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Merge pull request #307 from drift-labs/master

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This commit is contained in:
moosecat
2024-12-06 09:48:13 -08:00
committed by GitHub
parent 283583a448 3b9f24cdf9
commit a0b4d63e9d
2 changed files with 47 additions and 292 deletions
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2
drift-common

Submodule drift-common updated: ebeabb37a3...e91ef8b3ea

337
src/index.ts
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@@ -17,10 +17,6 @@ import {
initialize, initialize,
isVariant, isVariant,
OrderSubscriber, OrderSubscriber,
PhoenixSubscriber,
BulkAccountLoader,
isOperationPaused,
PerpOperation,
DelistedMarketSetting, DelistedMarketSetting,
} from '@drift-labs/sdk'; } from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common/clients'; import { RedisClient, RedisClientPrefix } from '@drift/common/clients';
@@ -38,16 +34,12 @@ import {
} from './core/metrics'; } from './core/metrics';
import { handleResponseTime } from './core/middleware'; import { handleResponseTime } from './core/middleware';
import { import {
SubscriberLookup,
addOracletoResponse,
errorHandler, errorHandler,
l2WithBNToStrings,
normalizeBatchQueryParams, normalizeBatchQueryParams,
sleep, sleep,
validateDlobQuery, validateDlobQuery,
getAccountFromId, getAccountFromId,
getRawAccountFromId, getRawAccountFromId,
getOpenbookSubscriber,
selectMostRecentBySlot, selectMostRecentBySlot,
} from './utils/utils'; } from './utils/utils';
import FEATURE_FLAGS from './utils/featureFlags'; import FEATURE_FLAGS from './utils/featureFlags';
@@ -83,8 +75,6 @@ const stateCommitment: Commitment = 'confirmed';
const serverPort = process.env.PORT || 6969; const serverPort = process.env.PORT || 6969;
export const ORDERBOOK_UPDATE_INTERVAL = 1000; export const ORDERBOOK_UPDATE_INTERVAL = 1000;
const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60; const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60;
const SLOT_STALENESS_TOLERANCE =
parseInt(process.env.SLOT_STALENESS_TOLERANCE) || 1000;
const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true'; const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
const logFormat = const logFormat =
@@ -146,75 +136,6 @@ logger.info(`useWebsocket: ${useWebsocket}`);
logger.info(`DriftEnv: ${driftEnv}`); logger.info(`DriftEnv: ${driftEnv}`);
logger.info(`Commit: ${commitHash}`); logger.info(`Commit: ${commitHash}`);
let MARKET_SUBSCRIBERS: SubscriberLookup = {};
const initializeAllMarketSubscribers = async (driftClient: DriftClient) => {
const markets: SubscriberLookup = {};
for (const market of sdkConfig.SPOT_MARKETS) {
markets[market.marketIndex] = {
phoenix: undefined,
openbook: undefined,
};
if (market.phoenixMarket) {
const phoenixConfigAccount =
await driftClient.getPhoenixV1FulfillmentConfig(market.phoenixMarket);
if (isVariant(phoenixConfigAccount.status, 'enabled')) {
const bulkAccountLoader = new BulkAccountLoader(
driftClient.connection,
stateCommitment,
5_000
);
const phoenixSubscriber = new PhoenixSubscriber({
connection: driftClient.connection,
programId: new PublicKey(sdkConfig.PHOENIX),
marketAddress: phoenixConfigAccount.phoenixMarket,
accountSubscription: {
type: 'polling',
accountLoader: bulkAccountLoader,
},
});
await phoenixSubscriber.subscribe();
// Test get L2 to know if we should add
try {
phoenixSubscriber.getL2Asks();
phoenixSubscriber.getL2Bids();
markets[market.marketIndex].phoenix = phoenixSubscriber;
} catch (e) {
logger.info(
`Excluding phoenix for ${market.marketIndex}, error: ${e}`
);
}
}
}
if (market.openbookMarket) {
const openbookConfigAccount =
await driftClient.getOpenbookV2FulfillmentConfig(market.openbookMarket);
if (isVariant(openbookConfigAccount.status, 'enabled')) {
const openbookSubscriber = getOpenbookSubscriber(
driftClient,
market,
sdkConfig
);
await openbookSubscriber.subscribe();
try {
openbookSubscriber.getL2Asks();
openbookSubscriber.getL2Bids();
markets[market.marketIndex].openbook = openbookSubscriber;
} catch (e) {
logger.info(
`Excluding openbook for ${market.marketIndex}, error: ${e}`
);
}
}
}
}
return markets;
};
const main = async (): Promise<void> => { const main = async (): Promise<void> => {
const wallet = new Wallet(new Keypair()); const wallet = new Wallet(new Keypair());
const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID); const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
