squash
This commit is contained in:
wphan
4
.env.example
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4
.env.example
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@@ -0,0 +1,4 @@
|
||||
ANCHOR_PRIVATE_KEY=246,79,83,235,227,63,148,45,236,118,164,3,0,99,197,152,7,161,4,247,132,15,56,14,71,41,175,39,108,68,32,37,233,229,35,89,133,166,36,228,162,196,142,255,237,118,168,210,61,163,132,32,11,89,22,89,116,119,126,116,203,65,29,77
|
||||
ENDPOINT=https://api.devnet.solana.com
|
||||
ENV=devnet
|
||||
PORT=6969
|
||||
37
.eslintrc.json
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37
.eslintrc.json
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@@ -0,0 +1,37 @@
|
||||
{
|
||||
"root": true,
|
||||
"parser": "@typescript-eslint/parser",
|
||||
"env": {
|
||||
"browser": true
|
||||
},
|
||||
"ignorePatterns": ["**/lib", "**/node_modules", "migrations"],
|
||||
"plugins": [],
|
||||
"extends": [
|
||||
"eslint:recommended",
|
||||
"plugin:@typescript-eslint/eslint-recommended",
|
||||
"plugin:@typescript-eslint/recommended"
|
||||
],
|
||||
"rules": {
|
||||
"@typescript-eslint/explicit-function-return-type": "off",
|
||||
"@typescript-eslint/ban-ts-ignore": "off",
|
||||
"@typescript-eslint/ban-ts-comment": "off",
|
||||
"@typescript-eslint/no-explicit-any": "off",
|
||||
"@typescript-eslint/no-unused-vars": [
|
||||
2,
|
||||
{
|
||||
"argsIgnorePattern": "^_",
|
||||
"varsIgnorePattern": "^_"
|
||||
}
|
||||
],
|
||||
"@typescript-eslint/no-var-requires": 0,
|
||||
"@typescript-eslint/no-empty-function": 0,
|
||||
"no-mixed-spaces-and-tabs": [2, "smart-tabs"],
|
||||
"no-prototype-builtins": "off",
|
||||
"semi": 2
|
||||
},
|
||||
"settings": {
|
||||
"react": {
|
||||
"version": "detect"
|
||||
}
|
||||
}
|
||||
}
|
||||
142
.gitignore
vendored
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142
.gitignore
vendored
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@@ -0,0 +1,142 @@
|
||||
|
||||
# Created by https://www.gitignore.io/api/osx,node,linux,windows
|
||||
|
||||
### Linux ###
|
||||
*~
|
||||
|
||||
# npm tree
|
||||
package-lock.json
|
||||
|
||||
# compiled files
|
||||
built/
|
||||
|
||||
# moved files
|
||||
src/id.json
|
||||
src/package.json
|
||||
|
||||
# temporary files which can be created if a process still has a handle open of a deleted file
|
||||
.fuse_hidden*
|
||||
|
||||
# KDE directory preferences
|
||||
.directory
|
||||
|
||||
# Linux trash folder which might appear on any partition or disk
|
||||
.Trash-*
|
||||
|
||||
# .nfs files are created when an open file is removed but is still being accessed
|
||||
.nfs*
|
||||
|
||||
### Node ###
|
||||
# Logs
|
||||
logs
|
||||
*.log
|
||||
npm-debug.log*
|
||||
yarn-debug.log*
|
||||
yarn-error.log*
|
||||
|
||||
# Runtime data
|
||||
pids
|
||||
*.pid
|
||||
*.seed
|
||||
*.pid.lock
|
||||
|
||||
# Directory for instrumented libs generated by jscoverage/JSCover
|
||||
lib-cov
|
||||
|
||||
# Coverage directory used by tools like istanbul
|
||||
coverage
|
||||
|
||||
# nyc test coverage
|
||||
.nyc_output
|
||||
|
||||
# Grunt intermediate storage (http://gruntjs.com/creating-plugins#storing-task-files)
|
||||
.grunt
|
||||
|
||||
# Bower dependency directory (https://bower.io/)
|
||||
bower_components
|
||||
|
||||
# node-waf configuration
|
||||
.lock-wscript
|
||||
|
||||
# Compiled binary addons (http://nodejs.org/api/addons.html)
|
||||
build/Release
|
||||
|
||||
# Dependency directories
|
||||
node_modules/
|
||||
jspm_packages/
|
||||
|
||||
# Typescript v1 declaration files
|
||||
typings/
|
||||
|
||||
# Optional npm cache directory
|
||||
.npm
|
||||
|
||||
# Optional eslint cache
|
||||
.eslintcache
|
||||
|
||||
# Optional REPL history
|
||||
.node_repl_history
|
||||
|
||||
# Output of 'npm pack'
|
||||
*.tgz
|
||||
|
||||
# Yarn Integrity file
|
||||
.yarn-integrity
|
||||
|
||||
### OSX ###
|
||||
*.DS_Store
|
||||
.AppleDouble
|
||||
.LSOverride
|
||||
|
||||
# Icon must end with two \r
|
||||
Icon
|
||||
|
||||
# Thumbnails
|
||||
._*
|
||||
|
||||
# Files that might appear in the root of a volume
|
||||
.DocumentRevisions-V100
|
||||
.fseventsd
|
||||
.Spotlight-V100
|
||||
.TemporaryItems
|
||||
.Trashes
|
||||
.VolumeIcon.icns
|
||||
.com.apple.timemachine.donotpresent
|
||||
|
||||
# Directories potentially created on remote AFP share
|
||||
.AppleDB
|
||||
.AppleDesktop
|
||||
Network Trash Folder
|
||||
Temporary Items
|
||||
.apdisk
|
||||
|
||||
### Windows ###
|
||||
# Windows thumbnail cache files
|
||||
Thumbs.db
|
||||
ehthumbs.db
|
||||
ehthumbs_vista.db
|
||||
|
||||
# Folder config file
|
||||
Desktop.ini
|
||||
|
||||
# Recycle Bin used on file shares
|
||||
$RECYCLE.BIN/
|
||||
|
||||
# Windows Installer files
|
||||
*.cab
|
||||
*.msi
|
||||
*.msm
|
||||
*.msp
|
||||
|
||||
# Windows shortcuts
|
||||
*.lnk
|
||||
|
||||
|
||||
# End of https://www.gitignore.io/api/osx,node,linux,windows
|
||||
|
||||
src/**.js
|
||||
src/**.js.map
|
||||
.idea
|
||||
|
||||
.env
|
||||
lib
|
||||
14
Dockerfile
Normal file
14
Dockerfile
Normal file
@@ -0,0 +1,14 @@
|
||||
FROM public.ecr.aws/bitnami/node:16
|
||||
RUN apt-get install git
|
||||
ENV NODE_ENV=production
|
||||
RUN npm install -g yarn
|
||||
RUN npm install -g typescript
|
||||
|
||||
WORKDIR /app
|
||||
COPY . .
|
||||
RUN yarn
|
||||
RUN yarn build
|
||||
|
||||
EXPOSE 9464
|
||||
|
||||
CMD [ "yarn", "start:all" ]
|
||||
72
README.md
Normal file
72
README.md
Normal file
@@ -0,0 +1,72 @@
|
||||
<div align="center">
|
||||
<img height="120x" src="https://uploads-ssl.webflow.com/611580035ad59b20437eb024/616f97a42f5637c4517d0193_Logo%20(1)%20(1).png" />
|
||||
|
||||
<h1 style="margin-top:20px;">DLOB Serverfor Drift Protocol v2</h1>
|
||||
|
||||
<p>
|
||||
<a href="https://docs.drift.trade/tutorial-keeper-bots"><img alt="Docs" src="https://img.shields.io/badge/docs-tutorials-blueviolet" /></a>
|
||||
<a href="https://discord.com/channels/849494028176588802/878700556904980500"><img alt="Discord Chat" src="https://img.shields.io/discord/889577356681945098?color=blueviolet" /></a>
|
||||
<a href="https://opensource.org/licenses/Apache-2.0"><img alt="License" src="https://img.shields.io/github/license/project-serum/anchor?color=blueviolet" /></a>
|
||||
</p>
|
||||
</div>
|
||||
|
||||
# Run the example client
|
||||
|
||||
Modify the variables at the top of `example/client.ts` to match your environment.
