisher = {
id: string;
title: string;
status: 'ok' | 'warn';
health: {
httpOk: boolean;
gauge: number | null;
};
metrics: {
transport: string;
updateIntervalMs: number;
perpMarkets: number;
spotMarkets: number;
totalMarkets: number;
latestSlot: number | null;
};
endpoints: {
health: string;
metrics: string;
};
errors: string[];
};
export type DiagramRuntimeResponse = {
ok: boolean;
version?: string;
fetchedAt?: string;
nodes?: {
publisher?: DiagramRuntimePublisher;
};
error?: string;
};
export type DiagramLayoutView = 'standard' | 'ultra';
export type DiagramLayoutState = Record<
string,
{
position?: { x: number; y: number };
size?: { width: number; height: number };
parentId?: string | null;
}
>;
export type DiagramLayoutResponse = {
ok: boolean;
view: DiagramLayoutView;
updatedAt?: string;
layout?: DiagramLayoutState;
currentRevisionId?: number | null;
revisionId?: number | null;
restoredFromRevisionId?: number | null;
error?: string;
};
export type DiagramLayoutRevision = {
id: number;
view: DiagramLayoutView;
updatedAt: string;
action: string;
entryCount: number;
};
export type DiagramLayoutHistoryResponse = {
ok: boolean;
view: DiagramLayoutView;
currentRevisionId?: number | null;
revisions?: DiagramLayoutRevision[];
error?: string;
};
type DiagramLayoutStoredRevision = DiagramLayoutRevision & {
layout: DiagramLayoutState;
};
type DiagramLayoutStoredView = {
layout: DiagramLayoutState;
updatedAt?: string;
currentRevisionId: number | null;
nextRevisionId: number;
revisions: DiagramLayoutStoredRevision[];
};
type DiagramLayoutStore = {
views: Partial<Record<DiagramLayoutView, DiagramLayoutStoredView>>;
};
type DiagramDebugEvent = {
ts: string;
view: DiagramLayoutView;
event: string;
nodeId?: string | null;
viewport?: { x?: number; y?: number; zoom?: number };
payload?: Record<string, unknown>;
};
const layoutStoreKey = 'trade-system-flow-layout-store:v1';
const debugStoreKey = 'trade-system-flow-debug-log:v1';
const maxRevisionCount = 32;
const maxDebugEventCount = 200;
function canUseStorage() {
return typeof window !== 'undefined' && typeof window.localStorage !== 'undefined';
}
function getIsoNow() {
return new Date().toISOString();
}
function cloneLayoutState(layout: DiagramLayoutState | undefined): DiagramLayoutState {
return JSON.parse(JSON.stringify(layout || {})) as DiagramLayoutState;
}
function emptyStoredView(): DiagramLayoutStoredView {
return {
layout: {},
updatedAt: undefined,
currentRevisionId: null,
nextRevisionId: 1,
revisions: [],
};
}
function sanitizeStoredView(value: unknown): DiagramLayoutStoredView {
const raw = value && typeof value === 'object' ? (value as Partial<DiagramLayoutStoredView>) : {};
const revisions = Array.isArray(raw.revisions)
? raw.revisions
.filter((entry): entry is DiagramLayoutStoredRevision => {
return Boolean(
entry &&
typeof entry === 'object' &&
Number.isInteger((entry as DiagramLayoutStoredRevision).id) &&
typeof (entry as DiagramLayoutStoredRevision).updatedAt === 'string'
);
})
.map((entry) => ({
id: entry.id,
view: entry.view,
updatedAt: entry.updatedAt,
action: entry.action,
entryCount: Number.isFinite(entry.entryCount) ? Math.max(0, Math.trunc(entry.entryCount)) : 0,
layout: cloneLayoutState(entry.layout),
}))
: [];
const nextRevisionId = Number.isInteger(raw.nextRevisionId)
? Math.max(1, Number(raw.nextRevisionId))
: revisions.reduce((maxId, entry) => Math.max(maxId, entry.id), 0) + 1;
return {
layout: cloneLayoutState(raw.layout),
updatedAt: typeof raw.updatedAt === 'string' ? raw.updatedAt : undefined,
currentRevisionId: Number.isInteger(raw.currentRevisionId) ? Number(raw.currentRevisionId) : null,
nextRevisionId,
revisions,
};
}
function readLayoutStore(): DiagramLayoutStore {
if (!canUseStorage()) return { views: {} };
try {
const raw = window.localStorage.getItem(layoutStoreKey);
if (!raw) return { views: {} };
const parsed = JSON.parse(raw) as Partial<DiagramLayoutStore>;
const views = parsed?.views && typeof parsed.views === 'object' ? parsed.views : {};
return {
views: {
standard: sanitizeStoredView(views.standard),
ultra: sanitizeStoredView(views.ultra),
},
};
} catch {
return { views: {} };
}
}
function writeLayoutStore(store: DiagramLayoutStore) {
if (!canUseStorage()) return;
window.localStorage.setItem(layoutStoreKey, JSON.stringify(store));
}
function readStoredView(view: DiagramLayoutView): DiagramLayoutStoredView {
const store = readLayoutStore();
return sanitizeStoredView(store.views[view]);
