Load Drift V2 DLOB with Typescript SDK

minimumViableDLOB.ts

import { Connection, Keypair, PublicKey } from '@solana/web3.js';
import {
    BASE_PRECISION,
    BulkAccountLoader,
    configs,
    convertToNumber,
    DLOBSubscriber,
    DriftClient,
    getMarketsAndOraclesForSubscription,
    MarketType,
    PRICE_PRECISION,
    SlotSubscriber,
    UserMap,
    Wallet,
} from './src/index';
import {
    DLOBApiClient,
} from './src/dlob/DLOBApiClient';

async function main() {

    const driftConfig = configs['mainnet-beta'];
    const connection = new Connection('https://api.mainnet-beta.solana.com');

    const accountLoader = new BulkAccountLoader(
        connection,
        'confirmed',
        10000
    );

    const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = getMarketsAndOraclesForSubscription('mainnet-beta');


    const driftClient = new DriftClient({
        connection: connection,
        wallet: new Wallet(new Keypair()),
        programID: new PublicKey(driftConfig.DRIFT_PROGRAM_ID),
        accountSubscription: {
            type: 'polling',
            accountLoader: accountLoader,
        },
        perpMarketIndexes,
        spotMarketIndexes,
        oracleInfos,
        userStats: true,
        env: 'mainnet-beta',
    });
    console.log(`driftClientSubscribed: ${await driftClient.subscribe()}`);

    const slotSubscriber = new SlotSubscriber(connection);
    await slotSubscriber.subscribe();


    // Alternatively, you can also use the UserMap class, which loads the DLOB via RPC calls.
    // const userMap = new UserMap(driftClient, driftClient.userAccountSubscriptionConfig, false);

    // This loads the DLOB from a server hosted by Drift.
    const dlobAPI = new DLOBApiClient({
        url: 'https://dlob.drift.trade/orders/idlWithSlot',
    });

    const dlobSubscriber = new DLOBSubscriber({
        dlobSource: dlobAPI,
        slotSource: slotSubscriber,
        driftClient: driftClient,
        updateFrequency: 10000,
    });
    await dlobSubscriber.subscribe();

    const l2 = dlobSubscriber.getL2({
        marketIndex: 0,
        marketType: MarketType.PERP,
    });
    console.log("Level 2 order book:");

    console.log("Asks:");
    const asks = l2.asks.slice().reverse();
    for (let i = 0; i < asks.length; i++) {
        const ask = asks[i];
        console.log(` [${asks.length - i - 1}] ${convertToNumber(ask.size, BASE_PRECISION)} @ $${convertToNumber(ask.price, PRICE_PRECISION)}`);
    }

    console.log("Bids:");
    const bids = l2.bids;
    for (let i = 0; i < bids.length; i++) {
        const bid = bids[i];
        console.log(` [${i}] ${convertToNumber(bid.size, BASE_PRECISION)} @ $${convertToNumber(bid.price, PRICE_PRECISION)}`);
    }
    console.log("");
    console.log("");

    /**
Level 2 order book:
Asks:
 [9] 664.8 @ $21.3248
 [8] 3.5 @ $21.288301
 [7] 3.5 @ $21.287237
 [6] 3.5 @ $21.283129
 [5] 0.1 @ $21.2825
 [4] 1937.6 @ $21.2748
 [3] 1 @ $21.26
 [2] 2015 @ $21.2589
 [1] 503.7 @ $21.2483
 [0] 377.8 @ $21.243
Bids:
 [0] 1168.2 @ $21.2464
 [1] 136.7 @ $21.2461
 [2] 2570.2 @ $21.2426
 [3] 0.1 @ $21.2419
 [4] 47 @ $21.216188
 [5] 327.8 @ $21.211
 [6] 437 @ $21.2057
 [7] 47 @ $21.205592
 [8] 1748.3 @ $21.1951
 [9] 187 @ $21.1792
     */

    const l3 = dlobSubscriber.getL3({
        marketIndex: 0,
        marketType: MarketType.PERP,
    });

    console.log("Level 3 order book:");
    console.log("Asks:");
    const l3asks = l3.asks.slice().reverse();
    for (let i = 0; i < l3asks.length; i++) {
        const ask = l3asks[i];
        console.log(` [${l3asks.length - i - 1}] ${ask.maker.toBase58()} ${convertToNumber(ask.size, BASE_PRECISION)} @ $${convertToNumber(ask.price, PRICE_PRECISION)}`);
    }

    console.log("Bids:");
    const l3bids = l3.bids;
    for (let i = 0; i < l3bids.length; i++) {
        const bid = l3bids[i];
        console.log(` [${i}] ${bid.maker.toBase58()} ${convertToNumber(bid.size, BASE_PRECISION)} @ $${convertToNumber(bid.price, PRICE_PRECISION)}`);
    }

    /**
    Level 3 order book:
    Asks:
    ...
     [3] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 1 @ $21.26
     [2] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 2015 @ $21.2589
     [1] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 503.7 @ $21.2483
     [0] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 377.8 @ $21.243
    Bids:
     [0] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 1168.2 @ $21.2464
     [1] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 2570.2 @ $21.2464
     [2] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 136.7 @ $21.2461
     [3] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 2570.2 @ $21.2426
    ...
     */
}

main().catch(console.error);