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Overview

This repo contains various scripts to understand the latency of networks using the dYdX Chain software.

  1. listen_to_grpc_stream.py - listens to a gRPC stream from a full node and writes and writes the received data to BigQuery.
  2. listen_to_websocket_stream.py - listens to the indexer's websocket stream and writes and writes the received data to BigQuery.
  3. place_orders.py - sends a new order to a public grpc node every block
  4. place_replacement_orders.py - sends a replacement order to a public grpc node every block
  5. run_all_scripts.py - runs the above scripts and queries BigQuery to ensure each of the scripts are still running

Code setup

Starting from a manually created ec2 machine

sudo yum install git -y
# make sure to use personal access tokens (user/password no longer works)
git clone https://github.com/dydxprotocol/full-node-client.git
sudo yum install python3-pip -y
sudo pip3 install virtualenv
python3 -m venv venv
source venv/bin/activate
pip install -r requirements.txt

Setup google cloud account

Add this to ~/.bashrc. The service account should have "BigQuery Admin" and "Storage Admin" permissions or similar.

  • export GOOGLE_APPLICATION_CREDENTIALS="/home/ec2-user/full-node-client/service-account.json"

Integration test

After setting up, you can test the script's ability to create and insert into BigQuery -- both directly and via GCS -- with:

python test_bigquery_gcs_insert.py

This will print error messages if your service account is improperly configured.

Running it

# this runs all the scripts and restarts if necessary
python run_all_scripts.py