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chore: update to common redis + top markers account flag

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This commit is contained in:
Jack Waller
2024-05-16 12:39:44 +10:00
parent cd26f39c72
commit 956a031fec
13 changed files with 1699 additions and 316 deletions
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15
src/publishers/dlobPublisher.ts
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@@ -18,6 +18,7 @@ import {
PerpMarketConfig,
SpotMarketConfig,
} from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common';
import { logger, setLogLevel } from '../utils/logger';
import {
@@ -31,7 +32,6 @@ import {
DLOBSubscriberIO,
wsMarketInfo,
} from '../dlob-subscriber/DLOBSubscriberIO';
import { RedisClient } from '../utils/redisClient';
import {
DLOBProvider,
getDLOBProviderFromGrpcOrderSubscriber,
@@ -47,9 +47,8 @@ require('dotenv').config();
const stateCommitment: Commitment = 'confirmed';
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const commitHash = process.env.COMMIT;
const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
const REDIS_PORT = process.env.REDIS_PORT || '6379';
const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
const REDIS_CLIENT = process.env.REDIS_CLIENT || 'DLOB';
// Set up express for health checks
const app = express();
@@ -259,6 +258,11 @@ const main = async () => {
const wallet = new Wallet(new Keypair());
const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
const redisClient = new RedisClient({
prefix: RedisClientPrefix[REDIS_CLIENT],
});
await redisClient.connect();
const connection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
@@ -391,9 +395,6 @@ const main = async () => {
await dlobProvider.subscribe();
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const dlobSubscriber = new DLOBSubscriberIO({
driftClient,
env: driftEnv,

29
src/publishers/priorityFeesPublisher.ts
View File

@@ -10,20 +10,17 @@ import {
BulkAccountLoader,
getMarketsAndOraclesForSubscription,
} from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common';
import { logger, setLogLevel } from '../utils/logger';
import { sleep } from '../utils/utils';
import express from 'express';
// import { handleHealthCheck } from '../core/metrics';
import { RedisClient } from '../utils/redisClient';
require('dotenv').config();
const stateCommitment: Commitment = 'confirmed';
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const commitHash = process.env.COMMIT;
const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
const REDIS_PORT = process.env.REDIS_PORT || '6379';
const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
// Set up express for health checks
const app = express();
@@ -137,25 +134,25 @@ class PriorityFeeSubscriber {
dataPerp.forEach((result: any) => {
const marketIndex = parseInt(result['id']);
this.redisClient.client.publish(
this.redisClient.publish(
`priorityFees_perp_${marketIndex}`,
JSON.stringify(result.result['priorityFeeLevels'])
result.result['priorityFeeLevels']
);
this.redisClient.client.set(
this.redisClient.set(
`priorityFees_perp_${marketIndex}`,
JSON.stringify(result.result['priorityFeeLevels'])
result.result['priorityFeeLevels']
);
});
dataSpot.forEach((result: any) => {
const marketIndex = parseInt(result['id']) - 100;
this.redisClient.client.publish(
this.redisClient.publish(
`priorityFees_spot_${marketIndex}`,
JSON.stringify(result.result['priorityFeeLevels'])
result.result['priorityFeeLevels']
);
this.redisClient.client.set(
this.redisClient.set(
`priorityFees_spot_${marketIndex}`,
JSON.stringify(result.result['priorityFeeLevels'])
result.result['priorityFeeLevels']
);
});
}
@@ -167,6 +164,11 @@ const main = async () => {
commitment: stateCommitment,
});
const redisClient = new RedisClient({
prefix: RedisClientPrefix.DLOB_HELIUS,
});
await redisClient.connect();
const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
getMarketsAndOraclesForSubscription(sdkConfig.ENV);
@@ -209,9 +211,6 @@ const main = async () => {
});
}
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const priorityFeeSubscriber = new PriorityFeeSubscriber({
endpoint,
perpMarketPubkeys,

15
src/publishers/tradesPublisher.ts
View File

@@ -20,18 +20,15 @@ import {
OrderActionRecord,
Event,
} from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common';
import { logger, setLogLevel } from '../utils/logger';
import { sleep } from '../utils/utils';
import { RedisClient } from '../utils/redisClient';
import { fromEvent, filter, map } from 'rxjs';
require('dotenv').config();
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const commitHash = process.env.COMMIT;
const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
const REDIS_PORT = process.env.REDIS_PORT || '6379';
const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
//@ts-ignore
const sdkConfig = initialize({ env: process.env.ENV });
@@ -70,6 +67,9 @@ const main = async () => {
env: driftEnv,
});
const redisClient = new RedisClient({ prefix: RedisClientPrefix.DLOB });
await redisClient.connect();
const slotSubscriber = new SlotSubscriber(connection, {});
const lamportsBalance = await connection.getBalance(wallet.publicKey);
@@ -86,9 +86,6 @@ const main = async () => {
await slotSubscriber.subscribe();
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
maxTx: 8192,
maxEventsPerType: 4096,
@@ -182,9 +179,9 @@ const main = async () => {
})
)
.subscribe((fillEvent) => {
redisClient.client.publish(
redisClient.publish(
`trades_${fillEvent.marketType}_${fillEvent.marketIndex}`,
JSON.stringify(fillEvent)
fillEvent
);
});