grpc order subscriber
This commit is contained in:
Nour Alharithi
253
src/grpc/OrderSubscriberGRPC.ts
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253
src/grpc/OrderSubscriberGRPC.ts
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@@ -0,0 +1,253 @@
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import { BorshAccountsCoder } from '@coral-xyz/anchor';
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import { Commitment, PublicKey, RpcResponseAndContext } from '@solana/web3.js';
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import { Buffer } from 'buffer';
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import Client, {
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CommitmentLevel,
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SubscribeRequest,
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SubscribeUpdate,
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} from '@triton-one/yellowstone-grpc';
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import {
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BN,
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DLOB,
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DriftClient,
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UserAccount,
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getUserFilter,
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getUserWithOrderFilter,
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} from '@drift-labs/sdk';
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import { ClientDuplexStream } from '@grpc/grpc-js';
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type grpcDlobConfig = {
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endpoint: string;
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token: string;
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};
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export class GeyserOrderSubscriber {
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usersAccounts = new Map<string, { slot: number; userAccount: UserAccount }>();
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commitment: Commitment;
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driftClient: DriftClient;
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config: grpcDlobConfig;
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stream: ClientDuplexStream<SubscribeRequest, SubscribeUpdate>;
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fetchPromise?: Promise<void>;
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fetchPromiseResolver: () => void;
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mostRecentSlot: number;
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constructor(driftClient: DriftClient, config: grpcDlobConfig) {
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this.driftClient = driftClient;
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this.config = config;
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}
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public async subscribe(): Promise<void> {
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const client = new Client(this.config.endpoint, this.config.token);
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this.stream = await client.subscribe();
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const request: SubscribeRequest = {
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slots: {},
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accounts: {
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drift: {
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owner: [this.driftClient.program.programId.toBase58()],
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filters: [
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{
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memcmp: {
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offset: '0',
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bytes: BorshAccountsCoder.accountDiscriminator('User'),
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},
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},
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{
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memcmp: {
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offset: '4350',
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bytes: Uint8Array.from([1]),
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},
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},
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],
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account: [],
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},
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},
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transactions: {},
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blocks: {},
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blocksMeta: {},
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accountsDataSlice: [],
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commitment: CommitmentLevel.PROCESSED,
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entry: {},
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};
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this.stream.on('data', (chunk: any) => {
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if (!chunk.account) {
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return;
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}
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const slot = Number(chunk.account.slot);
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this.tryUpdateUserAccount(
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new PublicKey(chunk.account.account.pubkey).toBase58(),
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'grpc',
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chunk.account.account.data,
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slot
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);
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});
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return new Promise<void>((resolve, reject) => {
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this.stream.write(request, (err) => {
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if (err === null || err === undefined) {
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resolve();
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} else {
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reject(err);
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}
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});
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}).catch((reason) => {
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console.error(reason);
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throw reason;
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});
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}
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async fetch(): Promise<void> {
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if (this.fetchPromise) {
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return this.fetchPromise;
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}
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this.fetchPromise = new Promise((resolver) => {
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this.fetchPromiseResolver = resolver;
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});
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try {
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const rpcRequestArgs = [
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this.driftClient.program.programId.toBase58(),
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{
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commitment: this.commitment,
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filters: [getUserFilter(), getUserWithOrderFilter()],
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encoding: 'base64',
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withContext: true,
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},
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];
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const rpcJSONResponse: any =
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// @ts-ignore
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await this.driftClient.connection._rpcRequest(
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'getProgramAccounts',
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rpcRequestArgs
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);
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const rpcResponseAndContext: RpcResponseAndContext<
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Array<{
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pubkey: PublicKey;
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account: {
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data: [string, string];
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};
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}>
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> = rpcJSONResponse.result;
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const slot: number = rpcResponseAndContext.context.slot;
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const programAccountSet = new Set<string>();
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for (const programAccount of rpcResponseAndContext.value) {
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const key = programAccount.pubkey.toString();
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programAccountSet.add(key);
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this.tryUpdateUserAccount(
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key,
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'raw',
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programAccount.account.data,
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slot
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);
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// give event loop a chance to breathe
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await new Promise((resolve) => setTimeout(resolve, 0));
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}
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for (const key of this.usersAccounts.keys()) {
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if (!programAccountSet.has(key)) {
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this.usersAccounts.delete(key);
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}
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// give event loop a chance to breathe
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await new Promise((resolve) => setTimeout(resolve, 0));
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}
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} catch (e) {
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console.error(e);
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} finally {
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this.fetchPromiseResolver();
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this.fetchPromise = undefined;
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}
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}
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tryUpdateUserAccount(
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key: string,
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dataType: 'raw' | 'grpc',
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data: string[] | Buffer | UserAccount,
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slot: number
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): void {
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if (!this.mostRecentSlot || slot > this.mostRecentSlot) {
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this.mostRecentSlot = slot;
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}
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const slotAndUserAccount = this.usersAccounts.get(key);
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if (!slotAndUserAccount || slotAndUserAccount.slot <= slot) {
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// Polling leads to a lot of redundant decoding, so we only decode if data is from a fresh slot
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let buffer: Buffer;
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if (dataType === 'raw') {
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buffer = Buffer.from(data[0], data[1]);
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} else {
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buffer = data as Buffer;
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}
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const newLastActiveSlot = new BN(
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buffer.subarray(4328, 4328 + 8),
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undefined,
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'le'
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);
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if (
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slotAndUserAccount &&
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slotAndUserAccount.userAccount.lastActiveSlot.gt(newLastActiveSlot)
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) {
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return;
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}
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const userAccount =
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this.driftClient.program.account.user.coder.accounts.decodeUnchecked(
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'User',
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buffer
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) as UserAccount;
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if (userAccount.hasOpenOrder) {
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this.usersAccounts.set(key, { slot, userAccount });
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} else {
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this.usersAccounts.delete(key);
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}
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}
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}
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public async getDLOB(slot: number): Promise<DLOB> {
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const dlob = new DLOB();
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for (const [key, { userAccount }] of this.usersAccounts.entries()) {
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const userAccountPubkey = new PublicKey(key);
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for (const order of userAccount.orders) {
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dlob.insertOrder(order, userAccountPubkey, slot);
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}
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}
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return dlob;
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}
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public getSlot(): number {
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return this.mostRecentSlot ?? 0;
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}
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public async unsubscribe(): Promise<void> {
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return new Promise<void>((resolve, reject) => {
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this.stream.write(
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{
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slots: {},
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accounts: {},
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transactions: {},
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blocks: {},
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blocksMeta: {},
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accountsDataSlice: [],
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entry: {},
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},
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(err) => {
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if (err === null || err === undefined) {
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resolve();
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} else {
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reject(err);
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}
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}
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);
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}).catch((reason) => {
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console.error(reason);
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throw reason;
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});
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}
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}
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