trade/trade-drift-dlob
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Merge branch 'staging' into mainnet-beta

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This commit is contained in:
wphan
2023-12-19 11:35:53 -08:00
parent 83052a865e c6779b6f7e
commit a3dc82f5a7
5 changed files with 65 additions and 114 deletions
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2
package.json
View File

@@ -6,7 +6,7 @@
"license": "Apache-2.0",
"dependencies": {
"@coral-xyz/anchor": "^0.29.0",
"@drift-labs/sdk": "2.52.0-beta.1",
"@drift-labs/sdk": "2.52.0-beta.8",
"@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0",

10
src/dlobProvider.ts
View File

@@ -13,6 +13,7 @@ export type DLOBProvider = {
getUserAccount(publicKey: PublicKey): UserAccount | undefined;
size(): number;
fetch(): Promise<void>;
getSlot(): number;
};
export function getDLOBProviderFromUserMap(userMap: UserMap): DLOBProvider {
@@ -43,6 +44,9 @@ export function getDLOBProviderFromUserMap(userMap: UserMap): DLOBProvider {
fetch: () => {
return userMap.sync();
},
getSlot: () => {
return userMap.getSlot();
},
};
}
@@ -82,6 +86,9 @@ export function getDLOBProviderFromOrderSubscriber(
fetch() {
return orderSubscriber.fetch();
},
getSlot: () => {
return orderSubscriber.getSlot();
},
};
}
@@ -121,5 +128,8 @@ export function getDLOBProviderFromGrpcOrderSubscriber(
fetch() {
return orderSubscriber.fetch();
},
getSlot: () => {
return orderSubscriber.getSlot();
},
};
}

