Files
trade-drift-dlob/src/publishers/tradesPublisher.ts
2024-03-21 13:53:13 -07:00

203 lines
5.6 KiB
TypeScript

import { program } from 'commander';
import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js';
import {
DriftClient,
initialize,
DriftEnv,
SlotSubscriber,
Wallet,
EventSubscriber,
OrderAction,
convertToNumber,
BASE_PRECISION,
QUOTE_PRECISION,
PRICE_PRECISION,
getVariant,
ZERO,
BN,
OrderActionRecord,
Event,
} from '@drift-labs/sdk';
import { logger, setLogLevel } from '../utils/logger';
import { sleep } from '../utils/utils';
import { RedisClient } from '../utils/redisClient';
import { fromEvent, filter, map } from 'rxjs';
require('dotenv').config();
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 });
const stateCommitment: Commitment = 'confirmed';
let driftClient: DriftClient;
const opts = program.opts();
setLogLevel(opts.debug ? 'debug' : 'info');
const endpoint = process.env.ENDPOINT;
const wsEndpoint = process.env.WS_ENDPOINT;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`DriftEnv: ${driftEnv}`);
logger.info(`Commit: ${commitHash}`);
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,
});
driftClient = new DriftClient({
connection,
wallet,
programID: clearingHousePublicKey,
accountSubscription: {
type: 'websocket',
commitment: stateCommitment,
resubTimeoutMs: 30_000,
},
env: driftEnv,
});
const slotSubscriber = new SlotSubscriber(connection, {});
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.error(e);
});
await slotSubscriber.subscribe();
const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD);
await redisClient.connect();
const eventSubscriber = new EventSubscriber(connection, driftClient.program, {
maxTx: 8192,
maxEventsPerType: 4096,
orderBy: 'client',
commitment: 'confirmed',
logProviderConfig: {
type: 'polling',
frequency: 1000,
},
});
await eventSubscriber.subscribe();
const eventObservable = fromEvent(eventSubscriber.eventEmitter, 'newEvent');
eventObservable
.pipe(
filter(
(event) =>
event.eventType === 'OrderActionRecord' &&
JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL)
),
map((fill: Event<OrderActionRecord>) => {
return {
ts: fill.ts.toNumber(),
marketIndex: fill.marketIndex,
marketType: getVariant(fill.marketType),
filler: fill.filler?.toBase58(),
takerFee: convertToNumber(fill.takerFee, QUOTE_PRECISION),
makerFee: convertToNumber(fill.makerFee, QUOTE_PRECISION),
quoteAssetAmountSurplus: convertToNumber(
fill.quoteAssetAmountSurplus,
QUOTE_PRECISION
),
baseAssetAmountFilled: convertToNumber(
fill.baseAssetAmountFilled,
BASE_PRECISION
),
quoteAssetAmountFilled: convertToNumber(
fill.quoteAssetAmountFilled,
QUOTE_PRECISION
),
taker: fill.taker?.toBase58(),
takerOrderId: fill.takerOrderId,
takerOrderDirection: fill.takerOrderDirection
? getVariant(fill.takerOrderDirection)
: undefined,
takerOrderBaseAssetAmount: convertToNumber(
fill.takerOrderBaseAssetAmount,
BASE_PRECISION
),
takerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION
),
takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeQuoteAssetAmountFilled,
QUOTE_PRECISION
),
maker: fill.maker?.toBase58(),
makerOrderId: fill.makerOrderId,
makerOrderDirection: fill.makerOrderDirection
? getVariant(fill.makerOrderDirection)
: undefined,
makerOrderBaseAssetAmount: convertToNumber(
fill.makerOrderBaseAssetAmount,
BASE_PRECISION
),
makerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION
),
makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeQuoteAssetAmountFilled,
QUOTE_PRECISION
),
oraclePrice: convertToNumber(fill.oraclePrice, PRICE_PRECISION),
txSig: fill.txSig,
slot: fill.slot,
fillRecordId: fill.fillRecordId.toNumber(),
action: 'fill',
actionExplanation: getVariant(fill.actionExplanation),
referrerReward: convertToNumber(
new BN(fill.referrerReward ?? ZERO),
QUOTE_PRECISION
),
};
})
)
.subscribe((fillEvent) => {
redisClient.client.publish(
`trades_${fillEvent.marketType}_${fillEvent.marketIndex}`,
JSON.stringify(fillEvent)
);
});
console.log('Publishing trades');
};
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 };