|
||||
|
||||
```shell
|
||||
yarn run example
|
||||
|
||||
dlob orders count: 38
|
||||
maxSlot from DLOB init orders: 165107666
|
||||
Initialized DLOb from server
|
||||
DLOB for market 0:
|
||||
Asks
|
||||
[13] limit 21
|
||||
[12] limit 20.32
|
||||
[11] limit 17.73
|
||||
[10] limit 15.63
|
||||
[9] limit 15.32
|
||||
[8] limit 14.35
|
||||
[7] limit 14.32
|
||||
[6] limit 14.3
|
||||
[5] limit 14.23
|
||||
[4] limit 14.2
|
||||
[3] vAMMNode 13.896583
|
||||
[2] limit 13.896194
|
||||
[1] triggerMarket 0
|
||||
Bids
|
||||
[0] limit 13.879792
|
||||
[1] vAMMNode 13.771213
|
||||
[2] limit 13.37
|
||||
[3] limit 13
|
||||
[4] limit 13
|
||||
[5] limit 12.45
|
||||
[6] limit 12
|
||||
[7] limit 10.37
|
||||
[8] limit 10
|
||||
[9] limit 9.97
|
||||
[10] limit 9.42
|
||||
[11] limit 9
|
||||
[12] limit 8.89
|
||||
[13] limit 8
|
||||
```
|
||||
|
||||
# Setting up
|
||||
## Setup Environment
|
||||
|
||||
|
||||
```shell
|
||||
cp .env.example .env
|
||||
```
|
||||
|
||||
Update values in `.env` accordingly
|
||||
|
||||
* `ANCHOR_PRIVATE_KEY`: can be a number array (as in example), or a path to a `keypair.json` as generated by `solana-keygen`, it needs to be an initialized user in order to load `DriftClient`.
|
||||
* `ENV` should be a drift env: `devnet` or `mainnet-beta`
|
||||
|
||||
## Run
|
||||
|
||||
```shell
|
||||
yarn run dev
|
||||
```
|
||||
178
example/client.ts
Normal file
178
example/client.ts
Normal file
@@ -0,0 +1,178 @@
|
||||
import fetch from "node-fetch";
|
||||
import {
|
||||
BulkAccountLoader,
|
||||
calculateAskPrice,
|
||||
calculateBidPrice,
|
||||
convertToNumber,
|
||||
DLOB,
|
||||
DLOBOrders,
|
||||
DLOBOrdersCoder,
|
||||
DriftClient,
|
||||
EventSubscriber,
|
||||
getVariant,
|
||||
initialize,
|
||||
MarketType,
|
||||
OrderActionRecord,
|
||||
OrderRecord,
|
||||
PRICE_PRECISION,
|
||||
Wallet,
|
||||
WrappedEvent,
|
||||
} from "@drift-labs/sdk";
|
||||
import { Connection, Keypair, PublicKey } from "@solana/web3.js";
|
||||
|
||||
/********** SET THESE **********/
|
||||
|
||||
const dlobServerURL = "http://localhost:6969/orders/idl";
|
||||
// const dlobServerURL = "https://dlob.drift.trade/orders/idl";
|
||||
// const rpcEndpoint = "https://solana-api.syndica.io/access-token/eqLMxrnnLgz5eSGKsPIaFK0dSvJeYCNviWhnIgaAH3YdM0K6C6tQdctk94Rb9mCX/rpc";
|
||||
// const driftEnv = "mainnet-beta";
|
||||
|
||||
// const dlobServerURL = "https://master.dlob.drift.trade/orders/idl";
|
||||
const rpcEndpoint = "https://api.devnet.solana.com";
|
||||
const driftEnv = "devnet";
|
||||
|
||||
const initializedKey = [1, 2, 3, 4, 5]; // private key to initialize driftClient
|
||||
|
||||
|
||||
/*******************************/
|
||||
|
||||
//@ts-ignore
|
||||
const sdkConfig = initialize({ env: driftEnv });
|
||||
|
||||
const stateCommitment = 'confirmed';
|
||||
const keypair = Keypair.fromSecretKey(Uint8Array.from(initializedKey));
|
||||
const wallet = new Wallet(keypair);
|
||||
const connection = new Connection(rpcEndpoint, stateCommitment);
|
||||
const driftClientPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
|
||||
|
||||
|
||||
/********** initializing driftClient as usual **********/
|
||||
const bulkAccountLoader = new BulkAccountLoader(
|
||||
connection,
|
||||
stateCommitment,
|
||||
1000
|
||||
);
|
||||
const driftClient = new DriftClient({
|
||||
connection,
|
||||
wallet,
|
||||
programID: driftClientPublicKey,
|
||||
accountSubscription: {
|
||||
type: 'polling',
|
||||
accountLoader: bulkAccountLoader,
|
||||
},
|
||||
env: driftEnv,
|
||||
userStats: true,
|
||||
});
|
||||
const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
|
||||
maxTx: 8192,
|
||||
maxEventsPerType: 8192,
|
||||
orderBy: 'blockchain',
|
||||
orderDir: 'desc',
|
||||
commitment: stateCommitment,
|
||||
logProviderConfig: {
|
||||
type: 'polling',
|
||||
frequency: 1000,
|
||||
// type: 'websocket',
|
||||
},
|
||||
});
|
||||
|
||||
let maxDlobSlot = 0;
|
||||
const dlob = new DLOB();
|
||||
|
||||
driftClient.subscribe().then((success) => {
|
||||
if (!success) {
|
||||
throw new Error("DriftClient subscription failed");
|
||||
}
|
||||
eventSubscriber.subscribe().then((success) => {
|
||||
if (!success) {
|
||||
throw new Error("EventSubscriber subscription failed");
|
||||
}
|
||||
|
||||
/********** Example for updating dlob on events **********/
|
||||
|
||||
eventSubscriber.eventEmitter.on('newEvent', async (event: WrappedEvent<any>) => {
|
||||
// NOTE: only apply events if they're newer than the last
|
||||
// only apply new events if they're newer than the last slot we've seen
|
||||
if (event.eventType === "OrderRecord") {
|
||||
const record = event as OrderRecord;
|
||||
if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
|
||||
dlob.handleOrderRecord(record);
|
||||
console.log(`Handled OrderRecord event for market ${record.order.marketIndex}`);
|
||||
printDlob(record.order.marketIndex, dlob);
|
||||
}
|
||||
} else if (event.eventType === "OrderActionRecord") {
|
||||
const record = event as OrderActionRecord;
|
||||
if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
|
||||
dlob.handleOrderActionRecord(record);
|
||||
console.log(`Handled OrderActionRecord event for market ${record.marketIndex}, action: ${getVariant(record.action)} ${getVariant(record.actionExplanation)}`);
|
||||
printDlob(record.marketIndex, dlob);
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
doDlobDemo();
|
||||
});
|
||||
});
|
||||
|
||||
|
||||
/********** Example for initializing dlob **********/
|
||||
|
||||
function getLatestSlotFromOrders(dlobOrders: DLOBOrders): number {
|
||||
return Math.max(...dlobOrders.map((dlobOrder) => dlobOrder.order.slot.toNumber()));
|
||||
}
|
||||
|
||||
function printDlob(marketIndex: number, dlob: DLOB) {
|
||||
const currSlot = bulkAccountLoader.mostRecentSlot;
|
||||
const marketAccount = driftClient.getPerpMarketAccount(marketIndex);
|
||||
const oracle = driftClient.getOracleDataForPerpMarket(marketIndex);
|
||||
|
||||
// you can also set vBid and vAsk to undefined to omit the vAMM price node from bids and asks
|
||||
const vBid = calculateBidPrice(marketAccount!, oracle);
|
||||
const vAsk = calculateAskPrice(marketAccount!, oracle);
|
||||
|
||||
