new trades publisher

This commit is contained in:
Nour Alharithi
2023-11-16 10:54:50 -08:00
parent c53f5d6672
commit 16197130d3
6 changed files with 289 additions and 24 deletions

View File

@@ -0,0 +1,123 @@
import { program } from 'commander';
import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js';
import {
DriftClient,
initialize,
DriftEnv,
SlotSubscriber,
UserMap,
Wallet,
BulkAccountLoader,
} from '@drift-labs/sdk';
import { logger, setLogLevel } from '../utils/logger';
import { sleep } from '../utils/utils';
import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO';
import { RedisClient } from '../utils/redisClient';
require('dotenv').config();
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const commitHash = process.env.COMMIT;
const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
const REDIS_PORT = process.env.REDIS_PORT || '6379';
const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
//@ts-ignore
const sdkConfig = initialize({ env: process.env.ENV });
const stateCommitment: Commitment = 'processed';
const ORDERBOOK_UPDATE_INTERVAL = 1000;
let driftClient: DriftClient;
const opts = program.opts();
setLogLevel(opts.debug ? 'debug' : 'info');
const endpoint = process.env.ENDPOINT;
const wsEndpoint = process.env.WS_ENDPOINT;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`DriftEnv: ${driftEnv}`);
logger.info(`Commit: ${commitHash}`);
const main = async () => {
const wallet = new Wallet(new Keypair());
const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
const connection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
});
const bulkAccountLoader = new BulkAccountLoader(
connection,
stateCommitment,
ORDERBOOK_UPDATE_INTERVAL
);
driftClient = new DriftClient({
connection,
wallet,
programID: clearingHousePublicKey,
accountSubscription: {
type: 'polling',
accountLoader: bulkAccountLoader,
},
env: driftEnv,
userStats: true,
});
const slotSubscriber = new SlotSubscriber(connection, {});
const lamportsBalance = await connection.getBalance(wallet.publicKey);
logger.info(
`DriftClient ProgramId: ${driftClient.program.programId.toBase58()}`
);
logger.info(`Wallet pubkey: ${wallet.publicKey.toBase58()}`);
logger.info(` . SOL balance: ${lamportsBalance / 10 ** 9}`);
await driftClient.subscribe();
driftClient.eventEmitter.on('error', (e) => {
logger.info('clearing house error');
logger.error(e);
});
await slotSubscriber.subscribe();
const userMap = new UserMap(
driftClient,
driftClient.userAccountSubscriptionConfig,
false
);
await userMap.subscribe();
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const dlobSubscriber = new DLOBSubscriberIO({
driftClient,
dlobSource: userMap,
slotSource: slotSubscriber,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
redisClient,
});
await dlobSubscriber.subscribe();
console.log('DLOBSubscriber Publishing Messages');
};
async function recursiveTryCatch(f: () => void) {
try {
await f();
} catch (e) {
console.error(e);
await sleep(15000);
await recursiveTryCatch(f);
}
}
recursiveTryCatch(() => main());
export { sdkConfig, endpoint, wsEndpoint, driftEnv, commitHash, driftClient };