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solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/utils.ts
|
import { base64, bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import fs from 'fs';
import { logger } from './logger';
import {
BASE_PRECISION,
BN,
DLOB,
DLOBNode,
DataAndSlot,
DriftClient,
HeliusPriorityLevel,
JupiterClient,
DriftEnv,
MakerInfo,
MarketType,
NodeToFill,
NodeToTrigger,
OraclePriceData,
PERCENTAGE_PRECISION,
PRICE_PRECISION,
PerpMarketAccount,
PriorityFeeSubscriber,
QUOTE_PRECISION,
SpotMarketAccount,
User,
Wallet,
convertToNumber,
getOrderSignature,
getVariant,
WhileValidTxSender,
PriorityFeeSubscriberMap,
isOneOfVariant,
PhoenixV1FulfillmentConfigAccount,
PhoenixSubscriber,
BulkAccountLoader,
PollingDriftClientAccountSubscriber,
isVariant,
SpotMarketConfig,
PerpMarketConfig,
PerpMarkets,
SpotMarkets,
DRIFT_ORACLE_RECEIVER_ID,
OpenbookV2FulfillmentConfigAccount,
OpenbookV2Subscriber,
OracleInfo,
} from '@drift-labs/sdk';
import {
NATIVE_MINT,
createAssociatedTokenAccountInstruction,
createCloseAccountInstruction,
getAssociatedTokenAddress,
getAssociatedTokenAddressSync,
} from '@solana/spl-token';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
Connection,
Keypair,
PublicKey,
Transaction,
TransactionError,
TransactionInstruction,
TransactionMessage,
VersionedTransaction,
} from '@solana/web3.js';
import { webhookMessage } from './webhook';
import { PythPriceFeedSubscriber } from './pythPriceFeedSubscriber';
// devnet only
export const TOKEN_FAUCET_PROGRAM_ID = new PublicKey(
'V4v1mQiAdLz4qwckEb45WqHYceYizoib39cDBHSWfaB'
);
export const MEMO_PROGRAM_ID = new PublicKey(
'MemoSq4gqABAXKb96qnH8TysNcWxMyWCqXgDLGmfcHr'
);
const JUPITER_SLIPPAGE_BPS = 100;
export const PRIORITY_FEE_SERVER_RATE_LIMIT_PER_MIN = 300;
export async function getOrCreateAssociatedTokenAccount(
connection: Connection,
mint: PublicKey,
wallet: Wallet
): Promise<PublicKey> {
const associatedTokenAccount = await getAssociatedTokenAddress(
mint,
wallet.publicKey
);
const accountInfo = await connection.getAccountInfo(associatedTokenAccount);
if (accountInfo == null) {
const tx = new Transaction().add(
createAssociatedTokenAccountInstruction(
wallet.publicKey,
associatedTokenAccount,
wallet.publicKey,
mint
)
);
const txSig = await connection.sendTransaction(tx, [wallet.payer]);
const latestBlock = await connection.getLatestBlockhash();
await connection.confirmTransaction(
{
signature: txSig,
blockhash: latestBlock.blockhash,
lastValidBlockHeight: latestBlock.lastValidBlockHeight,
},
'confirmed'
);
}
return associatedTokenAccount;
}
export function loadCommaDelimitToArray(str: string): number[] {
try {
return str
.split(',')
.filter((element) => {
if (element.trim() === '') {
return false;
}
return !isNaN(Number(element));
})
.map((element) => {
return Number(element);
});
} catch (e) {
return [];
}
}
export function parsePositiveIntArray(
intArray: string | undefined,
separator = ','
): number[] | undefined {
if (!intArray) {
return undefined;
}
return intArray
.split(separator)
.map((s) => s.trim())
.map((s) => parseInt(s))
.filter((n) => !isNaN(n) && n >= 0);
}
export function loadCommaDelimitToStringArray(str: string): string[] {
try {
return str.split(',').filter((element) => {
return element.trim() !== '';
});
} catch (e) {
return [];
}
}
export function convertToMarketType(input: string): MarketType {
switch (input.toUpperCase()) {
case 'PERP':
return MarketType.PERP;
case 'SPOT':
return MarketType.SPOT;
default:
throw new Error(`Invalid market type: ${input}`);
}
}
export function loadKeypair(privateKey: string): Keypair {
// try to load privateKey as a filepath
let loadedKey: Uint8Array;
if (fs.existsSync(privateKey)) {
logger.info(`loading private key from ${privateKey}`);
privateKey = fs.readFileSync(privateKey).toString();
}
if (privateKey.includes('[') && privateKey.includes(']')) {
logger.info(`Trying to load private key as numbers array`);
loadedKey = Uint8Array.from(JSON.parse(privateKey));
} else if (privateKey.includes(',')) {
logger.info(`Trying to load private key as comma separated numbers`);
loadedKey = Uint8Array.from(
privateKey.split(',').map((val) => Number(val))
);
} else {
logger.info(`Trying to load private key as base58 string`);
privateKey = privateKey.replace(/\s/g, '');
loadedKey = new Uint8Array(bs58.decode(privateKey));
}
return Keypair.fromSecretKey(Uint8Array.from(loadedKey));
}
export function getWallet(privateKeyOrFilepath: string): [Keypair, Wallet] {
const keypair = loadKeypair(privateKeyOrFilepath);
return [keypair, new Wallet(keypair)];
}
export function sleepMs(ms: number) {
return new Promise((resolve) => setTimeout(resolve, ms));
}
export function sleepS(s: number) {
return sleepMs(s * 1000);
}
export function decodeName(bytes: number[]): string {
const buffer = Buffer.from(bytes);
return buffer.toString('utf8').trim();
}
export function getNodeToFillSignature(node: NodeToFill): string {
if (!node.node.userAccount) {
return '~';
}
return `${node.node.userAccount}-${node.node.order?.orderId.toString()}`;
}
export function getFillSignatureFromUserAccountAndOrderId(
userAccount: string,
orderId: string
): string {
return `${userAccount}-${orderId}`;
}
export function getNodeToTriggerSignature(node: NodeToTrigger): string {
return getOrderSignature(node.node.order.orderId, node.node.userAccount);
}
export async function waitForAllSubscribesToFinish(
subscriptionPromises: Promise<boolean>[]
): Promise<boolean> {
const results = await Promise.all(subscriptionPromises);
const falsePromises = subscriptionPromises.filter(
(_, index) => !results[index]
);
if (falsePromises.length > 0) {
logger.info('waiting to subscribe to DriftClient and User');
await sleepMs(1000);
return waitForAllSubscribesToFinish(falsePromises);
} else {
return true;
}
}
export function getBestLimitBidExcludePubKey(
dlob: DLOB,
marketIndex: number,
marketType: MarketType,
slot: number,
oraclePriceData: OraclePriceData,
excludedPubKey: string,
excludedUserAccountsAndOrder?: [string, number][]
): DLOBNode | undefined {
const bids = dlob.getRestingLimitBids(
marketIndex,
slot,
marketType,
oraclePriceData
);
for (const bid of bids) {
if (bid.userAccount === excludedPubKey) {
continue;
}
if (
excludedUserAccountsAndOrder?.some(
(entry) =>
entry[0] === (bid.userAccount ?? '') &&
entry[1] === (bid.order?.orderId ?? -1)
)
) {
continue;
}
return bid;
}
return undefined;
}
export function getBestLimitAskExcludePubKey(
dlob: DLOB,
marketIndex: number,
marketType: MarketType,
slot: number,
oraclePriceData: OraclePriceData,
excludedPubKey: string,
excludedUserAccountsAndOrder?: [string, number][]
): DLOBNode | undefined {
const asks = dlob.getRestingLimitAsks(
marketIndex,
slot,
marketType,
oraclePriceData
);
for (const ask of asks) {
if (ask.userAccount === excludedPubKey) {
continue;
}
if (
excludedUserAccountsAndOrder?.some(
(entry) =>
entry[0] === (ask.userAccount ?? '') &&
entry[1] === (ask.order?.orderId || -1)
)
) {
continue;
}
return ask;
}
return undefined;
}
export function calculateAccountValueUsd(user: User): number {
const netSpotValue = convertToNumber(
user.getNetSpotMarketValue(),
QUOTE_PRECISION
);
const unrealizedPnl = convertToNumber(
user.getUnrealizedPNL(true, undefined, undefined),
QUOTE_PRECISION
);
return netSpotValue + unrealizedPnl;
}
export function calculateBaseAmountToMarketMakePerp(
perpMarketAccount: PerpMarketAccount,
user: User,
targetLeverage = 1
) {
const basePriceNormed = convertToNumber(
perpMarketAccount.amm.historicalOracleData.lastOraclePriceTwap
);
const accountValueUsd = calculateAccountValueUsd(user);
targetLeverage *= 0.95;
const maxBase = (accountValueUsd / basePriceNormed) * targetLeverage;
const marketSymbol = decodeName(perpMarketAccount.name);
logger.info(
`(mkt index: ${marketSymbol}) base to market make (targetLvg=${targetLeverage.toString()}): ${maxBase.toString()} = ${accountValueUsd.toString()} / ${basePriceNormed.toString()} * ${targetLeverage.toString()}`
);
return maxBase;
}
export function calculateBaseAmountToMarketMakeSpot(
spotMarketAccount: SpotMarketAccount,
user: User,
targetLeverage = 1
) {
const basePriceNormalized = convertToNumber(
spotMarketAccount.historicalOracleData.lastOraclePriceTwap
);
const accountValueUsd = calculateAccountValueUsd(user);
targetLeverage *= 0.95;
const maxBase = (accountValueUsd / basePriceNormalized) * targetLeverage;
const marketSymbol = decodeName(spotMarketAccount.name);
logger.info(
`(mkt index: ${marketSymbol}) base to market make (targetLvg=${targetLeverage.toString()}): ${maxBase.toString()} = ${accountValueUsd.toString()} / ${basePriceNormalized.toString()} * ${targetLeverage.toString()}`
);
return maxBase;
}
export function isMarketVolatile(
perpMarketAccount: PerpMarketAccount,
oraclePriceData: OraclePriceData,
volatileThreshold = 0.005 // 50 bps
) {
const twapPrice =
perpMarketAccount.amm.historicalOracleData.lastOraclePriceTwap5Min;
const lastPrice = perpMarketAccount.amm.historicalOracleData.lastOraclePrice;
const currentPrice = oraclePriceData.price;
const minDenom = BN.min(BN.min(currentPrice, lastPrice), twapPrice);
const cVsL =
Math.abs(
currentPrice.sub(lastPrice).mul(PRICE_PRECISION).div(minDenom).toNumber()
) / PERCENTAGE_PRECISION.toNumber();
const cVsT =
Math.abs(
currentPrice.sub(twapPrice).mul(PRICE_PRECISION).div(minDenom).toNumber()
) / PERCENTAGE_PRECISION.toNumber();
const recentStd =
perpMarketAccount.amm.oracleStd
.mul(PRICE_PRECISION)
.div(minDenom)
.toNumber() / PERCENTAGE_PRECISION.toNumber();
if (
recentStd > volatileThreshold ||
cVsT > volatileThreshold ||
cVsL > volatileThreshold
) {
return true;
}
return false;
}
export function isSpotMarketVolatile(
spotMarketAccount: SpotMarketAccount,
oraclePriceData: OraclePriceData,
volatileThreshold = 0.005
) {
const twapPrice =
spotMarketAccount.historicalOracleData.lastOraclePriceTwap5Min;
const lastPrice = spotMarketAccount.historicalOracleData.lastOraclePrice;
const currentPrice = oraclePriceData.price;
const minDenom = BN.min(BN.min(currentPrice, lastPrice), twapPrice);
const cVsL =
Math.abs(
currentPrice.sub(lastPrice).mul(PRICE_PRECISION).div(minDenom).toNumber()
) / PERCENTAGE_PRECISION.toNumber();
const cVsT =
Math.abs(
currentPrice.sub(twapPrice).mul(PRICE_PRECISION).div(minDenom).toNumber()
) / PERCENTAGE_PRECISION.toNumber();
if (cVsT > volatileThreshold || cVsL > volatileThreshold) {
return true;
}
return false;
}
export function isSetComputeUnitsIx(ix: TransactionInstruction): boolean {
// Compute budget program discriminator is first byte
// 2: set compute unit limit
// 3: set compute unit price
if (
ix.programId.equals(ComputeBudgetProgram.programId) &&
ix.data.at(0) === 2
) {
return true;
}
return false;
}
const PLACEHOLDER_BLOCKHASH = 'Fdum64WVeej6DeL85REV9NvfSxEJNPZ74DBk7A8kTrKP';
export function getVersionedTransaction(
payerKey: PublicKey,
ixs: Array<TransactionInstruction>,
lookupTableAccounts: AddressLookupTableAccount[],
recentBlockhash: string
): VersionedTransaction {
const message = new TransactionMessage({
payerKey,
recentBlockhash,
instructions: ixs,
}).compileToV0Message(lookupTableAccounts);
return new VersionedTransaction(message);
}
export type SimulateAndGetTxWithCUsParams = {
connection: Connection;
payerPublicKey: PublicKey;
lookupTableAccounts: AddressLookupTableAccount[];
/// instructions to simulate and create transaction from
ixs: Array<TransactionInstruction>;
/// multiplier to apply to the estimated CU usage, default: 1.0
cuLimitMultiplier?: number;
/// minimum CU limit to use, will not use a min CU if not set
minCuLimit?: number;
/// set false to only create a tx without simulating for CU estimate
doSimulation?: boolean;
/// recentBlockhash to use in the final tx. If undefined, PLACEHOLDER_BLOCKHASH
/// will be used for simulation, the final tx will have an empty blockhash so
/// attempts to sign it will throw.
recentBlockhash?: string;
/// set true to dump base64 transaction before and after simulating for CUs
dumpTx?: boolean;
removeLastIxPostSim?: boolean; // remove the last instruction post simulation (used for fillers)
};
export type SimulateAndGetTxWithCUsResponse = {
cuEstimate: number;
simTxLogs: Array<string> | null;
simError: TransactionError | string | null;
simSlot: number;
simTxDuration: number;
tx: VersionedTransaction;
};
/**
* Simulates the instructions in order to determine how many CUs it needs,
* applies `cuLimitMulitplier` to the estimate and inserts or modifies
* the CU limit request ix.
*
* If `recentBlockhash` is provided, it is used as is to generate the final
* tx. If it is undefined, uses `PLACEHOLDER_BLOCKHASH` which is a valid
* blockhash to perform simulation and removes it from the final tx. Signing
* a tx without a valid blockhash will throw.
* @param params
* @returns
*/
export async function simulateAndGetTxWithCUs(
params: SimulateAndGetTxWithCUsParams
): Promise<SimulateAndGetTxWithCUsResponse> {
if (params.ixs.length === 0) {
throw new Error('cannot simulate empty tx');
}
let setCULimitIxIdx = -1;
for (let idx = 0; idx < params.ixs.length; idx++) {
if (isSetComputeUnitsIx(params.ixs[idx])) {
setCULimitIxIdx = idx;
break;
}
}
// if we don't have a set CU limit ix, add one to the beginning
// otherwise the default CU limit for sim is 400k, which may be too low
if (setCULimitIxIdx === -1) {
params.ixs.unshift(
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
})
);
setCULimitIxIdx = 0;
}
let simTxDuration = 0;
const tx = getVersionedTransaction(
params.payerPublicKey,
params.ixs,
params.lookupTableAccounts,
params.recentBlockhash ?? PLACEHOLDER_BLOCKHASH
);
if (!params.doSimulation) {
return {
cuEstimate: -1,
simTxLogs: null,
simError: null,
simSlot: -1,
simTxDuration,
tx,
};
}
if (params.dumpTx) {
console.log(`===== Simulating The following transaction =====`);
const serializedTx = base64.encode(Buffer.from(tx.serialize()));
console.log(serializedTx);
console.log(`================================================`);
}
let resp;
try {
const start = Date.now();
resp = await params.connection.simulateTransaction(tx, {
sigVerify: false,
replaceRecentBlockhash: true,
commitment: 'processed',
});
simTxDuration = Date.now() - start;
} catch (e) {
console.error(e);
logger.error(`Error simulating transaction: ${JSON.stringify(e)}`);
}
if (!resp) {
throw new Error('Failed to simulate transaction');
}
if (resp.value.unitsConsumed === undefined) {
throw new Error(`Failed to get units consumed from simulateTransaction`);
}
const simTxLogs = resp.value.logs;
const cuEstimate = resp.value.unitsConsumed!;
const cusToUse = Math.max(
cuEstimate * (params.cuLimitMultiplier ?? 1.0),
params.minCuLimit ?? 0
);
params.ixs[setCULimitIxIdx] = ComputeBudgetProgram.setComputeUnitLimit({
units: cusToUse,
});
const ixsToUse = params.removeLastIxPostSim
? params.ixs.slice(0, -1)
: params.ixs;
const txWithCUs = getVersionedTransaction(
params.payerPublicKey,
ixsToUse,
params.lookupTableAccounts,
params.recentBlockhash ?? PLACEHOLDER_BLOCKHASH
);
if (params.dumpTx) {
console.log(
`== Simulation result, cuEstimate: ${cuEstimate}, using: ${cusToUse}, blockhash: ${params.recentBlockhash} ==`
);
const serializedTx = base64.encode(Buffer.from(txWithCUs.serialize()));
console.log(serializedTx);
console.log(`================================================`);
}
// strip out the placeholder blockhash so user doesn't try to send the tx.
// sending a tx with placeholder blockhash will cause `blockhash not found error`
// which is suppressed if flight checks are skipped.
if (!params.recentBlockhash) {
txWithCUs.message.recentBlockhash = '';
}
return {
cuEstimate,
simTxLogs,
simTxDuration,
simError: resp.value.err,
simSlot: resp.context.slot,
tx: txWithCUs,
};
}
export function handleSimResultError(
simResult: SimulateAndGetTxWithCUsResponse,
errorCodesToSuppress: number[],
msgSuffix: string,
suppressOutOfCUsMessage = true
): undefined | number {
if (
(simResult.simError as ExtendedTransactionError).InstructionError ===
undefined
) {
return;
}
const err = (simResult.simError as ExtendedTransactionError).InstructionError;
if (!err) {
return;
}
if (err.length < 2) {
logger.error(
`${msgSuffix} sim error has no error code. ${JSON.stringify(simResult)}`
);
return;
}
if (!err[1]) {
return;
}
let errorCode: number | undefined;
if (typeof err[1] === 'object' && 'Custom' in err[1]) {
const customErrorCode = Number((err[1] as CustomError).Custom);
errorCode = customErrorCode;
if (errorCodesToSuppress.includes(customErrorCode)) {
return errorCode;
} else {
const msg = `${msgSuffix} sim error with custom error code, simError: ${JSON.stringify(
simResult.simError
)}, cuEstimate: ${simResult.cuEstimate}, sim logs:\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : 'none'
}`;
webhookMessage(msg, process.env.TX_LOG_WEBHOOK_URL);
logger.error(msg);
}
} else {
const msg = `${msgSuffix} sim error with no error code, simError: ${JSON.stringify(
simResult.simError
)}, cuEstimate: ${simResult.cuEstimate}, sim logs:\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : 'none'
}`;
logger.error(msg);
// early return if out of CU error.
if (
suppressOutOfCUsMessage &&
simResult.simTxLogs &&
simResult.simTxLogs[simResult.simTxLogs.length - 1].includes(
'exceeded CUs meter at BPF instruction'
)
) {
return errorCode;
}
webhookMessage(msg, process.env.TX_LOG_WEBHOOK_URL);
}
return errorCode;
}
export interface ExtendedTransactionError {
InstructionError?: [number, string | object];
}
export interface CustomError {
Custom?: number;
}
export function logMessageForNodeToFill(
node: NodeToFill,
takerUser: string,
takerUserSlot: number,
makerInfos: Array<DataAndSlot<MakerInfo>>,
currSlot: number,
prefix?: string,
basePrecision: BN = BASE_PRECISION,
fallbackSource = 'vAMM'
): string {
const takerNode = node.node;
const takerOrder = takerNode.order;
if (!takerOrder) {
return 'no taker order';
}
if (node.makerNodes.length !== makerInfos.length) {
logger.error(
`makerNodes and makerInfos length mismatch, makerNodes: ${node.makerNodes.length}, makerInfos: ${makerInfos.length}`
);
}
let msg = '';
if (prefix) {
msg += `${prefix}\n`;
}
msg += `taker on market ${takerOrder.marketIndex}: ${takerUser}-${
takerOrder.orderId
} (takerSlot: ${takerUserSlot}, currSlot: ${currSlot}) ${getVariant(
takerOrder.direction
)} ${convertToNumber(
takerOrder.baseAssetAmountFilled,
basePrecision
)}/${convertToNumber(
takerOrder.baseAssetAmount,
basePrecision
)} @ ${convertToNumber(
takerOrder.price,
PRICE_PRECISION
)} (orderType: ${getVariant(takerOrder.orderType)})\n`;
msg += `makers:\n`;
if (makerInfos.length > 0) {
for (let i = 0; i < makerInfos.length; i++) {
const maker = makerInfos[i].data;
const makerSlot = makerInfos[i].slot;
const makerOrder = maker.order!;
msg += ` [${i}] market ${
makerOrder.marketIndex
}: ${maker.maker.toBase58()}-${
makerOrder.orderId
} (makerSlot: ${makerSlot}) ${getVariant(
makerOrder.direction
)} ${convertToNumber(
makerOrder.baseAssetAmountFilled,
basePrecision
)}/${convertToNumber(
makerOrder.baseAssetAmount,
basePrecision
)} @ ${convertToNumber(makerOrder.price, PRICE_PRECISION)} (offset: ${
makerOrder.oraclePriceOffset / PRICE_PRECISION.toNumber()
}) (orderType: ${getVariant(makerOrder.orderType)})\n`;
}
} else {
msg += ` ${fallbackSource}`;
}
return msg;
}
export function getTransactionAccountMetas(
tx: VersionedTransaction,
lutAccounts: Array<AddressLookupTableAccount>
): {
estTxSize: number;
accountMetas: any[];
writeAccs: number;
txAccounts: number;
} {
let writeAccs = 0;
const accountMetas: any[] = [];
const estTxSize = tx.message.serialize().length;
const acc = tx.message.getAccountKeys({
addressLookupTableAccounts: lutAccounts,
});
const txAccounts = acc.length;
for (let i = 0; i < txAccounts; i++) {
const meta: any = {};
if (tx.message.isAccountWritable(i)) {
writeAccs++;
meta['writeable'] = true;
}
if (tx.message.isAccountSigner(i)) {
meta['signer'] = true;
}
meta['address'] = acc.get(i)!.toBase58();
accountMetas.push(meta);
}
return {
estTxSize,
accountMetas,
writeAccs,
txAccounts,
};
}
export async function swapFillerHardEarnedUSDCForSOL(
priorityFeeSubscriber: PriorityFeeSubscriber | PriorityFeeSubscriberMap,
driftClient: DriftClient,
jupiterClient: JupiterClient,
blockhash: string,
subaccount?: number
) {
try {
const usdc = driftClient.getUser(subaccount).getTokenAmount(0);
const sol = driftClient.getUser(subaccount).getTokenAmount(1);
console.log(
`${driftClient.authority.toBase58()} has ${convertToNumber(
usdc,
QUOTE_PRECISION
)} usdc, ${convertToNumber(sol, BASE_PRECISION)} sol`
);
const usdcMarket = driftClient.getSpotMarketAccount(0);
const solMarket = driftClient.getSpotMarketAccount(1);
if (!usdcMarket || !solMarket) {
console.log('Market not found, skipping...');
return;
}
const inPrecision = new BN(10).pow(new BN(usdcMarket.decimals));
const outPrecision = new BN(10).pow(new BN(solMarket.decimals));
if (usdc.lt(new BN(1).mul(QUOTE_PRECISION))) {
console.log(
`${driftClient.authority.toBase58()} not enough USDC to swap (${convertToNumber(
usdc,
QUOTE_PRECISION
)}), skipping...`
);
return;
}
const start = performance.now();
const quote = await jupiterClient.getQuote({
inputMint: usdcMarket.mint,
outputMint: solMarket.mint,
amount: usdc.sub(new BN(1)),
maxAccounts: 10,
slippageBps: JUPITER_SLIPPAGE_BPS,
swapMode: 'ExactIn',
});
const quoteInNum = convertToNumber(new BN(quote.inAmount), inPrecision);
const quoteOutNum = convertToNumber(new BN(quote.outAmount), outPrecision);
const swapPrice = quoteInNum / quoteOutNum;
const oraclePrice = convertToNumber(
driftClient.getOracleDataForSpotMarket(1).price,
PRICE_PRECISION
);
if (swapPrice / oraclePrice - 1 > 0.01) {
console.log(`Swap price is 1% higher than oracle price, skipping...`);
return;
}
console.log(
`Quoted ${quoteInNum} USDC for ${quoteOutNum} SOL, swapPrice: ${swapPrice}, oraclePrice: ${oraclePrice}`
);
const driftLut = await driftClient.fetchMarketLookupTableAccount();
const transaction = await jupiterClient.getSwap({
quote,
userPublicKey: driftClient.provider.wallet.publicKey,
slippageBps: JUPITER_SLIPPAGE_BPS,
});
const { transactionMessage, lookupTables } =
await jupiterClient.getTransactionMessageAndLookupTables({
transaction,
});
const jupiterInstructions = jupiterClient.getJupiterInstructions({
transactionMessage,
inputMint: usdcMarket.mint,
outputMint: solMarket.mint,
});
const preInstructions = [];
const withdrawerWrappedSolAta = getAssociatedTokenAddressSync(
NATIVE_MINT,
driftClient.authority
);
const solAccountInfo = await driftClient.connection.getAccountInfo(
withdrawerWrappedSolAta
);
if (!solAccountInfo) {
preInstructions.push(
driftClient.createAssociatedTokenAccountIdempotentInstruction(
withdrawerWrappedSolAta,
driftClient.provider.wallet.publicKey,
driftClient.provider.wallet.publicKey,
solMarket.mint
)
);
}
const withdrawerUsdcAta = await driftClient.getAssociatedTokenAccount(0);
const usdcAccountInfo = await driftClient.connection.getAccountInfo(
withdrawerUsdcAta
);
if (!usdcAccountInfo) {
preInstructions.push(
driftClient.createAssociatedTokenAccountIdempotentInstruction(
withdrawerUsdcAta,
driftClient.provider.wallet.publicKey,
driftClient.provider.wallet.publicKey,
usdcMarket.mint
)
);
}
const withdrawIx = await driftClient.getWithdrawIx(
usdc.muln(10), // gross overestimate just to get everything out of the account
0,
withdrawerUsdcAta,
true,
subaccount
);
const closeAccountInstruction = createCloseAccountInstruction(
withdrawerWrappedSolAta,
driftClient.authority,
driftClient.authority
);
const ixs = [
...preInstructions,
withdrawIx,
...jupiterInstructions,
closeAccountInstruction,
];
const buildTx = (cu: number): VersionedTransaction => {
return getVersionedTransaction(
driftClient.txSender.wallet.publicKey,
[
ComputeBudgetProgram.setComputeUnitLimit({
units: cu,
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports:
priorityFeeSubscriber instanceof PriorityFeeSubscriberMap
? Math.floor(
priorityFeeSubscriber.getPriorityFees('spot', 0)!.low * 1.1
)
: Math.floor(
priorityFeeSubscriber.getHeliusPriorityFeeLevel(
HeliusPriorityLevel.LOW
) * 1.1
),
}),
...ixs,
],
[...lookupTables, driftLut],
blockhash
);
};
const simTxResult = await driftClient.connection.simulateTransaction(
buildTx(1_400_000),
{
replaceRecentBlockhash: true,
commitment: 'confirmed',
}
);
if (simTxResult.value.err) {
console.log('Sim error:');
console.error(simTxResult.value.err);
console.log('Sim logs:');
console.log(simTxResult.value.logs);
console.log(`Units consumed: ${simTxResult.value.unitsConsumed}`);
return;
}
console.log(
`${driftClient.authority.toBase58()} sending swap tx... ${
performance.now() - start
}`
);
const txSender = new WhileValidTxSender({
connection: driftClient.connection,
wallet: driftClient.wallet,
retrySleep: 1000,
});
const txSigAndSlot = await txSender.sendVersionedTransaction(
// @ts-ignore
buildTx(Math.floor(simTxResult.value.unitsConsumed * 1.2)),
[],
driftClient.opts
);
console.log(`Swap tx: https://solana.fm/tx/${txSigAndSlot.txSig}`);
} catch (e) {
console.error(e);
}
}
export function getDriftPriorityFeeEndpoint(driftEnv: DriftEnv): string {
switch (driftEnv) {
case 'devnet':
case 'mainnet-beta':
return 'https://dlob.drift.trade';
}
}
export function validMinimumGasAmount(amount: number | undefined): boolean {
if (amount === undefined || amount < 0) {
return false;
}
return true;
}
export function validRebalanceSettledPnlThreshold(
amount: number | undefined
): boolean {
if (amount === undefined || amount < 1 || !Number.isInteger(amount)) {
return false;
}
return true;
}
export const getPythPriceFeedIdForMarket = (
marketIndex: number,
markets: Array<SpotMarketConfig | PerpMarketConfig>,
throwOnNotFound = true
): string | undefined => {
const market = markets.find((market) => market.marketIndex === marketIndex);
if (!market) {
if (throwOnNotFound) {
throw new Error(`Pyth feedID for market ${marketIndex} not found`);
} else {
logger.warn(`Pyth feedID for market ${marketIndex} not found`);
return undefined;
}
}
return market.pythFeedId;
};
export const getPythUpdateIxsForVaa = async (
vaa: string,
feedId: string,
driftClient: DriftClient
) => {
return await driftClient.getPostPythPullOracleUpdateAtomicIxs(vaa, feedId);
};
export const getStaleOracleMarketIndexes = (
driftClient: DriftClient,
markets: (PerpMarketConfig | SpotMarketConfig)[],
marketType: MarketType,
numFeeds = 2
) => {
let oracleInfos: { oracleInfo: OraclePriceData; marketIndex: number }[] =
markets.map((market) => {
if (isVariant(marketType, 'perp')) {
return {
oracleInfo: driftClient.getOracleDataForPerpMarket(
market.marketIndex
),
marketIndex: market.marketIndex,
};
} else {
return {
oracleInfo: driftClient.getOracleDataForSpotMarket(
market.marketIndex
),
marketIndex: market.marketIndex,
};
}
});
oracleInfos = oracleInfos.sort(
(a, b) => a.oracleInfo.slot.toNumber() - b.oracleInfo.slot.toNumber()
);
return oracleInfos
.slice(0, numFeeds)
.map((oracleInfo) => oracleInfo.marketIndex);
};
export const getAllPythOracleUpdateIxs = async (
driftEnv: DriftEnv,
activeMarketIndex: number,
marketType: MarketType,
pythPriceSubscriber: PythPriceFeedSubscriber,
driftClient: DriftClient,
numNonActiveOraclesToTryAndPush: number,
marketIndexesToConsider: number[] = []
) => {
let markets: (PerpMarketConfig | SpotMarketConfig)[];
if (isVariant(marketType, 'perp')) {
markets =
driftEnv === 'mainnet-beta'
? PerpMarkets['mainnet-beta']
: PerpMarkets['devnet'];
} else {
markets =
driftEnv === 'mainnet-beta'
? SpotMarkets['mainnet-beta']
: SpotMarkets['devnet'];
}
if (marketIndexesToConsider.length > 0) {
markets = markets.filter((market) =>
marketIndexesToConsider.includes(market.marketIndex)
);
}
const primaryFeedId = getPythPriceFeedIdForMarket(
activeMarketIndex,
markets,
false
);
marketIndexesToConsider =
marketIndexesToConsider ?? markets.map((market) => market.marketIndex);
const staleFeedIds = getStaleOracleMarketIndexes(
driftClient,
markets,
marketType,
numNonActiveOraclesToTryAndPush
).map((index) => getPythPriceFeedIdForMarket(index, markets, false));
const postOracleUpdateIxsPromises = [primaryFeedId, ...staleFeedIds]
.filter((feedId) => feedId !== undefined)
.map((feedId) => {
if (!feedId) return;
const vaa = pythPriceSubscriber.getLatestCachedVaa(feedId);
if (!vaa) {
logger.debug('No VAA found for feedId', feedId);
return;
}
return driftClient.getPostPythPullOracleUpdateAtomicIxs(vaa, feedId);
})
.filter((ix) => ix !== undefined) as Promise<TransactionInstruction[]>[];
const postOracleUpdateIxs = await Promise.all(postOracleUpdateIxsPromises);
return postOracleUpdateIxs.flat();
};
export function canFillSpotMarket(spotMarket: SpotMarketAccount): boolean {
if (
isOneOfVariant(spotMarket.status, ['initialized', 'fillPaused', 'delisted'])
) {
logger.info(
`Skipping market ${decodeName(
spotMarket.name
)} because its SpotMarket.status is ${getVariant(spotMarket.status)}`
);
return false;
}
return true;
}
export async function initializeSpotFulfillmentAccounts(
driftClient: DriftClient,
includeSubscribers = true,
marketsOfInterest?: number[]
): Promise<{
phoenixFulfillmentConfigs: Map<number, PhoenixV1FulfillmentConfigAccount>;
openbookFulfillmentConfigs: Map<number, OpenbookV2FulfillmentConfigAccount>;
phoenixSubscribers?: Map<number, PhoenixSubscriber>;
openbookSubscribers?: Map<number, OpenbookV2Subscriber>;
}> {
const phoenixFulfillmentConfigs = new Map<
number,
PhoenixV1FulfillmentConfigAccount
>();
const openbookFulfillmentConfigs = new Map<
number,
OpenbookV2FulfillmentConfigAccount
>();
const phoenixSubscribers = includeSubscribers
? new Map<number, PhoenixSubscriber>()
: undefined;
const openbookSubscribers = includeSubscribers
? new Map<number, OpenbookV2Subscriber>()
: undefined;
let accountSubscription:
| {
type: 'polling';
accountLoader: BulkAccountLoader;
}
| {
type: 'websocket';
};
if (
(driftClient.accountSubscriber as PollingDriftClientAccountSubscriber)
.accountLoader
) {
accountSubscription = {
type: 'polling',
accountLoader: (
driftClient.accountSubscriber as PollingDriftClientAccountSubscriber
).accountLoader,
};
} else {
accountSubscription = {
type: 'websocket',
};
}
const marketSetupPromises: Promise<void>[] = [];
const subscribePromises: Promise<void>[] = [];
marketSetupPromises.push(
new Promise((resolve) => {
(async () => {
const phoenixMarketConfigs =
await driftClient.getPhoenixV1FulfillmentConfigs();
for (const config of phoenixMarketConfigs) {
if (
marketsOfInterest &&
!marketsOfInterest.includes(config.marketIndex)
) {
continue;
}
const spotMarket = driftClient.getSpotMarketAccount(
config.marketIndex
);
if (!spotMarket) {
logger.warn(
`SpotMarket not found for PhoenixV1FulfillmentConfig for marketIndex: ${config.marketIndex}`
);
continue;
}
const symbol = decodeName(spotMarket.name);
phoenixFulfillmentConfigs.set(config.marketIndex, config);
if (includeSubscribers && isVariant(config.status, 'enabled')) {
// set up phoenix price subscriber
const phoenixSubscriber = new PhoenixSubscriber({
connection: driftClient.connection,
programId: config.phoenixProgramId,
marketAddress: config.phoenixMarket,
accountSubscription,
});
logger.info(`Initializing PhoenixSubscriber for ${symbol}...`);
subscribePromises.push(
phoenixSubscriber.subscribe().then(() => {
phoenixSubscribers!.set(config.marketIndex, phoenixSubscriber);
})
);
}
}
resolve();
})();
})
);
marketSetupPromises.push(
new Promise((resolve) => {
(async () => {
const openbookMarketConfigs =
await driftClient.getOpenbookV2FulfillmentConfigs();
for (const config of openbookMarketConfigs) {
if (
marketsOfInterest &&
!marketsOfInterest.includes(config.marketIndex)
) {
continue;
}
const spotMarket = driftClient.getSpotMarketAccount(
config.marketIndex
);
if (!spotMarket) {
logger.warn(
`SpotMarket not found for OpenbookV2FulfillmentConfig for marketIndex: ${config.marketIndex}`
);
continue;
}
const symbol = decodeName(spotMarket.name);
openbookFulfillmentConfigs.set(config.marketIndex, config);
if (includeSubscribers && isVariant(config.status, 'enabled')) {
// set up openbook subscriber
const openbookSubscriber = new OpenbookV2Subscriber({
connection: driftClient.connection,
programId: config.openbookV2ProgramId,
marketAddress: config.openbookV2Market,
accountSubscription,
});
logger.info(`Initializing OpenbookSubscriber for ${symbol}...`);
subscribePromises.push(
openbookSubscriber.subscribe().then(() => {
openbookSubscribers!.set(
config.marketIndex,
openbookSubscriber
);
})
);
}
}
resolve();
})();
})
);
const marketSetupStart = Date.now();
logger.info(`Waiting for spot market startup...`);
await Promise.all(marketSetupPromises);
logger.info(`Market setup finished in ${Date.now() - marketSetupStart}ms`);
const subscribeStart = Date.now();
logger.info(`Waiting for spot markets to subscribe...`);
await Promise.all(subscribePromises);
logger.info(`Subscribed to spot markets in ${Date.now() - subscribeStart}ms`);
return {
phoenixFulfillmentConfigs,
openbookFulfillmentConfigs,
phoenixSubscribers,
openbookSubscribers,
};
}
export const chunks = <T>(array: readonly T[], size: number): T[][] => {
return new Array(Math.ceil(array.length / size))
.fill(null)
.map((_, index) => index * size)
.map((begin) => array.slice(begin, begin + size));
};
export const shuffle = <T>(array: T[]): T[] => {
let currentIndex = array.length,
randomIndex;
while (currentIndex !== 0) {
randomIndex = Math.floor(Math.random() * currentIndex);
currentIndex--;
[array[currentIndex], array[randomIndex]] = [
array[randomIndex],
array[currentIndex],
];
}
return array;
};
export function removePythIxs(
ixs: TransactionInstruction[],
receiverPublicKeyStr: string = DRIFT_ORACLE_RECEIVER_ID
): TransactionInstruction[] {
return ixs.filter(
(ix) =>
!ix.keys
.map((meta) => meta.pubkey.toString())
.includes(receiverPublicKeyStr)
);
}
export function getSizeOfTransaction(
instructions: TransactionInstruction[],
versionedTransaction = true,
addressLookupTables: AddressLookupTableAccount[] = []
): number {
const programs = new Set<string>();
const signers = new Set<string>();
let accounts = new Set<string>();
instructions.map((ix) => {
programs.add(ix.programId.toBase58());
accounts.add(ix.programId.toBase58());
ix.keys.map((key) => {
if (key.isSigner) {
signers.add(key.pubkey.toBase58());
}
accounts.add(key.pubkey.toBase58());
});
});
const instruction_sizes: number = instructions
.map(
(ix) =>
1 +
getSizeOfCompressedU16(ix.keys.length) +
ix.keys.length +
getSizeOfCompressedU16(ix.data.length) +
ix.data.length
)
.reduce((a, b) => a + b, 0);
let numberOfAddressLookups = 0;
if (addressLookupTables.length > 0) {
const lookupTableAddresses = addressLookupTables
.map((addressLookupTable) =>
addressLookupTable.state.addresses.map((address) => address.toBase58())
)
.flat();
const totalNumberOfAccounts = accounts.size;
accounts = new Set(
[...accounts].filter((account) => !lookupTableAddresses.includes(account))
);
accounts = new Set([...accounts, ...programs, ...signers]);
numberOfAddressLookups = totalNumberOfAccounts - accounts.size;
}
return (
getSizeOfCompressedU16(signers.size) +
signers.size * 64 + // array of signatures
3 +
getSizeOfCompressedU16(accounts.size) +
32 * accounts.size + // array of account addresses
32 + // recent blockhash
getSizeOfCompressedU16(instructions.length) +
instruction_sizes + // array of instructions
(versionedTransaction ? 1 + getSizeOfCompressedU16(0) : 0) +
(versionedTransaction ? 32 * addressLookupTables.length : 0) +
(versionedTransaction && addressLookupTables.length > 0 ? 2 : 0) +
numberOfAddressLookups
);
}
function getSizeOfCompressedU16(n: number) {
return 1 + Number(n >= 128) + Number(n >= 16384);
}
export async function checkIfAccountExists(
connection: Connection,
account: PublicKey
): Promise<boolean> {
try {
const accountInfo = await connection.getAccountInfo(account);
return accountInfo != null;
} catch (e) {
// Doesn't already exist
return false;
}
}
export function getMarketsAndOracleInfosToLoad(
sdkConfig: any,
perpMarketIndicies: number[] | undefined,
spotMarketIndicies: number[] | undefined
): {
oracleInfos: OracleInfo[];
perpMarketIndicies: number[] | undefined;
spotMarketIndicies: number[] | undefined;
} {
const oracleInfos: OracleInfo[] = [];
const oraclesTracked = new Set();
// only watch all markets if neither env vars are specified
const noMarketsSpecified = !perpMarketIndicies && !spotMarketIndicies;
let perpIndexes = perpMarketIndicies;
if (!perpIndexes) {
if (noMarketsSpecified) {
perpIndexes = sdkConfig.PERP_MARKETS.map(
(m: PerpMarketConfig) => m.marketIndex
);
} else {
perpIndexes = [];
}
}
let spotIndexes = spotMarketIndicies;
if (!spotIndexes) {
if (noMarketsSpecified) {
spotIndexes = sdkConfig.SPOT_MARKETS.map(
(m: SpotMarketConfig) => m.marketIndex
);
} else {
spotIndexes = [];
}
}
if (perpIndexes && 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);
}
}
logger.info(`Bot tracking perp markets: ${JSON.stringify(perpIndexes)}`);
}
if (spotIndexes && 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);
}
}
logger.info(`Bot tracking spot markets: ${JSON.stringify(spotIndexes)}`);
}
return {
oracleInfos,
perpMarketIndicies:
perpIndexes && perpIndexes.length > 0 ? perpIndexes : undefined,
spotMarketIndicies:
spotIndexes && spotIndexes.length > 0 ? spotIndexes : undefined,
};
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/types.ts
|
import { BN, PositionDirection } from '@drift-labs/sdk';
import { PriceServiceConnection } from '@pythnetwork/price-service-client';
export const constants = {
devnet: {
USDCMint: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
},
'mainnet-beta': {
USDCMint: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
},
};
export enum OrderExecutionAlgoType {
Market = 'market',
Twap = 'twap',
}
export type TwapExecutionConfig = {
currentPosition: BN;
targetPosition: BN;
overallDurationSec: number;
startTimeSec: number;
};
export class TwapExecutionProgress {
amountStart: BN;
currentPosition: BN;
amountTarget: BN;
overallDurationSec: number;
startTimeSec: number;
lastUpdateSec: number;
lastExecSec: number;
firstExecDone = false;
constructor(config: TwapExecutionConfig) {
this.amountStart = config.currentPosition;
this.currentPosition = config.currentPosition;
this.amountTarget = config.targetPosition;
this.overallDurationSec = config.overallDurationSec;
this.startTimeSec = config.startTimeSec;
this.lastUpdateSec = this.startTimeSec;
this.lastExecSec = this.startTimeSec;
}
/**
*
* @returns the amount to execute in the current slice (absolute value)
*/
getExecutionSlice(nowSec: number): BN {
// twap based on how much time has elapsed since last execution
const orderSize = this.amountTarget.sub(this.amountStart);
const secElapsed = new BN(nowSec - this.lastExecSec);
const slice = orderSize
.abs()
.mul(secElapsed)
.div(new BN(this.overallDurationSec))
.abs();
if (slice.gt(orderSize.abs())) {
return orderSize.abs();
}
const remaining = this.getAmountRemaining();
if (remaining.lt(slice)) {
return remaining;
}
return slice;
}
/**
*
* @returns the execution direction (LONG or SHORT) to place orders
*/
getExecutionDirection(): PositionDirection {
return this.amountTarget.gt(this.currentPosition)
? PositionDirection.LONG
: PositionDirection.SHORT;
}
/**
*
* @returns the amount remaining to be executed (absolute value)
*/
getAmountRemaining(): BN {
return this.amountTarget.sub(this.currentPosition).abs();
}
/**
*
* @param currentPosition the current position base asset amount
*/
updateProgress(currentPosition: BN, nowSec: number): void {
// if the new position is ultimately a larger order, reinit the twap so the slices reflect the new desired order
const currExecutionSize = this.amountTarget.sub(this.amountStart).abs();
const newExecutionSize = this.amountTarget.sub(currentPosition).abs();
if (newExecutionSize.gt(currExecutionSize)) {
this.amountStart = currentPosition;
this.startTimeSec = nowSec;
}
this.currentPosition = currentPosition;
this.lastUpdateSec = nowSec;
}
updateExecution(nowSec: number): void {
this.lastExecSec = nowSec;
this.firstExecDone = true;
}
updateTarget(newTarget: BN, nowSec: number): void {
this.amountTarget = newTarget;
this.startTimeSec = nowSec;
this.lastUpdateSec = nowSec;
}
}
export interface Bot {
readonly name: string;
readonly dryRun: boolean;
readonly defaultIntervalMs?: number;
readonly pythConnection?: PriceServiceConnection;
/**
* Initialize the bot
*/
init: () => Promise<void>;
/**
* Reset the bot. This is called to reset the bot to a fresh state (pre-init).
