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refactor health checks and prettify/lint

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This commit is contained in:
wphan
2025-07-15 10:19:55 -07:00
parent 3cf7afe53e
commit d19e33e840
9 changed files with 171 additions and 111 deletions
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2
src/utils/constants.ts
View File

@@ -1,4 +1,4 @@
import { AuctionParamArgs } from "./types";
import { AuctionParamArgs } from './types';
export const MEASURED_ENDPOINTS = [
'/priorityFees',

5
src/utils/offload.ts
View File

@@ -5,6 +5,7 @@ import {
} from '@aws-sdk/client-kinesis';
import { ConfiguredRetryStrategy } from '@aws-sdk/util-retry';
import { logger } from '../utils/logger';
import { setKinesisRecordsSent } from '../core/metrics';
type EventType = 'DLOBSnapshot' | 'DLOBL3Snapshot';
@@ -83,9 +84,7 @@ export const OffloadQueue = () => {
}
const successCount = batch.length - (response.FailedRecordCount || 0);
logger.info(
`Successfully sent ${successCount} records to Kinesis stream: ${kinesisStream}`
);
setKinesisRecordsSent(successCount, kinesisStream);
} catch (error) {
logger.error('Error processing queue:', error);
} finally {

63
src/utils/tests/auctionParams.test.ts
View File

@@ -1,11 +1,11 @@
import { describe, it, expect, jest, beforeEach } from '@jest/globals';
import {
import {
BN,
PositionDirection,
MarketType,
ZERO,
QUOTE_PRECISION,
PRICE_PRECISION
PositionDirection,
MarketType,
ZERO,
QUOTE_PRECISION,
PRICE_PRECISION,
} from '@drift-labs/sdk';
import {
createMarketBasedAuctionParams,
@@ -16,7 +16,7 @@ import {
describe('Auction Parameters Functions', () => {
describe('createMarketBasedAuctionParams', () => {
it('should apply market-based logic for major PERP markets (0, 1, 2)', () => {
[0, 1, 2].forEach(marketIndex => {
[0, 1, 2].forEach((marketIndex) => {
const args = {
marketIndex,
marketType: 'perp' as any,
@@ -35,7 +35,7 @@ describe('Auction Parameters Functions', () => {
});
it('should apply market-based logic for minor PERP markets (>2)', () => {
[3, 4, 5, 10].forEach(marketIndex => {
[3, 4, 5, 10].forEach((marketIndex) => {
const args = {
marketIndex,
marketType: 'perp' as any,
@@ -54,7 +54,7 @@ describe('Auction Parameters Functions', () => {
});
it('should apply market-based logic for SPOT markets when "marketBased" is passed', () => {
[0, 1, 2, 5, 10].forEach(marketIndex => {
[0, 1, 2, 5, 10].forEach((marketIndex) => {
const args = {
marketIndex,
marketType: 'spot' as any,
@@ -206,7 +206,7 @@ describe('Auction Parameters Functions', () => {
it('should successfully calculate prices with mock L2 orderbook data', async () => {
const solPrice = 160; // $160 SOL price
mockDriftClient.getOracleDataForPerpMarket.mockReturnValue({
price: new BN(solPrice).mul(PRICE_PRECISION),
});
@@ -294,7 +294,7 @@ describe('Auction Parameters Functions', () => {
);
expect(result.success).toBe(true);
// With $1,000 at $160 per SOL, we should get ~6.25 SOL
const baseAmount = result.data?.marketOrderParams.baseAmount;
expect(baseAmount).toBeDefined();
@@ -311,7 +311,7 @@ describe('Auction Parameters Functions', () => {
it('should handle different market types correctly', async () => {
const usdcPrice = 1; // $1 USDC price
mockDriftClient.getOracleDataForSpotMarket.mockReturnValue({
price: new BN(usdcPrice).mul(PRICE_PRECISION),
});
@@ -349,7 +349,7 @@ describe('Auction Parameters Functions', () => {
it('should handle different directions correctly', async () => {
const solPrice = 160; // $160 SOL price
mockDriftClient.getOracleDataForPerpMarket.mockReturnValue({
price: new BN(solPrice).mul(PRICE_PRECISION),
});
@@ -381,13 +381,15 @@ describe('Auction Parameters Functions', () => {
);
expect(result.success).toBe(true);
expect(result.data?.marketOrderParams.direction).toBe(PositionDirection.SHORT);
expect(result.data?.marketOrderParams.direction).toBe(
PositionDirection.SHORT
);
expect(result.data?.estimatedPrices.entryPrice.gt(ZERO)).toBe(true);
});
it('should handle various order sizes with L2 depth', async () => {
const solPrice = 160; // $160 SOL price
mockDriftClient.getOracleDataForPerpMarket.mockReturnValue({
price: new BN(solPrice).mul(PRICE_PRECISION),
});
@@ -397,12 +399,12 @@ describe('Auction Parameters Functions', () => {
if (key.includes('dlob_orderbook')) {
return {
bids: [
{ price: '159950000', size: '500000000' }, // $159.95, 0.5 SOL
{ price: '159950000', size: '500000000' }, // $159.95, 0.5 SOL
{ price: '159900000', size: '1000000000' }, // $159.90, 1 SOL
{ price: '159850000', size: '2000000000' }, // $159.85, 2 SOL
],
asks: [
{ price: '160050000', size: '500000000' }, // $160.05, 0.5 SOL
{ price: '160050000', size: '500000000' }, // $160.05, 0.5 SOL
{ price: '160100000', size: '1000000000' }, // $160.10, 1 SOL
{ price: '160150000', size: '2000000000' }, // $160.15, 2 SOL
],
@@ -442,9 +444,13 @@ describe('Auction Parameters Functions', () => {
expect(largeResult.success).toBe(true);
expect(largeResult.data?.estimatedPrices.entryPrice.gt(ZERO)).toBe(true);
// Large orders should have higher price impact
expect(largeResult.data?.estimatedPrices.priceImpact.gte(smallResult.data?.estimatedPrices.priceImpact)).toBe(true);
expect(
largeResult.data?.estimatedPrices.priceImpact.gte(
smallResult.data?.estimatedPrices.priceImpact
)
).toBe(true);
});
it('should handle zero oracle price scenario', async () => {
@@ -600,12 +606,16 @@ describe('Auction Parameters Functions', () => {
},
];
scenarios.forEach(scenario => {
scenarios.forEach((scenario) => {
const result = createMarketBasedAuctionParams(scenario.input);
expect(result.auctionStartPriceOffsetFrom).toBe(scenario.expectedOffset.from);
expect(result.auctionStartPriceOffset).toBe(scenario.expectedOffset.value);
expect(result.auctionStartPriceOffsetFrom).toBe(
scenario.expectedOffset.from
);
expect(result.auctionStartPriceOffset).toBe(
scenario.expectedOffset.value
);
// Verify all original parameters are preserved
expect(result.marketIndex).toBe(scenario.input.marketIndex);
expect(result.marketType).toBe(scenario.input.marketType);
@@ -652,7 +662,7 @@ describe('Auction Parameters Functions', () => {
};
const auctionParams = createMarketBasedAuctionParams(input);
// Simulate the structure that would come from deriveMarketOrderParams
const mockDerivedParams = {
auctionStartPriceOffsetFrom: auctionParams.auctionStartPriceOffsetFrom,
@@ -666,7 +676,8 @@ describe('Auction Parameters Functions', () => {
isOracleOrder: true,
};
const formattedResponse = formatAuctionParamsForResponse(mockDerivedParams);
const formattedResponse =
formatAuctionParamsForResponse(mockDerivedParams);
// Verify the complete flow
expect(formattedResponse.auctionStartPriceOffsetFrom).toBe('mark'); // Market-based for major market

