diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml new file mode 100644 index 0000000..3f3d356 --- /dev/null +++ b/.github/workflows/ci.yml @@ -0,0 +1,37 @@ +name: ci + +on: + pull_request: + push: + branches: + - main + +concurrency: + group: ${{ github.workflow }}-${{ github.ref }} + cancel-in-progress: true + +env: + CARGO_TERM_COLOR: always + +jobs: + lint-and-test: + name: lint and test + runs-on: ubuntu-latest + + steps: + - name: checkout + uses: actions/checkout@v4 + + - name: install stable rust + uses: dtolnay/rust-toolchain@stable + with: + components: clippy + + - name: cache cargo + uses: Swatinem/rust-cache@v2 + + - name: run clippy + run: cargo clippy --workspace --all-targets + + - name: run tests + run: cargo test --workspace diff --git a/README.md b/README.md index b3a79f2..ff3a5b5 100644 --- a/README.md +++ b/README.md @@ -135,6 +135,24 @@ Then open a capture. The DZ-TOB dissector triggers on frame magic `0x445A`; the tshark -X lua_script:spec/dz_depthofbook.lua -f "udp port 6000" -i lo ``` +## Test fixtures + +`server/tests/fixtures/hl_block_mode/` contains a reduced real Hyperliquid +by-block replay fixture used by the multicast e2e tests. The test replays the +fixture through the block-mode listener, captures TOB/DoB UDP output on +loopback sockets, normalizes runtime-only fields, and compares each stream to +golden packet files. The reduced unfiltered source extracts are versioned beside +the fixture, so the BTC-only replay inputs can be regenerated without fetching +from the validator again. The same fixture directory also includes a host-fetch +script for refreshing the source archive and goldens from an SSH-accessible HL +node. See `server/tests/fixtures/hl_block_mode/regenerate.md` for source paths +and regeneration commands. + +## CI + +GitHub Actions runs `cargo clippy --workspace --all-targets` and +`cargo test --workspace` on pushes to `main` and on pull requests. + ## Caveats - This server does **not** show untriggered trigger orders. diff --git a/server/src/listeners/directory.rs b/server/src/listeners/directory.rs index 471aa74..fcc16cb 100644 --- a/server/src/listeners/directory.rs +++ b/server/src/listeners/directory.rs @@ -35,7 +35,7 @@ mod tests { use notify::{RecursiveMode, Watcher, recommended_watcher}; use rand::{Rng, SeedableRng, rngs::StdRng}; use std::{ - io::{Seek, SeekFrom}, + io::{Read, Seek, SeekFrom}, path::{Path, PathBuf}, sync::{Arc, Mutex}, time::Duration, @@ -177,6 +177,7 @@ mod tests { // will listen to file events and collect their results in the history field struct TestListener { file: Option, + path: Option, history: Arc>, } @@ -189,9 +190,16 @@ mod tests { &mut self.file } - fn on_file_creation(&mut self, new_file: PathBuf, _event_source: EventSource) -> Result<()> { - let file = File::open(new_file)?; + fn on_file_creation(&mut self, new_file: PathBuf, event_source: EventSource) -> Result<()> { + if self.path.as_ref() == Some(&new_file) { + return Ok(()); + } + let mut file = File::open(&new_file)?; + let mut buf = String::new(); + file.read_to_string(&mut buf)?; + self.process_data(buf, event_source)?; self.file = Some(file); + self.path = Some(new_file); Ok(()) } @@ -205,7 +213,7 @@ mod tests { impl TestListener { fn new(history: Arc>) -> Self { - Self { file: None, history } + Self { file: None, path: None, history } } } diff --git a/server/src/listeners/order_book/block_mode_multicast_e2e.rs b/server/src/listeners/order_book/block_mode_multicast_e2e.rs new file mode 100644 index 0000000..6634be1 --- /dev/null +++ b/server/src/listeners/order_book/block_mode_multicast_e2e.rs @@ -0,0 +1,489 @@ +#![allow(clippy::unwrap_used)] +#![allow(clippy::expect_used)] +#![allow(clippy::indexing_slicing)] + +use super::{EventSource, InternalMessage, OrderBookListener}; +use crate::{ + instruments::{InstrumentInfo, RegistryState, UniverseEntry, make_symbol, new_shared_registry}, + listeners::directory::DirectoryListener, + listeners::order_book::dob_tap::{DobApplyTap, SharedSeqCounter}, + multicast::{ + config::MulticastConfig, + dob::{ + DobEmitter, DobEvent, DobMktdataConfig, DobRefdataConfig, channel as dob_channel, run_dob_emitter, + run_dob_refdata_task, + }, + publisher::MulticastPublisher, + }, + order_book::{Coin, PerInstrumentSeqCounter, multi_book::load_snapshots_from_json}, + protocol::{constants as tob_const, dob::constants as dob_const}, + types::{L4Order, inner::InnerL4Order}, +}; +use alloy::primitives::Address; +use std::{ + collections::BTreeMap, + fs, + net::{Ipv4Addr, SocketAddrV4}, + path::{Path, PathBuf}, + sync::{Arc, Mutex as StdMutex}, + time::Duration, +}; +use tokio::{ + net::UdpSocket, + sync::{Mutex, broadcast::channel as broadcast_channel, mpsc}, + time::{sleep, timeout}, +}; + +const FIXTURE_ROOT: &str = "tests/fixtures/hl_block_mode"; +const BTC_INSTRUMENT_ID: u32 = 0; +const SOURCE_ID: u16 = 1; +const DOB_CHANNEL_ID: u8 = 3; + +#[tokio::test(flavor = "multi_thread", worker_threads = 4)] +async fn real_block_mode_fixture_publishes_expected_multicast_packets() { + let root = fixture_root(); + let snapshot_path = root.join("out.json"); + let (snapshot_height, snapshot) = load_snapshots_from_json::(&snapshot_path) + .await + .expect("fixture snapshot loads"); + + let last_block = fixture_last_block(&root); + assert!