*/
reset: () => Promise<void>;
/**
* Start the bot loop. This is generally a polling loop.
*/
startIntervalLoop: (intervalMs?: number) => Promise<void>;
/**
* Returns true if bot is healthy, else false. Typically used for monitoring liveness.
*/
healthCheck: () => Promise<boolean>;
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/logger.ts
|
import { createLogger, transports, format } from 'winston';
export const logger = createLogger({
transports: [new transports.Console()],
format: format.combine(
format.colorize(),
format.timestamp(),
format.printf(({ timestamp, level, message }) => {
return `[${timestamp}] ${level}: ${message}`;
})
),
});
export const setLogLevel = (logLevel: string) => {
logger.level = logLevel;
};
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bundleSenderStrategy.ts
|
import { LAMPORTS_PER_SOL } from '@solana/web3.js';
import { TipStream } from './bundleSender';
/**
* A strategy for determining the amount of tip
* @param latestTipStream - The latest tip stream.
* @param failBundleCount - Running count of bundles that have failed to land.
* @returns The number of bundles to send.
*/
export type BundleSenderStrategy = (
latestTipStream: TipStream,
failBundleCount: number
) => number;
const minBundleTip = 10_000; // cant be lower than this
const maxBundleTip = 100_000;
const maxFailBundleCount = 100; // at 100 failed txs, can expect tip to become maxBundleTip
const tipMultiplier = 3; // bigger == more superlinear, delay the ramp up to prevent overpaying too soon
export const exponentialBundleTip: BundleSenderStrategy = (
latestTipStream: TipStream,
failBundleCount: number
) => {
return Math.floor(
Math.max(
latestTipStream.landed_tips_25th_percentile ?? 0 * LAMPORTS_PER_SOL,
minBundleTip,
Math.min(
maxBundleTip,
Math.pow(failBundleCount / maxFailBundleCount, tipMultiplier) *
maxBundleTip
)
)
);
};
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/makerSelection.ts
|
import { BN, convertToNumber, divCeil, DLOBNode, ZERO } from '@drift-labs/sdk';
import { MakerNodeMap, MAX_MAKERS_PER_FILL } from './bots/filler';
const PROBABILITY_PRECISION = new BN(1000);
export function selectMakers(makerNodeMap: MakerNodeMap): MakerNodeMap {
const selectedMakers: MakerNodeMap = new Map();
while (selectedMakers.size < MAX_MAKERS_PER_FILL && makerNodeMap.size > 0) {
const maker = selectMaker(makerNodeMap);
if (maker === undefined) {
break;
}
const makerNodes = makerNodeMap.get(maker)!;
selectedMakers.set(maker, makerNodes);
makerNodeMap.delete(maker);
}
return selectedMakers;
}
function selectMaker(makerNodeMap: MakerNodeMap): string | undefined {
if (makerNodeMap.size === 0) {
return undefined;
}
let totalLiquidity = ZERO;
for (const [_, dlobNodes] of makerNodeMap) {
totalLiquidity = totalLiquidity.add(getMakerLiquidity(dlobNodes));
}
const probabilities = [];
for (const [_, dlobNodes] of makerNodeMap) {
probabilities.push(getProbability(dlobNodes, totalLiquidity));
}
let makerIndex = 0;
const random = Math.random();
let sum = 0;
for (let i = 0; i < probabilities.length; i++) {
sum += probabilities[i];
if (random < sum) {
makerIndex = i;
break;
}
}
return Array.from(makerNodeMap.keys())[makerIndex];
}
function getProbability(dlobNodes: DLOBNode[], totalLiquidity: BN): number {
const makerLiquidity = getMakerLiquidity(dlobNodes);
return convertToNumber(
divCeil(makerLiquidity.mul(PROBABILITY_PRECISION), totalLiquidity),
PROBABILITY_PRECISION
);
}
function getMakerLiquidity(dlobNodes: DLOBNode[]): BN {
return dlobNodes.reduce(
(acc, dlobNode) =>
acc.add(
dlobNode.order!.baseAssetAmount.sub(
dlobNode.order!.baseAssetAmountFilled
)
),
ZERO
);
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/driftStateWatcher.ts
|
import {
decodeName,
DriftClient,
getVariant,
PerpMarketAccount,
SpotMarketAccount,
StateAccount,
} from '@drift-labs/sdk';
export type StateChecks = {
/// set true to check for new perp markets
newPerpMarkets: boolean;
/// set true to check for new spot markets
newSpotMarkets: boolean;
/// set true to check for changes in perp market statuses
perpMarketStatus: boolean;
/// set true to check for changes in spot market statuses
spotMarketStatus: boolean;
/// optional callback for if any of the state checks fail
onStateChange?: (message: string, changes: StateChecks) => void;
};
export type DriftStateWatcherConfig = {
/// access drift program
driftClient: DriftClient;
/// interval to check for updates
intervalMs: number;
/// state checks to perform
stateChecks: StateChecks;
};
/**
* Watches for updates on the DriftClient
*/
export class DriftStateWatcher {
private lastStateAccount?: StateAccount;
private lastSpotMarketAccounts: Map<number, SpotMarketAccount> = new Map();
private lastPerpMarketAccounts: Map<number, PerpMarketAccount> = new Map();
private interval?: NodeJS.Timeout;
private _lastTriggered: boolean;
private _lastTriggeredStates: StateChecks;
constructor(private config: DriftStateWatcherConfig) {
this._lastTriggeredStates = {
newPerpMarkets: false,
newSpotMarkets: false,
perpMarketStatus: false,
spotMarketStatus: false,
};
this._lastTriggered = false;
}
get triggered() {
return this._lastTriggered;
}
get triggeredStates(): StateChecks {
return this._lastTriggeredStates;
}
public subscribe() {
if (!this.config.driftClient.isSubscribed) {
throw new Error(
'DriftClient must be subscribed before calling DriftStateWatcher.subscribe()'
);
}
this.lastStateAccount = this.config.driftClient.getStateAccount();
for (const perpMarket of this.config.driftClient.getPerpMarketAccounts()) {
this.lastPerpMarketAccounts.set(perpMarket.marketIndex, perpMarket);
}
for (const spotMarket of this.config.driftClient.getSpotMarketAccounts()) {
this.lastSpotMarketAccounts.set(spotMarket.marketIndex, spotMarket);
}
this.interval = setInterval(
() => this.checkForUpdates(),
this.config.intervalMs ?? 10_000
);
}
public unsubscribe() {
if (this.interval) {
clearInterval(this.interval);
this.interval = undefined;
}
}
private checkForUpdates() {
let newPerpMarkets = false;
let newSpotMarkets = false;
let perpMarketStatus = false;
let spotMarketStatus = false;
let message = '';
const newStateAccount = this.config.driftClient.getStateAccount();
if (this.config.stateChecks.newPerpMarkets) {
if (
newStateAccount.numberOfMarkets !==
this.lastStateAccount!.numberOfMarkets
) {
newPerpMarkets = true;
message += `Number of perp markets changed: ${
this.lastStateAccount!.numberOfMarkets
} -> ${newStateAccount.numberOfMarkets}\n`;
}
if (this.config.stateChecks.perpMarketStatus) {
const perpMarkets = this.config.driftClient.getPerpMarketAccounts();
for (const perpMarket of perpMarkets) {
const symbol = decodeName(perpMarket.name);
const lastPerpMarket = this.lastPerpMarketAccounts.get(
perpMarket.marketIndex
);
if (!lastPerpMarket) {
newPerpMarkets = true;
message += `Found a new perp market: (marketIndex: ${perpMarket.marketIndex} ${symbol})\n`;
break;
}
const newPerpStatus = getVariant(perpMarket.status);
const lastPerpStatus = getVariant(lastPerpMarket.status);
if (newPerpStatus !== lastPerpStatus) {
perpMarketStatus = true;
message += `Perp market status changed: (marketIndex: ${perpMarket.marketIndex} ${symbol}) ${lastPerpStatus} -> ${newPerpStatus}\n`;
break;
}
const newPausedOps = perpMarket.pausedOperations;
const lastPausedOps = lastPerpMarket.pausedOperations;
if (newPausedOps !== lastPausedOps) {
perpMarketStatus = true;
message += `Perp market paused operations changed: (marketIndex: ${perpMarket.marketIndex} ${symbol}) ${lastPausedOps} -> ${newPausedOps}\n`;
break;
}
const newPerpOracle = perpMarket.amm.oracle;
const lastPerpOracle = lastPerpMarket.amm.oracle;
if (!newPerpOracle.equals(lastPerpOracle)) {
perpMarketStatus = true;
message += `Perp oracle changed: (marketIndex: ${
perpMarket.marketIndex
} ${symbol}) ${lastPerpOracle.toBase58()} -> ${newPerpOracle.toBase58()}\n`;
break;
}
}
}
}
if (this.config.stateChecks.newSpotMarkets) {
if (
newStateAccount.numberOfSpotMarkets !==
this.lastStateAccount!.numberOfSpotMarkets
) {
newSpotMarkets = true;
message += `Number of spot markets changed: ${
this.lastStateAccount!.numberOfSpotMarkets
} -> ${newStateAccount.numberOfSpotMarkets}\n`;
}
if (this.config.stateChecks.spotMarketStatus) {
const spotMarkets = this.config.driftClient.getSpotMarketAccounts();
for (const spotMarket of spotMarkets) {
const symbol = decodeName(spotMarket.name);
const lastSpotMarket = this.lastSpotMarketAccounts.get(
spotMarket.marketIndex
);
if (!lastSpotMarket) {
newSpotMarkets = true;
message += `Found a new spot market: (marketIndex: ${spotMarket.marketIndex} ${symbol})\n`;
break;
}
const newSpotStatus = getVariant(spotMarket.status);
const lastSpotStatus = getVariant(lastSpotMarket.status);
if (newSpotStatus !== lastSpotStatus) {
spotMarketStatus = true;
message += `Spot market status changed: (marketIndex: ${spotMarket.marketIndex} ${symbol}) ${lastSpotStatus} -> ${newSpotStatus}\n`;
break;
}
const newPausedOps = spotMarket.pausedOperations;
const lastPausedOps = lastSpotMarket.pausedOperations;
if (newPausedOps !== lastPausedOps) {
spotMarketStatus = true;
message += `Spot market paused operations changed: (marketIndex: ${spotMarket.marketIndex} ${symbol}) ${lastPausedOps} -> ${newPausedOps}\n`;
break;
}
const newSpotOracle = spotMarket.oracle;
const lastSpotOracle = lastSpotMarket.oracle;
if (!newSpotOracle.equals(lastSpotOracle)) {
spotMarketStatus = true;
message += `Spot oracle changed: (marketIndex: ${
spotMarket.marketIndex
} ${symbol}) ${lastSpotOracle.toBase58()} -> ${newSpotOracle.toBase58()}\n`;
break;
}
}
}
}
this._lastTriggeredStates = {
newPerpMarkets,
newSpotMarkets,
perpMarketStatus,
spotMarketStatus,
};
if (
newPerpMarkets ||
newSpotMarkets ||
perpMarketStatus ||
spotMarketStatus
) {
this._lastTriggered = true;
if (this.config.stateChecks.onStateChange) {
this.config.stateChecks.onStateChange(message, {
newPerpMarkets,
newSpotMarkets,
perpMarketStatus,
spotMarketStatus,
});
}
} else {
this._lastTriggered = false;
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/webhook.ts
|
import axios from 'axios';
require('dotenv').config();
import { logger } from './logger';
// enum for webhook type (slack, telegram, ...)
export enum WebhookType {
Slack = 'slack',
Discord = 'discord',
Telegram = 'telegram',
}
export async function webhookMessage(
message: string,
webhookUrl?: string,
prefix?: string,
webhookType?: WebhookType
): Promise<void> {
if (process.env.WEBHOOK_TYPE) {
webhookType = process.env.WEBHOOK_TYPE as WebhookType;
}
if (!webhookType) {
webhookType = WebhookType.Discord;
}
if (webhookUrl || process.env.WEBHOOK_URL) {
const webhook = webhookUrl || process.env.WEBHOOK_URL;
const fullMessage = prefix ? prefix + message : message;
if (fullMessage && webhook) {
try {
let data;
switch (webhookType) {
case WebhookType.Slack:
data = {
text: fullMessage,
};
break;
case WebhookType.Discord:
data = {
content: fullMessage,
};
break;
case WebhookType.Telegram:
data = {
text: fullMessage,
};
break;
default:
logger.error(`webhookMessage: unknown webhookType: ${webhookType}`);
return;
}
await axios.post(webhook, data);
} catch (err) {
logger.info('webhook error');
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/index.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { program, Option } from 'commander';
import * as http from 'http';
import {
Connection,
Commitment,
Keypair,
PublicKey,
TransactionVersion,
ConfirmOptions,
} from '@solana/web3.js';
import { getAssociatedTokenAddress } from '@solana/spl-token';
import {
BulkAccountLoader,
DriftClient,
initialize,
EventSubscriber,
SlotSubscriber,
QUOTE_PRECISION,
SpotMarkets,
BN,
TokenFaucet,
DriftClientSubscriptionConfig,
LogProviderConfig,
FastSingleTxSender,
UserMap,
Wallet,
RetryTxSender,
PriorityFeeSubscriber,
PriorityFeeMethod,
HeliusPriorityFeeResponse,
HeliusPriorityLevel,
AverageOverSlotsStrategy,
BlockhashSubscriber,
WhileValidTxSender,
PerpMarkets,
configs,
} from '@drift-labs/sdk';
import { promiseTimeout } from '@drift-labs/sdk';
import { logger, setLogLevel } from './logger';
import { constants } from './types';
import { FillerBot } from './bots/filler';
import { SpotFillerBot } from './bots/spotFiller';
import { TriggerBot } from './bots/trigger';
import { LiquidatorBot } from './bots/liquidator';
import { FloatingPerpMakerBot } from './bots/floatingMaker';
import { Bot } from './types';
import { IFRevenueSettlerBot } from './bots/ifRevenueSettler';
import { UserPnlSettlerBot } from './bots/userPnlSettler';
import { UserLpSettlerBot } from './bots/userLpSettler';
import { UserIdleFlipperBot } from './bots/userIdleFlipper';
import {
getOrCreateAssociatedTokenAccount,
sleepMs,
TOKEN_FAUCET_PROGRAM_ID,
getWallet,
loadKeypair,
getMarketsAndOracleInfosToLoad,
} from './utils';
import {
Config,
configHasBot,
loadConfigFromFile,
loadConfigFromOpts,
} from './config';
import { FundingRateUpdaterBot } from './bots/fundingRateUpdater';
import { FillerLiteBot } from './bots/fillerLite';
import { MakerBidAskTwapCrank } from './bots/makerBidAskTwapCrank';
import { BundleSender } from './bundleSender';
import { DriftStateWatcher, StateChecks } from './driftStateWatcher';
import { webhookMessage } from './webhook';
import { PythPriceFeedSubscriber } from './pythPriceFeedSubscriber';
import { PythCrankerBot } from './bots/pythCranker';
import { SwitchboardCrankerBot } from './bots/switchboardCranker';
require('dotenv').config();
const commitHash = process.env.COMMIT ?? '';
const stateCommitment = (process.env.STATE_COMMITMENT ??
'confirmed') as Commitment;
const healthCheckPort = process.env.HEALTH_CHECK_PORT || 8888;
program
.option('-d, --dry-run', 'Dry run, do not send transactions on chain')
.option(
'--init-user',
'calls driftClient.initializeUserAccount if no user account exists'
)
.option('--filler', 'Enable filler bot')
.option('--filler-lite', 'Enable filler lite bot')
.option('--spot-filler', 'Enable spot filler bot')
.option('--trigger', 'Enable trigger bot')
.option('--jit-maker', 'Enable JIT auction maker bot')
.option('--floating-maker', 'Enable floating maker bot')
.option('--liquidator', 'Enable liquidator bot')
.option('--uncross-arb', 'Arb bot')
.option(
'--if-revenue-settler',
'Enable Insurance Fund revenue pool settler bot'
)
.option('--funding-rate-updater', 'Enable Funding Rate updater bot')
.option('--user-pnl-settler', 'Enable User PnL settler bot')
.option('--user-lp-settler', 'Settle active LP positions')
.option('--user-idle-flipper', 'Flips eligible users to idle')
.option('--mark-twap-crank', 'Enable bid/ask twap crank bot')
.option('--test-liveness', 'Purposefully fail liveness test after 1 minute')
.option(
'--force-deposit <number>',
'Force deposit this amount of USDC to collateral account, the program will end after the deposit transaction is sent'
)
.option('--metrics <number>', 'Enable Prometheus metric scraper (deprecated)')
.addOption(
new Option(
'-p, --private-key <string>',
'private key, supports path to id.json, or list of comma separate numbers'
).env('KEEPER_PRIVATE_KEY')
)
.option('--debug', 'Enable debug logging')
.option(
'--run-once',
'Exit after running bot loops once (only for supported bots)'
)
.option(
'--additional-send-tx-endpoints <string>',
'Additional RPC endpoints to send transactions to (comma delimited)'
)
.option(
'--websocket',
'Use websocket instead of RPC polling for account updates'
)
.option(
'--disable-auto-derisking',
'Set to disable auto derisking (primarily used for liquidator to close inherited positions)'
)
.option(
'--subaccount <string>',
'subaccount(s) to use (comma delimited), specify which subaccountsIDs to load',
'0'
)
.option(
'--perp-market-indicies <string>',
'comma delimited list of perp market index(s) for applicable bots (willing to inherit risk), omit for all',
''
)
.option(
'--spot-markets-indicies <string>',
'comma delimited list of spot market index(s) for applicable bots (willing to inherit risk), omit for all',
''
)
.option(
'--config-file <string>',
'Config file to load (yaml format), will override any other config options',
''
)
.option(
'--use-jito',
'Submit transactions to a Jito relayer if the bot supports it'
)
.option(
'--event-susbcriber',
'Explicitly intialize an eventSubscriber (RPC heavy)'
)
.option(
'--tx-sender-type <string>',
'Transaction sender type. Valid options: fast, retry, while-valid'
)
.option(
'--tx-max-retries <number>',
'Override maxRetries param when sending transactions'
)
.option(
'--tx-skip-preflight <string>',
'Value to set for skipPreflight when sending transactions. Valid options: true, false'
)
.option(
'--tx-retry-timeout-ms <string>',
'Timeout in ms for retry tx sender',
'30000'
)
.option(
'--market-type <type>',
'Set the market type for the JIT Maker bot',
'PERP'
)
.option(
'--priority-fee-multiplier <number>',
'Multiplier for the priority fee',
'1.0'
)
.option('--metrics-port <number>', 'Port for the Prometheus exporter', '9464')
.option('--disable-metrics', 'Set to disable Prometheus metrics')
.option(
'--settle-pnl-threshold-usdc <number>',
'Settle PnL if above this threshold (USDC)',
'100'
)
.option(
'--max-users-to-consider <number>',
'Max number of users to consider for settling pnl in each iteration',
'50'
)
.parse();
const opts = program.opts();
let config: Config;
if (opts.configFile) {
logger.info(`Loading config from ${opts.configFile}`);
config = loadConfigFromFile(opts.configFile);
} else {
logger.info(`Loading config from command line options`);
config = loadConfigFromOpts(opts);
}
logger.info(
`Bot config:\n${JSON.stringify(
config,
(k, v) => {
if (k === 'keeperPrivateKey') {
return '*'.repeat(v.length);
}
return v;
},
2
)}`
);
// @ts-ignore
const sdkConfig = initialize({ env: config.global.driftEnv });
setLogLevel(config.global.debug ? 'debug' : 'info');
const endpoint = config.global.endpoint!;
const wsEndpoint = config.global.wsEndpoint;
const heliusEndpoint = config.global.heliusEndpoint;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`Helius endpoint: ${heliusEndpoint}`);
logger.info(`DriftEnv: ${config.global.driftEnv}`);
logger.info(`Commit: ${commitHash}`);
const bots: Bot[] = [];
const runBot = async () => {
logger.info(`Loading wallet keypair`);
const privateKeyOrFilepath = config.global.keeperPrivateKey;
if (!privateKeyOrFilepath) {
throw new Error(
'Must set environment variable KEEPER_PRIVATE_KEY with the path to a id.json or a list of commma separated numbers'
);
}
const [keypair, wallet] = getWallet(privateKeyOrFilepath);
const driftPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
const connection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
});
let bulkAccountLoader: BulkAccountLoader | undefined;
let lastBulkAccountLoaderSlot: number | undefined;
let accountSubscription: DriftClientSubscriptionConfig = {
type: 'websocket',
resubTimeoutMs: config.global.resubTimeoutMs,
};
let logProviderConfig: LogProviderConfig = {
type: 'websocket',
};
let userMapSubscriptionConfig:
| {
type: 'polling';
frequency: number;
commitment?: Commitment;
}
| {
type: 'websocket';
resubTimeoutMs?: number;
commitment?: Commitment;
} = {
type: 'websocket',
resubTimeoutMs: 30_000,
commitment: stateCommitment,
};
if (!config.global.websocket) {
const bulkAccountLoaderConnection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
disableRetryOnRateLimit: true,
});
bulkAccountLoader = new BulkAccountLoader(
bulkAccountLoaderConnection,
stateCommitment,
config.global.bulkAccountLoaderPollingInterval
);
lastBulkAccountLoaderSlot = bulkAccountLoader.mostRecentSlot;
accountSubscription = {
type: 'polling',
accountLoader: bulkAccountLoader,
};
logProviderConfig = {
type: 'polling',
frequency: config.global.eventSubscriberPollingInterval,
};
userMapSubscriptionConfig = {
type: 'polling',
frequency: 15_000, // reasonable refresh time since userMap calls getProgramAccounts to update.
commitment: stateCommitment,
};
}
const opts: ConfirmOptions = {
commitment: stateCommitment,
skipPreflight: config.global.txSkipPreflight,
preflightCommitment: stateCommitment,
maxRetries: config.global.txMaxRetries,
};
const sendTxConnection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
disableRetryOnRateLimit: true,
});
const txSenderType = config.global.txSenderType || 'retry';
let txSender: FastSingleTxSender | RetryTxSender | WhileValidTxSender;
const confirmationStrategy = config.global.txSenderConfirmationStrategy;
let additionalConnections: Connection[] = [];
if (
config.global.additionalSendTxEndpoints &&
config.global.additionalSendTxEndpoints.length > 0
) {
additionalConnections = config.global.additionalSendTxEndpoints.map(
(endpoint) => new Connection(endpoint)
);
}
if (txSenderType === 'retry') {
txSender = new RetryTxSender({
connection: sendTxConnection,
wallet,
opts,
retrySleep: 8000,
timeout: config.global.txRetryTimeoutMs,
confirmationStrategy,
additionalConnections,
trackTxLandRate: config.global.trackTxLandRate,
});
} else if (txSenderType === 'while-valid') {
txSender = new WhileValidTxSender({
connection: sendTxConnection,
wallet,
opts,
retrySleep: 2000,
additionalConnections,
confirmationStrategy,
trackTxLandRate: config.global.trackTxLandRate,
throwOnTimeoutError: false,
});
} else {
const skipConfirmation =
configHasBot(config, 'fillerLite') ||
configHasBot(config, 'filler') ||
configHasBot(config, 'spotFiller') ||
configHasBot(config, 'liquidator');
txSender = new FastSingleTxSender({
connection: sendTxConnection,
blockhashRefreshInterval: 500,
wallet,
opts,
skipConfirmation,
additionalConnections,
trackTxLandRate: config.global.trackTxLandRate,
});
}
/**
* Creating and subscribing to the drift client
*/
// keeping these arrays undefined will prompt DriftClient to call `findAllMarketAndOracles`
// and load all markets and oracle accounts from on-chain
const marketLookupTable = config.global?.lutPubkey
? new PublicKey(config.global.lutPubkey)
: new PublicKey(configs[config.global.driftEnv!].MARKET_LOOKUP_TABLE);
const marketsAndOracleInfos = getMarketsAndOracleInfosToLoad(
sdkConfig,
config.global.perpMarketsToLoad,
config.global.spotMarketsToLoad
);
const oracleInfos = marketsAndOracleInfos.oracleInfos;
const driftClientConfig = {
connection,
wallet,
programID: driftPublicKey,
opts,
accountSubscription,
env: config.global.driftEnv,
userStats: true,
perpMarketIndexes: marketsAndOracleInfos.perpMarketIndicies,
spotMarketIndexes: marketsAndOracleInfos.spotMarketIndicies,
oracleInfos: oracleInfos.length > 0 ? oracleInfos : undefined,
activeSubAccountId: config.global.subaccounts![0],
subAccountIds: config.global.subaccounts ?? [0],
txVersion: 0 as TransactionVersion,
txSender,
marketLookupTable,
};
const driftClient = new DriftClient(driftClientConfig);
driftClient.eventEmitter.on('error', (e) => {
logger.info('clearing house error');
logger.error(e);
});
let eventSubscriber: EventSubscriber | undefined = undefined;
if (config.global.eventSubscriber) {
eventSubscriber = new EventSubscriber(connection, driftClient.program, {
maxTx: 4096,
maxEventsPerType: 4096,
orderBy: 'blockchain', // Possible options are 'blockchain' or 'client'
orderDir: 'desc',
commitment: stateCommitment,
logProviderConfig,
});
}
const slotSubscriber = new SlotSubscriber(connection, {});
await slotSubscriber.subscribe();
const startupTime = Date.now();
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}`);
try {
const tokenAccount = await getOrCreateAssociatedTokenAccount(
connection,
new PublicKey(constants[config.global.driftEnv!].USDCMint),
wallet
);
const usdcBalance = await connection.getTokenAccountBalance(tokenAccount);
logger.info(` . USDC balance: ${usdcBalance.value.uiAmount}`);
} catch (e) {
logger.info(`Failed to load USDC token account: ${e}`);
}
let pythPriceSubscriber: PythPriceFeedSubscriber | undefined;
if (config.global.hermesEndpoint) {
pythPriceSubscriber = new PythPriceFeedSubscriber(
config.global.hermesEndpoint,
{
priceFeedRequestConfig: {
binary: true,
},
}
);
}
/**
* Jito info here
*/
let bundleSender: BundleSender | undefined;
let jitoAuthKeypair: Keypair | undefined;
if (config.global.useJito) {
const jitoBlockEngineUrl = config.global.jitoBlockEngineUrl;
const privateKey = config.global.jitoAuthPrivateKey;
if (!jitoBlockEngineUrl) {
throw new Error(
'Must configure or set JITO_BLOCK_ENGINE_URL environment variable '
);
}
if (!privateKey) {
throw new Error(
'Must configure or set JITO_AUTH_PRIVATE_KEY environment variable'
);
}
logger.info(`Loading jito keypair`);
jitoAuthKeypair = loadKeypair(privateKey);
bundleSender = new BundleSender(
connection,
jitoBlockEngineUrl,
jitoAuthKeypair,
keypair,
slotSubscriber,
config.global.jitoStrategy,
config.global.jitoMinBundleTip,
config.global.jitoMaxBundleTip,
config.global.jitoMaxBundleFailCount,
config.global.jitoTipMultiplier
);
await bundleSender.subscribe();
}
/*
* Start bots depending on flags enabled
*/
let needPythPriceSubscriber = false;
let needCheckDriftUser = false;
let needForceCollateral = !!config.global.forceDeposit;
let needUserMapSubscribe = false;
const userMapConnection = new Connection(endpoint);
const userMap = new UserMap({
driftClient,
connection: userMapConnection,
subscriptionConfig: userMapSubscriptionConfig,
skipInitialLoad: false,
includeIdle: false,
});
let needPriorityFeeSubscriber = false;
const priorityFeeMethod =
(config.global.priorityFeeMethod as PriorityFeeMethod) ??
PriorityFeeMethod.SOLANA;
const priorityFeeSubscriber = new PriorityFeeSubscriber({
connection: driftClient.connection,
frequencyMs: 5000,
customStrategy:
priorityFeeMethod === PriorityFeeMethod.HELIUS
? {
calculate: (samples: HeliusPriorityFeeResponse) => {
return Math.min(
50_000,
samples.result.priorityFeeLevels![HeliusPriorityLevel.HIGH]
);
},
}
: new AverageOverSlotsStrategy(),
// the specific bot will update this, if multiple bots are using this,
// the last one to update it will determine the addresses to use...
addresses: [],
heliusRpcUrl: heliusEndpoint,
priorityFeeMethod,
maxFeeMicroLamports: config.global.maxPriorityFeeMicroLamports,
priorityFeeMultiplier: config.global.priorityFeeMultiplier ?? 1.0,
});
logger.info(
`priorityFeeMethod: ${priorityFeeSubscriber.priorityFeeMethod}, maxFeeMicroLamports: ${priorityFeeSubscriber.maxFeeMicroLamports}, method: ${priorityFeeSubscriber.priorityFeeMethod}`
);
let needBlockhashSubscriber = false;
const blockhashSubscriber = new BlockhashSubscriber({
connection: driftClient.connection,
updateIntervalMs: 2000,
});
let needDriftStateWatcher = false;
if (configHasBot(config, 'pythCranker')) {
needPythPriceSubscriber = true;
needPriorityFeeSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new PythCrankerBot(
config.global,
config.botConfigs!.pythCranker!,
driftClient,
priorityFeeSubscriber,
bundleSender,
[]
)
);
}
if (configHasBot(config, 'switchboardCranker')) {
needPriorityFeeSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new SwitchboardCrankerBot(
config.global,
config.botConfigs!.switchboardCranker!,
driftClient,
priorityFeeSubscriber,
bundleSender,
[]
)
);
}
if (configHasBot(config, 'filler')) {
needPythPriceSubscriber = true;
needCheckDriftUser = true;
needUserMapSubscribe = true;
needPriorityFeeSubscriber = true;
needBlockhashSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new FillerBot(
slotSubscriber,
bulkAccountLoader,
driftClient,
userMap,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.global,
config.botConfigs!.filler!,
priorityFeeSubscriber,
blockhashSubscriber,
bundleSender,
pythPriceSubscriber,
[]
)
);
}
if (configHasBot(config, 'fillerLite')) {
needPythPriceSubscriber = true;
needCheckDriftUser = true;
needPriorityFeeSubscriber = true;
needBlockhashSubscriber = true;
needDriftStateWatcher = true;
logger.info(`Starting filler lite bot`);
bots.push(
new FillerLiteBot(
slotSubscriber,
driftClient,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.global,
config.botConfigs!.fillerLite!,
priorityFeeSubscriber,
blockhashSubscriber,
bundleSender,
pythPriceSubscriber,
[]
)
);
}
if (configHasBot(config, 'spotFiller')) {
needCheckDriftUser = true;
// to avoid long startup, spotFiller will fetch userAccounts as needed and build the map over time
needUserMapSubscribe = false;
needPriorityFeeSubscriber = true;
needBlockhashSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new SpotFillerBot(
driftClient,
userMap,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.global,
config.botConfigs!.spotFiller!,
priorityFeeSubscriber,
blockhashSubscriber,
bundleSender,
pythPriceSubscriber,
[]
)
);
}
if (configHasBot(config, 'trigger')) {
needUserMapSubscribe = true;
needDriftStateWatcher = true;
bots.push(
new TriggerBot(
driftClient,
slotSubscriber,
userMap,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.botConfigs!.trigger!
)
);
}
if (configHasBot(config, 'liquidator')) {
needCheckDriftUser = true;
needUserMapSubscribe = true;
needForceCollateral = true;
needPriorityFeeSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new LiquidatorBot(
driftClient,
userMap,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.botConfigs!.liquidator!,
config.global.subaccounts![0],
priorityFeeSubscriber,
sdkConfig.SERUM_LOOKUP_TABLE
? new PublicKey(sdkConfig.SERUM_LOOKUP_TABLE as string)
: undefined
)
);
}
if (configHasBot(config, 'floatingMaker')) {
needCheckDriftUser = true;
bots.push(
new FloatingPerpMakerBot(
driftClient,
slotSubscriber,
{
rpcEndpoint: endpoint,
commit: commitHash,
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.botConfigs!.floatingMaker!
)
);
}
if (configHasBot(config, 'userPnlSettler')) {
needDriftStateWatcher = true;
needPriorityFeeSubscriber = true;
bots.push(
new UserPnlSettlerBot(
driftClient,
slotSubscriber,
config.botConfigs!.userPnlSettler!,
config.global
)
);
}
if (configHasBot(config, 'userLpSettler')) {
needDriftStateWatcher = true;
needPriorityFeeSubscriber = true;
bots.push(
new UserLpSettlerBot(driftClient, config.botConfigs!.userLpSettler!)
);
}
if (configHasBot(config, 'userIdleFlipper')) {
needUserMapSubscribe = true;
needBlockhashSubscriber = true;
needDriftStateWatcher = true;
bots.push(
new UserIdleFlipperBot(
driftClient,
config.botConfigs!.userIdleFlipper!,
blockhashSubscriber
)
);
}
if (configHasBot(config, 'ifRevenueSettler')) {
needDriftStateWatcher = true;
bots.push(
new IFRevenueSettlerBot(driftClient, config.botConfigs!.ifRevenueSettler!)
);
}
if (configHasBot(config, 'fundingRateUpdater')) {
needCheckDriftUser = true;
needDriftStateWatcher = true;
bots.push(
new FundingRateUpdaterBot(
driftClient,
config.botConfigs!.fundingRateUpdater!
)
);
}
if (configHasBot(config, 'markTwapCrank')) {
needPythPriceSubscriber = true;
needCheckDriftUser = true;
needUserMapSubscribe = true;
needDriftStateWatcher = true;
bots.push(
new MakerBidAskTwapCrank(
driftClient,
slotSubscriber,
userMap,
config.botConfigs!.markTwapCrank!,
config.global,
config.global.runOnce ?? false,
pythPriceSubscriber,
[],
bundleSender
)
);
}
// Run subscribe functions once
if (
needCheckDriftUser ||
needForceCollateral ||
eventSubscriber ||
needUserMapSubscribe ||
needPythPriceSubscriber ||
needDriftStateWatcher
) {
const hrStart = process.hrtime();
while (!(await driftClient.subscribe())) {
logger.info('retrying driftClient.subscribe in 1s...');
await sleepMs(1000);
}
const hrEnd = process.hrtime(hrStart);
logger.info(`driftClient.subscribe took: ${hrEnd[0]}s ${hrEnd[1] / 1e6}ms`);
}
logger.info(`Checking user exists: ${needCheckDriftUser}`);
if (needCheckDriftUser) await checkUserExists(config, driftClient, wallet);
logger.info(`Checking if bot needs collateral: ${needForceCollateral}`);
if (needForceCollateral)
await checkAndForceCollateral(config, driftClient, wallet);
logger.info(
`Checking if need eventSubscriber: ${eventSubscriber !== undefined}`
);
if (eventSubscriber) await eventSubscriber.subscribe();
logger.info(`Checking if need usermap: ${needUserMapSubscribe}`);
if (needUserMapSubscribe) {
const hrStart = process.hrtime();
await userMap.subscribe();
const hrEnd = process.hrtime(hrStart);
logger.info(`userMap.subscribe took: ${hrEnd[0]}s ${hrEnd[1] / 1e6}ms`);
}
logger.info(`Checking if need pythConnection: ${needPythPriceSubscriber}`);
if (needPythPriceSubscriber && pythPriceSubscriber) {
const feedIds: string[] = Array.from(
new Set([
...PerpMarkets[config.global.driftEnv!]