const dlobBids = dlob.getBids(marketIndex, vBid, currSlot, MarketType.PERP, oracle);
|
||||
const dlobAsks = dlob.getAsks(marketIndex, vAsk, currSlot, MarketType.PERP, oracle);
|
||||
|
||||
console.log(`DLOB for market ${marketIndex}:`);
|
||||
console.log("Asks");
|
||||
const dlobAsksArray = Array(...dlobAsks).reverse();
|
||||
let countAsks = dlobAsksArray.length;
|
||||
for (const ask of dlobAsksArray) {
|
||||
const isVamm = ask.isVammNode();
|
||||
console.log(` [${countAsks}] ${isVamm ? "vAMMNode" : getVariant(ask.order?.orderType)} ${convertToNumber(ask.getPrice(oracle, currSlot), PRICE_PRECISION)}`);
|
||||
countAsks--;
|
||||
}
|
||||
|
||||
console.log("Bids");
|
||||
let countBids = 0;
|
||||
for (const bid of dlobBids) {
|
||||
const isVamm = bid.isVammNode();
|
||||
console.log(` [${countBids}] ${isVamm ? "vAMMNode" : getVariant(bid.order?.orderType)} ${convertToNumber(bid.getPrice(oracle, currSlot), PRICE_PRECISION)}`);
|
||||
countBids++;
|
||||
}
|
||||
|
||||
console.log("");
|
||||
}
|
||||
|
||||
function doDlobDemo() {
|
||||
const dlobCoder = DLOBOrdersCoder.create();
|
||||
fetch(dlobServerURL)
|
||||
.then(
|
||||
(r) => {
|
||||
r.arrayBuffer().then((b) => {
|
||||
const dlobOrders = dlobCoder.decode(Buffer.from(b));
|
||||
// console.log(JSON.stringify(dlobOrders, null, 2));
|
||||
|
||||
console.log(`dlob orders count: ${dlobOrders.length}`);
|
||||
dlob.initFromOrders(dlobOrders);
|
||||
|
||||
maxDlobSlot = getLatestSlotFromOrders(dlobOrders);
|
||||
console.log(`maxSlot from DLOB init orders: ${maxDlobSlot}`);
|
||||
|
||||
console.log("Initialized DLOb from server");
|
||||
printDlob(0, dlob);
|
||||
printDlob(1, dlob);
|
||||
printDlob(2, dlob);
|
||||
});
|
||||
});
|
||||
}
|
||||
203
example/clientWithSlot.ts
Normal file
203
example/clientWithSlot.ts
Normal file
@@ -0,0 +1,203 @@
|
||||
/**
|
||||
* Usage:
|
||||
* ts-node clientWithSlot.ts
|
||||
*/
|
||||
|
||||
import fetch from "node-fetch";
|
||||
import {
|
||||
BulkAccountLoader,
|
||||
calculateAskPrice,
|
||||
calculateBidPrice,
|
||||
convertToNumber,
|
||||
DLOB,
|
||||
DLOBOrders,
|
||||
DLOBOrdersCoder,
|
||||
DriftClient,
|
||||
DriftClientSubscriptionConfig,
|
||||
EventSubscriber,
|
||||
getVariant,
|
||||
initialize,
|
||||
LogProviderConfig,
|
||||
MarketType,
|
||||
OrderActionRecord,
|
||||
OrderRecord,
|
||||
PRICE_PRECISION,
|
||||
Wallet,
|
||||
WrappedEvent,
|
||||
} from "@drift-labs/sdk";
|
||||
import { Connection, Keypair, PublicKey } from "@solana/web3.js";
|
||||
|
||||
/********** SET THESE **********/
|
||||
|
||||
// const dlobServerURL = "http://localhost:6969/orders/idlWithSlot";
|
||||
const dlobServerURL = "https://dlob.drift.trade/orders/idlWithSlot";
|
||||
const rpcEndpoint = "https://api.mainnet-beta.solana.com";
|
||||
const driftEnv = "mainnet-beta";
|
||||
|
||||
// const dlobServerURL = "https://master.dlob.drift.trade/orders/idlWithSlot";
|
||||
// const rpcEndpoint = "https://api.devnet.solana.com";
|
||||
// const driftEnv = "devnet";
|
||||
|
||||
const initializedKey = [1, 2, 3, 4, 5]; // private key to initialize driftClient
|
||||
const useWebsocket = true;
|
||||
const levelsToPrint = 10;
|
||||
|
||||
/*******************************/
|
||||
|
||||
//@ts-ignore
|
||||
const sdkConfig = initialize({ env: driftEnv });
|
||||
|
||||
const stateCommitment = 'confirmed';
|
||||
const keypair = Keypair.fromSecretKey(Uint8Array.from(initializedKey));
|
||||
const wallet = new Wallet(keypair);
|
||||
const connection = new Connection(rpcEndpoint, stateCommitment);
|
||||
const driftClientPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
|
||||
let lastSeenSlot = 0;
|
||||
|
||||
/********** initializing driftClient as usual **********/
|
||||
var accountSubscription: DriftClientSubscriptionConfig;
|
||||
var logProviderConfig: LogProviderConfig;
|
||||
if (useWebsocket) {
|
||||
accountSubscription = {
|
||||
type: 'websocket',
|
||||
};
|
||||
logProviderConfig = {
|
||||
type: 'websocket',
|
||||
};
|
||||
} else {
|
||||
accountSubscription = {
|
||||
type: 'polling',
|
||||
accountLoader: new BulkAccountLoader(
|
||||
connection,
|
||||
stateCommitment,
|
||||
10000
|
||||
),
|
||||
};
|
||||
logProviderConfig = {
|
||||
type: 'polling',
|
||||
frequency: 10000,
|
||||
};
|
||||
}
|
||||
const driftClient = new DriftClient({
|
||||
connection,
|
||||
wallet,
|
||||
programID: driftClientPublicKey,
|
||||
accountSubscription,
|
||||
env: driftEnv,
|
||||
userStats: true,
|
||||
});
|
||||
const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
|
||||
maxTx: 8192,
|
||||
maxEventsPerType: 8192,
|
||||
orderBy: 'blockchain',
|
||||
orderDir: 'desc',
|
||||
commitment: stateCommitment,
|
||||
logProviderConfig,
|
||||
});
|
||||
|
||||
const maxDlobSlot = 0;
|
||||
const dlob = new DLOB();
|
||||
|
||||
driftClient.subscribe().then((success) => {
|
||||
if (!success) {
|
||||
throw new Error("DriftClient subscription failed");
|
||||
}
|
||||
eventSubscriber.subscribe().then((success) => {
|
||||
if (!success) {
|
||||
throw new Error("EventSubscriber subscription failed");
|
||||
}
|
||||
|
||||
/********** Example for updating dlob on events **********/
|
||||
|
||||
eventSubscriber.eventEmitter.on('newEvent', async (event: WrappedEvent<any>) => {
|
||||
// NOTE: only apply events if they're newer than the last
|
||||
// only apply new events if they're newer than the last slot we've seen
|
||||
lastSeenSlot = event.slot;
|
||||
if (event.eventType === "OrderRecord") {
|
||||
const record = event as OrderRecord;
|
||||
if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
|
||||
dlob.handleOrderRecord(record, event.slot);
|
||||
console.log(`Handled OrderRecord event for market ${record.order.marketIndex}`);
|
||||
printDlob(record.order.marketIndex, dlob);
|
||||
}
|
||||
} else if (event.eventType === "OrderActionRecord") {
|
||||
const record = event as OrderActionRecord;
|
||||
if (maxDlobSlot > 0 && event.slot > maxDlobSlot) {
|
||||
dlob.handleOrderActionRecord(record, event.slot);
|
||||
console.log(`Handled OrderActionRecord event for market ${record.marketIndex}, action: ${getVariant(record.action)} ${getVariant(record.actionExplanation)}`);
|
||||
printDlob(record.marketIndex, dlob);
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