}
function writeStoredView(view: DiagramLayoutView, next: DiagramLayoutStoredView) {
const store = readLayoutStore();
store.views = {
...store.views,
[view]: sanitizeStoredView(next),
};
writeLayoutStore(store);
}
function appendRevision(
view: DiagramLayoutView,
storedView: DiagramLayoutStoredView,
layout: DiagramLayoutState,
action: string,
updatedAt: string
) {
const revisionId = Math.max(1, storedView.nextRevisionId || 1);
const layoutCopy = cloneLayoutState(layout);
const revision: DiagramLayoutStoredRevision = {
id: revisionId,
view,
updatedAt,
action: action || 'manual-save',
entryCount: Object.keys(layoutCopy).length,
layout: layoutCopy,
};
const revisions = [revision, ...storedView.revisions].slice(0, maxRevisionCount);
return {
revisionId,
next: {
layout: layoutCopy,
updatedAt,
currentRevisionId: revisionId,
nextRevisionId: revisionId + 1,
revisions,
} satisfies DiagramLayoutStoredView,
};
}
function toHistoryRevisions(revisions: DiagramLayoutStoredRevision[], limit: number) {
return revisions.slice(0, Math.max(1, limit)).map((entry) => ({
id: entry.id,
view: entry.view,
updatedAt: entry.updatedAt,
action: entry.action,
entryCount: entry.entryCount,
}));
}
function readDebugEvents(): DiagramDebugEvent[] {
if (!canUseStorage()) return [];
try {
const raw = window.localStorage.getItem(debugStoreKey);
if (!raw) return [];
const parsed = JSON.parse(raw);
return Array.isArray(parsed) ? (parsed as DiagramDebugEvent[]) : [];
} catch {
return [];
}
}
function writeDebugEvents(events: DiagramDebugEvent[]) {
if (!canUseStorage()) return;
window.localStorage.setItem(debugStoreKey, JSON.stringify(events.slice(-maxDebugEventCount)));
}
export async function fetchDiagramRuntime(): Promise<DiagramRuntimeResponse> {
return {
ok: true,
version: 'frontend-local',
fetchedAt: getIsoNow(),
};
}
export async function fetchDiagramLayout(view: DiagramLayoutView): Promise<DiagramLayoutResponse> {
const storedView = readStoredView(view);
return {
ok: true,
view,
updatedAt: storedView.updatedAt,
layout: cloneLayoutState(storedView.layout),
currentRevisionId: storedView.currentRevisionId,
};
}
export async function saveDiagramLayout(
view: DiagramLayoutView,
layout: DiagramLayoutState,
action?: string
): Promise<DiagramLayoutResponse> {
const storedView = readStoredView(view);
const updatedAt = getIsoNow();
const { revisionId, next } = appendRevision(view, storedView, layout, action || 'manual-save', updatedAt);
writeStoredView(view, next);
return {
ok: true,
view,
updatedAt,
layout: cloneLayoutState(next.layout),
currentRevisionId: revisionId,
revisionId,
};
}
export async function deleteDiagramLayout(view: DiagramLayoutView): Promise<DiagramLayoutResponse> {
const storedView = readStoredView(view);
const updatedAt = getIsoNow();
const { revisionId, next } = appendRevision(view, storedView, {}, 'reset', updatedAt);
writeStoredView(view, next);
return {
ok: true,
view,
updatedAt,
layout: {},
currentRevisionId: revisionId,
revisionId,
};
}
export async function fetchDiagramLayoutHistory(
view: DiagramLayoutView,
limit = 12
): Promise<DiagramLayoutHistoryResponse> {
const storedView = readStoredView(view);
return {
ok: true,
view,
currentRevisionId: storedView.currentRevisionId,
revisions: toHistoryRevisions(storedView.revisions, limit),
};
}
export async function restoreDiagramLayoutRevision(
view: DiagramLayoutView,
revisionId: number
): Promise<DiagramLayoutResponse> {
const storedView = readStoredView(view);
const revision = storedView.revisions.find((entry) => entry.id === revisionId);
if (!revision) throw new Error(`Local layout revision ${revisionId} not found`);
const updatedAt = getIsoNow();
const { revisionId: nextRevisionId, next } = appendRevision(
view,
storedView,
revision.layout,
'restore',
updatedAt
);
writeStoredView(view, next);
return {
ok: true,
view,
updatedAt,
layout: cloneLayoutState(revision.layout),
currentRevisionId: nextRevisionId,
revisionId: nextRevisionId,
restoredFromRevisionId: revision.id,
};
}
export async function postDiagramDebugEvent(body: {
view: DiagramLayoutView;
event: string;
nodeId?: string | null;
viewport?: { x?: number; y?: number; zoom?: number };
payload?: Record<string, unknown>;
}): Promise<void> {
const events = readDebugEvents();
events.push({
ts: getIsoNow(),
view: body.view,
event: body.event,
nodeId: body.nodeId,
viewport: body.viewport,
payload: body.payload,
});
writeDebugEvents(events);
}

