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Nour/improved rotation (#290)

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* improved rotation

* fix bugs

* only parse slot if necessary

* add metrics for ws source

* add select by recent slot to utils

* fix solana web3.js version

---------

Co-authored-by: wphan <william@drift.trade>
This commit is contained in:
moosecat
2024-12-03 13:47:02 -08:00
committed by GitHub
parent d539622b13
commit 2a6899384c
10 changed files with 307 additions and 383 deletions
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2
drift-common

Submodule drift-common updated: 915ab84fe0...0303c32d03

13
example/wsClient.ts
View File

@@ -1,5 +1,6 @@
import WebSocket from 'ws'; import WebSocket from 'ws';
const ws = new WebSocket('wss://dlob.drift.trade/ws'); // const ws = new WebSocket('wss://dlob.drift.trade/ws');
const ws = new WebSocket('http://localhost:3000/ws');
import { sleep } from '../src/utils/utils'; import { sleep } from '../src/utils/utils';
ws.on('open', async () => { ws.on('open', async () => {
@@ -12,22 +13,26 @@ ws.on('open', async () => {
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'orderbook', market: 'SOL' })); ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'orderbook', market: 'SOL' }));
await sleep(5000); await sleep(5000);
ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'orderbook', market: 'SOL-PERP' })); // ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'orderbook', market: 'SOL-PERP' }));
console.log("####################"); console.log("####################");
// Subscribe to trades data // Subscribe to trades data
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' })); ws.send(JSON.stringify({ type: 'subscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' }));
ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'trades', market: 'SOL' })); ws.send(JSON.stringify({ type: 'subscribe', marketType: 'spot', channel: 'trades', market: 'SOL' }));
await sleep(5000); await sleep(5000);
ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' })); // ws.send(JSON.stringify({ type: 'unsubscribe', marketType: 'perp', channel: 'trades', market: 'SOL-PERP' }));
console.log("####################"); console.log("####################");
}); });
ws.on('message', (data: WebSocket.Data) => { ws.on('message', (data: WebSocket.Data) => {
try { try {
const message = JSON.parse(data.toString()); const message = JSON.parse(data.toString());
if (!message.channel) {
console.log(`Received data: ${JSON.stringify(message)}`);
return;
}
console.log(`Received data from channel: ${JSON.stringify(message.channel)}`); console.log(`Received data from channel: ${JSON.stringify(message.channel)}`);
// book and trades data is in message.data // book and trades data is in message.data
} catch (e) { } catch (e) {

2
package.json
View File

@@ -14,7 +14,7 @@
"@opentelemetry/sdk-node": "^0.31.0", "@opentelemetry/sdk-node": "^0.31.0",
"@project-serum/anchor": "^0.19.1-beta.1", "@project-serum/anchor": "^0.19.1-beta.1",
"@project-serum/serum": "^0.13.65", "@project-serum/serum": "^0.13.65",
"@solana/web3.js": "^1.73.3", "@solana/web3.js": "1.95.2",
"@triton-one/yellowstone-grpc": "^0.3.0", "@triton-one/yellowstone-grpc": "^0.3.0",
"@types/redis": "^4.0.11", "@types/redis": "^4.0.11",
"@types/ws": "^8.5.8", "@types/ws": "^8.5.8",

1
src/core/metrics.ts
View File

@@ -8,6 +8,7 @@ import {
View, View,
} from '@opentelemetry/sdk-metrics-base'; } from '@opentelemetry/sdk-metrics-base';
import { SlotSource } from '@drift-labs/sdk'; import { SlotSource } from '@drift-labs/sdk';
require('dotenv').config();
/** /**
* Creates {count} buckets of size {increment} starting from {start}. Each bucket stores the count of values within its "size". * Creates {count} buckets of size {increment} starting from {start}. Each bucket stores the count of values within its "size".