setInterval(doDlobDemo, 10000);
|
||||
});
|
||||
});
|
||||
|
||||
|
||||
/********** Example for initializing dlob **********/
|
||||
|
||||
function _getLatestSlotFromOrders(dlobOrders: DLOBOrders): number {
|
||||
return Math.max(...dlobOrders.map((dlobOrder) => dlobOrder.order.slot.toNumber()));
|
||||
}
|
||||
|
||||
function printDlob(marketIndex: number, dlob: DLOB) {
|
||||
const currSlot = lastSeenSlot;
|
||||
if (lastSeenSlot === 0) {
|
||||
console.log('waiting for first slot update...');
|
||||
return;
|
||||
}
|
||||
const marketAccount = driftClient.getPerpMarketAccount(marketIndex);
|
||||
const oracle = driftClient.getOracleDataForPerpMarket(marketIndex);
|
||||
|
||||
// you can also set vBid and vAsk to undefined to omit the vAMM price node from bids and asks
|
||||
const vBid = calculateBidPrice(marketAccount!, oracle);
|
||||
const vAsk = calculateAskPrice(marketAccount!, oracle);
|
||||
|
||||
const dlobBids = dlob.getBids(marketIndex, vBid, lastSeenSlot, MarketType.PERP, oracle);
|
||||
const dlobAsks = dlob.getAsks(marketIndex, vAsk, lastSeenSlot, MarketType.PERP, oracle);
|
||||
|
||||
console.log(`DLOB for market ${marketIndex}:`);
|
||||
console.log("Asks");
|
||||
const dlobAsksArray = Array(...dlobAsks).reverse();
|
||||
let countAsks = dlobAsksArray.length;
|
||||
for (const ask of dlobAsksArray) {
|
||||
const isVamm = ask.isVammNode();
|
||||
if (countAsks < levelsToPrint) {
|
||||
console.log(` [${countAsks - 1}] ${isVamm ? "vAMMNode" : getVariant(ask.order?.orderType)} ${convertToNumber(ask.getPrice(oracle, currSlot), PRICE_PRECISION)} (oraclePriceOffset: ${ask.order?.oraclePriceOffset || 0 * PRICE_PRECISION})`);
|
||||
}
|
||||
countAsks--;
|
||||
}
|
||||
|
||||
console.log("Bids");
|
||||
let countBids = 0;
|
||||
for (const bid of dlobBids) {
|
||||
const isVamm = bid.isVammNode();
|
||||
if (countBids < levelsToPrint) {
|
||||
console.log(` [${countBids}] ${isVamm ? "vAMMNode" : getVariant(bid.order?.orderType)} ${convertToNumber(bid.getPrice(oracle, currSlot), PRICE_PRECISION)} (oraclePriceOffset: ${bid.order?.oraclePriceOffset || 0 * PRICE_PRECISION})`);
|
||||
}
|
||||
countBids++;
|
||||
}
|
||||
|
||||
console.log("");
|
||||
}
|
||||
|
||||
function doDlobDemo() {
|
||||
const dlobCoder = DLOBOrdersCoder.create();
|
||||
fetch(dlobServerURL)
|
||||
.then(
|
||||
async (r) => {
|
||||
console.log(`dlob server response: ${r.status} ${r.statusText}`);
|
||||
const resp = await r.json();
|
||||
lastSeenSlot = resp['slot'];
|
||||
console.log(`Latest dlob slot: ${lastSeenSlot}`);
|
||||
const dlobOrdersBuffer = Buffer.from(resp['data'], 'base64');
|
||||
const dlobOrders = dlobCoder.decode(Buffer.from(dlobOrdersBuffer));
|
||||
console.log(`Total Dlob orders count: ${dlobOrders.length}`);
|
||||
dlob.initFromOrders(dlobOrders, lastSeenSlot);
|
||||
|
||||
const marketIndex = 0;
|
||||
console.log("Initialized DLOb from server");
|
||||
printDlob(marketIndex, dlob);
|
||||
});
|
||||
}
|
||||
52
package.json
Normal file
52
package.json
Normal file
@@ -0,0 +1,52 @@
|
||||
{
|
||||
"name": "@drift-labs/dlob-server",
|
||||
"version": "0.1.0",
|
||||
"author": "wphan",
|
||||
"main": "lib/index.js",
|
||||
"license": "Apache-2.0",
|
||||
"dependencies": {
|
||||
"@drift-labs/sdk": "2.30.0",
|
||||
"@opentelemetry/api": "^1.1.0",
|
||||
"@opentelemetry/auto-instrumentations-node": "^0.31.1",
|
||||
"@opentelemetry/exporter-prometheus": "^0.31.0",
|
||||
"@opentelemetry/sdk-node": "^0.31.0",
|
||||
"@project-serum/anchor": "^0.19.1-beta.1",
|
||||
"@project-serum/serum": "^0.13.65",
|
||||
"@solana/web3.js": "^1.22.0",
|
||||
"async-mutex": "^0.4.0",
|
||||
"commander": "^9.4.0",
|
||||
"compression": "^1.7.4",
|
||||
"cors": "^2.8.5",
|
||||
"dotenv": "^10.0.0",
|
||||
"express": "^4.18.2",
|
||||
"express-rate-limit": "^6.7.0",
|
||||
"morgan": "^1.10.0",
|
||||
"response-time": "^2.3.2",
|
||||
"typescript": "4.5.4",
|
||||
"winston": "^3.8.1"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@typescript-eslint/eslint-plugin": "^4.28.0",
|
||||
"@typescript-eslint/parser": "^4.28.0",
|
||||
"eslint": "^7.29.0",
|
||||
"eslint-config-prettier": "^8.3.0",
|
||||
"eslint-plugin-prettier": "^3.4.0",
|
||||
"husky": "^7.0.4",
|
||||
"prettier": "^2.4.1",
|
||||
"ts-node": "^10.9.1"
|
||||
},
|
||||
"scripts": {
|
||||
"prepare": "husky install",
|
||||
"build": "yarn clean && tsc",
|
||||
"clean": "rm -rf lib",
|
||||
"start": "node lib/index.js",
|
||||
"dev": "ts-node src/index.ts",
|
||||
"dev:inspect": "yarn build && node --inspect ./lib/index.js",
|
||||
"example": "ts-node example/client.ts",
|
||||
"exampleWithSlot": "ts-node example/clientWithSlot.ts",
|
||||
"prettify": "prettier --check './src/**/*.ts'",
|
||||
"prettify:fix": "prettier --write './src/**/*.ts'",
|
||||
"lint": "eslint . --ext ts --quiet",
|
||||
"lint:fix": "eslint . --ext ts --fix"
|
||||
}
|
||||
}
|
||||
759
src/index.ts
Normal file
759
src/index.ts
Normal file
@@ -0,0 +1,759 @@
|
||||
import { program, Option } from "commander";
|
||||
|
||||
import responseTime = require("response-time");
|
||||
import express from "express";
|
||||
import rateLimit from "express-rate-limit";
|
||||
import compression from "compression";
|
||||
import morgan from "morgan";
|
||||
import cors from "cors";
|
||||
|
||||
import { Connection, Commitment, PublicKey } from "@solana/web3.js";
|
||||
|
||||
import {
|
||||
getVariant,
|
||||
BulkAccountLoader,
|
||||
DriftClient,
|
||||
initialize,
|
||||
DriftEnv,
|
||||
SlotSubscriber,
|
||||
UserMap,
|
||||
DLOBOrder,
|
||||
DLOBOrders,
|
||||
DLOBOrdersCoder,
|
||||
SpotMarkets,
|
||||
PerpMarkets,
|
||||
DLOBSubscriber,
|
||||
MarketType,
|
||||
} from "@drift-labs/sdk";
|
||||
|
||||
import { Mutex } from "async-mutex";
|
||||
|
||||
import { getWallet } from "./utils";
|
||||
import { logger, setLogLevel } from "./logger";
|
||||
|
||||
import { PrometheusExporter } from "@opentelemetry/exporter-prometheus";
|
||||
import {
|
||||
ExplicitBucketHistogramAggregation,
|
||||
InstrumentType,
|
||||
MeterProvider,
|
||||
View,
|
||||
} from "@opentelemetry/sdk-metrics-base";
|
||||
import { ObservableResult } from "@opentelemetry/api";
|
||||
|
||||
require("dotenv").config();
|
||||
const driftEnv = (process.env.ENV || "devnet") as DriftEnv;
