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| # Orderbook (Blockchain) | ||
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| The drift orderbook is a collection of all open orders on the Drift protocol. There is no single source of truth for the orderbook. The most up to date view of the orderbook is one where you track user orders and maintain the orderbook structure yourself. This section shows how to do that with the various SDKs. | ||
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| ## Dlob Source | ||
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| This is the main source of orders for maintaing the orderbook. | ||
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| ## Dlob Source - `UserMap` | ||
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| `UserMap` stores a complete map of all user accounts (idle users are commonly filtered ou). | ||
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| ```typescript | ||
| import {Connection} from "@solana/web3.js"; | ||
| import {DriftClient, UserMap, Wallet, loadKeypair} from "@drift-labs/sdk"; | ||
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| const connection = new Connection("https://api.mainnet-beta.solana.com"); | ||
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| const keyPairFile = '~/.config/solana/my-keypair.json'; | ||
| const wallet = new Wallet(loadKeypair(privateKeyFile)) | ||
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| const driftClient = new DriftClient({ | ||
| connection, | ||
| wallet, | ||
| env: 'mainnet-beta', | ||
| }); | ||
| await driftClient.subscribe(); | ||
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| // polling keep users updated with periodic calls to getProgramAccounts | ||
| // websocket keep users updated via programSubscribe | ||
| const subscriptionConfig: | ||
| | { | ||
| type: 'polling'; | ||
| frequency: number; | ||
| commitment?: Commitment; | ||
| } | { | ||
| type: 'websocket'; | ||
| resubTimeoutMs?: number; | ||
| commitment?: Commitment; | ||
| } = { | ||
| type: 'websocket', | ||
| resubTimeoutMs: 30_000, | ||
| commitment: stateCommitment, | ||
| }; | ||
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| const userMap = new UserMap({ | ||
| driftClient, | ||
| connection, | ||
| subscriptionConfig, | ||
| skipInitialLoad: false, // skips initial load of user accounts | ||
| includeIdle: false, // filters out idle users | ||
| }); | ||
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| await userMap.subscribe(); | ||
| ``` | ||
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| ## Dlob Source - `OrderSubscriber` | ||
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| `OrderSubscriber` is a more efficient version of `UserMap`, only tracking user accounts that have orders. | ||
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| ```typescript | ||
| import {Connection} from "@solana/web3.js"; | ||
| import {DriftClient, OrderSubscriber, Wallet, loadKeypair} from "@drift-labs/sdk"; | ||
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| const connection = new Connection("https://api.mainnet-beta.solana.com"); | ||
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| const keyPairFile = '~/.config/solana/my-keypair.json'; | ||
| const wallet = new Wallet(loadKeypair(privateKeyFile)) | ||
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| const driftClient = new DriftClient({ | ||
| connection, | ||
| wallet, | ||
| env: 'mainnet-beta', | ||
| }); | ||
| await driftClient.subscribe(); | ||
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| const subscriptionConfig: | ||
| | { | ||
| type: 'polling', | ||
| frequency: ORDERBOOK_UPDATE_INTERVAL, | ||
| commitment: stateCommitment, | ||
| } | ||
| | { | ||
| type: 'websocket', | ||
| commitment: stateCommitment, | ||
| resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL, | ||
| } = { | ||
| type: 'websocket', | ||
| commitment: stateCommitment, | ||
| resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL, // periodically resyncs the orders in case of missed websocket messages | ||
| }; | ||
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| const orderSubscriber = new OrderSubscriber({ | ||
| driftClient, | ||
| subscriptionConfig, | ||
| }); | ||
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| await orderSubscriber.subscribe(); | ||
| ``` | ||
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| ## Orderbook Subscription | ||
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| With a `DlobSource` you can then subscribe to the orderbook. | ||
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| ```typescript | ||
| import {DLOBSubscriber} from "@drift-labs/sdk"; | ||
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| const dlobSubscriber = new DLOBSubscriber({ | ||
| driftClient, | ||
| dlobSource: orderSubscriber, // or UserMap | ||
| slotSource: orderSubscriber, // or UserMap | ||
| updateFrequency: 1000, | ||
| }); | ||
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| await dlobSubscriber.subscribe(); | ||
| ``` | ||
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| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | driftClient | DriftClient object | No | | | ||
| | dlobSource | Where to build the orderbook from. Can subscribe to user accounts on-chain using UserMap or request DLOB from api using DLOBApiClient | No | | | ||
| | slotSource | Where to get slot from | No | | | ||
| | updateFrequency | How often to rebuild the orderbook from the dlobSource in milliseconds | No | | | ||
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| ## Get L2 Orderbook | ||
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| ```typescript | ||
| const l2 = dlobSubscriber.getL2({ | ||
| marketName: 'SOL-PERP', | ||
| depth: 50, | ||
| }); | ||
| ``` | ||
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| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | marketName | The market name of the orderbook to get. If not set, marketIndex and marketType must be set | Yes | | | ||
| | marketIndex | The market index of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | marketType | The market type of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | depth | The depth of the orderbook to get | Yes | 10 | | ||
| | includeVamm | Whether to include vAMM | Yes | false | | ||
| | fallbackL2Generators | L2OrderbookGenerators for fallback liquidity e.g. vAmm, openbook, phoenix. Unnecessary if includeVamm is true | Yes | | | ||
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| The L2 orderbook is an aggregate of drift dlob orders and, optionally, fallback liquidity. | ||
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| ## Get L3 Orderbook | ||
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| ```typescript | ||
| const l3 = dlobSubscriber.getL3({ | ||
| marketName: 'SOL-PERP', | ||
| }); | ||
| ``` | ||
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| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | marketName | The market name of the orderbook to get. If not set, marketIndex and marketType must be set | Yes | | | ||
| | marketIndex | The market index of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | marketType | The market type of the orderbook to get. If not set, marketName must be set | Yes | | | ||
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| The L3 orderbook contains every maker order on drift dlob, including the address for the user that placed the order. |
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