362
src/index.ts
View File

@@ -17,7 +17,6 @@ import {
initialize, initialize,
isVariant, isVariant,
OrderSubscriber, OrderSubscriber,
MarketType,
PhoenixSubscriber, PhoenixSubscriber,
BulkAccountLoader, BulkAccountLoader,
isOperationPaused, isOperationPaused,
@@ -49,6 +48,7 @@ import {
getAccountFromId, getAccountFromId,
getRawAccountFromId, getRawAccountFromId,
getOpenbookSubscriber, getOpenbookSubscriber,
selectMostRecentBySlot,
} from './utils/utils'; } from './utils/utils';
import FEATURE_FLAGS from './utils/featureFlags'; import FEATURE_FLAGS from './utils/featureFlags';
import { getDLOBProviderFromOrderSubscriber } from './dlobProvider'; import { getDLOBProviderFromOrderSubscriber } from './dlobProvider';
@@ -84,10 +84,8 @@ const serverPort = process.env.PORT || 6969;
export const ORDERBOOK_UPDATE_INTERVAL = 1000; export const ORDERBOOK_UPDATE_INTERVAL = 1000;
const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60; const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60;
const SLOT_STALENESS_TOLERANCE = const SLOT_STALENESS_TOLERANCE =
parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 35; parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 1000;
const ROTATION_COOLDOWN = parseInt(process.env.ROTATION_COOLDOWN) || 5000;
const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true'; const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
const useRedis = process.env.USE_REDIS?.toLowerCase() === 'true';
const logFormat = const logFormat =
':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]'; ':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]';
@@ -299,107 +297,27 @@ const main = async (): Promise<void> => {
// Handle redis client initialization and rotation maps // Handle redis client initialization and rotation maps
const redisClients: Array<RedisClient> = []; const redisClients: Array<RedisClient> = [];
const spotMarketRedisMap: Map< logger.info('Connecting to redis');
number, for (let i = 0; i < REDIS_CLIENTS.length; i++) {
{ redisClients.push(new RedisClient({ prefix: REDIS_CLIENTS[i] }));
client: RedisClient;
clientIndex: number;
lastRotationTime: number;
lock: boolean;
}
> = new Map();
const perpMarketRedisMap: Map<
number,
{
client: RedisClient;
clientIndex: number;
lastRotationTime: number;
lock: boolean;
}
> = new Map();
if (useRedis) {
logger.info('Connecting to redis');
for (let i = 0; i < REDIS_CLIENTS.length; i++) {
redisClients.push(new RedisClient({ prefix: REDIS_CLIENTS[i] }));
}
for (let i = 0; i < sdkConfig.SPOT_MARKETS.length; i++) {
spotMarketRedisMap.set(sdkConfig.SPOT_MARKETS[i].marketIndex, {
client: redisClients[0],
clientIndex: 0,
lastRotationTime: 0,
lock: false,
});
}
for (let i = 0; i < sdkConfig.PERP_MARKETS.length; i++) {
perpMarketRedisMap.set(sdkConfig.PERP_MARKETS[i].marketIndex, {
client: redisClients[0],
clientIndex: 0,
lastRotationTime: 0,
lock: false,
});
}
} }
const fetchFromRedis = async (
key: string,
selectionCriteria: (responses: any) => any
): Promise<JSON> => {
const redisResponses = await Promise.all(
redisClients.map((client) => client.getRaw(key))
);
return selectionCriteria(redisResponses);
};
const userMapClient = new RedisClient({ const userMapClient = new RedisClient({
host: process.env.ELASTICACHE_USERMAP_HOST ?? process.env.ELASTICACHE_HOST, host: process.env.ELASTICACHE_USERMAP_HOST ?? process.env.ELASTICACHE_HOST,
port: process.env.ELASTICACHE_USERMAP_PORT ?? process.env.ELASTICACHE_PORT, port: process.env.ELASTICACHE_USERMAP_PORT ?? process.env.ELASTICACHE_PORT,
prefix: RedisClientPrefix.USER_MAP, prefix: RedisClientPrefix.USER_MAP,
}); });
function canRotate(marketType: MarketType, marketIndex: number) {
if (isVariant(marketType, 'spot')) {
const state = spotMarketRedisMap.get(marketIndex);
if (state) {
const now = Date.now();
if (now - state.lastRotationTime > ROTATION_COOLDOWN && !state.lock) {
state.lastRotationTime = now;
return true;
}
}
} else {
const state = perpMarketRedisMap.get(marketIndex);
if (state) {
const now = Date.now();
if (now - state.lastRotationTime > ROTATION_COOLDOWN && !state.lock) {
state.lastRotationTime = now;
return true;
}
}
}
return false;
}
function rotateClient(marketType: MarketType, marketIndex: number) {
if (isVariant(marketType, 'spot')) {
const state = spotMarketRedisMap.get(marketIndex);
if (state) {
state.lock = true;
const nextClientIndex = (state.clientIndex + 1) % redisClients.length;
state.client = redisClients[nextClientIndex];
state.clientIndex = nextClientIndex;
logger.info(
`Rotated redis client to index ${nextClientIndex} for spot market ${marketIndex}`
);
state.lastRotationTime = Date.now();
state.lock = false;
}
} else {
const state = perpMarketRedisMap.get(marketIndex);
if (state) {
state.lock = true;
const nextClientIndex = (state.clientIndex + 1) % redisClients.length;
state.client = redisClients[nextClientIndex];
state.clientIndex = nextClientIndex;
logger.info(
`Rotated redis client to index ${nextClientIndex} for perp market ${marketIndex}`
);
state.lastRotationTime = Date.now();
state.lock = false;
}
}
}
logger.info(`Initializing all market subscribers...`); logger.info(`Initializing all market subscribers...`);
const initAllMarketSubscribersStart = Date.now(); const initAllMarketSubscribersStart = Date.now();
MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient); MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient);
@@ -555,27 +473,22 @@ const main = async (): Promise<void> => {
} }
let topMakers: string[]; let topMakers: string[];
if (useRedis) {
const redisClient = isVariant(normedMarketType, 'perp') const redisResponse = await fetchFromRedis(
? perpMarketRedisMap.get(normedMarketIndex).client `last_update_orderbook_best_makers_${getVariant(
: spotMarketRedisMap.get(normedMarketIndex).client; normedMarketType
const redisResponse = await redisClient.getRaw( )}_${marketIndex}`,
`last_update_orderbook_best_makers_${getVariant( selectMostRecentBySlot
normedMarketType );
)}_${marketIndex}` if (redisResponse) {
); if (
if (redisResponse) { dlobProvider.getSlot() - redisResponse['slot'] <
const parsedResponse = JSON.parse(redisResponse); SLOT_STALENESS_TOLERANCE
if ( ) {
parsedResponse && if (side === 'bid') {
dlobProvider.getSlot() - parsedResponse.slot < topMakers = redisResponse['bids'];
SLOT_STALENESS_TOLERANCE } else {
) { topMakers = redisResponse['asks'];
