new trades publisher

src/publishers/tradesPublisher.ts

@@ -0,0 +1,210 @@
+import { program } from 'commander';
+
+import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js';
+
+import {
+	DriftClient,
+	initialize,
+	DriftEnv,
+	SlotSubscriber,
+	UserMap,
+	Wallet,
+	BulkAccountLoader,
+	EventSubscriber,
+	OrderAction,
+	MarketType,
+	convertToNumber,
+	BASE_PRECISION,
+	QUOTE_PRECISION,
+	PRICE_PRECISION,
+	isVariant,
+} from '@drift-labs/sdk';
+
+import { logger, setLogLevel } from '../utils/logger';
+import { sleep } from '../utils/utils';
+import { RedisClient } from '../utils/redisClient';
+import { fromEvent, filter, map } from 'rxjs';
+
+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 eventSubscriber = new EventSubscriber(connection, driftClient.program, {
+		maxTx: 8192,
+		maxEventsPerType: 4096,
+		orderBy: 'client',
+		commitment: 'confirmed',
+		logProviderConfig: {
+			type: 'polling',
+			frequency: 1000,
+		},
+	});
+
+	await eventSubscriber.subscribe();
+
+	const eventObservable = fromEvent(eventSubscriber.eventEmitter, 'newEvent');
+	eventObservable
+		.pipe(
+			filter(
+				(event) =>
+					event.eventType === 'OrderActionRecord' &&
+					JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL)
+			),
+			map((fill) => {
+				return {
+					ts: fill.ts.toNumber(),
+					marketIndex: fill.marketIndex,
+					marketType: isVariant(fill.marketType as MarketType, 'perp')
+						? 'perp'
+						: 'spot',
+					filler: fill.filler?.toBase58(),
+					takerFee: convertToNumber(fill.takerFee, BASE_PRECISION),
+					makerFee: convertToNumber(fill.makerFee, BASE_PRECISION),
+					quoteAssetAmountSurplus: convertToNumber(
+						fill.quoteAssetAmountSurplus,
+						QUOTE_PRECISION
+					),
+					baseAssetAmountFilled: convertToNumber(
+						fill.baseAssetAmountFilled,
+						BASE_PRECISION
+					),
+					quoteAssetAmountFilled: convertToNumber(
+						fill.quoteAssetAmountFilled,
+						QUOTE_PRECISION
+					),
+					taker: fill.taker?.toBase58(),
+					takerOrderId: fill.takerOrderId,
+					takerOrderDirection: isVariant(fill.takerOrderDirection, 'short')
+						? 'short'
+						: 'long',
+					takerOrderBaseAssetAmount: convertToNumber(
+						fill.takerOrderBaseAssetAmount,
+						BASE_PRECISION
+					),
+					takerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
+						fill.takerOrderCumulativeBaseAssetAmountFilled,
+						BASE_PRECISION
+					),
+					takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
+						fill.takerOrderCumulativeQuoteAssetAmountFilled,
+						QUOTE_PRECISION
+					),
+					maker: fill.maker?.toBase58(),
+					makerOrderId: fill.makerOrderId,
+					makerOrderDirection: fill.makerOrderDirection,
+					makerOrderBaseAssetAmount: convertToNumber(
+						fill.makerOrderBaseAssetAmount,
+						BASE_PRECISION
+					),
+					makerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
+						fill.makerOrderCumulativeBaseAssetAmountFilled,
+						BASE_PRECISION
+					),
+					makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
+						fill.makerOrderCumulativeQuoteAssetAmountFilled,
+						QUOTE_PRECISION
+					),
+					oraclePrice: convertToNumber(fill.oraclePrice, PRICE_PRECISION),
+					txSig: fill.txSig,
+					slot: fill.slot,
+				};
+			})
+		)
+		.subscribe((fillEvent) => {
+			redisClient.client.publish(
+				`trades_${fillEvent.marketType}_${fillEvent.marketIndex}`,
+				JSON.stringify(fillEvent)
+			);
+		});
+
+	console.log('Publishing trades');
+};
+
+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 };