trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

updates to package.json and publisher

Browse Source
This commit is contained in:
Chris Heaney
2023-11-28 21:14:45 -05:00
parent 9baff82262
commit db4a668542
4 changed files with 42 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
package.json
View File

@@ -5,7 +5,7 @@
"main": "lib/index.js", "main": "lib/index.js",
"license": "Apache-2.0", "license": "Apache-2.0",
"dependencies": { "dependencies": {
"@drift-labs/sdk": "2.48.0-beta.11", "@drift-labs/sdk": "2.48.0-beta.13",
"@opentelemetry/api": "^1.1.0", "@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1", "@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0", "@opentelemetry/exporter-prometheus": "^0.31.0",

1
src/index.ts
View File

@@ -276,6 +276,7 @@ const main = async () => {
const initUserMapStart = Date.now(); const initUserMapStart = Date.now();
await dlobProvider.subscribe(); await dlobProvider.subscribe();
logger.info(`dlob provider initialized in ${Date.now() - initUserMapStart} ms`); logger.info(`dlob provider initialized in ${Date.now() - initUserMapStart} ms`);
logger.info(`dlob provider size ${dlobProvider.size()}`);
const initUserStatsMapStarts = Date.now(); const initUserStatsMapStarts = Date.now();
await userStatsMap.sync(dlobProvider.getUniqueAuthorities()); await userStatsMap.sync(dlobProvider.getUniqueAuthorities());

48
src/publishers/dlobPublisher.ts
View File

@@ -9,13 +9,14 @@ import {
SlotSubscriber, SlotSubscriber,
UserMap, UserMap,
Wallet, Wallet,
BulkAccountLoader, BulkAccountLoader, OrderSubscriber, SlotSource,
} from '@drift-labs/sdk'; } from '@drift-labs/sdk';
import { logger, setLogLevel } from '../utils/logger'; import { logger, setLogLevel } from '../utils/logger';
import { sleep } from '../utils/utils'; import { sleep } from '../utils/utils';
import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO'; import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO';
import { RedisClient } from '../utils/redisClient'; import { RedisClient } from '../utils/redisClient';
import {DLOBProvider, getDLOBProviderFromOrderSubscriber, getDLOBProviderFromUserMap} from "../dlobProvider";
require('dotenv').config(); require('dotenv').config();
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv; const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
@@ -37,6 +38,8 @@ setLogLevel(opts.debug ? 'debug' : 'info');
const endpoint = process.env.ENDPOINT; const endpoint = process.env.ENDPOINT;
const wsEndpoint = process.env.WS_ENDPOINT; const wsEndpoint = process.env.WS_ENDPOINT;
const useOrderSubscriber = process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true';
logger.info(`RPC endpoint: ${endpoint}`); logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`); logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`DriftEnv: ${driftEnv}`); logger.info(`DriftEnv: ${driftEnv}`);
@@ -68,8 +71,6 @@ const main = async () => {
env: driftEnv, env: driftEnv,
}); });
const slotSubscriber = new SlotSubscriber(connection, {});
const lamportsBalance = await connection.getBalance(wallet.publicKey); const lamportsBalance = await connection.getBalance(wallet.publicKey);
logger.info( logger.info(
`DriftClient ProgramId: ${driftClient.program.programId.toBase58()}` `DriftClient ProgramId: ${driftClient.program.programId.toBase58()}`
@@ -83,22 +84,45 @@ const main = async () => {
logger.error(e); logger.error(e);
}); });
await slotSubscriber.subscribe(); let slotSource: SlotSource;
let dlobProvider : DLOBProvider;
if (useOrderSubscriber) {
const orderSubscriber = new OrderSubscriber({
driftClient,
subscriptionConfig: {
type: "polling",
frequency: ORDERBOOK_UPDATE_INTERVAL
},
});
const userMap = new UserMap( dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
driftClient,
driftClient.userAccountSubscriptionConfig, slotSource = {
false getSlot: () => orderSubscriber.getSlot(),
); };
await userMap.subscribe(); } else {
const userMap = new UserMap(
driftClient,
driftClient.userAccountSubscriptionConfig,
false
);
dlobProvider = getDLOBProviderFromUserMap(userMap);
slotSource = {
getSlot: () => bulkAccountLoader.getSlot(),
};
}
await dlobProvider.subscribe();
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD); const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect(); await redisClient.connect();
const dlobSubscriber = new DLOBSubscriberIO({ const dlobSubscriber = new DLOBSubscriberIO({
driftClient, driftClient,
dlobSource: userMap, dlobSource: dlobProvider,
slotSource: slotSubscriber, slotSource,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL, updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
redisClient, redisClient,
}); });

8
yarn.lock
View File

@@ -80,10 +80,10 @@
enabled "2.0.x" enabled "2.0.x"
kuler "^2.0.0" kuler "^2.0.0"
"@drift-labs/sdk@2.48.0-beta.11": "@drift-labs/sdk@2.48.0-beta.13":
version "2.48.0-beta.11" version "2.48.0-beta.13"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.48.0-beta.11.tgz#cd2f7b908754d49f62964ab894d3ab6c248dee3f" resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.48.0-beta.13.tgz#0ad1cfd4daac97e1859fe617a749a2676e462b63"
integrity sha512-lhBlBUmKT3w9EMTDIBcEUdRgqZ6OHLfqPukxW4gVoa6eFqIpcaTk/DGTj3HCli6C684YwVHJfCQx4kXfffv6Sw== integrity sha512-ogtY38Db44PVZOr8WwNHijnwVMBLFvIYNxmlE9BPehdEgIQ9PYT9QXalanhQ1Ruc/Cs5DbMIT3XvjtLyfFzEUg==
dependencies: dependencies:
"@coral-xyz/anchor" "0.28.1-beta.2" "@coral-xyz/anchor" "0.28.1-beta.2"
"@ellipsis-labs/phoenix-sdk" "^1.4.2" "@ellipsis-labs/phoenix-sdk" "^1.4.2"