File diff suppressed because it is too large Load Diff

View File

@@ -1,7 +1,7 @@
import fs from 'node:fs';
import path from 'node:path';
import { fileURLToPath } from 'node:url';
import { defineConfig, loadEnv } from 'vite';
import { defineConfig } from 'vite';
import react from '@vitejs/plugin-react';
const DIR = path.dirname(fileURLToPath(import.meta.url));
@@ -14,8 +14,8 @@ function stripTrailingSlashes(p: string): string {
return out || '/';
}
function readApiReadToken(env: Record<string, string | undefined>): string | undefined {
if (env.API_READ_TOKEN) return env.API_READ_TOKEN;
function readApiReadToken(): string | undefined {
if (process.env.API_READ_TOKEN) return process.env.API_READ_TOKEN;
const p = path.join(ROOT, 'tokens', 'read.json');
if (!fs.existsSync(p)) return undefined;
try {
@@ -27,22 +27,6 @@ function readApiReadToken(env: Record<string, string | undefined>): string | und
}
}
function readApiAdminSecret(env: Record<string, string | undefined>): string | undefined {
if (Object.prototype.hasOwnProperty.call(env, 'API_PROXY_ADMIN_SECRET')) {
const raw = String(env.API_PROXY_ADMIN_SECRET || '').trim();
return raw || undefined;
}
const p = path.join(ROOT, 'tokens', 'api.json');
if (!fs.existsSync(p)) return undefined;
try {
const raw = fs.readFileSync(p, 'utf8');
const json = JSON.parse(raw) as { adminSecret?: string };
return json?.adminSecret ? String(json.adminSecret) : undefined;
} catch {
return undefined;
}
}
function parseBasicAuth(value: string | undefined): BasicAuth | undefined {
const raw = String(value || '').trim();
if (!raw) return undefined;
@@ -54,11 +38,11 @@ function parseBasicAuth(value: string | undefined): BasicAuth | undefined {
return { username, password };
}
function readProxyBasicAuth(env: Record<string, string | undefined>): BasicAuth | undefined {
const fromEnv = parseBasicAuth(env.API_PROXY_BASIC_AUTH);
function readProxyBasicAuth(): BasicAuth | undefined {
const fromEnv = parseBasicAuth(process.env.API_PROXY_BASIC_AUTH);
if (fromEnv) return fromEnv;
const fileRaw = String(env.API_PROXY_BASIC_AUTH_FILE || '').trim();
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);
@@ -75,6 +59,10 @@ function readProxyBasicAuth(env: Record<string, string | undefined>): BasicAuth
}
}
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);
@@ -83,6 +71,10 @@ function parseUrl(v: string): URL | 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);
@@ -99,6 +91,15 @@ function inferUiProxyTarget(apiTarget: string): string | 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');
@@ -118,122 +119,60 @@ function rewriteSetCookieForLocalDevHttp(proxyRes: any) {
proxyRes.headers['set-cookie'] = Array.isArray(v) ? v.map(rewrite) : rewrite(String(v));
}
function readDevProxyAuthUser(env: Record<string, string | undefined>): string | undefined {
const raw = String(env.DEV_PROXY_AUTH_USER || env.VITE_DEV_AUTH_USER || '').trim();
return raw || undefined;
}
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 ${apiReadToken}`);
});
},
},
};
export default defineConfig(({ mode }) => {
const env = { ...process.env, ...loadEnv(mode, DIR, '') } as Record<string, string | undefined>;
const apiReadToken = readApiReadToken(env);
const apiAdminSecret = readApiAdminSecret(env);
const proxyBasicAuth = readProxyBasicAuth(env);
const devProxyAuthUser = readDevProxyAuthUser(env);
