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Merge pull request #80 from drift-labs/master

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oracle kill switch
This commit is contained in:
Nour Alharithi
2024-01-23 14:28:06 -08:00
committed by GitHub
parent a0b0a2b2f6 6eb95323fe
commit 4658ca3222
2 changed files with 20 additions and 0 deletions
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16
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -36,6 +36,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
public marketL2Args: wsMarketL2Args[] = []; public marketL2Args: wsMarketL2Args[] = [];
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>; public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
redisClient: RedisClient; redisClient: RedisClient;
public killSwitchSlotDiffThreshold: number;
constructor( constructor(
config: DLOBSubscriptionConfig & { config: DLOBSubscriptionConfig & {
@@ -43,10 +44,13 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
perpMarketInfos: wsMarketInfo[]; perpMarketInfos: wsMarketInfo[];
spotMarketInfos: wsMarketInfo[]; spotMarketInfos: wsMarketInfo[];
spotMarketSubscribers: SubscriberLookup; spotMarketSubscribers: SubscriberLookup;
killSwitchSlotDiffThreshold?: number;
} }
) { ) {
super(config); super(config);
this.redisClient = config.redisClient; this.redisClient = config.redisClient;
this.killSwitchSlotDiffThreshold =
config.killSwitchSlotDiffThreshold || 200;
// Set up appropriate maps // Set up appropriate maps
this.lastSeenL2Formatted = new Map(); this.lastSeenL2Formatted = new Map();
@@ -139,6 +143,18 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Args.marketIndex l2Args.marketIndex
); );
if (
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
this.killSwitchSlotDiffThreshold
) {
console.log(`Killing process due to slot diffs for market ${marketName}:
dlobProvider slot: ${slot}
oracle slot: ${l2Formatted['oracleData']['slot']}
market slot: ${l2Formatted['marketSlot']}
`);
process.exit(1);
}
const l2Formatted_depth100 = Object.assign({}, l2Formatted, { const l2Formatted_depth100 = Object.assign({}, l2Formatted, {
bids: l2Formatted.bids.slice(0, 100), bids: l2Formatted.bids.slice(0, 100),
asks: l2Formatted.asks.slice(0, 100), asks: l2Formatted.asks.slice(0, 100),

4
src/publishers/dlobPublisher.ts
View File

@@ -71,6 +71,9 @@ const ORDERBOOK_UPDATE_INTERVAL =
parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 1000; parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 1000;
const WS_FALLBACK_FETCH_INTERVAL = 10_000; const WS_FALLBACK_FETCH_INTERVAL = 10_000;
const KILLSWITCH_SLOT_DIFF_THRESHOLD =
parseInt(process.env.KILLSWITCH_SLOT_DIFF_THRESHOLD) || 200;
// comma separated list of perp market indexes to load: i.e. 0,1,2,3 // comma separated list of perp market indexes to load: i.e. 0,1,2,3
const PERP_MARKETS_TO_LOAD = const PERP_MARKETS_TO_LOAD =
process.env.PERP_MARKETS_TO_LOAD !== undefined process.env.PERP_MARKETS_TO_LOAD !== undefined
@@ -395,6 +398,7 @@ const main = async () => {
spotMarketSubscribers: MARKET_SUBSCRIBERS, spotMarketSubscribers: MARKET_SUBSCRIBERS,
perpMarketInfos, perpMarketInfos,
spotMarketInfos, spotMarketInfos,
killSwitchSlotDiffThreshold: KILLSWITCH_SLOT_DIFF_THRESHOLD,
}); });
await dlobSubscriber.subscribe(); await dlobSubscriber.subscribe();
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) { if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {