Note: for compatibility with nodes running v5.2.X, please use this repository at commit 4870796be19937ff4a50fd24647049ae51feb339 and ensure you have the correct protos for your node version by running pip install v4-proto==5.2.2.
Compatible with dYdX full nodes running v5.0.5+ (includes fills).
python3 -m venv venv
source venv/bin/activate
pip install -r requirements.txt
vim config.yaml # Add your full node address etc.
You first need a full node with gRPC streaming enabled.
Add the full node address to the config.yaml file.
See main.py and src/feed_handler.py for an example of how messages are used to update the book state.
python main.py
Example output:
...
(optimistic) FillType.NORMAL buy 1.98 @ 3775.4 taker=OrderId(owner_address='dydx14dltc2w6y3dhf0naz8luglsvjt0vhvswm2j6d0', subaccount_number=0, client_id=172418967) maker=OrderId(owner_address='dydx1q869gyjwanxhw5xdgfg67pg3y8gjeuzth6u6zl', subaccount_number=0, client_id=3032340154)
(optimistic) FillType.NORMAL buy 1.0 @ 3775.4 taker=OrderId(owner_address='dydx14dltc2w6y3dhf0naz8luglsvjt0vhvswm2j6d0', subaccount_number=0, client_id=172418968) maker=OrderId(owner_address='dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r', subaccount_number=0, client_id=4187582710)
Book for CLOB pair 0 (BTC-USD):
Price Qty Client Id Address Acc
67667.000000 0.176000 3032340153 dydx1q869gyjwanxhw5xdgfg67pg3y8gjeuzth6u6zl 0
67667.000000 0.186100 3029283519 dydx1dax7t2529z8996579zuqdatv62wpsw89lv3apc 0
67667.000000 0.443300 1745942212 dydx17z3prca48l3c93wtlfp69p25gze45uey57z667 0
67667.000000 0.050000 1002744015 dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r 0
67667.000000 0.060800 1108947245 dydx100l9m6g70j28g2tk3jj4plmge8vsmj6jdrlzhk 1
-- --
67666.000000 0.100000 1739498652 dydx1ensqm4lyl5vg6mrj7uwpvrggjmw2wd8rnwu40c 1
67666.000000 0.003000 1002744011 dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r 0
67666.000000 0.060000 1673775367 dydx1s9q4vcyel46z2c3lx7tsk8dh6ma06zqwwt2yh9 0
67666.000000 0.277700 1933984618 dydx17vhycd0r2x79d9n84jytpjkvllv72za6da40ry 0
67665.000000 0.003000 1002744014 dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r 0
Book for CLOB pair 1 (ETH-USD):
Price Qty Client Id Address Acc
3775.500000 5.297000 168192650 dydx14dltc2w6y3dhf0naz8luglsvjt0vhvswm2j6d0 0
3775.500000 5.297000 1746901703 dydx17z3prca48l3c93wtlfp69p25gze45uey57z667 0
3775.500000 1.500000 1747609852 dydx1ensqm4lyl5vg6mrj7uwpvrggjmw2wd8rnwu40c 1
3775.500000 1.959000 898243471 dydx15u3dtsf4twdxttvy7850dkex7tcf3ps2y8wcuf 0
3775.500000 0.400000 958722475 dydx1s9q4vcyel46z2c3lx7tsk8dh6ma06zqwwt2yh9 0
-- --
3775.300000 1.921000 898243470 dydx15u3dtsf4twdxttvy7850dkex7tcf3ps2y8wcuf 0
3775.300000 0.982000 4187582713 dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r 0
3775.200000 1.968000 3029283520 dydx1dax7t2529z8996579zuqdatv62wpsw89lv3apc 0
3775.200000 0.860000 4187582712 dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r 0
3775.000000 15.892000 2565059354 dydx1g6vlujs2fw7c4886uc8g092474d54uhcf2swrg 0
(finalized) FillType.NORMAL buy 1.98 @ 3775.4 taker=OrderId(owner_address='dydx14dltc2w6y3dhf0naz8luglsvjt0vhvswm2j6d0', subaccount_number=0, client_id=172418967) maker=OrderId(owner_address='dydx1q869gyjwanxhw5xdgfg67pg3y8gjeuzth6u6zl', subaccount_number=0, client_id=3032340154)
(finalized) FillType.NORMAL buy 1.0 @ 3775.4 taker=OrderId(owner_address='dydx14dltc2w6y3dhf0naz8luglsvjt0vhvswm2j6d0', subaccount_number=0, client_id=172418968) maker=OrderId(owner_address='dydx1expvgcc4j9cqnag2yp4n0tzf4ejtxtgnpj928r', subaccount_number=0, client_id=4187582710)
...
python example/print_feed_as_json.py
python -m unittest discover -s test