cache priority fees
This commit is contained in:
Nour Alharithi
250
src/index.ts
250
src/index.ts
@@ -9,9 +9,6 @@ import { Commitment, Connection, Keypair, PublicKey } from '@solana/web3.js';
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import {
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BulkAccountLoader,
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DLOBNode,
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DLOBOrder,
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DLOBOrders,
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DLOBOrdersCoder,
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DLOBSubscriber,
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DriftClient,
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DriftClientSubscriptionConfig,
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@@ -299,8 +296,6 @@ const main = async (): Promise<void> => {
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const dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
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const dlobCoder = DLOBOrdersCoder.create();
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await driftClient.subscribe();
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driftClient.eventEmitter.on('error', (e) => {
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logger.info('clearing house error');
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@@ -461,237 +456,24 @@ const main = async (): Promise<void> => {
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app.get('/startup', handleStartup);
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app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider));
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if (FEATURE_FLAGS.ENABLE_ORDERS_ENDPOINTS) {
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app.get('/orders/json/raw', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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const slot = dlobProvider.getSlot();
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app.get('/priorityFees', async (req, res, next) => {
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try {
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const { marketIndex, marketType } = req.query;
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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oracles.push({
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marketIndex: market.marketIndex,
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...oracle,
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});
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}
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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orders.push({
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user: publicKey.toBase58(),
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order: order,
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});
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}
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}
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (e) {
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next(e);
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const fees = await redisClients[
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parseInt(process.env.HELIUS_REDIS_HOST_INDEX) ?? 0
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].client.get(`priorityFees_${marketType}_${marketIndex}`);
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if (fees) {
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res.status(200).json(JSON.parse(fees));
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return;
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} else {
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res.writeHead(404);
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res.end('Not found');
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}
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});
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app.get('/orders/json', async (_req, res, next) => {
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try {
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// object with userAccount key and orders object serialized
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const slot = dlobProvider.getSlot();
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const orders: Array<any> = [];
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const oracles: Array<any> = [];
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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market.marketIndex
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);
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const oracleHuman = {
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marketIndex: market.marketIndex,
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price: oracle.price.toString(),
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slot: oracle.slot.toString(),
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confidence: oracle.confidence.toString(),
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hasSufficientNumberOfDataPoints:
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oracle.hasSufficientNumberOfDataPoints,
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maxPrice: oracle.maxPrice,
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};
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if (oracle.twap) {
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oracleHuman['twap'] = oracle.twap.toString();
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}
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if (oracle.twapConfidence) {
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oracleHuman['twapConfidence'] = oracle.twapConfidence.toString();
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}
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oracles.push(oracleHuman);
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}
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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const orderHuman = {
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status: getVariant(order.status),
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orderType: getVariant(order.orderType),
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marketType: getVariant(order.marketType),
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slot: order.slot.toString(),
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orderId: order.orderId,
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userOrderId: order.userOrderId,
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marketIndex: order.marketIndex,
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price: order.price.toString(),
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baseAssetAmount: order.baseAssetAmount.toString(),
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baseAssetAmountFilled: order.baseAssetAmountFilled.toString(),
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quoteAssetAmountFilled: order.quoteAssetAmountFilled.toString(),
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direction: getVariant(order.direction),
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reduceOnly: order.reduceOnly,
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triggerPrice: order.triggerPrice.toString(),
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triggerCondition: getVariant(order.triggerCondition),
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existingPositionDirection: getVariant(
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order.existingPositionDirection
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),
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postOnly: order.postOnly,
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immediateOrCancel: order.immediateOrCancel,
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oraclePriceOffset: order.oraclePriceOffset,
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auctionDuration: order.auctionDuration,
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auctionStartPrice: order.auctionStartPrice.toString(),
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auctionEndPrice: order.auctionEndPrice.toString(),
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maxTs: order.maxTs.toString(),
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};
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if (order.quoteAssetAmountFilled) {
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orderHuman['quoteAssetAmount'] =
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order.quoteAssetAmountFilled.toString();
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orderHuman['quoteAssetAmountFilled'] =
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order.quoteAssetAmountFilled.toString();
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}
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orders.push({
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user: publicKey.toBase58(),
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order: orderHuman,
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});
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}
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}
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// respond with orders
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res.writeHead(200);
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res.end(
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JSON.stringify({
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slot,
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oracles,
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orders,
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})
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);
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idl', async (_req, res, next) => {
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try {