if (side === 'bid') {
topMakers = parsedResponse.bids;
} else {
topMakers = parsedResponse.asks;
}
} }
} }
} }
@@ -729,54 +642,38 @@ const main = async (): Promise<void> => {
const adjustedDepth = depth ?? '100'; const adjustedDepth = depth ?? '100';
let l2Formatted: any; let l2Formatted: any;
if (useRedis) { if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') {
if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') { const redisL2 = await fetchFromRedis(
const redisClient = perpMarketRedisMap.get(normedMarketIndex).client; `last_update_orderbook_perp_${normedMarketIndex}`,
const redisL2 = await redisClient.get( selectMostRecentBySlot
`last_update_orderbook_perp_${normedMarketIndex}` );
); const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['bids'] = redisL2['bids']?.slice(0, depth); redisL2['asks'] = redisL2['asks']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if ( if (
redisL2 && redisL2 &&
dlobProvider.getSlot() - parseInt(redisL2['slot']) < dlobProvider.getSlot() - redisL2['slot'] < SLOT_STALENESS_TOLERANCE
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = JSON.stringify(redisL2);
} else {
if (redisL2 && redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
}
} else if (
isSpot &&
`${includePhoenix}`?.toLowerCase() === 'true' &&
`${includeOpenbook}`?.toLowerCase() === 'true'
) { ) {
const redisClient = spotMarketRedisMap.get(normedMarketIndex).client; l2Formatted = JSON.stringify(redisL2);
const redisL2 = await redisClient.get( }
`last_update_orderbook_spot_${normedMarketIndex}` } else if (
); isSpot &&
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); `${includePhoenix}`?.toLowerCase() === 'true' &&
redisL2['bids'] = redisL2['bids']?.slice(0, depth); `${includeOpenbook}`?.toLowerCase() === 'true'
redisL2['asks'] = redisL2['asks']?.slice(0, depth); ) {
if ( const redisL2 = await fetchFromRedis(
redisL2 && `last_update_orderbook_spot_${normedMarketIndex}`,
dlobProvider.getSlot() - parseInt(redisL2['slot']) < selectMostRecentBySlot
SLOT_STALENESS_TOLERANCE );
) { const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
l2Formatted = JSON.stringify(redisL2); redisL2['bids'] = redisL2['bids']?.slice(0, depth);
} else { redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (redisL2 && redisClients.length > 1) { if (
if (canRotate(normedMarketType, normedMarketIndex)) { redisL2 &&
rotateClient(normedMarketType, normedMarketIndex); dlobProvider.getSlot() - redisL2['slot'] < SLOT_STALENESS_TOLERANCE
} ) {
} l2Formatted = JSON.stringify(redisL2);
}
} }
if (l2Formatted) { if (l2Formatted) {
@@ -891,65 +788,40 @@ const main = async (): Promise<void> => {
const adjustedDepth = normedParam['depth'] ?? '100'; const adjustedDepth = normedParam['depth'] ?? '100';
let l2Formatted: any; let l2Formatted: any;
if (useRedis) { if (!isSpot && normedParam['includeVamm']?.toLowerCase() === 'true') {
if ( const redisL2 = await fetchFromRedis(
!isSpot && `last_update_orderbook_perp_${normedMarketIndex}`,
normedParam['includeVamm']?.toLowerCase() === 'true' selectMostRecentBySlot
) { );
const redisClient = const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
perpMarketRedisMap.get(normedMarketIndex).client; redisL2['bids'] = redisL2['bids']?.slice(0, depth);
const redisL2 = await redisClient.get( redisL2['asks'] = redisL2['asks']?.slice(0, depth);
`last_update_orderbook_perp_${normedMarketIndex}` if (redisL2) {
); if (
const depth = Math.min( dlobProvider.getSlot() - redisL2['slot'] <
parseInt(adjustedDepth as string) ?? 1, SLOT_STALENESS_TOLERANCE
100 ) {
); l2Formatted = redisL2;
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (redisL2) {
if (
dlobProvider.getSlot() - parseInt(redisL2['slot']) <
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = redisL2;
} else {
if (redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
}
} }
} else if ( }
isSpot && } else if (
normedParam['includePhoenix']?.toLowerCase() === 'true' && isSpot &&
normedParam['includeOpenbook']?.toLowerCase() === 'true' normedParam['includePhoenix']?.toLowerCase() === 'true' &&
) { normedParam['includeOpenbook']?.toLowerCase() === 'true'
const redisClient = ) {
spotMarketRedisMap.get(normedMarketIndex).client; const redisL2 = await fetchFromRedis(
const redisL2 = await redisClient.get( `last_update_orderbook_spot_${normedMarketIndex}`,
`last_update_orderbook_spot_${normedMarketIndex}` selectMostRecentBySlot
); );
const depth = Math.min( const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
parseInt(adjustedDepth as string) ?? 1, redisL2['bids'] = redisL2['bids']?.slice(0, depth);
100 redisL2['asks'] = redisL2['asks']?.slice(0, depth);
); if (redisL2) {
redisL2['bids'] = redisL2['bids']?.slice(0, depth); if (
redisL2['asks'] = redisL2['asks']?.slice(0, depth); dlobProvider.getSlot() - redisL2['slot'] <
if (redisL2) { SLOT_STALENESS_TOLERANCE
if ( ) {
dlobProvider.getSlot() - parseInt(redisL2['slot']) < l2Formatted = redisL2;
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = redisL2;
} else {
if (redisClients.length > 1) {
if (canRotate(normedMarketType, normedMarketIndex)) {
rotateClient(normedMarketType, normedMarketIndex);
}
}
}
} }
} }
@@ -1033,31 +905,27 @@ const main = async (): Promise<void> => {
} }
const marketTypeStr = getVariant(normedMarketType); const marketTypeStr = getVariant(normedMarketType);
if (useRedis) {
const redisClient = ( const redisL3 = await fetchFromRedis(
marketTypeStr === 'spot' ? spotMarketRedisMap : perpMarketRedisMap `last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`,
).get(normedMarketIndex).client; selectMostRecentBySlot
const redisL3 = await redisClient.getRaw( );
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}` if (
); redisL3 &&
if ( dlobProvider.getSlot() - redisL3['slot'] < SLOT_STALENESS_TOLERANCE
redisL3 && ) {
dlobProvider.getSlot() - parseInt(JSON.parse(redisL3).slot) < cacheHitCounter.add(1, {
SLOT_STALENESS_TOLERANCE miss: false,
) { path: req.baseUrl + req.path,
cacheHitCounter.add(1, { });
miss: false, res.writeHead(200);
path: req.baseUrl + req.path, res.end(JSON.stringify(redisL3));
}); return;
res.writeHead(200); } else {
res.end(redisL3); cacheHitCounter.add(1, {
return; miss: true,
} else { path: req.baseUrl + req.path,
cacheHitCounter.add(1, { });
miss: true,
path: req.baseUrl + req.path,
});
}
} }
const l3 = dlobSubscriber.getL3({ const l3 = dlobSubscriber.getL3({