.map((m) => m.pythFeedId)
.filter((id) => id !== undefined),
...SpotMarkets[config.global.driftEnv!]
.map((m) => m.pythFeedId)
.filter((id) => id !== undefined),
])
) as string[];
await pythPriceSubscriber!.subscribe(feedIds);
} else if (needPythPriceSubscriber && !pythPriceSubscriber) {
logger.warn(
'Running a bot that should have hermes endpoint set in config, but doesnt'
);
}
logger.info(
`Checking if need PriorityFeeSubscriber: ${needPriorityFeeSubscriber}`
);
if (needPriorityFeeSubscriber) {
const hrStart = process.hrtime();
await priorityFeeSubscriber.subscribe();
const hrEnd = process.hrtime(hrStart);
logger.info(
`priorityFeeSubscriber.subscribe() took: ${hrEnd[0]}s ${hrEnd[1] / 1e6}ms`
);
}
if (needBlockhashSubscriber) {
await blockhashSubscriber.subscribe();
}
const activeBots = bots.map((bot) => bot.name);
let driftStateWatcher: DriftStateWatcher | undefined;
if (needDriftStateWatcher) {
driftStateWatcher = new DriftStateWatcher({
driftClient,
intervalMs: 10_000,
stateChecks: {
perpMarketStatus: true,
spotMarketStatus: true,
newPerpMarkets: true,
newSpotMarkets: true,
onStateChange: async (message: string, changes: StateChecks) => {
const msg = `DriftStateWatcher triggered: ${message}]\nactive bots: ${JSON.stringify(
activeBots
)}\nstate changes: ${JSON.stringify(changes)}`;
logger.info(msg);
await webhookMessage(msg);
},
},
});
driftStateWatcher.subscribe();
}
if (bots.length === 0) {
throw new Error(
`No active bot specified. You must specify a bot through --config-file, or a cli arg. Check the README.md for more information`
);
}
// Initialize bots
logger.info(`initializing bots`);
await Promise.all(bots.map((bot) => bot.init()));
logger.info(
`starting bots (runOnce: ${
config.global.runOnce
}), active bots: ${JSON.stringify(activeBots)}`
);
await Promise.all(
bots.map((bot) => bot.startIntervalLoop(bot.defaultIntervalMs))
);
// start http server listening to /health endpoint using http package
http
.createServer(async (req, res) => {
if (req.url === '/health') {
if (config.global.testLiveness) {
if (Date.now() > startupTime + 60 * 1000) {
res.writeHead(500);
res.end('Testing liveness test fail');
return;
}
}
if (config.global.websocket) {
/* @ts-ignore */
if (!driftClient.connection._rpcWebSocketConnected) {
logger.error(`Connection rpc websocket disconnected`);
res.writeHead(500);
res.end(`Connection rpc websocket disconnected`);
return;
}
}
if (bulkAccountLoader) {
// we expect health checks to happen at a rate slower than the BulkAccountLoader's polling frequency
if (
lastBulkAccountLoaderSlot &&
bulkAccountLoader.mostRecentSlot === lastBulkAccountLoaderSlot
) {
res.writeHead(502);
res.end(`bulkAccountLoader.mostRecentSlot is not healthy`);
logger.error(
`Health check failed due to stale bulkAccountLoader.mostRecentSlot`
);
return;
}
lastBulkAccountLoaderSlot = bulkAccountLoader.mostRecentSlot;
}
// check all bots if they're live
for (const bot of bots) {
const healthCheck = await promiseTimeout(bot.healthCheck(), 1000);
if (!healthCheck) {
logger.error(`Health check failed for bot ${bot.name}`);
res.writeHead(503);
res.end(`Bot ${bot.name} is not healthy`);
return;
}
}
if (driftStateWatcher && driftStateWatcher.triggered) {
const triggeredStates = JSON.stringify(
driftStateWatcher.triggeredStates
);
logger.error(
`Health check failed for DriftStateWatcher, bot names: ${JSON.stringify(
activeBots
)}, state changes: ${triggeredStates}`
);
res.writeHead(503);
res.end(
`DriftStateWatcher is not healthy, triggeredStates: ${triggeredStates}`
);
return;
}
// liveness check passed
res.writeHead(200);
res.end('OK');
} else {
res.writeHead(404);
res.end('Not found');
}
})
.listen(healthCheckPort);
logger.info(`Health check server listening on port ${healthCheckPort}`);
if (config.global.runOnce) {
process.exit(0);
}
};
recursiveTryCatch(() => runBot());
async function recursiveTryCatch(f: () => void) {
try {
f();
} catch (e) {
console.error(e);
for (const bot of bots) {
bot.reset();
await bot.init();
}
await sleepMs(15000);
await recursiveTryCatch(f);
}
}
async function checkUserExists(
config: Config,
driftClient: DriftClient,
wallet: Wallet
) {
if (!(await driftClient.getUser().exists())) {
logger.error(
`User for ${wallet.publicKey} does not exist (subAccountId: ${driftClient.activeSubAccountId})`
);
if (config.global.initUser) {
logger.info(`Creating User for ${wallet.publicKey}`);
const [txSig] = await driftClient.initializeUserAccount();
logger.info(`Initialized user account in transaction: ${txSig}`);
} else {
throw new Error("Run with '--init-user' flag to initialize a User");
}
}
return true;
}
async function checkAndForceCollateral(
config: Config,
driftClient: DriftClient,
wallet: Wallet
) {
// Force depost collateral if requested
if (config.global.forceDeposit) {
logger.info(
`Depositing (${new BN(
config.global.forceDeposit
).toString()} USDC to collateral account)`
);
if (config.global.forceDeposit < 0) {
logger.error(`Deposit amount must be greater than 0`);
throw new Error('Deposit amount must be greater than 0');
}
const mint = SpotMarkets[config.global.driftEnv!][0].mint; // TODO: are index 0 always USDC???, support other collaterals
const ata = await getAssociatedTokenAddress(mint, wallet.publicKey);
const amount = new BN(config.global.forceDeposit).mul(QUOTE_PRECISION);
if (config.global.driftEnv === 'devnet') {
const tokenFaucet = new TokenFaucet(
driftClient.connection,
wallet,
TOKEN_FAUCET_PROGRAM_ID,
mint,
opts
);
await tokenFaucet.mintToUser(ata, amount);
}
const tx = await driftClient.deposit(
amount,
0, // USDC bank
ata
);
logger.info(`Deposit transaction: ${tx}`);
logger.info(`exiting...run again without --force-deposit flag`);
}
return true;
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/config.ts
|
import * as fs from 'fs';
import YAML from 'yaml';
import {
loadCommaDelimitToArray,
loadCommaDelimitToStringArray,
parsePositiveIntArray,
} from './utils';
import { OrderExecutionAlgoType } from './types';
import {
BN,
ConfirmationStrategy,
DriftEnv,
MarketType,
PerpMarkets,
} from '@drift-labs/sdk';
export type BaseBotConfig = {
botId: string;
dryRun: boolean;
/// will override {@link GlobalConfig.metricsPort}
metricsPort?: number;
runOnce?: boolean;
};
export type UserPnlSettlerConfig = BaseBotConfig & {
/// perp market indexes to filter for settling pnl
perpMarketIndicies?: Array<number>;
/// min abs. USDC threshold before settling pnl
/// in USDC human terms (100 for 100 USDC)
settlePnlThresholdUsdc?: number;
/// max number of users to consider for settling pnl on each iteration
maxUsersToConsider?: number;
};
export type FillerMultiThreadedConfig = BaseBotConfig & {
marketType: string;
marketIndexes: Array<number[]>;
simulateTxForCUEstimate?: boolean;
revertOnFailure?: boolean;
subaccount?: number;
rebalanceFiller?: boolean;
rebalanceSettledPnlThreshold?: number;
minGasBalanceToFill?: number;
bidToFillerReward?: boolean;
};
export type FillerConfig = BaseBotConfig & {
fillerPollingInterval?: number;
revertOnFailure?: boolean;
simulateTxForCUEstimate?: boolean;
rebalanceFiller?: boolean;
rebalanceSettledPnlThreshold?: number;
minGasBalanceToFill?: number;
};
export type SubaccountConfig = {
[key: number]: Array<number>;
};
export type LiquidatorConfig = BaseBotConfig & {
disableAutoDerisking: boolean;
useJupiter: boolean;
/// @deprecated, use {@link perpSubAccountConfig} to restrict markets
perpMarketIndicies?: Array<number>;
/// @deprecated, use {@link spotSubAccountConfig} to restrict markets
spotMarketIndicies?: Array<number>;
perpSubAccountConfig?: SubaccountConfig;
spotSubAccountConfig?: SubaccountConfig;
// deprecated: use {@link LiquidatorConfig.maxSlippageBps} (misnamed)
maxSlippagePct?: number;
maxSlippageBps?: number;
deriskAuctionDurationSlots?: number;
deriskAlgo?: OrderExecutionAlgoType;
deriskAlgoSpot?: OrderExecutionAlgoType;
deriskAlgoPerp?: OrderExecutionAlgoType;
twapDurationSec?: number;
minDepositToLiq?: Map<number, number>;
excludedAccounts?: Set<string>;
maxPositionTakeoverPctOfCollateral?: number;
notifyOnLiquidation?: boolean;
/// The threshold at which to consider spot asset "dust". Dust will be periodically withdrawn to
/// authority wallet to free up spot position slots.
/// In human precision: 100.0 for 100.0 USD worth of spot assets
spotDustValueThreshold?: number;
/// Placeholder, liquidator will set this to the raw BN of {@link LiquidatorConfig.spotDustValueThreshold}
spotDustValueThresholdBN?: BN;
};
export type PythUpdateConfigs = {
timeDiffMs: number;
priceDiffPct: number;
};
export type PythCrankerBotConfig = BaseBotConfig & {
slotStalenessThresholdRestart: number;
txSuccessRateThreshold: number;
intervalMs: number;
updateConfigs: {
[key: string]: {
update: PythUpdateConfigs;
earlyUpdate: PythUpdateConfigs;
};
};
};
export type SwitchboardCrankerBotConfig = BaseBotConfig & {
intervalMs: number;
queuePubkey: string;
pullFeedConfigs: {
[key: string]: {
pubkey: string;
};
};
writableAccounts: string[];
};
export type BotConfigMap = {
fillerMultithreaded?: FillerMultiThreadedConfig;
spotFillerMultithreaded?: FillerMultiThreadedConfig;
filler?: FillerConfig;
fillerLite?: FillerConfig;
spotFiller?: FillerConfig;
trigger?: BaseBotConfig;
liquidator?: LiquidatorConfig;
floatingMaker?: BaseBotConfig;
ifRevenueSettler?: BaseBotConfig;
fundingRateUpdater?: BaseBotConfig;
userPnlSettler?: UserPnlSettlerConfig;
userLpSettler?: BaseBotConfig;
userIdleFlipper?: BaseBotConfig;
markTwapCrank?: BaseBotConfig;
pythCranker?: PythCrankerBotConfig;
switchboardCranker?: SwitchboardCrankerBotConfig;
swiftTaker?: BaseBotConfig;
swiftMaker?: BaseBotConfig;
};
export interface GlobalConfig {
driftEnv: DriftEnv;
/// rpc endpoint to use
endpoint: string;
/// ws endpoint to use (inferred from endpoint using web3.js rules, only provide if you want to use a different one)
wsEndpoint?: string;
hermesEndpoint?: string;
numNonActiveOraclesToPush?: number;
// Optional to specify markets loaded by drift client
perpMarketsToLoad?: Array<number>;
spotMarketsToLoad?: Array<number>;
/// helius endpoint to use helius priority fee strategy
heliusEndpoint?: string;
/// additional rpc endpoints to send transactions to
additionalSendTxEndpoints?: string[];
/// endpoint to confirm txs on
txConfirmationEndpoint?: string;
/// default metrics port to use, will be overridden by {@link BaseBotConfig.metricsPort} if provided
metricsPort?: number;
/// disable all metrics
disableMetrics?: boolean;
priorityFeeMethod?: string;
maxPriorityFeeMicroLamports?: number;
resubTimeoutMs?: number;
priorityFeeMultiplier?: number;
keeperPrivateKey?: string;
initUser?: boolean;
testLiveness?: boolean;
cancelOpenOrders?: boolean;
closeOpenPositions?: boolean;
forceDeposit?: number | null;
websocket?: boolean;
eventSubscriber?: false;
runOnce?: boolean;
debug?: boolean;
subaccounts?: Array<number>;
eventSubscriberPollingInterval: number;
bulkAccountLoaderPollingInterval: number;
useJito?: boolean;
jitoStrategy?: 'jito-only' | 'non-jito-only' | 'hybrid';
jitoBlockEngineUrl?: string;
jitoAuthPrivateKey?: string;
jitoMinBundleTip?: number;
jitoMaxBundleTip?: number;
jitoMaxBundleFailCount?: number;
jitoTipMultiplier?: number;
onlySendDuringJitoLeader?: boolean;
txRetryTimeoutMs?: number;
txSenderType?: 'fast' | 'retry' | 'while-valid';
txSenderConfirmationStrategy: ConfirmationStrategy;
txSkipPreflight?: boolean;
txMaxRetries?: number;
trackTxLandRate?: boolean;
rebalanceFiller?: boolean;
lutPubkey?: string;
}
export interface Config {
global: GlobalConfig;
enabledBots: Array<keyof BotConfigMap>;
botConfigs?: BotConfigMap;
}
const defaultConfig: Partial<Config> = {
global: {
driftEnv: (process.env.ENV ?? 'devnet') as DriftEnv,
initUser: false,
testLiveness: false,
cancelOpenOrders: false,
closeOpenPositions: false,
forceDeposit: null,
websocket: false,
eventSubscriber: false,
runOnce: false,
debug: false,
subaccounts: [0],
perpMarketsToLoad: parsePositiveIntArray(process.env.PERP_MARKETS_TO_LOAD),
spotMarketsToLoad: parsePositiveIntArray(process.env.SPOT_MARKETS_TO_LOAD),
eventSubscriberPollingInterval: 5000,
bulkAccountLoaderPollingInterval: 5000,
endpoint: process.env.ENDPOINT!,
hermesEndpoint: process.env.HERMES_ENDPOINT,
numNonActiveOraclesToPush: 0,
wsEndpoint: process.env.WS_ENDPOINT,
heliusEndpoint: process.env.HELIUS_ENDPOINT,
additionalSendTxEndpoints: [],
txConfirmationEndpoint: process.env.TX_CONFIRMATION_ENDPOINT,
priorityFeeMethod: process.env.PRIORITY_FEE_METHOD ?? 'solana',
maxPriorityFeeMicroLamports: parseInt(
process.env.MAX_PRIORITY_FEE_MICRO_LAMPORTS ?? '1000000'
),
priorityFeeMultiplier: 1.0,
keeperPrivateKey: process.env.KEEPER_PRIVATE_KEY,
useJito: false,
jitoStrategy: 'jito-only',
jitoMinBundleTip: 10_000,
jitoMaxBundleTip: 100_000,
jitoMaxBundleFailCount: 200,
jitoTipMultiplier: 3,
jitoBlockEngineUrl: process.env.JITO_BLOCK_ENGINE_URL,
jitoAuthPrivateKey: process.env.JITO_AUTH_PRIVATE_KEY,
txRetryTimeoutMs: parseInt(process.env.TX_RETRY_TIMEOUT_MS ?? '30000'),
onlySendDuringJitoLeader: false,
txSkipPreflight: false,
txMaxRetries: 0,
txSenderConfirmationStrategy: ConfirmationStrategy.Combo,
metricsPort: 9464,
disableMetrics: false,
rebalanceFiller: false,
},
enabledBots: [],
botConfigs: {},
};
function mergeDefaults<T>(defaults: T, data: Partial<T>): T {
const result: T = { ...defaults } as T;
for (const key in data) {
const value = data[key];
if (value === undefined || value === null) {
continue;
}
if (typeof value === 'object' && !Array.isArray(value)) {
result[key] = mergeDefaults(
result[key],
value as Partial<T[Extract<keyof T, string>]>
);
} else if (Array.isArray(value)) {
if (!Array.isArray(result[key])) {
result[key] = [] as any;
}
for (let i = 0; i < value.length; i++) {
if (typeof value[i] === 'object' && !Array.isArray(value[i])) {
const existingObj = (result[key] as unknown as any[])[i] || {};
(result[key] as unknown as any[])[i] = mergeDefaults(
existingObj,
value[i]
);
} else {
(result[key] as unknown as any[])[i] = value[i];
}
}
} else {
result[key] = value as T[Extract<keyof T, string>];
}
}
return result;
}
export function loadConfigFromFile(path: string): Config {
if (!path.endsWith('.yaml') && !path.endsWith('.yml')) {
throw new Error('Config file must be a yaml file');
}
const configFile = fs.readFileSync(path, 'utf8');
const config = YAML.parse(configFile) as Partial<Config>;
return mergeDefaults(defaultConfig, config) as Config;
}
/**
* For backwards compatibility, we allow the user to specify the config via command line arguments.
* @param opts from program.opts()
* @returns
*/
export function loadConfigFromOpts(opts: any): Config {
const config: Config = {
global: {
driftEnv: (process.env.ENV ?? 'devnet') as DriftEnv,
endpoint: opts.endpoint ?? process.env.ENDPOINT,
wsEndpoint: opts.wsEndpoint ?? process.env.WS_ENDPOINT,
hermesEndpoint: opts.hermesEndpoint ?? process.env.HERMES_ENDPOINT,
heliusEndpoint: opts.heliusEndpoint ?? process.env.HELIUS_ENDPOINT,
additionalSendTxEndpoints: loadCommaDelimitToStringArray(
opts.additionalSendTxEndpoints
),
txConfirmationEndpoint:
opts.txConfirmationEndpoint ?? process.env.TX_CONFIRMATION_ENDPOINT,
priorityFeeMethod:
opts.priorityFeeMethod ?? process.env.PRIORITY_FEE_METHOD,
maxPriorityFeeMicroLamports: parseInt(
opts.maxPriorityFeeMicroLamports ??
process.env.MAX_PRIORITY_FEE_MICRO_LAMPORTS ??
'1000000'
),
priorityFeeMultiplier: parseFloat(opts.priorityFeeMultiplier ?? '1.0'),
keeperPrivateKey: opts.privateKey ?? process.env.KEEPER_PRIVATE_KEY,
eventSubscriberPollingInterval: parseInt(
process.env.BULK_ACCOUNT_LOADER_POLLING_INTERVAL ?? '5000'
),
bulkAccountLoaderPollingInterval: parseInt(
process.env.EVENT_SUBSCRIBER_POLLING_INTERVAL ?? '5000'
),
initUser: opts.initUser ?? false,
testLiveness: opts.testLiveness ?? false,
cancelOpenOrders: opts.cancelOpenOrders ?? false,
closeOpenPositions: opts.closeOpenPositions ?? false,
forceDeposit: opts.forceDeposit ?? null,
websocket: opts.websocket ?? false,
eventSubscriber: opts.eventSubscriber ?? false,
runOnce: opts.runOnce ?? false,
debug: opts.debug ?? false,
subaccounts: loadCommaDelimitToArray(opts.subaccount),
useJito: opts.useJito ?? false,
jitoStrategy: opts.jitoStrategy ?? 'exclusive',
jitoMinBundleTip: opts.jitoMinBundleTip ?? 10_000,
jitoMaxBundleTip: opts.jitoMaxBundleTip ?? 100_000,
jitoMaxBundleFailCount: opts.jitoMaxBundleFailCount ?? 200,
jitoTipMultiplier: opts.jitoTipMultiplier ?? 3,
txRetryTimeoutMs: parseInt(opts.txRetryTimeoutMs ?? '30000'),
txSenderType: opts.txSenderType ?? 'fast',
txSkipPreflight: opts.txSkipPreflight
? opts.txSkipPreflight.toLowerCase() === 'true'
: false,
txMaxRetries: parseInt(opts.txMaxRetries ?? '0'),
trackTxLandRate: opts.trackTxLandRate ?? false,
txSenderConfirmationStrategy:
opts.txSenderConfirmationStrategy ?? ConfirmationStrategy.Combo,
metricsPort: opts.metricsPort ?? 9464,
disableMetrics: opts.disableMetrics ?? false,
rebalanceFiller: opts.rebalanceFiller ?? false,
},
enabledBots: [],
botConfigs: {},
};
if (opts.filler) {
config.enabledBots.push('filler');
config.botConfigs!.filler = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'filler',
fillerPollingInterval: 5000,
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
simulateTxForCUEstimate: opts.simulateTxForCUEstimate ?? true,
rebalanceFiller: opts.rebalanceFiller ?? false,
};
}
if (opts.fillerLite) {
config.enabledBots.push('fillerLite');
config.botConfigs!.fillerLite = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'fillerLite',
fillerPollingInterval: 5000,
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
simulateTxForCUEstimate: opts.simulateTxForCUEstimate ?? true,
rebalanceFiller: opts.rebalanceFiller ?? false,
};
}
if (opts.spotFiller) {
config.enabledBots.push('spotFiller');
config.botConfigs!.spotFiller = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'filler',
fillerPollingInterval: 5000,
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
simulateTxForCUEstimate: opts.simulateTxForCUEstimate ?? true,
rebalanceFiller: opts.rebalanceFiller ?? false,
};
}
if (opts.liquidator) {
config.enabledBots.push('liquidator');
config.botConfigs!.liquidator = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'liquidator',
metricsPort: 9464,
disableAutoDerisking: opts.disableAutoDerisking ?? false,
useJupiter: opts.useJupiter ?? true,
perpMarketIndicies: loadCommaDelimitToArray(opts.perpMarketIndicies),
spotMarketIndicies: loadCommaDelimitToArray(opts.spotMarketIndicies),
runOnce: opts.runOnce ?? false,
// deprecated: use {@link LiquidatorConfig.maxSlippageBps}
maxSlippagePct: opts.maxSlippagePct ?? 50,
maxSlippageBps: opts.maxSlippageBps ?? 50,
deriskAuctionDurationSlots: opts.deriskAuctionDurationSlots ?? 100,
deriskAlgo: opts.deriskAlgo ?? OrderExecutionAlgoType.Market,
twapDurationSec: parseInt(opts.twapDurationSec ?? '300'),
notifyOnLiquidation: opts.notifyOnLiquidation ?? false,
};
}
if (opts.trigger) {
config.enabledBots.push('trigger');
config.botConfigs!.trigger = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'trigger',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
if (opts.ifRevenueSettler) {
config.enabledBots.push('ifRevenueSettler');
config.botConfigs!.ifRevenueSettler = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'ifRevenueSettler',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
if (opts.userPnlSettler) {
config.enabledBots.push('userPnlSettler');
config.botConfigs!.userPnlSettler = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'userPnlSettler',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
perpMarketIndicies: loadCommaDelimitToArray(opts.perpMarketIndicies),
settlePnlThresholdUsdc: Number(opts.settlePnlThresholdUsdc) ?? 10,
maxUsersToConsider: Number(opts.maxUsersToConsider) ?? 50,
};
}
if (opts.userLpSettler) {
config.enabledBots.push('userLpSettler');
config.botConfigs!.userLpSettler = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'userLpSettler',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
if (opts.userIdleFlipper) {
config.enabledBots.push('userIdleFlipper');
config.botConfigs!.userIdleFlipper = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'userIdleFlipper',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
if (opts.fundingRateUpdater) {
config.enabledBots.push('fundingRateUpdater');
config.botConfigs!.fundingRateUpdater = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'fundingRateUpdater',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
if (opts.markTwapCrank) {
config.enabledBots.push('markTwapCrank');
config.botConfigs!.markTwapCrank = {
dryRun: opts.dryRun ?? false,
botId: process.env.BOT_ID ?? 'crank',
metricsPort: 9464,
runOnce: opts.runOnce ?? false,
};
}
return mergeDefaults(defaultConfig, config) as Config;
}
export function configHasBot(
config: Config,
botName: keyof BotConfigMap
): boolean {
const botEnabled = config.enabledBots.includes(botName) ?? false;
const botConfigExists = config.botConfigs![botName] !== undefined;
if (botEnabled && !botConfigExists) {
throw new Error(
`Bot ${botName} is enabled but no config was found for it.`
);
}
return botEnabled && botConfigExists;
}
export const PULL_ORACLE_WHITELIST: {
marketType: MarketType;
marketIndex: number;
}[] = [
{
marketType: MarketType.PERP,
marketIndex: 17,
},
{
marketType: MarketType.PERP,
marketIndex: 3,
},
{
marketType: MarketType.PERP,
marketIndex: 26,
},
{
marketType: MarketType.PERP,
marketIndex: 25,
},
{
marketType: MarketType.PERP,
marketIndex: 32,
},
{
marketType: MarketType.PERP,
marketIndex: 13,
},
{
marketType: MarketType.PERP,
marketIndex: 11,
},
{
marketType: MarketType.PERP,
marketIndex: 28,
},
{
marketType: MarketType.PERP,
marketIndex: 35,
},
{
marketType: MarketType.PERP,
marketIndex: 8,
},
{
marketType: MarketType.PERP,
marketIndex: 33,
},
{
marketType: MarketType.PERP,
marketIndex: 14,
},
{
marketType: MarketType.PERP,
marketIndex: 6,
},
{
marketType: MarketType.PERP,
marketIndex: 5,
},
{
marketType: MarketType.PERP,
marketIndex: 27,
},
{
marketType: MarketType.PERP,
marketIndex: 29,
},
{
marketType: MarketType.PERP,
marketIndex: 21,
},
{
marketType: MarketType.PERP,
marketIndex: 22,
},
{
marketType: MarketType.PERP,
marketIndex: 16,
},
{
marketType: MarketType.PERP,
marketIndex: 20,
},
{
marketType: MarketType.PERP,
marketIndex: 34,
},
{
marketType: MarketType.PERP,
marketIndex: 15,
},
{
marketType: MarketType.PERP,
marketIndex: 15,
},
{
marketType: MarketType.PERP,
marketIndex: 7,
},
{
marketType: MarketType.PERP,
marketIndex: 10,
},
{
marketType: MarketType.PERP,
marketIndex: 18,
},
{
marketType: MarketType.PERP,
marketIndex: 9,
},
{
marketType: MarketType.PERP,
marketIndex: 19,
},
{
marketType: MarketType.PERP,
marketIndex: 24,
},
{
marketType: MarketType.PERP,
marketIndex: 30,
},
{
marketType: MarketType.PERP,
marketIndex: 12,
},
{
marketType: MarketType.PERP,
marketIndex: 4,
},
];
export const DEVNET_PULL_ORACLE_WHITELIST: {
marketType: MarketType;
marketIndex: number;
}[] = PerpMarkets['devnet'].map((mkt) => {
return { marketType: MarketType.PERP, marketIndex: mkt.marketIndex };
});
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/error.ts
|
import { SendTransactionError, TransactionError } from '@solana/web3.js';
import { ExtendedTransactionError } from './utils';
export function getErrorCode(error: Error): number | undefined {
// @ts-ignore
let errorCode = error.code;
if (!errorCode) {
try {
const matches = error.message.match(
/custom program error: (0x[0-9,a-f]+)/
);
if (!matches) {
return undefined;
}
const code = matches[1];
if (code) {
errorCode = parseInt(code, 16);
}
} catch (e) {
// no problem if couldn't match error code
}
}
return errorCode;
}
export function getErrorMessage(error: SendTransactionError): string {
let errorString = '';
error.logs?.forEach((logMsg) => {
try {
const matches = logMsg.match(
/Program log: AnchorError occurred. Error Code: ([0-9,a-z,A-Z]+). Error Number/
);
if (!matches) {
return;
}
const errorCode = matches[1];
if (errorCode) {
errorString = errorCode;
}
} catch (e) {
// no problem if couldn't match error code
}
});
return errorString;
}
type CustomError = {
Custom: number;
};
export function getErrorCodeFromSimError(
error: TransactionError | string | null
): number | null {
if ((error as ExtendedTransactionError).InstructionError === undefined) {
return null;
}
const err = (error as ExtendedTransactionError).InstructionError;
if (!err) {
return null;
}
if (err.length < 2) {
console.error(`sim error has no error code. ${JSON.stringify(error)}`);
return null;
}
if (!err[1]) {
return null;
}
if (typeof err[1] === 'object' && 'Custom' in err[1]) {
return Number((err[1] as CustomError).Custom);
}
return null;
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bundleSender.ts
|
import { SlotSubscriber } from '@drift-labs/sdk';
import {
Connection,
Keypair,
LAMPORTS_PER_SOL,
PublicKey,
SystemProgram,
TransactionInstruction,
VersionedTransaction,
} from '@solana/web3.js';
import {
SearcherClient,
searcherClient,
} from 'jito-ts/dist/sdk/block-engine/searcher';
import { Bundle } from 'jito-ts/dist/sdk/block-engine/types';
import { logger } from './logger';
import { BundleResult } from 'jito-ts/dist/gen/block-engine/bundle';
import { LRUCache } from 'lru-cache';
import WebSocket from 'ws';
import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
export const jitoBundlePriceEndpoint =
'ws://bundles-api-rest.jito.wtf/api/v1/bundles/tip_stream';
const logPrefix = '[BundleSender]';
const MS_DELAY_BEFORE_CHECK_INCLUSION = 30_000;
const MAX_TXS_TO_CHECK = 50;
const RECONNECT_DELAY_MS = 5000;
const MAX_RECONNECT_ATTEMPTS = 3;
const RECONNECT_RESET_DELAY_MS = 30000;
export type TipStream = {
time: string;
ts: number; // millisecond timestamp
landed_tips_25th_percentile: number; // in SOL
landed_tips_50th_percentile: number; // in SOL
landed_tips_75th_percentile: number; // in SOL
landed_tips_95th_percentile: number; // in SOL
landed_tips_99th_percentile: number; // in SOL
ema_landed_tips_50th_percentile: number; // in SOL
};
export type DropReason = 'pruned' | 'blockhash_expired' | 'blockhash_not_found';
export type BundleStats = {
accepted: number;
stateAuctionBidRejected: number;
winningBatchBidRejected: number;
simulationFailure: number;
internalError: number;
droppedBundle: number;
/// extra stats
droppedPruned: number;
droppedBlockhashExpired: number;
droppedBlockhashNotFound: number;
};
const initBundleStats: BundleStats = {
accepted: 0,
stateAuctionBidRejected: 0,
winningBatchBidRejected: 0,
simulationFailure: 0,
internalError: 0,
droppedBundle: 0,
droppedPruned: 0,
droppedBlockhashExpired: 0,
droppedBlockhashNotFound: 0,
};
export class BundleSender {
private ws: WebSocket | undefined;
private searcherClient: SearcherClient | undefined;
private leaderScheduleIntervalId: NodeJS.Timeout | undefined;
private checkSentTxsIntervalId: NodeJS.Timeout | undefined;
private isSubscribed = false;
private shuttingDown = false;
private jitoTipAccounts: PublicKey[] = [];
private nextJitoLeader?: {
currentSlot: number;
nextLeaderSlot: number;
nextLeaderIdentity: string;
};
private updatingJitoSchedule = false;
private checkingSentTxs = false;
private reconnectAttempts = 0;
private lastReconnectTime = 0;
// if there is a big difference, probably jito ws connection is bad, should resub
private bundlesSent = 0;
private bundleResultsReceived = 0;
// `bundleIdToTx` will be populated immediately after sending a bundle.
private bundleIdToTx: LRUCache<string, { tx: string; ts: number }>;
// `sentTxCache` will only be populated after a bundle result is received.
// reason being that sometimes results come really late (like minutes after sending)
// unsure if this is a jito issue or this bot is inefficient and holding onto things
// for that long. Check txs from this map to see if they landed.
private sentTxCache: LRUCache<string, number>;
/// -1 for each accepted bundle, +1 for each rejected (due to bid, don't count sim errors).
private failBundleCount = 0;
private countLandedBundles = 0;
private countDroppedbundles = 0;
private lastTipStream: TipStream | undefined;
private bundleStats: BundleStats = initBundleStats;
constructor(
private connection: Connection,
private jitoBlockEngineUrl: string,
private jitoAuthKeypair: Keypair,
public tipPayerKeypair: Keypair,
private slotSubscriber: SlotSubscriber,
/// tip algo params
public strategy: 'non-jito-only' | 'jito-only' | 'hybrid' = 'jito-only',
private minBundleTip = 10_000, // cant be lower than this
private maxBundleTip = 100_000,
private maxFailBundleCount = 100, // at 100 failed txs, can expect tip to become maxBundleTip
private tipMultiplier = 3 // bigger == more superlinear, delay the ramp up to prevent overpaying too soon
) {
this.bundleIdToTx = new LRUCache({
max: 500,
});
this.sentTxCache = new LRUCache({
max: 500,
});
}
slotsUntilNextLeader(): number | undefined {
if (!this.nextJitoLeader) {
return undefined;
}
return this.nextJitoLeader.nextLeaderSlot - this.slotSubscriber.getSlot();
}
getBundleStats(): BundleStats {
return this.bundleStats;
}
getTipStream(): TipStream | undefined {
return this.lastTipStream;
}
getBundleFailCount(): number {
return this.failBundleCount;
}
getLandedCount(): number {
return this.countLandedBundles;
}
getDroppedCount(): number {
return this.countDroppedbundles;
}
private incRunningBundleScore(amount = 1) {
this.failBundleCount =
(this.failBundleCount + amount) % this.maxFailBundleCount;
}
private decRunningBundleScore(amount = 1) {
this.failBundleCount = Math.max(this.failBundleCount - amount, 0);
}
private handleBundleResult(bundleResult: BundleResult) {
const bundleId = bundleResult.bundleId;
const bundlePayload = this.bundleIdToTx.get(bundleId);
if (!bundlePayload) {
logger.error(
`${logPrefix}: got bundle result for unknown bundleId: ${bundleId}`
);
}
const now = Date.now();
// Update bundle score. -1 for accept, +1 for reject.
// Large score === many failures.
// If the count is 0, we pay min tip, if max, we pay max tip.
if (bundleResult.accepted !== undefined) {
this.bundleStats.accepted++;
if (bundlePayload !== undefined) {
if (now > bundlePayload.ts + MS_DELAY_BEFORE_CHECK_INCLUSION) {
logger.error(
`${logPrefix}: received a bundle result ${MS_DELAY_BEFORE_CHECK_INCLUSION} ms after sending. tx: ${bundlePayload.tx}, sent at: ${bundlePayload.ts}`
);
} else {
this.sentTxCache.set(bundlePayload.tx, bundlePayload.ts);
}
}
} else if (bundleResult.rejected !== undefined) {
if (bundleResult.rejected.droppedBundle !== undefined) {
this.bundleStats.droppedBundle++;
const msg = bundleResult.rejected.droppedBundle.msg;
if (msg.includes('pruned at slot')) {
this.bundleStats.droppedPruned++;
} else if (msg.includes('blockhash has expired')) {
this.bundleStats.droppedBlockhashExpired++;
} else if (msg.includes('Blockhash not found')) {
this.bundleStats.droppedBlockhashNotFound++;
}
} else if (bundleResult.rejected.internalError !== undefined) {
this.bundleStats.internalError++;
} else if (bundleResult.rejected.simulationFailure !== undefined) {
this.bundleStats.simulationFailure++;
} else if (bundleResult.rejected.stateAuctionBidRejected !== undefined) {
this.bundleStats.stateAuctionBidRejected++;
} else if (bundleResult.rejected.winningBatchBidRejected !== undefined) {
this.bundleStats.winningBatchBidRejected++;
}
}
}
private connectJitoTipStream() {
if (this.ws !== undefined) {
logger.warn(
`${logPrefix} Called connectJitoTipStream but this.ws is already connected, disconnecting it...`
);
this.ws.close();
this.ws = undefined;
}
logger.info(
`${logPrefix} establishing jito ws connection (${jitoBundlePriceEndpoint})`
);
const connect = () => {
this.ws = new WebSocket(jitoBundlePriceEndpoint);
this.ws.on('open', () => {
logger.info(
`${logPrefix} WebSocket connection established, resetting bundle stats`
);
this.bundleStats = initBundleStats;
this.bundlesSent = 0;
this.bundleResultsReceived = 0;
});
this.ws.on('message', (data: string) => {
try {
const tipStream = JSON.parse(data) as Array<TipStream>;
if (tipStream.length > 0) {
tipStream[0].ts = new Date(tipStream[0].time).getTime();
this.lastTipStream = tipStream[0];
}
} catch (error) {
logger.error(
`${logPrefix} Error parsing WebSocket message: ${error}`
);
}
});
this.ws.on('close', (code: number, reason: string) => {
logger.info(
`${logPrefix}: jito ws closed (code: ${code}, reason: ${reason}) ${
this.shuttingDown ? 'shutting down...' : 'reconnecting in 5s...'
}`
);
this.ws = undefined;
if (!this.shuttingDown) {
setTimeout(connect, 5000);
}
});
this.ws.on('error', (e) => {
logger.error(`${logPrefix}: jito ws error: ${e.message}`);
});
};
connect();
}
private async connectSearcherClient() {
const now = Date.now();
if (now - this.lastReconnectTime > RECONNECT_RESET_DELAY_MS) {
this.reconnectAttempts = 0;
}
if (this.reconnectAttempts >= MAX_RECONNECT_ATTEMPTS) {
logger.error(
`${logPrefix}: Max reconnection attempts (${MAX_RECONNECT_ATTEMPTS}) reached. Waiting ${RECONNECT_RESET_DELAY_MS}ms before trying again`
);
return;
}
try {
this.searcherClient = searcherClient(
this.jitoBlockEngineUrl,
this.jitoAuthKeypair,
{
'grpc.keepalive_time_ms': 10_000,
'grpc.keepalive_timeout_ms': 1_000,
'grpc.keepalive_permit_without_calls': 1,
}
);
this.searcherClient.onBundleResult(
(bundleResult: BundleResult) => {
logger.info(
`${logPrefix}: got bundle result: ${JSON.stringify(bundleResult)}`
);
this.bundleResultsReceived++;
this.handleBundleResult(bundleResult);
},
async (err: Error) => {
logger.error(
`${logPrefix}: error getting bundle result, retrying in: ${RECONNECT_DELAY_MS}ms. msg: ${err.message}`
);
if (this.shuttingDown) {
logger.info(`${logPrefix}: shutting down, skipping reconnect`);
return;
}
this.reconnectAttempts++;
this.lastReconnectTime = Date.now();
await new Promise((resolve) =>
setTimeout(resolve, RECONNECT_DELAY_MS)
);
await this.connectSearcherClient();
}
);
// Reset attempts on successful connection
this.reconnectAttempts = 0;
const tipAccounts = await this.searcherClient.getTipAccounts();
this.jitoTipAccounts = tipAccounts.map((k) => new PublicKey(k));
} catch (e) {
const err = e as Error;
logger.error(
`${logPrefix}: Failed to connect searcherClient, retrying in: ${RECONNECT_DELAY_MS}ms. msg: ${err.message}`
);
this.reconnectAttempts++;
this.lastReconnectTime = Date.now();
await new Promise((resolve) => setTimeout(resolve, RECONNECT_DELAY_MS));
await this.connectSearcherClient();
}
}
async subscribe() {
if (this.isSubscribed) {
return;
}
this.isSubscribed = true;
this.shuttingDown = false;
await this.connectSearcherClient();
this.connectJitoTipStream();
this.slotSubscriber.eventEmitter.on(
'newSlot',
this.onSlotSubscriberSlot.bind(this)
);
this.leaderScheduleIntervalId = setInterval(
this.updateJitoLeaderSchedule.bind(this),
1000
);
this.checkSentTxsIntervalId = setInterval(
this.checkSentTxs.bind(this),
10000
);
}
async unsubscribe() {
if (!this.isSubscribed) {
return;
}
this.shuttingDown = true;
this.searcherClient = undefined;
if (this.ws) {
this.ws.close();
}
if (this.leaderScheduleIntervalId) {
clearInterval(this.leaderScheduleIntervalId);
this.leaderScheduleIntervalId = undefined;
}
if (this.checkSentTxsIntervalId) {
clearInterval(this.checkSentTxsIntervalId);
this.checkSentTxsIntervalId = undefined;
}
this.isSubscribed = false;
}
private async onSlotSubscriberSlot(slot: number) {
if (this.nextJitoLeader) {
const jitoSlot = this.nextJitoLeader.nextLeaderSlot;
if (slot >= jitoSlot) {
if (slot >= jitoSlot - 2) {
logger.info(
`${logPrefix}: currSlot: ${slot}, next jito leader slot: ${jitoSlot} (in ${
jitoSlot - slot
} slots)`
);
this.updateJitoLeaderSchedule();
}
}
}
}
private async checkSentTxs() {
if (this.checkingSentTxs) {
return;
}
this.checkingSentTxs = true;
try {
// find txs in cache ready to check
const now = Date.now();
const txs = [];
for (const [tx, ts] of this.sentTxCache.entries()) {
if (now - ts > MS_DELAY_BEFORE_CHECK_INCLUSION) {
this.sentTxCache.delete(tx);
txs.push(tx);
}
if (txs.length >= MAX_TXS_TO_CHECK) {
break;
}
}
if (txs.length === 0) {
logger.info(`${logPrefix} no txs to check...`);
} else {
const resps = await this.connection.getTransactions(txs, {
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
});
const droppedTxs = resps.filter((tx) => tx === null);
const landedTxs = resps.filter((tx) => tx !== null);
this.countDroppedbundles += droppedTxs.length;
this.countLandedBundles += landedTxs.length;
const countBefore = this.failBundleCount;
this.incRunningBundleScore(droppedTxs.length);
this.decRunningBundleScore(landedTxs.length);
logger.info(
`${logPrefix} Found ${droppedTxs.length} txs dropped, ${landedTxs.length} landed landed, failCount: ${countBefore} -> ${this.failBundleCount}`
);
}
} catch (e) {
const err = e as Error;
logger.error(
`${logPrefix}: error checking sent txs: ${err.message}. ${err.stack}`
);
} finally {
this.checkingSentTxs = false;
logger.info(
`${logPrefix}: running fail count: ${
this.failBundleCount
}, totalLandedTxs: ${this.countLandedBundles}, totalDroppedTxs: ${
this.countDroppedbundles
}, currentTipAmount: ${this.calculateCurrentTipAmount()}, lastJitoTipStream: ${JSON.stringify(
this.lastTipStream
)} bundle stats: ${JSON.stringify(this.bundleStats)}`
);
}
}
private async updateJitoLeaderSchedule() {
if (this.updatingJitoSchedule || !this.searcherClient) {
if (!this.searcherClient) {
logger.error(
`${logPrefix} no searcherClient, skipping updateJitoLeaderSchedule`
);
}
return;
}
this.updatingJitoSchedule = true;
try {
this.nextJitoLeader = await this.searcherClient.getNextScheduledLeader();
} catch (e) {
this.nextJitoLeader = undefined;
const err = e as Error;
logger.error(
`${logPrefix}: error checking jito leader schedule: ${err.message}`
);
} finally {
this.updatingJitoSchedule = false;
}
}
/**
*
* @returns current tip based on running score
*/
calculateCurrentTipAmount() {
return Math.floor(
Math.max(
(this.lastTipStream?.landed_tips_25th_percentile ?? 0) *
LAMPORTS_PER_SOL,
this.minBundleTip,
Math.min(
this.maxBundleTip,
Math.pow(
this.failBundleCount / this.maxFailBundleCount,
this.tipMultiplier
) * this.maxBundleTip
)
)
);
}
/**
* Returns a transaction instruction for sending a tip to a tip account, use this to prevent adding an extra tx to your bundle, and/or to avoid conflicting tx hashes from the transfer ix. You will need to sign the final tx with the tip payer keypair before sending it in a bundle.
