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Merge pull request #81 from drift-labs/market-slot-killswitch

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10min stale slot killswitch
This commit is contained in:
Nour Alharithi
2024-01-29 13:23:27 -08:00
committed by GitHub
parent 7c9ce14a8d ac3267d446
commit 32ca7483cb
1 changed files with 45 additions and 0 deletions
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45
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -27,6 +27,8 @@ type wsMarketL2Args = {
updateOnChange?: boolean; updateOnChange?: boolean;
}; };
const MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
export type wsMarketInfo = { export type wsMarketInfo = {
marketIndex: number; marketIndex: number;
marketName: string; marketName: string;
@@ -37,6 +39,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>; public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
redisClient: RedisClient; redisClient: RedisClient;
public killSwitchSlotDiffThreshold: number; public killSwitchSlotDiffThreshold: number;
public lastMarketSlotMap: Map<
MarketType,
Map<number, { slot: number; ts: number }>
>;
constructor( constructor(
config: DLOBSubscriptionConfig & { config: DLOBSubscriptionConfig & {
@@ -56,6 +62,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
this.lastSeenL2Formatted = new Map(); this.lastSeenL2Formatted = new Map();
this.lastSeenL2Formatted.set(MarketType.SPOT, new Map()); this.lastSeenL2Formatted.set(MarketType.SPOT, new Map());
this.lastSeenL2Formatted.set(MarketType.PERP, new Map()); this.lastSeenL2Formatted.set(MarketType.PERP, new Map());
this.lastMarketSlotMap = new Map();
this.lastMarketSlotMap.set(MarketType.SPOT, new Map());
this.lastMarketSlotMap.set(MarketType.PERP, new Map());
for (const market of config.perpMarketInfos) { for (const market of config.perpMarketInfos) {
const perpMarket = this.driftClient.getPerpMarketAccount( const perpMarket = this.driftClient.getPerpMarketAccount(
@@ -107,6 +116,15 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const { marketName, ...l2FuncArgs } = l2Args; const { marketName, ...l2FuncArgs } = l2Args;
const l2 = this.getL2(l2FuncArgs); const l2 = this.getL2(l2FuncArgs);
const slot = l2.slot; const slot = l2.slot;
const lastMarketSlotAndTime = this.lastMarketSlotMap
.get(l2Args.marketType)
.get(l2Args.marketIndex);
if (!lastMarketSlotAndTime) {
this.lastMarketSlotMap
.get(l2Args.marketType)
.set(l2Args.marketIndex, { slot, ts: Date.now() });
}
if (slot) { if (slot) {
delete l2.slot; delete l2.slot;
} }
@@ -127,6 +145,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
) )
return; return;
} }
this.lastSeenL2Formatted this.lastSeenL2Formatted
.get(l2Args.marketType) .get(l2Args.marketType)
?.set(l2Args.marketIndex, JSON.stringify(l2Formatted)); ?.set(l2Args.marketIndex, JSON.stringify(l2Formatted));
@@ -148,6 +167,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Args.marketIndex l2Args.marketIndex
); );
// Check if slot diffs are too large for oracle
if ( if (
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) > Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
this.killSwitchSlotDiffThreshold this.killSwitchSlotDiffThreshold
@@ -155,9 +175,34 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
console.log(`Killing process due to slot diffs for market ${marketName}: console.log(`Killing process due to slot diffs for market ${marketName}:
dlobProvider slot: ${slot} dlobProvider slot: ${slot}
oracle slot: ${l2Formatted['oracleData']['slot']} oracle slot: ${l2Formatted['oracleData']['slot']}
`);
process.exit(1);
}
// Check if times and slots are too different for market
if (
lastMarketSlotAndTime &&
l2Formatted['marketSlot'] === lastMarketSlotAndTime.slot &&
Date.now() - lastMarketSlotAndTime.ts > MAKRET_STALENESS_THRESHOLD
) {
console.log(`Killing process due to same slot for market ${marketName} after > ${MAKRET_STALENESS_THRESHOLD}ms:
dlobProvider slot: ${slot}
market slot: ${l2Formatted['marketSlot']} market slot: ${l2Formatted['marketSlot']}
`); `);
process.exit(1); process.exit(1);
} else if (
lastMarketSlotAndTime &&
l2Formatted['marketSlot'] !== lastMarketSlotAndTime.slot
) {
console.log(
`Updating market slot for ${l2Args.marketName} with slot ${l2Formatted['marketSlot']}`
);
this.lastMarketSlotMap
.get(l2Args.marketType)
.set(l2Args.marketIndex, {
slot: l2Formatted['marketSlot'],
ts: Date.now(),
});
} }
const l2Formatted_depth100 = Object.assign({}, l2Formatted, { const l2Formatted_depth100 = Object.assign({}, l2Formatted, {