1
src/publishers/dlobPublisher.ts
View File

@@ -20,7 +20,6 @@ import {
PhoenixSubscriber, PhoenixSubscriber,
MarketType, MarketType,
OraclePriceData, OraclePriceData,
OrderSubscriberConfig,
} from '@drift-labs/sdk'; } from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common/clients'; import { RedisClient, RedisClientPrefix } from '@drift/common/clients';

4
src/publishers/tradesPublisher.ts
View File

@@ -79,7 +79,9 @@ const main = async () => {
const redisClient = new RedisClient({ prefix: redisClientPrefix }); const redisClient = new RedisClient({ prefix: redisClientPrefix });
await redisClient.connect(); await redisClient.connect();
const slotSubscriber = new SlotSubscriber(connection, {}); const slotSubscriber = new SlotSubscriber(connection, {
resubTimeoutMs: 10_000,
});
const lamportsBalance = await connection.getBalance(wallet.publicKey); const lamportsBalance = await connection.getBalance(wallet.publicKey);
logger.info( logger.info(

15
src/utils/utils.ts
View File

@@ -472,3 +472,18 @@ export type SubscriberLookup = {
openbook?: OpenbookV2Subscriber; openbook?: OpenbookV2Subscriber;
}; };
}; };
export const selectMostRecentBySlot = (responses: any[]): any => {
const parsedResponses = responses
.map((response) => {
try {
return JSON.parse(response);
} catch {
return null;
}
})
.filter((parsed) => parsed && typeof parsed.slot === 'number');
return parsedResponses.reduce((mostRecent, current) => {
return !mostRecent || current.slot > mostRecent.slot ? current : mostRecent;
}, null);
};

