Added phoenix and serum subscribers
This commit is contained in:
Luke Steyn
16
.vscode/launch.json
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16
.vscode/launch.json
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@@ -0,0 +1,16 @@
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{
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// Use IntelliSense to learn about possible attributes.
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// Hover to view descriptions of existing attributes.
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// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
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"version": "0.2.0",
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"configurations": [
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{
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"type": "node",
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"request": "attach",
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"name": "Debug",
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"port": 2230,
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"timeout": 3000,
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"restart": true,
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},
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]
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}
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101
package.json
101
package.json
@@ -1,52 +1,53 @@
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{
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"name": "@drift-labs/dlob-server",
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"version": "0.1.0",
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"author": "wphan",
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"main": "lib/index.js",
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"license": "Apache-2.0",
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"dependencies": {
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"@drift-labs/sdk": "2.30.0",
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"@opentelemetry/api": "^1.1.0",
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"@opentelemetry/auto-instrumentations-node": "^0.31.1",
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"@opentelemetry/exporter-prometheus": "^0.31.0",
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"@opentelemetry/sdk-node": "^0.31.0",
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"@project-serum/anchor": "^0.19.1-beta.1",
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"@project-serum/serum": "^0.13.65",
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"@solana/web3.js": "^1.22.0",
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"async-mutex": "^0.4.0",
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"commander": "^9.4.0",
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"compression": "^1.7.4",
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"cors": "^2.8.5",
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"dotenv": "^10.0.0",
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"express": "^4.18.2",
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"express-rate-limit": "^6.7.0",
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"morgan": "^1.10.0",
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"response-time": "^2.3.2",
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"typescript": "4.5.4",
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"winston": "^3.8.1"
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},
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"devDependencies": {
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"@typescript-eslint/eslint-plugin": "^4.28.0",
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"@typescript-eslint/parser": "^4.28.0",
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"eslint": "^7.29.0",
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"eslint-config-prettier": "^8.3.0",
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"eslint-plugin-prettier": "^3.4.0",
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"husky": "^7.0.4",
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"prettier": "^2.4.1",
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"ts-node": "^10.9.1"
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},
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"scripts": {
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"prepare": "husky install",
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"build": "yarn clean && tsc",
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"clean": "rm -rf lib",
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"start": "node lib/index.js",
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"dev": "ts-node src/index.ts",
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"dev:inspect": "yarn build && node --inspect ./lib/index.js",
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"example": "ts-node example/client.ts",
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"exampleWithSlot": "ts-node example/clientWithSlot.ts",
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"prettify": "prettier --check './src/**/*.ts'",
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"prettify:fix": "prettier --write './src/**/*.ts'",
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"lint": "eslint . --ext ts --quiet",
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"lint:fix": "eslint . --ext ts --fix"
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}
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"name": "@drift-labs/dlob-server",
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"version": "0.1.0",
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"author": "wphan",
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"main": "lib/index.js",
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"license": "Apache-2.0",
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"dependencies": {
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"@drift-labs/sdk": "2.30.0",
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"@opentelemetry/api": "^1.1.0",
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"@opentelemetry/auto-instrumentations-node": "^0.31.1",
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"@opentelemetry/exporter-prometheus": "^0.31.0",
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"@opentelemetry/sdk-node": "^0.31.0",
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"@project-serum/anchor": "^0.19.1-beta.1",
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"@project-serum/serum": "^0.13.65",
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"@solana/web3.js": "^1.22.0",
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"async-mutex": "^0.4.0",
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"commander": "^9.4.0",
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"compression": "^1.7.4",
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"cors": "^2.8.5",
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"dotenv": "^10.0.0",
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"express": "^4.18.2",
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"express-rate-limit": "^6.7.0",
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"morgan": "^1.10.0",
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"response-time": "^2.3.2",
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"typescript": "4.5.4",
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"winston": "^3.8.1"
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},
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"devDependencies": {
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"@typescript-eslint/eslint-plugin": "^4.28.0",
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"@typescript-eslint/parser": "^4.28.0",
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"eslint": "^7.29.0",
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"eslint-config-prettier": "^8.3.0",
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"eslint-plugin-prettier": "^3.4.0",
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"husky": "^7.0.4",
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"prettier": "^2.4.1",
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"ts-node": "^10.9.1"
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},
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"scripts": {
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"prepare": "husky install",
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"build": "yarn clean && tsc",
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"clean": "rm -rf lib",
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"start": "node lib/index.js",
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"dev": "ts-node src/index.ts",
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"dev:inspect": "yarn build && node --inspect ./lib/index.js",
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"dev:debug": "yarn build && node --inspect-brk --inspect=2230 ./lib/index.js",