* @param tipAccount Optional tip account to send to. If not provided, a random one will be chosen from jitoTipAccounts
* @param tipAmount Optional tip amount to send. If not provided, the current tip amount will be calculated
* @returns
*/
getTipIx(tipAccount?: PublicKey, tipAmount?: number): TransactionInstruction {
if (!tipAccount) {
tipAccount =
this.jitoTipAccounts[
Math.floor(Math.random() * this.jitoTipAccounts.length)
];
}
if (tipAmount === undefined) {
tipAmount = this.calculateCurrentTipAmount();
}
const tipIx = SystemProgram.transfer({
fromPubkey: this.tipPayerKeypair.publicKey,
toPubkey: tipAccount,
lamports: tipAmount,
});
return tipIx;
}
/**
* Sends a bundle of signed transactions to Jito MEV searcher
* @param signedTxs Array of signed versioned transactions to include in bundle
* @param metadata Optional metadata string to attach to bundle
* @param txSig Optional transaction signature for tracking purposes. If not provided, uses first tx signature
* @param addTipTx Whether to add a tip transaction to the bundle, if false, your signedTxs must already include a payment to a tip account. Defaults to true
* @throws Error if bundle size would exceed Jito's max of 5 transactions
*/
async sendTransactions(
signedTxs: VersionedTransaction[],
metadata?: string,
txSig?: string,
addTipTx = true
) {
const maxAllowedTxs = addTipTx ? 4 : 5;
if (signedTxs.length > maxAllowedTxs) {
throw new Error(
`jito max bundle size is ${maxAllowedTxs}, got ${signedTxs.length} (addTipTx: ${addTipTx})`
);
}
if (!this.isSubscribed) {
logger.warn(
`${logPrefix} You should call bundleSender.subscribe() before sendTransaction()`
);
await this.subscribe();
return;
}
if (!this.searcherClient) {
logger.error(`${logPrefix} searcherClient not initialized`);
return;
}
if (this.bundlesSent - this.bundleResultsReceived > 100) {
logger.warn(
`${logPrefix} sent ${this.bundlesSent} bundles but only redeived ${this.bundleResultsReceived} results, disconnecting jito ws...`
);
// reconnect will happen on ws close message
this.ws?.close();
}
// +1 for tip tx, jito max is 5
let b: Bundle | Error = new Bundle(signedTxs, maxAllowedTxs);
if (addTipTx) {
const tipAccountToUse =
this.jitoTipAccounts[
Math.floor(Math.random() * this.jitoTipAccounts.length)
];
b = b.addTipTx(
this.tipPayerKeypair!,
this.calculateCurrentTipAmount(),
tipAccountToUse!,
signedTxs[0].message.recentBlockhash
);
if (b instanceof Error) {
logger.error(`${logPrefix} failed to attach tip: ${b.message})`);
return;
}
}
try {
// txSig used for tracking purposes, if none provided, use the sig of the first tx in the bundle
if (!txSig) {
txSig = bs58.encode(signedTxs[0].signatures[0]);
}
const bundleId = await this.searcherClient.sendBundle(b);
const ts = Date.now();
this.bundleIdToTx.set(bundleId, { tx: txSig, ts });
logger.info(
`${logPrefix} sent bundle with uuid ${bundleId} (tx: ${txSig}: ${ts}) ${metadata}`
);
this.bundlesSent++;
} catch (e) {
const err = e as Error;
logger.error(
`${logPrefix} failed to send bundle: ${err.message}. ${err.stack}`
);
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2
|
solana_public_repos/drift-labs/keeper-bots-v2/src/metrics.ts
|
import { Meter } from '@opentelemetry/api-metrics';
import {
ExplicitBucketHistogramAggregation,
MeterProvider,
View,
} from '@opentelemetry/sdk-metrics-base';
import { PrometheusExporter } from '@opentelemetry/exporter-prometheus';
import { logger } from './logger';
import { PublicKey } from '@solana/web3.js';
import { UserAccount } from '@drift-labs/sdk';
import {
BatchObservableResult,
Attributes,
ObservableGauge,
Histogram,
Counter,
} from '@opentelemetry/api';
/**
* RuntimeSpec is the attributes of the runtime environment, used to
* distinguish this metric set from others
*/
export type RuntimeSpec = {
rpcEndpoint: string;
driftEnv: string;
commit: string;
driftPid: string;
walletAuthority: string;
};
export function metricAttrFromUserAccount(
userAccountKey: PublicKey,
ua: UserAccount
): any {
return {
subaccount_id: ua.subAccountId,
public_key: userAccountKey.toBase58(),
authority: ua.authority.toBase58(),
delegate: ua.delegate.toBase58(),
};
}
/**
* Creates {count} buckets of size {increment} starting from {start}. Each bucket stores the count of values within its "size".
* @param start
* @param increment
* @param count
* @returns
*/
export function createHistogramBuckets(
start: number,
increment: number,
count: number
) {
return new ExplicitBucketHistogramAggregation(
Array.from(new Array(count), (_, i) => start + i * increment)
);
}
export class GaugeValue {
private latestGaugeValues: Map<string, number>;
private gauge: ObservableGauge;
constructor(gauge: ObservableGauge) {
this.gauge = gauge;
this.latestGaugeValues = new Map<string, number>();
}
setLatestValue(value: number, attributes: Attributes) {
const attributesStr = JSON.stringify(attributes);
this.latestGaugeValues.set(attributesStr, value);
}
getLatestValue(attributes: Attributes): number | undefined {
const attributesStr = JSON.stringify(attributes);
return this.latestGaugeValues.get(attributesStr);
}
getGauge(): ObservableGauge {
return this.gauge;
}
entries(): IterableIterator<[string, number]> {
return this.latestGaugeValues.entries();
}
}
export class HistogramValue {
private histogram: Histogram;
constructor(histogram: Histogram) {
this.histogram = histogram;
}
record(value: number, attributes: Attributes) {
this.histogram.record(value, attributes);
}
}
export class CounterValue {
private counter: Counter;
constructor(counter: Counter) {
this.counter = counter;
}
add(value: number, attributes: Attributes) {
this.counter.add(value, attributes);
}
}
export class Metrics {
private exporter: PrometheusExporter;
private meterProvider: MeterProvider;
private meters: Map<string, Meter>;
private gauges: Array<GaugeValue>;
private defaultMeterName: string;
constructor(meterName: string, views?: Array<View>, metricsPort?: number) {
const { endpoint: defaultEndpoint, port: defaultPort } =
PrometheusExporter.DEFAULT_OPTIONS;
const port = metricsPort || defaultPort;
this.exporter = new PrometheusExporter(
{
port: port,
endpoint: defaultEndpoint,
},
() => {
logger.info(
`prometheus scrape endpoint started: http://localhost:${port}${defaultEndpoint}`
);
}
);
this.meterProvider = new MeterProvider({ views });
this.meterProvider.addMetricReader(this.exporter);
this.gauges = new Array<GaugeValue>();
this.meters = new Map<string, Meter>();
this.defaultMeterName = meterName;
this.getMeter(this.defaultMeterName);
}
getMeter(name: string): Meter {
if (this.meters.has(name)) {
return this.meters.get(name) as Meter;
} else {
const meter = this.meterProvider.getMeter(name);
this.meters.set(name, meter);
return meter;
}
}
addGauge(
metricName: string,
description: string,
meterName?: string
): GaugeValue {
const meter = this.getMeter(meterName ?? this.defaultMeterName);
const newGauge = meter.createObservableGauge(metricName, {
description: description,
});
const gauge = new GaugeValue(newGauge);
this.gauges.push(gauge);
return gauge;
}
addHistogram(
metricName: string,
description: string,
meterName?: string
): HistogramValue {
const meter = this.getMeter(meterName ?? this.defaultMeterName);
return new HistogramValue(
meter.createHistogram(metricName, {
description: description,
})
);
}
addCounter(
metricName: string,
description: string,
meterName?: string
): CounterValue {
const meter = this.getMeter(meterName ?? this.defaultMeterName);
return new CounterValue(
meter.createCounter(metricName, {
description: description,
})
);
}
/**
* Finalizes the observables by adding the batch observable callback to each meter.
* Must call this before using this Metrics object
*/
finalizeObservables() {
for (const meter of this.meters.values()) {
meter.addBatchObservableCallback(
(observerResult: BatchObservableResult) => {
for (const gauge of this.gauges) {
for (const [attributesStr, value] of gauge.entries()) {
const attributes = JSON.parse(attributesStr);
observerResult.observe(gauge.getGauge(), value, attributes);
}
}
},
this.gauges.map((gauge) => gauge.getGauge())
);
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/trigger.ts
|
import {
DriftClient,
PerpMarketAccount,
SpotMarketAccount,
SlotSubscriber,
NodeToTrigger,
UserMap,
MarketType,
DLOBSubscriber,
PriorityFeeCalculator,
TxParams,
PublicKey,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import { getErrorCode } from '../error';
import { webhookMessage } from '../webhook';
import { BaseBotConfig } from '../config';
import { PrometheusExporter } from '@opentelemetry/exporter-prometheus';
import { Counter, Histogram, Meter, ObservableGauge } from '@opentelemetry/api';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
MeterProvider,
View,
} from '@opentelemetry/sdk-metrics-base';
import { RuntimeSpec, metricAttrFromUserAccount } from '../metrics';
import { getNodeToTriggerSignature } from '../utils';
const TRIGGER_ORDER_COOLDOWN_MS = 10000; // time to wait between triggering an order
const errorCodesToSuppress = [
6111, // Error Message: OrderNotTriggerable.
6112, // Error Message: OrderDidNotSatisfyTriggerCondition.
];
enum METRIC_TYPES {
sdk_call_duration_histogram = 'sdk_call_duration_histogram',
try_trigger_duration_histogram = 'try_trigger_duration_histogram',
runtime_specs = 'runtime_specs',
mutex_busy = 'mutex_busy',
errors = 'errors',
}
export class TriggerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 1000;
private driftClient: DriftClient;
private slotSubscriber: SlotSubscriber;
private dlobSubscriber?: DLOBSubscriber;
private triggeringNodes = new Map<string, number>();
private periodicTaskMutex = new Mutex();
private intervalIds: Array<NodeJS.Timer> = [];
private userMap: UserMap;
private priorityFeeCalculator: PriorityFeeCalculator;
// metrics
private metricsInitialized = false;
private metricsPort?: number;
private exporter?: PrometheusExporter;
private meter?: Meter;
private bootTimeMs = Date.now();
private runtimeSpecsGauge?: ObservableGauge;
private runtimeSpec: RuntimeSpec;
private mutexBusyCounter?: Counter;
private errorCounter?: Counter;
private tryTriggerDurationHistogram?: Histogram;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
constructor(
driftClient: DriftClient,
slotSubscriber: SlotSubscriber,
userMap: UserMap,
runtimeSpec: RuntimeSpec,
config: BaseBotConfig
) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = driftClient;
this.userMap = userMap;
this.runtimeSpec = runtimeSpec;
this.slotSubscriber = slotSubscriber;
this.metricsPort = config.metricsPort;
if (this.metricsPort) {
this.initializeMetrics();
}
this.priorityFeeCalculator = new PriorityFeeCalculator(Date.now());
}
private initializeMetrics() {
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metricsInitialized = true;
const { endpoint: defaultEndpoint } = PrometheusExporter.DEFAULT_OPTIONS;
this.exporter = new PrometheusExporter(
{
port: this.metricsPort,
endpoint: defaultEndpoint,
},
() => {
logger.info(
`prometheus scrape endpoint started: http://localhost:${this.metricsPort}${defaultEndpoint}`
);
}
);
const meterName = this.name;
const meterProvider = new MeterProvider({
views: [
new View({
instrumentName: METRIC_TYPES.try_trigger_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: meterName,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
],
});
meterProvider.addMetricReader(this.exporter);
this.meter = meterProvider.getMeter(meterName);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.meter.createObservableGauge(
METRIC_TYPES.runtime_specs,
{
description: 'Runtime sepcification of this program',
}
);
this.runtimeSpecsGauge.addCallback((obs) => {
obs.observe(this.bootTimeMs, this.runtimeSpec);
});
this.mutexBusyCounter = this.meter.createCounter(METRIC_TYPES.mutex_busy, {
description: 'Count of times the mutex was busy',
});
this.errorCounter = this.meter.createCounter(METRIC_TYPES.errors, {
description: 'Count of errors',
});
this.tryTriggerDurationHistogram = this.meter.createHistogram(
METRIC_TYPES.try_trigger_duration_histogram,
{
description: 'Distribution of tryTrigger',
unit: 'ms',
}
);
}
public async init() {
logger.info(`${this.name} initing`);
this.dlobSubscriber = new DLOBSubscriber({
dlobSource: this.userMap,
slotSource: this.slotSubscriber,
updateFrequency: this.defaultIntervalMs - 500,
driftClient: this.driftClient,
});
await this.dlobSubscriber.subscribe();
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.dlobSubscriber!.unsubscribe();
await this.userMap!.unsubscribe();
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
this.tryTrigger();
const intervalId = setInterval(this.tryTrigger.bind(this), intervalMs);
this.intervalIds.push(intervalId);
logger.info(`${this.name} Bot started!`);
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
private async tryTriggerForPerpMarket(market: PerpMarketAccount) {
const marketIndex = market.marketIndex;
try {
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
const dlob = this.dlobSubscriber!.getDLOB();
const nodesToTrigger = dlob.findNodesToTrigger(
marketIndex,
this.slotSubscriber.getSlot(),
oraclePriceData.price,
MarketType.PERP,
this.driftClient.getStateAccount()
);
for (const nodeToTrigger of nodesToTrigger) {
const now = Date.now();
const nodeToFillSignature = getNodeToTriggerSignature(nodeToTrigger);
const timeStartedToTriggerNode =
this.triggeringNodes.get(nodeToFillSignature);
if (timeStartedToTriggerNode) {
if (timeStartedToTriggerNode + TRIGGER_ORDER_COOLDOWN_MS > now) {
logger.warn(
`triggering node ${nodeToFillSignature} too soon (${
now - timeStartedToTriggerNode
}ms since last trigger), skipping`
);
continue;
}
}
if (nodeToTrigger.node.haveTrigger) {
continue;
}
nodeToTrigger.node.haveTrigger = true;
this.triggeringNodes.set(nodeToFillSignature, Date.now());
logger.info(
`trying to trigger perp order on market ${
nodeToTrigger.node.order.marketIndex
} (account: ${nodeToTrigger.node.userAccount.toString()}) perp order ${nodeToTrigger.node.order.orderId.toString()}`
);
const user = await this.userMap!.mustGet(
nodeToTrigger.node.userAccount.toString()
);
const ixs = [];
ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
user.getUserAccount(),
nodeToTrigger.node.order
)
);
ixs.push(await this.driftClient.getRevertFillIx());
const tx = await this.driftClient.txSender.getVersionedTransaction(
ixs,
[],
undefined,
this.driftClient.opts
);
this.driftClient
.sendTransaction(tx)
.then((txSig) => {
logger.info(
`Triggered perp user (account: ${nodeToTrigger.node.userAccount.toString()}) perp order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;
const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
if (errorCode) {
this.errorCounter!.add(1, { errorCode: errorCode.toString() });
}
logger.error(
`Error (${errorCode}) triggering perp user (account: ${nodeToTrigger.node.userAccount.toString()}) perp order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: :x: Error (${errorCode}) triggering perp user (account: ${nodeToTrigger.node.userAccount.toString()}) perp order: ${nodeToTrigger.node.order.orderId.toString()}\n${
error.logs ? (error.logs as Array<string>).join('\n') : ''
}\n${error.stack ? error.stack : error.message}`
);
}
})
.finally(() => {
this.removeTriggeringNodes([nodeToTrigger]);
});
}
} catch (e) {
logger.error(
`Unexpected error for market ${marketIndex.toString()} during triggers`
);
console.error(e);
if (e instanceof Error) {
webhookMessage(
`[${this.name}]: :x: Uncaught error:\n${
e.stack ? e.stack : e.message
}}`
);
}
}
}
private async tryTriggerForSpotMarket(market: SpotMarketAccount) {
const marketIndex = market.marketIndex;
try {
const oraclePriceData =
this.driftClient.getOracleDataForSpotMarket(marketIndex);
const dlob = this.dlobSubscriber!.getDLOB();
const nodesToTrigger = dlob.findNodesToTrigger(
marketIndex,
this.slotSubscriber.getSlot(),
oraclePriceData.price,
MarketType.SPOT,
this.driftClient.getStateAccount()
);
for (const nodeToTrigger of nodesToTrigger) {
if (nodeToTrigger.node.haveTrigger) {
continue;
}
nodeToTrigger.node.haveTrigger = true;
logger.info(
`trying to trigger (account: ${nodeToTrigger.node.userAccount.toString()}) spot order ${nodeToTrigger.node.order.orderId.toString()}`
);
const user = await this.userMap!.mustGet(
nodeToTrigger.node.userAccount.toString()
);
const usePriorityFee = this.priorityFeeCalculator.updatePriorityFee(
Date.now(),
this.driftClient.txSender.getTimeoutCount()
);
let txParams: TxParams | undefined = undefined;
if (usePriorityFee) {
const computeUnits = 100_000;
const computeUnitsPrice =
this.priorityFeeCalculator.calculateComputeUnitPrice(
computeUnits,
1_000_000_000 // 1000 lamports
);
txParams = {
computeUnits,
computeUnitsPrice,
};
}
this.driftClient
.triggerOrder(
new PublicKey(nodeToTrigger.node.userAccount),
user.getUserAccount(),
nodeToTrigger.node.order,
txParams
)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}) spot order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;
const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
if (errorCode) {
this.errorCounter!.add(1, { errorCode: errorCode.toString() });
}
logger.error(
`Error (${errorCode}) triggering spot order for user (account: ${nodeToTrigger.node.userAccount.toString()}) spot order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: :x: Error (${errorCode}) triggering spot order for user (account: ${nodeToTrigger.node.userAccount.toString()}) spot order: ${nodeToTrigger.node.order.orderId.toString()}\n${
error.stack ? error.stack : error.message
}`
);
}
});
}
} catch (e) {
logger.error(
`Unexpected error for spot market ${marketIndex.toString()} during triggers`
);
console.error(e);
}
}
private removeTriggeringNodes(nodes: Array<NodeToTrigger>) {
for (const node of nodes) {
this.triggeringNodes.delete(getNodeToTriggerSignature(node));
}
}
private async tryTrigger() {
const start = Date.now();
let ran = false;
try {
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
await Promise.all([
this.driftClient.getPerpMarketAccounts().map((marketAccount) => {
this.tryTriggerForPerpMarket(marketAccount);
}),
this.driftClient.getSpotMarketAccounts().map((marketAccount) => {
this.tryTriggerForSpotMarket(marketAccount);
}),
]);
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
const user = this.driftClient.getUser();
this.mutexBusyCounter!.add(
1,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
} else {
if (e instanceof Error) {
webhookMessage(
`[${this.name}]: :x: Uncaught error in main loop:\n${
e.stack ? e.stack : e.message
}`
);
}
throw e;
}
} finally {
if (ran) {
const user = this.driftClient.getUser();
const duration = Date.now() - start;
if (this.tryTriggerDurationHistogram) {
this.tryTriggerDurationHistogram!.record(
duration,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
}
logger.debug(`${this.name} Bot took ${duration}ms to run`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/spotFiller.ts
|
import {
DriftEnv,
DriftClient,
SpotMarketAccount,
MakerInfo,
isVariant,
DLOB,
NodeToFill,
UserMap,
UserStatsMap,
MarketType,
DLOBNode,
DLOBSubscriber,
PhoenixSubscriber,
BN,
PhoenixV1FulfillmentConfigAccount,
TEN,
NodeToTrigger,
OrderSubscriber,
UserAccount,
PriorityFeeSubscriber,
DataAndSlot,
BlockhashSubscriber,
JupiterClient,
ClockSubscriber,
OpenbookV2FulfillmentConfigAccount,
OpenbookV2Subscriber,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
Connection,
LAMPORTS_PER_SOL,
PublicKey,
SendTransactionError,
TransactionInstruction,
TransactionSignature,
VersionedTransaction,
VersionedTransactionResponse,
} from '@solana/web3.js';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
View,
} from '@opentelemetry/sdk-metrics-base';
import { logger } from '../logger';
import { Bot } from '../types';
import {
CounterValue,
GaugeValue,
HistogramValue,
Metrics,
RuntimeSpec,
metricAttrFromUserAccount,
} from '../metrics';
import { webhookMessage } from '../webhook';
import { getErrorCode } from '../error';
import {
isEndIxLog,
isFillIxLog,
isIxLog,
isMakerBreachedMaintenanceMarginLog,
isOrderDoesNotExistLog,
isTakerBreachedMaintenanceMarginLog,
} from './common/txLogParse';
import { FillerConfig, GlobalConfig } from '../config';
import {
getAllPythOracleUpdateIxs,
getFillSignatureFromUserAccountAndOrderId,
getNodeToFillSignature,
getNodeToTriggerSignature,
getTransactionAccountMetas,
handleSimResultError,
initializeSpotFulfillmentAccounts,
logMessageForNodeToFill,
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
sleepMs,
swapFillerHardEarnedUSDCForSOL,
validMinimumGasAmount,
validRebalanceSettledPnlThreshold,
} from '../utils';
import { BundleSender } from '../bundleSender';
import {
CACHED_BLOCKHASH_OFFSET,
CONFIRM_TX_INTERVAL_MS,
CONFIRM_TX_RATE_LIMIT_BACKOFF_MS,
MakerNodeMap,
TX_CONFIRMATION_BATCH_SIZE,
TX_TIMEOUT_THRESHOLD_MS,
TxType,
} from './filler';
import { selectMakers } from '../makerSelection';
import { LRUCache } from 'lru-cache';
import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
const THROTTLED_NODE_SIZE_TO_PRUNE = 10; // Size of throttled nodes to get to before pruning the map
const FILL_ORDER_THROTTLE_BACKOFF = 1000; // the time to wait before trying to fill a throttled (error filling) node again
const TRIGGER_ORDER_COOLDOWN_MS = 1000; // the time to wait before trying to a node in the triggering map again
const SIM_CU_ESTIMATE_MULTIPLIER = 1.15;
const SLOTS_UNTIL_JITO_LEADER_TO_SEND = 4;
const CONFIRM_TX_ATTEMPTS = 2;
const MAX_MAKERS_PER_FILL = 6; // max number of unique makers to include per fill
const MAX_ACCOUNTS_PER_TX = 64; // solana limit, track https://github.com/solana-labs/solana/issues/27241
const DUMP_TXS_IN_SIM = false;
const EXPIRE_ORDER_BUFFER_SEC = 60; // add extra time before trying to expire orders (want to avoid 6252 error due to clock drift)
const errorCodesToSuppress = [
6061, // 0x17AD Error Number: 6061. Error Message: Order does not exist.
// 6078, // 0x17BE Error Number: 6078. Error Message: PerpMarketNotFound
6239, // 0x185F Error Number: 6239. Error Message: RevertFill.
6023, // 0x1787 Error Number: 6023. Error Message: PriceBandsBreached.
6111, // Error Message: OrderNotTriggerable.
6112, // Error Message: OrderDidNotSatisfyTriggerCondition.
6252, // Error Message: ImpossibleFill, expired order not ready.
];
enum METRIC_TYPES {
try_fill_duration_histogram = 'try_fill_duration_histogram',
runtime_specs = 'runtime_specs',
last_try_fill_time = 'last_try_fill_time',
mutex_busy = 'mutex_busy',
sent_transactions = 'sent_transactions',
landed_transactions = 'landed_transactions',
tx_sim_error_count = 'tx_sim_error_count',
pending_tx_sigs_to_confirm = 'pending_tx_sigs_to_confirm',
pending_tx_sigs_loop_rate_limited = 'pending_tx_sigs_loop_rate_limited',
evicted_pending_tx_sigs_to_confirm = 'evicted_pending_tx_sigs_to_confirm',
estimated_tx_cu_histogram = 'estimated_tx_cu_histogram',
simulate_tx_duration_histogram = 'simulate_tx_duration_histogram',
expired_nodes_set_size = 'expired_nodes_set_size',
jito_bundles_accepted = 'jito_bundles_accepted',
jito_bundles_simulation_failure = 'jito_simulation_failure',
jito_dropped_bundle = 'jito_dropped_bundle',
jito_landed_tips = 'jito_landed_tips',
jito_bundle_count = 'jito_bundle_count',
clock_subscriber_ts = 'clock_subscriber_ts',
wall_clock_ts = 'wall_clock_ts',
}
function getMakerNodeFromNodeToFill(
nodeToFill: NodeToFill
): DLOBNode | undefined {
if (nodeToFill.makerNodes.length === 0) {
return undefined;
}
if (nodeToFill.makerNodes.length > 1) {
logger.error(
`Found more than one maker node for spot nodeToFill: ${JSON.stringify(
nodeToFill
)}`
);
return undefined;
}
return nodeToFill.makerNodes[0];
}
export type FallbackLiquiditySource = 'phoenix' | 'openbook';
export type NodesToFillWithContext = {
nodesToFill: NodeToFill[];
fallbackAskSource?: FallbackLiquiditySource;
fallbackBidSource?: FallbackLiquiditySource;
};
export type DLOBProvider = {
subscribe(): Promise<void>;
getDLOB(slot: number): Promise<DLOB>;
getUniqueAuthorities(): PublicKey[];
getUserAccounts(): Generator<{
userAccount: UserAccount;
publicKey: PublicKey;
}>;
getUserAccount(publicKey: PublicKey): UserAccount | undefined;
size(): number;
fetch(): Promise<void>;
};
export function getDLOBProviderFromOrderSubscriber(
orderSubscriber: OrderSubscriber
): DLOBProvider {
return {
subscribe: async () => {
await orderSubscriber.subscribe();
},
getDLOB: async (slot: number) => {
return await orderSubscriber.getDLOB(slot);
},
getUniqueAuthorities: () => {
const authorities = new Set<string>();
for (const { userAccount } of orderSubscriber.usersAccounts.values()) {
authorities.add(userAccount.authority.toBase58());
}
const pubkeys = Array.from(authorities).map((a) => new PublicKey(a));
return pubkeys;
},
getUserAccounts: function* () {
for (const [
key,
{ userAccount },
] of orderSubscriber.usersAccounts.entries()) {
yield { userAccount: userAccount, publicKey: new PublicKey(key) };
}
},
getUserAccount: (publicKey) => {
return orderSubscriber.usersAccounts.get(publicKey.toString())
?.userAccount;
},
size(): number {
return orderSubscriber.usersAccounts.size;
},
fetch() {
return orderSubscriber.fetch();
},
};
}
export class SpotFillerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 2000;
private driftClient: DriftClient;
private clockSubscriber: ClockSubscriber;
/// Connection to use specifically for confirming transactions
private txConfirmationConnection: Connection;
private globalConfig: GlobalConfig;
private blockhashSubscriber: BlockhashSubscriber;
private pollingIntervalMs: number;
private fillTxId = 0;
private dlobSubscriber?: DLOBSubscriber;
private userMap: UserMap;
private orderSubscriber: OrderSubscriber;
private userStatsMap?: UserStatsMap;
private phoenixFulfillmentConfigMap: Map<
number,
PhoenixV1FulfillmentConfigAccount
>;
private phoenixSubscribers?: Map<number, PhoenixSubscriber>;
private openbookFulfillmentConfigMap: Map<
number,
OpenbookV2FulfillmentConfigAccount
>;
private openbookSubscribers?: Map<number, OpenbookV2Subscriber>;
private periodicTaskMutex = new Mutex();
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private intervalIds: Array<NodeJS.Timer> = [];
private throttledNodes = new Map<string, number>();
private triggeringNodes = new Map<string, number>();
private priorityFeeSubscriber: PriorityFeeSubscriber;
private revertOnFailure: boolean;
private simulateTxForCUEstimate?: boolean;
private bundleSender?: BundleSender;
/// stores txSigs that need to been confirmed in a slower loop, and the time they were confirmed
protected pendingTxSigsToconfirm: LRUCache<
string,
{
ts: number;
nodeFilled?: NodeToFill;
fillTxId: number;
txType: TxType;
}
>;
protected expiredNodesSet: LRUCache<string, boolean>;
protected confirmLoopRunning = false;
protected confirmLoopRateLimitTs =
Date.now() - CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
// metrics
private metricsInitialized = false;
private metricsPort?: number;
protected metrics?: Metrics;
private bootTimeMs?: number;
protected runtimeSpec: RuntimeSpec;
protected runtimeSpecsGauge?: GaugeValue;
protected tryFillDurationHistogram?: HistogramValue;
protected estTxCuHistogram?: HistogramValue;
protected simulateTxHistogram?: HistogramValue;
protected lastTryFillTimeGauge?: GaugeValue;
protected mutexBusyCounter?: CounterValue;
protected sentTxsCounter?: CounterValue;
protected attemptedTriggersCounter?: CounterValue;
protected landedTxsCounter?: CounterValue;
protected txSimErrorCounter?: CounterValue;
protected pendingTxSigsToConfirmGauge?: GaugeValue;
protected pendingTxSigsLoopRateLimitedCounter?: CounterValue;
protected evictedPendingTxSigsToConfirmCounter?: CounterValue;
protected expiredNodesSetSize?: GaugeValue;
protected jitoBundlesAcceptedGauge?: GaugeValue;
protected jitoBundlesSimulationFailureGauge?: GaugeValue;
protected jitoDroppedBundleGauge?: GaugeValue;
protected jitoLandedTipsGauge?: GaugeValue;
protected jitoBundleCount?: GaugeValue;
protected clockSubscriberTs?: GaugeValue;
protected wallClockTs?: GaugeValue;
protected rebalanceFiller?: boolean;
protected jupiterClient?: JupiterClient;
protected hasEnoughSolToFill: boolean = false;
protected minGasBalanceToFill: number;
protected rebalanceSettledPnlThreshold: BN;
protected pythPriceSubscriber?: PythPriceFeedSubscriber;
protected lookupTableAccounts: AddressLookupTableAccount[];
constructor(
driftClient: DriftClient,
userMap: UserMap,
runtimeSpec: RuntimeSpec,
globalConfig: GlobalConfig,
config: FillerConfig,
priorityFeeSubscriber: PriorityFeeSubscriber,
blockhashSubscriber: BlockhashSubscriber,
bundleSender?: BundleSender,
pythPriceSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = []
) {
this.globalConfig = globalConfig;
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = driftClient;
if (globalConfig.txConfirmationEndpoint) {
this.txConfirmationConnection = new Connection(
globalConfig.txConfirmationEndpoint
);
} else {
this.txConfirmationConnection = this.driftClient.connection;
}
this.runtimeSpec = runtimeSpec;
this.pollingIntervalMs =
config.fillerPollingInterval ?? this.defaultIntervalMs;
this.phoenixFulfillmentConfigMap = new Map<
number,
PhoenixV1FulfillmentConfigAccount
>();
this.phoenixSubscribers = new Map<number, PhoenixSubscriber>();
this.openbookFulfillmentConfigMap = new Map<
number,
OpenbookV2FulfillmentConfigAccount
>();
this.openbookSubscribers = new Map<number, OpenbookV2Subscriber>();
this.initializeMetrics(config.metricsPort ?? this.globalConfig.metricsPort);
this.priorityFeeSubscriber = priorityFeeSubscriber;
this.priorityFeeSubscriber.updateAddresses([
new PublicKey('8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6'), // Openbook SOL/USDC
new PublicKey('4DoNfFBfF7UokCC2FQzriy7yHK6DY6NVdYpuekQ5pRgg'), // Phoenix SOL/USDC
new PublicKey('6gMq3mRCKf8aP3ttTyYhuijVZ2LGi14oDsBbkgubfLB3'), // Drift USDC market
]);
this.revertOnFailure = config.revertOnFailure ?? true;
this.simulateTxForCUEstimate = config.simulateTxForCUEstimate ?? true;
this.rebalanceFiller = config.rebalanceFiller ?? true;
logger.info(
`${this.name}: revertOnFailure: ${this.revertOnFailure}, simulateTxForCUEstimate: ${this.simulateTxForCUEstimate}`
);
if (this.rebalanceFiller && this.runtimeSpec.driftEnv === 'mainnet-beta') {
this.jupiterClient = new JupiterClient({
connection: this.driftClient.connection,
});
}
logger.info(
`${this.name}: rebalancing enabled: ${this.jupiterClient !== undefined}`
);
this.pythPriceSubscriber = pythPriceSubscriber;
this.lookupTableAccounts = lookupTableAccounts;
this.userMap = userMap;
if (!validMinimumGasAmount(config.minGasBalanceToFill)) {
this.minGasBalanceToFill = 0.2 * LAMPORTS_PER_SOL;
} else {
this.minGasBalanceToFill = config.minGasBalanceToFill! * LAMPORTS_PER_SOL;
}
if (
!validRebalanceSettledPnlThreshold(config.rebalanceSettledPnlThreshold)
) {
this.rebalanceSettledPnlThreshold = new BN(20);
} else {
this.rebalanceSettledPnlThreshold = new BN(
config.rebalanceSettledPnlThreshold!
);
}
logger.info(
`${this.name}: minimumAmountToFill: ${this.minGasBalanceToFill}`
);
logger.info(
`${this.name}: minimumAmountToSettle: ${this.rebalanceSettledPnlThreshold}`
);
if (this.driftClient.userAccountSubscriptionConfig.type === 'websocket') {
this.orderSubscriber = new OrderSubscriber({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'websocket',
skipInitialLoad: false,
commitment: this.driftClient.opts?.commitment,
resyncIntervalMs: 10_000,
},
});
} else {
this.orderSubscriber = new OrderSubscriber({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'polling',
// we find crossing orders from the OrderSubscriber, so we need to poll twice
// as frequently as main filler interval
frequency: this.pollingIntervalMs / 2,
commitment: this.driftClient.opts?.commitment,
},
});
}
this.bundleSender = bundleSender;
this.blockhashSubscriber = blockhashSubscriber;
this.pendingTxSigsToconfirm = new LRUCache<
string,
{
ts: number;
nodeFilled?: NodeToFill;
fillTxId: number;
txType: TxType;
}
>({
max: 5_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
disposeAfter: this.recordEvictedTxSig.bind(this),
});
this.expiredNodesSet = new LRUCache<string, boolean>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
});
this.clockSubscriber = new ClockSubscriber(driftClient.connection, {
commitment: 'finalized',
resubTimeoutMs: 5_000,
});
}
protected initializeMetrics(metricsPort?: number) {
if (this.globalConfig.disableMetrics) {
logger.info(
`${this.name}: globalConfig.disableMetrics is true, not initializing metrics`
);
return;
}
if (!metricsPort) {
logger.info(
`${this.name}: bot.metricsPort and global.metricsPort not set, not initializing metrics`
);
return;
}
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metrics = new Metrics(
this.name,
[
new View({
instrumentName: METRIC_TYPES.try_fill_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
new View({
instrumentName: METRIC_TYPES.estimated_tx_cu_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(15), (_, i) => 0 + i * 100_000),
true
),
}),
new View({
instrumentName: METRIC_TYPES.simulate_tx_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 50 + i * 50),
true
),
}),
],
metricsPort!