185
src/wsConnectionManager.ts
View File

@@ -3,8 +3,8 @@ import express from 'express';
import * as http from 'http'; import * as http from 'http';
import compression from 'compression'; import compression from 'compression';
import { WebSocket, WebSocketServer } from 'ws'; import { WebSocket, WebSocketServer } from 'ws';
import { sleep } from './utils/utils'; import { sleep, selectMostRecentBySlot } from './utils/utils';
import { register, Gauge } from 'prom-client'; import { register, Gauge, Counter } from 'prom-client';
import { DriftEnv, PerpMarkets, SpotMarkets } from '@drift-labs/sdk'; import { DriftEnv, PerpMarkets, SpotMarkets } from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common/clients'; import { RedisClient, RedisClientPrefix } from '@drift/common/clients';
@@ -21,6 +21,16 @@ const wsConnectionsGauge = new Gauge({
name: 'websocket_connections', name: 'websocket_connections',
help: 'Number of active WebSocket connections', help: 'Number of active WebSocket connections',
}); });
const wsOrderbookSourceCounter = new Counter({
name: 'websocket_orderbook_source',
help: 'Number of orderbook messages sent from source',
labelNames: ['source'],
});
const wsOrderbookSourceLastSlotGauge = new Gauge({
name: 'websocket_orderbook_source_last_slot',
help: 'Last slot of orderbook messages from a source',
labelNames: ['source'],
});
const server = http.createServer(app); const server = http.createServer(app);
const wss = new WebSocketServer({ const wss = new WebSocketServer({
@@ -34,15 +44,27 @@ const WS_PORT = process.env.WS_PORT || '3000';
console.log(`WS LISTENER PORT : ${WS_PORT}`); console.log(`WS LISTENER PORT : ${WS_PORT}`);
const MAX_BUFFERED_AMOUNT = 300000; const MAX_BUFFERED_AMOUNT = 300000;
const REDIS_CLIENT = process.env.REDIS_CLIENT || 'DLOB';
const CHANNEL_PREFIX = RedisClientPrefix[REDIS_CLIENT];
console.log('Redis Clients:', REDIS_CLIENT);
const CHANNEL_PREFIX_HELIUS = RedisClientPrefix.DLOB_HELIUS;
const envClients = [];
const clients = process.env.REDIS_CLIENT?.trim()
.replace(/^\[|\]$/g, '')
.split(/\s*,\s*/);
clients?.forEach((client) => envClients.push(RedisClientPrefix[client]));
const REDIS_CLIENTS = envClients.length
? envClients
: [RedisClientPrefix.DLOB, RedisClientPrefix.DLOB_HELIUS];
console.log('Redis Clients:', REDIS_CLIENTS);
const regexp = new RegExp(REDIS_CLIENTS.join('|'), 'g');
const sanitiseChannelForClient = (channel: string | undefined): string => { const sanitiseChannelForClient = (channel: string | undefined): string => {
return channel return channel?.replace(regexp, '');
?.replace(CHANNEL_PREFIX, '') };
?.replace(CHANNEL_PREFIX_HELIUS, ''); const getChannelPrefix = (channel: string | undefined): string | undefined => {
if (!channel) return undefined;
const match = channel.match(regexp);
return match?.[0];
}; };
const getRedisChannelFromMessage = (message: any): string => { const getRedisChannelFromMessage = (message: any): string => {
@@ -70,11 +92,11 @@ const getRedisChannelFromMessage = (message: any): string => {
switch (channel.toLowerCase()) { switch (channel.toLowerCase()) {
case 'trades': case 'trades':
return `${CHANNEL_PREFIX}trades_${marketType}_${marketIndex}`; return `trades_${marketType}_${marketIndex}`;
case 'orderbook': case 'orderbook':
return `${CHANNEL_PREFIX}orderbook_${marketType}_${marketIndex}`; return `orderbook_${marketType}_${marketIndex}`;
case 'priorityfees': case 'priorityfees':
return `${CHANNEL_PREFIX_HELIUS}priorityFees_${marketType}_${marketIndex}`; return `priorityFees_${marketType}_${marketIndex}`;
case undefined: case undefined:
default: default:
throw new Error('Bad channel specified'); throw new Error('Bad channel specified');
@@ -82,47 +104,71 @@ const getRedisChannelFromMessage = (message: any): string => {
}; };
async function main() { async function main() {
const redisClient = new RedisClient({}); const subscribedChannelToSlot: Map<string, number> = new Map();
const lastMessageRetriever = new RedisClient({ prefix: CHANNEL_PREFIX });
await redisClient.connect(); const redisClients: Array<RedisClient> = [];
await lastMessageRetriever.connect(); for (let i = 0; i < REDIS_CLIENTS.length; i++) {
const redisClient = new RedisClient({ prefix: REDIS_CLIENTS[i] });
redisClients.push(redisClient);
redisClient.forceGetClient().on('connect', () => {
subscribedChannels.forEach(async (channel) => {
try {
await redisClient.subscribe(channel);
} catch (error) {
console.error(`Error subscribing to ${channel}:`, error);
}
});
});
redisClient.forceGetClient().on('message', (subscribedChannel, message) => {
