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TickData

App to collect data from HyperLiquid's public WebSocket, store it and safely persist it compressed in parquet files.

Collected data can be personalized, you can opt out of every piece of data collected.

Configuration

  • RUST_LOG: Configures log level, info is recommended.
  • WORK_DIR: Base directory for data storage. The app creates:
    • trades/<COIN>/hot-storage and trades/<COIN>/compressed-storage
    • mids/<DEX>_DEX/hot-storage and mids/<DEX>_DEX/compressed-storage
  • HOT_BUDGET: Defines the max hot storage size per pipeline (each coin trades and each dex mids). RAM can spike during transforms, so expect up to ~2x average RAM usage. Example: HOT_BUDGET=125000000 with 3 coins + 2 dex mids -> 5 pipelines 125 MB * 5 = ~0.625 GB average, can spike to ~1.25 GB
  • TRADE_COINS: Comma-separated list of symbols to subscribe to the trades stream.
  • ASSET_CONTEXT_COINS: Comma-separated list of symbols to subscribe to the asset_context stream.
  • DEFAULT_DEX_MIDS_ENABLED: Possible values [true | false] to enable mids for the default dex.
  • MIDS_NON_DEFAULT_DEXES: Comma-separated list of dex identifiers to subscribe to all_mids.

How to run SystemD Service

Here we'll detail how to set up the systemd service for Tick Data app.

.service File

The main file (/etc/systemd/system/tick-data.service) to run the service

Description

It sets up a SystemD dynamic (sandboxed) user, create this .service file at /etc/systemd/system dir and be sure the first time the service is launched StateDirectory doesn't exist on /var/lib.

Requirements

It needs the configuration file /etc/default/tick-data.env to exist (and be readable by root).

Tasks

  • Handle SIGTERM (same handler as SIGINT) Crash-Only design, no need to handle signals for robust recovery
  • Code new module that creates periodic backups of .pq files, investigate if decompressing and then compressing would improve significantly compression rate. This module can be triggered with a systemd timer
  • Improve in-code documentation
  • Add new interesting subscriptions