@@ -318,15 +239,6 @@ const main = async (): Promise<void> => {
prefix: RedisClientPrefix.USER_MAP, prefix: RedisClientPrefix.USER_MAP,
}); });
logger.info(`Initializing all market subscribers...`);
const initAllMarketSubscribersStart = Date.now();
MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient);
logger.info(
`All market subscribers initialized in ${
Date.now() - initAllMarketSubscribersStart
} ms`
);
const handleStartup = async (_req, res, _next) => { const handleStartup = async (_req, res, _next) => {
if (driftClient.isSubscribed && dlobProvider.size() > 0) { if (driftClient.isSubscribed && dlobProvider.size() > 0) {
res.writeHead(200); res.writeHead(200);
@@ -481,15 +393,10 @@ const main = async (): Promise<void> => {
selectMostRecentBySlot selectMostRecentBySlot
); );
if (redisResponse) { if (redisResponse) {
if ( if (side === 'bid') {
dlobProvider.getSlot() - redisResponse['slot'] < topMakers = redisResponse['bids'];
SLOT_STALENESS_TOLERANCE } else {
) { topMakers = redisResponse['asks'];
if (side === 'bid') {
topMakers = redisResponse['bids'];
} else {
topMakers = redisResponse['asks'];
}
} }
} }
@@ -613,17 +520,7 @@ const main = async (): Promise<void> => {
app.get('/l2', async (req, res, next) => { app.get('/l2', async (req, res, next) => {
try { try {
const { const { marketName, marketIndex, marketType, depth } = req.query;
marketName,
marketIndex,
marketType,
depth,
numVammOrders,
includeVamm,
includePhoenix,
includeOpenbook,
includeOracle,
} = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient, driftClient,
@@ -642,38 +539,17 @@ const main = async (): Promise<void> => {
const adjustedDepth = depth ?? '100'; const adjustedDepth = depth ?? '100';
let l2Formatted: any; let l2Formatted: any;
if (!isSpot && `${includeVamm}`?.toLowerCase() === 'true') { const redisL2 = await fetchFromRedis(
const redisL2 = await fetchFromRedis( `last_update_orderbook_${
`last_update_orderbook_perp_${normedMarketIndex}`, isSpot ? 'spot' : 'perp'
selectMostRecentBySlot }_${normedMarketIndex}`,
); selectMostRecentBySlot
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); );
redisL2['bids'] = redisL2['bids']?.slice(0, depth); const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['asks'] = redisL2['asks']?.slice(0, depth); redisL2['bids'] = redisL2['bids']?.slice(0, depthToUse);
if ( redisL2['asks'] = redisL2['asks']?.slice(0, depthToUse);
redisL2 && if (redisL2) {
dlobProvider.getSlot() - redisL2['slot'] < SLOT_STALENESS_TOLERANCE l2Formatted = JSON.stringify(redisL2);
) {
l2Formatted = JSON.stringify(redisL2);
}
} else if (
isSpot &&
`${includePhoenix}`?.toLowerCase() === 'true' &&
`${includeOpenbook}`?.toLowerCase() === 'true'
) {
const redisL2 = await fetchFromRedis(
`last_update_orderbook_spot_${normedMarketIndex}`,
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (
redisL2 &&
dlobProvider.getSlot() - redisL2['slot'] < SLOT_STALENESS_TOLERANCE
) {
l2Formatted = JSON.stringify(redisL2);
}
} }
if (l2Formatted) { if (l2Formatted) {
@@ -684,49 +560,15 @@ const main = async (): Promise<void> => {
res.writeHead(200); res.writeHead(200);
res.end(l2Formatted); res.end(l2Formatted);
return; return;
} else {
cacheHitCounter.add(1, {
miss: true,
path: req.baseUrl + req.path,
});
res.writeHead(500);
res.end('No dlob data found');
return;
} }
let validateIncludeVamm = false;
if (!isSpot && `${includeVamm}`.toLowerCase() === 'true') {
const perpMarket = driftClient.getPerpMarketAccount(normedMarketIndex);
validateIncludeVamm = !isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.AMM_FILL
);
}
const l2 = dlobSubscriber.getL2({
marketIndex: normedMarketIndex,
marketType: normedMarketType,
depth: parseInt(adjustedDepth as string),
includeVamm: validateIncludeVamm,
numVammOrders: parseInt((numVammOrders ?? '100') as string),
fallbackL2Generators: isSpot
? [
`${includePhoenix}`.toLowerCase() === 'true' &&
MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
`${includeOpenbook}`.toLowerCase() === 'true' &&
MARKET_SUBSCRIBERS[normedMarketIndex].openbook,
].filter((a) => !!a)
: [],
});
// make the BNs into strings
l2Formatted = l2WithBNToStrings(l2);
if (`${includeOracle}`.toLowerCase() === 'true') {
addOracletoResponse(
l2Formatted,
driftClient,
normedMarketType,
normedMarketIndex
);
}
cacheHitCounter.add(1, {
miss: true,
path: req.baseUrl + req.path,
});
res.writeHead(200);
res.end(JSON.stringify(l2Formatted));
} catch (err) { } catch (err) {
