ignore markets for slot diff restart

This commit is contained in:
Nour Alharithi
2024-03-13 12:59:06 -04:00
parent 66834fca13
commit a21da890e5
4 changed files with 28 additions and 5 deletions

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@@ -31,6 +31,16 @@ type wsMarketArgs = {
const PERP_MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000; const PERP_MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
const SPOT_MAKRET_STALENESS_THRESHOLD = 20 * 60 * 1000; const SPOT_MAKRET_STALENESS_THRESHOLD = 20 * 60 * 1000;
const PERP_MARKETS_TO_SKIP_SLOT_CHECK = {
'mainnet-beta': [17, 21, 23, 25, 26],
devnet: [17, 21],
};
const SPOT_MARKETS_TO_SKIP_SLOT_CHECK = {
'mainnet-beta': [6, 8, 10],
devnet: [],
};
export type wsMarketInfo = { export type wsMarketInfo = {
marketIndex: number; marketIndex: number;
marketName: string; marketName: string;
@@ -46,7 +56,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
Map<number, { slot: number; ts: number }> Map<number, { slot: number; ts: number }>
>; >;
public skipSlotStalenessCheckMarkets = new Set<number>(); public skipSlotStalenessCheckMarketsPerp: number[];
public skipSlotStalenessCheckMarketsSpot: number[];
constructor( constructor(
config: DLOBSubscriptionConfig & { config: DLOBSubscriptionConfig & {
@@ -70,6 +81,11 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
this.lastMarketSlotMap.set(MarketType.SPOT, new Map()); this.lastMarketSlotMap.set(MarketType.SPOT, new Map());
this.lastMarketSlotMap.set(MarketType.PERP, new Map()); this.lastMarketSlotMap.set(MarketType.PERP, new Map());
this.skipSlotStalenessCheckMarketsPerp =
PERP_MARKETS_TO_SKIP_SLOT_CHECK[config.env];
this.skipSlotStalenessCheckMarketsSpot =
SPOT_MARKETS_TO_SKIP_SLOT_CHECK[config.env];
for (const market of config.perpMarketInfos) { for (const market of config.perpMarketInfos) {
const perpMarket = this.driftClient.getPerpMarketAccount( const perpMarket = this.driftClient.getPerpMarketAccount(
market.marketIndex market.marketIndex
@@ -77,7 +93,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const includeVamm = !isVariant(perpMarket.status, 'ammPaused'); const includeVamm = !isVariant(perpMarket.status, 'ammPaused');
const oracleSource = perpMarket.amm.oracleSource; const oracleSource = perpMarket.amm.oracleSource;
if (isVariant(oracleSource, 'prelaunch')) { if (isVariant(oracleSource, 'prelaunch')) {
this.skipSlotStalenessCheckMarkets.add(market.marketIndex); this.skipSlotStalenessCheckMarketsPerp.push(market.marketIndex);
} }
this.marketArgs.push({ this.marketArgs.push({
@@ -182,8 +198,14 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
// Check if slot diffs are too large for oracle // Check if slot diffs are too large for oracle
const skipSlotCheck = const skipSlotCheck =
marketType === 'perp' && (marketType === 'perp' &&
this.skipSlotStalenessCheckMarkets.has(marketArgs.marketIndex); this.skipSlotStalenessCheckMarketsPerp.includes(
marketArgs.marketIndex
)) ||
(marketType === 'spot' &&
this.skipSlotStalenessCheckMarketsSpot.includes(
marketArgs.marketIndex
));
if ( if (
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) > Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
this.killSwitchSlotDiffThreshold && this.killSwitchSlotDiffThreshold &&

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@@ -345,6 +345,7 @@ const main = async (): Promise<void> => {
const initDlobSubscriberStart = Date.now(); const initDlobSubscriberStart = Date.now();
const dlobSubscriber = new DLOBSubscriber({ const dlobSubscriber = new DLOBSubscriber({
driftClient, driftClient,
env: driftEnv,
dlobSource: dlobProvider, dlobSource: dlobProvider,
slotSource: dlobProvider, slotSource: dlobProvider,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL, updateFrequency: ORDERBOOK_UPDATE_INTERVAL,

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@@ -391,6 +391,7 @@ const main = async () => {
const dlobSubscriber = new DLOBSubscriberIO({ const dlobSubscriber = new DLOBSubscriberIO({
driftClient, driftClient,
env: driftEnv,
dlobSource: dlobProvider, dlobSource: dlobProvider,
slotSource, slotSource,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL, updateFrequency: ORDERBOOK_UPDATE_INTERVAL,

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@@ -81,7 +81,6 @@ const main = async () => {
await driftClient.subscribe(); await driftClient.subscribe();
driftClient.eventEmitter.on('error', (e) => { driftClient.eventEmitter.on('error', (e) => {
logger.info('clearing house error');
logger.error(e); logger.error(e);
}); });