|
||||
const commitHash = process.env.COMMIT;
|
||||
//@ts-ignore
|
||||
const sdkConfig = initialize({ env: process.env.ENV });
|
||||
|
||||
const stateCommitment: Commitment = "confirmed";
|
||||
const serverPort = process.env.PORT || 6969;
|
||||
|
||||
const bulkAccountLoaderPollingInterval = process.env
|
||||
.BULK_ACCOUNT_LOADER_POLLING_INTERVAL
|
||||
? parseInt(process.env.BULK_ACCOUNT_LOADER_POLLING_INTERVAL)
|
||||
: 5000;
|
||||
const healthCheckInterval = bulkAccountLoaderPollingInterval * 2;
|
||||
|
||||
const rateLimitCallsPerSecond = process.env.RATE_LIMIT_CALLS_PER_SECOND
|
||||
? parseInt(process.env.RATE_LIMIT_CALLS_PER_SECOND)
|
||||
: 10;
|
||||
|
||||
const logFormat =
|
||||
':remote-addr - :remote-user [:date[clf]] ":method :url HTTP/:http-version" :status :res[content-length] ":referrer" ":user-agent" :req[x-forwarded-for]';
|
||||
const logHttp = morgan(logFormat, {
|
||||
skip: (_req, res) => res.statusCode < 400,
|
||||
});
|
||||
|
||||
function errorHandler(err, _req, res, _next) {
|
||||
logger.error(err.stack);
|
||||
res.status(500).send("Internal error");
|
||||
}
|
||||
|
||||
const app = express();
|
||||
app.use(cors({ origin: "*" }));
|
||||
app.use(compression());
|
||||
app.set("trust proxy", 1);
|
||||
app.use(logHttp);
|
||||
|
||||
app.use(
|
||||
rateLimit({
|
||||
windowMs: 1000, // 1 second
|
||||
max: rateLimitCallsPerSecond,
|
||||
standardHeaders: true, // Return rate limit info in the `RateLimit-*` headers
|
||||
legacyHeaders: false, // Disable the `X-RateLimit-*` headers
|
||||
})
|
||||
);
|
||||
|
||||
// strip off /dlob, if the request comes from exchange history server LB
|
||||
app.use((req, _res, next) => {
|
||||
if (req.url.startsWith("/dlob")) {
|
||||
req.url = req.url.replace("/dlob", "");
|
||||
if (req.url === "") {
|
||||
req.url = "/";
|
||||
}
|
||||
}
|
||||
next();
|
||||
});
|
||||
|
||||
program
|
||||
.option("-d, --dry-run", "Dry run, do not send transactions on chain")
|
||||
.option("--test-liveness", "Purposefully fail liveness test after 1 minute")
|
||||
.addOption(
|
||||
new Option(
|
||||
"-p, --private-key <string>",
|
||||
"private key, supports path to id.json, or list of comma separate numbers"
|
||||
).env("ANCHOR_PRIVATE_KEY")
|
||||
)
|
||||
.option("--debug", "Enable debug logging")
|
||||
.parse();
|
||||
|
||||
const opts = program.opts();
|
||||
setLogLevel(opts.debug ? "debug" : "info");
|
||||
|
||||
const endpoint = process.env.ENDPOINT;
|
||||
const wsEndpoint = process.env.WS_ENDPOINT;
|
||||
logger.info(`RPC endpoint: ${endpoint}`);
|
||||
logger.info(`WS endpoint: ${wsEndpoint}`);
|
||||
logger.info(`DriftEnv: ${driftEnv}`);
|
||||
logger.info(`Commit: ${commitHash}`);
|
||||
|
||||
function sleep(ms) {
|
||||
return new Promise((resolve) => setTimeout(resolve, ms));
|
||||
}
|
||||
|
||||
/**
|
||||
* Creates {count} buckets of size {increment} starting from {start}. Each bucket stores the count of values within its "size".
|
||||
* @param start
|
||||
* @param increment
|
||||
* @param count
|
||||
* @returns
|
||||
*/
|
||||
const createHistogramBuckets = (
|
||||
start: number,
|
||||
increment: number,
|
||||
count: number
|
||||
) => {
|
||||
return new ExplicitBucketHistogramAggregation(
|
||||
Array.from(new Array(count), (_, i) => start + i * increment)
|
||||
);
|
||||
};
|
||||
|
||||
enum METRIC_TYPES {
|
||||
runtime_specs = "runtime_specs",
|
||||
endpoint_response_times_histogram = "endpoint_response_times_histogram",
|
||||
health_status = "health_status",
|
||||
}
|
||||
|
||||
export enum HEALTH_STATUS {
|
||||
Ok = 0,
|
||||
StaleBulkAccountLoader,
|
||||
UnhealthySlotSubscriber,
|
||||
LivenessTesting,
|
||||
}
|
||||
|
||||
const metricsPort =
|
||||
parseInt(process.env.METRICS_PORT) || PrometheusExporter.DEFAULT_OPTIONS.port;
|
||||
const { endpoint: defaultEndpoint } = PrometheusExporter.DEFAULT_OPTIONS;
|
||||
const exporter = new PrometheusExporter(
|
||||
{
|
||||
port: metricsPort,
|
||||
endpoint: defaultEndpoint,
|
||||
},
|
||||
() => {
|
||||
logger.info(
|
||||
`prometheus scrape endpoint started: http://localhost:${metricsPort}${defaultEndpoint}`
|
||||
);
|
||||
}
|
||||
);
|
||||
const meterName = "dlob-meter";
|
||||
const meterProvider = new MeterProvider({
|
||||
views: [
|
||||
new View({
|
||||
instrumentName: METRIC_TYPES.endpoint_response_times_histogram,
|
||||
instrumentType: InstrumentType.HISTOGRAM,
|
||||
meterName,
|
||||
aggregation: createHistogramBuckets(0, 50, 30),
|
||||
}),
|
||||
],
|
||||
});
|
||||
meterProvider.addMetricReader(exporter);
|
||||
const meter = meterProvider.getMeter(meterName);
|
||||
|
||||
const runtimeSpecsGauge = meter.createObservableGauge(
|
||||
METRIC_TYPES.runtime_specs,
|
||||
{
|
||||
description: "Runtime sepcification of this program",
|
||||
}
|
||||
);
|
||||
const bootTimeMs = Date.now();
|
||||
runtimeSpecsGauge.addCallback((obs) => {
|
||||
obs.observe(bootTimeMs, {
|
||||
commit: commitHash,
|
||||
driftEnv,
|
||||
rpcEndpoint: endpoint,
|
||||
wsEndpoint: wsEndpoint,
|
||||
});
|
||||
});
|
||||
|
||||
let healthStatus: HEALTH_STATUS = HEALTH_STATUS.Ok;
|
||||
const healthStatusGauge = meter.createObservableGauge(
|
||||
METRIC_TYPES.health_status,
|
||||
{
|
||||
description: "Health status of this program",
|
||||
}
|
||||
);
|
||||
healthStatusGauge.addCallback((obs: ObservableResult) => {
|
||||
obs.observe(healthStatus, {});
|
||||
});
|
||||
|
||||
const endpointResponseTimeHistogram = meter.createHistogram(
|
||||
METRIC_TYPES.endpoint_response_times_histogram,
|
||||
{
|
||||
description: "Duration of endpoint responses",
|
||||
unit: "ms",
|
||||
}
|
||||
);
|
||||
|
||||
const main = async () => {
|
||||
const wallet = getWallet();
|
||||
const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
|
||||
|
||||
const connection = new Connection(endpoint, {
|
||||
wsEndpoint: wsEndpoint,
|
||||
commitment: stateCommitment,
|
||||
});
|
||||
|
||||
const bulkAccountLoader = new BulkAccountLoader(
|
||||
connection,
|
||||
stateCommitment,
|
||||
bulkAccountLoaderPollingInterval
|
||||
);
|
||||
const lastBulkAccountLoaderSlotMutex = new Mutex();
|
||||
let lastBulkAccountLoaderSlot = bulkAccountLoader.mostRecentSlot;
|
||||