(last_block > snapshot_height, "fixture must start after snapshot"); + + let registry = new_shared_registry(test_registry_state()); + let (internal_tx, _) = broadcast_channel::>(512); + + let mut listener = OrderBookListener::new(Some(internal_tx.clone()), true); + listener.init_from_snapshot(snapshot, snapshot_height); + + let (dob_tx, dob_rx) = dob_channel(8192); + let seq_counter: SharedSeqCounter = Arc::new(StdMutex::new(PerInstrumentSeqCounter::new())); + listener.set_dob_tap(DobApplyTap::new( + dob_tx.clone(), + SOURCE_ID, + DOB_CHANNEL_ID, + seq_counter, + Box::new(|coin: &Coin| if coin.value() == "BTC" { Some((BTC_INSTRUMENT_ID, -8)) } else { None }), + )); + let listener = Arc::new(Mutex::new(listener)); + + let tob_market = UdpCollector::bind().await; + let tob_refdata = UdpCollector::bind().await; + let dob_mktdata = UdpCollector::bind().await; + let dob_refdata = UdpCollector::bind().await; + + let tob_handle = + spawn_tob_publisher(internal_tx.subscribe(), registry.clone(), tob_market.port(), tob_refdata.port()).await; + let dob_handle = spawn_dob_mktdata(dob_rx, dob_mktdata.port()).await; + let dob_refdata_handle = tokio::spawn(run_dob_refdata_task( + DobRefdataConfig { + group_addr: Ipv4Addr::LOCALHOST, + port: dob_refdata.port(), + bind_addr: Ipv4Addr::LOCALHOST, + channel_id: DOB_CHANNEL_ID, + mtu: dob_const::DEFAULT_MTU, + definition_cycle: Duration::from_millis(20), + manifest_cadence: Duration::from_millis(20), + }, + crate::instruments::InstrumentRegistry::from_arc(registry.clone()), + )); + + replay_fixture_blocks(&root, &listener).await; + assert_eq!( + listener.lock().await.order_book_state.as_ref().unwrap().height(), + last_block, + "listener height after fixture replay", + ); + + dob_tx.send(DobEvent::Shutdown).await.unwrap(); + timeout(Duration::from_secs(2), dob_handle) + .await + .expect("DoB emitter shuts down") + .expect("DoB emitter join") + .expect("DoB emitter result"); + + sleep(Duration::from_millis(700)).await; + tob_handle.abort(); + dob_refdata_handle.abort(); + + let tob_quote_packets = tob_market.finish(); + let tob_reference_packets = tob_refdata.finish(); + let dob_delta_packets = dob_mktdata.finish(); + let dob_reference_packets = dob_refdata.finish(); + + assert_contiguous_frame_seqs(&dob_delta_packets, "DoB mktdata"); + assert_contiguous_per_instrument_seqs(&dob_delta_packets); + + let streams = [ + ("tob_marketdata.bin", normalize_tob(tob_quote_packets)), + ( + "tob_refdata.bin", + first_packets_by_msg_type( + normalize_tob(tob_reference_packets), + &[ + tob_const::MSG_TYPE_CHANNEL_RESET, + tob_const::MSG_TYPE_INSTRUMENT_DEF, + tob_const::MSG_TYPE_MANIFEST_SUMMARY, + ], + ), + ), + ("dob_mktdata.bin", normalize_dob(dob_delta_packets)), + ( + "dob_refdata.bin", + first_packets_by_msg_type( + normalize_dob_refdata(dob_reference_packets), + &[dob_const::MSG_TYPE_INSTRUMENT_DEF, dob_const::MSG_TYPE_MANIFEST_SUMMARY], + ), + ), + ]; + + for (name, packets) in &streams { + assert!(!packets.is_empty(), "{name} captured at least one packet"); + assert_golden(name, packets); + } + + assert_has_msg_type(&streams[0].1, tob_const::MSG_TYPE_QUOTE, "TOB quote"); + assert_has_msg_type(&streams[0].1, tob_const::MSG_TYPE_TRADE, "TOB trade"); + assert_has_msg_type(&streams[1].1, tob_const::MSG_TYPE_CHANNEL_RESET, "TOB refdata reset"); + assert_has_msg_type(&streams[1].1, tob_const::MSG_TYPE_INSTRUMENT_DEF, "TOB instrument definition"); + assert_has_msg_type(&streams[1].1, tob_const::MSG_TYPE_MANIFEST_SUMMARY, "TOB manifest summary"); + + assert_has_msg_type(&streams[2].1, dob_const::MSG_TYPE_ORDER_ADD, "DoB order add"); + assert_has_msg_type(&streams[2].1, dob_const::MSG_TYPE_ORDER_CANCEL, "DoB order cancel"); + assert_has_msg_type(&streams[2].1, dob_const::MSG_TYPE_ORDER_EXECUTE, "DoB order execute"); + assert_has_msg_type(&streams[2].1, dob_const::MSG_TYPE_BATCH_BOUNDARY, "DoB batch boundary"); + assert_no_msg_type(&streams[2].1, dob_const::MSG_TYPE_INSTRUMENT_RESET, "DoB instrument reset"); + assert_has_msg_type(&streams[3].1, dob_const::MSG_TYPE_INSTRUMENT_DEF, "DoB instrument definition"); + assert_has_msg_type(&streams[3].1, dob_const::MSG_TYPE_MANIFEST_SUMMARY, "DoB manifest summary"); +} + +#[test] +fn partial_trailing_json_line_is_deferred_without_panic() { + let mut listener = OrderBookListener::new(None, true); + let partial = "{\"local_time\":\"2026-04-30T20:00:00\",\"block_time\":\"2026-04-30T20:00:00\""; + listener.process_data(partial.to_string(), EventSource::OrderDiffs).expect("partial line should be deferred"); + assert!(listener.order_book_state.is_none()); +} + +async fn spawn_tob_publisher( + rx: tokio::sync::broadcast::Receiver>, + registry: crate::instruments::SharedRegistry, + market_port: u16, + refdata_port: u16, +) -> tokio::task::JoinHandle<()> { + let socket = UdpSocket::bind("127.0.0.1:0").await.unwrap(); + let publisher = MulticastPublisher::new( + socket, + MulticastConfig { + group_addr: Ipv4Addr::LOCALHOST, + port: market_port, + refdata_port, + bind_addr: Ipv4Addr::LOCALHOST, + snapshot_interval: Duration::from_secs(3600), + mtu: tob_const::DEFAULT_MTU, + source_id: SOURCE_ID, + heartbeat_interval: Duration::from_secs(3600), + hl_api_url: "fixture://hl-block-mode".to_string(), + instruments_refresh_interval: Duration::from_secs(3600), + definition_cycle: Duration::from_millis(20), + manifest_cadence: Duration::from_millis(20), + }, + registry, + ); + tokio::spawn(async move { + publisher.run(rx).await; + }) +} + +async fn spawn_dob_mktdata( + rx: crate::multicast::dob::DobEventReceiver, + port: u16, +) -> tokio::task::JoinHandle> { + let emitter = DobEmitter::bind(DobMktdataConfig { + group_addr: Ipv4Addr::LOCALHOST, + port, + bind_addr: Ipv4Addr::LOCALHOST, + channel_id: DOB_CHANNEL_ID, + mtu: dob_const::DEFAULT_MTU, + heartbeat_interval: Duration::from_secs(3600), + }) + .await + .unwrap(); + tokio::spawn(run_dob_emitter(emitter, rx)) +} + +async fn replay_fixture_blocks(root: &Path, listener: &Arc>) { + let statuses = read_lines_by_block(&root.join("hl/data/node_order_statuses_by_block/hourly/20260430/20")); + let diffs = read_lines_by_block(&root.join("hl/data/node_raw_book_diffs_by_block/hourly/20260430/20")); + let fills = read_lines_by_block(&root.join("hl/data/node_fills_by_block/hourly/20260430/20")); + + for height in statuses.keys() { + let mut guard = listener.lock().await; + guard.process_data(statuses.get(height).unwrap().clone(), EventSource::OrderStatuses).unwrap(); + guard.process_data(diffs.get(height).unwrap().clone(), EventSource::OrderDiffs).unwrap(); + guard.process_data(fills.get(height).unwrap().clone(), EventSource::Fills).unwrap(); + } +} + +fn read_lines_by_block(path: &Path) -> BTreeMap { + fs::read_to_string(path) + .unwrap() + .lines() + .map(|line| { + let value: serde_json::Value = serde_json::from_str(line).unwrap(); + let height = value["block_number"].as_u64().unwrap(); + (height, format!