const sanitizedChannel = sanitiseChannelForClient(subscribedChannel);
const channelPrefix = getChannelPrefix(sanitizedChannel);
const subscribers = channelSubscribers.get(sanitizedChannel);
if (subscribers) {
if (sanitizedChannel.includes('orderbook')) {
const messageSlot = JSON.parse(message)['slot'];
wsOrderbookSourceLastSlotGauge.set(
{
source: channelPrefix,
},
messageSlot
);
const lastMessageSlot = subscribedChannelToSlot.get(sanitizedChannel);
if (!lastMessageSlot || lastMessageSlot <= messageSlot) {
subscribedChannelToSlot.set(sanitizedChannel, messageSlot);
} else if (lastMessageSlot > messageSlot) {
return;
}
}
subscribers.forEach((ws) => {
if (
ws.readyState === WebSocket.OPEN &&
ws.bufferedAmount < MAX_BUFFERED_AMOUNT
) {
wsOrderbookSourceCounter.inc({
source: channelPrefix,
});
ws.send(
JSON.stringify({
channel: sanitizedChannel,
data: message,
})
);
}
});
}
});
redisClient.forceGetClient().on('error', (error) => {
console.error('Redis client error:', error);
});
}
const channelSubscribers = new Map<string, Set<WebSocket>>(); const channelSubscribers = new Map<string, Set<WebSocket>>();
const subscribedChannels = new Set<string>(); const subscribedChannels = new Set<string>();
redisClient.forceGetClient().on('connect', () => {
subscribedChannels.forEach(async (channel) => {
try {
await redisClient.subscribe(channel);
} catch (error) {
console.error(`Error subscribing to ${channel}:`, error);
}
});
});
redisClient.forceGetClient().on('message', (subscribedChannel, message) => {
const subscribers = channelSubscribers.get(subscribedChannel);
if (subscribers) {
subscribers.forEach((ws) => {
if (
ws.readyState === WebSocket.OPEN &&
ws.bufferedAmount < MAX_BUFFERED_AMOUNT
)
ws.send(
JSON.stringify({
channel: sanitiseChannelForClient(subscribedChannel),
data: message,
})
);
});
}
});
redisClient.forceGetClient().on('error', (error) => {
console.error('Redis client error:', error);
});
wss.on('connection', (ws: WebSocket) => { wss.on('connection', (ws: WebSocket) => {
console.log('Client connected'); console.log('Client connected');
wsConnectionsGauge.inc(); wsConnectionsGauge.inc();
@@ -166,8 +212,12 @@ async function main() {
if (!subscribedChannels.has(redisChannel)) { if (!subscribedChannels.has(redisChannel)) {
console.log('Trying to subscribe to channel', redisChannel); console.log('Trying to subscribe to channel', redisChannel);
redisClient redisClients[0]
.subscribe(redisChannel) .subscribe(
redisChannel.includes('priorityFees')
? `dlob-helius:${redisChannel}`
: `${redisClients[0].getPrefix()}${redisChannel}`
)
.then(() => { .then(() => {
subscribedChannels.add(redisChannel); subscribedChannels.add(redisChannel);
}) })
@@ -179,6 +229,21 @@ async function main() {
); );
return; return;
}); });
if (redisChannel.includes('orderbook') && redisClients.length > 1) {
redisClients.slice(1).map((redisClient) => {
redisClient
.subscribe(`${redisClient.getPrefix()}${redisChannel}`)
.catch(() => {
ws.send(
JSON.stringify({
error: `Error subscribing to channel: ${parsedMessage}`,
})
);
return;
});
});
}
} }
if (!channelSubscribers.get(redisChannel)) { if (!channelSubscribers.get(redisChannel)) {
@@ -194,17 +259,21 @@ async function main() {
); );
// Fetch and send last message // Fetch and send last message
if (redisChannel.includes('orderbook')) { if (redisChannel.includes('orderbook')) {
const lastUpdateChannel = `last_update_${redisChannel}`.replace( const lastMessages = await Promise.all(
CHANNEL_PREFIX, redisClients.map((redisClient) =>
'' redisClient.getRaw(
); `last_update_${redisChannel}`.replace(
const lastMessage = await lastMessageRetriever.getRaw( redisClient.getPrefix(),
lastUpdateChannel ''
)
)
)
); );
const lastMessage = selectMostRecentBySlot(lastMessages);
if (lastMessage) { if (lastMessage) {
ws.send( ws.send(
JSON.stringify({ JSON.stringify({
channel: lastUpdateChannel, channel: redisChannel,
data: lastMessage, data: lastMessage,
}) })
); );
@@ -278,7 +347,7 @@ async function main() {
clearInterval(bufferInterval); clearInterval(bufferInterval);
channelSubscribers.forEach((subscribers, channel) => { channelSubscribers.forEach((subscribers, channel) => {
if (subscribers.delete(ws) && subscribers.size === 0) { if (subscribers.delete(ws) && subscribers.size === 0) {
redisClient.unsubscribe(channel); redisClients.map((redisClient) => redisClient.unsubscribe(channel));
channelSubscribers.delete(channel); channelSubscribers.delete(channel);
subscribedChannels.delete(channel); subscribedChannels.delete(channel);
} }

