Exp: Stateless Index Maker as Lambda

Cargo.toml

@@ -16,6 +16,7 @@ members = [
     "apps/anvil_orchestrator",
     "apps/anvil_provisioner",
     "apps/index_deployer",
+    "apps/solver_lambda",
     "apps/tracker",
     "_deprecated/liquidity_tracker",
     "_deprecated/alloy-evm-connector",
@@ -79,6 +80,7 @@ rust_decimal_macros = { workspace = true }
 safe-math = { workspace = true }
 serde = { workspace = true, features = ["derive"] }
 serde_json = { workspace = true }
+serde_with = { workspace = true }
 sha2 = { workspace = true }
 statrs = { workspace = true }
 string_cache = { workspace = true }
@@ -156,6 +158,7 @@ rust_decimal_macros = "1"
 safe-math = { path = "./proc-macros/safe-math" }
 serde = { version = "1.0.219", features = ["derive"] }
 serde_json = "1.0.140"
+serde_with = { version = "3.15.0", features = ["macros"] }
 sha2 = "0.10"
 statrs = "0.16"
 string_cache = "0.8.9"

apps/solver_lambda/Cargo.toml

@@ -0,0 +1,25 @@
+[package]
+name = "solver_lambda"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+alloy = { workspace = true }
+axum = { workspace = true }
+axum-server = { workspace = true }
+chrono = { workspace = true }
+clap = { workspace = true }
+crossbeam = { workspace = true }
+eyre = { workspace = true }
+hex = { workspace = true }
+index-core = { workspace = true }
+index-maker = { workspace = true }
+itertools = { workspace = true }
+parking_lot = { workspace = true }
+rust_decimal = { workspace = true }
+serde = { workspace = true }
+serde_json = { workspace = true }
+symm-core = { workspace = true }
+tokio = { workspace = true }
+tracing = { workspace = true }
+tracing-subscriber = { workspace = true }

apps/solver_lambda/example_data/1_input.json

@@ -0,0 +1,123 @@
+{
+  "market_data_events": [
+    {
+      "TopOfBook": {
+        "symbol": "BTCUSDC",
+        "sequence_number": 1,
+        "best_bid_price": "50000.0",
+        "best_ask_price": "50010.0",
+        "best_bid_quantity": "0.01",
+        "best_ask_quantity": "0.02"
+      }
+    },
+    {
+      "TopOfBook": {
+        "symbol": "ETHUSDC",
+        "sequence_number": 1,
+        "best_bid_price": "5000.0",
+        "best_ask_price": "5010.0",
+        "best_bid_quantity": "0.05",
+        "best_ask_quantity": "0.09"
+      }
+    },
+    {
+      "OrderBookSnapshot": {
+        "symbol": "BTCUSDC",
+        "sequence_number": 1,
+        "bid_updates": [
+          {
+            "price": "50000.0",
+            "quantity": "0.01"
+          }
+        ],
+        "ask_updates": [
+          {
+            "price": "50010.0",
+            "quantity": "0.02"
+          }
+        ]
+      }
+    },
+    {
+      "OrderBookSnapshot": {
+        "symbol": "ETHUSDC",
+        "sequence_number": 1,
+        "bid_updates": [
+          {
+            "price": "5000.0",
+            "quantity": "0.05"
+          }
+        ],
+        "ask_updates": [
+          {
+            "price": "5010.0",
+            "quantity": "0.09"
+          }
+        ]
+      }
+    }
+  ],
+  "order_events": [],
+  "server_events": [
+    {
+      "NewIndexOrder": {
+        "chain_id": 8453,
+        "address": "0xc0d3c9e530ca6d71469bb678e6592274154d9cad",
+        "client_order_id": "C1",
+        "symbol": "SO2",
+        "side": "Buy",
+        "collateral_amount": "0.10",
+        "timestamp": "2025-10-09T13:28:00.000Z"
+      }
+    }
+  ],
+  "chain_events": [
+    {
+      "Deposit": {
+        "chain_id": 8453,
+        "address": "0xc0d3c9e530ca6d71469bb678e6592274154d9cad",
+        "seq_num": "0x1",
+        "amount": "0.10",
+        "timestamp": "2025-10-09T13:28:00.000Z"
+      }
+    }
+  ],
+  "router_events": [],
+  "state": {
+    "order_ids": [
+      "O1",
+      "O2",
+      "O3",
+      "O4",
+      "O5",
+      "O6"
+    ],
+    "payment_ids": [
+      "P1",
+      "P2"
+    ],
+    "batch_ids": [
+      "B1",
+      "B2",
+      "B3"
+    ],
+    "indexes": [
+      {
+        "symbol": "SO2",
+        "basket": [
+          {
+            "pair": "BTCUSDC",
+            "weight": "0.5",
+            "quantity": "0.01"
+          },
+          {
+            "pair": "ETHUSDC",
+            "weight": "0.5",
+            "quantity": "0.1"
+          }
+        ]
+      }
+    ]
+  },
+  "timestamp": "2025-10-09T13:28:00.000Z"
+}