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wphan
178
example/client.ts
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178
example/client.ts
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@@ -0,0 +1,178 @@
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import fetch from "node-fetch";
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import {
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BulkAccountLoader,
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calculateAskPrice,
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calculateBidPrice,
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convertToNumber,
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DLOB,
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DLOBOrders,
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DLOBOrdersCoder,
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DriftClient,
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EventSubscriber,
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getVariant,
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initialize,
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MarketType,
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OrderActionRecord,
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OrderRecord,
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PRICE_PRECISION,
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Wallet,
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WrappedEvent,
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} from "@drift-labs/sdk";
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import { Connection, Keypair, PublicKey } from "@solana/web3.js";
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/********** SET THESE **********/
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const dlobServerURL = "http://localhost:6969/orders/idl";
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// const dlobServerURL = "https://dlob.drift.trade/orders/idl";
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// const rpcEndpoint = "https://solana-api.syndica.io/access-token/eqLMxrnnLgz5eSGKsPIaFK0dSvJeYCNviWhnIgaAH3YdM0K6C6tQdctk94Rb9mCX/rpc";
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// const driftEnv = "mainnet-beta";
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// const dlobServerURL = "https://master.dlob.drift.trade/orders/idl";
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const rpcEndpoint = "https://api.devnet.solana.com";
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const driftEnv = "devnet";
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const initializedKey = [1, 2, 3, 4, 5]; // private key to initialize driftClient
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/*******************************/
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//@ts-ignore
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const sdkConfig = initialize({ env: driftEnv });
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const stateCommitment = 'confirmed';
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const keypair = Keypair.fromSecretKey(Uint8Array.from(initializedKey));
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const wallet = new Wallet(keypair);
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const connection = new Connection(rpcEndpoint, stateCommitment);
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const driftClientPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
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/********** initializing driftClient as usual **********/
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const bulkAccountLoader = new BulkAccountLoader(
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connection,
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stateCommitment,
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1000
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);
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const driftClient = new DriftClient({
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connection,
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wallet,
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programID: driftClientPublicKey,
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accountSubscription: {
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type: 'polling',
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accountLoader: bulkAccountLoader,
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},
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env: driftEnv,
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userStats: true,
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});
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const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
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maxTx: 8192,
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maxEventsPerType: 8192,
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orderBy: 'blockchain',
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orderDir: 'desc',
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commitment: stateCommitment,
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logProviderConfig: {
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type: 'polling',
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frequency: 1000,
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// type: 'websocket',
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},
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});
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let maxDlobSlot = 0;
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const dlob = new DLOB();
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driftClient.subscribe().then((success) => {
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if (!success) {
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throw new Error("DriftClient subscription failed");
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}
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eventSubscriber.subscribe().then((success) => {
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if (!success) {
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throw new Error("EventSubscriber subscription failed");
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}
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/********** Example for updating dlob on events **********/
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eventSubscriber.eventEmitter.on('newEvent', async (event: WrappedEvent<any>) => {
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// NOTE: only apply events if they're newer than the last
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// only apply new events if they're newer than the last slot we've seen
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if (event.eventType === "OrderRecord") {
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const record = event as OrderRecord;
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if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
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dlob.handleOrderRecord(record);
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console.log(`Handled OrderRecord event for market ${record.order.marketIndex}`);
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printDlob(record.order.marketIndex, dlob);
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}
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} else if (event.eventType === "OrderActionRecord") {
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const record = event as OrderActionRecord;
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if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
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dlob.handleOrderActionRecord(record);
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console.log(`Handled OrderActionRecord event for market ${record.marketIndex}, action: ${getVariant(record.action)} ${getVariant(record.actionExplanation)}`);
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printDlob(record.marketIndex, dlob);
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}
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}
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});
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doDlobDemo();
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});
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});
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/********** Example for initializing dlob **********/
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function getLatestSlotFromOrders(dlobOrders: DLOBOrders): number {
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return Math.max(...dlobOrders.map((dlobOrder) => dlobOrder.order.slot.toNumber()));
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}
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function printDlob(marketIndex: number, dlob: DLOB) {
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const currSlot = bulkAccountLoader.mostRecentSlot;
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const marketAccount = driftClient.getPerpMarketAccount(marketIndex);
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const oracle = driftClient.getOracleDataForPerpMarket(marketIndex);
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// you can also set vBid and vAsk to undefined to omit the vAMM price node from bids and asks