const apiProxyTargetRaw = String(env.API_PROXY_TARGET || '').trim();
const apiProxyTarget = apiProxyTargetRaw || undefined;
const apiProxyTargetUrl = apiProxyTarget ? parseUrl(apiProxyTarget) : undefined;
const apiProxyTargetPath = stripTrailingSlashes(apiProxyTargetUrl?.pathname || '/');
const apiProxyTargetEndsWithApi = apiProxyTargetPath.endsWith('/api');
const apiProxyStripPrefixRaw = String(env.API_PROXY_STRIP_PREFIX || (apiProxyTargetEndsWithApi ? '/api' : '')).trim();
const apiProxyStripPrefix = apiProxyStripPrefixRaw ? stripTrailingSlashes(apiProxyStripPrefixRaw) : '';
const uiProxyTarget =
env.FRONTEND_PROXY_TARGET ||
env.UI_PROXY_TARGET ||
env.AUTH_PROXY_TARGET ||
inferUiProxyTarget(apiProxyTarget) ||
(apiProxyTargetUrl && apiProxyTargetPath === '/'
? stripTrailingSlashes(apiProxyTargetUrl.toString())
: undefined);
const graphqlProxyTarget = env.GRAPHQL_PROXY_TARGET || env.HASURA_PROXY_TARGET || uiProxyTarget;
const graphqlProxyPathRaw = String(env.GRAPHQL_PROXY_PATH || '').trim();
const graphqlProxyPath = graphqlProxyPathRaw ? stripTrailingSlashes(graphqlProxyPathRaw) : '';
const portRaw = env.VITE_DEV_PORT || env.DEV_PORT || '5173';
const port = Number.parseInt(String(portRaw), 10);
function applyProxyBasicAuth(proxyReq: any) {
if (!proxyBasicAuth) return false;
const b64 = Buffer.from(`${proxyBasicAuth.username}:${proxyBasicAuth.password}`, 'utf8').toString('base64');
proxyReq.setHeader('Authorization', `Basic ${b64}`);
return true;
}
function applyDevProxyAuth(proxyReq: any) {
if (!devProxyAuthUser) return false;
proxyReq.setHeader('x-trade-user', devProxyAuthUser);
return true;
}
const proxy: Record<string, any> = {
};
if (apiProxyTarget) {
proxy['/api'] = {
target: apiProxyTarget,
if (graphqlProxyTarget) {
for (const prefix of ['/graphql', '/graphql-ws']) {
proxy[prefix] = {
target: graphqlProxyTarget,
changeOrigin: true,
rewrite: (p: string) => {
if (!apiProxyStripPrefix) return p;
const rewritten = p.replace(new RegExp(`^${apiProxyStripPrefix}`), '');
return rewritten || '/';
},
ws: true,
configure: (p: any) => {
p.on('proxyReq', (proxyReq: any) => {
applyProxyBasicAuth(proxyReq);
applyDevProxyAuth(proxyReq);
if (apiAdminSecret) {
proxyReq.setHeader('x-admin-secret', apiAdminSecret);
return;
}
if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
});
p.on('proxyReqWs', (proxyReq: any) => {
applyProxyBasicAuth(proxyReq);
});
},
};
}
}
if (graphqlProxyTarget) {
for (const prefix of ['/graphql', '/graphql-ws']) {
proxy[prefix] = {
target: graphqlProxyTarget,
changeOrigin: true,
ws: true,
rewrite: (p: string) => (graphqlProxyPath ? p.replace(new RegExp(`^${prefix}`), graphqlProxyPath) : p),
configure: (p: any) => {
p.on('proxyReq', (proxyReq: any) => {
applyProxyBasicAuth(proxyReq);
applyDevProxyAuth(proxyReq);
});
p.on('proxyReqWs', (proxyReq: any) => {
applyProxyBasicAuth(proxyReq);
applyDevProxyAuth(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);
});
},
};
}
}
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);
applyDevProxyAuth(proxyReq);
});
p.on('proxyRes', (proxyRes: any) => {
rewriteSetCookieForLocalDevHttp(proxyRes);
});
},
};
}
}
return {
plugins: [react()],
server: {
port: Number.isInteger(port) && port > 0 ? port : 5173,
strictPort: true,
proxy,
},
};
export default defineConfig({
plugins: [react()],
server: {
port: 5173,
strictPort: true,
proxy,
},
});

