must use order subscriber
This commit is contained in:
wphan
99
src/index.ts
99
src/index.ts
@@ -18,7 +18,6 @@ import {
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DriftClient,
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DriftClientSubscriptionConfig,
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DriftEnv,
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SlotSource,
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SlotSubscriber,
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Wallet,
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getUserStatsAccountPublicKey,
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@@ -52,10 +51,7 @@ import {
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validateDlobQuery,
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} from './utils/utils';
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import FEATURE_FLAGS from './utils/featureFlags';
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import {
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DLOBProvider,
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getDLOBProviderFromOrderSubscriber,
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} from './dlobProvider';
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import { getDLOBProviderFromOrderSubscriber } from './dlobProvider';
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import { RedisClient } from './utils/redisClient';
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require('dotenv').config();
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@@ -74,8 +70,6 @@ const serverPort = process.env.PORT || 6969;
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export const ORDERBOOK_UPDATE_INTERVAL = 1000;
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const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 10;
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const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
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const useOrderSubscriber =
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process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true';
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const rateLimitCallsPerSecond = process.env.RATE_LIMIT_CALLS_PER_SECOND
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? parseInt(process.env.RATE_LIMIT_CALLS_PER_SECOND)
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: 1;
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@@ -152,7 +146,6 @@ const wsEndpoint = process.env.WS_ENDPOINT;
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logger.info(`RPC endpoint: ${endpoint}`);
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logger.info(`WS endpoint: ${wsEndpoint}`);
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logger.info(`useWebsocket: ${useWebsocket}`);
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logger.info(`useOrderSubscriber: ${useOrderSubscriber}`);
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logger.info(`DriftEnv: ${driftEnv}`);
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logger.info(`Commit: ${commitHash}`);
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@@ -233,7 +226,6 @@ const main = async () => {
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let slotSubscriber: SlotSubscriber | undefined;
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let accountSubscription: DriftClientSubscriptionConfig;
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let slotSource: SlotSource;
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if (!useWebsocket) {
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bulkAccountLoader = new BulkAccountLoader(
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@@ -246,7 +238,6 @@ const main = async () => {
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type: 'polling',
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accountLoader: bulkAccountLoader,
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};
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slotSource = bulkAccountLoader;
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} else {
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accountSubscription = {
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type: 'websocket',
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@@ -264,42 +255,38 @@ const main = async () => {
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env: driftEnv,
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});
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let dlobProvider: DLOBProvider;
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if (useOrderSubscriber) {
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let subscriptionConfig;
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if (useWebsocket) {
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subscriptionConfig = {
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type: 'websocket',
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commitment: stateCommitment,
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resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL,
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};
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} else {
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subscriptionConfig = {
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type: 'polling',
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frequency: ORDERBOOK_UPDATE_INTERVAL,
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commitment: stateCommitment,
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};
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}
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let updatesReceivedTotal = 0;
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const orderSubscriber = new OrderSubscriber({
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driftClient,
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subscriptionConfig,
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});
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orderSubscriber.eventEmitter.on(
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'updateReceived',
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(_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => {
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setLastReceivedWsMsgTs(Date.now());
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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updatesReceivedTotal++;
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accountUpdatesCounter.add(1);
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}
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);
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dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
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slotSource = dlobProvider;
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let subscriptionConfig;
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if (useWebsocket) {
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subscriptionConfig = {
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type: 'websocket',
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commitment: stateCommitment,
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resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL,
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};
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} else {
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subscriptionConfig = {
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type: 'polling',
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frequency: ORDERBOOK_UPDATE_INTERVAL,
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commitment: stateCommitment,
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};
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}
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let updatesReceivedTotal = 0;
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const orderSubscriber = new OrderSubscriber({
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driftClient,
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subscriptionConfig,
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});
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orderSubscriber.eventEmitter.on(
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'updateReceived',
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(_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => {
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setLastReceivedWsMsgTs(Date.now());
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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updatesReceivedTotal++;
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accountUpdatesCounter.add(1);
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}
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);
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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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@@ -325,7 +312,7 @@ const main = async () => {
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const dlobSubscriber = new DLOBSubscriber({
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driftClient,
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dlobSource: dlobProvider,
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slotSource,
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slotSource: dlobProvider,
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updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
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});
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await dlobSubscriber.subscribe();
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@@ -361,10 +348,10 @@ const main = async () => {
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app.get(
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'/health',
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handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSource)
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handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider)
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);
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app.get('/startup', handleStartup);
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app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSource));
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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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@@ -372,7 +359,7 @@ const main = async () => {
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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 = slotSource.getSlot();
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const slot = dlobProvider.getSlot();
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for (const market of driftClient.getPerpMarketAccounts()) {
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const oracle = driftClient.getOracleDataForPerpMarket(
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@@ -417,7 +404,7 @@ const main = async () => {
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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 = slotSource.getSlot();
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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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@@ -587,7 +574,7 @@ const main = async () => {
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res.end(
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JSON.stringify({
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slot: slotSource.getSlot(),
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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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@@ -678,7 +665,7 @@ const main = async () => {
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.getDLOB()
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.getRestingLimitBids(
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normedMarketIndex,
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slotSource.getSlot(),
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dlobProvider.getSlot(),
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normedMarketType,
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oracle
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)
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@@ -689,7 +676,7 @@ const main = async () => {
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.getDLOB()
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.getRestingLimitAsks(
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normedMarketIndex,
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slotSource.getSlot(),
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dlobProvider.getSlot(),
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normedMarketType,
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oracle
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)
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@@ -763,7 +750,7 @@ const main = async () => {
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}
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if (
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redisL2 &&
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slotSource.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
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dlobProvider.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
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)
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l2Formatted = redisL2;
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} else if (
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@@ -789,7 +776,7 @@ const main = async () => {
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}
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if (
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redisL2 &&
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slotSource.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
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dlobProvider.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
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)
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l2Formatted = redisL2;
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}
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@@ -945,7 +932,7 @@ const main = async () => {
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}
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if (redisL2) {
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const parsedRedisL2 = JSON.parse(redisL2);
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if (slotSource.getSlot() - parseInt(parsedRedisL2.slot) < 10)
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if (dlobProvider.getSlot() - parseInt(parsedRedisL2.slot) < 10)
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l2Formatted = parsedRedisL2;
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}
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} else if (
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@@ -970,7 +957,7 @@ const main = async () => {
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}
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if (redisL2) {
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const parsedRedisL2 = JSON.parse(redisL2);
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if (slotSource.getSlot() - parseInt(parsedRedisL2.slot) < 10)
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if (dlobProvider.getSlot() - parseInt(parsedRedisL2.slot) < 10)
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l2Formatted = parsedRedisL2;
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}
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}
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