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"example": "ts-node example/client.ts",
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"exampleWithSlot": "ts-node example/clientWithSlot.ts",
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"prettify": "prettier --check './src/**/*.ts'",
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"prettify:fix": "prettier --write './src/**/*.ts'",
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"lint": "eslint . --ext ts --quiet",
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"lint:fix": "eslint . --ext ts --fix"
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}
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}
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89
src/index.ts
89
src/index.ts
@@ -24,6 +24,9 @@ import {
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PerpMarkets,
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DLOBSubscriber,
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MarketType,
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SpotMarketConfig,
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PhoenixSubscriber,
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SerumSubscriber,
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} from "@drift-labs/sdk";
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import { Mutex } from "async-mutex";
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@@ -215,6 +218,68 @@ const endpointResponseTimeHistogram = meter.createHistogram(
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}
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);
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const getPhoenixSubscriber = (
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driftClient: DriftClient,
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marketConfig: SpotMarketConfig
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) => {
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return new PhoenixSubscriber({
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connection: driftClient.connection,
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programId: new PublicKey(sdkConfig.PHOENIX),
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marketAddress: marketConfig.phoenixMarket,
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accountSubscription: {
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type: "websocket",
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},
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});
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};
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const getSerumSubscriber = (
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driftClient: DriftClient,
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marketConfig: SpotMarketConfig
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) => {
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return new SerumSubscriber({
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connection: driftClient.connection,
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programId: new PublicKey(sdkConfig.SERUM_V3),
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marketAddress: marketConfig.serumMarket,
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accountSubscription: {
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type: "websocket",
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},
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});
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};
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type SubscriberLookup = {
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[marketIndex: number]: {
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phoenix?: PhoenixSubscriber;
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serum?: SerumSubscriber;
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};
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};
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let MARKET_SUBSCRIBERS: SubscriberLookup = {};
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const initializeAllMarketSubscribers = async (driftClient: DriftClient) => {
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const markets: SubscriberLookup = {};
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for (const market of sdkConfig.SPOT_MARKETS) {
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markets[market.marketIndex] = {
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phoenix: undefined,
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serum: undefined,
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};
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if (market.phoenixMarket) {
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const phoenixSubscriber = getPhoenixSubscriber(driftClient, market);
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await phoenixSubscriber.subscribe();
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markets[market.marketIndex].phoenix = phoenixSubscriber;
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}
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if (market.serumMarket) {
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const serumSubscriber = getSerumSubscriber(driftClient, market);
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await serumSubscriber.subscribe();
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markets[market.marketIndex].serum = serumSubscriber;
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}
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}
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return markets;
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};
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const main = async () => {
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const wallet = getWallet();
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const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
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@@ -312,6 +377,8 @@ const main = async () => {
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});
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});
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MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient);
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// start http server listening to /health endpoint using http package
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app.get("/health", handleResponseTime, async (req, res, next) => {
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try {
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@@ -705,21 +772,21 @@ const main = async () => {
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return;
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}
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const isSpot = marketType === "spot";
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const l2 = await dlobSubscriber.getL2({
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marketIndex: normedMarketIndex,
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marketType: normedMarketType,
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depth: depth ? parseInt(depth as string) : 10,
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opts: {
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includeVammL2: includeVamm
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? `${includeVamm}`.toLowerCase() === "true"
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: false,
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includePhoenixL2: includeSerum
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? `${includeSerum}`.toLowerCase() === "true"
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: false,
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includeSerumL2: includePhoenix
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? `${includePhoenix}`.toLowerCase() === "true"
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: false,
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},
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includeVamm: `${includeVamm}`.toLowerCase() === "true",
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fallbackL2Generators: isSpot
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? [
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`${includePhoenix}`.toLowerCase() === "true" &&
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MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
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`${includeSerum}`.toLowerCase() === "true" &&
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MARKET_SUBSCRIBERS[normedMarketIndex].serum,
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].filter((a) => !!a)
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: [],
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});
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for (const key of Object.keys(l2)) {
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