Files
trade-drift-dlob/src/wsConnectionManager.ts
2024-12-06 16:39:18 +11:00

394 lines
11 KiB
TypeScript

import cors from 'cors';
import express from 'express';
import * as http from 'http';
import compression from 'compression';
import { WebSocket, WebSocketServer } from 'ws';
import { sleep, selectMostRecentBySlot } from './utils/utils';
import { register, Gauge, Counter } from 'prom-client';
import { DriftEnv, PerpMarkets, SpotMarkets } from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common/clients';
// Set up env constants
require('dotenv').config();
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const app = express();
app.use(cors({ origin: '*' }));
app.use(compression());
app.set('trust proxy', 1);
const wsConnectionsGauge = new Gauge({
name: 'websocket_connections',
help: 'Number of active WebSocket connections',
});
const wsOrderbookSourceCounter = new Counter({
name: 'websocket_orderbook_source',
help: 'Number of orderbook messages sent from source',
labelNames: ['source'],
});
const wsOrderbookSourceLastSlotGauge = new Gauge({
name: 'websocket_orderbook_source_last_slot',
help: 'Last slot of orderbook messages from a source',
labelNames: ['source'],
});
const server = http.createServer(app);
const wss = new WebSocketServer({
server,
path: '/ws',
perMessageDeflate: true,
});
const WS_PORT = process.env.WS_PORT || '3000';
console.log(`WS LISTENER PORT : ${WS_PORT}`);
const MAX_BUFFERED_AMOUNT = 300000;
const envClients = [];
const clients = process.env.REDIS_CLIENT?.trim()
.replace(/^\[|\]$/g, '')
.split(/\s*,\s*/);
clients?.forEach((client) => envClients.push(RedisClientPrefix[client]));
const REDIS_CLIENTS = envClients.length
? envClients
: [RedisClientPrefix.DLOB, RedisClientPrefix.DLOB_HELIUS];
console.log('Redis Clients:', REDIS_CLIENTS);
const regexp = new RegExp(REDIS_CLIENTS.join('|'), 'g');
const sanitiseChannelForClient = (channel: string | undefined): string => {
return channel?.replace(regexp, '');
};
const getChannelPrefix = (channel: string | undefined): string | undefined => {
if (!channel) return undefined;
const match = channel.match(regexp);
return match?.[0];
};
const getRedisChannelFromMessage = (message: any): string => {
const channel = message.channel;
const marketName = message.market?.toUpperCase();
const marketType = message.marketType?.toLowerCase();
if (!['spot', 'perp'].includes(marketType)) {
throw new Error('Bad market type specified');
}
let marketIndex: number;
if (marketType === 'spot') {
marketIndex = SpotMarkets[driftEnv].find(
(market) => market.symbol.toUpperCase() === marketName
).marketIndex;
} else if (marketType === 'perp') {
marketIndex = PerpMarkets[driftEnv].find(
(market) => market.symbol.toUpperCase() === marketName
).marketIndex;
}
if (marketIndex === undefined || marketIndex === null) {
throw new Error('Bad market specified');
}
switch (channel.toLowerCase()) {
case 'trades':
return `trades_${marketType}_${marketIndex}`;
case 'orderbook':
return `orderbook_${marketType}_${marketIndex}`;
case 'priorityfees':
return `priorityFees_${marketType}_${marketIndex}`;
case undefined:
default:
throw new Error('Bad channel specified');
}
};
async function main() {
const subscribedChannelToSlot: Map<string, number> = new Map();
const redisClients: Array<RedisClient> = [];
const lastMessageClients: Array<RedisClient> = [];
for (let i = 0; i < REDIS_CLIENTS.length; i++) {
const redisClient = new RedisClient({ prefix: REDIS_CLIENTS[i] });
const lastMessageClient = new RedisClient({ prefix: REDIS_CLIENTS[i] });
await redisClient.connect();
await lastMessageClient.connect();
lastMessageClients.push(lastMessageClient);
redisClients.push(redisClient);
redisClient.forceGetClient().on('connect', () => {
subscribedChannels.forEach(async (channel) => {
try {
await redisClient.subscribe(channel);
} catch (error) {
console.error(`Error subscribing to ${channel}:`, error);
}
});
});
redisClient.forceGetClient().on('message', (subscribedChannel, message) => {
const sanitizedChannel = sanitiseChannelForClient(subscribedChannel);
const channelPrefix = getChannelPrefix(sanitizedChannel);
const subscribers = channelSubscribers.get(sanitizedChannel);
if (subscribers) {
if (sanitizedChannel.includes('orderbook')) {
const messageSlot = JSON.parse(message)['slot'];
wsOrderbookSourceLastSlotGauge.set(
{
source: channelPrefix,
},
messageSlot
);
const lastMessageSlot = subscribedChannelToSlot.get(sanitizedChannel);
if (!lastMessageSlot || lastMessageSlot <= messageSlot) {
subscribedChannelToSlot.set(sanitizedChannel, messageSlot);
} else if (lastMessageSlot > messageSlot) {
return;
}
}
subscribers.forEach((ws) => {
if (
ws.readyState === WebSocket.OPEN &&
ws.bufferedAmount < MAX_BUFFERED_AMOUNT
) {
wsOrderbookSourceCounter.inc({
source: channelPrefix,
