OpenBook Offchain Services 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 and a previous version here.
⚠️ This repo requires that Postgres be used as the database to store trades and candles.
The scraper directory contains the program that scrapes OpenBook trades and new markets. By default, no trades will be saved to the database unless the scraper_active flag is set to true. Since certain RPC calls have high latency, scraping is done in 2 parts:
- Using getConfirmedSignaturesForAddress2 to obtain transaction signatures.
- Multiple workers call getTransaction and parse the fills and market creation events.
To run the scraper locally:
cargo run --bin scraper
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
Each market will automatically batch 1,3,5,15,30 minute, 1,2,4 hour, and 1 day candles from the scraped trades.
The server uses actix web and is served by default on port 8080 .
To run the server locally:
cargo run --bin server
The server supports the following endpoints:
Request:
GET api/markets
Show all markets available via the API
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
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)
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)
Request:
GET /api/coingecko/pairs
Returns a summary on the trading pairs available on OpenBook.
Request:
GET /api/coingecko/tickers
Returns 24-hour pricing and volume information on each market available.
Request:
GET /api/coingecko/orderbook?ticker_id={ticker_id}&depth={depth}
Returns order book information with a specified depth for a given market.