let lastBulkAccountLoaderSlotUpdated = Date.now();
|
||||
const driftClient = new DriftClient({
|
||||
connection,
|
||||
wallet,
|
||||
programID: clearingHousePublicKey,
|
||||
perpMarketIndexes: PerpMarkets[driftEnv].map((mkt) => mkt.marketIndex),
|
||||
spotMarketIndexes: SpotMarkets[driftEnv].map((mkt) => mkt.marketIndex),
|
||||
oracleInfos: PerpMarkets[driftEnv].map((mkt) => {
|
||||
return { publicKey: mkt.oracle, source: mkt.oracleSource };
|
||||
}),
|
||||
accountSubscription: {
|
||||
type: "polling",
|
||||
accountLoader: bulkAccountLoader,
|
||||
},
|
||||
env: driftEnv,
|
||||
userStats: true,
|
||||
});
|
||||
|
||||
const dlobCoder = DLOBOrdersCoder.create();
|
||||
const slotSubscriber = new SlotSubscriber(connection, {});
|
||||
const lastSlotReceivedMutex = new Mutex();
|
||||
let lastSlotReceived: number;
|
||||
let lastHealthCheckSlot = -1;
|
||||
let lastHealthCheckSlotUpdated = Date.now();
|
||||
const startupTime = Date.now();
|
||||
|
||||
const lamportsBalance = await connection.getBalance(wallet.publicKey);
|
||||
logger.info(
|
||||
`DriftClient ProgramId: ${driftClient.program.programId.toBase58()}`
|
||||
);
|
||||
logger.info(`Wallet pubkey: ${wallet.publicKey.toBase58()}`);
|
||||
logger.info(` . SOL balance: ${lamportsBalance / 10 ** 9}`);
|
||||
|
||||
await driftClient.subscribe();
|
||||
driftClient.eventEmitter.on("error", (e) => {
|
||||
logger.info("clearing house error");
|
||||
logger.error(e);
|
||||
});
|
||||
|
||||
await slotSubscriber.subscribe();
|
||||
slotSubscriber.eventEmitter.on("newSlot", async (slot: number) => {
|
||||
await lastSlotReceivedMutex.runExclusive(async () => {
|
||||
lastSlotReceived = slot;
|
||||
});
|
||||
});
|
||||
|
||||
if (!(await driftClient.getUser().exists())) {
|
||||
logger.error(`User for ${wallet.publicKey} does not exist`);
|
||||
if (opts.initUser) {
|
||||
logger.info(`Creating User for ${wallet.publicKey}`);
|
||||
const [txSig] = await driftClient.initializeUserAccount();
|
||||
logger.info(`Initialized user account in transaction: ${txSig}`);
|
||||
} else {
|
||||
throw new Error("Run with '--init-user' flag to initialize a User");
|
||||
}
|
||||
}
|
||||
|
||||
const userMap = new UserMap(
|
||||
driftClient,
|
||||
driftClient.userAccountSubscriptionConfig,
|
||||
false
|
||||
);
|
||||
await userMap.subscribe();
|
||||
|
||||
const dlobSubscriber = new DLOBSubscriber({
|
||||
driftClient,
|
||||
dlobSource: userMap,
|
||||
slotSource: slotSubscriber,
|
||||
updateFrequency: bulkAccountLoaderPollingInterval,
|
||||
});
|
||||
await dlobSubscriber.subscribe();
|
||||
|
||||
const handleResponseTime = responseTime((req: Request, _res, time) => {
|
||||
const endpoint = req.url;
|
||||
|
||||
const responseTimeMs = time;
|
||||
endpointResponseTimeHistogram.record(responseTimeMs, {
|
||||
endpoint,
|
||||
});
|
||||
});
|
||||
|
||||
// start http server listening to /health endpoint using http package
|
||||
app.get("/health", handleResponseTime, async (req, res, next) => {
|
||||
try {
|
||||
if (req.url === "/health") {
|
||||
if (opts.testLiveness) {
|
||||
if (Date.now() > startupTime + 60 * 1000) {
|
||||
healthStatus = HEALTH_STATUS.LivenessTesting;
|
||||
|
||||
res.writeHead(500);
|
||||
res.end("Testing liveness test fail");
|
||||
return;
|
||||
}
|
||||
}
|
||||
// check if a slot was received recently
|
||||
let healthySlotSubscriber = false;
|
||||
await lastSlotReceivedMutex.runExclusive(async () => {
|
||||
const slotChanged = lastSlotReceived > lastHealthCheckSlot;
|
||||
const slotChangedRecently =
|
||||
Date.now() - lastHealthCheckSlotUpdated < healthCheckInterval;
|
||||
healthySlotSubscriber = slotChanged || slotChangedRecently;
|
||||
logger.debug(
|
||||
`Slotsubscriber health check: lastSlotReceived: ${lastSlotReceived}, lastHealthCheckSlot: ${lastHealthCheckSlot}, slotChanged: ${slotChanged}, slotChangedRecently: ${slotChangedRecently}`
|
||||
);
|
||||
if (slotChanged) {
|
||||
lastHealthCheckSlot = lastSlotReceived;
|
||||
lastHealthCheckSlotUpdated = Date.now();
|
||||
}
|
||||
});
|
||||
if (!healthySlotSubscriber) {
|
||||
healthStatus = HEALTH_STATUS.UnhealthySlotSubscriber;
|
||||
logger.error(`SlotSubscriber is not healthy`);
|
||||
|
||||
res.writeHead(500);
|
||||
res.end(`SlotSubscriber is not healthy`);
|
||||
return;
|
||||
}
|
||||
|
||||
if (bulkAccountLoader) {
|
||||
let healthyBulkAccountLoader = false;
|
||||
await lastBulkAccountLoaderSlotMutex.runExclusive(async () => {
|
||||
const slotChanged =
|
||||
bulkAccountLoader.mostRecentSlot > lastBulkAccountLoaderSlot;
|
||||
const slotChangedRecently =
|
||||
Date.now() - lastBulkAccountLoaderSlotUpdated <
|
||||
healthCheckInterval;
|
||||
healthyBulkAccountLoader = slotChanged || slotChangedRecently;
|
||||
logger.debug(
|
||||
`BulkAccountLoader health check: bulkAccountLoader.mostRecentSlot: ${bulkAccountLoader.mostRecentSlot}, lastBulkAccountLoaderSlot: ${lastBulkAccountLoaderSlot}, slotChanged: ${slotChanged}, slotChangedRecently: ${slotChangedRecently}`
|
||||
);
|
||||
if (slotChanged) {
|
||||
lastBulkAccountLoaderSlot = bulkAccountLoader.mostRecentSlot;
|
||||
lastBulkAccountLoaderSlotUpdated = Date.now();
|
||||
}
|
||||
});
|
||||
if (!healthyBulkAccountLoader) {
|
||||
healthStatus = HEALTH_STATUS.StaleBulkAccountLoader;
|
||||
logger.error(
|
||||
`Health check failed due to stale bulkAccountLoader.mostRecentSlot`
|
||||
);
|
||||
|
||||
res.writeHead(501);
|
||||
res.end(`bulkAccountLoader.mostRecentSlot is not healthy`);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// liveness check passed
|
||||
healthStatus = HEALTH_STATUS.Ok;
|
||||
res.writeHead(200);
|
||||
res.end("OK");
|
||||
} else {
|
||||
res.writeHead(404);
|
||||
res.end("Not found");
|
||||
}
|
||||
} catch (e) {
|
||||
next(e);
|
||||
}
|
||||
});
|
||||
|
||||
app.get("/orders/json/raw", handleResponseTime, async (_req, res, next) => {
|
||||
try {
|
||||
// object with userAccount key and orders object serialized
|
||||
const orders: Array<any> = [];
|
||||
const oracles: Array<any> = [];
|
||||
const slot = bulkAccountLoader.mostRecentSlot;
|
||||
|
||||
for (const market of driftClient.getPerpMarketAccounts()) {
|
||||
const oracle = driftClient.getOracleDataForPerpMarket(
|
||||
market.marketIndex
|
