import { program } from 'commander'; import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js'; import { DriftClient, initialize, DriftEnv, UserMap, Wallet, BulkAccountLoader, OrderSubscriber, SlotSource, DriftClientSubscriptionConfig, SlotSubscriber, isVariant, OracleInfo, PerpMarketConfig, SpotMarketConfig, PhoenixSubscriber, MarketType, OraclePriceData, OrderSubscriberConfig, } from '@drift-labs/sdk'; import { RedisClient, RedisClientPrefix } from '@drift/common/clients'; import { logger, setLogLevel } from '../utils/logger'; import { SubscriberLookup, getOpenbookSubscriber, l2WithBNToStrings, parsePositiveIntArray, sleep, } from '../utils/utils'; import { DLOBSubscriberIO, wsMarketInfo, } from '../dlob-subscriber/DLOBSubscriberIO'; import { DLOBProvider, getDLOBProviderFromOrderSubscriber, getDLOBProviderFromUserMap, } from '../dlobProvider'; import FEATURE_FLAGS from '../utils/featureFlags'; import express, { Response, Request } from 'express'; import { handleHealthCheck } from '../core/metrics'; import { setGlobalDispatcher, Agent } from 'undici'; import { register, Gauge } from 'prom-client'; setGlobalDispatcher( new Agent({ connections: 200, }) ); require('dotenv').config(); const stateCommitment: Commitment = 'confirmed'; const driftEnv = (process.env.ENV || 'devnet') as DriftEnv; const commitHash = process.env.COMMIT; const REDIS_CLIENT = process.env.REDIS_CLIENT || 'DLOB'; // Set up express for health checks const app = express(); // metrics const dlobSlotGauge = new Gauge({ name: 'dlob_slot', help: 'Last updated slot of DLOB', labelNames: [ 'marketIndex', 'marketType', 'marketName', 'redisPrefix', 'redisClient', ], }); const oracleSlotGauge = new Gauge({ name: 'oracle_slot', help: 'Last updated slot of oracle', labelNames: [ 'marketIndex', 'marketType', 'marketName', 'redisPrefix', 'redisClient', ], }); //@ts-ignore const sdkConfig = initialize({ env: process.env.ENV }); let driftClient: DriftClient; const opts = program.opts(); setLogLevel(opts.debug ? 'debug' : 'info'); const token = process.env.TOKEN; const endpoint = token ? process.env.ENDPOINT + `/${token}` : process.env.ENDPOINT; const wsEndpoint = process.env.WS_ENDPOINT; const useOrderSubscriber = process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true'; const useGrpc = process.env.USE_GRPC?.toLowerCase() === 'true'; const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true'; const ORDERBOOK_UPDATE_INTERVAL = parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 1000; const WS_FALLBACK_FETCH_INTERVAL = 60_000; const KILLSWITCH_SLOT_DIFF_THRESHOLD = parseInt(process.env.KILLSWITCH_SLOT_DIFF_THRESHOLD) || 200; // comma separated list of perp market indexes to load: i.e. 0,1,2,3 const PERP_MARKETS_TO_LOAD = process.env.PERP_MARKETS_TO_LOAD !== undefined ? parsePositiveIntArray(process.env.PERP_MARKETS_TO_LOAD) : undefined; // comma separated list of spot market indexes to load: i.e. 0,1,2,3 const SPOT_MARKETS_TO_LOAD = process.env.SPOT_MARKETS_TO_LOAD !== undefined ? parsePositiveIntArray(process.env.SPOT_MARKETS_TO_LOAD) : undefined; logger.info(`RPC endpoint: ${endpoint}`); logger.info(`WS endpoint: ${wsEndpoint}`); logger.info(`Token: ${token}`); logger.info( `useOrderSubscriber: ${useOrderSubscriber}, useWebsocket: ${useWebsocket}, useGrpc: ${useGrpc}` ); logger.info(`DriftEnv: ${driftEnv}`); logger.info(`Commit: ${commitHash}`); let MARKET_SUBSCRIBERS: SubscriberLookup = {}; const getMarketsAndOraclesToLoad = ( sdkConfig: any ): { perpMarketInfos: wsMarketInfo[]; spotMarketInfos: wsMarketInfo[]; oracleInfos?: OracleInfo[]; } => { const oracleInfos: OracleInfo[] = []; const oraclesTracked = new Set(); const