("{line}\n")) + }) + .collect() +} + +fn fixture_last_block(root: &Path) -> u64 { + read_lines_by_block(&root.join("hl/data/node_raw_book_diffs_by_block/hourly/20260430/20")) + .keys() + .next_back() + .copied() + .unwrap() +} + +fn test_registry_state() -> RegistryState { + let info = InstrumentInfo { + instrument_id: BTC_INSTRUMENT_ID, + price_exponent: -1, + qty_exponent: -8, + symbol: make_symbol("BTC"), + }; + RegistryState::new(vec![UniverseEntry { + instrument_id: BTC_INSTRUMENT_ID, + coin: "BTC".to_string(), + is_delisted: false, + info, + }]) +} + +struct UdpCollector { + port: u16, + task: tokio::task::JoinHandle<()>, + rx: mpsc::UnboundedReceiver>, +} + +impl UdpCollector { + async fn bind() -> Self { + let socket = UdpSocket::bind(SocketAddrV4::new(Ipv4Addr::LOCALHOST, 0)).await.unwrap(); + let port = match socket.local_addr().unwrap() { + std::net::SocketAddr::V4(addr) => addr.port(), + _ => unreachable!(), + }; + let (tx, rx) = mpsc::unbounded_channel(); + let task = tokio::spawn(async move { + let mut buf = vec![0u8; 64 * 1024]; + while let Ok((n, _peer)) = socket.recv_from(&mut buf).await { + if tx.send(buf[..n].to_vec()).is_err() { + break; + } + } + }); + Self { port, task, rx } + } + + const fn port(&self) -> u16 { + self.port + } + + fn finish(mut self) -> Vec> { + self.task.abort(); + let mut packets = Vec::new(); + while let Ok(packet) = self.rx.try_recv() { + packets.push(packet); + } + packets + } +} + +fn normalize_tob(mut packets: Vec>) -> Vec> { + for packet in &mut packets { + normalize_frame(packet, false); + } + packets +} + +fn normalize_dob(mut packets: Vec>) -> Vec> { + for packet in &mut packets { + normalize_frame(packet, true); + } + packets +} + +fn normalize_dob_refdata(mut packets: Vec>) -> Vec> { + for packet in &mut packets { + normalize_frame(packet, true); + if packet.len() >= 12 { + // Definition and manifest tick ordering is scheduler-dependent, + // so the first definition and first manifest can receive seqs in + // either order without changing the refdata payload contract. + packet[4..12].fill(0); + } + } + packets +} + +fn normalize_frame(frame: &mut [u8], dob: bool) { + if frame.len() < 24 { + return; + } + if !dob { + // TOB uses one publisher-wide seq across marketdata and refdata, so + // timer scheduling can change the seq values observed by a single + // collector without changing any stream payload. + frame[4..12].fill(0); + } + frame[12..20].fill(0); + let msg_count = frame[20] as usize; + let mut offset = 24; + for _ in 0..msg_count { + if offset + 2 > frame.len() { + break; + } + let msg_type = frame[offset]; + let msg_len = frame[offset + 1] as usize; + if offset + msg_len > frame.len() || msg_len < 4 { + break; + } + let msg = &mut frame[offset..offset + msg_len]; + match msg_type { + tob_const::MSG_TYPE_HEARTBEAT => zero_range(msg, 8, 16), + tob_const::MSG_TYPE_CHANNEL_RESET | tob_const::MSG_TYPE_END_OF_SESSION => { + zero_range(msg, 4, 12); + } + tob_const::MSG_TYPE_MANIFEST_SUMMARY => zero_range(msg, 16, 24), + _ => {} + } + if dob && msg_type == dob_const::MSG_TYPE_SNAPSHOT_BEGIN { + zero_range(msg, 28, 36); + } + offset += msg_len; + } +} + +fn first_packets_by_msg_type(packets: Vec>, wanted: &[u8]) -> Vec> { + let mut out = Vec::new(); + for &msg_type in wanted { + if let Some(packet) = packets.iter().find(|packet| first_msg_type(packet) == Some(msg_type)) { + out.push(packet.clone()); + } + } + out +} + +fn first_msg_type(frame: &[u8]) -> Option { + if frame.len() >= 25 && frame[20] > 0 { Some(frame[24]) } else { None } +} + +fn zero_range(buf: &mut [u8], start: usize, end: usize) { + if buf.len() >= end { + buf[start..end].fill(0); + } +} + +fn assert_golden(name: &str, packets: &[Vec]) { + let bytes = encode_packets(packets); + let path = fixture_root().join("golden").join(name); + if std::env::var_os("HL_BLOCK_MODE_REGENERATE").is_some() || !path.exists() { + fs::create_dir_all(path.parent().unwrap()).unwrap(); + fs::write(&path, &bytes).unwrap(); + return; + } + let expected = fs::read(&path).unwrap(); + if bytes != expected { + let actual = path.with_extension("actual"); + fs::write(&actual, bytes).unwrap(); + panic!("golden mismatch for {} (wrote {})", path.display(), actual.display(),); + } +} + +fn encode_packets(packets: &[Vec]) -> Vec { + let mut out = Vec::new(); + for packet in packets { + let len = u32::try_from(packet.len()).unwrap(); + out.extend_from_slice(&len.to_le_bytes()); + out.extend_from_slice(packet); + } + out +} + +fn assert_has_msg_type(packets: &[Vec], msg_type: u8, label: &str) { + assert!(frame_msg_types(packets).contains(&msg_type), "{label} message type {msg_type:#x} present",); +} + +fn assert_no_msg_type(packets: &[Vec], msg_type: u8, label: &str) { + assert!(!frame_msg_types(packets).contains(&msg_type), "{label} message type {msg_type:#x} absent",); +} + +fn assert_contiguous_frame_seqs(packets: &[Vec], label: &str) { + let seqs: Vec = packets.iter().filter_map(|packet| frame_seq(packet)).collect(); + assert!(!seqs.is_empty(), "{label} has frame seqs"); + for pair in seqs.windows(2) { + assert_eq!