d8x-candles

Candle Stick Charts and index price service

Prediction Markets

• Listens to polymarket websocket
• On price change queries the mid-price from stork (if credentials defined in .env), or else from polymarket API

Regular Markets

• Streams Pyth prices (http)

V2 and V3 Markets

• stream fixed indices based on config file

There could be clashes of symbols, for example ETH-USDC is likely sourced for V2 and Pyth. However, if the ticker is available from a pyth-type source, we are not using this as an index from a v2 or v3 source. Therefore, we define a price source priority: (1) Pyth, (2) V2, and (3) V3.

Install

• clone the repository
• install docker, you can run ./host-setup.sh to do so
• copy .envExample to .env and change the value for REDIS_PW. Special characters in this password need to be escaped (e.g., $ needs to be written as $)
• specify stork credentials in .env, otherwise set to ""
• setup nginx/certbot to point to this machine
• run docker-compose docker compose up --build -d. Per default config, the websocket is available at port 8080/ws

Websocket

• client subscribes ("type": "subscribe") to a topic ("topic": "<topic>") which is either "markets" or "<symbol>:<period>" for candle-data, for example "btc-usd:1m". Available periods are 1m, 5m, 15m, 1h, 1d (m: minute, h: hour, d: day)
• after each subscription the client receives a response "type": "subscribe" with the same topic, and a data array. The data array can contain an error "data": ["error": "error message"], or it contains actual response data.
• after subscribing, the client will receive updates regularly "type": "update"
• the client has to unsubscribe from each topic {"type": "unsubscribe", "topic":"btc-usd:15m"}, or they will continue receiving data.
• pings are handled on "protocol-level"

The client requests candle subscriptions via

{
  "type": "subscribe",
  "topic": "btc-usd:1m"
}

Error:

{"type":"subscribe","topic":"xau-usvd:15m","data":{"error":"symbol not supported"}}

Upon subscription the requestor receives an answer of the following form

{
  "type": "subscribe",
  "msg": "btc-usdc:1m",
  "data": [{
    "start": 1678504920000,
    "time": "2023-03-11T03:22:00.000Z",
    "open": "20715.33957029727",
    "high": "20776.068733204742",
    "low": "20697.95967292916",
    "close": "20702.879084764278"
  }, {
    "start": 1678504980000,
    "time": "2023-03-11T03:23:00.000Z",
    "open": "20750.093849386834",
    "high": "20847.92663877994",
    "low": "20745.3458343564",
    "close": "20749.941669417913"
  }, ...]
}

Updates are of the following form

{{
  "type":"update",
  "topic":"btc-usd:1m",
  "data":
  {"start":1693831200000,
  "time":"2023-09-04T12:40:00.000Z",
  "open":25864.6240472,
  "high":25867.07622714,
  "low":25863.81874999,
  "close":25865.7231305}
}

The client requests market summaries via

{
  "type": "subscribe",
  "topic": "markets"
}

to get a response like

{
  "topic": "markets",
  "data": [{
         "symbol":"chf-usdc",
         "assetType":"fx",
         "ret24hPerc":0.14039172448203116,
         "currentPx":1.121819392820981,
         "isOpen":true,
         "nextOpen":1694984400,
         "nextClose":1694984400
      },
      {
         "symbol":"usdc-usd",
         "assetType":"crypto",
         "ret24hPerc":-0.00540585710068383,
         "currentPx":1.00009996,
         "isOpen":true,
         "nextOpen":0,
         "nextClose":0
      }, ...]
}

Developer Comments

Supported periods are case-sensitive and as defined in the configuration file prices.config.json

{ "period": "1m", "timeMs": 60000 },
{ "period": "5m", "timeMs": 350000 },
{ "period": "15m", "timeMs": 900000 },
{ "period": "1h", "timeMs": 3600000 },
{ "period": "1d", "timeMs": 86400000 }

Testing

docker run -d --name redis-stack -p 6379:6379 -e REDIS_ARGS="--requirepass yourpwd" redis/redis-stack-server:latest

• adjuste .env as indicated in .envExample comments
• PythClient go run cmd/pyth-client/main.go
• PolyClient go run cmd/poly-client/main.go
• WsCandle go run cmd/ws-server/main.go

REDIS

stream universe

prices On price updates, we add the price and all affected triangulations to Redis:

key := TYPE_PYTH+":"+sym //utils.PriceType +":"+sym
resp := (*client.Client).Do(client.Ctx,
		(*client.Client).B().TsAdd().Key(key).Timestamp(ts).Value(value).Build())

pub/sub:

Pub/Sub Channel	Message Example
px_update	BTC-USDC;BTC-USD
ticker_request	BTC-USDC

Price observations are stored using the symbol of the format btc-usd as key. Prices for triangulated series are also stored in this format.

When the websocket-service receives a ticker request that it is not already available, it will send a request ticker_request via pub channel and return "not available".

Availability on Demand: If data is available, we set this in REDIS in the available ticker set const AVAIL_TICKER_SET string = "avail" concatenated with ":pricetype" (such as univ2): SAdd(...). Index price feeds configured are always made available. Triangulated tickers can be made available. Once we make a triangulated key available, we also add the symbol to the available set.

On ticker_request triangulations are made available if possible.

hset:

hgetall BTC-USD:mkt_info 
1) "is_open"
2) "true"
3) "nxt_open"
4) "null"
5) "nxt_close"
6) "null"

hgetall XAU-USD:mkt_info
1) "is_open"
2) "true"
3) "nxt_open"
4) "1694379600"
5) "nxt_close"
6) "1694206800"

Testing: redis

source .env
docker run -d --name redis-stack -p 6379:6379 -e REDIS_ARGS="--requirepass $REDIS_PW" redis/redis-stack-server:latest
docker exec -it redis-stack redis-cli -a $REDIS_PW