Agnostic candles

Table of contents

1. Timescaledb
2. Configuration
3. Worker
4. Server
5. Deployment

Tradingview documentation can be found here this is a private repository, you must ask Tradingview to get access to it.

Timescaledb

This repository uses TimescaleDB to store candles. Full documentation can be found on their website

Configuration

Markets should be passed in a JSON file as follow

address	name	isPyth	baseDecimals	quoteDecimals	min_mov	price_scale
string	string	bool	u8	u8	u8	u16
Pyth feed or AOB market address	Name of the market	true if this a Pyth feed	Base token decimals (for Pyth only)	Quote token decimals (for Pyth only)	Min move (cf TV doc)	Price scale (cf TV doc)

min_mov and price_scale are parameters required by the Tradingview specification, see the exact definition on Tradingview documentation

• min_mov = 1 is equivalent to a tick size of 0.01
• price_scale = 100 is equivalent to 1.01

For instance

[
  {
    "address": "ETp9eKXVv1dWwHSpsXRUuXHmw24PwRkttCGVgpZEY9zF",
    "name": "FIDA-USDC-PYTH",
    "isPyth": true,
    "baseDecimals": 6,
    "quoteDecimals": 6,
    "minMov": 1,
    "priceScale": 100
  }
]

Worker

The worker directory contains the program that fetches price information from the blockchain and stores it in the database.

It takes the following parameters in input:

cargo run markets_json_path rpc refresh_period

• markets_json_path is the path to your JSON file that contains the markets you want to fetch
• rpc The URL of your Solana RPC endpoint
• refresh_period interval at which candles are fetched (in ms)

So for instance

cargo run ./markets.json https://solana-api.projectserum.com 10000

The worker handles Pyth and AOB markets in separate threads. This program uses getMultipleAccountInfo RPC requests to optimize the number of RPC calls. However, certain RPC nodes have limits to how many accounts can be passed in 1 request (usually 100) this is why the array of accounts are split in chunks of MAX_ACCOUNT_CHUNK and spawned in different threads.

For AOB markets, bids and asks account addresses are being fetched at the start of the program and are cached for more efficient polling.

Server

The server uses actix web and is served by default on port 8080 .

It takes the following parameters in input:

cargo run markets_json_path user password host port dbname

For instance

cargo run ./market.json my_user my_password 127.0.0.1 5432 my_db

it has the following endpoints required by the Tradingview specification

Config

Request:

GET /tradingview/config

It exposes the tradingview configuration of your server If you want to change the available resolutions of your server you will have to modify this configuration

Response:

{
  "supported_resolutions": [
    "1",
    "3",
    "5",
    "15",
    "30",
    "60",
    "120",
    "240",
    "360",
    "480",
    "720",
    "960",
    "D"
  ],
  "supports_group_request": false,
  "supports_marks": false,
  "supports_search": true,
  "supports_timescale_marks": false
}

Symbols

Request:

GET /tradingview/symbols?symbol={symbol}

Serve information for a requested symbol

Response:

{
  "name": "FIDA-USDC-PYTH",
  "ticker": "FIDA-USDC-PYTH",
  "description": "FIDA-USDC-PYTH",
  "type": "Spot",
  "session": "24x7",
  "exchange": "Bonfida",
  "listed_exchange": "Bonfida",
  "timezone": "Etc/UTC",
  "has_intraday": true,
  "supported_resolutions": [
    "1",
    "3",
    "5",
    "15",
    "30",
    "60",
    "120",
    "240",
    "360",
    "480",
    "720",
    "960",
    "D"
  ],
  "minmov": 1.0,
  "pricescale": 100.0
}

Search

GET /tradingview/search?query={query}&search_type={search_type}&exchange={exchange}&limit={limit}

Can be used to search existing market

Response:

[
  {
    "symbol": "FIDA-USDC-PYTH",
    "full_name": "FIDA-USDC-PYTH",
    "description": "Name:FIDA-USDC-PYTH - Address: ETp9eKXVv1dWwHSpsXRUuXHmw24PwRkttCGVgpZEY9zF",
    "exchange": "Bonfida",
    "ticker": "FIDA-USDC-PYTH",
    "type": "Spot"
  }
]

Time

Request:

GET /tradingview/time

Returns the current unix timestamp (in seconds!) of the server

Response:

1651188181

History

Request:

GET /tradingview/history?symbol={symbol}&from={from}&to={to}&resolution={resolution}

Returns historical candles for a given symbol

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]
}

Pairs

GET /tradingview/pairs

This endpoint returns all pairs available on the server (not required by Tradingview)

Deployment

This repository can be deployed using docker compose (recommended) or natively.