(pair[1], pair[0] + 1, "{label} frame seqs are contiguous"); + } +} + +fn assert_contiguous_per_instrument_seqs(packets: &[Vec]) { + let mut last_by_instrument = BTreeMap::::new(); + for frame in packets { + for msg in frame_messages(frame) { + if !matches!( + msg.first().copied(), + Some( + dob_const::MSG_TYPE_ORDER_ADD + | dob_const::MSG_TYPE_ORDER_CANCEL + | dob_const::MSG_TYPE_ORDER_EXECUTE + ) + ) { + continue; + } + assert!(msg.len() >= 16, "DoB order event has per-instrument seq"); + let instrument_id = u32::from_le_bytes(msg[4..8].try_into().unwrap()); + let seq = u32::from_le_bytes(msg[12..16].try_into().unwrap()); + if let Some(last) = last_by_instrument.insert(instrument_id, seq) { + assert_eq!(seq, last + 1, "DoB per-instrument seqs are contiguous for instrument {instrument_id}",); + } + } + } + assert!(!last_by_instrument.is_empty(), "DoB order events carried per-instrument seqs"); +} + +fn frame_seq(frame: &[u8]) -> Option { + (frame.len() >= 12).then(|| u64::from_le_bytes(frame[4..12].try_into().unwrap())) +} + +fn frame_msg_types(packets: &[Vec]) -> Vec { + let mut types = Vec::new(); + for frame in packets { + types.extend(frame_messages(frame).iter().filter_map(|msg| msg.first().copied())); + } + types +} + +fn frame_messages(frame: &[u8]) -> Vec<&[u8]> { + let mut messages = Vec::new(); + if frame.len() < 24 { + return messages; + } + let msg_count = frame[20] as usize; + let mut offset = 24; + for _ in 0..msg_count { + if offset + 2 > frame.len() { + break; + } + let msg_len = frame[offset + 1] as usize; + if msg_len == 0 || offset + msg_len > frame.len() { + break; + } + messages.push(&frame[offset..offset + msg_len]); + offset += msg_len; + } + messages +} + +fn fixture_root() -> PathBuf { + PathBuf::from(env!("CARGO_MANIFEST_DIR")).join(FIXTURE_ROOT) +} diff --git a/server/src/listeners/order_book/mod.rs b/server/src/listeners/order_book/mod.rs index f1af292..40efd8c 100644 --- a/server/src/listeners/order_book/mod.rs +++ b/server/src/listeners/order_book/mod.rs @@ -41,6 +41,8 @@ use tokio::{ }; use utils::{BatchQueue, EventBatch, process_rmp_file, validate_snapshot_consistency}; +#[cfg(test)] +mod block_mode_multicast_e2e; pub(crate) mod dob_tap; pub(crate) mod latency; #[cfg(test)] @@ -742,10 +744,11 @@ impl DirectoryListener for OrderBookListener { Ok(data) => data, Err(err) => { // if we run into a serialization error (hitting EOF), just return to last line. + let preview: String = line.chars().take(100).collect(); error!( "{event_source} serialization error {err}, height: {:?}, line: {:?}", self.order_book_state.as_ref().map(OrderBookState::height), - &line[..100], + preview, ); #[allow(clippy::unwrap_used)] let total_len: i64 = total_len.try_into().unwrap(); diff --git a/server/src/multicast/publisher.rs b/server/src/multicast/publisher.rs index de0f7ce..166d132 100644 --- a/server/src/multicast/publisher.rs +++ b/server/src/multicast/publisher.rs @@ -68,8 +68,19 @@ impl MulticastPublisher { self.seq.fetch_add(1, Ordering::Relaxed) } + #[cfg(not(test))] const CATCHUP_THRESHOLD_MS: u64 = 500; + #[cfg(test)] + fn should_publish_lag(_lag_ms: u64) -> bool { + true + } + + #[cfg(not(test))] + fn should_publish_lag(lag_ms: u64) -> bool { + lag_ms <= Self::CATCHUP_THRESHOLD_MS + } + #[allow(clippy::cast_possible_truncation)] fn now_ns() -> u64 { SystemTime::now().duration_since(UNIX_EPOCH).unwrap_or_default().as_nanos() as u64 @@ -425,7 +436,7 @@ impl MulticastPublisher { InternalMessage::Snapshot { l2_snapshots, time } => { cached_snapshot = Some(msg.clone()); let lag_ms = Self::now_ms().saturating_sub(*time); - if lag_ms <= Self::CATCHUP_THRESHOLD_MS { + if Self::should_publish_lag(lag_ms) { if !caught_up { info!("multicast: caught up (lag {lag_ms}ms), publishing quotes"); caught_up = true; @@ -440,7 +451,7 @@ impl MulticastPublisher { } InternalMessage::Fills { batch } => { let lag_ms = Self::now_ms().saturating_sub(batch.block_time()); - if lag_ms <= Self::CATCHUP_THRESHOLD_MS { + if Self::should_publish_lag(lag_ms) { let trades_by_coin = crate::servers::websocket_server::coin_to_trades(batch); self.publish_trades(&trades_by_coin).await; had_activity = true; diff --git a/server/tests/fixtures/hl_block_mode/generate_from_source.py b/server/tests/fixtures/hl_block_mode/generate_from_source.py new file mode 100755 index 0000000..a3e1826 --- /dev/null +++ b/server/tests/fixtures/hl_block_mode/generate_from_source.py @@ -0,0 +1,145 @@ +#!/usr/bin/env python3 +"""Regenerate the BTC-only block-mode fixture from versioned source extracts.""" + +from __future__ import annotations + +import argparse +import copy +import hashlib +import json +import tarfile +import tempfile +from pathlib import Path + +ROOT = Path(__file__).resolve().parent +DEFAULT_ARCHIVE = ROOT / "source" / "hl_block_mode_unfiltered.tar.gz" + +EVENT_FILES = { + "diffs": "hl/data/node_raw_book_diffs_by_block/hourly/20260430/20", + "fills": "hl/data/node_fills_by_block/hourly/20260430/20", + "statuses": "hl/data/node_order_statuses_by_block/hourly/20260430/20", +} + + +def parse_args() -> argparse.Namespace: + parser = argparse.ArgumentParser(description=__doc__) + parser.add_argument("--archive", type=Path, default=DEFAULT_ARCHIVE) + parser.add_argument("--coin", action="append", dest="coins", default=["BTC"]) + return parser.parse_args() + + +def safe_extract(archive: Path, destination: Path) -> Path: + with tarfile.open(archive, "r:gz") as tar: + destination = destination.resolve() + for member in tar.getmembers(): + target = (destination / member.name).resolve() + if not target.is_relative_to(destination): + raise ValueError(f"unsafe tar member path: {member.name}") + tar.extractall(destination, filter="data") + return destination / "hl_block_mode" + + +def event_coin(event: dict) -> str | None: + if isinstance(event, list) and len(event) > 1 and isinstance(event[1], dict): + return event[1].get("coin") + if not