trade/trade-drift-dlob
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Merge branch 'master' into mainnet-beta

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This commit is contained in:
wphan
2023-12-08 13:39:02 -08:00
parent 6c4da2f59b 8e6af84eff
commit 1cb7619cdc
2 changed files with 16 additions and 21 deletions
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17
src/core/metrics.ts
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@@ -39,7 +39,7 @@ enum METRIC_TYPES {
endpoint_response_status = 'endpoint_response_status', endpoint_response_status = 'endpoint_response_status',
gpa_fetch_duration = 'gpa_fetch_duration', gpa_fetch_duration = 'gpa_fetch_duration',
last_ws_message_received_ts = 'last_ws_message_received_ts', last_ws_message_received_ts = 'last_ws_message_received_ts',
account_updates_per_sec = 'account_updates_per_sec', account_updates_count = 'account_updates_count',
current_system_ts = 'current_system_ts', current_system_ts = 'current_system_ts',
health_status = 'health_status', health_status = 'health_status',
} }
@@ -126,19 +126,12 @@ lastWsReceivedTsGauge.addCallback((obs: ObservableResult) => {
obs.observe(lastWsMsgReceivedTs, {}); obs.observe(lastWsMsgReceivedTs, {});
}); });
let lastAccountUpdatesPerSecond = 0; const accountUpdatesCounter = meter.createCounter(
const setAccountUpdatesPerSecond = (updatesPerSecond: number) => { METRIC_TYPES.account_updates_count,
lastAccountUpdatesPerSecond = updatesPerSecond;
};
const accountUpdatesPerSecondGauge = meter.createObservableGauge(
METRIC_TYPES.account_updates_per_sec,
{ {
description: 'Updates per second, the last second', description: 'Total accounts update',
} }
); );
accountUpdatesPerSecondGauge.addCallback((obs: ObservableResult) => {
obs.observe(lastAccountUpdatesPerSecond, {});
});
const currentSystemTsGauge = meter.createObservableGauge( const currentSystemTsGauge = meter.createObservableGauge(
METRIC_TYPES.current_system_ts, METRIC_TYPES.current_system_ts,
@@ -244,5 +237,5 @@ export {
responseStatusCounter, responseStatusCounter,
handleHealthCheck, handleHealthCheck,
setLastReceivedWsMsgTs, setLastReceivedWsMsgTs,
setAccountUpdatesPerSecond as setLastAccountUpdatesPerSecond, accountUpdatesCounter,
}; };

20
src/index.ts
View File

@@ -38,7 +38,7 @@ import * as http from 'http';
import { import {
gpaFetchDurationHistogram, gpaFetchDurationHistogram,
handleHealthCheck, handleHealthCheck,
setLastAccountUpdatesPerSecond, accountUpdatesCounter,
setLastReceivedWsMsgTs, setLastReceivedWsMsgTs,
} from './core/metrics'; } from './core/metrics';
import { handleResponseTime } from './core/middleware'; import { handleResponseTime } from './core/middleware';
@@ -255,7 +255,7 @@ const main = async () => {
}; };
} }
let updatesPerTenSecond = 0; let updatesReceivedTotal = 0;
const orderSubscriber = new OrderSubscriber({ const orderSubscriber = new OrderSubscriber({
driftClient, driftClient,
subscriptionConfig, subscriptionConfig,
@@ -264,13 +264,10 @@ const main = async () => {
'updateReceived', 'updateReceived',
(_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => { (_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => {
setLastReceivedWsMsgTs(Date.now()); setLastReceivedWsMsgTs(Date.now());
updatesPerTenSecond++; updatesReceivedTotal++;
accountUpdatesCounter.add(1);
} }
); );
setInterval(() => {
setLastAccountUpdatesPerSecond(updatesPerTenSecond / 10);
updatesPerTenSecond = 0;
}, 10_000);
dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber); dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
@@ -308,6 +305,9 @@ const main = async () => {
); );
logger.info(`dlob provider size ${dlobProvider.size()}`); logger.info(`dlob provider size ${dlobProvider.size()}`);
logger.info(
`GPA refresh?: ${useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH}`
);
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) { if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {
const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => { const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => {
setTimeout(() => { setTimeout(() => {
@@ -479,9 +479,11 @@ const main = async () => {
auctionEndPrice: order.auctionEndPrice.toString(), auctionEndPrice: order.auctionEndPrice.toString(),
maxTs: order.maxTs.toString(), maxTs: order.maxTs.toString(),
}; };
if (order.quoteAssetAmount) { if (order.quoteAssetAmountFilled) {
orderHuman['quoteAssetAmount'] = orderHuman['quoteAssetAmount'] =
order.quoteAssetAmount.toString(); order.quoteAssetAmountFilled.toString();
orderHuman['quoteAssetAmountFilled'] =
order.quoteAssetAmountFilled.toString();
} }
orders.push({ orders.push({