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const vBid = calculateBidPrice(marketAccount!, oracle);
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const vAsk = calculateAskPrice(marketAccount!, oracle);
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const dlobBids = dlob.getBids(marketIndex, vBid, currSlot, MarketType.PERP, oracle);
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const dlobAsks = dlob.getAsks(marketIndex, vAsk, currSlot, MarketType.PERP, oracle);
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console.log(`DLOB for market ${marketIndex}:`);
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console.log("Asks");
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const dlobAsksArray = Array(...dlobAsks).reverse();
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let countAsks = dlobAsksArray.length;
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for (const ask of dlobAsksArray) {
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const isVamm = ask.isVammNode();
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console.log(` [${countAsks}] ${isVamm ? "vAMMNode" : getVariant(ask.order?.orderType)} ${convertToNumber(ask.getPrice(oracle, currSlot), PRICE_PRECISION)}`);
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countAsks--;
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}
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console.log("Bids");
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let countBids = 0;
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for (const bid of dlobBids) {
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const isVamm = bid.isVammNode();
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console.log(` [${countBids}] ${isVamm ? "vAMMNode" : getVariant(bid.order?.orderType)} ${convertToNumber(bid.getPrice(oracle, currSlot), PRICE_PRECISION)}`);
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countBids++;
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}
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console.log("");
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}
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function doDlobDemo() {
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const dlobCoder = DLOBOrdersCoder.create();
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fetch(dlobServerURL)
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.then(
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(r) => {
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r.arrayBuffer().then((b) => {
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const dlobOrders = dlobCoder.decode(Buffer.from(b));
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// console.log(JSON.stringify(dlobOrders, null, 2));
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console.log(`dlob orders count: ${dlobOrders.length}`);
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dlob.initFromOrders(dlobOrders);
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maxDlobSlot = getLatestSlotFromOrders(dlobOrders);
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console.log(`maxSlot from DLOB init orders: ${maxDlobSlot}`);
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console.log("Initialized DLOb from server");
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printDlob(0, dlob);
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printDlob(1, dlob);
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printDlob(2, dlob);
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});
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});
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}
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203
example/clientWithSlot.ts
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203
example/clientWithSlot.ts
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@@ -0,0 +1,203 @@
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/**
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* Usage:
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* ts-node clientWithSlot.ts
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*/
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import fetch from "node-fetch";
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import {
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BulkAccountLoader,
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calculateAskPrice,
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calculateBidPrice,
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convertToNumber,
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DLOB,
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DLOBOrders,
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DLOBOrdersCoder,
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DriftClient,
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DriftClientSubscriptionConfig,
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EventSubscriber,
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getVariant,
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initialize,
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LogProviderConfig,
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MarketType,
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OrderActionRecord,
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OrderRecord,
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PRICE_PRECISION,
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Wallet,
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WrappedEvent,
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} from "@drift-labs/sdk";
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import { Connection, Keypair, PublicKey } from "@solana/web3.js";
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/********** SET THESE **********/
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// const dlobServerURL = "http://localhost:6969/orders/idlWithSlot";
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const dlobServerURL = "https://dlob.drift.trade/orders/idlWithSlot";
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const rpcEndpoint = "https://api.mainnet-beta.solana.com";
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const driftEnv = "mainnet-beta";
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// const dlobServerURL = "https://master.dlob.drift.trade/orders/idlWithSlot";
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// const rpcEndpoint = "https://api.devnet.solana.com";
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// const driftEnv = "devnet";
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const initializedKey = [1, 2, 3, 4, 5]; // private key to initialize driftClient
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const useWebsocket = true;
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const levelsToPrint = 10;
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/*******************************/
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//@ts-ignore
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const sdkConfig = initialize({ env: driftEnv });
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const stateCommitment = 'confirmed';
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const keypair = Keypair.fromSecretKey(Uint8Array.from(initializedKey));
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const wallet = new Wallet(keypair);
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const connection = new Connection(rpcEndpoint, stateCommitment);
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const driftClientPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
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let lastSeenSlot = 0;
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/********** initializing driftClient as usual **********/
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var accountSubscription: DriftClientSubscriptionConfig;
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var logProviderConfig: LogProviderConfig;
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if (useWebsocket) {
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accountSubscription = {
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type: 'websocket',
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};
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logProviderConfig = {
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type: 'websocket',
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};
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} else {
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accountSubscription = {
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type: 'polling',
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accountLoader: new BulkAccountLoader(
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connection,
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stateCommitment,
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10000
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),
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};
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logProviderConfig = {
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type: 'polling',
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frequency: 10000,
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};
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}
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const driftClient = new DriftClient({