isinstance(event, dict): + return None + coin = event.get("coin") + if coin is not None: + return coin + order = event.get("order") + if isinstance(order, dict): + return order.get("coin") + return None + + +def count_events(path: Path) -> dict: + lines = 0 + events = 0 + first_block = None + last_block = None + with path.open() as handle: + for line in handle: + lines += 1 + data = json.loads(line) + events += len(data.get("events", [])) + block = data["block_number"] + first_block = block if first_block is None else min(first_block, block) + last_block = block if last_block is None else max(last_block, block) + out = {"bytes": path.stat().st_size, "events": events, "lines": lines} + if first_block is not None: + out["first_block"] = first_block + out["last_block"] = last_block + return out + + +def write_compact_jsonl(path: Path, rows: list[dict]) -> None: + path.parent.mkdir(parents=True, exist_ok=True) + with path.open("w") as handle: + for row in rows: + handle.write(json.dumps(row, separators=(",", ":"))) + handle.write("\n") + + +def filter_events(source_root: Path, coins: set[str]) -> dict: + counts = {} + for name, relative in EVENT_FILES.items(): + source_path = source_root / relative + output_path = ROOT / relative + rows = [] + with source_path.open() as handle: + for line in handle: + data = json.loads(line) + data["events"] = [event for event in data.get("events", []) if event_coin(event) in coins] + rows.append(data) + write_compact_jsonl(output_path, rows) + counts[name] = count_events(output_path) + counts[name].pop("first_block", None) + counts[name].pop("last_block", None) + return counts + + +def filter_snapshot(source_root: Path, coins: set[str]) -> int: + snapshot = json.loads((source_root / "out.json").read_text()) + snapshot[1] = [entry for entry in snapshot[1] if entry[0] in coins] + (ROOT / "out.json").write_text(json.dumps(snapshot, separators=(",", ":"))) + return len(snapshot[1]) + + +def sha256(path: Path) -> str: + digest = hashlib.sha256() + with path.open("rb") as handle: + for chunk in iter(lambda: handle.read(1024 * 1024), b""): + digest.update(chunk) + return digest.hexdigest() + + +def write_manifest(source_root: Path, archive: Path, coins: list[str], counts_after: dict, snapshot_coin_count: int) -> None: + manifest = copy.deepcopy(json.loads((source_root / "manifest.json").read_text())) + manifest["counts_after_coin_filter"] = counts_after + manifest["fixture_coin_filter"] = coins + manifest["snapshot_coin_count_after_coin_filter"] = snapshot_coin_count + manifest["source_archive"] = { + "path": str(archive.relative_to(ROOT)), + "sha256": sha256(archive), + } + manifest["notes"] = ( + f"{manifest['notes']} Further filtered locally to {', '.join(coins)} " + "for CI-sized deterministic replay and stable refdata ordering." + ) + (ROOT / "manifest.json").write_text(json.dumps(manifest, indent=2, sort_keys=True) + "\n") + + +def main() -> None: + args = parse_args() + coins = list(dict.fromkeys(args.coins)) + archive = args.archive.resolve() + with tempfile.TemporaryDirectory() as tmp: + source_root = safe_extract(archive, Path(tmp)) + counts_after = filter_events(source_root, set(coins)) + snapshot_coin_count = filter_snapshot(source_root, set(coins)) + write_manifest(source_root, archive, coins, counts_after, snapshot_coin_count) + + +if __name__ == "__main__": + main() diff --git a/server/tests/fixtures/hl_block_mode/golden/dob_mktdata.bin b/server/tests/fixtures/hl_block_mode/golden/dob_mktdata.bin new file mode 100644 index 0000000..d1412a1 Binary files /dev/null and b/server/tests/fixtures/hl_block_mode/golden/dob_mktdata.bin differ diff --git a/server/tests/fixtures/hl_block_mode/golden/dob_refdata.bin b/server/tests/fixtures/hl_block_mode/golden/dob_refdata.bin new file mode 100644 index 0000000..53b2733 Binary files /dev/null and b/server/tests/fixtures/hl_block_mode/golden/dob_refdata.bin differ diff --git a/server/tests/fixtures/hl_block_mode/golden/tob_marketdata.bin b/server/tests/fixtures/hl_block_mode/golden/tob_marketdata.bin new file mode 100644 index 0000000..4855cc1 Binary files /dev/null and b/server/tests/fixtures/hl_block_mode/golden/tob_marketdata.bin differ diff --git a/server/tests/fixtures/hl_block_mode/golden/tob_refdata.bin b/server/tests/fixtures/hl_block_mode/golden/tob_refdata.bin new file mode 100644 index 0000000..14fb924 Binary files /dev/null and b/server/tests/fixtures/hl_block_mode/golden/tob_refdata.bin differ diff --git a/server/tests/fixtures/hl_block_mode/hl/data/node_fills_by_block/hourly/20260430/20 b/server/tests/fixtures/hl_block_mode/hl/data/node_fills_by_block/hourly/20260430/20 new file mode 100644 index 0000000..3a6306a --- /dev/null +++ b/server/tests/fixtures/hl_block_mode/hl/data/node_fills_by_block/hourly/20260430/20 @@ -0,0 +1,40 @@ +{"local_time":"2026-04-30T20:46:46.266580134","block_time":"2026-04-30T20:46:43.304461819","block_number":978995377,"events":[]} +{"local_time":"2026-04-30T20:46:46.293176096","block_time":"2026-04-30T20:46:43.372877283","block_number":978995378,"events":[]} 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Market","origSz":"0.00312","tif":"Gtc","cloid":null}],["0xaa8d506c70f7b5183a9fdbd317a30e12d4b5de59",{"coin":"BTC","side":"A","limitPx":"685614.0","sz":"0.00021","oid":326118138060,"timestamp":1771666488647,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00021","tif":"Gtc","cloid":null}],["0x70cac67a65566c24abaa5baeb9c00e303ec4fcc0",{"coin":"BTC","side":"A","limitPx":"707860.0","sz":"0.00147","oid":346990421847,"timestamp":1773346560625,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[{"coin":"BTC","side":"B","limitPx":"940320.0","sz":"0.00147","oid":346990421848,"timestamp":1773346560625,"triggerCondition":"Price above 