105
yarn.lock
View File

@@ -287,13 +287,6 @@
dependencies: dependencies:
regenerator-runtime "^0.13.11" regenerator-runtime "^0.13.11"
"@babel/runtime@^7.23.2":
version "7.23.5"
resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.23.5.tgz#11edb98f8aeec529b82b211028177679144242db"
integrity sha512-NdUTHcPe4C99WxPub+K9l9tK5/lV4UXIoaHSYgzco9BCyjKAAwzdBI+wWtYqHt7LJdbo74ZjRPJgzVweq1sz0w==
dependencies:
regenerator-runtime "^0.14.0"
"@babel/runtime@^7.24.6", "@babel/runtime@^7.24.8": "@babel/runtime@^7.24.6", "@babel/runtime@^7.24.8":
version "7.24.8" version "7.24.8"
resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.24.8.tgz#5d958c3827b13cc6d05e038c07fb2e5e3420d82e" resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.24.8.tgz#5d958c3827b13cc6d05e038c07fb2e5e3420d82e"
@@ -460,7 +453,7 @@
kuler "^2.0.0" kuler "^2.0.0"
"@drift-labs/sdk@file:./drift-common/protocol/sdk", "@drift-labs/sdk@file:drift-common/protocol/sdk": "@drift-labs/sdk@file:./drift-common/protocol/sdk", "@drift-labs/sdk@file:drift-common/protocol/sdk":
version "2.103.0-beta.8" version "2.103.0-beta.9"
dependencies: dependencies:
"@coral-xyz/anchor" "0.28.0" "@coral-xyz/anchor" "0.28.0"
"@coral-xyz/anchor-30" "npm:@coral-xyz/anchor@0.30.1" "@coral-xyz/anchor-30" "npm:@coral-xyz/anchor@0.30.1"
@@ -487,7 +480,7 @@
"@drift/common@file:./drift-common/common-ts": "@drift/common@file:./drift-common/common-ts":
version "1.0.0" version "1.0.0"
dependencies: dependencies:
"@drift-labs/sdk" "file:../../Library/Caches/Yarn/v6/npm-@drift-common-1.0.0-2478b7b0-73c2-48c2-8cdc-077c34db7294-1733168269147/node_modules/@drift/protocol/sdk" "@drift-labs/sdk" "file:../../Library/Caches/Yarn/v6/npm-@drift-common-1.0.0-736eee55-37f6-4ebd-9a13-95d148c9fb80-1733261412306/node_modules/@drift/protocol/sdk"
"@jest/globals" "^29.3.1" "@jest/globals" "^29.3.1"
"@slack/web-api" "^6.4.0" "@slack/web-api" "^6.4.0"
"@solana/spl-token" "^0.3.8" "@solana/spl-token" "^0.3.8"
@@ -891,13 +884,6 @@
dependencies: dependencies:
"@noble/hashes" "1.4.0" "@noble/hashes" "1.4.0"
"@noble/curves@^1.2.0":
version "1.2.0"
resolved "https://registry.yarnpkg.com/@noble/curves/-/curves-1.2.0.tgz#92d7e12e4e49b23105a2555c6984d41733d65c35"
integrity sha512-oYclrNgRaM9SsBUBVbb8M6DTV7ZHRTKugureoYEncY5c65HOmRzvSiTE3y5CYaPYJA/GVkrhXEoF0M3Ya9PMnw==
dependencies:
"@noble/hashes" "1.3.2"
"@noble/curves@^1.4.0": "@noble/curves@^1.4.0":
version "1.4.0" version "1.4.0"
resolved "https://registry.yarnpkg.com/@noble/curves/-/curves-1.4.0.tgz#f05771ef64da724997f69ee1261b2417a49522d6" resolved "https://registry.yarnpkg.com/@noble/curves/-/curves-1.4.0.tgz#f05771ef64da724997f69ee1261b2417a49522d6"
@@ -915,11 +901,6 @@
resolved "https://registry.yarnpkg.com/@noble/ed25519/-/ed25519-1.7.3.tgz#57e1677bf6885354b466c38e2b620c62f45a7123" resolved "https://registry.yarnpkg.com/@noble/ed25519/-/ed25519-1.7.3.tgz#57e1677bf6885354b466c38e2b620c62f45a7123"
integrity sha512-iR8GBkDt0Q3GyaVcIu7mSsVIqnFbkbRzGLWlvhwunacoLwt4J3swfKhfaM6rN6WY+TBGoYT1GtT1mIh2/jGbRQ== integrity sha512-iR8GBkDt0Q3GyaVcIu7mSsVIqnFbkbRzGLWlvhwunacoLwt4J3swfKhfaM6rN6WY+TBGoYT1GtT1mIh2/jGbRQ==
"@noble/hashes@1.3.2", "@noble/hashes@^1.3.1":
version "1.3.2"
resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.3.2.tgz#6f26dbc8fbc7205873ce3cee2f690eba0d421b39"
integrity sha512-MVC8EAQp7MvEcm30KWENFjgR+Mkmf+D189XJTkFIlwohU5hcBbn1ZkKq7KVTi2Hme3PMGF390DaL52beVrIihQ==
"@noble/hashes@1.4.0", "@noble/hashes@^1.3.0", "@noble/hashes@^1.4.0": "@noble/hashes@1.4.0", "@noble/hashes@^1.3.0", "@noble/hashes@^1.4.0":
version "1.4.0" version "1.4.0"
resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.4.0.tgz#45814aa329f30e4fe0ba49426f49dfccdd066426" resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.4.0.tgz#45814aa329f30e4fe0ba49426f49dfccdd066426"
@@ -930,6 +911,11 @@
resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.1.3.tgz#360afc77610e0a61f3417e497dcf36862e4f8111" resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.1.3.tgz#360afc77610e0a61f3417e497dcf36862e4f8111"
integrity sha512-CE0FCR57H2acVI5UOzIGSSIYxZ6v/HOhDR0Ro9VLyhnzLwx0o8W1mmgaqlEUx4049qJDlIBRztv5k+MM8vbO3A== integrity sha512-CE0FCR57H2acVI5UOzIGSSIYxZ6v/HOhDR0Ro9VLyhnzLwx0o8W1mmgaqlEUx4049qJDlIBRztv5k+MM8vbO3A==
"@noble/hashes@^1.3.1":
version "1.3.2"
resolved "https://registry.yarnpkg.com/@noble/hashes/-/hashes-1.3.2.tgz#6f26dbc8fbc7205873ce3cee2f690eba0d421b39"
integrity sha512-MVC8EAQp7MvEcm30KWENFjgR+Mkmf+D189XJTkFIlwohU5hcBbn1ZkKq7KVTi2Hme3PMGF390DaL52beVrIihQ==
"@noble/secp256k1@^1.6.3": "@noble/secp256k1@^1.6.3":
version "1.7.0" version "1.7.0"