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connection,
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wallet,
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programID: driftClientPublicKey,
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accountSubscription,
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env: driftEnv,
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userStats: true,
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});
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const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
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maxTx: 8192,
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maxEventsPerType: 8192,
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orderBy: 'blockchain',
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orderDir: 'desc',
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commitment: stateCommitment,
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logProviderConfig,
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});
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const maxDlobSlot = 0;
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const dlob = new DLOB();
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driftClient.subscribe().then((success) => {
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if (!success) {
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throw new Error("DriftClient subscription failed");
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}
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eventSubscriber.subscribe().then((success) => {
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if (!success) {
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throw new Error("EventSubscriber subscription failed");
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}
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/********** Example for updating dlob on events **********/
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eventSubscriber.eventEmitter.on('newEvent', async (event: WrappedEvent<any>) => {
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// NOTE: only apply events if they're newer than the last
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// only apply new events if they're newer than the last slot we've seen
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lastSeenSlot = event.slot;
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if (event.eventType === "OrderRecord") {
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const record = event as OrderRecord;
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if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
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dlob.handleOrderRecord(record, event.slot);
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console.log(`Handled OrderRecord event for market ${record.order.marketIndex}`);
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printDlob(record.order.marketIndex, dlob);
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}
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} else if (event.eventType === "OrderActionRecord") {
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const record = event as OrderActionRecord;
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if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
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dlob.handleOrderActionRecord(record, event.slot);
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console.log(`Handled OrderActionRecord event for market ${record.marketIndex}, action: ${getVariant(record.action)} ${getVariant(record.actionExplanation)}`);
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printDlob(record.marketIndex, dlob);
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}
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}
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});
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setInterval(doDlobDemo, 10000);
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});
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});
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/********** Example for initializing dlob **********/
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function _getLatestSlotFromOrders(dlobOrders: DLOBOrders): number {
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return Math.max(...dlobOrders.map((dlobOrder) => dlobOrder.order.slot.toNumber()));
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}
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function printDlob(marketIndex: number, dlob: DLOB) {
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const currSlot = lastSeenSlot;
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if (lastSeenSlot === 0) {
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console.log('waiting for first slot update...');
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return;
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}
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const marketAccount = driftClient.getPerpMarketAccount(marketIndex);
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const oracle = driftClient.getOracleDataForPerpMarket(marketIndex);
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// you can also set vBid and vAsk to undefined to omit the vAMM price node from bids and asks
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const vBid = calculateBidPrice(marketAccount!, oracle);
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const vAsk = calculateAskPrice(marketAccount!, oracle);
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const dlobBids = dlob.getBids(marketIndex, vBid, lastSeenSlot, MarketType.PERP, oracle);
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const dlobAsks = dlob.getAsks(marketIndex, vAsk, lastSeenSlot, MarketType.PERP, oracle);
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console.log(`DLOB for market ${marketIndex}:`);
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console.log("Asks");
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const dlobAsksArray = Array(...dlobAsks).reverse();
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let countAsks = dlobAsksArray.length;
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for (const ask of dlobAsksArray) {
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const isVamm = ask.isVammNode();
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if (countAsks < levelsToPrint) {
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console.log(` [${countAsks - 1}] ${isVamm ? "vAMMNode" : getVariant(ask.order?.orderType)} ${convertToNumber(ask.getPrice(oracle, currSlot), PRICE_PRECISION)} (oraclePriceOffset: ${ask.order?.oraclePriceOffset || 0 * PRICE_PRECISION})`);
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}
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countAsks--;
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}
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console.log("Bids");
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let countBids = 0;
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for (const bid of dlobBids) {
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const isVamm = bid.isVammNode();
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if (countBids < levelsToPrint) {
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console.log(` [${countBids}] ${isVamm ? "vAMMNode" : getVariant(bid.order?.orderType)} ${convertToNumber(bid.getPrice(oracle, currSlot), PRICE_PRECISION)} (oraclePriceOffset: ${bid.order?.oraclePriceOffset || 0 * PRICE_PRECISION})`);
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}
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countBids++;
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}
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console.log("");
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}
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function doDlobDemo() {
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const dlobCoder = DLOBOrdersCoder.create();
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fetch(dlobServerURL)
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.then(
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async (r) => {
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console.log(`dlob server response: ${r.status} ${r.statusText}`);
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const resp = await r.json();
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lastSeenSlot = resp['slot'];
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console.log(`Latest dlob slot: ${lastSeenSlot}`);
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const dlobOrdersBuffer = Buffer.from(resp['data'], 'base64');
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const dlobOrders = dlobCoder.decode(Buffer.from(dlobOrdersBuffer));
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console.log(`Total Dlob orders count: ${dlobOrders.length}`);
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dlob.initFromOrders(dlobOrders, lastSeenSlot);
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const marketIndex = 0;
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console.log("Initialized DLOb from server");
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printDlob(marketIndex, dlob);
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});
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}
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