);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.metrics.addGauge(
METRIC_TYPES.runtime_specs,
'Runtime sepcification of this program'
);
this.tryFillDurationHistogram = this.metrics.addHistogram(
METRIC_TYPES.try_fill_duration_histogram,
'Histogram of the duration of the try fill process'
);
this.estTxCuHistogram = this.metrics.addHistogram(
METRIC_TYPES.estimated_tx_cu_histogram,
'Histogram of the estimated fill cu used'
);
this.simulateTxHistogram = this.metrics.addHistogram(
METRIC_TYPES.simulate_tx_duration_histogram,
'Histogram of the duration of simulateTransaction RPC calls'
);
this.lastTryFillTimeGauge = this.metrics.addGauge(
METRIC_TYPES.last_try_fill_time,
'Last time that fill was attempted'
);
this.mutexBusyCounter = this.metrics.addCounter(
METRIC_TYPES.mutex_busy,
'Count of times the mutex was busy'
);
this.landedTxsCounter = this.metrics.addCounter(
METRIC_TYPES.landed_transactions,
'Count of fills that we successfully landed'
);
this.sentTxsCounter = this.metrics.addCounter(
METRIC_TYPES.sent_transactions,
'Count of transactions we sent out'
);
this.txSimErrorCounter = this.metrics.addCounter(
METRIC_TYPES.tx_sim_error_count,
'Count of errors from simulating transactions'
);
this.pendingTxSigsToConfirmGauge = this.metrics.addGauge(
METRIC_TYPES.pending_tx_sigs_to_confirm,
'Count of tx sigs that are pending confirmation'
);
this.pendingTxSigsLoopRateLimitedCounter = this.metrics.addCounter(
METRIC_TYPES.pending_tx_sigs_loop_rate_limited,
'Count of times the pending tx sigs loop was rate limited'
);
this.evictedPendingTxSigsToConfirmCounter = this.metrics.addCounter(
METRIC_TYPES.evicted_pending_tx_sigs_to_confirm,
'Count of tx sigs that were evicted from the pending tx sigs to confirm cache'
);
this.expiredNodesSetSize = this.metrics.addGauge(
METRIC_TYPES.expired_nodes_set_size,
'Count of nodes that are expired'
);
this.jitoBundlesAcceptedGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_accepted,
'Count of jito bundles that were accepted'
);
this.jitoBundlesSimulationFailureGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_simulation_failure,
'Count of jito bundles that failed simulation'
);
this.jitoDroppedBundleGauge = this.metrics.addGauge(
METRIC_TYPES.jito_dropped_bundle,
'Count of jito bundles that were dropped'
);
this.jitoLandedTipsGauge = this.metrics.addGauge(
METRIC_TYPES.jito_landed_tips,
'Gauge of historic bundle tips that landed'
);
this.jitoBundleCount = this.metrics.addGauge(
METRIC_TYPES.jito_bundle_count,
'Count of jito bundles that were sent, and their status'
);
this.clockSubscriberTs = this.metrics.addGauge(
METRIC_TYPES.clock_subscriber_ts,
'Timestamp of the clock subscriber'
);
this.wallClockTs = this.metrics.addGauge(
METRIC_TYPES.wall_clock_ts,
'Timestamp of the wall clock'
);
this.metrics?.finalizeObservables();
this.runtimeSpecsGauge.setLatestValue(this.bootTimeMs, this.runtimeSpec);
this.metricsInitialized = true;
}
protected recordEvictedTxSig(
_tsTxSigAdded: { ts: number; nodeFilled?: NodeToFill },
txSig: string,
reason: 'evict' | 'set' | 'delete'
) {
if (reason === 'evict') {
logger.info(
`${this.name}: Evicted tx sig ${txSig} from this.txSigsToConfirm`
);
const user = this.driftClient.getUser();
this.evictedPendingTxSigsToConfirmCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
public async init() {
logger.info(`${this.name} initing`);
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
logger.info(
`${this.name}: hasEnoughSolToFill: ${this.hasEnoughSolToFill}, balance: ${fillerSolBalance}`
);
const orderSubscriberInitStart = Date.now();
logger.info(`Initializing OrderSubscriber...`);
await this.orderSubscriber.subscribe();
logger.info(
`Initialized OrderSubscriber in ${
Date.now() - orderSubscriberInitStart
}ms`
);
const dlobProvider = getDLOBProviderFromOrderSubscriber(
this.orderSubscriber
);
const userStatsMapStart = Date.now();
logger.info(`Initializing UserStatsMap...`);
this.userStatsMap = new UserStatsMap(this.driftClient);
logger.info(
`Initialized UserStatsMap in ${Date.now() - userStatsMapStart}ms`
);
const dlobSubscriberStart = Date.now();
logger.info(`Initializing DLOBSubscriber...`);
this.dlobSubscriber = new DLOBSubscriber({
dlobSource: dlobProvider,
slotSource: this.orderSubscriber,
updateFrequency: this.pollingIntervalMs - 500,
driftClient: this.driftClient,
});
await this.dlobSubscriber.subscribe();
logger.info(
`Initialized DLOBSubscriber in ${Date.now() - dlobSubscriberStart}`
);
({
phoenixFulfillmentConfigs: this.phoenixFulfillmentConfigMap,
openbookFulfillmentConfigs: this.openbookFulfillmentConfigMap,
phoenixSubscribers: this.phoenixSubscribers,
openbookSubscribers: this.openbookSubscribers,
} = await initializeSpotFulfillmentAccounts(this.driftClient, true));
if (!this.phoenixSubscribers) {
throw new Error('phoenixSubscribers not initialized');
}
if (!this.openbookSubscribers) {
throw new Error('openbookSubscribers not initialized');
}
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
await this.clockSubscriber.subscribe();
await webhookMessage(`[${this.name}]: started`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.dlobSubscriber!.unsubscribe();
await this.userStatsMap!.unsubscribe();
await this.orderSubscriber.unsubscribe();
for (const phoenixSubscriber of this.phoenixSubscribers!.values()) {
await phoenixSubscriber.unsubscribe();
}
for (const openbookSubscriber of this.openbookSubscribers!.values()) {
await openbookSubscriber.unsubscribe();
}
}
public async startIntervalLoop(_intervalMs?: number) {
this.intervalIds.push(
setInterval(this.trySpotFill.bind(this), this.pollingIntervalMs)
);
this.intervalIds.push(
setInterval(this.confirmPendingTxSigs.bind(this), CONFIRM_TX_INTERVAL_MS)
);
if (this.bundleSender) {
this.intervalIds.push(
setInterval(this.recordJitoBundleStats.bind(this), 10_000)
);
}
if (this.rebalanceFiller) {
this.intervalIds.push(
setInterval(this.rebalanceSpotFiller.bind(this), 60_000)
);
}
logger.info(`${this.name} Bot started!`);
}
protected recordJitoBundleStats() {
const user = this.driftClient.getUser();
const bundleStats = this.bundleSender?.getBundleStats();
if (bundleStats) {
this.jitoBundlesAcceptedGauge?.setLatestValue(bundleStats.accepted, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoBundlesSimulationFailureGauge?.setLatestValue(
bundleStats.simulationFailure,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(bundleStats.droppedPruned, {
type: 'pruned',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashExpired,
{
type: 'blockhash_expired',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashNotFound,
{
type: 'blockhash_not_found',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
}
const tipStream = this.bundleSender?.getTipStream();
if (tipStream) {
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_25th_percentile,
{
percentile: 'p25',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_50th_percentile,
{
percentile: 'p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_75th_percentile,
{
percentile: 'p75',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_95th_percentile,
{
percentile: 'p95',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_99th_percentile,
{
percentile: 'p99',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.ema_landed_tips_50th_percentile,
{
percentile: 'ema_p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
}
const bundleFailCount = this.bundleSender?.getBundleFailCount();
const bundleLandedCount = this.bundleSender?.getLandedCount();
const bundleDroppedCount = this.bundleSender?.getDroppedCount();
this.jitoBundleCount?.setLatestValue(bundleFailCount ?? 0, {
type: 'fail_count',
});
this.jitoBundleCount?.setLatestValue(bundleLandedCount ?? 0, {
type: 'landed',
});
this.jitoBundleCount?.setLatestValue(bundleDroppedCount ?? 0, {
type: 'dropped',
});
}
protected async confirmPendingTxSigs() {
const user = this.driftClient.getUser();
this.pendingTxSigsToConfirmGauge?.setLatestValue(
this.pendingTxSigsToconfirm.size,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.expiredNodesSetSize?.setLatestValue(this.expiredNodesSet.size, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
const nextTimeCanRun =
this.confirmLoopRateLimitTs + CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
if (Date.now() < nextTimeCanRun) {
logger.warn(
`Skipping confirm loop due to rate limit, next run in ${
nextTimeCanRun - Date.now()
} ms`
);
return;
}
if (this.confirmLoopRunning) {
return;
}
this.confirmLoopRunning = true;
try {
logger.info(`Confirming tx sigs: ${this.pendingTxSigsToconfirm.size}`);
const start = Date.now();
const txEntries = Array.from(this.pendingTxSigsToconfirm.entries());
for (let i = 0; i < txEntries.length; i += TX_CONFIRMATION_BATCH_SIZE) {
const txSigsBatch = txEntries.slice(i, i + TX_CONFIRMATION_BATCH_SIZE);
const txs = await this.txConfirmationConnection?.getTransactions(
txSigsBatch.map((tx) => tx[0]),
{
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
}
);
for (let j = 0; j < txs.length; j++) {
const txResp = txs[j];
const txConfirmationInfo = txSigsBatch[j];
const txSig = txConfirmationInfo[0];
const txAge = txConfirmationInfo[1].ts - Date.now();
const nodeFilled = txConfirmationInfo[1].nodeFilled;
const txType = txConfirmationInfo[1].txType;
const fillTxId = txConfirmationInfo[1].fillTxId;
if (txResp === null) {
logger.info(
`Tx not found, (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
if (Math.abs(txAge) > TX_TIMEOUT_THRESHOLD_MS) {
this.pendingTxSigsToconfirm.delete(txSig);
}
} else {
logger.info(
`Tx landed (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
this.pendingTxSigsToconfirm.delete(txSig);
if (txType === 'fill') {
if (nodeFilled) {
const result = await this.handleTransactionLogs(
nodeFilled,
txResp.meta?.logMessages
);
if (result) {
this.landedTxsCounter?.add(result.filledNodes, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
} else {
this.landedTxsCounter?.add(1, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
await sleepMs(500);
}
}
logger.info(`Confirming tx sigs took: ${Date.now() - start} ms`);
} catch (e) {
const err = e as Error;
if (err.message.includes('429')) {
logger.info(`Confirming tx loop rate limited: ${err.message}`);
this.confirmLoopRateLimitTs = Date.now();
this.pendingTxSigsLoopRateLimitedCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
} else {
logger.error(`Other error confirming tx sigs: ${err.message}`);
}
} finally {
this.confirmLoopRunning = false;
}
}
protected getMaxSlot(): number {
return Math.max(
this.dlobSubscriber?.slotSource.getSlot() ?? 0,
this.orderSubscriber.getSlot(),
this.userMap!.getSlot()
);
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 5 * this.pollingIntervalMs;
if (!healthy) {
logger.warn(`${this.name} watchdog timer expired`);
}
});
return healthy;
}
private async getUserAccountAndSlotFromMap(
key: string
): Promise<DataAndSlot<UserAccount>> {
const user = await this.userMap!.mustGetWithSlot(
key,
this.driftClient.userAccountSubscriptionConfig
);
return {
data: user.data.getUserAccount(),
slot: user.slot,
};
}
private getSpotNodesForMarket(
market: SpotMarketAccount,
dlob: DLOB
): {
nodesToFill: NodesToFillWithContext;
nodesToTrigger: Array<NodeToTrigger>;
} {
const oraclePriceData = this.driftClient.getOracleDataForSpotMarket(
market.marketIndex
);
const phoenixSubscriber = this.phoenixSubscribers!.get(market.marketIndex);
const phoenixBestBid = phoenixSubscriber?.getBestBid();
const phoenixBestAsk = phoenixSubscriber?.getBestAsk();
const openbookSubscriber = this.openbookSubscribers!.get(
market.marketIndex
);
const openbookBestBid = openbookSubscriber?.getBestBid();
const openbookBestAsk = openbookSubscriber?.getBestAsk();
const [fallbackBidPrice, fallbackBidSource] = this.pickFallbackPrice(
openbookBestBid,
phoenixBestBid,
'bid'
);
const [fallbackAskPrice, fallbackAskSource] = this.pickFallbackPrice(
openbookBestAsk,
phoenixBestAsk,
'ask'
);
const fillSlot = this.orderSubscriber.getSlot();
const nodesToFill = dlob.findNodesToFill(
market.marketIndex,
fallbackBidPrice,
fallbackAskPrice,
fillSlot,
this.clockSubscriber.getUnixTs() - EXPIRE_ORDER_BUFFER_SEC,
MarketType.SPOT,
oraclePriceData,
this.driftClient.getStateAccount(),
this.driftClient.getSpotMarketAccount(market.marketIndex)!
);
const nodesToTrigger = dlob.findNodesToTrigger(
market.marketIndex,
fillSlot,
oraclePriceData.price,
MarketType.SPOT,
this.driftClient.getStateAccount()
);
return {
nodesToFill: { nodesToFill, fallbackAskSource, fallbackBidSource },
nodesToTrigger,
};
}
private pickFallbackPrice(
openbookPrice: BN | undefined,
phoenixPrice: BN | undefined,
side: 'bid' | 'ask'
): [BN | undefined, FallbackLiquiditySource | undefined] {
if (openbookPrice && phoenixPrice) {
if (side === 'bid') {
return openbookPrice.gt(phoenixPrice)
? [openbookPrice, 'openbook']
: [phoenixPrice, 'phoenix'];
} else {
return openbookPrice.lt(phoenixPrice)
? [openbookPrice, 'openbook']
: [phoenixPrice, 'phoenix'];
}
}
if (openbookPrice) {
return [openbookPrice, 'openbook'];
}
if (phoenixPrice) {
return [phoenixPrice, 'phoenix'];
}
return [undefined, undefined];
}
private async getNodeFillInfo(nodeToFill: NodeToFill): Promise<{
makerInfos: Array<DataAndSlot<MakerInfo>>;
takerUserPubKey: string;
takerUser: UserAccount;
takerUserSlot: number;
marketType: MarketType;
}> {
const makerInfos: Array<DataAndSlot<MakerInfo>> = [];
if (nodeToFill.makerNodes.length > 0) {
let makerNodesMap: MakerNodeMap = new Map<string, DLOBNode[]>();
for (const makerNode of nodeToFill.makerNodes) {
if (this.isDLOBNodeThrottled(makerNode)) {
continue;
}
if (!makerNode.userAccount) {
continue;
}
if (makerNodesMap.has(makerNode.userAccount!)) {
makerNodesMap.get(makerNode.userAccount!)!.push(makerNode);
} else {
makerNodesMap.set(makerNode.userAccount!, [makerNode]);
}
}
if (makerNodesMap.size > MAX_MAKERS_PER_FILL) {
logger.info(`selecting from ${makerNodesMap.size} makers`);
makerNodesMap = selectMakers(makerNodesMap);
logger.info(`selected: ${Array.from(makerNodesMap.keys()).join(',')}`);
}
for (const [makerAccount, makerNodes] of makerNodesMap) {
const makerNode = makerNodes[0];
const makerUserAccount = await this.getUserAccountAndSlotFromMap(
makerAccount
);
const makerAuthority = makerUserAccount.data.authority;
const makerUserStats = (
await this.userStatsMap!.mustGet(makerAuthority.toString())
).userStatsAccountPublicKey;
makerInfos.push({
slot: makerUserAccount.slot,
data: {
maker: new PublicKey(makerAccount),
makerUserAccount: makerUserAccount.data,
order: makerNode.order,
makerStats: makerUserStats,
},
});
}
}
const node = nodeToFill.node;
const order = node.order!;
const user = await this.userMap!.mustGetWithSlot(
node.userAccount!.toString(),
this.driftClient.userAccountSubscriptionConfig
);
return Promise.resolve({
makerInfos,
takerUser: user.data.getUserAccount(),
takerUserSlot: user.slot,
takerUserPubKey: node.userAccount!.toString(),
marketType: order.marketType,
});
}
/**
* Checks if the node is still throttled, if not, clears it from the throttledNodes map
* @param throttleKey key in throttleMap
* @returns true if throttleKey is still throttled, false if throttleKey is no longer throttled
*/
protected isThrottledNodeStillThrottled(throttleKey: string): boolean {
const lastFillAttempt = this.throttledNodes.get(throttleKey) || 0;
if (lastFillAttempt + FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
return true;
} else {
this.clearThrottledNode(throttleKey);
return false;
}
}
protected isDLOBNodeThrottled(dlobNode: DLOBNode): boolean {
if (!dlobNode.userAccount || !dlobNode.order) {
return false;
}
// first check if the userAccount itself is throttled
const userAccountPubkey = dlobNode.userAccount;
if (this.throttledNodes.has(userAccountPubkey)) {
if (this.isThrottledNodeStillThrottled(userAccountPubkey)) {
return true;
} else {
return false;
}
}
// then check if the specific order is throttled
const orderSignature = getFillSignatureFromUserAccountAndOrderId(
dlobNode.userAccount,
dlobNode.order.orderId.toString()
);
if (this.throttledNodes.has(orderSignature)) {
if (this.isThrottledNodeStillThrottled(orderSignature)) {
return true;
} else {
return false;
}
}
return false;
}
private setThrottleNode(nodeSignature: string) {
this.throttledNodes.set(nodeSignature, Date.now());
}
private clearThrottledNode(nodeSignature: string) {
this.throttledNodes.delete(nodeSignature);
}
private pruneThrottledNode() {
if (this.throttledNodes.size > THROTTLED_NODE_SIZE_TO_PRUNE) {
for (const [key, value] of this.throttledNodes.entries()) {
if (value + 2 * FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
this.throttledNodes.delete(key);
}
}
}
}
private removeTriggeringNodes(node: NodeToTrigger) {
this.triggeringNodes.delete(getNodeToTriggerSignature(node));
}
private async sleep(ms: number) {
return new Promise((resolve) => setTimeout(resolve, ms));
}
/**
* Iterates through a tx's logs and handles it appropriately e.g. throttling users, updating metrics, etc.)
*
* @param nodesFilled nodes that we sent a transaction to fill
* @param logs logs from tx.meta.logMessages or this.driftClient.program._events._eventParser.parseLogs
*
* @returns number of nodes successfully filled, and whether the tx exceeded CUs
*/
private async handleTransactionLogs(
nodeFilled: NodeToFill,
logs: string[] | null | undefined
): Promise<{ filledNodes: number; exceededCUs: boolean }> {
if (!logs) {
return {
filledNodes: 0,
exceededCUs: false,
};
}
let inFillIx = false;
let errorThisFillIx = false;
let successCount = 0;
for (const log of logs) {
if (log === null) {
logger.error(`log is null`);
continue;
}
const node = nodeFilled.node;
const order = node.order!;
if (isEndIxLog(this.driftClient.program.programId.toBase58(), log)) {
if (!errorThisFillIx) {
successCount++;
}
inFillIx = false;
errorThisFillIx = false;
continue;
}
if (isIxLog(log)) {
if (isFillIxLog(log)) {
inFillIx = true;
errorThisFillIx = false;
} else {
inFillIx = false;
}
continue;
}
if (!inFillIx) {
// this is not a log for a fill instruction
continue;
}
// try to handle the log line
const orderIdDoesNotExist = isOrderDoesNotExistLog(log);
if (orderIdDoesNotExist) {
logger.error(
`spot node filled: ${node.userAccount!.toString()}, ${
order.orderId
}; does not exist (filled by someone else); ${log}`
);
this.throttledNodes.delete(getNodeToFillSignature(nodeFilled));
errorThisFillIx = true;
continue;
}
const makerBreachedMaintenanceMargin =
isMakerBreachedMaintenanceMarginLog(log);
if (makerBreachedMaintenanceMargin) {
const makerNode = getMakerNodeFromNodeToFill(nodeFilled);
if (!makerNode) {
logger.error(
`Got maker breached maint. margin log, but don't have a maker node: ${log}\n${JSON.stringify(
nodeFilled,
null,
2
)}`
);
continue;
}
const order = makerNode.order!;
const makerNodeSignature = getFillSignatureFromUserAccountAndOrderId(
makerNode.userAccount!.toString(),
order.orderId.toString()
);
logger.error(
`maker breach maint. margin, assoc node: ${makerNode.userAccount!.toString()}, ${
order.orderId
}; (throttling ${makerNodeSignature}); ${log}`
);
this.throttledNodes.set(makerNodeSignature, Date.now());
errorThisFillIx = true;
this.driftClient
.forceCancelOrders(
new PublicKey(makerNode.userAccount!),
(
await this.userMap!.mustGet(
makerNode.userAccount!.toString(),
this.driftClient.userAccountSubscriptionConfig
)
).getUserAccount()
)
.then((txSig) => {
logger.info(
`Force cancelled orders for maker ${makerNode.userAccount!} due to breach of maintenance margin. Tx: ${txSig}`
);
})
.catch((e) => {
console.error(e);
logger.error(
`Failed to send ForceCancelOrder Tx (error above), maker (${makerNode.userAccount!.toString()}) breach maint margin:`
);
webhookMessage(
`[${this.name}]: :x: error processing fill tx logs:\n${
e.stack ? e.stack : e.message
}`
);
});
continue;
}
const takerBreachedMaintenanceMargin =
isTakerBreachedMaintenanceMarginLog(log);
if (takerBreachedMaintenanceMargin) {
const node = nodeFilled.node!;
const order = node.order!;
const takerNodeSignature = getFillSignatureFromUserAccountAndOrderId(
node.userAccount!.toString(),
order.orderId.toString()
);
logger.error(
`taker breach maint. margin, assoc node: ${node.userAccount!.toString()}, ${
order.orderId
}; (throttling ${takerNodeSignature} and force cancelling orders); ${log}`
);
this.throttledNodes.set(takerNodeSignature, Date.now());
errorThisFillIx = true;
this.driftClient
.forceCancelOrders(
new PublicKey(node.userAccount!),
(
await this.userMap!.mustGet(
node.userAccount!.toString(),
this.driftClient.userAccountSubscriptionConfig
)
).getUserAccount()
)
.then((txSig) => {
logger.info(
`Force cancelled orders for user ${node.userAccount!} due to breach of maintenance margin. Tx: ${txSig}`
);
})
.catch((e) => {
console.error(e);
logger.error(
`Failed to send ForceCancelOrder Tx (error above), taker (${node.userAccount!}) breach maint margin:`
);
webhookMessage(
`[${this.name}]: :x: error processing fill tx logs:\n${
e.stack ? e.stack : e.message
}`
);
});
continue;
}
}
if (logs.length > 0) {
if (
logs[logs.length - 1].includes('exceeded CUs meter at BPF instruction')
) {
return {
filledNodes: successCount,
exceededCUs: true,
};
}
}
return {
filledNodes: successCount,
exceededCUs: false,
};
}
private async processBulkFillTxLogs(
fillTxId: number,
nodeToFill: NodeToFill,
txSig: string,
tx?: VersionedTransaction
): Promise<number> {
let txResp: VersionedTransactionResponse | null = null;
let attempts = 0;
while (txResp === null && attempts < CONFIRM_TX_ATTEMPTS) {
logger.info(
`(fillTxId: ${fillTxId}) waiting for https://solscan.io/tx/${txSig} to be confirmed`
);
txResp = await this.driftClient.connection.getTransaction(txSig, {
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
});
if (txResp === null) {
if (tx !== undefined) {
await this.driftClient.txSender.sendVersionedTransaction(
tx,
[],
this.driftClient.opts
);
}
attempts++;
await this.sleep(1000);
}
}
if (txResp === null) {
logger.error(
`(fillTxId: ${fillTxId})tx ${txSig} not found after ${attempts}`
);
return 0;
}
return (
await this.handleTransactionLogs(nodeToFill, txResp.meta!.logMessages!)
).filledNodes;
}
/**
* Queues up the txSig to be confirmed in a slower loop, and have tx logs handled
* @param txSig
*/
protected async registerTxSigToConfirm(
txSig: TransactionSignature,
now: number,
nodeFilled: NodeToFill | undefined,
fillTxId: number,
txType: TxType
) {
this.pendingTxSigsToconfirm.set(txSig, {
ts: now,
nodeFilled,
fillTxId,
txType,
});
const user = this.driftClient.getUser();
this.sentTxsCounter?.add(1, {
txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
private async sendTxThroughJito(
tx: VersionedTransaction,
metadata: number | string,
txSig?: string
) {
if (this.bundleSender === undefined) {
logger.error(`Called sendTxThroughJito without jito properly enabled`);
return;
}
if (
this.bundleSender?.strategy === 'jito-only' ||
this.bundleSender?.strategy === 'hybrid'
) {
const slotsUntilNextLeader = this.bundleSender?.slotsUntilNextLeader();
if (slotsUntilNextLeader !== undefined) {
this.bundleSender.sendTransactions(
[tx],
`(fillTxId: ${metadata})`,
txSig,
false
);
}
}
}
private usingJito(): boolean {
return this.bundleSender !== undefined;
}
private canSendOutsideJito(): boolean {
return (
!this.usingJito() ||
this.bundleSender?.strategy === 'non-jito-only' ||
this.bundleSender?.strategy === 'hybrid'
);
}
private slotsUntilJitoLeader(): number | undefined {
if (!this.usingJito()) {
return undefined;
}
return this.bundleSender?.slotsUntilNextLeader();
}
private shouldBuildForBundle(): boolean {
if (!this.usingJito()) {
return false;
}
if (this.globalConfig.onlySendDuringJitoLeader === true) {
const slotsUntilJito = this.slotsUntilJitoLeader();
if (slotsUntilJito === undefined) {
return false;
}
return slotsUntilJito < SLOTS_UNTIL_JITO_LEADER_TO_SEND;
}
return true;
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(
CACHED_BLOCKHASH_OFFSET
);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
protected async sendFillTxAndParseLogs(
fillTxId: number,
nodeSent: NodeToFill,
tx: VersionedTransaction,
buildForBundle: boolean,
lutAccounts: Array<AddressLookupTableAccount>
) {
const txSigners = [this.driftClient.wallet.payer];
// @ts-ignore
tx.sign(txSigners);
const txSig = bs58.encode(tx.signatures[0]);
this.registerTxSigToConfirm(txSig, Date.now(), nodeSent, fillTxId, 'fill');
if (buildForBundle) {
await this.sendTxThroughJito(tx, fillTxId, txSig);
} else if (this.canSendOutsideJito()) {
const { estTxSize, accountMetas, writeAccs, txAccounts } =
getTransactionAccountMetas(tx, lutAccounts);
this.driftClient.txSender
.sendVersionedTransaction(tx, [], this.driftClient.opts, true)
.then(async (txSig) => {
logger.info(
`Filled spot order (fillTxId: ${fillTxId}): https://solscan.io/tx/${txSig.txSig}`
);
const parseLogsStart = Date.now();
this.processBulkFillTxLogs(fillTxId, nodeSent, txSig.txSig, tx)
.then((successfulFills) => {
const processBulkFillLogsDuration = Date.now() - parseLogsStart;
logger.info(
`parse logs took ${processBulkFillLogsDuration}ms, successfulFills ${successfulFills} (fillTxId: ${fillTxId})`
);
})
.catch((err) => {
const e = err as Error;
logger.error(
`Failed to process fill tx logs (fillTxId: ${fillTxId}):\n${
e.stack ? e.stack : e.message
}`
);
webhookMessage(
`[${this.name}]: :x: error processing fill tx logs:\n${
e.stack ? e.stack : e.message
}`
);
});
})
.catch(async (e) => {
const simError = e as SendTransactionError;
logger.error(
`Failed to send packed tx txAccountKeys: ${txAccounts} (${writeAccs} writeable) (fillTxId: ${fillTxId}), error: ${simError.message}`
);
if (e.message.includes('too large:')) {
logger.error(
`[${
this.name
}]: :boxing_glove: Tx too large, estimated to be ${estTxSize} (fillTxId: ${fillTxId}). ${
e.message
}\n${JSON.stringify(accountMetas)}`
);
webhookMessage(
`[${
this.name
}]: :boxing_glove: Tx too large (fillTxId: ${fillTxId}). ${
e.message
}\n${JSON.stringify(accountMetas)}`
);
return;
}
if (simError.logs && simError.logs.length > 0) {
await this.handleTransactionLogs(nodeSent, simError.logs);
const errorCode = getErrorCode(e);
logger.error(
`Failed to send tx, sim error (fillTxId: ${fillTxId}) error code: ${errorCode}`
);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes('Transaction was not confirmed')
) {
const user = this.driftClient.getUser();
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
logger.error(
`Failed to send tx, sim error (fillTxId: ${fillTxId}) sim logs:\n${
simError.logs ? simError.logs.join('\n') : ''
}\n${e.stack || e}`
);
webhookMessage(
`[${this.name}]: :x: error simulating tx:\n${
simError.logs ? simError.logs.join('\n') : ''
}\n${e.stack || e}`,
process.env.TX_LOG_WEBHOOK_URL
);
}
}
})
.finally(() => {
this.clearThrottledNode(getNodeToFillSignature(nodeSent));
});
}
}
private async getPythIxsFromNode(
node: NodeToFill | NodeToTrigger
): Promise<TransactionInstruction[]> {
const marketIndex = node.node.order?.marketIndex;
if (marketIndex === undefined) {
throw new Error('Market index not found on node');
}
if (!this.pythPriceSubscriber) {
throw new Error('Pyth price subscriber not initialized');
}
const pythIxs = await getAllPythOracleUpdateIxs(
this.runtimeSpec.driftEnv as DriftEnv,
marketIndex,
MarketType.SPOT,
this.pythPriceSubscriber!,
this.driftClient,
this.globalConfig.numNonActiveOraclesToPush ?? 0
);
return pythIxs;
}
/**
*
* @param fillTxId id of current fill
* @param nodeToFill taker node to fill with list of makers to use
* @returns true if successful, false if fail, and should retry with fewer makers
*/
private async fillMultiMakerSpotNodes(
fillTxId: number,
nodeToFill: NodeToFill,
buildForBundle: boolean,
spotPrecision: BN
): Promise<boolean> {
const ixs: Array<TransactionInstruction> = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult()
),
})
);
}
try {
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.getMaxSlot(),
`Filling multi maker spot node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`,
spotPrecision,
'SHOULD_NOT_HAVE_NO_MAKERS'
)
);
if (!isVariant(marketType, 'spot')) {
throw new Error('expected spot market type');
}
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<SimulateAndGetTxWithCUsResponse> => {
ixs.push(
await this.driftClient.getFillSpotOrderIx(
new PublicKey(takerUserPubKey),
takerUser,
nodeToFill.node.order!,
undefined,
makers.map((m) => m.data)
)
);
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
});
const user = this.driftClient.getUser();
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
return simResult;
};
let simResult = await buildTxWithMakerInfos(makerInfosToUse);
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
let attempt = 0;
while (txAccounts > MAX_ACCOUNTS_PER_TX && makerInfosToUse.length > 0) {
logger.info(
`(fillTxId: ${fillTxId} attempt ${attempt++}) Too many accounts, remove 1 and try again (had ${
makerInfosToUse.length
} maker and ${txAccounts} accounts)`
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
simResult = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
}
if (makerInfosToUse.length === 0) {
logger.error(
`No makerInfos left to use for multi maker spot node (fillTxId: ${fillTxId})`
);
return true;
}
logger.info(
`tryFillMultiMakerSpotNodes estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
);
if (simResult.simError) {
logger.error(
`Error simulating multi maker spot node (fillTxId: ${fillTxId}): ${JSON.stringify(
simResult.simError
)}\nTaker slot: ${takerUserSlot}\nMaker slots: ${makerInfosToUse
.map((m) => ` ${m.data.maker.toBase58()}: ${m.slot}`)
.join('\n')}`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
const { exceededCUs } = await this.handleTransactionLogs(
nodeToFill,
simResult.simTxLogs
);
if (exceededCUs) {
return false;
}
}
} else {
if (!this.dryRun) {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
nodeToFill,
simResult.tx,
buildForBundle,
this.lookupTableAccounts
);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
} else {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`Error filling multi maker spot node (fillTxId: ${fillTxId}): ${
e.stack ? e.stack : e.message
}`
);
}
}
return true;
}
/**
* It's difficult to estimate CU cost of multi maker ix, so we'll just send it in its own transaction.
* This will keep retrying with a smaller set of makers until it succeeds or runs out of makers.
* @param nodeToFill node with multiple makers
*/
private async tryFillMultiMakerSpotNode(
fillTxId: number,
nodeToFill: NodeToFill,
buildForBundle: boolean,
spotPrecision: BN
) {
let nodeWithMakerSet = nodeToFill;
while (
!(await this.fillMultiMakerSpotNodes(
fillTxId,
nodeWithMakerSet,
buildForBundle,
spotPrecision
))
) {
const newMakerSet = nodeWithMakerSet.makerNodes
.sort(() => 0.5 - Math.random())
.slice(0, Math.ceil(nodeWithMakerSet.makerNodes.length / 2));
nodeWithMakerSet = {
node: nodeWithMakerSet.node,
makerNodes: newMakerSet,
};
if (newMakerSet.length === 0) {
logger.error(
`No makers left to use for multi maker spot node (fillTxId: ${fillTxId})`
);
return;
}
}
}
private async tryFillSpotNode(
nodeToFill: NodeToFill,
fillTxId: number,
buildForBundle: boolean,
fallbackAskSource?: FallbackLiquiditySource,
fallbackBidSource?: FallbackLiquiditySource
) {
const node = nodeToFill.node!;
const order = node.order!;
const spotMarket = this.driftClient.getSpotMarketAccount(
order.marketIndex
)!;
const spotMarketPrecision = TEN.pow(new BN(spotMarket.decimals));
if (nodeToFill.makerNodes.length > 1) {
// do multi maker fills in a separate tx since they're larger
return this.tryFillMultiMakerSpotNode(
fillTxId,
nodeToFill,
buildForBundle,
spotMarketPrecision
);
}
const fallbackSource = isVariant(order.direction, 'short')
? fallbackBidSource
: fallbackAskSource;
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
if (!isVariant(marketType, 'spot')) {
throw new Error('expected spot market type');
}
const makerInfo = makerInfos.length > 0 ? makerInfos[0].data : undefined;
let fulfillmentConfig:
| PhoenixV1FulfillmentConfigAccount
| OpenbookV2FulfillmentConfigAccount
| undefined = undefined;
if (makerInfo === undefined) {
if (fallbackSource === 'phoenix') {
const cfg = this.phoenixFulfillmentConfigMap.get(
nodeToFill.node.order!.marketIndex
);
if (cfg && isVariant(cfg.status, 'enabled')) {
fulfillmentConfig = cfg;
}
} else if (fallbackSource === 'openbook') {
const cfg = this.openbookFulfillmentConfigMap.get(
nodeToFill.node.order!.marketIndex
);
if (cfg && isVariant(cfg.status, 'enabled')) {
fulfillmentConfig = cfg;
}
} else {
logger.error(
`makerInfo doesnt exist and unknown fallback source: ${fallbackSource} (fillTxId: ${fillTxId})`
);
}
}
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.getMaxSlot(),
`Filling spot node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`,
spotMarketPrecision,
fallbackSource as string
)
);
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
const priorityFee = Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult()
);
logger.info(`(fillTxId: ${fillTxId}) Using priority fee: ${priorityFee}`);
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: priorityFee,
})
);
}
ixs.push(
await this.driftClient.getFillSpotOrderIx(
new PublicKey(takerUserPubKey),
takerUser,
nodeToFill.node.order,
fulfillmentConfig,
makerInfo
)
);
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
});
const user = this.driftClient.getUser();
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'spotFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'spotFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`simError: ${JSON.stringify(
simResult.simError
)} (fillTxId: ${fillTxId})`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
await this.handleTransactionLogs(nodeToFill, simResult.simTxLogs);
}
} else {
if (this.dryRun) {
logger.info(`dry run, not filling spot order (fillTxId: ${fillTxId})`);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
nodeToFill,
simResult.tx,
buildForBundle,
this.lookupTableAccounts
);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
}
}
}
private filterTriggerableNodes(nodeToTrigger: NodeToTrigger): boolean {
if (nodeToTrigger.node.haveTrigger) {
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToTriggerSignature(nodeToTrigger);
const timeStartedToTriggerNode =
this.triggeringNodes.get(nodeToFillSignature);
if (timeStartedToTriggerNode) {
if (timeStartedToTriggerNode + TRIGGER_ORDER_COOLDOWN_MS > now) {
return false;
}
}
return true;
}
private async executeFillableSpotNodesForMarket(
fillableNodes: Array<NodesToFillWithContext>,
buildForBundle: boolean
) {
for (const nodesToFillWithContext of fillableNodes) {
for (const nodeToFill of nodesToFillWithContext.nodesToFill) {
await this.tryFillSpotNode(
nodeToFill,
this.fillTxId++,
buildForBundle,
nodesToFillWithContext.fallbackAskSource,
nodesToFillWithContext.fallbackBidSource
);
}
}
}
private async executeTriggerableSpotNodesForMarket(
triggerableNodes: Array<NodeToTrigger>,
buildForBundle: boolean
) {
for (const nodeToTrigger of triggerableNodes) {
nodeToTrigger.node.haveTrigger = true;
const nodeSignature = getNodeToTriggerSignature(nodeToTrigger);
this.triggeringNodes.set(nodeSignature, Date.now());
const user = await this.userMap!.mustGetWithSlot(
nodeToTrigger.node.userAccount.toString(),
this.driftClient.userAccountSubscriptionConfig
);
const userAccount = user.data.getUserAccount();
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult()
),
})
);
}
ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
userAccount,
nodeToTrigger.node.order
)
);
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
});
const driftUser = this.driftClient.getUser();
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (executeTriggerableSpotNodesForMarket)`
);
logger.error(
`executeTriggerableSpotNodesForMarket simError: (simError: ${JSON.stringify(
simResult.simError
)})`
);
} else {
if (!this.dryRun) {
if (this.hasEnoughSolToFill) {
const txSigners = [this.driftClient.wallet.payer];
// @ts-ignore;
simResult.tx.sign(txSigners);
const txSig = bs58.encode(simResult.tx.signatures[0]);
this.registerTxSigToConfirm(
txSig,
Date.now(),
undefined,
-1,
'trigger'
);
if (buildForBundle) {
await this.sendTxThroughJito(simResult.tx, 'triggerOrder', txSig);
this.removeTriggeringNodes(nodeToTrigger);
} else if (this.canSendOutsideJito()) {
this.driftClient
.sendTransaction(simResult.tx)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}, userSlot: ${
user.slot
}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;
const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
const user = this.driftClient.getUser();
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
logger.error(
`Error(${errorCode}) triggering order for user(account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()} `
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: Error(${errorCode}) triggering order for user(account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()} \n${
error.stack ? error.stack : error.message
} `
);
}
})
.finally(() => {
this.removeTriggeringNodes(nodeToTrigger);
});
}
} else {
logger.info(`Not enough SOL to fill, not triggering node`);
}
} else {
logger.info(`dry run, not triggering node`);
}
}
}
const user = this.driftClient.getUser();
this.attemptedTriggersCounter?.add(
triggerableNodes.length,
metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
)
);
}
private async trySpotFill() {
const startTime = Date.now();
let ran = false;
try {
// Check hasEnoughSolToFill before trying to fill, we do not want to fill if we don't have enough SOL
if (!this.hasEnoughSolToFill) {
logger.info(`Not enough SOL to fill, skipping periodic action`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
return;
}
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
const user = this.driftClient.getUser();
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
const dlob = this.dlobSubscriber!.getDLOB();
this.pruneThrottledNode();
// 1) get all fillable nodes
const fillableNodes: Array<NodesToFillWithContext> = [];
let triggerableNodes: Array<NodeToTrigger> = [];
for (const market of this.driftClient.getSpotMarketAccounts()) {
if (market.marketIndex === 0) {
continue;
}
const { nodesToFill, nodesToTrigger } = this.getSpotNodesForMarket(
market,
dlob
);
fillableNodes.push(nodesToFill);
triggerableNodes = triggerableNodes.concat(nodesToTrigger);
}
logger.debug(`spot fillableNodes ${fillableNodes.length}`);
// filter out nodes that we know cannot be triggered (spot nodes will be filtered in executeFillableSpotNodesForMarket)
const filteredTriggerableNodes = triggerableNodes.filter(
this.filterTriggerableNodes.bind(this)
);
logger.debug(
`filtered triggerable nodes from ${triggerableNodes.length} to ${filteredTriggerableNodes.length} `
);
const buildForBundle = this.shouldBuildForBundle();
await Promise.all([
this.executeFillableSpotNodesForMarket(fillableNodes, buildForBundle),
this.executeTriggerableSpotNodesForMarket(
filteredTriggerableNodes,
buildForBundle
),
]);
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
const user = this.driftClient.getUser();
this.mutexBusyCounter!.add(
1,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
} else {
logger.error('some other error:');
console.error(e);
if (e instanceof Error) {
webhookMessage(
`[${this.name}]: error trying to run main loop: \n${
e.stack ? e.stack : e.message
} `
);
}
}
} finally {
this.clockSubscriberTs?.setLatestValue(
this.clockSubscriber.getUnixTs(),
{}
);
this.wallClockTs?.setLatestValue(Date.now() / 1000, {});
if (ran) {
const duration = Date.now() - startTime;
const user = this.driftClient.getUser();
if (this.tryFillDurationHistogram) {
this.tryFillDurationHistogram!.record(
duration,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
}
logger.debug(`trySpotFill done, took ${duration} ms`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
protected async rebalanceSpotFiller() {
logger.info(`Rebalancing filler`);
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
const fillerDriftAccountUsdcBalance = this.driftClient.getTokenAmount(0);
const usdcSpotMarket = this.driftClient.getSpotMarketAccount(0);
const normalizedFillerDriftAccountUsdcBalance =
fillerDriftAccountUsdcBalance.divn(10 ** usdcSpotMarket!.decimals);
const isUsdcAmountRebalanceable =
normalizedFillerDriftAccountUsdcBalance.gte(
this.rebalanceSettledPnlThreshold
) || !this.hasEnoughSolToFill;
logger.info(
`SpotFiller has ${normalizedFillerDriftAccountUsdcBalance.toNumber()} USDC`
);
if (isUsdcAmountRebalanceable) {
if (this.jupiterClient !== undefined) {
logger.info(`Swapping USDC for SOL to rebalance filler`);
swapFillerHardEarnedUSDCForSOL(
this.priorityFeeSubscriber,
this.driftClient,
this.jupiterClient,
await this.getBlockhashForTx()
).then(async () => {
const fillerSolBalanceAfterSwap =
await this.driftClient.connection.getBalance(
this.driftClient.authority,
'processed'
);
this.hasEnoughSolToFill =
fillerSolBalanceAfterSwap >= this.minGasBalanceToFill;
});
} else {
throw new Error(
'Jupiter client not initialized but trying to rebalance'
);
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/userIdleFlipper.ts
|
import {
BN,
DriftClient,
UserAccount,
PublicKey,
UserMap,
TxSigAndSlot,
BlockhashSubscriber,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import { BaseBotConfig } from '../config';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
} from '@solana/web3.js';
import { simulateAndGetTxWithCUs, sleepMs } from '../utils';
const USER_IDLE_CHUNKS = 9;
const SLEEP_MS = 1000;
const CACHED_BLOCKHASH_OFFSET = 5;
export class UserIdleFlipperBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs: number = 600000;
private driftClient: DriftClient;
private lookupTableAccount?: AddressLookupTableAccount;
private intervalIds: Array<NodeJS.Timer> = [];
private userMap: UserMap;
private blockhashSubscriber: BlockhashSubscriber;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
constructor(
driftClient: DriftClient,
config: BaseBotConfig,
blockhashSubscriber: BlockhashSubscriber
) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.runOnce = config.runOnce || false;
this.driftClient = driftClient;
this.userMap = new UserMap({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'polling',
frequency: 60_000,
commitment: this.driftClient.opts?.commitment,
},
skipInitialLoad: false,
includeIdle: false,
});
this.blockhashSubscriber = blockhashSubscriber;
}
public async init() {
logger.info(`${this.name} initing`);
await this.driftClient.subscribe();
if (!(await this.driftClient.getUser().exists())) {
throw new Error(
`User for ${this.driftClient.wallet.publicKey.toString()} does not exist`
);
}
await this.userMap.subscribe();
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.userMap?.unsubscribe();
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
logger.info(`${this.name} Bot started!`);
if (this.runOnce) {
await this.tryIdleUsers();
} else {
const intervalId = setInterval(this.tryIdleUsers.bind(this), intervalMs);
this.intervalIds.push(intervalId);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
private async tryIdleUsers() {
try {
console.log('tryIdleUsers');
const currentSlot = await this.driftClient.connection.getSlot();
const usersToIdle: Array<[PublicKey, UserAccount]> = [];
for (const user of this.userMap.values()) {
if (user.canMakeIdle(new BN(currentSlot))) {
usersToIdle.push([
user.getUserAccountPublicKey(),
user.getUserAccount(),
]);
logger.info(
`Can idle user ${user.getUserAccount().authority.toBase58()}`
);
}
}
logger.info(`Found ${usersToIdle.length} users to idle`);
for (let i = 0; i < usersToIdle.length; i += USER_IDLE_CHUNKS) {
const usersChunk = usersToIdle.slice(i, i + USER_IDLE_CHUNKS);
await this.trySendTxforChunk(usersChunk);
}
} catch (err) {
console.error(err);
if (!(err instanceof Error)) {
return;
}
} finally {
logger.info('UserIdleSettler finished');
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
private async trySendTxforChunk(
usersChunk: Array<[PublicKey, UserAccount]>
): Promise<void> {
const success = await this.sendTxforChunk(usersChunk);
if (!success) {
const slice = usersChunk.length / 2;
if (slice < 1) {
return;
}
await sleepMs(SLEEP_MS);
await this.trySendTxforChunk(usersChunk.slice(0, slice));
await sleepMs(SLEEP_MS);
await this.trySendTxforChunk(usersChunk.slice(slice));
}
await sleepMs(SLEEP_MS);
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(
CACHED_BLOCKHASH_OFFSET
);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'finalized',
});
if (!recentBlockhash) {
throw new Error('No recent blockhash found??');
}
return recentBlockhash.blockhash;
}
private async sendTxforChunk(
usersChunk: Array<[PublicKey, UserAccount]>
): Promise<boolean> {
if (usersChunk.length === 0) {
return true;
}
let success = false;
try {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // simulation will ovewrrite this
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: 50000,
}),
];
for (const [userAccountPublicKey, userAccount] of usersChunk) {
ixs.push(
await this.driftClient.getUpdateUserIdleIx(
userAccountPublicKey,
userAccount
)
);
}
if (ixs.length === 2) {
throw new Error(
`Tried to send a tx with 0 users, chunkSize: ${usersChunk.length}`
);
}
const recentBlockhash = await this.getBlockhashForTx();
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: [this.lookupTableAccount!],
cuLimitMultiplier: 1.1,
doSimulation: true,
recentBlockhash,
});
logger.info(
`User idle flipper estimated ${simResult.cuEstimate} CUs for ${usersChunk.length} users.`
);
if (simResult.simError !== null) {
logger.error(
`Sim error: ${JSON.stringify(simResult.simError)}\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`
);
success = false;
} else {
const txSigAndSlot =
await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts
);
this.logTxAndSlotForUsers(txSigAndSlot, usersChunk);
success = true;
}
} catch (e) {
const userKeys = usersChunk
.map(([userAccountPublicKey, _]) => userAccountPublicKey.toBase58())
.join(', ');
logger.error(`Failed to idle users: ${userKeys}`);
logger.error(e);
}
return success;
}
private logTxAndSlotForUsers(
txSigAndSlot: TxSigAndSlot,
usersChunk: Array<[PublicKey, UserAccount]>
) {
const txSig = txSigAndSlot.txSig;
for (const [userAccountPublicKey, _] of usersChunk) {
logger.info(
`Flipped user ${userAccountPublicKey.toBase58()} https://solscan.io/tx/${txSig}`
);
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/userPnlSettler.ts
|
import {
BN,
DriftClient,
UserAccount,
PublicKey,
PerpMarketAccount,
SpotMarketAccount,
OraclePriceData,
calculateClaimablePnl,
QUOTE_PRECISION,
UserMap,
ZERO,
calculateNetUserPnlImbalance,
convertToNumber,
isOracleValid,
isVariant,
TxSigAndSlot,
timeRemainingUntilUpdate,
getTokenAmount,
SpotBalanceType,
calculateNetUserPnl,
BASE_PRECISION,
QUOTE_SPOT_MARKET_INDEX,
isOperationPaused,
PerpOperation,
PriorityFeeSubscriberMap,
DriftMarketInfo,
SlotSubscriber,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { getErrorCode } from '../error';
import { logger } from '../logger';
import { Bot } from '../types';
import { webhookMessage } from '../webhook';
import { GlobalConfig, UserPnlSettlerConfig } from '../config';
import {
decodeName,
getDriftPriorityFeeEndpoint,
handleSimResultError,
simulateAndGetTxWithCUs,
sleepMs,
} from '../utils';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
SendTransactionError,
TransactionExpiredBlockheightExceededError,
} from '@solana/web3.js';
const SETTLE_USER_CHUNKS = 4;
const SLEEP_MS = 500;
const CU_EST_MULTIPLIER = 1.25;
const errorCodesToSuppress = [
6010, // Error Code: UserHasNoPositionInMarket. Error Number: 6010. Error Message: User Has No Position In Market.