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const dlobOrders: DLOBOrders = [];
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.writeHead(200);
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res.end(dlobCoder.encode(dlobOrders));
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} catch (err) {
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next(err);
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}
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});
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app.get('/orders/idlWithSlot', async (req, res, next) => {
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try {
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const { marketName, marketIndex, marketType } = req.query;
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const { normedMarketType, normedMarketIndex, error } =
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validateDlobQuery(
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driftClient,
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driftEnv,
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marketType as string,
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marketIndex as string,
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marketName as string
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);
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const useFilter =
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marketName !== undefined ||
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marketIndex !== undefined ||
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marketType !== undefined;
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if (useFilter) {
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if (
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error ||
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normedMarketType === undefined ||
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normedMarketIndex === undefined
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) {
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res.status(400).send(error);
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return;
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}
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}
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const dlobOrders: DLOBOrders = [];
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for (const {
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userAccount,
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publicKey,
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} of dlobProvider.getUserAccounts()) {
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for (const order of userAccount.orders) {
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if (isVariant(order.status, 'init')) {
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continue;
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}
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if (useFilter) {
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if (
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getVariant(order.marketType) !== getVariant(normedMarketType) ||
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order.marketIndex !== normedMarketIndex
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) {
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continue;
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}
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}
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dlobOrders.push({
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user: publicKey,
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order,
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} as DLOBOrder);
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}
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}
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res.end(
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JSON.stringify({
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slot: dlobProvider.getSlot(),
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data: dlobCoder.encode(dlobOrders).toString('base64'),
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})
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);
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} catch (err) {
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next(err);
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}
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});
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}
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} catch (err) {
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next(err);
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}
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});
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app.get('/topMakers', async (req, res, next) => {
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try {
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238
src/publishers/priorityFeesPublisher.ts
Normal file
238
src/publishers/priorityFeesPublisher.ts
Normal file
@@ -0,0 +1,238 @@
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import { program } from 'commander';
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import { Connection, Commitment, Keypair } from '@solana/web3.js';
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import {
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DriftClient,
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initialize,
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DriftEnv,
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Wallet,
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BulkAccountLoader,
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isVariant,
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getMarketsAndOraclesForSubscription,
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} from '@drift-labs/sdk';
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import { logger, setLogLevel } from '../utils/logger';
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import { sleep } from '../utils/utils';
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import express from 'express';
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// import { handleHealthCheck } from '../core/metrics';
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import { RedisClient } from '../utils/redisClient';
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require('dotenv').config();
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const stateCommitment: Commitment = 'confirmed';
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const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
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const commitHash = process.env.COMMIT;
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const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
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const REDIS_PORT = process.env.REDIS_PORT || '6379';
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const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
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// Set up express for health checks
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const app = express();
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//@ts-ignore
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const sdkConfig = initialize({ env: process.env.ENV });
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let driftClient: DriftClient;
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const opts = program.opts();
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setLogLevel(opts.debug ? 'debug' : 'info');
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const token = process.env.TOKEN;
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const endpoint = token
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? process.env.ENDPOINT + `/${token}`
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: process.env.ENDPOINT;
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const wsEndpoint = process.env.WS_ENDPOINT;
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if (!endpoint.includes('helius')) {
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throw new Error('We use helius for fee publisher fellas');
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}
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logger.info(`RPC endpoint: ${endpoint}`);
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logger.info(`WS endpoint: ${wsEndpoint}`);
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logger.info(`DriftEnv: ${driftEnv}`);
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logger.info(`Commit: ${commitHash}`);
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class PriorityFeeSubscriber {
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endpoint: string;
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perpMarketPubkeys: { marketIndex: number; pubkey: string }[];
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spotMarketPubkeys: { marketIndex: number; pubkey: string }[];
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redisClient: RedisClient;
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frequencyMs: number;
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constructor(config: {
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endpoint: string;
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redisClient: RedisClient;
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perpMarketPubkeys: { marketIndex: number; pubkey: string }[];
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spotMarketPubkeys: { marketIndex: number; pubkey: string }[];
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frequencyMs?: number;
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}) {
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this.endpoint = config.endpoint;
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this.perpMarketPubkeys = config.perpMarketPubkeys;
