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| 1 | +# /// script |
| 2 | +# requires-python = ">=3.10" |
| 3 | +# dependencies = [ |
| 4 | +# "requests>=2.31.0", |
| 5 | +# "websockets>=12.0", |
| 6 | +# ] |
| 7 | +# /// |
| 8 | +""" |
| 9 | +Async script: fetch markets metadata, then subscribe to every market on the chosen channel. |
| 10 | +If a limit error is returned, log how many subscriptions succeeded and exit. |
| 11 | +""" |
| 12 | + |
| 13 | +import asyncio |
| 14 | +import json |
| 15 | +import logging |
| 16 | +import re |
| 17 | +import sys |
| 18 | + |
| 19 | +import requests |
| 20 | +import websockets |
| 21 | + |
| 22 | +MARKETS_URL = "https://indexer.v4mainnet.dydx.exchange/v4/perpetualMarkets" |
| 23 | +WS_URL = "wss://indexer.v4mainnet.dydx.exchange/v4/ws" |
| 24 | + |
| 25 | +logging.basicConfig( |
| 26 | + level=logging.INFO, |
| 27 | + format="%(asctime)s %(levelname)s %(message)s", |
| 28 | + datefmt="%H:%M:%S", |
| 29 | +) |
| 30 | +log = logging.getLogger("dydx-limit-test") |
| 31 | + |
| 32 | + |
| 33 | +def fetch_tickers(markets_url: str) -> list[str]: |
| 34 | + """Fetch markets and return list of ticker strings. |
| 35 | + Handles pure JSON or HTML-with-<pre> wrapper. |
| 36 | + """ |
| 37 | + resp = requests.get(markets_url, timeout=20) |
| 38 | + try: |
| 39 | + data = resp.json() |
| 40 | + except ValueError: |
| 41 | + # Fallback: extract JSON from <pre>...</pre> if server wrapped it |
| 42 | + m = re.search(r"<pre>(\{.*\})</pre>", resp.text, flags=re.S | re.I) |
| 43 | + if not m: |
| 44 | + raise |
| 45 | + data = json.loads(m.group(1)) |
| 46 | + markets = data.get("markets") or {} |
| 47 | + # ticker is the id used for subscriptions |
| 48 | + tickers = [str(v["ticker"]) for v in markets.values() if "ticker" in v] |
| 49 | + # Deduplicate and sort for stable order |
| 50 | + tickers = sorted(set(tickers)) |
| 51 | + if not tickers: |
| 52 | + raise RuntimeError("No tickers found from metadata") |
| 53 | + return tickers |
| 54 | + |
| 55 | + |
| 56 | +async def subscribe_until_limit( |
| 57 | + ws_url: str, |
| 58 | + channel: str, |
| 59 | + tickers: list[str], |
| 60 | + number: int | None, |
| 61 | + subscribe_delay: float, |
| 62 | + gather_delay: float, |
| 63 | +) -> None: |
| 64 | + """Subscribe to each ticker on the given channel until a limit error occurs. |
| 65 | + On limit error: log count and exit(0). |
| 66 | + """ |
| 67 | + stop_event = asyncio.Event() |
| 68 | + successful: set[str] = set() |
| 69 | + |
| 70 | + async with websockets.connect(ws_url, max_queue=None, ping_interval=20) as ws: |
| 71 | + # Receiver: track success and detect limit errors |
| 72 | + async def recv_loop(): |
| 73 | + try: |
| 74 | + while not stop_event.is_set(): |
| 75 | + raw = await ws.recv() |
| 76 | + msg = json.loads(raw) |
| 77 | + mtype = msg.get("type", "") |
| 78 | + if mtype == "error": |
| 79 | + # Detect any limit-related error |
| 80 | + # Match common fields/messages without relying on exact code |
| 81 | + text = json.dumps(msg).lower() |
| 82 | + if "limit" in text or "too many" in text: |
| 83 | + log.error("Limit error received: %s", msg) |
| 84 | + stop_event.set() |
| 85 | + return |
| 86 | + else: |
| 87 | + log.warning("Non-limit error: %s", msg) |
| 88 | + else: |
| 89 | + # Count a subscription as successful when we first see either a 'subscribed' |
| 90 | + # ack or any first data message for that channel+id. |
| 91 | + if msg.get("channel") == channel: |
| 92 | + msg_id = msg.get("id") |
| 93 | + if msg_id is not None: |
| 94 | + mid = str(msg_id) |
| 95 | + if mid not in successful: |
