openbook-candles

OpenBook Candles is an open source trade scraper and candle batcher combined with web API for OpenBook frontends.

Configuration
Worker
Server

Configuration

⚠️ This repo requires that Postgres be used as the database to store trades and candles.

See the .env file for providing Postgres configuration options and a Solana RPC URL. Markets should be held in a JSON file in the repo's root as follows:

[
  {
    "name" : "SOL/USDC",
    "address" : "8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6"
  },
  {
    "name" : "BONK/SOL",
    "address" : "Hs97TCZeuYiJxooo3U73qEHXg3dKpRL4uYKYRryEK9CF"
  }
]

Worker

The worker directory contains the program that scrapes OpenBook trades and stores them. The worker is also responsible for batching the trades into OHLCV candles.

To run the worker locally:

cargo run --bin worker markets_json_path

• markets_json_path is the path to your JSON file that contains the markets you want to fetch

The worker uses getConfirmedSignaturesForAddress2 to scrape OpenBook trades. Only trades from the specified markets will be saved. Each market will automatically batch 1,3,5,15,30 minute, 1,2,4 hour, and 1 day candles from the scraped trades.

Server

The server uses actix web and is served by default on port 8080 .

To run the server locally:

cargo run markets_json_path 

• markets_json_path is the path to your JSON file that contains the markets you want to fetch

The server supports the following endpoints:

Markets

Request:

GET api/markets

Show all markets available via the API

Response:

[
  {
    "name" : "SOL/USDC",
    "address" : "8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6"
  },
  {
    "name" : "BONK/SOL",
    "address" : "Hs97TCZeuYiJxooo3U73qEHXg3dKpRL4uYKYRryEK9CF"
  }
]

Candles

Request:

GET /api/candles?market_name={market_name}&from={from}&to={to}&resolution={resolution}

Returns historical candles

Response:

{
  "s": "ok",
  "time": [1651189320, 1651189380],
  "close": [1.2090027797967196, 1.2083083698526025],
  "open": [1.2090027797967196, 1.208549999864772],
  "high": [1.2090027797967196, 1.208549999864772],
  "low": [1.2090027797967196, 1.208055029856041],
  "volume": [0, 0]
}

Note that if market_name contains a forward slash, it will need to be delimited.
For example: GET /api/candles?market_name=SOL%2FUSDC&from=1678425243&to=1678725243&resolution=1M

Traders (By Base Token Volume)

Request:

GET /api/traders/base-volume?market_name={market_name}&from={from}&to={to}

Returns the top traders sorted by base token volume (limited to 10,000)

Response:

{
  "start_time": 1678425243,
  "end_time": 1678725243,
  "volume_type": "Base",
  "traders": [
        {
          "pubkey": "JCNCMFXo5M5qwUPg2Utu1u6YWp3MbygxqBsBeXXJfrw",
          "volume": 32372.207
        },
        {
          "pubkey": "dSaHguZBem6EhwBtyDECVmCwsWirH1Dh2i2PpG8e7mF",
          "volume": 29923.218
        },
        {
          "pubkey": "ASx1wk74GLZsxVrYiBkNKiViPLjnJQVGxKrudRgPir4A",
          "volume": 24492.741
        },
        {
          "pubkey": "5Q544fKrFoe6tsEbD7S8EmxGTJYAKtTVhAW5Q5pge4j1",
          "volume": 8762.088
        },
        {
          "pubkey": "G6EF4Q1mJBZck6BNrMk6xMkCC8Su7GrS1U1HxoRW5hAV",
          "volume": 8615.63
        },
        {
          "pubkey": "B7eMbqxyR57WsKp3Nr3dacVYTJdEnJsQF78C4mzw2wCm",
          "volume": 5434.494
        },
        {
          "pubkey": "GroundbRKWG9T6b3BTc1GN7QKRavM6VspX7mkheL6oq2",
          "volume": 2994.169
        }
    ]
}

Traders (By Quote Token Volume)

Request:

GET /api/traders/quote-volume?market_name={market_name}&from={from}&to={to}

Returns the top traders sorted by quote token volume (limited to 10,000)

Response:

{
  "start_time": 1678425243,
  "end_time": 1678725243,
  "volume_type": "Quote",
  "traders": [
        {
          "pubkey": "JCNCMFXo5M5qwUPg2Utu1u6YWp3MbygxqBsBeXXJfrw",
          "volume": 643653.147668
        },
        {
          "pubkey": "dSaHguZBem6EhwBtyDECVmCwsWirH1Dh2i2PpG8e7mF",
          "volume": 595895.49311
        },
        {
          "pubkey": "ASx1wk74GLZsxVrYiBkNKiViPLjnJQVGxKrudRgPir4A",
          "volume": 508368.348359
        },
        {
          "pubkey": "G6EF4Q1mJBZck6BNrMk6xMkCC8Su7GrS1U1HxoRW5hAV",
          "volume": 174858.502941
        },
        {
          "pubkey": "5Q544fKrFoe6tsEbD7S8EmxGTJYAKtTVhAW5Q5pge4j1",
          "volume": 174065.365701
        },
        {
          "pubkey": "B7eMbqxyR57WsKp3Nr3dacVYTJdEnJsQF78C4mzw2wCm",
          "volume": 107567.684933
        },
        {
          "pubkey": "GroundbRKWG9T6b3BTc1GN7QKRavM6VspX7mkheL6oq2",
          "volume": 59100.773085
        }
    ]
}