153
doc/dlob-services.md Normal file
View 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 (topN) z każdej strony braliśmy do liczenia “depth”.
- `depth_bid_base` / `depth_ask_base`: suma `size` po topN levelach bid/ask (w base).
- `depth_bid_usd` / `depth_ask_usd`: suma `size_base * price` po topN 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 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`

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# Gitea na k3s (Traefik + cert-manager + Lets Encrypt) dla `rv32i.pl`
Ten dokument instaluje Gitea w k3s:
- Ingress: Traefik
- TLS: cert-manager + Lets 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 (Lets 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).

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# 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 releaseu)
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 releaseów
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?

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# 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` (Lets 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 + Lets 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) Namespacey (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 snowflakea). Każdy deploy ma być **snapshootem**, 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 snapshoota.
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 releasey Helm (np. `trade-v1`, `trade-v2`) albo osobne namespacey
- 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).

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# 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 topN 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 topofbook (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), mikroceny, 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 topN levelach.
- `depth_bid_usd`, `depth_ask_usd` (USD): suma `size_base * price` po topN 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 “topN 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 slippagevssize.
## 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` (topofbook).
- 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 topN + 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 , zakres [-1..1]) albo jako wskaźnik liczbowy.
Efekt: ile jest płynności najbliżej topofbook (w definicji topN leveli).
### Warstwa 4: Płynność jako funkcja odległości (bps bands) (panel)
Źródło: `dlob_depth_bps_latest`.
Dwa czytelne warianty prezentacji:
1) Fan chart / multiline:
- 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. 010, 1020, 2050 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`.
- X: `size_usd`.
- 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` 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 timeseries (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 25 mogą być prawdziwymi wykresami w czasie”, a nie tylko bieżącym odczytem.

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# 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 proxyuje 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).

