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| Original file line number | Diff line number | Diff line change |
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| # Orderbook (Blockchain) | ||
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| The drift orderbook is a collection of all open orders on the Drift protocol. There is no single source of truth for the orderbook. The most up to date view of the orderbook is one where you track user orders and maintain the orderbook structure yourself. This section shows how to do that with the various SDKs. | ||
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| ## Dlob Source | ||
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| This is the main source of orders for maintaing the orderbook. | ||
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| ## Dlob Source - `UserMap` | ||
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| `UserMap` stores a complete map of all user accounts (idle users are commonly filtered ou). | ||
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| ```typescript | ||
| import {Connection} from "@solana/web3.js"; | ||
| import {DriftClient, UserMap, Wallet, loadKeypair} from "@drift-labs/sdk"; | ||
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| const connection = new Connection("https://api.mainnet-beta.solana.com"); | ||
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| const keyPairFile = '~/.config/solana/my-keypair.json'; | ||
| const wallet = new Wallet(loadKeypair(privateKeyFile)) | ||
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| const driftClient = new DriftClient({ | ||
| connection, | ||
| wallet, | ||
| env: 'mainnet-beta', | ||
| }); | ||
| await driftClient.subscribe(); | ||
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| // polling keep users updated with periodic calls to getProgramAccounts | ||
| // websocket keep users updated via programSubscribe | ||
| const subscriptionConfig: | ||
| | { | ||
| type: 'polling'; | ||
| frequency: number; | ||
| commitment?: Commitment; | ||
| } | { | ||
| type: 'websocket'; | ||
| resubTimeoutMs?: number; | ||
| commitment?: Commitment; | ||
| } = { | ||
| type: 'websocket', | ||
| resubTimeoutMs: 30_000, | ||
| commitment: stateCommitment, | ||
| }; | ||
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| const userMap = new UserMap({ | ||
| driftClient, | ||
| connection, | ||
| subscriptionConfig, | ||
| skipInitialLoad: false, // skips initial load of user accounts | ||
| includeIdle: false, // filters out idle users | ||
| }); | ||
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| await userMap.subscribe(); | ||
| ``` | ||
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| ```python | ||
| from solana.rpc.async_api import AsyncClient | ||
| from solders.keypair import Keypair | ||
| from anchorpy import Wallet | ||
| from driftpy.drift_client import DriftClient | ||
| from driftpy.keypair import load_keypair | ||
| from driftpy.user_map.user_map import UserMap | ||
| from driftpy.user_map.user_map_config import UserMapConfig, WebsocketConfig | ||
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| connection = AsyncClient("https://api.mainnet-beta.solana.com") # switch for your own rpc | ||
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| keypair_file = "" # path to keypair file | ||
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| wallet = Wallet(load_keypair(keypair_file)) | ||
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| drift_client = DriftClient( | ||
| connection, | ||
| wallet, | ||
| "mainnet" | ||
| ) | ||
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| await drift_client.subscribe() | ||
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| user_map_config = UserMapConfig(drift_client, WebsocketConfig()) | ||
| user_map = UserMap(user_map_config) | ||
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| await user_map.subscribe() | ||
| ``` | ||
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| ## Dlob Source - `OrderSubscriber` | ||
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| `OrderSubscriber` is a more efficient version of `UserMap`, only tracking user accounts that have orders. | ||
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| ```typescript | ||
| import {Connection} from "@solana/web3.js"; | ||
| import {DriftClient, OrderSubscriber, Wallet, loadKeypair} from "@drift-labs/sdk"; | ||
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| const connection = new Connection("https://api.mainnet-beta.solana.com"); | ||
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| const keyPairFile = '~/.config/solana/my-keypair.json'; | ||
| const wallet = new Wallet(loadKeypair(privateKeyFile)) | ||
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| const driftClient = new DriftClient({ | ||
| connection, | ||
| wallet, | ||
| env: 'mainnet-beta', | ||
| }); | ||
| await driftClient.subscribe(); | ||
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| const subscriptionConfig: | ||
| | { | ||
| type: 'polling', | ||
| frequency: ORDERBOOK_UPDATE_INTERVAL, | ||
| commitment: stateCommitment, | ||
| } | ||
| | { | ||
| type: 'websocket', | ||
| commitment: stateCommitment, | ||
| resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL, | ||
| } = { | ||
| type: 'websocket', | ||
| commitment: stateCommitment, | ||
| resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL, // periodically resyncs the orders in case of missed websocket messages | ||
| }; | ||
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| const orderSubscriber = new OrderSubscriber({ | ||
| driftClient, | ||
| subscriptionConfig, | ||
| }); | ||
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| await orderSubscriber.subscribe(); | ||
| ``` | ||
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| ## Orderbook Subscription | ||