6035, // Error Code: InvalidOracle. Error Number: 6035. Error Message: InvalidOracle.
6078, // Error Code: PerpMarketNotFound. Error Number: 6078. Error Message: PerpMarketNotFound.
6095, // Error Code: InsufficientCollateralForSettlingPNL. Error Number: 6095. Error Message: InsufficientCollateralForSettlingPNL.
];
export class UserPnlSettlerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs: number = 300_000;
private driftClient: DriftClient;
private slotSubscriber: SlotSubscriber;
private globalConfig: GlobalConfig;
private lookupTableAccount?: AddressLookupTableAccount;
private intervalIds: Array<NodeJS.Timer> = [];
private userMap: UserMap;
private priorityFeeSubscriberMap?: PriorityFeeSubscriberMap;
private inProgress = false;
private marketIndexes: Array<number>;
private minPnlToSettle: BN;
private maxUsersToConsider: number;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
constructor(
driftClient: DriftClient,
slotSubscriber: SlotSubscriber,
config: UserPnlSettlerConfig,
globalConfig: GlobalConfig
) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.runOnce = config.runOnce || false;
this.marketIndexes = config.perpMarketIndicies ?? [];
this.minPnlToSettle = new BN(
Math.abs(Number(config.settlePnlThresholdUsdc) ?? 10) * -1
).mul(QUOTE_PRECISION);
this.maxUsersToConsider = Number(config.maxUsersToConsider) ?? 50;
this.globalConfig = globalConfig;
this.driftClient = driftClient;
this.slotSubscriber = slotSubscriber;
this.userMap = new UserMap({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'polling',
frequency: 60_000,
commitment: this.driftClient.opts?.commitment,
},
skipInitialLoad: false,
includeIdle: false,
});
}
public async init() {
logger.info(`${this.name} initing`);
const driftMarkets: DriftMarketInfo[] = [];
for (const perpMarket of this.driftClient.getPerpMarketAccounts()) {
driftMarkets.push({
marketType: 'perp',
marketIndex: perpMarket.marketIndex,
});
}
logger.info(
`Adding ${driftMarkets.length} perp markets to PriorityFeeSubscriberMap`
);
this.priorityFeeSubscriberMap = new PriorityFeeSubscriberMap({
driftPriorityFeeEndpoint: getDriftPriorityFeeEndpoint(
this.globalConfig.driftEnv!
),
driftMarkets,
frequencyMs: 10_000,
});
await this.priorityFeeSubscriberMap!.subscribe();
await this.driftClient.subscribe();
await this.userMap.subscribe();
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
logger.info(`${this.name} init'd!`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.priorityFeeSubscriberMap!.unsubscribe();
await this.userMap?.unsubscribe();
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
logger.info(`${this.name} Bot started!`);
if (this.runOnce) {
await this.trySettlePnl();
} else {
await this.trySettlePnl();
const intervalId = setInterval(this.trySettlePnl.bind(this), intervalMs);
this.intervalIds.push(intervalId);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
private async trySettlePnl() {
if (this.inProgress) {
logger.info(`Settle PnLs already in progress, skipping...`);
return;
}
const start = Date.now();
try {
this.inProgress = true;
const perpMarketAndOracleData: {
[marketIndex: number]: {
marketAccount: PerpMarketAccount;
oraclePriceData: OraclePriceData;
};
} = {};
const spotMarketAndOracleData: {
[marketIndex: number]: {
marketAccount: SpotMarketAccount;
oraclePriceData: OraclePriceData;
};
} = {};
for (const perpMarket of this.driftClient.getPerpMarketAccounts()) {
perpMarketAndOracleData[perpMarket.marketIndex] = {
marketAccount: perpMarket,
oraclePriceData: this.driftClient.getOracleDataForPerpMarket(
perpMarket.marketIndex
),
};
}
for (const spotMarket of this.driftClient.getSpotMarketAccounts()) {
spotMarketAndOracleData[spotMarket.marketIndex] = {
marketAccount: spotMarket,
oraclePriceData: this.driftClient.getOracleDataForSpotMarket(
spotMarket.marketIndex
),
};
}
for (const market of this.driftClient.getPerpMarketAccounts()) {
const oracleValid = isOracleValid(
perpMarketAndOracleData[market.marketIndex].marketAccount,
perpMarketAndOracleData[market.marketIndex].oraclePriceData,
this.driftClient.getStateAccount().oracleGuardRails,
this.slotSubscriber.getSlot()
);
if (!oracleValid) {
logger.warn(`Oracle for market ${market.marketIndex} is not valid`);
}
}
const usersToSettleMap: Map<
number,
{
settleeUserAccountPublicKey: PublicKey;
settleeUserAccount: UserAccount;
pnl: number;
}[]
> = new Map();
const nowTs = Date.now() / 1000;
for (const user of this.userMap!.values()) {
const userAccount = user.getUserAccount();
const userAccKeyStr = user.getUserAccountPublicKey().toBase58();
const isUsdcBorrow =
userAccount.spotPositions[0] &&
isVariant(userAccount.spotPositions[0].balanceType, 'borrow');
const usdcAmount = user.getTokenAmount(QUOTE_SPOT_MARKET_INDEX);
for (const settleePosition of user.getActivePerpPositions()) {
logger.debug(
`Checking user ${userAccKeyStr} position in market ${settleePosition.marketIndex}`
);
if (
this.marketIndexes.length > 0 &&
!this.marketIndexes.includes(settleePosition.marketIndex)
) {
logger.info(
`Skipping user ${userAccKeyStr} in market ${
settleePosition.marketIndex
} because it's not in the market indexes to settle (${this.marketIndexes.join(
', '
)})`
);
continue;
}
// only settle active positions (base amount) or negative quote
if (
settleePosition.quoteAssetAmount.gte(ZERO) &&
settleePosition.baseAssetAmount.eq(ZERO) &&
settleePosition.lpShares.eq(ZERO)
) {
logger.debug(
`Skipping user ${userAccKeyStr}-${settleePosition.marketIndex} because no base amount and has positive quote amount`
);
continue;
}
const perpMarketIdx = settleePosition.marketIndex;
const perpMarket =
perpMarketAndOracleData[perpMarketIdx].marketAccount;
let settleePositionWithLp = settleePosition;
if (!settleePosition.lpShares.eq(ZERO)) {
settleePositionWithLp = user.getPerpPositionWithLPSettle(
perpMarketIdx,
settleePosition
)[0];
}
const spotMarketIdx = 0;
const settlePnlWithPositionPaused = isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.SETTLE_PNL_WITH_POSITION
);
if (
settlePnlWithPositionPaused &&
!settleePositionWithLp.baseAssetAmount.eq(ZERO)
) {
logger.debug(
`Skipping user ${userAccKeyStr}-${settleePosition.marketIndex} because settling pnl with position blocked`
);
continue;
}
if (
!perpMarketAndOracleData[perpMarketIdx] ||
!spotMarketAndOracleData[spotMarketIdx]
) {
logger.error(
`Skipping user ${userAccKeyStr}-${settleePosition.marketIndex} because no spot market or oracle data`
);
continue;
}
const userUnsettledPnl = calculateClaimablePnl(
perpMarketAndOracleData[perpMarketIdx].marketAccount,
spotMarketAndOracleData[spotMarketIdx].marketAccount, // always liquidating the USDC spot market
settleePositionWithLp,
perpMarketAndOracleData[perpMarketIdx].oraclePriceData
);
const twoPctOfOpenInterestBase = BN.min(
perpMarket.amm.baseAssetAmountLong,
perpMarket.amm.baseAssetAmountShort.abs()
).div(new BN(50));
const fiveHundredNotionalBase = QUOTE_PRECISION.mul(new BN(500))
.mul(BASE_PRECISION)
.div(perpMarket.amm.historicalOracleData.lastOraclePriceTwap5Min);
const largeUnsettledLP =
perpMarket.amm.baseAssetAmountWithUnsettledLp
.abs()
.gt(twoPctOfOpenInterestBase) &&
perpMarket.amm.baseAssetAmountWithUnsettledLp
.abs()
.gt(fiveHundredNotionalBase);
const timeToFundingUpdate = timeRemainingUntilUpdate(
new BN(nowTs ?? Date.now() / 1000),
perpMarketAndOracleData[perpMarketIdx].marketAccount.amm
.lastFundingRateTs,
perpMarketAndOracleData[perpMarketIdx].marketAccount.amm
.fundingPeriod
);
const shouldSettleLp =
settleePosition.lpShares.gt(ZERO) &&
(timeToFundingUpdate.ltn(15 * 60) || // settle lp positions within 15 min of funding update
largeUnsettledLP);
logger.debug(
`User ${userAccKeyStr}-${settleePosition.marketIndex} shouldSettleLp: ${shouldSettleLp}, largeUnsettledLp: ${largeUnsettledLP}, timeToUpdate: ${timeToFundingUpdate}`
);
// skip users that have:
// (no unsettledPnl AND no lpShares)
// OR
// (if they have unsettledPnl > min AND baseAmount != 0 AND no usdcBorrow AND no lpShares)
if (
(userUnsettledPnl.eq(ZERO) &&
settleePositionWithLp.lpShares.eq(ZERO)) ||
(userUnsettledPnl.gt(this.minPnlToSettle) &&
!settleePositionWithLp.baseAssetAmount.eq(ZERO) &&
!isUsdcBorrow &&
settleePositionWithLp.lpShares.eq(ZERO))
) {
logger.debug(
`Skipping user ${userAccKeyStr}-${settleePosition.marketIndex} with (no unsettledPnl and no lpShares) OR (unsettledPnl > $10 and no usdcBorrow and no lpShares)`
);
continue;
}
// if user has usdc borrow, only settle if magnitude of pnl is material ($10 and 1% of borrow)
if (
isUsdcBorrow &&
(userUnsettledPnl.abs().lt(this.minPnlToSettle.abs()) ||
userUnsettledPnl.abs().lt(usdcAmount.abs().div(new BN(100))))
) {
logger.debug(
`Skipping user ${userAccKeyStr}-${settleePosition.marketIndex} with usdcBorrow AND (unsettledPnl < $10 or unsettledPnl < 1% of borrow)`
);
continue;
}
if (settleePositionWithLp.lpShares.gt(ZERO) && !shouldSettleLp) {
logger.debug(
`Skipping user ${userAccKeyStr}-${
settleePosition.marketIndex
} with lpShares and shouldSettleLp === false, timeToFundingUpdate: ${timeToFundingUpdate.toNumber()}`
);
continue;
}
const pnlPool =
perpMarketAndOracleData[perpMarketIdx].marketAccount.pnlPool;
let pnlToSettleWithUser = ZERO;
let pnlPoolTookenAmount = ZERO;
if (userUnsettledPnl.gt(ZERO)) {
pnlPoolTookenAmount = getTokenAmount(
pnlPool.scaledBalance,
spotMarketAndOracleData[pnlPool.marketIndex].marketAccount,
SpotBalanceType.DEPOSIT
);
pnlToSettleWithUser = BN.min(userUnsettledPnl, pnlPoolTookenAmount);
}
if (pnlToSettleWithUser.gt(ZERO)) {
const netUserPnl = calculateNetUserPnl(
perpMarketAndOracleData[perpMarketIdx].marketAccount,
perpMarketAndOracleData[perpMarketIdx].oraclePriceData
);
let maxPnlPoolExcess = ZERO;
if (netUserPnl.lt(pnlPoolTookenAmount)) {
maxPnlPoolExcess = pnlPoolTookenAmount.sub(
BN.max(netUserPnl, ZERO)
);
}
// we're only allowed to settle positive pnl if pnl pool is in excess
if (maxPnlPoolExcess.lte(ZERO)) {
logger.warn(
`Want to settle positive PnL for user ${user
.getUserAccountPublicKey()
.toBase58()} in market ${perpMarketIdx}, but maxPnlPoolExcess is: (${convertToNumber(
maxPnlPoolExcess,
QUOTE_PRECISION
)})`
);
continue;
}
const netUserPnlImbalance = calculateNetUserPnlImbalance(
perpMarketAndOracleData[perpMarketIdx].marketAccount,
spotMarketAndOracleData[spotMarketIdx].marketAccount,
perpMarketAndOracleData[perpMarketIdx].oraclePriceData
);
if (netUserPnlImbalance.gt(ZERO)) {
logger.warn(
`Want to settle positive PnL for user ${user
.getUserAccountPublicKey()
.toBase58()} in market ${perpMarketIdx}, protocol's AMM lacks excess PnL (${convertToNumber(
netUserPnlImbalance,
QUOTE_PRECISION
)})`
);
continue;
}
}
// only settle user pnl if they have enough collateral
if (user.canBeLiquidated().canBeLiquidated) {
logger.warn(
`Want to settle negative PnL for user ${user
.getUserAccountPublicKey()
.toBase58()}, but they have insufficient collateral`
);
continue;
}
const userData = {
settleeUserAccountPublicKey: user.getUserAccountPublicKey(),
settleeUserAccount: userAccount,
pnl: convertToNumber(userUnsettledPnl, QUOTE_PRECISION),
};
if (usersToSettleMap.has(settleePosition.marketIndex)) {
const existingData = usersToSettleMap.get(
settleePosition.marketIndex
)!;
existingData.push(userData);
} else {
usersToSettleMap.set(settleePosition.marketIndex, [userData]);
}
}
}
for (const [marketIndex, params] of usersToSettleMap) {
const perpMarket = this.driftClient.getPerpMarketAccount(marketIndex)!;
const marketStr = decodeName(perpMarket.name);
const settlePnlPaused = isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.SETTLE_PNL
);
if (settlePnlPaused) {
logger.warn(
`Settle PNL paused for market ${marketStr}, skipping settle PNL`
);
continue;
}
logger.info(
`Trying to settle PNL for ${params.length} users on market ${marketStr}`
);
const sortedParams = params
.sort((a, b) => a.pnl - b.pnl)
.slice(0, this.maxUsersToConsider);
logger.info(
`Settling ${sortedParams.length} users in ${
sortedParams.length / SETTLE_USER_CHUNKS
} chunks for market ${marketIndex}`
);
const allTxPromises = [];
for (let i = 0; i < sortedParams.length; i += SETTLE_USER_CHUNKS) {
const usersChunk = sortedParams.slice(i, i + SETTLE_USER_CHUNKS);
allTxPromises.push(this.trySendTxForChunk(marketIndex, usersChunk));
}
logger.info(`Waiting for ${allTxPromises.length} txs to settle...`);
const settleStart = Date.now();
await Promise.all(allTxPromises);
logger.info(
`Settled ${sortedParams.length} users in market ${marketIndex} in ${
Date.now() - settleStart
}ms`
);
}
} catch (err) {
console.error(err);
if (!(err instanceof Error)) {
return;
}
if (
!err.message.includes('Transaction was not confirmed') &&
!err.message.includes('Blockhash not found')
) {
const errorCode = getErrorCode(err);
if (errorCodesToSuppress.includes(errorCode!)) {
console.log(`Suppressing error code: ${errorCode}`);
} else {
const simError = err as SendTransactionError;
if (simError) {
await webhookMessage(
`[${
this.name
}]: :x: Uncaught error: Error code: ${errorCode} while settling pnls:\n${
simError.logs!
? (simError.logs as Array<string>).join('\n')
: ''
}\n${err.stack ? err.stack : err.message}`
);
}
}
}
} finally {
this.inProgress = false;
logger.info(`Settle PNLs finished in ${Date.now() - start}ms`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
async trySendTxForChunk(
marketIndex: number,
users: {
settleeUserAccountPublicKey: PublicKey;
settleeUserAccount: UserAccount;
}[]
): Promise<void> {
const success = await this.sendTxForChunk(marketIndex, users);
if (!success) {
const slice = users.length / 2;
if (slice < 1) {
return;
}
const slice0 = users.slice(0, slice);
const slice1 = users.slice(slice);
logger.info(
`Chunk failed: ${users
.map((u) => u.settleeUserAccountPublicKey.toBase58())
.join(' ')}, retrying with:\nslice0: ${slice0
.map((u) => u.settleeUserAccountPublicKey.toBase58())
.join(' ')}\nslice1: ${slice1
.map((u) => u.settleeUserAccountPublicKey.toBase58())
.join(' ')}`
);
await sleepMs(SLEEP_MS);
await this.sendTxForChunk(marketIndex, slice0);
await sleepMs(SLEEP_MS);
await this.sendTxForChunk(marketIndex, slice1);
}
await sleepMs(SLEEP_MS);
}
async sendTxForChunk(
marketIndex: number,
users: {
settleeUserAccountPublicKey: PublicKey;
settleeUserAccount: UserAccount;
}[]
): Promise<boolean> {
if (users.length == 0) {
return true;
}
let success = false;
try {
const pfs = this.priorityFeeSubscriberMap!.getPriorityFees(
'perp',
marketIndex
);
let microLamports = 10_000;
if (pfs) {
microLamports = Math.floor(pfs.medium);
}
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // simulateAndGetTxWithCUs will overwrite
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports,
}),
];
ixs.push(
...(await this.driftClient.getSettlePNLsIxs(users, [marketIndex]))
);
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: [this.lookupTableAccount!],
cuLimitMultiplier: CU_EST_MULTIPLIER,
doSimulation: true,
recentBlockhash: recentBlockhash.blockhash,
});
logger.info(
`Settle Pnl estimated ${simResult.cuEstimate} CUs for ${ixs.length} ixs, ${users.length} users.`
);
if (simResult.simError !== null) {
logger.error(
`Sim error: ${JSON.stringify(simResult.simError)}\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`
);
handleSimResultError(simResult, errorCodesToSuppress, `(settlePnL)`);
success = false;
} else {
const sendTxStart = Date.now();
const txSig = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts
);
logger.info(
`Settle PNL tx sent in ${Date.now() - sendTxStart}ms, response: ${
txSig.txSig
}`
);
success = true;
this.logTxAndSlotForUsers(
txSig,
marketIndex,
users.map(
({ settleeUserAccountPublicKey }) => settleeUserAccountPublicKey
)
);
}
} catch (err) {
const userKeys = users
.map(({ settleeUserAccountPublicKey }) =>
settleeUserAccountPublicKey.toBase58()
)
.join(', ');
logger.error(`Failed to settle pnl for users: ${userKeys}`);
console.error(err);
if (err instanceof TransactionExpiredBlockheightExceededError) {
logger.info(
`Blockheight exceeded error, retrying with same set of users (${users.length} users on market ${marketIndex})`
);
success = await this.sendTxForChunk(marketIndex, users);
} else if (err instanceof Error) {
const errorCode = getErrorCode(err) ?? 0;
if (!errorCodesToSuppress.includes(errorCode) && users.length === 1) {
if (err instanceof SendTransactionError) {
await webhookMessage(
`[${
this.name
}]: :x: Error code: ${errorCode} while settling pnls for ${marketIndex}:\n${
err.logs ? (err.logs as Array<string>).join('\n') : ''
}\n${err.stack ? err.stack : err.message}`
);
}
}
}
}
return success;
}
private logTxAndSlotForUsers(
txSigAndSlot: TxSigAndSlot,
marketIndex: number,
userAccountPublicKeys: Array<PublicKey>
) {
const txSig = txSigAndSlot.txSig;
for (const userAccountPublicKey of userAccountPublicKeys) {
logger.info(
`Settled pnl user ${userAccountPublicKey.toBase58()} in market ${marketIndex} https://solana.fm/tx/${txSig}`
);
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/liquidator.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import {
BN,
convertToNumber,
DriftClient,
User,
isVariant,
BASE_PRECISION,
PRICE_PRECISION,
QUOTE_PRECISION,
PerpPosition,
UserMap,
ZERO,
getTokenAmount,
SpotPosition,
PerpMarketAccount,
SpotMarketAccount,
QUOTE_SPOT_MARKET_INDEX,
calculateMarketAvailablePNL,
findDirectionToClose,
getSignedTokenAmount,
standardizeBaseAssetAmount,
TEN_THOUSAND,
PositionDirection,
isUserBankrupt,
JupiterClient,
MarketType,
MarketTypeStr,
getVariant,
OraclePriceData,
UserAccount,
OptionalOrderParams,
TEN,
PriorityFeeSubscriber,
QuoteResponse,
getLimitOrderParams,
PERCENTAGE_PRECISION,
DLOB,
calculateEstimatedPerpEntryPrice,
deriveOracleAuctionParams,
getOrderParams,
OrderType,
getTokenValue,
calculateClaimablePnl,
isOperationPaused,
PerpOperation,
WRAPPED_SOL_MINT,
} from '@drift-labs/sdk';
import { PrometheusExporter } from '@opentelemetry/exporter-prometheus';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
MeterProvider,
View,
} from '@opentelemetry/sdk-metrics-base';
import {
Meter,
ObservableGauge,
BatchObservableResult,
Histogram,
} from '@opentelemetry/api-metrics';
import { logger } from '../logger';
import { Bot, TwapExecutionProgress } from '../types';
import { RuntimeSpec, metricAttrFromUserAccount } from '../metrics';
import { webhookMessage } from '../webhook';
import { LiquidatorConfig } from '../config';
import { getPerpMarketTierNumber, perpTierIsAsSafeAs } from '@drift-labs/sdk';
import {
ComputeBudgetProgram,
PublicKey,
AddressLookupTableAccount,
TransactionInstruction,
} from '@solana/web3.js';
import {
createAssociatedTokenAccountInstruction,
createCloseAccountInstruction,
getAssociatedTokenAddress,
} from '@solana/spl-token';
import {
calculateAccountValueUsd,
checkIfAccountExists,
handleSimResultError,
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
} from '../utils';
const errorCodesToSuppress = [
6004, // Error Number: 6004. Error Message: Sufficient collateral.
6010, // Error Number: 6010. Error Message: User Has No Position In Market.
];
const BPS_PRECISION = 10000;
const LIQUIDATE_THROTTLE_BACKOFF = 5000; // the time to wait before trying to liquidate a throttled user again
function calculateSpotTokenAmountToLiquidate(
driftClient: DriftClient,
liquidatorUser: User,
liquidateePosition: SpotPosition,
maxPositionTakeoverPctOfCollateralNum: BN,
maxPositionTakeoverPctOfCollateralDenom: BN
): BN {
const spotMarket = driftClient.getSpotMarketAccount(
liquidateePosition.marketIndex
);
if (!spotMarket) {
logger.error(`No spot market found for ${liquidateePosition.marketIndex}`);
return ZERO;
}
const tokenPrecision = new BN(10 ** spotMarket.decimals);
const oraclePrice = driftClient.getOracleDataForSpotMarket(
liquidateePosition.marketIndex
).price;
const collateralToSpend = liquidatorUser
.getFreeCollateral()
.mul(PRICE_PRECISION)
.mul(maxPositionTakeoverPctOfCollateralNum)
.mul(tokenPrecision);
const maxSpendTokenAmountToLiquidate = collateralToSpend.div(
oraclePrice
.mul(QUOTE_PRECISION)
.mul(maxPositionTakeoverPctOfCollateralDenom)
);
const liquidateeTokenAmount = getTokenAmount(
liquidateePosition.scaledBalance,
spotMarket,
liquidateePosition.balanceType
);
if (maxSpendTokenAmountToLiquidate.gt(liquidateeTokenAmount)) {
return liquidateeTokenAmount;
} else {
return maxSpendTokenAmountToLiquidate;
}
}
enum METRIC_TYPES {
total_leverage = 'total_leverage',
total_collateral = 'total_collateral',
free_collateral = 'free_collateral',
perp_posiiton_value = 'perp_position_value',
perp_posiiton_base = 'perp_position_base',
perp_posiiton_quote = 'perp_position_quote',
initial_margin_requirement = 'initial_margin_requirement',
maintenance_margin_requirement = 'maintenance_margin_requirement',
initial_margin = 'initial_margin',
maintenance_margin = 'maintenance_margin',
unrealized_pnl = 'unrealized_pnl',
unrealized_funding_pnl = 'unrealized_funding_pnl',
sdk_call_duration_histogram = 'sdk_call_duration_histogram',
runtime_specs = 'runtime_specs',
user_map_user_account_keys = 'user_map_user_account_keys',
}
/**
* LiquidatorBot implements a simple liquidation bot for the Drift V2 Protocol. Liquidations work by taking over
* a portion of the endangered account's position, so collateral is required in order to run this bot. The bot
* will spend at most maxPositionTakeoverPctOfCollateral of its free collateral on any endangered account.
*
*/
export class LiquidatorBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 5000;
private metricsInitialized = false;
private metricsPort?: number;
private meter?: Meter;
private exporter?: PrometheusExporter;
private throttledUsers = new Map<string, number>();
private disableAutoDerisking: boolean;
private liquidatorConfig: LiquidatorConfig;
// metrics
private runtimeSpecsGauge?: ObservableGauge;
private totalLeverage?: ObservableGauge;
private totalCollateral?: ObservableGauge;
private freeCollateral?: ObservableGauge;
private perpPositionValue?: ObservableGauge;
private perpPositionBase?: ObservableGauge;
private perpPositionQuote?: ObservableGauge;
private initialMarginRequirement?: ObservableGauge;
private maintenanceMarginRequirement?: ObservableGauge;
private unrealizedPnL?: ObservableGauge;
private unrealizedFundingPnL?: ObservableGauge;
private sdkCallDurationHistogram?: Histogram;
private userMapUserAccountKeysGauge?: ObservableGauge;
private driftClient: DriftClient;
private serumLookupTableAddress?: PublicKey;
private driftLookupTables?: AddressLookupTableAccount;
private driftSpotLookupTables?: AddressLookupTableAccount;
private perpMarketIndicies: number[] = [];
private spotMarketIndicies: number[] = [];
private activeSubAccountId: number;
private allSubaccounts: Set<number>;
private perpMarketToSubAccount: Map<number, number>;
private spotMarketToSubAccount: Map<number, number>;
private intervalIds: Array<NodeJS.Timer> = [];
private userMap: UserMap;
private deriskMutex = new Uint8Array(new SharedArrayBuffer(1));
private liquidateMutex = new Uint8Array(new SharedArrayBuffer(1));
private runtimeSpecs: RuntimeSpec;
private jupiterClient?: JupiterClient;
private twapExecutionProgresses?: Map<string, TwapExecutionProgress>; // key: this.getTwapProgressKey, value: TwapExecutionProgress
private excludedAccounts: Set<string>;
private priorityFeeSubscriber: PriorityFeeSubscriber;
/**
* Max percentage of collateral to spend on liquidating a single position.
*/
private maxPositionTakeoverPctOfCollateralNum: BN;
private maxPositionTakeoverPctOfCollateralDenom = new BN(100);
private watchdogTimerLastPatTime = Date.now();
constructor(
driftClient: DriftClient,
userMap: UserMap,
runtimeSpec: RuntimeSpec,
config: LiquidatorConfig,
defaultSubaccountId: number,
priorityFeeSubscriber: PriorityFeeSubscriber,
SERUM_LOOKUP_TABLE?: PublicKey
) {
this.liquidatorConfig = config;
if (this.liquidatorConfig.maxSlippageBps === undefined) {
this.liquidatorConfig.maxSlippageBps =
this.liquidatorConfig.maxSlippagePct!;
}
if (this.liquidatorConfig.deriskAuctionDurationSlots === undefined) {
this.liquidatorConfig.deriskAuctionDurationSlots = 100;
}
this.liquidatorConfig.deriskAlgoPerp =
config.deriskAlgoPerp ?? config.deriskAlgo;
this.liquidatorConfig.deriskAlgoSpot =
config.deriskAlgoSpot ?? config.deriskAlgo;
if (this.liquidatorConfig.spotDustValueThreshold !== undefined) {
this.liquidatorConfig.spotDustValueThresholdBN = new BN(
Math.floor(
this.liquidatorConfig.spotDustValueThreshold *
QUOTE_PRECISION.toNumber()
)
);
}
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = driftClient;
this.runtimeSpecs = runtimeSpec;
this.userMap = userMap;
this.metricsPort = config.metricsPort;
if (this.metricsPort) {
this.initializeMetrics();
}
if (!config.disableAutoDerisking) {
this.disableAutoDerisking = false;
} else {
this.disableAutoDerisking = config.disableAutoDerisking;
}
logger.info(
`${this.name} disableAutoDerisking: ${this.disableAutoDerisking}, notifyLiquidations: ${this.liquidatorConfig.notifyOnLiquidation}`
);
this.allSubaccounts = new Set<number>();
this.allSubaccounts.add(defaultSubaccountId);
this.activeSubAccountId = defaultSubaccountId;
this.perpMarketToSubAccount = new Map<number, number>();
this.spotMarketToSubAccount = new Map<number, number>();
if (
config.perpSubAccountConfig &&
Object.keys(config.perpSubAccountConfig).length > 0
) {
logger.info('Loading perp markets to watch from perpSubAccountConfig');
for (const subAccount of Object.keys(config.perpSubAccountConfig)) {
const marketsForAccount =
config.perpSubAccountConfig[parseInt(subAccount)] || [];
for (const market of marketsForAccount) {
this.perpMarketToSubAccount.set(market, parseInt(subAccount));
this.allSubaccounts.add(parseInt(subAccount));
}
}
this.perpMarketIndicies = Object.values(
config.perpSubAccountConfig
).flat();
} else {
// this will be done in `init` since driftClient needs to be subcribed to first
logger.info(
`No perpSubAccountconfig provided, will watch all perp markets on subaccount ${this.activeSubAccountId}`
);
}
if (
config.spotSubAccountConfig &&
Object.keys(config.spotSubAccountConfig).length > 0
) {
logger.info('Loading spot markets to watch from spotSubAccountConfig');
for (const subAccount of Object.keys(config.spotSubAccountConfig)) {
const marketsForAccount =
config.spotSubAccountConfig[parseInt(subAccount)] || [];
for (const market of marketsForAccount) {
this.spotMarketToSubAccount.set(market, parseInt(subAccount));
this.allSubaccounts.add(parseInt(subAccount));
}
}
this.spotMarketIndicies = Object.values(
config.spotSubAccountConfig
).flat();
} else {
// this will be done in `init` since driftClient needs to be subcribed to first
logger.info(
`No spotSubAccountconfig provided, will watch all spot markets on subaccount ${this.activeSubAccountId}`
);
}
// Load a list of accounts that we will *not* bother trying to liquidate
// For whatever reason, this value is being parsed as an array even though
// it is declared as a set, so if we merely assign it, then we'd end up
// with a compile error later saying `has is not a function`.
this.excludedAccounts = new Set<string>(config.excludedAccounts);
logger.info(`Liquidator disregarding accounts: ${config.excludedAccounts}`);
// ensure driftClient has all subaccounts tracked and subscribed
for (const subaccount of this.allSubaccounts) {
if (!this.driftClient.hasUser(subaccount)) {
this.driftClient.addUser(subaccount).then((subscribed) => {
logger.info(
`Added subaccount ${subaccount} to driftClient since it was missing (subscribed: ${subscribed}))`
);
});
}
}
const nowSec = Math.floor(Date.now() / 1000);
this.twapExecutionProgresses = new Map<string, TwapExecutionProgress>();
if (this.useTwap('perp')) {
for (const marketIndex of this.perpMarketIndicies) {
const subaccount = this.perpMarketToSubAccount.get(marketIndex);
if (subaccount === undefined) {
throw new Error(
`Misconfiguration: perp market ${marketIndex} is in perpMarketIndicies but not perpMarketToSubaccount`
);
}
this.twapExecutionProgresses.set(
this.getTwapProgressKey(MarketType.PERP, subaccount, marketIndex),
new TwapExecutionProgress({
currentPosition: new BN(0),
targetPosition: new BN(0), // target positions to close
overallDurationSec: this.liquidatorConfig.twapDurationSec!,
startTimeSec: nowSec,
})
);
}
}
if (this.useTwap('spot')) {
for (const marketIndex of this.spotMarketIndicies) {
const subaccount = this.spotMarketToSubAccount.get(marketIndex);
if (subaccount === undefined) {
throw new Error(
`Misconfiguration: spot market ${marketIndex} is in spotMarketIndicies but not spotMarketToSubaccount`
);
}
this.twapExecutionProgresses.set(
this.getTwapProgressKey(MarketType.SPOT, subaccount, marketIndex),
new TwapExecutionProgress({
currentPosition: new BN(0),
targetPosition: new BN(0), // target positions to close
overallDurationSec: this.liquidatorConfig.twapDurationSec!,
startTimeSec: nowSec,
})
);
}
}
// jupiter only works with mainnet
if (config.useJupiter && this.runtimeSpecs.driftEnv === 'mainnet-beta') {
this.jupiterClient = new JupiterClient({
connection: this.driftClient.connection,
});
}
this.priorityFeeSubscriber = priorityFeeSubscriber;
this.priorityFeeSubscriber.updateAddresses([
new PublicKey('6gMq3mRCKf8aP3ttTyYhuijVZ2LGi14oDsBbkgubfLB3'), // USDC SPOT
]);
if (!config.maxPositionTakeoverPctOfCollateral) {
// spend 50% of collateral by default
this.maxPositionTakeoverPctOfCollateralNum = new BN(50);
} else {
if (config.maxPositionTakeoverPctOfCollateral > 1.0) {
logger.warn(
`liquidator.config.maxPositionTakeoverPctOfCollateral is > 1.00: ${config.maxPositionTakeoverPctOfCollateral}`
);
}
this.maxPositionTakeoverPctOfCollateralNum = new BN(
config.maxPositionTakeoverPctOfCollateral * 100.0
);
}
this.serumLookupTableAddress = SERUM_LOOKUP_TABLE;
}
private getSubAccountIdToLiquidatePerp(
marketIndex: number
): number | undefined {
if (!this.perpMarketIndicies.includes(marketIndex)) {
return undefined;
}
const subAccountId = this.perpMarketToSubAccount.get(marketIndex);
if (subAccountId === undefined) {
logger.info(
`no configured subaccount to liquidate perp market ${marketIndex}`
);
return undefined;
}
if (!this.hasCollateralToLiquidate(subAccountId)) {
logger.info(
`subaccount ${subAccountId} has insufficient collateral to liquidate perp market ${marketIndex}`
);
return undefined;
}
return subAccountId;
}
private getSubAccountIdToLiquidateSpot(
marketIndex: number
): number | undefined {
if (!this.spotMarketIndicies.includes(marketIndex)) {
return undefined;
}
const subAccountId = this.spotMarketToSubAccount.get(marketIndex);
if (subAccountId === undefined) {
logger.info(
`no configured subaccount to liquidate spot market ${marketIndex}`
);
return undefined;
}
if (!this.hasCollateralToLiquidate(subAccountId)) {
logger.info(
`subaccount ${subAccountId} has insufficient collateral to liquidate spot market ${marketIndex}`
);
return undefined;
}
return subAccountId;
}
private getLiquidatorUserForSpotMarket(
marketIndex: number
): User | undefined {
const subAccountId = this.spotMarketToSubAccount.get(marketIndex);
if (subAccountId === undefined) {
return undefined;
}
return this.driftClient.getUser(subAccountId);
}
private getLiquidatorUserForPerpMarket(
marketIndex: number
): User | undefined {
const subAccountId = this.perpMarketToSubAccount.get(marketIndex);
if (subAccountId === undefined) {
return undefined;
}
return this.driftClient.getUser(subAccountId);
}
private async buildVersionedTransactionWithSimulatedCus(
ixs: Array<TransactionInstruction>,
luts: Array<AddressLookupTableAccount>,
cuPriceMicroLamports?: number
): Promise<SimulateAndGetTxWithCUsResponse> {
const fullIxs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // will be overwriten in sim
}),
];
if (cuPriceMicroLamports !== undefined) {
fullIxs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: cuPriceMicroLamports,
})
);
}
fullIxs.push(...ixs);
let resp: SimulateAndGetTxWithCUsResponse;
try {
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
resp = await simulateAndGetTxWithCUs({
ixs: fullIxs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: luts,
cuLimitMultiplier: 1.2,
doSimulation: true,
dumpTx: false,
recentBlockhash: recentBlockhash.blockhash,
});
} catch (e) {
const err = e as Error;
logger.error(
`error in buildVersionedTransactionWithSimulatedCus, using max CUs: ${err.message}\n${err.stack}`
);
resp = {
cuEstimate: -1,
simTxLogs: null,
simError: err,
simTxDuration: -1,
// @ts-ignore
tx: undefined,
};
}
return resp;
}
private useTwap(marketType: MarketTypeStr) {
const derisk =
marketType === 'perp'
? this.liquidatorConfig.deriskAlgoPerp
: marketType === 'spot'
? this.liquidatorConfig.deriskAlgoSpot
: undefined;
return (
derisk === 'twap' && this.liquidatorConfig.twapDurationSec !== undefined
);
}
private getTwapProgressKey(
marketType: MarketType,
subaccountId: number,
marketIndex: number
): string {
return `${getVariant(marketType)}-${subaccountId}-${marketIndex}`;
}
public async init() {
logger.info(`${this.name} initing`);
this.driftLookupTables =
await this.driftClient.fetchMarketLookupTableAccount();
let serumLut: AddressLookupTableAccount | null = null;
if (this.serumLookupTableAddress !== undefined) {
serumLut = (
await this.driftClient.connection.getAddressLookupTable(
this.serumLookupTableAddress
)
).value;
}
if (
this.runtimeSpecs.driftEnv === 'mainnet-beta' &&
serumLut === null &&
this.liquidatorConfig.useJupiter
) {
throw new Error(
`Failed to load LUT for drift spot accounts at ${this.serumLookupTableAddress?.toBase58()}, jupiter swaps will fail`
);
} else {
this.driftSpotLookupTables = serumLut!;
}
const subAccount = this.driftClient.activeSubAccountId;
if (this.perpMarketIndicies.length === 0) {
this.perpMarketIndicies = this.driftClient
.getPerpMarketAccounts()
.map((m) => {
return m.marketIndex;
});
for (const market of this.perpMarketIndicies) {
this.perpMarketToSubAccount.set(market, subAccount);
this.allSubaccounts.add(subAccount);
}
}
if (this.spotMarketIndicies.length === 0) {
this.spotMarketIndicies = this.driftClient
.getSpotMarketAccounts()
.map((m) => {
return m.marketIndex;
});
for (const market of this.spotMarketIndicies) {
this.spotMarketToSubAccount.set(market, subAccount);
this.allSubaccounts.add(subAccount);
}
}
logger.info(
`SubAccountID -> perpMarketIndex:\n${JSON.stringify(
Object.fromEntries(this.perpMarketToSubAccount),
null,
2
)}`
);
logger.info(
`SubAccountID -> spotMarketIndex:\n${JSON.stringify(
Object.fromEntries(this.spotMarketToSubAccount),
null,
2
)}`
);
await webhookMessage(`[${this.name}]: started`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.userMap!.unsubscribe();
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
this.tryLiquidateStart();
const intervalId = setInterval(
this.tryLiquidateStart.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
if (!this.disableAutoDerisking) {
const deRiskIntervalId = setInterval(
this.derisk.bind(this),
3.3 * intervalMs!
