Merge branch 'master' into mainnet-beta

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -115,5 +115,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			`orderbook_${marketType}_${l2Args.marketIndex}`,
 			JSON.stringify(l2Formatted)
 		);
+		this.redisClient.client.set(
+			`last_update_orderbook_${marketType}_${l2Args.marketIndex}`,
+			JSON.stringify(l2Formatted)
+		);
 	}
 }

src/index.ts

@@ -184,7 +184,6 @@ const main = async () => {
 	});
 
 	const dlobCoder = DLOBOrdersCoder.create();
-	const slotSubscriber = new SlotSubscriber(connection, {});
 
 	const lamportsBalance = await connection.getBalance(wallet.publicKey);
 	logger.info(
@@ -199,12 +198,11 @@ const main = async () => {
 		logger.error(e);
 	});
 
-	await slotSubscriber.subscribe();
-	slotSubscriber.eventEmitter.on('newSlot', async (slot: number) => {
+	setInterval(async () => {
 		await lastSlotReceivedMutex.runExclusive(async () => {
-			lastSlotReceived = slot;
+			lastSlotReceived = bulkAccountLoader.getSlot();
 		});
-	});
+	}, ORDERBOOK_UPDATE_INTERVAL);
 
 	const userMap = new UserMap(
 		driftClient,
@@ -217,7 +215,7 @@ const main = async () => {
 		accountLoader: new BulkAccountLoader(
 			connection,
 			stateCommitment,
-			ORDERBOOK_UPDATE_INTERVAL * 10
+			0
 		),
 	});
 	await userStatsMap.subscribe();
@@ -225,7 +223,7 @@ const main = async () => {
 	const dlobSubscriber = new DLOBSubscriber({
 		driftClient,
 		dlobSource: userMap,
-		slotSource: slotSubscriber,
+		slotSource: bulkAccountLoader,
 		updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
 	});
 	await dlobSubscriber.subscribe();
@@ -255,7 +253,7 @@ const main = async () => {
 			// object with userAccount key and orders object serialized
 			const orders: Array<any> = [];
 			const oracles: Array<any> = [];
-			const slot = slotSubscriber.currentSlot;
+			const slot = bulkAccountLoader.getSlot();
 
 			for (const market of driftClient.getPerpMarketAccounts()) {
 				const oracle = driftClient.getOracleDataForPerpMarket(
@@ -299,7 +297,7 @@ const main = async () => {
 	app.get('/orders/json', async (_req, res, next) => {
 		try {
 			// object with userAccount key and orders object serialized
-			const slot = slotSubscriber.currentSlot;
+			const slot = bulkAccountLoader.getSlot();
 			const orders: Array<any> = [];
 			const oracles: Array<any> = [];
 			for (const market of driftClient.getPerpMarketAccounts()) {
@@ -462,7 +460,7 @@ const main = async () => {
 
 			res.end(
 				JSON.stringify({
-					slot: slotSubscriber.currentSlot,
+					slot: bulkAccountLoader.getSlot(),
 					data: dlobCoder.encode(dlobOrders).toString('base64'),
 				})
 			);
@@ -551,7 +549,7 @@ const main = async () => {
 						.getDLOB()
 						.getRestingLimitBids(
 							normedMarketIndex,
-							slotSubscriber.getSlot(),
+							bulkAccountLoader.getSlot(),
 							normedMarketType,
 							oracle
 						)
@@ -562,7 +560,7 @@ const main = async () => {
 						.getDLOB()
 						.getRestingLimitAsks(
 							normedMarketIndex,
-							slotSubscriber.getSlot(),
+							bulkAccountLoader.getSlot(),
 							normedMarketType,
 							oracle
 						)

src/publishers/tradesPublisher.ts

@@ -17,6 +17,7 @@ import {
 	QUOTE_PRECISION,
 	PRICE_PRECISION,
 	getVariant,
+	ZERO,
 } from '@drift-labs/sdk';
 
 import { logger, setLogLevel } from '../utils/logger';
@@ -181,7 +182,10 @@ const main = async () => {
 					slot: fill.slot,
 					action: 'fill',
 					actionExplanation: getVariant(fill.actionExplanation),
-					referrerReward: convertToNumber(fill.referrerReward, QUOTE_PRECISION),
+					referrerReward: convertToNumber(
+						fill.referrerReward ?? ZERO,
+						QUOTE_PRECISION
+					),
 				};
 			})
 		)

src/wsConnectionManager.ts

@@ -93,12 +93,6 @@ async function main() {
 		subscribers.forEach((ws) => {
 			ws.send(JSON.stringify({ channel: subscribedChannel, data: message }));
 		});
-
-		// Save and persist last message
-		lastMessageRetriever.client.set(
-			`last_update_${subscribedChannel}`,
-			message
-		);
 	});
 
 	redisClient.client.on('error', (error) => {