pmm dlob server

Author: wphan

README.md

@@ -80,7 +80,7 @@ bash redisCluster.sh create
 
 In second terminal, run:
 ```
-yarn run dlob-publisher
+yarn run dlob-publish
 ```
 
 In a third terminal, run:

build_all.sh

@@ -0,0 +1,15 @@
+git submodule init
+git submodule update --recursive
+
+echo "building sdk..."
+cd drift-common/protocol/sdk
+yarn clean && yarn && yarn build
+cd ../../..
+
+echo "building drift-common..."
+cd drift-common/common-ts
+yarn clean && yarn && yarn build
+cd ../..
+
+echo "building dlob server..."
+yarn clean && yarn && yarn build

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -263,11 +263,15 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 		});
 
 		this.redisClient.publish(
-			`${clientPrefix}orderbook_${marketType}_${marketArgs.marketIndex}`,
+			`${clientPrefix}orderbook_${marketType}_${marketArgs.marketIndex}${
+				this.protectedMakerView ? '_pmm' : ''
+			}`,
 			l2Formatted
 		);
 		this.redisClient.set(
-			`last_update_orderbook_${marketType}_${marketArgs.marketIndex}`,
+			`last_update_orderbook_${marketType}_${marketArgs.marketIndex}${
+				this.protectedMakerView ? '_pmm' : ''
+			}`,
 			l2Formatted_depth100
 		);
 		const oraclePriceData =
@@ -350,7 +354,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 		);
 
 		this.redisClient.set(
-			`last_update_orderbook_l3_${marketType}_${marketArgs.marketIndex}`,
+			`last_update_orderbook_l3_${marketType}_${marketArgs.marketIndex}${
+				this.protectedMakerView ? '_pmm' : ''
+			}`,
 			l3
 		);
 	}

src/index.ts

@@ -520,7 +520,8 @@ const main = async (): Promise<void> => {
 
 	app.get('/l2', async (req, res, next) => {
 		try {
-			const { marketName, marketIndex, marketType, depth } = req.query;
+			const { marketName, marketIndex, marketType, depth, includePmm } =
+				req.query;
 
 			const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
 				driftClient,
@@ -535,14 +536,14 @@ const main = async (): Promise<void> => {
 			}
 
 			const isSpot = isVariant(normedMarketType, 'spot');
-
+			const includePmmStr = (includePmm as string)?.toLowerCase() === 'true';
 			const adjustedDepth = depth ?? '100';
 
 			let l2Formatted: any;
 			const redisL2 = await fetchFromRedis(
 				`last_update_orderbook_${
 					isSpot ? 'spot' : 'perp'
-				}_${normedMarketIndex}`,
+				}_${normedMarketIndex}${includePmmStr ? '_pmm' : ''}`,
 				selectMostRecentBySlot
 			);
 			const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -604,6 +605,7 @@ const main = async (): Promise<void> => {
 				includePhoenix,
 				includeOpenbook,
 				includeOracle,
+				includePmm,
 			} = req.query;
 
 			const normedParams = normalizeBatchQueryParams({
@@ -615,6 +617,7 @@ const main = async (): Promise<void> => {
 				includePhoenix: includePhoenix as string | undefined,
 				includeOpenbook: includeOpenbook as string | undefined,
 				includeOracle: includeOracle as string | undefined,
+				includePmm: includePmm as string | undefined,
 			});
 
 			if (normedParams === undefined) {
@@ -645,13 +648,14 @@ const main = async (): Promise<void> => {
 					}
 
 					const isSpot = isVariant(normedMarketType, 'spot');
+					const normedIncludePmm = normedParam['includePmm'] == 'true';
 
 					const adjustedDepth = normedParam['depth'] ?? '100';
 					let l2Formatted: any;
 					const redisL2 = await fetchFromRedis(
 						`last_update_orderbook_${
 							isSpot ? 'spot' : 'perp'
-						}_${normedMarketIndex}`,
+						}_${normedMarketIndex}${normedIncludePmm ? '_pmm' : ''}`,
 						selectMostRecentBySlot
 					);
 					const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -721,7 +725,7 @@ const main = async (): Promise<void> => {
 
 	app.get('/l3', async (req, res, next) => {
 		try {
-			const { marketName, marketIndex, marketType } = req.query;
+			const { marketName, marketIndex, marketType, includePmm } = req.query;
 
 			const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
 				driftClient,
@@ -736,9 +740,12 @@ const main = async (): Promise<void> => {
 			}
 
 			const marketTypeStr = getVariant(normedMarketType);
+			const normedIncludePmm = (includePmm as string)?.toLowerCase() === 'true';
 
 			const redisL3 = await fetchFromRedis(
-				`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`,
+				`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}${
+					normedIncludePmm ? '_pmm' : ''
+				}`,
 				selectMostRecentBySlot
 			);
 			if (redisL3) {

src/publishers/dlobPublisher.ts

@@ -497,8 +497,25 @@ const main = async () => {
 		perpMarketInfos,
 		spotMarketInfos,
 		killSwitchSlotDiffThreshold: KILLSWITCH_SLOT_DIFF_THRESHOLD,
+		protectedMakerView: false,
 	});
 	await dlobSubscriber.subscribe();
+
+	const dlobSubscriberPmm = new DLOBSubscriberIO({
+		driftClient,
+		env: driftEnv,
+		dlobSource: dlobProvider,
+		slotSource,
+		updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
+		redisClient,
+		spotMarketSubscribers: MARKET_SUBSCRIBERS,
+		perpMarketInfos,
+		spotMarketInfos,
+		killSwitchSlotDiffThreshold: KILLSWITCH_SLOT_DIFF_THRESHOLD,
+		protectedMakerView: true,
+	});
+	await dlobSubscriberPmm.subscribe();
+
 	if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {
 		const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => {
 			setTimeout(() => {