mango-v4/bin/service-mango-orderbook

service-mango-orderbook

This module parses bookside accounts and exposes L2 and L3 data and updates on a websocket

Public API: https://api.mngo.cloud/orderbook/v1/

API Reference

Get a list of markets

{
   "command": "getMarkets"
}

{
    "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2": "SOL-PERP",
    "HwhVGkfsSQ9JSQeQYu2CbkRCLvsh3qRZxG6m4oMVwZpN": "BTC-PERP",
    "Fgh9JSZ2qfSjCw9RPJ85W2xbihsp2muLvfRztzoVR7f1": "ETH-PERP",
}

L2 Data

Subscribe to L2 updates

{
   "command": "subscribe",
   "marketId": "MARKET_PUBKEY",
   "subscriptionType": "level",
}

{
    "success": true,
    "message": "subscribed to level updates for MARKET_PUBKEY"
}

L2 Checkpoint - Sent upon initial subscription

{
    "market": "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2",
    "bids":
        [22.17, 8.86],
        [22.15, 88.59],
    ],
    "asks": [
        [22.19, 9.17],
        [22.21, 91.7],
    ],
    "slot": 190826373,
    "write_version": 688377208758
}

L2 Update - Sent per side

{
    "market": "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2",
    "bids":          // or asks
        [22.18, 6],  // new level added
        [22.17, 1],  // level changed
        [22.15, 0],  // level removed
    ],
    "slot": 190826375,
    "write_version": 688377208759
}

L3 Data

Subscribe to L3 updates ⚠️ If the subscribed market is a perp market, ownerPubkey corresponds to a mangoAccount, if the subscribed market is a spot market, ownerPubkey corresponds to an open orders account.

{
   "command": "subscribe",
   "marketId": "MARKET_PUBKEY",
   "subscriptionType": "book",
}

{
    "success": true,
    "message": "subscribed to book updates for MARKET_PUBKEY"
}

L3 Checkpoint - Sent upon initial subscription

{
    "market": "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2",
    "bids": [
        {
          "price": 20.81,
          "quantity": 1.3,
          "ownerPubkey": "F1SZxEDxxCSLVjEBbMEjDYqajWRJQRCZBwPQnmcVvTLV"
        },
        {
          "price": 20.81,
          "quantity": 62.22,
          "ownerPubkey": "BGYWnqfaauCeebFQXEfYuDCktiVG8pqpprrsD4qfqL53"
        },
        {
          "price": 20.8,
          "quantity": 8,
          "ownerPubkey": "CtHuPg2ctVVV7nqmvVEcMtcWyJAgtZw9YcNHFQidjPgF"
        }
    ],
    "asks": [
        {
          "price": 20.94,
          "quantity": 62.22,
          "ownerPubkey": "BGYWnqfaauCeebFQXEfYuDCktiVG8pqpprrsD4qfqL53"
        },
        {
          "price": 20.95,
          "quantity": 1.3,
          "ownerPubkey": "F1SZxEDxxCSLVjEBbMEjDYqajWRJQRCZBwPQnmcVvTLV"
        },
        {
          "price": 21.31,
          "quantity": 30,
          "ownerPubkey": "5gHsqmFsMaguM3HMyEmnME4NMQKj6NrJWUGv6VKnc2Hk"
        }
    ],
    "slot": 190826373,
    "write_version": 688377208758
}

L3 Update - Sent per side

{
    "market": "ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2",
    "side": "ask",
    "additions": [
        {
          "price": 20.92,
          "quantity": 61.93,
          "ownerPubkey": "BGYWnqfaauCeebFQXEfYuDCktiVG8pqpprrsD4qfqL53"
        }
      ],
      "removals": [
        {
          "price": 20.92,
          "quantity": 61.910000000000004,
          "ownerPubkey": "BGYWnqfaauCeebFQXEfYuDCktiVG8pqpprrsD4qfqL53"
        }
      ],
      "slot": 197077534,
      "write_version": 727782187614
}

Setup

Local

1. Prepare the connector configuration file.

   Here is an example.

   • bind_ws_addr is the listen port for the websocket clients
   • rpc_ws_url is unused and can stay empty.
   • connection_string for your grpc_sources must point to the gRPC server address configured for the plugin.
   • rpc_http_url must point to the JSON-RPC URL.
   • program_id must match what is configured for the gRPC plugin

2. Start the service binary.

   Pass the path to the config file as the first argument. It logs to stdout. It should be restarted on exit.

3. Monitor the logs

   WARN messages can be recovered from. ERROR messages need attention. The logs are very spammy changing the default log level is recommended when you dont want to analyze performance of the service.

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