); // try to make it not overlap with the normal liquidation loop
this.intervalIds.push(deRiskIntervalId);
}
logger.info(`${this.name} Bot started!`);
for (const subAccount of this.allSubaccounts) {
const freeCollateral = this.driftClient
.getUser(subAccount)
.getFreeCollateral();
logger.info(
`[${
this.name
}] Subaccount: ${subAccount}: free collateral: $${convertToNumber(
freeCollateral,
QUOTE_PRECISION
)}, spending at most ${
(this.maxPositionTakeoverPctOfCollateralNum.toNumber() /
this.maxPositionTakeoverPctOfCollateralDenom.toNumber()) *
100.0
}% per liquidation`
);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
// check if we've ran the main loop recently
healthy =
this.watchdogTimerLastPatTime > Date.now() - 3 * this.defaultIntervalMs;
if (!healthy) {
logger.error(
`Bot ${this.name} is unhealthy, last pat time: ${
this.watchdogTimerLastPatTime - Date.now()
}ms ago`
);
}
return healthy;
}
/**
* Calculates the worse price to execute at (used for auction end when derisking)
* @param oracle for asset we trading
* @param direction of trade
* @returns
*/
private calculateOrderLimitPrice(
price: BN,
direction: PositionDirection
): BN {
const slippageBN = new BN(
(this.liquidatorConfig.maxSlippageBps! / BPS_PRECISION) *
PERCENTAGE_PRECISION.toNumber()
);
if (isVariant(direction, 'long')) {
return price
.mul(PERCENTAGE_PRECISION.add(slippageBN))
.div(PERCENTAGE_PRECISION);
} else {
return price
.mul(PERCENTAGE_PRECISION.sub(slippageBN))
.div(PERCENTAGE_PRECISION);
}
}
/**
* Calcualtes the auctionStart price when derisking (the best price we want to execute at)
* @param oracle for asset we trading
* @param direction of trade
* @returns
*/
private calculateDeriskAuctionStartPrice(
oracle: OraclePriceData,
direction: PositionDirection
): BN {
let auctionStartPrice: BN;
if (isVariant(direction, 'long')) {
auctionStartPrice = oracle.price.sub(oracle.confidence);
} else {
auctionStartPrice = oracle.price.add(oracle.confidence);
}
return auctionStartPrice;
}
private async driftSpotTrade(
orderDirection: PositionDirection,
marketIndex: number,
tokenAmount: BN,
limitPrice: BN,
subAccountId: number
) {
const position = this.driftClient.getSpotPosition(marketIndex);
if (!position) {
return;
}
const positionNetOpenOrders = tokenAmount.gt(ZERO)
? tokenAmount.add(position.openAsks)
: tokenAmount.add(position.openBids);
const spotMarket = this.driftClient.getSpotMarketAccount(marketIndex)!;
const standardizedTokenAmount = standardizeBaseAssetAmount(
positionNetOpenOrders,
spotMarket.orderStepSize
);
// check if open orders already net out with current position before placing new order
if (standardizedTokenAmount.eq(ZERO)) {
logger.info(
`Skipping drift spot trade, would have traded 0. ${tokenAmount.toString()} -> ${positionNetOpenOrders.toString()}-> ${standardizedTokenAmount.toString()}`
);
return;
}
const oracle = this.driftClient.getOracleDataForSpotMarket(marketIndex);
const auctionStartPrice = this.calculateDeriskAuctionStartPrice(
oracle,
orderDirection
);
const cancelOrdersIx = await this.driftClient.getCancelOrdersIx(
MarketType.SPOT,
marketIndex,
orderDirection,
subAccountId
);
const placeOrderIx = await this.driftClient.getPlaceSpotOrderIx(
getLimitOrderParams({
marketIndex: marketIndex,
direction: orderDirection,
baseAssetAmount: standardizedTokenAmount,
reduceOnly: true,
price: limitPrice,
auctionDuration: this.liquidatorConfig.deriskAuctionDurationSlots!,
auctionStartPrice,
auctionEndPrice: limitPrice,
}),
subAccountId
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[cancelOrdersIx, placeOrderIx],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error trying to close spot position for market ${marketIndex}, subaccount start ${subAccountId}, simError: ${JSON.stringify(
simResult.simError
)}`
);
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent derisk placeSpotOrder tx for on market ${marketIndex} tx: ${resp.txSig} `
);
}
}
private async cancelOpenOrdersForSpotMarket(
marketIndex: number,
subAccountId: number
) {
const cancelOrdersIx = await this.driftClient.getCancelOrdersIx(
MarketType.SPOT,
marketIndex,
null,
subAccountId
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[cancelOrdersIx],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error trying to close spot orders for market ${marketIndex}, subaccount start ${subAccountId}, simError: ${JSON.stringify(
simResult.simError
)}`
);
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent derisk placeSpotOrder tx for on market ${marketIndex} tx: ${resp.txSig} `
);
}
}
private async jupiterSpotSwap(
orderDirection: PositionDirection,
spotMarketIndex: number,
quote: QuoteResponse,
slippageBps: number,
subAccountId: number
) {
let outMarketIndex: number;
let inMarketIndex: number;
if (isVariant(orderDirection, 'long')) {
// sell USDC, buy spotMarketIndex
inMarketIndex = 0;
outMarketIndex = spotMarketIndex;
} else {
// sell spotMarketIndex, buy USDC
inMarketIndex = spotMarketIndex;
outMarketIndex = 0;
}
const swapIx = await this.driftClient.getJupiterSwapIxV6({
jupiterClient: this.jupiterClient!,
outMarketIndex,
inMarketIndex,
amount: new BN(quote.inAmount),
quote,
slippageBps,
userAccountPublicKey: await this.driftClient.getUserAccountPublicKey(
subAccountId
),
});
swapIx.ixs.unshift(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber!.getCustomStrategyResult()
),
})
);
swapIx.ixs.unshift(
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
})
);
const lookupTables = [...swapIx.lookupTables, this.driftLookupTables!];
if (this.driftSpotLookupTables) {
lookupTables.push(this.driftSpotLookupTables);
}
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
swapIx.ixs,
lookupTables,
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error trying to ${getVariant(
orderDirection
)} spot position for market ${spotMarketIndex} on jupiter, subaccount start ${subAccountId}, simError: ${JSON.stringify(
simResult.simError
)}`
);
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`closed spot position for market ${spotMarketIndex.toString()} on subaccount ${subAccountId}: ${
resp.txSig
} `
);
}
}
private getOrderParamsForPerpDerisk(
subaccountId: number,
position: PerpPosition,
dlob: DLOB
): OptionalOrderParams | undefined {
const nowSec = Math.floor(Date.now() / 1000);
let baseAssetAmount: BN;
if (this.useTwap('perp')) {
let twapProgress = this.twapExecutionProgresses!.get(
this.getTwapProgressKey(
MarketType.PERP,
subaccountId,
position.marketIndex
)
);
if (!twapProgress) {
twapProgress = new TwapExecutionProgress({
currentPosition: new BN(0),
targetPosition: new BN(0), // target positions to close
overallDurationSec: this.liquidatorConfig.twapDurationSec!,
startTimeSec: nowSec,
});
this.twapExecutionProgresses!.set(
this.getTwapProgressKey(
MarketType.PERP,
subaccountId,
position.marketIndex
),
twapProgress
);
}
twapProgress.updateProgress(position.baseAssetAmount, nowSec);
baseAssetAmount = twapProgress.getExecutionSlice(nowSec);
twapProgress.updateExecution(nowSec);
logger.info(
`twap progress for PERP subaccount ${subaccountId} for market ${
position.marketIndex
}, tradeSize: ${baseAssetAmount.toString()}, amountRemaining: ${twapProgress
.getAmountRemaining()
.toString()}`
);
} else {
baseAssetAmount = position.baseAssetAmount;
}
const positionPlusOpenOrders = baseAssetAmount.gt(ZERO)
? baseAssetAmount.add(position.openAsks)
: baseAssetAmount.add(position.openBids);
// check if open orders already net out with current position before placing new order
if (baseAssetAmount.gt(ZERO) && positionPlusOpenOrders.lte(ZERO)) {
logger.info(
`already have open orders on subaccount ${subaccountId} for market ${position.marketIndex}, skipping closing`
);
return undefined;
}
if (baseAssetAmount.lt(ZERO) && positionPlusOpenOrders.gte(ZERO)) {
logger.info(
`already have open orders on subaccount ${subaccountId} for market ${position.marketIndex}, skipping`
);
return undefined;
}
baseAssetAmount = standardizeBaseAssetAmount(
baseAssetAmount,
this.driftClient.getPerpMarketAccount(position.marketIndex)!.amm
.orderStepSize
);
if (baseAssetAmount.eq(ZERO)) {
return undefined;
}
const oracle = this.driftClient.getOracleDataForPerpMarket(
position.marketIndex
);
const direction = findDirectionToClose(position);
let entryPrice;
let bestPrice;
try {
({ entryPrice, bestPrice } = calculateEstimatedPerpEntryPrice(
'base',
baseAssetAmount.abs(),
direction,
this.driftClient.getPerpMarketAccount(position.marketIndex)!,
oracle,
dlob,
this.userMap.getSlot()
));
} catch (e) {
logger.error(
`Failed to calculate estimated perp entry price on market: ${
position.marketIndex
}, amt: ${baseAssetAmount.toString()}, ${getVariant(direction)}`
);
throw e;
}
const limitPrice = this.calculateOrderLimitPrice(entryPrice, direction);
const { auctionStartPrice, auctionEndPrice, oraclePriceOffset } =
deriveOracleAuctionParams({
direction,
oraclePrice: oracle.price,
auctionStartPrice: bestPrice,
auctionEndPrice: limitPrice,
limitPrice,
});
return getOrderParams({
orderType: OrderType.ORACLE,
direction,
baseAssetAmount,
reduceOnly: true,
marketIndex: position.marketIndex,
auctionDuration: this.liquidatorConfig.deriskAuctionDurationSlots!,
auctionStartPrice,
auctionEndPrice,
oraclePriceOffset,
});
}
private async deriskPerpPositions(userAccount: UserAccount, dlob: DLOB) {
for (const position of userAccount.perpPositions) {
const perpMarket = this.driftClient.getPerpMarketAccount(
position.marketIndex
)!;
if (!position.baseAssetAmount.isZero()) {
if (position.baseAssetAmount.abs().lt(perpMarket.amm.minOrderSize)) {
continue;
}
const orderParams = this.getOrderParamsForPerpDerisk(
userAccount.subAccountId,
position,
dlob
);
if (orderParams === undefined) {
continue;
}
const cancelOrdersIx = await this.driftClient.getCancelOrdersIx(
MarketType.PERP,
position.marketIndex,
orderParams.direction,
userAccount.subAccountId
);
const placeOrderIx = await this.driftClient.getPlacePerpOrderIx(
orderParams,
userAccount.subAccountId
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[cancelOrdersIx, placeOrderIx],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error error in placePerpOrder in market: ${
position.marketIndex
}, simError: ${JSON.stringify(simResult.simError)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: deriskPerpPositions`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in placePerpOrder in market ${
position.marketIndex
}: \n${simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent deriskPerpPosition tx on market ${position.marketIndex}: ${resp.txSig} `
);
}
} else if (position.quoteAssetAmount.lt(ZERO)) {
const userAccountPubkey =
await this.driftClient.getUserAccountPublicKey(
userAccount.subAccountId
);
logger.info(
`Settling negative perp pnl for ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}`
);
const ix = await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: userAccountPubkey,
settleeUserAccount: userAccount,
},
],
[position.marketIndex]
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
ix,
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in SettlePnl for userAccount ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}, simError: ${JSON.stringify(simResult.simError)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: settleNegativePnl`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
webhookMessage(
`[${
this.name
}]: :x: error in settlePnl for userAccount ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}: \n${simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''}`
);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent settlePnl (negative pnl) tx for ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
} tx: ${resp.txSig} `
);
}
} else if (position.quoteAssetAmount.gt(ZERO)) {
const availablePnl = calculateMarketAvailablePNL(
this.driftClient.getPerpMarketAccount(position.marketIndex)!,
this.driftClient.getQuoteSpotMarketAccount()
);
if (availablePnl.gt(ZERO)) {
const userAccountPubkey =
await this.driftClient.getUserAccountPublicKey(
userAccount.subAccountId
);
logger.info(
`Settling positive perp pnl for ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}`
);
const ix = await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: userAccountPubkey,
settleeUserAccount: userAccount,
},
],
[position.marketIndex]
);
const simResult =
await this.buildVersionedTransactionWithSimulatedCus(
ix,
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in SettlePnl for userAccount ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}, simError: ${JSON.stringify(simResult.simError)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: settlePositivePnl`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in settlePnl for userAccount ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp =
await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent settlePnl (positive pnl) tx for ${userAccountPubkey.toBase58()} on market ${
position.marketIndex
} tx: ${resp.txSig} `
);
}
}
}
}
}
private async determineBestSpotSwapRoute(
spotMarketIndex: number,
orderDirection: PositionDirection,
baseAmountIn: BN,
slippageBps: number
): Promise<QuoteResponse | undefined> {
if (!this.jupiterClient) {
return undefined;
}
const oraclePriceData =
this.driftClient.getOracleDataForSpotMarket(spotMarketIndex);
const dlob = await this.userMap!.getDLOB(oraclePriceData.slot.toNumber());
if (!dlob) {
logger.error('failed to load DLOB');
}
let dlobFillQuoteAmount: BN | undefined;
if (dlob) {
dlobFillQuoteAmount = dlob.estimateFillWithExactBaseAmount({
marketIndex: spotMarketIndex,
marketType: MarketType.SPOT,
baseAmount: baseAmountIn,
orderDirection,
slot: oraclePriceData.slot.toNumber(),
oraclePriceData,
});
}
let outMarket: SpotMarketAccount | undefined;
let inMarket: SpotMarketAccount | undefined;
let amountIn: BN | undefined;
if (isVariant(orderDirection, 'long')) {
// sell USDC, buy spotMarketIndex
inMarket = this.driftClient.getSpotMarketAccount(0);
outMarket = this.driftClient.getSpotMarketAccount(spotMarketIndex);
if (!inMarket || !outMarket) {
logger.error('failed to get spot markets');
return undefined;
}
const inPrecision = TEN.pow(new BN(inMarket.decimals));
const outPrecision = TEN.pow(new BN(outMarket.decimals));
amountIn = oraclePriceData.price
.mul(baseAmountIn)
.mul(inPrecision)
.div(PRICE_PRECISION.mul(outPrecision));
} else {
// sell spotMarketIndex, buy USDC
inMarket = this.driftClient.getSpotMarketAccount(spotMarketIndex);
outMarket = this.driftClient.getSpotMarketAccount(0);
amountIn = baseAmountIn;
}
if (!inMarket || !outMarket) {
logger.error('failed to get spot markets');
return undefined;
}
logger.info(
`Getting jupiter quote, ${getVariant(
orderDirection
)} amount: ${amountIn.toString()}, inMarketIdx: ${
inMarket.marketIndex
}, outMarketIdx: ${outMarket.marketIndex}, slippageBps: ${slippageBps}`
);
let quote: QuoteResponse | undefined;
try {
quote = await this.jupiterClient.getQuote({
inputMint: inMarket.mint,
outputMint: outMarket.mint,
amount: amountIn.abs(),
slippageBps: slippageBps,
maxAccounts: 10,
excludeDexes: ['Raydium CLMM'],
});
} catch (e) {
logger.error(`Error getting Jupiter quote: ${(e as Error).message}`);
console.error(e);
return undefined;
}
if (!quote) {
return undefined;
}
console.log('Jupiter quote:');
console.log(JSON.stringify(quote, null, 2));
if (!quote.routePlan || quote.routePlan.length === 0) {
logger.info(`Found no jupiter route`);
return undefined;
}
if (isVariant(orderDirection, 'long')) {
// buying spotMarketIndex, want min in
const jupAmountIn = new BN(quote.inAmount);
if (
dlobFillQuoteAmount?.gt(ZERO) &&
dlobFillQuoteAmount?.lt(jupAmountIn)
) {
logger.info(
`Want to long spot market ${spotMarketIndex}, dlob fill amount ${dlobFillQuoteAmount} < jup amount in ${jupAmountIn}, dont trade on jup`
);
return undefined;
} else {
return quote;
}
} else {
// selling spotMarketIndex, want max out
const jupAmountOut = new BN(quote.outAmount);
if (dlobFillQuoteAmount?.gt(jupAmountOut)) {
logger.info(
`Want to short spot market ${spotMarketIndex}, dlob fill amount ${dlobFillQuoteAmount} > jup amount out ${jupAmountOut}, dont trade on jup`
);
return undefined;
} else {
return quote;
}
}
}
private getOrderParamsForSpotDerisk(
subaccountId: number,
position: SpotPosition
):
| { tokenAmount: BN; limitPrice: BN; direction: PositionDirection }
| undefined {
const spotMarket = this.driftClient.getSpotMarketAccount(
position.marketIndex
);
if (!spotMarket) {
logger.error(
`failed to get spot market account for market ${position.marketIndex}`
);
return undefined;
}
const nowSec = Math.floor(Date.now() / 1000);
let tokenAmount = getSignedTokenAmount(
getTokenAmount(position.scaledBalance, spotMarket, position.balanceType),
position.balanceType
);
if (tokenAmount.abs().lt(spotMarket.minOrderSize)) {
return undefined;
}
if (this.useTwap('spot')) {
let twapProgress = this.twapExecutionProgresses!.get(
this.getTwapProgressKey(
MarketType.SPOT,
subaccountId,
position.marketIndex
)
);
if (!twapProgress) {
twapProgress = new TwapExecutionProgress({
currentPosition: new BN(0),
targetPosition: new BN(0), // target positions to close
overallDurationSec: this.liquidatorConfig.twapDurationSec!,
startTimeSec: nowSec,
});
this.twapExecutionProgresses!.set(
this.getTwapProgressKey(
MarketType.SPOT,
subaccountId,
position.marketIndex
),
twapProgress
);
}
twapProgress.updateProgress(tokenAmount, nowSec);
tokenAmount = twapProgress.getExecutionSlice(nowSec);
twapProgress.updateExecution(nowSec);
logger.info(
`twap progress for SPOT subaccount ${subaccountId} for market ${
position.marketIndex
}, tradeSize: ${tokenAmount.toString()}, amountRemaining: ${twapProgress
.getAmountRemaining()
.toString()}`
);
}
let direction: PositionDirection = PositionDirection.LONG;
if (isVariant(position.balanceType, 'deposit')) {
direction = PositionDirection.SHORT;
}
const oracle = this.driftClient.getOracleDataForSpotMarket(
position.marketIndex
);
const limitPrice = this.calculateOrderLimitPrice(oracle.price, direction);
return {
tokenAmount,
limitPrice,
direction,
};
}
/**
* Withdraws dust for a spot position
*
* @param userAccount
* @param position
* @returns true if tx was sent to withdraw dust, otherwise false
*/
private async withdrawDust(
userAccount: UserAccount,
position: SpotPosition
): Promise<boolean> {
if (this.liquidatorConfig.spotDustValueThresholdBN === undefined) {
return false;
}
// can only withdraw dust for now
// TODO: deposit to close dust borrows
if (isVariant(position.balanceType, 'borrow')) {
return false;
}
const spotMarket = this.driftClient.getSpotMarketAccount(
position.marketIndex
);
if (!spotMarket) {
throw new Error(
`failed to get spot market account for market ${position.marketIndex}`
);
}
const oracle = this.driftClient.getOracleDataForSpotMarket(
position.marketIndex
);
const tokenAmount = getTokenAmount(
position.scaledBalance,
spotMarket,
position.balanceType
);
const spotPositionValue = getTokenValue(
tokenAmount,
spotMarket.decimals,
oracle
);
if (spotPositionValue.lte(this.liquidatorConfig.spotDustValueThresholdBN)) {
let userTokenAccount = await getAssociatedTokenAddress(
spotMarket.mint,
userAccount.authority
);
const ixs: TransactionInstruction[] = [];
const isSolWithdraw = spotMarket.mint.equals(WRAPPED_SOL_MINT);
if (isSolWithdraw) {
const { ixs: startIxs, pubkey } =
await this.driftClient.getWrappedSolAccountCreationIxs(
tokenAmount,
true
);
ixs.push(...startIxs);
userTokenAccount = pubkey;
} else {
const accountExists = await checkIfAccountExists(
this.driftClient.connection,
userTokenAccount
);
if (!accountExists) {
ixs.push(
createAssociatedTokenAccountInstruction(
this.driftClient.wallet.publicKey,
userTokenAccount,
this.driftClient.wallet.publicKey,
spotMarket.mint,
this.driftClient.getTokenProgramForSpotMarket(spotMarket)
)
);
}
}
ixs.push(
await this.driftClient.getWithdrawIx(
tokenAmount,
position.marketIndex,
userTokenAccount,
undefined,
userAccount.subAccountId
)
);
if (isSolWithdraw) {
ixs.push(
createCloseAccountInstruction(
userTokenAccount,
userAccount.authority,
userAccount.authority,
[]
)
);
}
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
ixs,
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error trying to withdraw spot dust for market ${
position.marketIndex
}, subaccount start ${
userAccount.subAccountId
}, simError: ${JSON.stringify(simResult.simError)}`
);
return true;
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent withdraw dust on market ${position.marketIndex} tx: ${resp.txSig} `
);
return true;
}
}
return false;
}
private async deriskSpotPositions(userAccount: UserAccount) {
for (const position of userAccount.spotPositions) {
if (position.scaledBalance.eq(ZERO) || position.marketIndex === 0) {
if (position.openOrders != 0) {
await this.cancelOpenOrdersForSpotMarket(
position.marketIndex,
userAccount.subAccountId
);
}
continue;
}
const dustWithdrawn = await this.withdrawDust(userAccount, position);
if (dustWithdrawn) {
continue;
}
const orderParams = this.getOrderParamsForSpotDerisk(
userAccount.subAccountId,
position
);
if (orderParams === undefined) {
continue;
}
const slippageBps = this.liquidatorConfig.maxSlippageBps!;
const jupQuote = await this.determineBestSpotSwapRoute(
position.marketIndex,
orderParams.direction,
orderParams.tokenAmount,
slippageBps
);
if (!jupQuote) {
await this.driftSpotTrade(
orderParams.direction,
position.marketIndex,
orderParams.tokenAmount,
orderParams.limitPrice,
userAccount.subAccountId
);
} else {
await this.jupiterSpotSwap(
orderParams.direction,
position.marketIndex,
jupQuote,
slippageBps,
userAccount.subAccountId
);
}
}
}
private async deriskForSubaccount(subaccountId: number, dlob: DLOB) {
this.driftClient.switchActiveUser(subaccountId, this.driftClient.authority);
const userAccount = this.driftClient.getUserAccount(subaccountId);
if (!userAccount) {
logger.error('failed to get user account');
return;
}
if (userAccount.subAccountId !== subaccountId) {
logger.error('failed to switch user account');
return;
}
// need to await, otherwise driftClient.activeUserAccount will get rugged on next iter
await this.deriskPerpPositions(userAccount, dlob);
await this.deriskSpotPositions(userAccount);
}
/**
* attempts to acquire the mutex for derisking. If it is already acquired, it returns false
*/
private acquireMutex(mutex: Uint8Array): boolean {
return Atomics.compareExchange(mutex, 0, 0, 1) === 0;
}
/**
* releases the mutex.
* Warning: this should only be called after acquireMutex() returns true
*/
private releaseMutex(mutex: Uint8Array) {
Atomics.store(mutex, 0, 0);
}
/**
* attempts to close out any open positions on this account. It starts by cancelling any open orders
*/
private async derisk() {
if (!this.acquireMutex(this.deriskMutex)) {
return;
}
const dlob = await this.userMap.getDLOB(this.userMap.getSlot());
try {
for (const subAccountId of this.allSubaccounts) {
await this.deriskForSubaccount(subAccountId, dlob);
}
} finally {
this.releaseMutex(this.deriskMutex);
}
}
private calculateBaseAmountToLiquidate(liquidateePosition: PerpPosition): BN {
const liquidatorUser = this.getLiquidatorUserForPerpMarket(
liquidateePosition.marketIndex
);
if (!liquidatorUser) {
return ZERO;
}
const oraclePrice = this.driftClient.getOracleDataForPerpMarket(
liquidateePosition.marketIndex
).price;
const collateralToSpend = liquidatorUser
.getFreeCollateral()
.mul(PRICE_PRECISION)
.mul(this.maxPositionTakeoverPctOfCollateralNum)
.mul(BASE_PRECISION);
const baseAssetAmountToLiquidate = collateralToSpend.div(
oraclePrice
.mul(QUOTE_PRECISION)
.mul(this.maxPositionTakeoverPctOfCollateralDenom)
);
if (
baseAssetAmountToLiquidate.gt(liquidateePosition.baseAssetAmount.abs())
) {
return liquidateePosition.baseAssetAmount.abs();
} else {
return baseAssetAmountToLiquidate;
}
}
/**
* Find the user perp position with the largest loss, resolve bankruptcy on this market.
*
* @param chUserToCheck
* @returns
*/
private findPerpBankruptingMarkets(chUserToCheck: User): Array<number> {
const bankruptMarketIndices: Array<number> = [];
for (const market of this.driftClient.getPerpMarketAccounts()) {
const position = chUserToCheck.getPerpPosition(market.marketIndex);
if (!position || position.quoteAssetAmount.gte(ZERO)) {
// invalid position to liquidate
continue;
}
bankruptMarketIndices.push(position.marketIndex);
}
return bankruptMarketIndices;
}
/**
* Find the user spot position with the largest loss, resolve bankruptcy on this market.
