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02StreamingIndexerDerivatives

Ivan Angelkoski edited this page Jun 12, 2023 · 5 revisions

Attention! The Docs have been moved to https://docs.ts.injective.network/

Example code snippets to query the indexer for derivative module related data.

Using gRPC Stream

  • stream the derivatives orderbook
import { IndexerGrpcDerivativesStream } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketIds = ["0x..."];

const streamFn = indexerGrpcDerivativesStream.streamDerivativeOrderbookV2.bind(
  indexerGrpcDerivativesStream
);

const callback = (orderbooks) => {
  console.log(orderbooks);
};

const streamFnArgs = {
  marketIds,
  callback,
};

streamFn(streamFnArgs);
  • stream derivative orders
import { IndexerGrpcDerivativesStream } from "@injectivelabs/sdk-ts";
import { OrderSide } from "@injectivelabs/ts-types";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketId = "0x...";
const subaccountId = "0x..."; /* optional param */
const orderSide = OrderSide.Buy; /* optional param */

const streamFn = indexerGrpcDerivativesStream.streamDerivativeOrders.bind(
  indexerGrpcDerivativesStream
);

const callback = (orders) => {
  console.log(orders);
};

const streamFnArgs = {
  marketId,
  subaccountId,
  orderside,
  callback,
};

streamFn(streamFnArgs);
  • stream derivative order history
import {
  TradeDirection,
  TradeExecutionType,
  IndexerGrpcDerivativesStream,
} from "@injectivelabs/sdk-ts";
import { OrderSide } from "@injectivelabs/ts-types";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketId = "0x..."; /* optional param */
const subaccountId = "0x..."; /* optional param */
const orderTypes = [OrderSide.Buy]; /* optional param */
const executionTypes = [TradeExecutionType.Market]; /* optional param */
const direction = TradeDirection.Buy; /* optional param*/

const streamFn = indexerGrpcDerivativesStream.streamDerivativeOrderHistory.bind(
  indexerGrpcDerivativesStream
);

const callback = (orderHistory) => {
  console.log(orderHistory);
};

const streamFnArgs = {
  marketId,
  subaccountId,
  orderTypes,
  executionTypes,
  direction,
  callback,
};

streamFn(streamFnArgs);
  • stream derivative trades
import {
  PaginationOption,
  TradeDirection,
  IndexerGrpcDerivativesStream
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(endpoints.indexer)

const marketIds = ['0x...'] /* optional param */
const subaccountId = '0x...' /* optional param */
const direction = TradeDirection.Buy /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const streamFn = indexerGrpcDerivativesStream.streamDerivativeTrades.bind(indexerGrpcDerivativesStream)

const callback = (trades) => {
  console.log(trades)
}

const streamFnArgs = {
  marketIds,
  subaccountId,
  orderTypes,
  direction,
  pagination,
  callback
}

streamFn(streamFnArgs)
  • stream derivative positions
import { IndexerGrpcDerivativesStream } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketId = "0x..."; /* optional param */
const subaccountId = "0x..."; /* optional param */

const streamFn = indexerGrpcDerivativesStream.streamDerivativePositions.bind(
  indexerGrpcDerivativesStream
);

const callback = (positions) => {
  console.log(positions);
};

const streamFnArgs = {
  marketId,
  subaccountId,
  callback,
};

streamFn(streamFnArgs);
  • stream markets
import { IndexerGrpcDerivativesStream } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketIds = ["0x..."]; /* optional param */

const streamFn = indexerGrpcDerivativesStream.streamDerivativeMarket.bind(
  indexerGrpcDerivativesStream
);

const callback = (markets) => {
  console.log(markets);
};

const streamFnArgs = {
  marketIds,
  callback,
};

streamFn(streamFnArgs);
  • stream orderbook updates
import { IndexerGrpcDerivativesStream } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesStream = new IndexerGrpcDerivativesStream(
  endpoints.indexer
);

const marketIds = ["0x..."];

const streamFn =
  indexerGrpcDerivativesStream.streamDerivativeOrderbookUpdate.bind(
    indexerGrpcDerivativesStream
  );

const callback = (orderbookUpdates) => {
  console.log(orderbookUpdates);
};

const streamFnArgs = {
  marketIds,
  callback,
};

streamFn(streamFnArgs);

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