141
src/index.ts
View File

@@ -18,9 +18,7 @@ import {
DriftClient,
DriftClientSubscriptionConfig,
DriftEnv,
SlotSource,
SlotSubscriber,
UserMap,
Wallet,
getUserStatsAccountPublicKey,
getVariant,
@@ -34,7 +32,6 @@ import { logger, setLogLevel } from './utils/logger';
import * as http from 'http';
import {
gpaFetchDurationHistogram,
handleHealthCheck,
accountUpdatesCounter,
cacheHitCounter,
@@ -54,11 +51,7 @@ import {
validateDlobQuery,
} from './utils/utils';
import FEATURE_FLAGS from './utils/featureFlags';
import {
DLOBProvider,
getDLOBProviderFromOrderSubscriber,
getDLOBProviderFromUserMap,
} from './dlobProvider';
import { getDLOBProviderFromOrderSubscriber } from './dlobProvider';
import { RedisClient } from './utils/redisClient';
require('dotenv').config();
@@ -77,8 +70,6 @@ const serverPort = process.env.PORT || 6969;
export const ORDERBOOK_UPDATE_INTERVAL = 1000;
const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 10;
const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
const useOrderSubscriber =
process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true';
const rateLimitCallsPerSecond = process.env.RATE_LIMIT_CALLS_PER_SECOND
? parseInt(process.env.RATE_LIMIT_CALLS_PER_SECOND)
: 1;
@@ -155,7 +146,6 @@ const wsEndpoint = process.env.WS_ENDPOINT;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`useWebsocket: ${useWebsocket}`);
logger.info(`useOrderSubscriber: ${useOrderSubscriber}`);
logger.info(`DriftEnv: ${driftEnv}`);
logger.info(`Commit: ${commitHash}`);
@@ -236,7 +226,6 @@ const main = async () => {
let slotSubscriber: SlotSubscriber | undefined;
let accountSubscription: DriftClientSubscriptionConfig;
let slotSource: SlotSource;
if (!useWebsocket) {
bulkAccountLoader = new BulkAccountLoader(
@@ -249,10 +238,6 @@ const main = async () => {
type: 'polling',
accountLoader: bulkAccountLoader,
};
slotSource = {
getSlot: () => bulkAccountLoader!.getSlot(),
};
} else {
accountSubscription = {
type: 'websocket',
@@ -260,10 +245,6 @@ const main = async () => {
};
slotSubscriber = new SlotSubscriber(connection);
await slotSubscriber.subscribe();
slotSource = {
getSlot: () => slotSubscriber!.getSlot(),
};
}
driftClient = new DriftClient({
@@ -274,57 +255,38 @@ const main = async () => {
env: driftEnv,
});
let dlobProvider: DLOBProvider;
if (useOrderSubscriber) {
let subscriptionConfig;
if (useWebsocket) {
subscriptionConfig = {
type: 'websocket',
commitment: stateCommitment,
};
} else {
subscriptionConfig = {
type: 'polling',
frequency: ORDERBOOK_UPDATE_INTERVAL,
commitment: stateCommitment,
};
}
let updatesReceivedTotal = 0;
const orderSubscriber = new OrderSubscriber({
driftClient,
subscriptionConfig,
});
orderSubscriber.eventEmitter.on(
'updateReceived',
(_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => {
setLastReceivedWsMsgTs(Date.now());
// eslint-disable-next-line @typescript-eslint/no-unused-vars
updatesReceivedTotal++;
accountUpdatesCounter.add(1);
}
);
dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
slotSource = {
getSlot: () => orderSubscriber.getSlot(),
let subscriptionConfig;
if (useWebsocket) {
subscriptionConfig = {
type: 'websocket',
commitment: stateCommitment,
resyncIntervalMs: WS_FALLBACK_FETCH_INTERVAL,
};
} else {
const userMap = new UserMap({
driftClient,
subscriptionConfig: {
type: 'websocket',
resubTimeoutMs: 30_000,
commitment: stateCommitment,
},
skipInitialLoad: false,
includeIdle: false,
});
dlobProvider = getDLOBProviderFromUserMap(userMap);
subscriptionConfig = {
type: 'polling',
frequency: ORDERBOOK_UPDATE_INTERVAL,
commitment: stateCommitment,
};
}
let updatesReceivedTotal = 0;
const orderSubscriber = new OrderSubscriber({
driftClient,
subscriptionConfig,
});
orderSubscriber.eventEmitter.on(
'updateReceived',
(_pubkey: PublicKey, _slot: number, _dataType: 'raw' | 'decoded') => {
setLastReceivedWsMsgTs(Date.now());
// eslint-disable-next-line @typescript-eslint/no-unused-vars
updatesReceivedTotal++;
accountUpdatesCounter.add(1);
}
);
const dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
const dlobCoder = DLOBOrdersCoder.create();
await driftClient.subscribe();
@@ -344,34 +306,13 @@ const main = async () => {
logger.info(
`GPA refresh?: ${useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH}`
);
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {
const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => {
setTimeout(() => {
const startFetch = Date.now();
dlobProvider
.fetch()
.then(() => {
gpaFetchDurationHistogram.record(Date.now() - startFetch);
})
.catch((e) => {
logger.error('Failed to fetch GPA');
console.log(e);
})
.finally(() => {
// eslint-disable-next-line @typescript-eslint/no-unused-vars
recursiveFetch();
});
}, delay);
};
recursiveFetch();
}
logger.info(`Initializing DLOBSubscriber...`);
const initDlobSubscriberStart = Date.now();
const dlobSubscriber = new DLOBSubscriber({
driftClient,
dlobSource: dlobProvider,
slotSource,
slotSource: dlobProvider,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
});
await dlobSubscriber.subscribe();
@@ -407,10 +348,10 @@ const main = async () => {
app.get(
'/health',
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSource)
handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider)
);
app.get('/startup', handleStartup);
app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, slotSource));
app.get('/', handleHealthCheck(2 * WS_FALLBACK_FETCH_INTERVAL, dlobProvider));
if (FEATURE_FLAGS.ENABLE_ORDERS_ENDPOINTS) {
app.get('/orders/json/raw', async (_req, res, next) => {
@@ -418,7 +359,7 @@ const main = async () => {
// object with userAccount key and orders object serialized
const orders: Array<any> = [];
const oracles: Array<any> = [];
const slot = slotSource.getSlot();
const slot = dlobProvider.getSlot();
for (const market of driftClient.getPerpMarketAccounts()) {
const oracle = driftClient.getOracleDataForPerpMarket(
@@ -463,7 +404,7 @@ const main = async () => {
app.get('/orders/json', async (_req, res, next) => {
try {
// object with userAccount key and orders object serialized
const slot = slotSource.getSlot();
const slot = dlobProvider.getSlot();
const orders: Array<any> = [];
const oracles: Array<any> = [];
for (const market of driftClient.getPerpMarketAccounts()) {
@@ -633,7 +574,7 @@ const main = async () => {
res.end(
JSON.stringify({
slot: slotSource.getSlot(),
slot: dlobProvider.getSlot(),
data: dlobCoder.encode(dlobOrders).toString('base64'),
})
);
@@ -724,7 +665,7 @@ const main = async () => {
.getDLOB()
.getRestingLimitBids(
normedMarketIndex,
slotSource.getSlot(),
dlobProvider.getSlot(),
normedMarketType,
oracle
)
@@ -735,7 +676,7 @@ const main = async () => {
.getDLOB()
.getRestingLimitAsks(
normedMarketIndex,
slotSource.getSlot(),
dlobProvider.getSlot(),
normedMarketType,
oracle
)
@@ -809,7 +750,7 @@ const main = async () => {
}
if (
redisL2 &&
slotSource.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
dlobProvider.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
)
l2Formatted = redisL2;
} else if (
@@ -835,7 +776,7 @@ const main = async () => {
}
if (
redisL2 &&
slotSource.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
dlobProvider.getSlot() - parseInt(JSON.parse(redisL2).slot) < 10
)
l2Formatted = redisL2;
}
@@ -991,7 +932,7 @@ const main = async () => {
}
if (redisL2) {
const parsedRedisL2 = JSON.parse(redisL2);
if (slotSource.getSlot() - parseInt(parsedRedisL2.slot) < 10)
if (dlobProvider.getSlot() - parseInt(parsedRedisL2.slot) < 10)
l2Formatted = parsedRedisL2;
}
} else if (
@@ -1016,7 +957,7 @@ const main = async () => {
}
if (redisL2) {
const parsedRedisL2 = JSON.parse(redisL2);
if (slotSource.getSlot() - parseInt(parsedRedisL2.slot) < 10)
if (dlobProvider.getSlot() - parseInt(parsedRedisL2.slot) < 10)
l2Formatted = parsedRedisL2;
}
}