6
src/utils/types.ts
View File

@@ -1,5 +1,5 @@
import { AssetType, MarketTypeStr } from "@drift-labs/sdk";
import { TradeOffsetPrice } from "@drift/common";
import { AssetType, MarketTypeStr } from '@drift-labs/sdk';
import { TradeOffsetPrice } from '@drift/common';
export type AuctionParamArgs = {
// mandatory args
@@ -21,4 +21,4 @@ export type AuctionParamArgs = {
auctionEndPriceOffsetFrom?: TradeOffsetPrice;
additionalEndPriceBuffer?: string;
userOrderId?: number;
};
};

6
src/utils/utils.ts
View File

@@ -656,14 +656,16 @@ export function createMarketBasedAuctionParams(
// Resolve "marketBased" values and undefined values (both should use market-based logic)
const resolvedAuctionStartPriceOffsetFrom =
args.auctionStartPriceOffsetFrom === 'marketBased' || args.auctionStartPriceOffsetFrom === undefined
args.auctionStartPriceOffsetFrom === 'marketBased' ||
args.auctionStartPriceOffsetFrom === undefined
? isMajorMarket
? 'mark'
: 'bestOffer'
: args.auctionStartPriceOffsetFrom;
const resolvedAuctionStartPriceOffset =
args.auctionStartPriceOffset === 'marketBased' || args.auctionStartPriceOffset === undefined
args.auctionStartPriceOffset === 'marketBased' ||
args.auctionStartPriceOffset === undefined
? isMajorMarket
? 0
: -0.1