perpMarketInfos: wsMarketInfo[] = []; const spotMarketInfos: wsMarketInfo[] = []; // only watch all markets if neither env vars are specified const noMarketsSpecified = !PERP_MARKETS_TO_LOAD && !SPOT_MARKETS_TO_LOAD; let perpIndexes = PERP_MARKETS_TO_LOAD; if (!perpIndexes) { if (noMarketsSpecified) { perpIndexes = sdkConfig.PERP_MARKETS.map((m) => m.marketIndex); } else { perpIndexes = []; } } let spotIndexes = SPOT_MARKETS_TO_LOAD; if (!spotIndexes) { if (noMarketsSpecified) { spotIndexes = sdkConfig.SPOT_MARKETS.map((m) => m.marketIndex); } else { spotIndexes = []; } } if (perpIndexes.length > 0) { for (const idx of perpIndexes) { const perpMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig; if (!perpMarketConfig) { throw new Error(`Perp market config for ${idx} not found`); } const oracleKey = perpMarketConfig.oracle.toBase58(); if (!oraclesTracked.has(oracleKey)) { logger.info(`Tracking oracle ${oracleKey} for perp market ${idx}`); oracleInfos.push({ publicKey: perpMarketConfig.oracle, source: perpMarketConfig.oracleSource, }); oraclesTracked.add(oracleKey); } perpMarketInfos.push({ marketIndex: perpMarketConfig.marketIndex, marketName: perpMarketConfig.symbol, }); } logger.info( `DlobPublisher tracking perp markets: ${JSON.stringify(perpMarketInfos)}` ); } if (spotIndexes.length > 0) { for (const idx of spotIndexes) { const spotMarketConfig = sdkConfig.SPOT_MARKETS[idx] as SpotMarketConfig; if (!spotMarketConfig) { throw new Error(`Spot market config for ${idx} not found`); } const oracleKey = spotMarketConfig.oracle.toBase58(); if (!oraclesTracked.has(oracleKey)) { logger.info(`Tracking oracle ${oracleKey} for spot market ${idx}`); oracleInfos.push({ publicKey: spotMarketConfig.oracle, source: spotMarketConfig.oracleSource, }); oraclesTracked.add(oracleKey); } spotMarketInfos.push({ marketIndex: spotMarketConfig.marketIndex, marketName: spotMarketConfig.symbol, }); } logger.info( `DlobPublisher tracking spot markets: ${JSON.stringify(spotMarketInfos)}` ); } return { perpMarketInfos, spotMarketInfos, oracleInfos, }; }; const initializeAllMarketSubscribers = async (driftClient: DriftClient) => { const markets: SubscriberLookup = {}; for (const market of driftClient.getSpotMarketAccounts()) { markets[market.marketIndex] = { phoenix: undefined, }; const marketConfig = sdkConfig.SPOT_MARKETS[market.marketIndex]; if (marketConfig.phoenixMarket) { const phoenixConfigAccount = await driftClient.getPhoenixV1FulfillmentConfig( marketConfig.phoenixMarket ); if (isVariant(phoenixConfigAccount.status, 'enabled')) { logger.info( `Loading phoenix subscriber for spot market ${market.marketIndex}` ); const bulkAccountLoader = new BulkAccountLoader( driftClient.connection, stateCommitment, 2_000 ); const phoenixSubscriber = new PhoenixSubscriber({ connection: driftClient.connection, programId: new PublicKey(sdkConfig.PHOENIX), marketAddress: phoenixConfigAccount.phoenixMarket, accountSubscription: { type: 'polling', accountLoader: bulkAccountLoader, }, }); await phoenixSubscriber.subscribe(); // Test get L2 to know if we should add try { phoenixSubscriber.getL2Asks(); phoenixSubscriber.getL2Bids(); markets[market.marketIndex].phoenix = phoenixSubscriber; } catch (e) { logger.info( `Excluding phoenix for ${market.marketIndex}, error: ${e}` ); } } } if (marketConfig.openbookMarket) { const openbookMarketAccount = await driftClient.getOpenbookV2FulfillmentConfig( marketConfig.openbookMarket ); if (isVariant(openbookMarketAccount.status, 'enabled')) { logger.info( `Loading openbook subscriber for spot market ${market.marketIndex}` ); const openbookSubscriber = getOpenbookSubscriber( driftClient, marketConfig, sdkConfig ); await openbookSubscriber.subscribe(); try { openbookSubscriber.getL2Asks(); openbookSubscriber.getL2Bids(); markets[market.marketIndex].openbook = openbookSubscriber; } catch (e) { logger.info( `Excluding openbook for ${market.marketIndex}, error: ${e}` ); } } } } return markets; }; const main = async () => { const wallet = new Wallet(new Keypair()); const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID); const redisClient = new RedisClient({ prefix: RedisClientPrefix[REDIS_CLIENT], }); await redisClient.connect(); const connection = new Connection(endpoint, { wsEndpoint: wsEndpoint, commitment: stateCommitment, }); // only set when polling let bulkAccountLoader: BulkAccountLoader | undefined; // only set when using websockets let slotSubscriber: SlotSubscriber | undefined; let accountSubscription: DriftClientSubscriptionConfig; let slotSource: SlotSource; if (!useWebsocket) { bulkAccountLoader = new BulkAccountLoader( connection, stateCommitment, ORDERBOOK_UPDATE_INTERVAL < 1000 ? 1000 : ORDERBOOK_UPDATE_INTERVAL ); accountSubscription = { type: 'polling', accountLoader: bulkAccountLoader, }; slotSource = { getSlot: () => bulkAccountLoader!.getSlot(), }; } else { accountSubscription = { type: 'websocket', commitment: stateCommitment, resubTimeoutMs: 30_000, }; slotSubscriber = new SlotSubscriber(connection); await slotSubscriber.subscribe(); slotSource = { getSlot: () => slotSubscriber!.getSlot(), }; } const { perpMarketInfos, spotMarketInfos, oracleInfos } = getMarketsAndOraclesToLoad(sdkConfig); driftClient = new DriftClient({ connection, wallet, programID: clearingHousePublicKey, accountSubscription, env: driftEnv, perpMarketIndexes: perpMarketInfos.map((m) => m.marketIndex), spotMarketIndexes: spotMarketInfos.map((m) => m.marketIndex), oracleInfos, }); const lamportsBalance = await connection.getBalance(wallet.publicKey); logger.info( `DriftClient ProgramId: ${driftClient.program.programId.toBase58()}` ); logger.info(`Wallet pubkey: ${wallet.publicKey.toBase58()}`); logger.info(` . SOL balance: ${lamportsBalance / 10 ** 9}`); await driftClient.subscribe(); driftClient.eventEmitter.on('error', (e) => { logger.info('clearing house error'); logger.error(e); }); logger.info(`Initializing all market subscribers...`); const initAllMarketSubscribersStart = Date.now(); MARKET_SUBSCRIBERS = await initializeAllMarketSubscribers(driftClient); logger.info( `All market subscribers initialized in ${ Date.now() - initAllMarketSubscribersStart } ms` ); let dlobProvider: DLOBProvider; if (useOrderSubscriber) { let subscriptionConfig: any = { type: 'polling', commitment: stateCommitment, frequency: ORDERBOOK_UPDATE_INTERVAL, }; if (useWebsocket) { subscriptionConfig = { type: 'websocket', commitment: stateCommitment, }; } // USE_GRPC=true will override websocket if (useGrpc) { if (!token) { throw new Error('TOKEN is required for grpc'); } if (!endpoint) { throw new Error('ENDPOINT is required for grpc'); } subscriptionConfig = { type: 'grpc', grpcConfigs: { endpoint: endpoint, token: token, commitmentLevel: stateCommitment, }, commitment: stateCommitment, }; } const orderSubscriber = new OrderSubscriber({ driftClient, subscriptionConfig, }); dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber); slotSource = { getSlot: () => orderSubscriber.getSlot(), }; } else { const userMap = new UserMap({ driftClient, subscriptionConfig: { type: 'websocket', resubTimeoutMs: 30_000, commitment: stateCommitment, }, skipInitialLoad: false, includeIdle: false, }); dlobProvider = getDLOBProviderFromUserMap(userMap); } await dlobProvider.subscribe(); const dlobSubscriber = new DLOBSubscriberIO({ driftClient, env: driftEnv, dlobSource: dlobProvider, slotSource, updateFrequency: ORDERBOOK_UPDATE_INTERVAL, redisClient, spotMarketSubscribers: MARKET_SUBSCRIBERS, perpMarketInfos, spotMarketInfos, killSwitchSlotDiffThreshold: KILLSWITCH_SLOT_DIFF_THRESHOLD, }); await dlobSubscriber.subscribe(); if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) { const recursiveFetch = (delay = WS_FALLBACK_FETCH_INTERVAL) => { setTimeout(() => { dlobProvider .fetch() .catch((e) => { logger.error('Failed to fetch GPA'); console.log(e); }) .finally(() => { // eslint-disable-next-line @typescript-eslint/no-unused-vars recursiveFetch(); }); }, delay); }; recursiveFetch(); } setInterval(() => { const slot = slotSource.getSlot(); perpMarketInfos.forEach((market) => { const oracleDataAndSlot = driftClient.getOracleDataForPerpMarket( market.marketIndex ); dlobSlotGauge.set( { marketIndex: market.marketIndex, marketType: 'perp', marketName: market.marketName, redisClient: REDIS_CLIENT, redisPrefix: RedisClientPrefix[REDIS_CLIENT], }, slot ); oracleSlotGauge.set( { marketIndex: market.marketIndex, marketType: 'perp', marketName: market.marketName, redisClient: REDIS_CLIENT, redisPrefix: RedisClientPrefix[REDIS_CLIENT], }, oracleDataAndSlot.slot.toNumber() ); }); spotMarketInfos.forEach((market) => { const oracleDataAndSlot = driftClient.getOracleDataForSpotMarket( market.marketIndex ); dlobSlotGauge.set( { marketIndex: market.marketIndex, marketType: 'spot', marketName: market.marketName, redisClient: REDIS_CLIENT, redisPrefix: RedisClientPrefix[REDIS_CLIENT], }, oracleDataAndSlot.slot.toNumber() ); }); }, 10_000); const handleStartup = async (_req, res, _next) => { if (driftClient.isSubscribed && dlobProvider.size() > 0) { res.writeHead(200); res.end('OK'); } else { res.writeHead(500); res.end('Not ready'); } }; const handleDebug = async (req: Request, res: Response) => { const marketIndex = +req.query.marketIndex; let marketType: MarketType = MarketType.PERP; let oraclePriceData: OraclePriceData; if (req.query.marketType === 'spot') { marketType = MarketType.SPOT; oraclePriceData = driftClient.getOracleDataForSpotMarket(marketIndex); } else { oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex); } try { const slot = slotSource.getSlot(); const dlob = await dlobProvider.getDLOB(slot); const l2 = dlob.getL2({ marketIndex, marketType, depth: 5, slot, oraclePriceData, }); const l3 = dlob.getL3({ marketIndex, marketType, slot, oraclePriceData, }); const state = { dlobSize: dlobProvider.size(), slot, markets: { perp: perpMarketInfos, spot: spotMarketInfos, }, l2: l2WithBNToStrings(l2), l3, }; res.json(state); } catch (e) { res.status(500).json({ error: e.message }); } }; app.get('/debug', handleDebug); app.get('/metrics', async (req, res) => { res.set('Content-Type', register.contentType); res.end(await register.metrics()); }); app.get( '/health', handleHealthCheck(WS_FALLBACK_FETCH_INTERVAL, dlobProvider) ); app.get('/startup', handleStartup); app.get('/', handleHealthCheck(WS_FALLBACK_FETCH_INTERVAL, dlobProvider)); const server = app.listen(8080); // Default keepalive is 5s, since the AWS ALB timeout is 60 seconds, clients // sometimes get 502s. // https://shuheikagawa.com/blog/2019/04/25/keep-alive-timeout/ // https://stackoverflow.com/a/68922692 server.keepAliveTimeout = 61 * 1000; server.headersTimeout = 65 * 1000; console.log('DLOBSubscriber Publishing Messages'); }; async function recursiveTryCatch(f: () => void) { try { await f(); } catch (e) { console.error(e); await sleep(15000); await recursiveTryCatch(f); } } recursiveTryCatch(() => main()); export { sdkConfig, endpoint, wsEndpoint, driftEnv, commitHash, driftClient };