Files
trade-drift-dlob/src/publishers/dlobPublisher.ts
Nour Alharithi aa7df63625 phoenix fix
2023-12-12 14:14:47 -08:00

309 lines
7.7 KiB
TypeScript

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,
} from '@drift-labs/sdk';
import { logger, setLogLevel } from '../utils/logger';
import {
SubscriberLookup,
getPhoenixSubscriber,
getSerumSubscriber,
sleep,
} from '../utils/utils';
import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO';
import { RedisClient } from '../utils/redisClient';
import {
DLOBProvider,
getDLOBProviderFromGrpcOrderSubscriber,
getDLOBProviderFromOrderSubscriber,
getDLOBProviderFromUserMap,
} from '../dlobProvider';
import FEATURE_FLAGS from '../utils/featureFlags';
import { GeyserOrderSubscriber } from '../grpc/OrderSubscriberGRPC';
require('dotenv').config();
const stateCommitment: Commitment = 'processed';
const driftEnv = (process.env.ENV || 'devnet') as DriftEnv;
const commitHash = process.env.COMMIT;
const REDIS_HOST = process.env.REDIS_HOST || 'localhost';
const REDIS_PORT = process.env.REDIS_PORT || '6379';
const REDIS_PASSWORD = process.env.REDIS_PASSWORD;
//@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 = 1000;
const WS_FALLBACK_FETCH_INTERVAL = 10_000;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`DriftEnv: ${driftEnv}`);
logger.info(`Commit: ${commitHash}`);
let MARKET_SUBSCRIBERS: SubscriberLookup = {};
const initializeAllMarketSubscribers = async (driftClient: DriftClient) => {
const markets: SubscriberLookup = {};
for (const market of sdkConfig.SPOT_MARKETS) {
markets[market.marketIndex] = {
phoenix: undefined,
serum: undefined,
};
if (market.phoenixMarket) {
const phoenixConfigAccount =
await driftClient.getPhoenixV1FulfillmentConfig(market.phoenixMarket);
if (isVariant(phoenixConfigAccount.status, 'enabled')) {
const phoenixSubscriber = getPhoenixSubscriber(
driftClient,
market,
sdkConfig
);
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 (market.serumMarket) {
const serumConfigAccount = await driftClient.getSerumV3FulfillmentConfig(
market.serumMarket
);
if (isVariant(serumConfigAccount.status, 'enabled')) {
const serumSubscriber = getSerumSubscriber(
driftClient,
market,
sdkConfig
);
await serumSubscriber.subscribe();
try {
serumSubscriber.getL2Asks();
serumSubscriber.getL2Bids();
markets[market.marketIndex].serum = serumSubscriber;
} catch (e) {
logger.info(
`Excluding phoenix 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 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(),
};
}
driftClient = new DriftClient({
connection,
wallet,
programID: clearingHousePublicKey,
accountSubscription,
env: driftEnv,
});
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;
if (useWebsocket) {
subscriptionConfig = {
type: 'websocket',
commitment: stateCommitment,
};
} else {
subscriptionConfig = {
type: 'polling',
commitment: stateCommitment,
frequency: ORDERBOOK_UPDATE_INTERVAL,
};
}
const orderSubscriber = new OrderSubscriber({
driftClient,
subscriptionConfig,
});
dlobProvider = getDLOBProviderFromOrderSubscriber(orderSubscriber);
slotSource = {
getSlot: () => orderSubscriber.getSlot(),
};
} else if (useGrpc) {
const grpcOrderSubscriber = new GeyserOrderSubscriber(driftClient, {
endpoint: endpoint,
token: token,
});
dlobProvider = getDLOBProviderFromGrpcOrderSubscriber(grpcOrderSubscriber);
slotSource = {
getSlot: () => grpcOrderSubscriber.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 redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const dlobSubscriber = new DLOBSubscriberIO({
driftClient,
dlobSource: dlobProvider,
slotSource,
updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
redisClient,
spotMarketSubscribers: MARKET_SUBSCRIBERS,
});
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();
}
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 };