7.5 KiB
openbook-candles
OpenBook Candles is an open source trade scraper and candle batcher combined with web API for OpenBook frontends. The web API is largely based off of the code here.
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_pathis 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_pathis 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
}
]
}
CoinGecko APIs
Pairs
Request:
GET /api/coingecko/pairs
Returns a summary on the trading pairs available on OpenBook.
Response:
[
{
"ticker_id": "SOL/USDC",
"base": "So11111111111111111111111111111111111111112",
"target": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"pool_id": "8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6"
},
{
"ticker_id": "RLB/USDC",
"base": "RLBxxFkseAZ4RgJH3Sqn8jXxhmGoz9jWxDNJMh8pL7a",
"target": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"pool_id": "72h8rWaWwfPUL36PAFqyQZU8RT1V3FKG7Nc45aK89xTs"
},
{
"ticker_id": "MNGO/USDC",
"base": "MangoCzJ36AjZyKwVj3VnYU4GTonjfVEnJmvvWaxLac",
"target": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"pool_id": "3NnxQvDcZXputNMxaxsGvqiKpqgPfSYXpNigZNFcknmD"
},
{
"ticker_id": "BONK/SOL",
"base": "DezXAZ8z7PnrnRJjz3wXBoRgixCa6xjnB7YaB1pPB263",
"target": "So11111111111111111111111111111111111111112",
"pool_id": "Hs97TCZeuYiJxooo3U73qEHXg3dKpRL4uYKYRryEK9CF"
},
{
"ticker_id": "BTC/USDC",
"base": "3NZ9JMVBmGAqocybic2c7LQCJScmgsAZ6vQqTDzcqmJh",
"target": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"pool_id": "3BAKsQd3RuhZKES2DGysMhjBdwjZYKYmxRqnSMtZ4KSN"
}
]
Tickers
Request:
GET /api/coingecko/tickers
Returns 24-hour pricing and volume information on each market available.
Response:
[
{
"ticker_id": "SOL/USDC",
"base_currency": "So11111111111111111111111111111111111111112",
"target_currency": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"last_price": "21.33",
"base_volume": "202673.744076",
"target_volume": "4276416.4158",
"high": "21.45",
"low": "21.22"
}
]
OrderBook
Request:
GET /api/coingecko/orderbook?ticker_id={ticker_id}&depth={depth}
Returns order book information with a specified depth for a given market.
Response:
{
"ticker_id": "SOL/USDC",
"timestamp": "1683596210291",
"bids": [
[
"20.782",
"28.947"
],
[
"20.773",
"19.208"
],
[
"20.766",
"192.977"
],
[
"20.764",
"4.9"
]
],
"asks": [
[
"20.787",
"30.791"
],
[
"20.788",
"28.794"
],
[
"20.804",
"61.583"
],
[
"20.805",
"191.958"
]
]
}