||||
);
|
||||
oracles.push({
|
||||
marketIndex: market.marketIndex,
|
||||
...oracle,
|
||||
});
|
||||
}
|
||||
|
||||
for (const user of userMap.values()) {
|
||||
const userAccount = user.getUserAccount();
|
||||
|
||||
for (const order of userAccount.orders) {
|
||||
if (getVariant(order.status) === "init") {
|
||||
continue;
|
||||
}
|
||||
|
||||
orders.push({
|
||||
user: user.getUserAccountPublicKey().toBase58(),
|
||||
order: order,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// respond with orders
|
||||
res.writeHead(200);
|
||||
res.end(
|
||||
JSON.stringify({
|
||||
slot,
|
||||
oracles,
|
||||
orders,
|
||||
})
|
||||
);
|
||||
} catch (e) {
|
||||
next(e);
|
||||
}
|
||||
});
|
||||
|
||||
app.get("/orders/json", handleResponseTime, async (_req, res, next) => {
|
||||
try {
|
||||
// object with userAccount key and orders object serialized
|
||||
const slot = bulkAccountLoader.mostRecentSlot;
|
||||
const orders: Array<any> = [];
|
||||
const oracles: Array<any> = [];
|
||||
for (const market of driftClient.getPerpMarketAccounts()) {
|
||||
const oracle = driftClient.getOracleDataForPerpMarket(
|
||||
market.marketIndex
|
||||
);
|
||||
const oracleHuman = {
|
||||
marketIndex: market.marketIndex,
|
||||
price: oracle.price.toString(),
|
||||
slot: oracle.slot.toString(),
|
||||
confidence: oracle.confidence.toString(),
|
||||
hasSufficientNumberOfDataPoints:
|
||||
oracle.hasSufficientNumberOfDataPoints,
|
||||
};
|
||||
if (oracle.twap) {
|
||||
oracleHuman["twap"] = oracle.twap.toString();
|
||||
}
|
||||
if (oracle.twapConfidence) {
|
||||
oracleHuman["twapConfidence"] = oracle.twapConfidence.toString();
|
||||
}
|
||||
oracles.push(oracleHuman);
|
||||
}
|
||||
for (const user of userMap.values()) {
|
||||
const userAccount = user.getUserAccount();
|
||||
|
||||
for (const order of userAccount.orders) {
|
||||
if (getVariant(order.status) === "init") {
|
||||
continue;
|
||||
}
|
||||
|
||||
const orderHuman = {
|
||||
status: getVariant(order.status),
|
||||
orderType: getVariant(order.orderType),
|
||||
marketType: getVariant(order.marketType),
|
||||
slot: order.slot.toString(),
|
||||
orderId: order.orderId,
|
||||
userOrderId: order.userOrderId,
|
||||
marketIndex: order.marketIndex,
|
||||
price: order.price.toString(),
|
||||
baseAssetAmount: order.baseAssetAmount.toString(),
|
||||
baseAssetAmountFilled: order.baseAssetAmountFilled.toString(),
|
||||
quoteAssetAmountFilled: order.quoteAssetAmountFilled.toString(),
|
||||
direction: getVariant(order.direction),
|
||||
reduceOnly: order.reduceOnly,
|
||||
triggerPrice: order.triggerPrice.toString(),
|
||||
triggerCondition: getVariant(order.triggerCondition),
|
||||
existingPositionDirection: getVariant(
|
||||
order.existingPositionDirection
|
||||
),
|
||||
postOnly: order.postOnly,
|
||||
immediateOrCancel: order.immediateOrCancel,
|
||||
oraclePriceOffset: order.oraclePriceOffset,
|
||||
auctionDuration: order.auctionDuration,
|
||||
auctionStartPrice: order.auctionStartPrice.toString(),
|
||||
auctionEndPrice: order.auctionEndPrice.toString(),
|
||||
maxTs: order.maxTs.toString(),
|
||||
};
|
||||
if (order.quoteAssetAmount) {
|
||||
orderHuman["quoteAssetAmount"] = order.quoteAssetAmount.toString();
|
||||
}
|
||||
|
||||
orders.push({
|
||||
user: user.getUserAccountPublicKey().toBase58(),
|
||||
order: orderHuman,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// respond with orders
|
||||
res.writeHead(200);
|
||||
res.end(
|
||||
JSON.stringify({
|
||||
slot,
|
||||
oracles,
|
||||
orders,
|
||||
})
|
||||
);
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
app.get("/orders/idl", handleResponseTime, async (_req, res, next) => {
|
||||
try {
|
||||
const dlobOrders: DLOBOrders = [];
|
||||
|
||||
for (const user of userMap.values()) {
|
||||
const userAccount = user.getUserAccount();
|
||||
|
||||
for (const order of userAccount.orders) {
|
||||
if (getVariant(order.status) === "init") {
|
||||
continue;
|
||||
}
|
||||
|
||||
dlobOrders.push({
|
||||
user: user.getUserAccountPublicKey(),
|
||||
order,
|
||||
} as DLOBOrder);
|
||||
}
|
||||
}
|
||||
|
||||
res.writeHead(200);
|
||||
res.end(dlobCoder.encode(dlobOrders));
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
app.get(
|
||||
"/orders/idlWithSlot",
|
||||
handleResponseTime,
|
||||
async (_req, res, next) => {
|
||||
try {
|
||||
const dlobOrders: DLOBOrders = [];
|
||||
|
||||
for (const user of userMap.values()) {
|
||||
const userAccount = user.getUserAccount();
|
||||
|
||||
for (const order of userAccount.orders) {
|
||||
if (getVariant(order.status) === "init") {
|
||||
continue;
|
||||
}
|
||||
|
||||
dlobOrders.push({
|
||||
user: user.getUserAccountPublicKey(),
|
||||
order,
|
||||
} as DLOBOrder);
|
||||
}
|
||||
}
|
||||
|
||||
res.writeHead(200);
|
||||
res.end(
|
||||
JSON.stringify({
|
||||
slot: bulkAccountLoader.mostRecentSlot,
|
||||
data: dlobCoder.encode(dlobOrders).toString("base64"),
|
||||
})
|
||||
);
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
}
|
||||
);
|
||||
|
||||
const validateDlobQuery = (
|
||||
marketType?: string,
|
||||
marketIndex?: string,
|
||||
marketName?: string
|
||||
): {
|
||||
normedMarketType?: MarketType;
|
||||
normedMarketIndex?: number;
|
||||
error?: string;
|
||||
} => {
|
||||
let normedMarketType: MarketType = undefined;
|
||||
let normedMarketIndex: number = undefined;
|
||||
let normedMarketName: string = undefined;
|
||||
if (marketName === undefined) {
|
||||
if (marketIndex === undefined || marketType === undefined) {
|
||||
return {
|
||||
error:
|
||||
"Bad Request: (marketName) or (marketIndex and marketType) must be supplied",
|
||||
};
|
||||
}
|
||||
|
||||
// validate marketType
|
||||
switch ((marketType as string).toLowerCase()) {
|
||||
case "spot": {
|
||||
normedMarketType = MarketType.SPOT;
|
||||
normedMarketIndex = parseInt(marketIndex as string);
|
||||
const spotMarketIndicies = SpotMarkets[driftEnv].map(
|
||||
(mkt) => mkt.marketIndex
|
||||
);
|
||||
if (!spotMarketIndicies.includes(normedMarketIndex)) {
|
||||
return {
|
||||
error: "Bad Request: invalid marketIndex",
|
||||
};
|
||||
}
|
||||
break;
|
||||
}
|
||||
case "perp": {
|
||||
normedMarketType = MarketType.PERP;
|
||||