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| With a `DlobSource` you can then subscribe to the orderbook. | ||
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| ```typescript | ||
| import {DLOBSubscriber} from "@drift-labs/sdk"; | ||
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| const dlobSubscriber = new DLOBSubscriber({ | ||
| driftClient, | ||
| dlobSource: orderSubscriber, // or UserMap | ||
| slotSource: orderSubscriber, // or UserMap | ||
| updateFrequency: 1000, | ||
| }); | ||
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| await dlobSubscriber.subscribe(); | ||
| ``` | ||
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| ### TypeScript | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | driftClient | DriftClient object | No | | | ||
| | dlobSource | Where to build the orderbook from. Can subscribe to user accounts on-chain using UserMap or request DLOB from api using DLOBApiClient | No | | | ||
| | slotSource | Where to get slot from | No | | | ||
| | updateFrequency | How often to rebuild the orderbook from the dlobSource in milliseconds | No | | | ||
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| ```python | ||
| from driftpy.dlob.dlob_subscriber import DLOBSubscriber | ||
| from driftpy.dlob.client_types import DLOBClientConfig | ||
| from driftpy.slot.slot_subscriber import SlotSubscriber | ||
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| slot_subscriber = SlotSubscriber(drift_client) | ||
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| config = DLOBClientConfig(drift_client, user_map, slot_subscriber, 1) | ||
| dlob_subscriber = DLOBSubscriber(config = config) | ||
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| await dlob_subscriber.subscribe() | ||
| ``` | ||
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| ### Python | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | drift_client | DriftClient object | No | | | ||
| | dlob_source | Where to build the orderbook from. Can subscribe to user accounts on-chain using UserMap. | No | | | ||
| | slot_source | Where to get slot from | No | | | ||
| | update_frequency | How often to rebuild the orderbook from the dlob_source in milliseconds | No | | | ||
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| ## Get L2 Orderbook | ||
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| ```typescript | ||
| const l2 = dlobSubscriber.getL2({ | ||
| marketName: 'SOL-PERP', | ||
| depth: 50, | ||
| }); | ||
| ``` | ||
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| ### TypeScript | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | marketName | The market name of the orderbook to get. If not set, marketIndex and marketType must be set | Yes | | | ||
| | marketIndex | The market index of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | marketType | The market type of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | depth | The depth of the orderbook to get | Yes | 10 | | ||
| | includeVamm | Whether to include vAMM | Yes | false | | ||
| | fallbackL2Generators | L2OrderbookGenerators for fallback liquidity e.g. vAmm, openbook, phoenix. Unnecessary if includeVamm is true | Yes | | | ||
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| ```python | ||
| l2 = dlob_subscriber.get_l2_orderbook_sync("SOL-PERP") | ||
| ``` | ||
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| ### Python | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | market_name | The market name of the orderbook to get. If not set, market_index and market_type must be set | Yes | | | ||
| | market_index | The market index of the orderbook to get. If not set, market_name must be set | Yes | | | ||
| | market_type | The market type of the orderbook to get. If not set, market_name must be set | Yes | | | ||
| | depth | The depth of the orderbook to get | Yes | 10 | | ||
| | include_vamm | Whether to include vAMM | Yes | false | | ||
| | num_vamm_orders | Number of orders to include from the vAMM. If not provided, depth is used. | Yes | | | ||
| | fallback_l2_generators | L2OrderbookGenerators for fallback liquidity e.g. vAmm, openbook, phoenix. Unnecessary if includeVamm is true | Yes | | | ||
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| The L2 orderbook is an aggregate of drift dlob orders and, optionally, fallback liquidity. | ||
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| ## Get L3 Orderbook | ||
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| ```typescript | ||
| const l3 = dlobSubscriber.getL3({ | ||
| marketName: 'SOL-PERP', | ||
| }); | ||
| ``` | ||
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| ### TypeScript | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | marketName | The market name of the orderbook to get. If not set, marketIndex and marketType must be set | Yes | | | ||
| | marketIndex | The market index of the orderbook to get. If not set, marketName must be set | Yes | | | ||
| | marketType | The market type of the orderbook to get. If not set, marketName must be set | Yes | | | ||
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| ```python | ||
| l3 = dlob_subscriber.get_l3_orderbook_sync("SOL-PERP") | ||
| ``` | ||
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| ### Python | ||
| | Parameter | Description | Optional | Default | | ||
| | ----------- | ----------- | -------- | ------- | | ||
| | market_name | The market name of the orderbook to get. If not set, market_index and market_type must be set | Yes | | | ||
| | market_index | The market index of the orderbook to get. If not set, market_name must be set | Yes | | | ||
| | market_type | The market type of the orderbook to get. If not set, market_name must be set | Yes | | | ||
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| The L3 orderbook contains every maker order on drift dlob, including the address for the user that placed the order. |
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