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this.spotMarketPubkeys = config.spotMarketPubkeys;
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this.redisClient = config.redisClient;
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this.frequencyMs = config.frequencyMs ?? 5000;
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}
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async subscribe() {
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await this.fetchAndPushPriorityFees();
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setInterval(async () => {
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await this.fetchAndPushPriorityFees();
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}, this.frequencyMs);
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}
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async fetchAndPushPriorityFees() {
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const [resultPerp, resultSpot] = await Promise.all([
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fetch(this.endpoint, {
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method: 'POST',
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headers: {
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'Content-Type': 'application/json',
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},
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body: JSON.stringify(
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this.perpMarketPubkeys.map((xx) => {
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return {
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jsonrpc: '2.0',
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id: '1',
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method: 'getPriorityFeeEstimate',
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params: [
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{
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accountKeys: [xx.pubkey],
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options: {
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includeAllPriorityFeeLevels: true,
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},
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},
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],
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};
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})
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),
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}),
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fetch(this.endpoint, {
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method: 'POST',
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headers: {
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'Content-Type': 'application/json',
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},
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body: JSON.stringify(
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this.spotMarketPubkeys.map((xx) => {
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return {
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jsonrpc: '2.0',
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id: '1',
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method: 'getPriorityFeeEstimate',
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params: [
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{
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accountKeys: [xx.pubkey],
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options: {
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includeAllPriorityFeeLevels: true,
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},
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},
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],
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};
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})
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),
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}),
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]);
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const [dataPerp, dataSpot] = await Promise.all([
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resultPerp.json(),
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resultSpot.json(),
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]);
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dataPerp.forEach((result: any, index: number) => {
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const marketIndex = this.perpMarketPubkeys[index].marketIndex;
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this.redisClient.client.publish(
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`priorityFees_perp_${marketIndex}`,
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JSON.stringify(result.result['priorityFeeLevels'])
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);
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this.redisClient.client.set(
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`priorityFees_perp_${marketIndex}`,
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JSON.stringify(result.result['priorityFeeLevels'])
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);
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});
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dataSpot.forEach((result: any, index: number) => {
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const marketIndex = this.perpMarketPubkeys[index].marketIndex;
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this.redisClient.client.publish(
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`priorityFees_spot_${marketIndex}`,
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JSON.stringify(result.result['priorityFeeLevels'])
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);
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this.redisClient.client.set(
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`priorityFees_spot_${marketIndex}`,
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JSON.stringify(result.result['priorityFeeLevels'])
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);
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||||
});
|
||||
}
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||||
}
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const main = async () => {
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const connection = new Connection(endpoint, {
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wsEndpoint: wsEndpoint,
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commitment: stateCommitment,
|
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});
|
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const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
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getMarketsAndOraclesForSubscription(sdkConfig.ENV);
|
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const driftClient = new DriftClient({
|
||||
connection,
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wallet: new Wallet(new Keypair()),
|
||||
perpMarketIndexes,
|
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spotMarketIndexes,
|
||||
oracleInfos,
|
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accountSubscription: {
|
||||
type: 'polling',
|
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accountLoader: new BulkAccountLoader(connection, stateCommitment, 0),
|
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},
|
||||
});
|
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await driftClient.subscribe();
|
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|
||||
const perpMarketPubkeys = driftClient.getPerpMarketAccounts().map((acct) => {
|
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return { marketIndex: acct.marketIndex, pubkey: acct.pubkey.toString() };
|
||||
});
|
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const spotMarketPubkeys = [];
|
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for (const market of sdkConfig.SPOT_MARKETS) {
|
||||
if (market.serumMarket) {
|
||||
const serumConfigAccount = await driftClient.getSerumV3FulfillmentConfig(
|
||||
market.serumMarket
|
||||
);
|
||||
if (isVariant(serumConfigAccount.status, 'enabled')) {
|
||||
spotMarketPubkeys.push({
|
||||
marketIndex: market.marketIndex,
|
||||
pubkey: market.serumMarket.toString(),
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
|
||||
await redisClient.connect();
|
||||
|
||||
const priorityFeeSubscriber = new PriorityFeeSubscriber({
|
||||
endpoint,
|
||||
perpMarketPubkeys,
|
||||
spotMarketPubkeys,
|
||||
redisClient,
|
||||
});
|
||||
|
||||
await priorityFeeSubscriber.subscribe();
|
||||
const server = app.listen(8080);
|
||||
|
||||
// Default keepalive is 5s, since the AWS ALB timeout is 60 seconds, clients
|
||||
// sometimes get 502s.
|
||||
// https://shuheikagawa.com/blog/2019/04/25/keep-alive-timeout/
|
||||
// https://stackoverflow.com/a/68922692
|
||||
server.keepAliveTimeout = 61 * 1000;
|
||||
server.headersTimeout = 65 * 1000;
|
||||
|
||||
console.log('Priority fee publisher Publishing Messages');
|
||||
};
|
||||
|
||||
async function recursiveTryCatch(f: () => void) {
|
||||
try {
|
||||
await f();
|
||||
} catch (e) {
|
||||
console.error(e);
|
||||
await sleep(15000);
|
||||
await recursiveTryCatch(f);
|
||||
}
|
||||
}
|
||||
|
||||
recursiveTryCatch(() => main());
|
||||
|
||||
export { sdkConfig, endpoint, wsEndpoint, driftEnv, commitHash, driftClient };
|
||||
@@ -65,11 +65,13 @@ const getRedisChannelFromMessage = (message: any): string => {
|
||||
throw new Error('Bad market specified');
|
||||
}
|
||||
|
||||
switch (channel) {
|
||||
switch (channel.toLowerCase()) {
|
||||
case 'trades':
|
||||
return `trades_${marketType}_${marketIndex}`;
|
||||
case 'orderbook':
|
||||
return `orderbook_${marketType}_${marketIndex}`;
|
||||
case 'priorityfees':
|
||||
return `priorityFees_${marketType}_${marketIndex}`;
|
||||
case undefined:
|
||||
default:
|
||||
throw new Error('Bad channel specified');
|
||||
|
||||
Reference in New Issue
Block a user