870667","isTrigger":true,"triggerPx":"870667.0","children":[],"isPositionTpsl":false,"reduceOnly":true,"orderType":"Stop Market","origSz":"0.00147","tif":null,"cloid":null},{"coin":"BTC","side":"B","limitPx":"586107.0","sz":"0.00147","oid":346990421849,"timestamp":1773346560625,"triggerCondition":"Price below 542692","isTrigger":true,"triggerPx":"542692.0","children":[],"isPositionTpsl":false,"reduceOnly":true,"orderType":"Take Profit Market","origSz":"0.00147","tif":null,"cloid":null}],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00147","tif":"Gtc","cloid":null}],["0x2da9d30f641e01b53dc939c1307c6ee275a23e02",{"coin":"BTC","side":"A","limitPx":"716966.0","sz":"0.05","oid":374194716434,"timestamp":1775643225683,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":true,"orderType":"Limit","origSz":"0.05","tif":"Gtc","cloid":null}],["0x0700689cc38aa3d6e3a6d6b1fc83430ea32c3162",{"coin":"BTC","side":"A","limitPx":"760000.0","sz":"0.05","oid":349619749117,"timestamp":1773577230419,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.05","tif":"Gtc","cloid":null}],["0x5d6e79e50ae158718352f1a299fc6be048117169",{"coin":"BTC","side":"A","limitPx":"772676.0","sz":"0.00038","oid":403758719007,"timestamp":1777486332937,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00038","tif":"Gtc","cloid":null}],["0xe2f50fbcd5e9b29494ea1743d538d810fb8db29d",{"coin":"BTC","side":"A","limitPx":"787974.0","sz":"0.00014","oid":307904798475,"timestamp":1769902064251,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00014","tif":"Gtc","cloid":null}],["0xe2f50fbcd5e9b29494ea1743d538d810fb8db29d",{"coin":"BTC","side":"A","limitPx":"787974.0","sz":"0.00014","oid":307905034914,"timestamp":1769902083347,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00014","tif":"Gtc","cloid":null}],["0x2da9d30f641e01b53dc939c1307c6ee275a23e02",{"coin":"BTC","side":"A","limitPx":"847617.0","sz":"0.1","oid":390639291708,"timestamp":1776766847989,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":true,"orderType":"Limit","origSz":"0.1","tif":"Gtc","cloid":null}],["0x5b15bcf31d9e88ddf5cac73e2ca12ce8173e3520",{"coin":"BTC","side":"A","limitPx":"990000.0","sz":"0.00137","oid":302930526022,"timestamp":1769418902636,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00137","tif":"Gtc","cloid":null}],["0x41c836b70aa5ad52c97b4fffc2849a54fc0f50ca",{"coin":"BTC","side":"A","limitPx":"994000.0","sz":"0.06715","oid":276289917488,"timestamp":1766398116786,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.06715","tif":"Gtc","cloid":null}],["0xc4b322380970430e7727ac167364038c4107f675",{"coin":"BTC","side":"A","limitPx":"1110136.0","sz":"0.02","oid":218246284744,"timestamp":1761916878106,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.02","tif":"Gtc","cloid":null}],["0x0eda68e8b03a5154db21514b7c1a6cb72326504b",{"coin":"BTC","side":"A","limitPx":"1111117.0","sz":"0.00081","oid":400260171355,"timestamp":1777286093826,"triggerCondition":"N/A","isTrigger":false,"triggerPx":"0.0","children":[],"isPositionTpsl":false,"reduceOnly":false,"orderType":"Limit","origSz":"0.00081","tif":"Gtc","cloid":null}]]]]]] \ No newline at end of file diff --git a/server/tests/fixtures/hl_block_mode/regenerate.md b/server/tests/fixtures/hl_block_mode/regenerate.md new file mode 100644 index 0000000..8531f47 --- /dev/null +++ b/server/tests/fixtures/hl_block_mode/regenerate.md @@ -0,0 +1,101 @@ +# Hyperliquid Block-Mode Multicast Fixture + +This fixture is reduced from real by-block output on `ubuntu@tyo-hl-node`. +It is intentionally BTC-only so refdata packet ordering is deterministic and +the snapshot stays small enough for CI. + +Source paths: + +- Snapshot: `/home/ubuntu/out.json` +- Fills: `/data/hl-data/node_fills_by_block/hourly/20260430/20` +- Order statuses: `/data/hl-data/node_order_statuses_by_block/hourly/20260430/20` +- Raw book diffs: `/data/hl-data/node_raw_book_diffs_by_block/hourly/20260430/20` + +The committed fixture covers the block range recorded in `manifest.json`. +The source extracts used to derive the BTC-only replay fixture are also +versioned in `source/hl_block_mode_unfiltered.tar.gz`; its SHA-256 is recorded +in `manifest.json`. + +## Regenerating From A Host + +To refresh the versioned source archive from an SSH-accessible validator host, +rebuild the BTC-only replay fixture, regenerate goldens, and verify the golden +comparison: + +```bash +server/tests/fixtures/hl_block_mode/regenerate_from_host.py --host +``` + +The host is intentionally required so refreshes do not accidentally connect to +a baked-in machine. With a host provided, the script reads `/home/ubuntu/out.json`, +infers `start_block = snapshot_height + 1`, captures the next 40 blocks, +discovers recent hourly by-block files under `/data/hl-data`, and derives a +BTC-only fixture. + +To reproduce the exact committed fixture, pass explicit overrides: + +```bash +server/tests/fixtures/hl_block_mode/regenerate_from_host.py \ + --host ubuntu@tyo-hl-node \ + --snapshot /home/ubuntu/out.json \ + --data-base /data/hl-data \ + --date 20260430 \ + --hour 20 \ + --start-block 978995377 \ + --end-block 978995416 +``` + +The script fetches the snapshot with `ssh cat`, fetches the tail of each hourly +by-block file with `ssh tail`, filters those source files to the selected block +range, writes `source/hl_block_mode_unfiltered.tar.gz`, regenerates the derived +fixture, then runs the block-mode multicast e2e test once with +`HL_BLOCK_MODE_REGENERATE=1` and once again to verify stable goldens. + +Useful options: + +- `--block-count 40` controls the default post-snapshot block range. +- `--scan-files 6` controls how many recent hourly files are searched per + by-block source when `--date/--hour` are not provided. +- `--tail-lines 5000` controls how much of each remote hourly file is fetched + before local block-range