| 96 | + # Accept either explicit ack ('subscribed') or first data |
| 97 | + successful.add(mid) |
| 98 | + except websockets.ConnectionClosedOK: |
| 99 | + pass |
| 100 | + except websockets.ConnectionClosedError as e: |
| 101 | + log.error("WebSocket closed with error: %s", e) |
| 102 | + stop_event.set() |
| 103 | + |
| 104 | + # Sender: sequentially subscribe to each market id until a limit error is hit |
| 105 | + async def send_loop(): |
| 106 | + try: |
| 107 | + for ticker in tickers[slice(0, number)]: |
| 108 | + if stop_event.is_set(): |
| 109 | + break |
| 110 | + sub = {"type": "subscribe", "channel": channel, "id": ticker} |
| 111 | + await ws.send(json.dumps(sub)) |
| 112 | + # Gentle pacing to avoid instant flood; adjust if needed |
| 113 | + await asyncio.sleep(subscribe_delay) |
| 114 | + finally: |
| 115 | + # Allow receiver to drain any final messages |
| 116 | + await asyncio.sleep(gather_delay) |
| 117 | + stop_event.set() |
| 118 | + |
| 119 | + recv_task = asyncio.create_task(recv_loop()) |
| 120 | + send_task = asyncio.create_task(send_loop()) |
| 121 | + |
| 122 | + await stop_event.wait() |
| 123 | + # Cancel outstanding tasks and close |
| 124 | + recv_task.cancel() |
| 125 | + send_task.cancel() |
| 126 | + # Report result and exit if this stop was caused by a limit error |
| 127 | + count = len(successful) |
| 128 | + log.info( |
| 129 | + "Channel '%s' subscriptions succeeded before limit: %d", channel, count |
| 130 | + ) |
| 131 | + # Exit immediately per requirement |
| 132 | + sys.exit(0) |
| 133 | + |
| 134 | + |
| 135 | +def parse_args(): |
| 136 | + import argparse |
| 137 | + |
| 138 | + parser = argparse.ArgumentParser(description="dYdX v4 WS limit tester") |
| 139 | + parser.add_argument( |
| 140 | + "--channel", |
| 141 | + default="v4_orderbook", |
| 142 | + choices=["v4_orderbook", "v4_trades"], |
| 143 | + help="Channel to subscribe on (default: v4_orderbook)", |
| 144 | + ) |
| 145 | + parser.add_argument( |
| 146 | + "--number", |
| 147 | + default=None, |
| 148 | + type=int, |
| 149 | + help="Number of markets to subscribe to (default: all)", |
| 150 | + ) |
| 151 | + parser.add_argument( |
| 152 | + "--markets-url", |
| 153 | + default=MARKETS_URL, |
| 154 | + help=f"URL to fetch markets from (default: {MARKETS_URL})", |
| 155 | + ) |
| 156 | + parser.add_argument( |
| 157 | + "--ws-url", |
| 158 | + default=WS_URL, |
| 159 | + help=f"Endpoint to connect to (default: {WS_URL})", |
| 160 | + ) |
| 161 | + parser.add_argument( |
| 162 | + "--subscribe-delay", |
| 163 | + type=float, |
| 164 | + default=0.1, |
| 165 | + help="Delay between subscription requests (s) (default: 0.1s)", |
| 166 | + ) |
| 167 | + parser.add_argument( |
| 168 | + "--gather-delay", |
| 169 | + type=float, |
| 170 | + default=1, |
| 171 | + help="Wait following subscription requests to collect responses (s) (default: 1s)", |
| 172 | + ) |
| 173 | + return parser.parse_args() |
| 174 | + |
| 175 | + |
| 176 | +def main(): |
| 177 | + args = parse_args() |
| 178 | + tickers = fetch_tickers(args.markets_url) |
| 179 | + log.info("Fetched %d tickers", len(tickers)) |
| 180 | + log.info( |
| 181 | + f"Subscribing to {len(tickers) if args.number is None else args.number} markets", |
| 182 | + ) |
| 183 | + asyncio.run( |
| 184 | + subscribe_until_limit( |
| 185 | + args.ws_url, |
| 186 | + args.channel, |
| 187 | + tickers, |
| 188 | + args.number, |
| 189 | + args.subscribe_delay, |
| 190 | + args.gather_delay, |
| 191 | + ) |
| 192 | + ) |
| 193 | + |
| 194 | + |
| 195 | +if __name__ == "__main__": |
| 196 | + main() |
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