});
ws.send(
JSON.stringify({
channel: sanitizedChannel,
data: message,
})
);
}
});
}
});
redisClient.forceGetClient().on('error', (error) => {
console.error('Redis client error:', error);
});
}
const channelSubscribers = new Map<string, Set<WebSocket>>();
const subscribedChannels = new Set<string>();
wss.on('connection', (ws: WebSocket) => {
console.log('Client connected');
wsConnectionsGauge.inc();
ws.on('message', async (msg) => {
let parsedMessage: any;
let messageType: string;
try {
parsedMessage = JSON.parse(msg.toString());
messageType = parsedMessage.type.toLowerCase();
} catch (e) {
return;
}
switch (messageType) {
case 'subscribe': {
let redisChannel: string;
try {
redisChannel = getRedisChannelFromMessage(parsedMessage);
} catch (error) {
const requestChannel = sanitiseChannelForClient(
parsedMessage?.channel
);
if (requestChannel) {
ws.send(
JSON.stringify({
channel: requestChannel,
error: 'Error subscribing to channel',
})
);
} else {
ws.close(
1003,
JSON.stringify({
error: 'Error subscribing to channel',
})
);
}
return;
}
if (!subscribedChannels.has(redisChannel)) {
console.log('Trying to subscribe to channel', redisChannel);
redisClients[0]
.subscribe(
redisChannel.includes('priorityFees')
? `dlob-helius:${redisChannel}`
: `${redisClients[0].getPrefix()}${redisChannel}`
)
.then(() => {
subscribedChannels.add(redisChannel);
})
.catch(() => {
ws.send(
JSON.stringify({
error: `Error subscribing to channel: ${parsedMessage}`,
})
);
return;
});
if (redisChannel.includes('orderbook') && redisClients.length > 1) {
redisClients.slice(1).map((redisClient) => {
redisClient
.subscribe(`${redisClient.getPrefix()}${redisChannel}`)
.catch(() => {
ws.send(
JSON.stringify({
error: `Error subscribing to channel: ${parsedMessage}`,
})
);
return;
});
});
}
}
if (!channelSubscribers.get(redisChannel)) {
const subscribers = new Set<WebSocket>();
channelSubscribers.set(redisChannel, subscribers);
}
channelSubscribers.get(redisChannel).add(ws);
ws.send(
JSON.stringify({
message: `Subscribe received for channel: ${parsedMessage.channel}, market: ${parsedMessage.market}, marketType: ${parsedMessage.marketType}`,
})
);
// Fetch and send last message
if (redisChannel.includes('orderbook')) {
const lastMessages = await Promise.all(
lastMessageClients.map((redisClient) =>
redisClient.getRaw(
`last_update_${redisChannel}`.replace(
redisClient.getPrefix(),
''
)
)
)
);
const lastMessage = selectMostRecentBySlot(lastMessages);
if (lastMessage) {
ws.send(
JSON.stringify({
channel: redisChannel,
data: JSON.stringify(lastMessage),
})
);
}
}
break;
}
case 'unsubscribe': {
let redisChannel: string;
try {
redisChannel = getRedisChannelFromMessage(parsedMessage);
} catch (error) {
const requestChannel = sanitiseChannelForClient(
parsedMessage?.channel
);
if (requestChannel) {
console.log('Error unsubscribing from channel:', error.message);
ws.send(
JSON.stringify({
channel: requestChannel,
error: 'Error unsubscribing from channel',
})
);
} else {
ws.close(
1003,
JSON.stringify({
error: 'Error unsubscribing from channel',
})
);
}
return;
}
const subscribers = channelSubscribers.get(redisChannel);
if (subscribers) {
channelSubscribers.get(redisChannel).delete(ws);
}
break;
}
case undefined:
default:
break;
}
});
// Set interval to send heartbeat every 5 seconds
const heartbeatInterval = setInterval(() => {
if (ws.readyState === WebSocket.OPEN) {
ws.send(JSON.stringify({ channel: 'heartbeat' }));
} else {
clearInterval(heartbeatInterval);
}
}, 5000);
// Buffer overflow check interval
const bufferInterval = setInterval(() => {
if (ws.bufferedAmount > MAX_BUFFERED_AMOUNT) {
if (ws.readyState === WebSocket.OPEN) {
ws.close(1008, 'Buffer overflow');
}
clearInterval(bufferInterval);
}
}, 10000);
// Handle disconnection
ws.on('close', () => {
console.log('Client disconnected');
// Clear any existing intervals
clearInterval(heartbeatInterval);
clearInterval(bufferInterval);
channelSubscribers.forEach((subscribers, channel) => {
if (subscribers.delete(ws) && subscribers.size === 0) {
redisClients.map((redisClient) => redisClient.unsubscribe(channel));
channelSubscribers.delete(channel);
subscribedChannels.delete(channel);
}
});
wsConnectionsGauge.dec();
});
ws.on('error', (error) => {
console.error('Socket error:', error);
});
});
server.listen(WS_PORT, () => {
console.log(`connection manager running on ${WS_PORT}`);
});
app.get('/metrics', async (req, res) => {
res.set('Content-Type', register.contentType);
res.end(await register.metrics());
});
server.on('error', (error) => {
console.error('Server error:', error);
});
}
async function recursiveTryCatch(f: () => void) {
try {
await f();
} catch (e) {
console.error(e);
await sleep(15000);
await recursiveTryCatch(f);
}
}
recursiveTryCatch(() => main());