Skip to main content

Solana DEX Orders gRPC Stream

The dex_orders gRPC Stream provides real-time DEX order placement and execution data across supported Solana protocols.

Configuration​

To subscribe to DEX orders, configure your stream as follows:

stream:
  type: "dex_orders"

Available Data​

The DEX orders stream provides comprehensive order information including:

  • Transaction details: Slot, signature, status, fees
  • Account information: Signers, token accounts, program IDs
  • Token context: Mint addresses, decimals, owners, metadata
  • Order specifics: Order IDs, prices, amounts, order types, buy/sell sides
  • Market data: Market addresses, base/quote currencies, order books
  • Balance updates: Pre/post balances for accounts and token accounts

Sample Data Structure​

Here's an example of the data structure you'll receive:

{
  "Block": {
    "Slot": 370028492
  },
  "Transaction": {
    "Index": 779,
    "Signature": "2eoFGRLxJFXhLGBXS4dPgSGYfjF9yGx3Tfc4EgJqrndiMqTX22SZwaH1E8E8p7333z2CWqofY8YvJgB7DN6hJv1L",
    ...
  },
  "Order": {
    "InstructionIndex": 7,
    "Type": 0,
    "Dex": {
      "ProgramAddress": "opnb2LAfJYbRMAHHvqjCwQxanZn7ReEHp1k81EohpZb",
      "ProtocolName": "openbook_v2",
      "ProtocolFamily": "OpenBook"
    },
    "Market": {
      "MarketAddress": "6NtxTCJuhNixA5Z2MBT4mrCuBk7qLQ69htcCNfySdu7J",
      "BaseCurrency": {
        ...
      },
      "QuoteCurrency": {
        ...
      }
    },
    "Order": {
      "OrderId": "11111111",
      "BuySide": true,
      "LimitPrice": 9223372036854775807,
      "LimitAmount": 92233720368547,
      "Account": "2qwiCSJJuDz3AX39LvgSGhPKoWeTSBAJvqzNwYNQAavj",
      "Owner": "2qwiCSJJuDz3AX39LvgSGhPKoWeTSBAJvqzNwYNQAavj",
      "Mint": "So11111111111111111111111111111111111111112"
    },
    "Instruction": {
      "Index": 7,
      "Program": {
        "Address": "opnb2LAfJYbRMAHHvqjCwQxanZn7ReEHp1k81EohpZb",
        "Name": "openbook_v2",
        "Method": "placeTakeOrder"
      },
      "Arguments": [
        {
          "Name": "args",
          "Type": "PlaceTakeOrderArgs",
          "Json": "{\"side\":0,\"priceLots\":9223372036854775807,\"maxBaseLots\":92233720368547,\"maxQuoteLotsIncludingFees\":443279519,\"orderType\":3,\"limit\":50}"
        }
      ],
      "AccountNames": [
        "signer",
        "penaltyPayer",
        "market",
        "marketAuthority",
        "bids",
        "asks",
        "marketBaseVault",
        "marketQuoteVault",
        "eventHeap",
        "userBaseAccount",
        "userQuoteAccount"
      ]
    },
    "BalanceUpdates": [
      {
        "PreBalance": 13595078208,
        "PostBalance": 13151798872,
        "AccountIndex": 2
      }
    ],
    "TokenBalanceUpdates": [
      {
        "PreBalance": 13593036926,
        "PostBalance": 13149757590,
        "AccountIndex": 2
      },
      {
        "PreBalance": 77176413,
        "PostBalance": 436576413,
        "AccountIndex": 3
      }
    ]
  }
}

Key Points​

  • Order tracking: Monitor real-time order placement and execution on DEX order books
  • Order book data: Access to bids, asks, and order book state changes
  • Token metadata: Comprehensive token information including metadata and collection details
  • Instruction parsing: Detailed instruction data with arguments and account mappings
  • Balance changes: Track both native SOL and token balance updates
  • Multiple protocols: Supports various DEX protocols including OpenBook, Serum, and other order book DEXs

Filtering Options​

The filter options are defined in the request.proto file. You can filter DEX orders using the following filters:

message SubscribeOrdersRequest {
  AddressFilter program = 1;
  AddressFilter pool = 2;
  AddressFilter token = 3;
  AddressFilter trader = 4;
}

Available filters:

  • program: Filter by DEX program address
  • pool: Filter by specific pool/market address
  • token: Filter by token mint address (e.g., WSOL, USDC)
  • trader: Filter by trader's wallet address

Order Data Fields​

  • OrderId: Unique identifier for the order
  • BuySide: Boolean indicating if it's a buy order (true) or sell order (false)
  • LimitPrice: The price limit for the order
  • LimitAmount: The maximum amount to be traded
  • Account: The order account address
  • Owner: The order owner address
  • Payer: The account paying for the order
  • Mint: The token mint address for the order

Schema Reference​

Python Installation​

For Python development, install the protobuf package:

pip install bitquery-corecast-proto

NPM Package​

npm install bitquery-corecast-proto

This package includes all necessary protobuf definitions without requiring manual downloads.