normedMarketIndex = parseInt(marketIndex as string);
|
||||
const perpMarketIndicies = PerpMarkets[driftEnv].map(
|
||||
(mkt) => mkt.marketIndex
|
||||
);
|
||||
if (!perpMarketIndicies.includes(normedMarketIndex)) {
|
||||
return {
|
||||
error: "Bad Request: invalid marketIndex",
|
||||
};
|
||||
}
|
||||
break;
|
||||
}
|
||||
default:
|
||||
return {
|
||||
error: 'Bad Request: marketType must be either "spot" or "perp"',
|
||||
};
|
||||
}
|
||||
} else {
|
||||
// validate marketName
|
||||
normedMarketName = (marketName as string).toUpperCase();
|
||||
const derivedMarketInfo =
|
||||
driftClient.getMarketIndexAndType(normedMarketName);
|
||||
if (!derivedMarketInfo) {
|
||||
return {
|
||||
error: "Bad Request: unrecognized marketName",
|
||||
};
|
||||
}
|
||||
normedMarketType = derivedMarketInfo.marketType;
|
||||
normedMarketIndex = derivedMarketInfo.marketIndex;
|
||||
}
|
||||
|
||||
return {
|
||||
normedMarketType,
|
||||
normedMarketIndex,
|
||||
};
|
||||
};
|
||||
|
||||
app.get("/l2", handleResponseTime, async (req, res, next) => {
|
||||
try {
|
||||
const { marketName, marketIndex, marketType, depth, includeVamm } =
|
||||
req.query;
|
||||
|
||||
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
|
||||
marketType as string,
|
||||
marketIndex as string,
|
||||
marketName as string
|
||||
);
|
||||
if (error) {
|
||||
res.status(400).send(error);
|
||||
return;
|
||||
}
|
||||
|
||||
const l2 = dlobSubscriber.getL2({
|
||||
marketIndex: normedMarketIndex,
|
||||
marketType: normedMarketType,
|
||||
depth: depth ? parseInt(depth as string) : 10,
|
||||
includeVamm: includeVamm
|
||||
? (includeVamm as string).toLowerCase() === "true"
|
||||
: false,
|
||||
});
|
||||
|
||||
for (const key of Object.keys(l2)) {
|
||||
for (const idx in l2[key]) {
|
||||
const level = l2[key][idx];
|
||||
const sources = level["sources"];
|
||||
for (const sourceKey of Object.keys(sources)) {
|
||||
sources[sourceKey] = sources[sourceKey].toString();
|
||||
}
|
||||
l2[key][idx] = {
|
||||
price: level.price.toString(),
|
||||
size: level.size.toString(),
|
||||
sources,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
res.writeHead(200);
|
||||
res.end(JSON.stringify(l2));
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
app.get("/l3", handleResponseTime, async (req, res, next) => {
|
||||
try {
|
||||
const { marketName, marketIndex, marketType } = req.query;
|
||||
|
||||
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
|
||||
marketType as string,
|
||||
marketIndex as string,
|
||||
marketName as string
|
||||
);
|
||||
if (error) {
|
||||
res.status(400).send(error);
|
||||
return;
|
||||
}
|
||||
|
||||
const l3 = dlobSubscriber.getL3({
|
||||
marketIndex: normedMarketIndex,
|
||||
marketType: normedMarketType,
|
||||
});
|
||||
|
||||
for (const key of Object.keys(l3)) {
|
||||
for (const idx in l3[key]) {
|
||||
const level = l3[key][idx];
|
||||
l3[key][idx] = {
|
||||
...level,
|
||||
price: level.price.toString(),
|
||||
size: level.size.toString(),
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
res.writeHead(200);
|
||||
res.end(JSON.stringify(l3));
|
||||
} catch (err) {
|
||||
next(err);
|
||||
}
|
||||
});
|
||||
|
||||
app.use(errorHandler);
|
||||
app.listen(serverPort, () => {
|
||||
logger.info(`DLOB server listening on port http://localhost:${serverPort}`);
|
||||
});
|
||||
};
|
||||
|
||||
async function recursiveTryCatch(f: () => void) {
|
||||
try {
|
||||
await f();
|
||||
} catch (e) {
|
||||
console.error(e);
|
||||
await sleep(15000);
|
||||
await recursiveTryCatch(f);
|
||||
}
|
||||
}
|
||||
|
||||
recursiveTryCatch(() => main());
|
||||
16
src/logger.ts
Normal file
16
src/logger.ts
Normal file
@@ -0,0 +1,16 @@
|
||||
import { createLogger, transports, format } from "winston";
|
||||
|
||||
export const logger = createLogger({
|
||||
transports: [new transports.Console()],
|
||||
format: format.combine(
|
||||
format.colorize(),
|
||||
format.timestamp(),
|
||||
format.printf(({ timestamp, level, message }) => {
|
||||
return `[${timestamp}] ${level}: ${message}`;
|
||||
})
|
||||
),
|
||||
});
|
||||
|
||||
export const setLogLevel = (logLevel: string) => {
|
||||
logger.level = logLevel;
|
||||
};
|
||||
36
src/utils.ts
Normal file
36
src/utils.ts
Normal file
@@ -0,0 +1,36 @@
|
||||
import fs from "fs";
|
||||
import { Keypair } from "@solana/web3.js";
|
||||
import { bs58 } from "@project-serum/anchor/dist/cjs/utils/bytes";
|
||||
import { Wallet } from "@drift-labs/sdk";
|
||||
|
||||
import { logger } from "./logger";
|
||||
|
||||
export function getWallet(): Wallet {
|
||||
const privateKey = process.env.ANCHOR_PRIVATE_KEY;
|
||||
if (!privateKey) {
|
||||
throw new Error(
|
||||
"Must set environment variable ANCHOR_PRIVATE_KEY with the path to a id.json or a list of commma separated numbers"
|
||||
);
|
||||
}
|
||||
// try to load privateKey as a filepath
|
||||
let loadedKey: Uint8Array;
|
||||
if (fs.existsSync(privateKey)) {
|
||||
logger.info(`loading private key from ${privateKey}`);
|
||||
loadedKey = new Uint8Array(
|
||||
JSON.parse(fs.readFileSync(privateKey).toString())
|
||||
);
|
||||
} else {
|
||||
if (privateKey.includes(",")) {
|
||||
logger.info(`Trying to load private key as comma separated numbers`);
|
||||
loadedKey = Uint8Array.from(
|
||||
privateKey.split(",").map((val) => Number(val))
|
||||
);
|
||||
} else {
|
||||
logger.info(`Trying to load private key as base58 string`);
|
||||
loadedKey = new Uint8Array(bs58.decode(privateKey));
|
||||
}
|
||||
}
|
||||
|
||||
const keypair = Keypair.fromSecretKey(Uint8Array.from(loadedKey));
|
||||
return new Wallet(keypair);
|
||||
}
|
||||
19
tsconfig.json
Normal file
19
tsconfig.json
Normal file
@@ -0,0 +1,19 @@
|
||||
{
|
||||
"compilerOptions": {
|
||||
"types": [],
|
||||
"module": "commonjs",
|
||||
"target": "es2019",
|
||||
"esModuleInterop": true,
|
||||
"preserveConstEnums": true,
|
||||
"sourceMap": true,
|
||||
"resolveJsonModule": true,
|
||||
"skipLibCheck": true,
|
||||
"experimentalDecorators": true,
|
||||
"emitDecoratorMetadata": true,
|
||||
"baseUrl": ".",
|
||||
"rootDir": "src",
|
||||
"outDir": "./lib"
|
||||
},
|
||||
"include": ["src/**/*"],
|
||||
"exclude": ["node_modules"]
|
||||
}
|
||||
Reference in New Issue
Block a user