filtering. +- `--date YYYYMMDD --hour HH` pins the remote hourly file instead of + discovering recent files dynamically. +- `--start-block N --end-block M` pins the block range instead of deriving it + from the snapshot height. +- `--coin BTC` can be repeated to derive a multi-coin replay fixture. +- `--skip-goldens` refreshes only the source archive and derived JSON inputs. +- `--skip-verify` regenerates goldens but skips the second verification run. + +## Regenerating Replay Inputs + +To rebuild the committed BTC-only `out.json` and by-block JSONL files from the +versioned source archive: + +```bash +server/tests/fixtures/hl_block_mode/generate_from_source.py +``` + +The generator extracts the reduced unfiltered snapshot/block files, filters +them to the fixture coin set, and rewrites `manifest.json` with both source and +post-filter counts. + +## Regenerating Goldens + +After regenerating replay inputs or changing multicast encoding/replay logic, +regenerate normalized golden packet files with: + +```bash +HL_BLOCK_MODE_REGENERATE=1 cargo test -p server listeners::order_book::block_mode_multicast_e2e -- --nocapture +``` + +Then verify the generated files are stable: + +```bash +cargo test -p server listeners::order_book::block_mode_multicast_e2e -- --nocapture +``` + +The test captures actual UDP datagrams on loopback sockets. It normalizes +runtime-only timestamps and TOB frame sequence numbers before comparing bytes. +TOB sequence numbers are normalized because the TOB publisher uses one shared +counter across marketdata and refdata, so timer cadence can change per-stream +sequence values without changing payload behavior. diff --git a/server/tests/fixtures/hl_block_mode/regenerate_from_host.py b/server/tests/fixtures/hl_block_mode/regenerate_from_host.py new file mode 100755 index 0000000..c401a6a --- /dev/null +++ b/server/tests/fixtures/hl_block_mode/regenerate_from_host.py @@ -0,0 +1,244 @@ +#!/usr/bin/env python3 +"""Fetch Hyperliquid block-mode source extracts from a host and refresh fixtures.""" + +from __future__ import annotations + +import argparse +import gzip +import io +import json +import os +import shlex +import subprocess +import sys +import tarfile +import tempfile +from datetime import UTC, datetime +from pathlib import Path + +from generate_from_source import EVENT_FILES, count_events, event_coin + +ROOT = Path(__file__).resolve().parent +REPO_ROOT = ROOT.parents[3] +DEFAULT_ARCHIVE = ROOT / "source" / "hl_block_mode_unfiltered.tar.gz" + +REMOTE_SOURCE_DIRS = { + "diffs": "node_raw_book_diffs_by_block", + "fills": "node_fills_by_block", + "statuses": "node_order_statuses_by_block", +} + + +def parse_args() -> argparse.Namespace: + parser = argparse.ArgumentParser(description=__doc__) + parser.add_argument("--host", required=True) + parser.add_argument("--snapshot", default="/home/ubuntu/out.json") + parser.add_argument("--data-base", default="/data/hl-data") + parser.add_argument("--date", help="Optional YYYYMMDD hourly directory override") + parser.add_argument("--hour", help="Optional hour file override, for example 20") + parser.add_argument("--start-block", type=int, help="Defaults to snapshot_height + 1") + parser.add_argument("--end-block", type=int, help="Defaults to start_block + block_count - 1") + parser.add_argument("--block-count", type=int, default=40) + parser.add_argument("--scan-files", type=int, default=6, help="Recent hourly files to inspect per source") + parser.add_argument("--tail-lines", type=int, default=5_000) + parser.add_argument("--archive", type=Path, default=DEFAULT_ARCHIVE) + parser.add_argument("--coin", action="append", dest="coins", default=["BTC"]) + parser.add_argument("--skip-goldens", action="store_true") + parser.add_argument("--skip-verify", action="store_true") + return parser.parse_args() + + +def run(cmd: list[str], *, cwd: Path | None = None, env: dict[str, str] | None = None) -> None: + print("+", " ".join(shlex.quote(part) for part in cmd), flush=True) + subprocess.run(cmd, cwd=cwd, env=env, check=True) + + +def capture_remote(host: str, remote_cmd: str, output: Path) -> None: + output.parent.mkdir(parents=True, exist_ok=True) + print(f"+ ssh {host} {remote_cmd!r} > {output}", flush=True) + with output.open("wb") as handle: + subprocess.run(["ssh", host, remote_cmd], stdout=handle, check=True) + + +def capture_remote_text(host: str, remote_cmd: str) -> str: + print(f"+ ssh {host} {remote_cmd!r}", flush=True) + return subprocess.check_output(["ssh", host, remote_cmd], text=True) + + +def jsonl_rows_in_range(path: Path, start_block: int, end_block: int) -> list[dict]: + rows = [] + with path.open() as handle: + for line in handle: + data = json.loads(line) + block = data.get("block_number") + if start_block <= block <= end_block: + rows.append(data) + return rows + + +def require_complete_block_range(name: str, rows: list[dict], start_block: int, end_block: int) -> None: + wanted = set(range(start_block, end_block + 1)) + got = {row["block_number"] for row in rows} + missing = sorted(wanted - got) + if missing: + sample = ", ".join(str(block) for block in missing[:8]) + raise ValueError( + f"{name} source files were missing {len(missing)} block(s) in " + f"{start_block}..