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# Workflow: init bazy + app stack + ingest przez API (tokeny + basic auth)
Docelowy podział na 3 composey:
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``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
View 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 **snapshootem**, 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 proxyuje `/api/*` do VPS.
- UI ma też GraphQL (Hasura) pod `/graphql` (HTTP + WS subscriptions) w dev proxyujemy `/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 proxyujemy też `/whoami`, `/auth/*`, `/logout`.
- Dev proxy usuwa `Secure` z `Set-Cookie`, żeby cookie działało na `http://localhost:5173`.
- Na VPS `trade-frontend` proxyuje 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.

View File

@@ -16,6 +16,8 @@ const STARTED_AT = new Date().toISOString();
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 || '*';
@@ -66,6 +68,13 @@ function loadBasicAuth() {
return { username, password };
}
function loadApiReadToken() {
const j = readJson(API_READ_TOKEN_FILE);
const token = (j?.token || '').toString();
if (!token) throw new Error(`Invalid API_READ_TOKEN_FILE: ${API_READ_TOKEN_FILE}`);
return token;
}
function send(res, status, headers, body) {
res.statusCode = status;
for (const [k, v] of Object.entries(headers || {})) res.setHeader(k, v);
@@ -359,6 +368,56 @@ function readBody(req, limitBytes = 1024 * 16) {
});
}
function proxyApi(req, res, apiReadToken) {
const upstreamBase = new URL(API_UPSTREAM);
const inUrl = new URL(req.url || '/', `http://${req.headers.host || 'localhost'}`);
const prefix = '/api';
const strippedPath = inUrl.pathname === prefix ? '/' : inUrl.pathname.startsWith(prefix + '/') ? inUrl.pathname.slice(prefix.length) : null;
if (strippedPath == null) {
send(res, 404, { 'content-type': 'text/plain; charset=utf-8' }, 'not_found');
return;
}
const target = new URL(upstreamBase.toString());
target.pathname = strippedPath || '/';
target.search = inUrl.search;
const isHttps = target.protocol === 'https:';
const lib = isHttps ? https : http;
const headers = stripHopByHopHeaders(req.headers);
delete headers.authorization; // basic auth from client must not leak upstream
headers.host = target.host;
headers.authorization = `Bearer ${apiReadToken}`;
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);
res.writeHead(upstreamRes.statusCode || 502, outHeaders);
upstreamRes.pipe(res);
}
);
upstreamReq.on('error', (err) => {
if (!res.headersSent) {
send(res, 502, { 'content-type': 'text/plain; charset=utf-8' }, `bad_gateway: ${err?.message || err}`);
} else {
res.destroy();
}
});
req.pipe(upstreamReq);
}
function withCors(res) {
res.setHeader('access-control-allow-origin', GRAPHQL_CORS_ORIGIN);
res.setHeader('access-control-allow-methods', 'GET,POST,OPTIONS');
@@ -581,6 +640,26 @@ async function handler(req, res) {
}
}
if (req.url?.startsWith('/api') && (req.url === '/api' || req.url.startsWith('/api/'))) {
if (AUTH_MODE !== 'off' && AUTH_MODE !== 'none' && AUTH_MODE !== 'disabled') {
const user = resolveAuthenticatedUser(req);
if (!user) {
unauthorized(res);
return;
}
}
let token;
try {
token = loadApiReadToken();
} catch (e) {
send(res, 500, { 'content-type': 'text/plain; charset=utf-8' }, String(e?.message || e));
return;
}
proxyApi(req, res, token);
return;
}
serveStatic(req, res);
}
@@ -624,9 +703,11 @@ server.listen(PORT, () => {
service: 'trade-frontend',
port: PORT,
staticDir: STATIC_DIR,
apiUpstream: API_UPSTREAM,
hasuraUpstream: HASURA_UPSTREAM,
basicAuthFile: BASIC_AUTH_FILE,
basicAuthMode: BASIC_AUTH_MODE,
apiReadTokenFile: API_READ_TOKEN_FILE,
authUserHeader: AUTH_USER_HEADER,
authMode: AUTH_MODE,
htpasswdFile: HTPASSWD_FILE,