18
src/serverLite.ts
View File

@@ -200,8 +200,8 @@ const main = async () => {
let slotDiff: number;
if (
!isSpot &&
`${includeVamm}`.toLowerCase() === 'true' &&
`${includeOracle}`.toLowerCase().toLowerCase() === 'true' &&
`${includeVamm}`?.toLowerCase() === 'true' &&
`${includeOracle}`?.toLowerCase().toLowerCase() === 'true' &&
!grouping
) {
let redisL2: string;
@@ -227,9 +227,9 @@ const main = async () => {
}
} else if (
isSpot &&
`${includeSerum}`.toLowerCase() === 'true' &&
`${includePhoenix}`.toLowerCase() === 'true' &&
`${includeOracle}`.toLowerCase() === 'true' &&
`${includeSerum}`?.toLowerCase() === 'true' &&
`${includePhoenix}`?.toLowerCase() === 'true' &&
`${includeOracle}`?.toLowerCase() === 'true' &&
!grouping
) {
let redisL2: string;
@@ -336,8 +336,8 @@ const main = async () => {
let l2Formatted: any;
if (
!isSpot &&
normedParam['includeVamm'].toLowerCase() === 'true' &&
normedParam['includeOracle'].toLowerCase() === 'true' &&
normedParam['includeVamm']?.toLowerCase() === 'true' &&
normedParam['includeOracle']?.toLowerCase() === 'true' &&
!normedParam['grouping']
) {
let redisL2: string;
@@ -364,8 +364,8 @@ const main = async () => {
}
} else if (
isSpot &&
normedParam['includePhoenix'].toLowerCase() === 'true' &&
normedParam['includeSerum'].toLowerCase() === 'true' &&
normedParam['includePhoenix']?.toLowerCase() === 'true' &&
normedParam['includeSerum']?.toLowerCase() === 'true' &&
!normedParam['grouping']
) {
let redisL2: string;

8
yarn.lock
View File

@@ -115,10 +115,10 @@
enabled "2.0.x"
kuler "^2.0.0"
"@drift-labs/sdk@2.52.0-beta.1":
version "2.52.0-beta.1"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.52.0-beta.1.tgz#6b26c434edf9e796010b0be358c732cacc251a24"
integrity sha512-qlfMvN9Fc7TOtRXtkQbTgok7nN0pObosfL1oh7uiEvgQrMeQY2lJoUzSHi4U8djxR68MkVnLnwVGABEgKEBdRQ==
"@drift-labs/sdk@2.52.0-beta.8":
version "2.52.0-beta.8"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.52.0-beta.8.tgz#87a44cb244affdf6c5a5e551cd16e33b9d38fd9c"
integrity sha512-r0qX2jrwXefw4SRPvJ0VqV1t61m9smmSdTjZcGFeYAj/zcROHfBh4htE1iCTO+E+yHocMELHZzHM1DkdP2aRDQ==
dependencies:
"@coral-xyz/anchor" "0.28.1-beta.2"
"@ellipsis-labs/phoenix-sdk" "^1.4.2"