next(err); next(err);
} }
@@ -787,42 +629,17 @@ const main = async (): Promise<void> => {
const adjustedDepth = normedParam['depth'] ?? '100'; const adjustedDepth = normedParam['depth'] ?? '100';
let l2Formatted: any; let l2Formatted: any;
if (!isSpot && normedParam['includeVamm']?.toLowerCase() === 'true') { const redisL2 = await fetchFromRedis(
const redisL2 = await fetchFromRedis( `last_update_orderbook_${
`last_update_orderbook_perp_${normedMarketIndex}`, isSpot ? 'spot' : 'perp'
selectMostRecentBySlot }_${normedMarketIndex}`,
); selectMostRecentBySlot
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100); );
redisL2['bids'] = redisL2['bids']?.slice(0, depth); const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['asks'] = redisL2['asks']?.slice(0, depth); redisL2['bids'] = redisL2['bids']?.slice(0, depth);
if (redisL2) { redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if ( if (redisL2) {
dlobProvider.getSlot() - redisL2['slot'] < l2Formatted = JSON.stringify(redisL2);
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = redisL2;
}
}
} else if (
isSpot &&
normedParam['includePhoenix']?.toLowerCase() === 'true' &&
normedParam['includeOpenbook']?.toLowerCase() === 'true'
) {
const redisL2 = await fetchFromRedis(
`last_update_orderbook_spot_${normedMarketIndex}`,
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (redisL2) {
if (
dlobProvider.getSlot() - redisL2['slot'] <
SLOT_STALENESS_TOLERANCE
) {
l2Formatted = redisL2;
}
}
} }
if (l2Formatted) { if (l2Formatted) {
@@ -830,47 +647,12 @@ const main = async (): Promise<void> => {
miss: false, miss: false,
path: req.baseUrl + req.path, path: req.baseUrl + req.path,
}); });
return l2Formatted; } else {
cacheHitCounter.add(1, {
miss: true,
path: req.baseUrl + req.path,
});
} }
let validateIncludeVamm = false;
if (!isSpot && `${includeVamm}`.toLowerCase() === 'true') {
const perpMarket =
driftClient.getPerpMarketAccount(normedMarketIndex);
validateIncludeVamm = !isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.AMM_FILL
);
}
const l2 = dlobSubscriber.getL2({
marketIndex: normedMarketIndex,
marketType: normedMarketType,
depth: parseInt(adjustedDepth as string),
includeVamm: validateIncludeVamm,
fallbackL2Generators: isSpot
? [
`${normedParam['includePhoenix']}`.toLowerCase() === 'true' &&
MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
`${normedParam['includeOpenbook']}`.toLowerCase() ===
'true' && MARKET_SUBSCRIBERS[normedMarketIndex].openbook,
].filter((a) => !!a)
: [],
});
// make the BNs into strings
l2Formatted = l2WithBNToStrings(l2);
if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
addOracletoResponse(
l2Formatted,
driftClient,
normedMarketType,
normedMarketIndex
);
}
cacheHitCounter.add(1, {
miss: true,
path: req.baseUrl + req.path,
});
return l2Formatted; return l2Formatted;
}) })
); );
@@ -882,6 +664,7 @@ const main = async (): Promise<void> => {
res.writeHead(200); res.writeHead(200);
res.end(JSON.stringify({ l2s })); res.end(JSON.stringify({ l2s }));
return;
} catch (err) { } catch (err) {
next(err); next(err);
} }
@@ -889,7 +672,7 @@ const main = async (): Promise<void> => {
app.get('/l3', async (req, res, next) => { app.get('/l3', async (req, res, next) => {
try { try {
const { marketName, marketIndex, marketType, includeOracle } = req.query; const { marketName, marketIndex, marketType } = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery( const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient, driftClient,
@@ -909,10 +692,7 @@ const main = async (): Promise<void> => {
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`, `last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`,
selectMostRecentBySlot selectMostRecentBySlot
); );
if ( if (redisL3) {
redisL3 &&
dlobProvider.getSlot() - redisL3['slot'] < SLOT_STALENESS_TOLERANCE
) {
cacheHitCounter.add(1, { cacheHitCounter.add(1, {
miss: false, miss: false,
path: req.baseUrl + req.path, path: req.baseUrl + req.path,
@@ -925,35 +705,10 @@ const main = async (): Promise<void> => {
miss: true, miss: true,
path: req.baseUrl + req.path, path: req.baseUrl + req.path,
}); });
res.writeHead(500);
res.end('No L3 found');
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(),
};
}
}
if (`${includeOracle}`.toLowerCase() === 'true') {
addOracletoResponse(
l3,
driftClient,
normedMarketType,
normedMarketIndex
);
}
res.writeHead(200);
res.end(JSON.stringify(l3));
} catch (err) { } catch (err) {
next(err); next(err);
} }