{end_block}; first missing: {sample}. " + "Increase --tail-lines/--scan-files or pass explicit --date/--hour/--start-block." + ) + + +def write_jsonl(path: Path, rows: list[dict]) -> None: + path.parent.mkdir(parents=True, exist_ok=True) + with path.open("w") as handle: + for row in rows: + handle.write(json.dumps(row, separators=(",", ":"))) + handle.write("\n") + + +def source_counts(root: Path) -> dict: + return {name: count_events(root / relative) for name, relative in EVENT_FILES.items()} + + +def touched_coin_count(root: Path) -> int: + coins = set() + for relative in EVENT_FILES.values(): + with (root / relative).open() as handle: + for line in handle: + data = json.loads(line) + for event in data.get("events", []): + coin = event_coin(event) + if coin is not None: + coins.add(coin) + return len(coins) + + +def snapshot_data(snapshot_path: Path) -> list: + return json.loads(snapshot_path.read_text()) + + +def infer_block_range(args: argparse.Namespace, snapshot_path: Path) -> tuple[int, int, int]: + height = int(snapshot_data(snapshot_path)[0]) + start_block = args.start_block if args.start_block is not None else height + 1 + end_block = args.end_block if args.end_block is not None else start_block + args.block_count - 1 + if end_block < start_block: + raise ValueError("--end-block must be greater than or equal to --start-block") + return height, start_block, end_block + + +def remote_hourly_files(args: argparse.Namespace, source_dir: str) -> tuple[list[str], list[str] | str]: + data_base = args.data_base.rstrip("/") + if args.date is not None or args.hour is not None: + if args.date is None or args.hour is None: + raise ValueError("--date and --hour must be passed together") + relative = f"{source_dir}/hourly/{args.date}/{args.hour}" + return [f"{data_base}/{relative}"], relative + + hourly_root = f"{data_base}/{source_dir}/hourly" + find_cmd = f"find {shlex.quote(hourly_root)} -type f | sort | tail -n {args.scan_files}" + files = [line for line in capture_remote_text(args.host, find_cmd).splitlines() if line] + if not files: + raise ValueError(f"no hourly files found under {hourly_root} on {args.host}") + + prefix = f"{data_base}/" + manifest_files = [path[len(prefix) :] if path.startswith(prefix) else path for path in files] + return files, manifest_files + + +def build_source_tree(args: argparse.Namespace, workdir: Path) -> Path: + source_root = workdir / "hl_block_mode" + source_root.mkdir(parents=True) + + capture_remote(args.host, f"cat {shlex.quote(args.snapshot)}", source_root / "out.json") + snapshot = snapshot_data(source_root / "out.json") + snapshot_height, start_block, end_block = infer_block_range(args, source_root / "out.json") + print(f"using block range {start_block}..{end_block} from snapshot height {snapshot_height}", flush=True) + + source_files = {} + for name, source_dir in REMOTE_SOURCE_DIRS.items(): + remote_paths, manifest_paths = remote_hourly_files(args, source_dir) + source_files[name] = manifest_paths + rows = [] + for index, remote_path in enumerate(remote_paths): + staged = workdir / f"{name}.{index}.tail.jsonl" + capture_remote(args.host, f"tail -n {args.tail_lines} -- {shlex.quote(remote_path)}", staged) + rows.extend(jsonl_rows_in_range(staged, start_block, end_block)) + rows.sort(key=lambda row: row["block_number"]) + require_complete_block_range(name, rows, start_block, end_block) + write_jsonl(source_root / EVENT_FILES[name], rows) + + manifest = { + "counts": source_counts(source_root), + "fixture_block_end": end_block, + "fixture_block_start": start_block, + "fixture_files": EVENT_FILES, + "generated_at_utc": datetime.now(UTC).replace(microsecond=0).isoformat().replace("+00:00", "Z"), + "notes": ( + "Reduced from real Hyperliquid by-block output. Source files were sampled with " + f"tail -n {args.tail_lines} across the latest {args.scan_files} hourly file(s) " + "to avoid scanning large hourly files." + ), + "snapshot_coin_count": len(snapshot[1]), + "snapshot_height": snapshot_height, + "source_data_base": args.data_base, + "source_files": source_files, + "source_host": args.host, + "source_snapshot": args.snapshot, + "touched_coin_count": touched_coin_count(source_root), + } + (source_root / "manifest.json").write_text(json.dumps(manifest, indent=2, sort_keys=True) + "\n") + return source_root + + +def add_file_to_tar(tar: tarfile.TarFile, path: Path, arcname: Path) -> None: + data = path.read_bytes() + info = tarfile.TarInfo(str(arcname)) + info.size = len(data) + info.mode = 0o644 + info.mtime = 0 + info.uid = 0 + info.gid = 0 + info.uname = "" + info.gname = "" + tar.addfile(info, io.BytesIO(data)) + + +def create_source_archive(source_root: Path, archive: Path) -> None: + archive.parent.mkdir(parents=True, exist_ok=True) + with archive.open("wb") as raw: + with gzip.GzipFile(filename="", mode="wb", fileobj=raw, mtime=0) as gz: + with tarfile.open(fileobj=gz, mode="w") as tar: + for path in sorted(source_root.rglob("*")): + if path.is_file(): + add_file_to_tar(tar, path, Path("hl_block_mode") / path.relative_to(source_root)) + + +def regenerate_from_archive(args: argparse.Namespace) -> None: + cmd = [sys.executable, str(ROOT / "generate_from_source.py"), "--archive", str(args.archive)] + for coin in dict.fromkeys(args.coins): + cmd.extend(["--coin", coin]) + run(cmd, cwd=REPO_ROOT) + + +def regenerate_goldens(args: argparse.Namespace) -> None: + test_filter = "listeners::order_book::block_mode_multicast_e2e" + env = os.environ.copy() + env["HL_BLOCK_MODE_REGENERATE"] = "1" + run(["cargo", "test", "-p", "server", test_filter, "--", "--nocapture"], cwd=REPO_ROOT, env=env) + if not args.skip_verify: + run(["cargo", "test", "-p", "server", test_filter, "--", "--nocapture"], cwd=REPO_ROOT) + + +def main() -> None: + args = parse_args() + with tempfile.TemporaryDirectory() as tmp: + source_root = build_source_tree(args, Path(tmp)) + create_source_archive(source_root, args.archive) + regenerate_from_archive(args) + if not args.skip_goldens: + regenerate_goldens(args) + + +if __name__ == "__main__": + main() diff --git a/server/tests/fixtures/hl_block_mode/source/hl_block_mode_unfiltered.tar.gz b/server/tests/fixtures/hl_block_mode/source/hl_block_mode_unfiltered.tar.gz new file mode 100644 index 0000000..544fe50 Binary files /dev/null and b/server/tests/fixtures/hl_block_mode/source/hl_block_mode_unfiltered.tar.gz differ