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Merge pull request #83 from drift-labs/master

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market slot kill switch
This commit is contained in:
Nour Alharithi
2024-01-29 14:00:41 -08:00
committed by GitHub
parent db707de8cd 32ca7483cb
commit 4f31bc9a96
3 changed files with 50 additions and 5 deletions
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2
package.json
View File

@@ -6,7 +6,7 @@
"license": "Apache-2.0",
"dependencies": {
"@coral-xyz/anchor": "^0.29.0",
"@drift-labs/sdk": "2.59.0-beta.0",
"@drift-labs/sdk": "2.59.0-beta.5",
"@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0",

45
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -27,6 +27,8 @@ type wsMarketL2Args = {
updateOnChange?: boolean;
};
const MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
export type wsMarketInfo = {
marketIndex: number;
marketName: string;
@@ -37,6 +39,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
redisClient: RedisClient;
public killSwitchSlotDiffThreshold: number;
public lastMarketSlotMap: Map<
MarketType,
Map<number, { slot: number; ts: number }>
>;
constructor(
config: DLOBSubscriptionConfig & {
@@ -56,6 +62,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
this.lastSeenL2Formatted = new Map();
this.lastSeenL2Formatted.set(MarketType.SPOT, 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) {
const perpMarket = this.driftClient.getPerpMarketAccount(
@@ -107,6 +116,15 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const { marketName, ...l2FuncArgs } = l2Args;
const l2 = this.getL2(l2FuncArgs);
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) {
delete l2.slot;
}
@@ -127,6 +145,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
)
return;
}
this.lastSeenL2Formatted
.get(l2Args.marketType)
?.set(l2Args.marketIndex, JSON.stringify(l2Formatted));
@@ -148,6 +167,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Args.marketIndex
);
// Check if slot diffs are too large for oracle
if (
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
this.killSwitchSlotDiffThreshold
@@ -155,9 +175,34 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
console.log(`Killing process due to slot diffs for market ${marketName}:
dlobProvider slot: ${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']}
`);
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, {

8
yarn.lock
View File

@@ -115,10 +115,10 @@
enabled "2.0.x"
kuler "^2.0.0"
"@drift-labs/sdk@2.59.0-beta.0":
version "2.59.0-beta.0"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.59.0-beta.0.tgz#e71a862ba67851522e24e9c89512aef6406eef29"
integrity sha512-KmOXLbp+x2Q3HO7LppCkFO/suTevDxFVVcyfGLNonuHQLGoUUIKQTF+j87fg5IVem8a8dhqo/DyzM6mQxO6iGg==
"@drift-labs/sdk@2.59.0-beta.5":
version "2.59.0-beta.5"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.59.0-beta.5.tgz#50c8bd135c0bcdff224a0277841555433ced218a"
integrity sha512-RgVwGUbuQaZgw4LLe2yxBXiWDnzleYU7lr+Vjq0EFi7hNeyJ35V+IiOfDxA9G9/D3vv1BfXD3adx0gR2rLTUBg==
dependencies:
"@coral-xyz/anchor" "0.28.1-beta.2"
"@ellipsis-labs/phoenix-sdk" "^1.4.2"