resolved "https://registry.yarnpkg.com/@noble/secp256k1/-/secp256k1-1.7.0.tgz#d15357f7c227e751d90aa06b05a0e5cf993ba8c1" resolved "https://registry.yarnpkg.com/@noble/secp256k1/-/secp256k1-1.7.0.tgz#d15357f7c227e751d90aa06b05a0e5cf993ba8c1"
@@ -1956,6 +1942,27 @@
rpc-websockets "^8.0.1" rpc-websockets "^8.0.1"
superstruct "^1.0.4" superstruct "^1.0.4"
"@solana/web3.js@1.95.2", "@solana/web3.js@^1.54.0", "@solana/web3.js@^1.77.3", "@solana/web3.js@^1.93.0", "@solana/web3.js@^1.95.0":
version "1.95.2"
resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.95.2.tgz#6f8a0362fa75886a21550dbec49aad54481463a6"
integrity sha512-SjlHp0G4qhuhkQQc+YXdGkI8EerCqwxvgytMgBpzMUQTafrkNant3e7pgilBGgjy/iM40ICvWBLgASTPMrQU7w==
dependencies:
"@babel/runtime" "^7.24.8"
"@noble/curves" "^1.4.2"
"@noble/hashes" "^1.4.0"
"@solana/buffer-layout" "^4.0.1"
agentkeepalive "^4.5.0"
bigint-buffer "^1.1.5"
bn.js "^5.2.1"
borsh "^0.7.0"
bs58 "^4.0.1"
buffer "6.0.3"
fast-stable-stringify "^1.0.0"
jayson "^4.1.1"
node-fetch "^2.7.0"
rpc-websockets "^9.0.2"
superstruct "^2.0.2"
"@solana/web3.js@^1.17.0", "@solana/web3.js@^1.21.0", "@solana/web3.js@^1.30.2": "@solana/web3.js@^1.17.0", "@solana/web3.js@^1.21.0", "@solana/web3.js@^1.30.2":
version "1.67.0" version "1.67.0"
resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.67.0.tgz#bd67742cd9c176889fd1954080173dd7d0c224a2" resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.67.0.tgz#bd67742cd9c176889fd1954080173dd7d0c224a2"
@@ -1999,48 +2006,6 @@
rpc-websockets "^7.5.1" rpc-websockets "^7.5.1"
superstruct "^0.14.2" superstruct "^0.14.2"
"@solana/web3.js@^1.54.0", "@solana/web3.js@^1.77.3", "@solana/web3.js@^1.93.0", "@solana/web3.js@^1.95.0":
version "1.95.2"
resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.95.2.tgz#6f8a0362fa75886a21550dbec49aad54481463a6"
integrity sha512-SjlHp0G4qhuhkQQc+YXdGkI8EerCqwxvgytMgBpzMUQTafrkNant3e7pgilBGgjy/iM40ICvWBLgASTPMrQU7w==
dependencies:
"@babel/runtime" "^7.24.8"
"@noble/curves" "^1.4.2"
"@noble/hashes" "^1.4.0"
"@solana/buffer-layout" "^4.0.1"
agentkeepalive "^4.5.0"
bigint-buffer "^1.1.5"
bn.js "^5.2.1"
borsh "^0.7.0"
bs58 "^4.0.1"
buffer "6.0.3"
fast-stable-stringify "^1.0.0"
jayson "^4.1.1"
node-fetch "^2.7.0"
rpc-websockets "^9.0.2"
superstruct "^2.0.2"
"@solana/web3.js@^1.73.3":
version "1.87.6"
resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.87.6.tgz#6744cfc5f4fc81e0f58241c0a92648a7320bb3bf"
integrity sha512-LkqsEBgTZztFiccZZXnawWa8qNCATEqE97/d0vIwjTclmVlc8pBpD1DmjfVHtZ1HS5fZorFlVhXfpwnCNDZfyg==
dependencies:
"@babel/runtime" "^7.23.2"
"@noble/curves" "^1.2.0"
"@noble/hashes" "^1.3.1"
"@solana/buffer-layout" "^4.0.0"
agentkeepalive "^4.3.0"
bigint-buffer "^1.1.5"
bn.js "^5.2.1"
borsh "^0.7.0"
bs58 "^4.0.1"
buffer "6.0.3"
fast-stable-stringify "^1.0.0"
jayson "^4.1.0"
node-fetch "^2.6.12"
rpc-websockets "^7.5.1"
superstruct "^0.14.2"
"@solana/web3.js@^1.90.0": "@solana/web3.js@^1.90.0":
version "1.95.1" version "1.95.1"
resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.95.1.tgz#fcbbaf845309ff7ceb8d3726702799e8c27530e8" resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.95.1.tgz#fcbbaf845309ff7ceb8d3726702799e8c27530e8"
@@ -5106,13 +5071,6 @@ node-fetch@2, node-fetch@2.6.7:
dependencies: dependencies:
whatwg-url "^5.0.0" whatwg-url "^5.0.0"
node-fetch@^2.6.12, node-fetch@^2.7.0:
version "2.7.0"
resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.7.0.tgz#d0f0fa6e3e2dc1d27efcd8ad99d550bda94d187d"
integrity sha512-c4FRfUm/dbcWZ7U+1Wq0AwCyFL+3nt2bEw05wfxSz+DWpWsitgmSgYmy2dQdWyKC1694ELPqMs/YzUSNozLt8A==
dependencies:
whatwg-url "^5.0.0"
node-fetch@^2.6.7: node-fetch@^2.6.7:
version "2.6.9" version "2.6.9"
resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.6.9.tgz#7c7f744b5cc6eb5fd404e0c7a9fec630a55657e6" resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.6.9.tgz#7c7f744b5cc6eb5fd404e0c7a9fec630a55657e6"
@@ -5120,6 +5078,13 @@ node-fetch@^2.6.7:
dependencies: dependencies:
whatwg-url "^5.0.0" whatwg-url "^5.0.0"
node-fetch@^2.7.0:
version "2.7.0"
resolved "https://registry.yarnpkg.com/node-fetch/-/node-fetch-2.7.0.tgz#d0f0fa6e3e2dc1d27efcd8ad99d550bda94d187d"
integrity sha512-c4FRfUm/dbcWZ7U+1Wq0AwCyFL+3nt2bEw05wfxSz+DWpWsitgmSgYmy2dQdWyKC1694ELPqMs/YzUSNozLt8A==
dependencies:
whatwg-url "^5.0.0"
node-gyp-build@^4.3.0: node-gyp-build@^4.3.0:
version "4.5.0" version "4.5.0"
resolved "https://registry.yarnpkg.com/node-gyp-build/-/node-gyp-build-4.5.0.tgz#7a64eefa0b21112f89f58379da128ac177f20e40" resolved "https://registry.yarnpkg.com/node-gyp-build/-/node-gyp-build-4.5.0.tgz#7a64eefa0b21112f89f58379da128ac177f20e40"