*
* @param chUserToCheck
* @returns
*/
private findSpotBankruptingMarkets(chUserToCheck: User): Array<number> {
const bankruptMarketIndices: Array<number> = [];
for (const market of this.driftClient.getSpotMarketAccounts()) {
const position = chUserToCheck.getSpotPosition(market.marketIndex);
if (!position) {
continue;
}
if (!isVariant(position.balanceType, 'borrow')) {
// not possible to resolve non-borrow markets
continue;
}
if (position.scaledBalance.lte(ZERO)) {
// invalid borrow
continue;
}
bankruptMarketIndices.push(position.marketIndex);
}
return bankruptMarketIndices;
}
private async tryResolveBankruptUser(user: User) {
const userAcc = user.getUserAccount();
const userKey = user.getUserAccountPublicKey();
// find out whether the user is perp-bankrupt or spot-bankrupt
const bankruptPerpMarkets = this.findPerpBankruptingMarkets(user);
const bankruptSpotMarkets = this.findSpotBankruptingMarkets(user);
logger.info(
`User ${userKey.toBase58()} is bankrupt in perpMarkets: ${bankruptPerpMarkets} and spotMarkets: ${bankruptSpotMarkets} `
);
// resolve bankrupt markets
for (const perpIdx of bankruptPerpMarkets) {
logger.info(
`Resolving perp market for userAcc: ${userKey.toBase58()}, marketIndex: ${perpIdx} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: Resolving perp market for userAcc: ${userKey.toBase58()}, marketIndex: ${perpIdx} `
);
}
const ix = await this.driftClient.getResolvePerpBankruptcyIx(
userKey,
userAcc,
perpIdx
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in resolveBankruptcy for userAccount ${userKey.toBase58()} on market ${perpIdx}, simError: ${JSON.stringify(
simResult.simError
)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: resolveBankruptcy`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in resolveBankruptcy for userAccount ${userKey.toBase58()}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent resolveBankruptcy tx for ${userKey.toBase58()} in perp market ${perpIdx} tx: ${
resp.txSig
} `
);
}
}
for (const spotIdx of bankruptSpotMarkets) {
logger.info(
`Resolving spot market for userAcc: ${userKey.toBase58()}, marketIndex: ${spotIdx} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: Resolving spot market for userAcc: ${userKey.toBase58()}, marketIndex: ${spotIdx} `
);
}
const ix = await this.driftClient.getResolveSpotBankruptcyIx(
userKey,
userAcc,
spotIdx
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in resolveBankruptcy for userAccount ${userKey.toBase58()} in spot market ${spotIdx}, simError: ${JSON.stringify(
simResult.simError
)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: resolveBankruptcy`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in resolveBankruptcy for userAccount ${userKey.toBase58()}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent resolveBankruptcy tx for ${userKey.toBase58()} in spot market ${spotIdx} tx: ${
resp.txSig
} `
);
}
}
}
private hasCollateralToLiquidate(subAccountId: number): boolean {
const currUser = this.driftClient.getUser(subAccountId);
const freeCollateral = currUser.getFreeCollateral('Initial');
const subAccountValue = new BN(
calculateAccountValueUsd(currUser) * QUOTE_PRECISION.toNumber()
);
const minFreeCollateral = subAccountValue
.mul(this.maxPositionTakeoverPctOfCollateralNum)
.div(this.maxPositionTakeoverPctOfCollateralDenom);
return freeCollateral.gte(minFreeCollateral);
}
private findBestSpotPosition(
liquidateeUser: User,
spotPositions: SpotPosition[],
isBorrow: boolean,
positionTakerOverPctNumerator: BN,
positionTakerOverPctDenominator: BN
): {
bestIndex: number;
bestAmount: BN;
indexWithMaxAssets: number;
indexWithOpenOrders: number;
} {
let bestIndex = -1;
let bestAmount = ZERO;
let currentAstWeight = 0;
let currentLibWeight = Number.MAX_VALUE;
let indexWithMaxAssets = -1;
let maxAssets = new BN(-1);
let indexWithOpenOrders = -1;
for (const position of spotPositions) {
const market = this.driftClient.getSpotMarketAccount(
position.marketIndex
);
if (!market) {
throw new Error('No spot market found, drift client misconfigured');
continue;
}
if (position.scaledBalance.eq(ZERO)) {
continue;
}
if (position.openOrders > 0) {
indexWithOpenOrders = position.marketIndex;
}
const totalAssetValue = liquidateeUser.getSpotMarketAssetValue(
position.marketIndex,
'Maintenance',
true,
undefined,
undefined
);
if (totalAssetValue.abs().gt(maxAssets)) {
maxAssets = totalAssetValue.abs();
indexWithMaxAssets = position.marketIndex;
}
if (
(isBorrow && isVariant(position.balanceType, 'deposit')) ||
(!isBorrow && isVariant(position.balanceType, 'borrow'))
) {
continue;
}
const spotMarket = this.driftClient.getSpotMarketAccount(
position.marketIndex
);
if (!spotMarket) {
logger.error(`No spot market found for ${position.marketIndex}`);
continue;
}
const liquidatorUser = this.getLiquidatorUserForSpotMarket(
position.marketIndex
);
if (!liquidatorUser) {
continue;
}
const tokenAmount = calculateSpotTokenAmountToLiquidate(
this.driftClient,
liquidatorUser,
position,
positionTakerOverPctNumerator,
positionTakerOverPctDenominator
);
if (isBorrow) {
if (spotMarket.maintenanceLiabilityWeight < currentLibWeight) {
bestAmount = tokenAmount;
bestIndex = position.marketIndex;
currentAstWeight = spotMarket.maintenanceAssetWeight;
currentLibWeight = spotMarket.maintenanceLiabilityWeight;
}
} else {
if (spotMarket.maintenanceAssetWeight > currentAstWeight) {
bestAmount = tokenAmount;
bestIndex = position.marketIndex;
currentAstWeight = spotMarket.maintenanceAssetWeight;
currentLibWeight = spotMarket.maintenanceLiabilityWeight;
}
}
}
return {
bestIndex,
bestAmount,
indexWithMaxAssets: indexWithMaxAssets,
indexWithOpenOrders,
};
}
private async liqSpot(
user: User,
depositMarketIndexToLiq: number,
borrowMarketIndexToLiq: number,
subAccountToLiqSpot: number,
amountToLiqBN: BN
): Promise<boolean> {
let sentTx = false;
const ix = await this.driftClient.getLiquidateSpotIx(
user.userAccountPublicKey,
user.getUserAccount(),
depositMarketIndexToLiq,
borrowMarketIndexToLiq,
amountToLiqBN,
undefined,
subAccountToLiqSpot
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in liquidateSpot for userAccount ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndexToLiq}, simError: ${JSON.stringify(
simResult.simError
)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: liquidateSpot`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in liquidateSpot for userAccount ${user.userAccountPublicKey.toBase58()}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
sentTx = true;
logger.info(
`Sent liquidateSpot tx for ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndexToLiq} tx: ${
resp.txSig
} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: liquidateBorrow for userAccount ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndexToLiq} tx: ${
resp.txSig
} `
);
}
}
return sentTx;
}
private async liqBorrow(
depositMarketIndexToLiq: number,
borrowMarketIndexToLiq: number,
borrowAmountToLiq: BN,
user: User
): Promise<boolean> {
const borrowMarket = this.driftClient.getSpotMarketAccount(
borrowMarketIndexToLiq
)!;
const spotPrecision = TEN.pow(new BN(borrowMarket.decimals));
logger.info(
`liqBorrow: ${user.userAccountPublicKey.toBase58()} amountToLiq: ${convertToNumber(
borrowAmountToLiq,
spotPrecision
)} on market ${borrowMarketIndexToLiq}`
);
const subAccountToLiqSpot = this.getSubAccountIdToLiquidateSpot(
borrowMarketIndexToLiq
);
if (subAccountToLiqSpot === undefined) {
return false;
}
const currUser = this.driftClient.getUser(subAccountToLiqSpot);
const oracle = this.driftClient.getOracleDataForSpotMarket(
borrowMarketIndexToLiq
);
const borrowValue = getTokenValue(
borrowAmountToLiq,
borrowMarket.decimals,
oracle
);
const subAccountValue = calculateAccountValueUsd(currUser);
const freeCollateral = currUser.getFreeCollateral('Initial');
const collateralAvailable = freeCollateral
.mul(this.maxPositionTakeoverPctOfCollateralNum)
.div(this.maxPositionTakeoverPctOfCollateralDenom);
let amountToLiqBN = borrowAmountToLiq.muln(2); // double to make sure it clears out extra interest
if (borrowValue.gt(collateralAvailable)) {
amountToLiqBN = spotPrecision.mul(collateralAvailable).div(oracle.price);
}
logger.info(
`Subaccount ${subAccountToLiqSpot}: BorrowValue: ${borrowValue}, accountValue: ${subAccountValue}, collateralAvailable: ${convertToNumber(
collateralAvailable,
QUOTE_PRECISION
)}, amountToLiq: ${convertToNumber(amountToLiqBN, spotPrecision)}`
);
return await this.liqSpot(
user,
depositMarketIndexToLiq,
borrowMarketIndexToLiq,
subAccountToLiqSpot,
amountToLiqBN
);
}
private async liqPerpPnl(
user: User,
perpMarketAccount: PerpMarketAccount,
usdcAccount: SpotMarketAccount,
liquidateePosition: PerpPosition,
depositMarketIndextoLiq: number,
depositAmountToLiq: BN,
borrowMarketIndextoLiq: number,
borrowAmountToLiq: BN
): Promise<boolean> {
logger.info(
`liqPerpPnl: ${user.userAccountPublicKey.toBase58()} depositAmountToLiq: ${depositAmountToLiq.toString()} (depMktIndex: ${depositMarketIndextoLiq}). borrowAmountToLiq: ${borrowAmountToLiq.toString()} (brwMktIndex: ${borrowMarketIndextoLiq}). liqeePositionQuoteAmount: ${liquidateePosition.quoteAssetAmount.toNumber()} (perpMktIdx: ${
perpMarketAccount.marketIndex
})`
);
let sentTx = false;
if (liquidateePosition.quoteAssetAmount.gt(ZERO)) {
const claimablePnl = calculateClaimablePnl(
perpMarketAccount,
usdcAccount,
liquidateePosition,
this.driftClient.getOracleDataForPerpMarket(
liquidateePosition.marketIndex
)
);
if (claimablePnl.gt(ZERO) && borrowMarketIndextoLiq === -1) {
const ix = await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: user.userAccountPublicKey,
settleeUserAccount: user.getUserAccount(),
},
],
[liquidateePosition.marketIndex]
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
ix,
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in settlePnl for userAccount ${user.userAccountPublicKey.toBase58()} in perp market ${
liquidateePosition.marketIndex
}, simError: ${JSON.stringify(simResult.simError)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: settlePnl`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in settlePnl for userAccount ${user.userAccountPublicKey.toBase58()}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent settlePnl tx for ${user.userAccountPublicKey.toBase58()} in perp market ${
liquidateePosition.marketIndex
} tx: ${resp.txSig} `
);
}
return sentTx;
}
let frac = new BN(100000000);
if (claimablePnl.gt(ZERO)) {
frac = BN.max(
liquidateePosition.quoteAssetAmount.div(claimablePnl),
new BN(1)
);
}
if (frac.lt(new BN(100000000))) {
const subAccountToLiqBorrow = this.getSubAccountIdToLiquidateSpot(
borrowMarketIndextoLiq
);
if (subAccountToLiqBorrow === undefined) {
return sentTx;
}
const ix = await this.driftClient.getLiquidateBorrowForPerpPnlIx(
user.userAccountPublicKey,
user.getUserAccount(),
liquidateePosition.marketIndex,
borrowMarketIndextoLiq,
borrowAmountToLiq.div(frac),
undefined,
subAccountToLiqBorrow
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in liquidateBorrowForPerpPnl for userAccount ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndextoLiq}, simError: ${JSON.stringify(
simResult.simError
)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: liquidateBorrowForPerpPnl`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in liquidateBorrowForPerpPnl for userAccount ${user.userAccountPublicKey.toBase58()}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
logger.info(
`Sent liquidateBorrowForPerpPnl tx for ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndextoLiq} tx: ${
resp.txSig
} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: liquidateBorrowForPerpPnl for userAccount ${user.userAccountPublicKey.toBase58()} in spot market ${borrowMarketIndextoLiq} tx: ${
resp.txSig
} `
);
}
}
} else {
logger.info(
`claimablePnl = ${claimablePnl.toString()} << liquidateePosition.quoteAssetAmount=${liquidateePosition.quoteAssetAmount.toString()} `
);
logger.info(`skipping liquidateBorrowForPerpPnl`);
}
} else {
const start = Date.now();
const { perpTier: safestPerpTier, spotTier: safestSpotTier } =
user.getSafestTiers();
const perpTier = getPerpMarketTierNumber(perpMarketAccount);
if (!perpTierIsAsSafeAs(perpTier, safestPerpTier, safestSpotTier)) {
return sentTx;
}
if (!this.spotMarketIndicies.includes(depositMarketIndextoLiq)) {
logger.info(
`skipping liquidatePerpPnlForDeposit of ${user.userAccountPublicKey.toBase58()} on spot market ${depositMarketIndextoLiq} because it is not in spotMarketIndices`
);
return sentTx;
}
const subAccountToTakeOverPerpPnl = this.getSubAccountIdToLiquidatePerp(
liquidateePosition.marketIndex
);
if (subAccountToTakeOverPerpPnl === undefined) {
return sentTx;
}
const pnlToLiq = this.driftClient
.getUser(subAccountToTakeOverPerpPnl)
.getFreeCollateral('Initial');
try {
const ix = await this.driftClient.getLiquidatePerpPnlForDepositIx(
user.userAccountPublicKey,
user.getUserAccount(),
liquidateePosition.marketIndex,
depositMarketIndextoLiq,
pnlToLiq,
undefined,
subAccountToTakeOverPerpPnl
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in liquidatePerpPnlForDeposit for userAccount ${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
}: simError: ${JSON.stringify(simResult.simError)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: liquidatePerpPnlForDeposit`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in liquidatePerpPnlForDeposit for userAccount ${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
}: \n${simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''}`;
logger.error(msg);
webhookMessage(msg);
} else {
this.throttledUsers.set(
user.userAccountPublicKey.toBase58(),
Date.now()
);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
sentTx = true;
logger.info(
`Sent liquidatePerpPnlForDeposit tx for ${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
} tx: ${resp.txSig} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: liquidatePerpPnlForDeposit for ${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
} tx: ${resp.txSig} `
);
}
}
} catch (err) {
logger.error(
`Error in liquidatePerpPnlForDeposit for userAccount ${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
}`
);
console.error(err);
} finally {
this.recordHistogram(start, 'liquidatePerpPnlForDeposit');
}
}
return sentTx;
}
private async liqPerp(
user: User,
perpMarketIndex: number,
subAccountToLiqPerp: number,
baseAmountToLiquidate: BN
): Promise<boolean> {
let txSent = false;
const ix = await this.driftClient.getLiquidatePerpIx(
user.userAccountPublicKey,
user.getUserAccount(),
perpMarketIndex,
baseAmountToLiquidate,
undefined,
subAccountToLiqPerp
);
const simResult = await this.buildVersionedTransactionWithSimulatedCus(
[ix],
[this.driftLookupTables!],
Math.floor(this.priorityFeeSubscriber.getCustomStrategyResult())
);
if (simResult.simError !== null) {
logger.error(
`Error in liquidatePerp for userAccount ${user.userAccountPublicKey.toBase58()} on market ${perpMarketIndex}, simError: ${JSON.stringify(
simResult.simError
)}`
);
const errorCode = handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: liquidatePerp`
);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
const msg = `[${
this.name
}]: :x: error in liquidatePerp for userAccount ${user.userAccountPublicKey.toBase58()} on market ${perpMarketIndex}: \n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`;
logger.error(msg);
webhookMessage(msg);
} else {
this.throttledUsers.set(
user.userAccountPublicKey.toBase58(),
Date.now()
);
}
} else {
const resp = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
undefined,
this.driftClient.opts
);
txSent = true;
logger.info(
`Sent liquidatePerp tx for ${user.userAccountPublicKey.toBase58()} on market ${perpMarketIndex} tx: ${
resp.txSig
} `
);
if (this.liquidatorConfig.notifyOnLiquidation) {
webhookMessage(
`[${
this.name
}]: liquidatePerp for ${user.userAccountPublicKey.toBase58()} on market ${perpMarketIndex} tx: ${
resp.txSig
} `
);
}
}
return txSent;
}
private findSortedUsers(): {
usersCanBeLiquidated: Array<{
user: User;
userKey: string;
marginRequirement: BN;
canBeLiquidated: boolean;
}>;
checkedUsers: number;
liquidatableUsers: number;
} {
const usersCanBeLiquidated = new Array<{
user: User;
userKey: string;
marginRequirement: BN;
canBeLiquidated: boolean;
}>();
let checkedUsers = 0;
let liquidatableUsers = 0;
for (const user of this.userMap!.values()) {
checkedUsers++;
const { canBeLiquidated, marginRequirement } = user.canBeLiquidated();
if (canBeLiquidated || user.isBeingLiquidated()) {
liquidatableUsers++;
const userKey = user.userAccountPublicKey.toBase58();
if (this.excludedAccounts.has(userKey)) {
// Debug log precisely because the intent is to avoid noise
logger.debug(
`Skipping liquidation for ${userKey} due to configuration`
);
} else {
usersCanBeLiquidated.push({
user,
userKey,
marginRequirement,
canBeLiquidated,
});
}
}
}
// sort the usersCanBeLiquidated by marginRequirement, largest to smallest
usersCanBeLiquidated.sort((a, b) => {
return b.marginRequirement.gt(a.marginRequirement) ? 1 : -1;
});
return {
usersCanBeLiquidated,
checkedUsers,
liquidatableUsers,
};
}
private async tryLiquidate(): Promise<{
checkedUsers: number;
liquidatableUsers: number;
ran: boolean;
skipReason: {
untrackedPerpMarket: number;
untrackedSpotMarket: number;
throttledUser: number;
liquidatePerpPnlForDepositSent: number;
liquidatePerpSent: number;
liquidateSpotSent: number;
};
}> {
const { usersCanBeLiquidated, checkedUsers, liquidatableUsers } =
this.findSortedUsers();
let untrackedPerpMarket = 0;
let untrackedSpotMarket = 0;
let throttledUser = 0;
let liquidatePerpPnlForDepositSent = 0;
let liquidatePerpSent = 0;
let liquidateSpotSent = 0;
for (const {
user,
userKey,
marginRequirement: _marginRequirement,
canBeLiquidated,
} of usersCanBeLiquidated) {
const userAcc = user.getUserAccount();
const auth = userAcc.authority.toBase58();
if (isUserBankrupt(user) || user.isBankrupt()) {
await this.tryResolveBankruptUser(user);
} else if (canBeLiquidated) {
const lastAttempt = this.throttledUsers.get(userKey);
if (lastAttempt) {
const now = Date.now();
if (lastAttempt + LIQUIDATE_THROTTLE_BACKOFF > now) {
logger.warn(
`skipping user(throttled, retry in ${
lastAttempt + LIQUIDATE_THROTTLE_BACKOFF - now
}ms) ${auth}: ${userKey} `
);
throttledUser++;
continue;
} else {
this.throttledUsers.delete(userKey);
}
}
const liquidateeUserAccount = user.getUserAccount();
// most attractive spot market liq
const {
bestIndex: depositMarketIndextoLiq,
bestAmount: depositAmountToLiq,
indexWithMaxAssets,
indexWithOpenOrders,
} = this.findBestSpotPosition(
user,
liquidateeUserAccount.spotPositions,
false,
this.maxPositionTakeoverPctOfCollateralNum,
this.maxPositionTakeoverPctOfCollateralDenom
);
const {
bestIndex: borrowMarketIndextoLiq,
bestAmount: borrowAmountToLiq,
} = this.findBestSpotPosition(
user,
liquidateeUserAccount.spotPositions,
true,
this.maxPositionTakeoverPctOfCollateralNum,
this.maxPositionTakeoverPctOfCollateralDenom
);
let liquidateeHasSpotPos = false;
if (borrowMarketIndextoLiq != -1 && depositMarketIndextoLiq != -1) {
liquidateeHasSpotPos = true;
const sent = await this.liqBorrow(
depositMarketIndextoLiq,
borrowMarketIndextoLiq,
borrowAmountToLiq,
user
);
if (sent) {
liquidateSpotSent++;
}
}
const usdcMarket = this.driftClient.getSpotMarketAccount(
QUOTE_SPOT_MARKET_INDEX
);
if (!usdcMarket) {
throw new Error(
`USDC spot market not loaded, misconfigured DriftClient`
);
}
// less attractive, perp / perp pnl liquidations
let liquidateeHasPerpPos = false;
let liquidateeHasUnsettledPerpPnl = false;
let liquidateeHasLpPos = false;
let liquidateePerpIndexWithOpenOrders = -1;
// shuffle user perp positions to get good position coverage in case some
// positions put the liquidator into a bad state.
const userPerpPositions = user.getActivePerpPositions();
userPerpPositions.sort(() => Math.random() - 0.5);
for (const liquidateePosition of userPerpPositions) {
if (liquidateePosition.openOrders > 0) {
liquidateePerpIndexWithOpenOrders = liquidateePosition.marketIndex;
}
const perpMarket = this.driftClient.getPerpMarketAccount(
liquidateePosition.marketIndex
);
if (!perpMarket) {
throw new Error(
`perpMarket not loaded for marketIndex ${liquidateePosition.marketIndex}, misconfigured DriftClient`
);
}
// TODO: use enum on new sdk release
if (
isOperationPaused(perpMarket.pausedOperations, 32 as PerpOperation)
) {
logger.info(
`Skipping liquidation for ${userKey} on market ${perpMarket.marketIndex}, liquidation paused`
);
continue;
}
liquidateeHasUnsettledPerpPnl =
liquidateePosition.baseAssetAmount.isZero() &&
!liquidateePosition.quoteAssetAmount.isZero();
liquidateeHasPerpPos =
!liquidateePosition.baseAssetAmount.isZero() ||
!liquidateePosition.quoteAssetAmount.isZero();
liquidateeHasLpPos = !liquidateePosition.lpShares.isZero();
const tryLiqPerp =
liquidateeHasUnsettledPerpPnl &&
// call liquidatePerpPnlForDeposit
((liquidateePosition.quoteAssetAmount.lt(ZERO) &&
depositMarketIndextoLiq > -1) ||
// call liquidateBorrowForPerpPnl or settlePnl
liquidateePosition.quoteAssetAmount.gt(ZERO));
if (tryLiqPerp) {
const sent = await this.liqPerpPnl(
user,
perpMarket,
usdcMarket,
liquidateePosition,
depositMarketIndextoLiq,
depositAmountToLiq,
borrowMarketIndextoLiq,
borrowAmountToLiq
);
if (sent) {
liquidatePerpPnlForDepositSent++;
}
}
const baseAmountToLiquidate = this.calculateBaseAmountToLiquidate(
user.getPerpPositionWithLPSettle(
liquidateePosition.marketIndex,
liquidateePosition
)[0]
);
const subAccountToLiqPerp = this.getSubAccountIdToLiquidatePerp(
liquidateePosition.marketIndex
);
if (subAccountToLiqPerp === undefined) {
untrackedPerpMarket++;
continue;
}
if (baseAmountToLiquidate.gt(ZERO)) {
if (this.dryRun) {
logger.warn('--dry run flag enabled - not sending liquidate tx');
continue;
}
const sent = await this.liqPerp(
user,
liquidateePosition.marketIndex,
subAccountToLiqPerp,
baseAmountToLiquidate
);
if (sent) {
liquidatePerpSent++;
}
} else if (liquidateeHasLpPos) {
logger.info(
`liquidatePerp ${auth}-${user.userAccountPublicKey.toBase58()} on market ${
liquidateePosition.marketIndex
} has lp shares but no perp pos, trying to clear it:`
);
const sent = await this.liqPerp(
user,
liquidateePosition.marketIndex,
subAccountToLiqPerp,
ZERO
);
if (sent) {
liquidatePerpSent++;
}
}
}
if (!liquidateeHasSpotPos && !liquidateeHasPerpPos) {
logger.info(
`${auth}-${user.userAccountPublicKey.toBase58()} can be liquidated but has no positions`
);
if (liquidateePerpIndexWithOpenOrders !== -1) {
logger.info(
`${auth}-${user.userAccountPublicKey.toBase58()} liquidatePerp with open orders in ${liquidateePerpIndexWithOpenOrders}`
);
this.throttledUsers.set(
user.userAccountPublicKey.toBase58(),
Date.now()
);
const subAccountToLiqPerp = this.getSubAccountIdToLiquidatePerp(
liquidateePerpIndexWithOpenOrders
);
if (subAccountToLiqPerp === undefined) {
untrackedPerpMarket++;
continue;
}
const sent = await this.liqPerp(
user,
liquidateePerpIndexWithOpenOrders,
subAccountToLiqPerp,
ZERO
);
if (sent) {
liquidatePerpSent++;
}
}
if (indexWithOpenOrders !== -1) {
logger.info(
`${auth}-${user.userAccountPublicKey.toBase58()} liquidateSpot with assets in ${indexWithMaxAssets} and open orders in ${indexWithOpenOrders}`
);
this.throttledUsers.set(
user.userAccountPublicKey.toBase58(),
Date.now()
);
const subAccountToLiqSpot =
this.getSubAccountIdToLiquidateSpot(indexWithOpenOrders);
if (subAccountToLiqSpot === undefined) {
untrackedSpotMarket++;
continue;
}
const sent = await this.liqSpot(
user,
indexWithMaxAssets,
indexWithOpenOrders,
subAccountToLiqSpot,
ZERO
);
if (sent) {
liquidateSpotSent++;
}
}
}
} else if (user.isBeingLiquidated()) {
// liquidate the user to bring them out of liquidation status, can liquidate any market even
// if the user doesn't have a position in it
logger.info(
`[${
this.name
}]: user stuck in beingLiquidated status, need to clear it for ${user.userAccountPublicKey.toBase58()}`
);
// can liquidate with any subaccount, no liability transfer
const sent = await this.liqPerp(
user,
0,
this.driftClient.activeSubAccountId,
ZERO
);
if (sent) {
liquidatePerpSent++;
}
}
}
return {
ran: true,
checkedUsers,
liquidatableUsers,
skipReason: {
untrackedPerpMarket,
untrackedSpotMarket,
throttledUser,
liquidatePerpPnlForDepositSent,
liquidatePerpSent,
liquidateSpotSent,
},
};
}
/**
* iterates over users in userMap and checks:
* 1. is user bankrupt? if so, resolve bankruptcy
* 2. is user in liquidation? If so, endangered position is liquidated
*/
private async tryLiquidateStart() {
const start = Date.now();
/*
If there is more than one subAccount, then derisk and liquidate may try to
change it, so both need to be mutually exclusive.
If not, all we care about is avoiding two liquidation calls at the same time.
*/
const mutex =
this.allSubaccounts.size > 1 ? this.deriskMutex : this.liquidateMutex;
if (!this.acquireMutex(mutex)) {
logger.info(
`${this.name} tryLiquidate ran into locked mutex, skipping run.`
);
return;
}
let ran = false;
let checkedUsers = 0;
let liquidatableUsers = 0;
let skipReason: any;
try {
({ ran, checkedUsers, liquidatableUsers, skipReason } =
await this.tryLiquidate());
} catch (e) {
console.error(e);
if (e instanceof Error) {
webhookMessage(
`[${this.name}]: :x: uncaught error: \n${
e.stack ? e.stack : e.message
} `
);
}
} finally {
if (ran) {
logger.info(
`${
this.name
} Bot checked ${checkedUsers} users, ${liquidatableUsers} liquidateable, skipReason: ${JSON.stringify(
skipReason
)}. Took: ${Date.now() - start}ms to run`
);
this.watchdogTimerLastPatTime = Date.now();
}
}
this.releaseMutex(mutex);
}
private recordHistogram(start: number, method: string) {
if (this.sdkCallDurationHistogram) {
this.sdkCallDurationHistogram!.record(Date.now() - start, {
method: method,
});
}
}
private initializeMetrics() {
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metricsInitialized = true;
const { endpoint: defaultEndpoint } = PrometheusExporter.DEFAULT_OPTIONS;
this.exporter = new PrometheusExporter(
{
port: this.metricsPort,
endpoint: defaultEndpoint,
},
() => {
logger.info(
`prometheus scrape endpoint started: http://localhost:${this.metricsPort}${defaultEndpoint}`
);
}
);
const meterName = this.name;
const meterProvider = new MeterProvider({
views: [
new View({
instrumentName: METRIC_TYPES.sdk_call_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: meterName,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 100),
true
),
}),
],
});
meterProvider.addMetricReader(this.exporter);
this.meter = meterProvider.getMeter(meterName);
this.runtimeSpecsGauge = this.meter.createObservableGauge(
METRIC_TYPES.runtime_specs,
{
description: 'Runtime sepcification of this program',
}
);
this.runtimeSpecsGauge.addCallback((obs) => {
obs.observe(1, this.runtimeSpecs);
});
this.totalLeverage = this.meter.createObservableGauge(
METRIC_TYPES.total_leverage,
{
description: 'Total leverage of the account',
}
);
this.totalCollateral = this.meter.createObservableGauge(
METRIC_TYPES.total_collateral,
{
description: 'Total collateral of the account',
}
);
this.freeCollateral = this.meter.createObservableGauge(
METRIC_TYPES.free_collateral,
{
description: 'Free collateral of the account',
}
);
this.perpPositionValue = this.meter.createObservableGauge(
METRIC_TYPES.perp_posiiton_value,
{
description: 'Value of account perp positions',
}
);
this.perpPositionBase = this.meter.createObservableGauge(
METRIC_TYPES.perp_posiiton_base,
{
description: 'Base asset value of account perp positions',
}
);
this.perpPositionQuote = this.meter.createObservableGauge(
METRIC_TYPES.perp_posiiton_quote,
{
description: 'Quote asset value of account perp positions',
}
);
this.initialMarginRequirement = this.meter.createObservableGauge(
METRIC_TYPES.initial_margin_requirement,
{
description: 'The account initial margin requirement',
}
);
this.maintenanceMarginRequirement = this.meter.createObservableGauge(
METRIC_TYPES.maintenance_margin_requirement,
{
description: 'The account maintenance margin requirement',
}
);
this.unrealizedPnL = this.meter.createObservableGauge(
METRIC_TYPES.unrealized_pnl,
{
description: 'The account unrealized PnL',
}
);
this.unrealizedFundingPnL = this.meter.createObservableGauge(
METRIC_TYPES.unrealized_funding_pnl,
{
description: 'The account unrealized funding PnL',
}
);
this.sdkCallDurationHistogram = this.meter.createHistogram(
METRIC_TYPES.sdk_call_duration_histogram,
{
description: 'Distribution of sdk method calls',
unit: 'ms',
}
);
this.userMapUserAccountKeysGauge = this.meter.createObservableGauge(
METRIC_TYPES.user_map_user_account_keys,
{
description: 'number of user account keys in UserMap',
}
);
this.userMapUserAccountKeysGauge.addCallback(async (obs) => {
obs.observe(this.userMap!.size());
});
this.meter.addBatchObservableCallback(
async (batchObservableResult: BatchObservableResult) => {
// each subaccount is responsible for a market
// record account specific metrics
for (const [idx, user] of this.driftClient.getUsers().entries()) {
const accMarketIdx = idx;
const userAccount = user.getUserAccount();
const oracle =
this.driftClient.getOracleDataForPerpMarket(accMarketIdx);
batchObservableResult.observe(
this.totalLeverage!,
convertToNumber(user.getLeverage(), TEN_THOUSAND),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.totalCollateral!,
convertToNumber(user.getTotalCollateral(), QUOTE_PRECISION),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.freeCollateral!,
convertToNumber(user.getFreeCollateral(), QUOTE_PRECISION),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.perpPositionValue!,
convertToNumber(
user.getPerpPositionValue(accMarketIdx, oracle),
QUOTE_PRECISION
),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
const perpPosition = user.getPerpPosition(accMarketIdx);
batchObservableResult.observe(
this.perpPositionBase!,
convertToNumber(
perpPosition!.baseAssetAmount ?? ZERO,
BASE_PRECISION
),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.perpPositionQuote!,
convertToNumber(
perpPosition!.quoteAssetAmount ?? ZERO,
QUOTE_PRECISION
),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.initialMarginRequirement!,
convertToNumber(
user.getInitialMarginRequirement(),
QUOTE_PRECISION
),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.maintenanceMarginRequirement!,
convertToNumber(
user.getMaintenanceMarginRequirement(),
QUOTE_PRECISION
),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.unrealizedPnL!,
convertToNumber(user.getUnrealizedPNL(), QUOTE_PRECISION),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
batchObservableResult.observe(
this.unrealizedFundingPnL!,
convertToNumber(user.getUnrealizedFundingPNL(), QUOTE_PRECISION),
metricAttrFromUserAccount(user.userAccountPublicKey, userAccount)
);
}
},
[
this.totalLeverage,
this.totalCollateral,
this.freeCollateral,
this.perpPositionValue,
this.perpPositionBase,
this.perpPositionQuote,
this.initialMarginRequirement,
this.maintenanceMarginRequirement,
this.unrealizedPnL,
this.unrealizedFundingPnL,
]
);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/floatingMaker.ts
|
import {
calculateAskPrice,
calculateBidPrice,
BN,
isVariant,
DriftClient,
PerpMarketAccount,
SlotSubscriber,
PositionDirection,
OrderType,
BASE_PRECISION,
Order,
PerpPosition,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import { RuntimeSpec, metricAttrFromUserAccount } from '../metrics';
import { PrometheusExporter } from '@opentelemetry/exporter-prometheus';
import { Counter, Histogram, Meter, ObservableGauge } from '@opentelemetry/api';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
MeterProvider,
View,
} from '@opentelemetry/sdk-metrics-base';
import { BaseBotConfig } from '../config';
type State = {
marketPosition: Map<number, PerpPosition>;
openOrders: Map<number, Array<Order>>;
};
const MARKET_UPDATE_COOLDOWN_SLOTS = 30; // wait slots before updating market position
enum METRIC_TYPES {
sdk_call_duration_histogram = 'sdk_call_duration_histogram',
try_make_duration_histogram = 'try_make_duration_histogram',
runtime_specs = 'runtime_specs',
mutex_busy = 'mutex_busy',
errors = 'errors',
}
/**
*
* This bot is responsible for placing limit orders that rest on the DLOB.
* limit price offsets are used to automatically shift the orders with the
* oracle price, making order updating automatic.
*
*/
export class FloatingPerpMakerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 5000;
private driftClient: DriftClient;
private slotSubscriber: SlotSubscriber;
private periodicTaskMutex = new Mutex();
private lastSlotMarketUpdated: Map<number, number> = new Map();
private intervalIds: Array<NodeJS.Timer> = [];
// metrics
private metricsInitialized = false;
private metricsPort?: number;
private exporter?: PrometheusExporter;
private meter?: Meter;
private bootTimeMs = Date.now();
private runtimeSpecsGauge?: ObservableGauge;
private runtimeSpec?: RuntimeSpec;
private mutexBusyCounter?: Counter;
private tryMakeDurationHistogram?: Histogram;
private agentState?: State;
/**
* Set true to enforce max position size
*/
private RESTRICT_POSITION_SIZE = false;
/**
* if a position's notional value passes this percentage of account
* collateral, the position enters a CLOSING_* state.
*/
private MAX_POSITION_EXPOSURE = 0.1;
/**
* The max amount of quote to spend on each order.
*/
private MAX_TRADE_SIZE_QUOTE = 1000;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
constructor(
clearingHouse: DriftClient,
slotSubscriber: SlotSubscriber,
runtimeSpec: RuntimeSpec,
config: BaseBotConfig
) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = clearingHouse;
this.slotSubscriber = slotSubscriber;
this.metricsPort = config.metricsPort;
if (this.metricsPort) {
this.initializeMetrics();
}
}
private initializeMetrics() {
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metricsInitialized = true;
const { endpoint: defaultEndpoint } = PrometheusExporter.DEFAULT_OPTIONS;
this.exporter = new PrometheusExporter(
{
port: this.metricsPort,
endpoint: defaultEndpoint,
},
() => {
logger.info(
`prometheus scrape endpoint started: http://localhost:${this.metricsPort}${defaultEndpoint}`
);
}
);
const meterName = this.name;
const meterProvider = new MeterProvider({
views: [
new View({
instrumentName: METRIC_TYPES.try_make_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: meterName,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
],
});
meterProvider.addMetricReader(this.exporter);
this.meter = meterProvider.getMeter(meterName);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.meter.createObservableGauge(
METRIC_TYPES.runtime_specs,
{
description: 'Runtime sepcification of this program',
}
);
this.runtimeSpecsGauge.addCallback((obs) => {
obs.observe(this.bootTimeMs, this.runtimeSpec);
});
this.mutexBusyCounter = this.meter.createCounter(METRIC_TYPES.mutex_busy, {
description: 'Count of times the mutex was busy',
});
this.tryMakeDurationHistogram = this.meter.createHistogram(
METRIC_TYPES.try_make_duration_histogram,
{
description: 'Distribution of tryTrigger',
unit: 'ms',
}
);
}
public async init() {
logger.info(`${this.name} initing`);
this.agentState = {
marketPosition: new Map<number, PerpPosition>(),
openOrders: new Map<number, Array<Order>>(),
};
this.updateAgentState();
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
}
public async startIntervalLoop(intervalMs?: number) {
await this.updateOpenOrders();
const intervalId = setInterval(
this.updateOpenOrders.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
logger.info(`${this.name} Bot started!`);
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
/**
* Updates the agent state based on its current market positions.
*
* We want to maintain a two-sided market while being conscious of the positions
* taken on by the account.
*
* As open positions approach MAX_POSITION_EXPOSURE, limit orders are skewed such
* that the position that decreases risk will be closer to the oracle price, and the
* position that increases risk will be further from the oracle price.
*
* @returns {Promise<void>}
*/
private updateAgentState(): void {
this.driftClient.getUserAccount()!.perpPositions.map((p) => {
if (p.baseAssetAmount.isZero()) {
return;
}
this.agentState!.marketPosition.set(p.marketIndex, p);
});
// zero out the open orders
for (const market of this.driftClient.getPerpMarketAccounts()) {
this.agentState!.openOrders.set(market.marketIndex, []);
}
this.driftClient.getUserAccount()!.orders.map((o) => {
if (isVariant(o.status, 'init')) {
return;
}
const marketIndex = o.marketIndex;
this.agentState!.openOrders.set(marketIndex, [
...(this.agentState!.openOrders.get(marketIndex) ?? []),
o,
]);
});
}
private async updateOpenOrdersForMarket(marketAccount: PerpMarketAccount) {
const currSlot = this.slotSubscriber.currentSlot;
const marketIndex = marketAccount.marketIndex;
const nextUpdateSlot =
this.lastSlotMarketUpdated.get(marketIndex) ??
0 + MARKET_UPDATE_COOLDOWN_SLOTS;
if (nextUpdateSlot > currSlot) {
return;
}
const openOrders = this.agentState!.openOrders.get(marketIndex) || [];
const oracle = this.driftClient.getOracleDataForPerpMarket(marketIndex);
const vAsk = calculateAskPrice(marketAccount, oracle);
const vBid = calculateBidPrice(marketAccount, oracle);
// cancel orders if not quoting both sides of the market
let placeNewOrders = openOrders.length === 0;
if (
(openOrders.length > 0 && openOrders.length != 2) ||
marketIndex === 0
) {
// cancel orders
for (const o of openOrders) {
const tx = await this.driftClient.cancelOrder(o.orderId);
console.log(
`${this.name} cancelling order ${this.driftClient
.getUserAccount()!
.authority.toBase58()}-${o.orderId}: ${tx}`
);
}
placeNewOrders = true;
}
if (placeNewOrders) {
const biasNum = new BN(90);
const biasDenom = new BN(100);
const oracleBidSpread = oracle.price.sub(vBid);
const tx0 = await this.driftClient.placePerpOrder({
marketIndex: marketIndex,
orderType: OrderType.LIMIT,
direction: PositionDirection.LONG,
baseAssetAmount: BASE_PRECISION.mul(new BN(1)),
oraclePriceOffset: oracleBidSpread
.mul(biasNum)
.div(biasDenom)
.neg()
.toNumber(), // limit bid below oracle
});
console.log(`${this.name} placing long: ${tx0}`);
const oracleAskSpread = vAsk.sub(oracle.price);
const tx1 = await this.driftClient.placePerpOrder({
marketIndex: marketIndex,
orderType: OrderType.LIMIT,
direction: PositionDirection.SHORT,
baseAssetAmount: BASE_PRECISION.mul(new BN(1)),
oraclePriceOffset: oracleAskSpread
.mul(biasNum)
.div(biasDenom)
.toNumber(), // limit ask above oracle
});
console.log(`${this.name} placing short: ${tx1}`);
}
// enforce cooldown on market
this.lastSlotMarketUpdated.set(marketIndex, currSlot);
}
private async updateOpenOrders() {
const start = Date.now();
let ran = false;
try {
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
this.updateAgentState();
await Promise.all(
this.driftClient.getPerpMarketAccounts().map((marketAccount) => {
console.log(
`${this.name} updating open orders for market ${marketAccount.marketIndex}`
);
this.updateOpenOrdersForMarket(marketAccount);
})
);
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
const user = this.driftClient.getUser();
this.mutexBusyCounter!.add(
1,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
} else {
throw e;
}
} finally {
if (ran) {
const duration = Date.now() - start;
const user = this.driftClient.getUser();
if (this.tryMakeDurationHistogram) {
this.tryMakeDurationHistogram!.record(
duration,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
}
logger.debug(`${this.name} Bot took ${Date.now() - start}ms to run`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/fundingRateUpdater.ts
|
import {
DriftClient,
ZERO,
PerpMarketAccount,
isOneOfVariant,
getVariant,
isOperationPaused,
PerpOperation,
decodeName,
PublicKey,
PriorityFeeSubscriberMap,
DriftMarketInfo,
isVariant,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { getErrorCode, getErrorCodeFromSimError } from '../error';
import { logger } from '../logger';
import { Bot } from '../types';
import { webhookMessage } from '../webhook';
import { BaseBotConfig } from '../config';
import {
getDriftPriorityFeeEndpoint,
simulateAndGetTxWithCUs,
sleepMs,
} from '../utils';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
TransactionExpiredBlockheightExceededError,
} from '@solana/web3.js';
const errorCodesToSuppress = [
6040,
6251, // FundingWasNotUpdated
6096, // AMMNotUpdatedInSameSlot
];
const errorCodesCanRetry = [
6096, // AMMNotUpdatedInSameSlot
];
const CU_EST_MULTIPLIER = 1.4;
function onTheHourUpdate(
now: number,
lastUpdateTs: number,
updatePeriod: number
): number | Error {
const timeSinceLastUpdate = now - lastUpdateTs;
if (timeSinceLastUpdate < 0) {
return new Error('Invalid arguments');
}
let nextUpdateWait = updatePeriod;
if (updatePeriod > 1) {
const lastUpdateDelay = lastUpdateTs % updatePeriod;
if (lastUpdateDelay !== 0) {
const maxDelayForNextPeriod = updatePeriod / 3;
const twoFundingPeriods = updatePeriod * 2;
if (lastUpdateDelay > maxDelayForNextPeriod) {
// too late for on the hour next period, delay to following period
nextUpdateWait = twoFundingPeriods - lastUpdateDelay;
} else {
// allow update on the hour
nextUpdateWait = updatePeriod - lastUpdateDelay;
}
if (nextUpdateWait > twoFundingPeriods) {
nextUpdateWait -= updatePeriod;
}
}
}
return Math.max(nextUpdateWait - timeSinceLastUpdate, 0);
}
export class FundingRateUpdaterBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs: number = 120000; // run every 2 min
private driftClient: DriftClient;
private intervalIds: Array<NodeJS.Timer> = [];
private priorityFeeSubscriberMap?: PriorityFeeSubscriberMap;
private lookupTableAccount?: AddressLookupTableAccount;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private inProgress: boolean = false;
constructor(driftClient: DriftClient, config: BaseBotConfig) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = driftClient;
this.runOnce = config.runOnce ?? false;
}
public async init() {
const driftMarkets: DriftMarketInfo[] = [];
for (const perpMarket of this.driftClient.getPerpMarketAccounts()) {
driftMarkets.push({
marketType: 'perp',
marketIndex: perpMarket.marketIndex,
});
}
this.priorityFeeSubscriberMap = new PriorityFeeSubscriberMap({
driftPriorityFeeEndpoint: getDriftPriorityFeeEndpoint('mainnet-beta'),
driftMarkets,
frequencyMs: 10_000,
});
await this.priorityFeeSubscriberMap!.subscribe();
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
logger.info(`[${this.name}] inited`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
logger.info(`[${this.name}] Bot started! runOnce ${this.runOnce}`);
if (this.runOnce) {
await this.tryUpdateFundingRate();
} else {
await this.tryUpdateFundingRate();
const intervalId = setInterval(
this.tryUpdateFundingRate.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime >
Date.now() - 10 * this.defaultIntervalMs;
});
return healthy;
}
private async tryUpdateFundingRate() {
if (this.inProgress) {
logger.info(
`[${this.name}] UpdateFundingRate already in progress, skipping...`
);
return;
}
const start = Date.now();
try {
this.inProgress = true;
const perpMarketAndOracleData: {
[marketIndex: number]: {
marketAccount: PerpMarketAccount;
};
} = {};
for (const marketAccount of this.driftClient.getPerpMarketAccounts()) {
perpMarketAndOracleData[marketAccount.marketIndex] = {
marketAccount,
};
}
for (
let i = 0;
i < this.driftClient.getPerpMarketAccounts().length;
i++
) {
const perpMarket = perpMarketAndOracleData[i].marketAccount;
isOneOfVariant;
if (isOneOfVariant(perpMarket.status, ['initialized'])) {
logger.info(
`[${this.name}] Skipping perp market ${
perpMarket.marketIndex
} because market status = ${getVariant(perpMarket.status)}`
);
continue;
}
const fundingPaused = isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.UPDATE_FUNDING
);
if (fundingPaused) {
const marketStr = decodeName(perpMarket.name);
logger.warn(
`[${this.name}] Update funding paused for market: ${perpMarket.marketIndex} ${marketStr}, skipping`
);
continue;
}
if (perpMarket.amm.fundingPeriod.eq(ZERO)) {
continue;
}
const currentTs = Date.now() / 1000;
const timeRemainingTilUpdate = onTheHourUpdate(
currentTs,
perpMarket.amm.lastFundingRateTs.toNumber(),
perpMarket.amm.fundingPeriod.toNumber()
);
logger.info(
`[${this.name}] Perp market ${perpMarket.marketIndex} timeRemainingTilUpdate=${timeRemainingTilUpdate}`
);
if ((timeRemainingTilUpdate as number) <= 0) {
logger.info(
`[${this.name}] Perp market ${
perpMarket.marketIndex
} lastFundingRateTs: ${perpMarket.amm.lastFundingRateTs.toString()}, fundingPeriod: ${perpMarket.amm.fundingPeriod.toString()}, lastFunding+Period: ${perpMarket.amm.lastFundingRateTs
.add(perpMarket.amm.fundingPeriod)
.toString()} vs. currTs: ${currentTs.toString()}`
);
this.sendTxWithRetry(perpMarket.marketIndex, perpMarket.amm.oracle);
}
}
} catch (e) {
console.error(e);
if (e instanceof Error) {
await webhookMessage(
`[${this.name}]: :x: uncaught error:\n${
e.stack ? e.stack : e.message
}`
);
}
} finally {
this.inProgress = false;
logger.info(
`[${this.name}] Update Funding Rates finished in ${
Date.now() - start
}ms`
);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
private async sendTxs(
microLamports: number,
marketIndex: number,
oracle: PublicKey
): Promise<{ success: boolean; canRetry: boolean }> {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // simulateAndGetTxWithCUs will overwrite
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports,
}),
];
const perpMarket = this.driftClient.getPerpMarketAccount(marketIndex);
if (isVariant(perpMarket?.amm.oracleSource, 'switchboardOnDemand')) {
const crankIx =
await this.driftClient.getPostSwitchboardOnDemandUpdateAtomicIx(
perpMarket!.amm.oracle
);
if (crankIx) {
ixs.push(crankIx);
}
}
ixs.push(
await this.driftClient.getUpdateFundingRateIx(marketIndex, oracle)
);
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: [this.lookupTableAccount!],
cuLimitMultiplier: CU_EST_MULTIPLIER,
doSimulation: true,
recentBlockhash: recentBlockhash.blockhash,
});
logger.info(
`[${this.name}] UpdateFundingRate estimated ${simResult.cuEstimate} CUs for market: ${marketIndex}`
);
if (simResult.simError !== null) {
const errorCode = getErrorCodeFromSimError(simResult.simError);
if (errorCode && errorCodesToSuppress.includes(errorCode)) {
logger.error(
`[${
this.name
}] Sim error (suppressed) on market: ${marketIndex}, code: ${errorCode} ${JSON.stringify(
simResult.simError
)}`
);
} else {
logger.error(
`[${
this.name
}] Sim error (not suppressed) on market: ${marketIndex}, code: ${errorCode}: ${JSON.stringify(
simResult.simError
)}\n${simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''}`
);
}
if (errorCode && errorCodesCanRetry.includes(errorCode)) {
return { success: false, canRetry: true };
} else {
return { success: false, canRetry: false };
}
}
const sendTxStart = Date.now();
const txSig = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts
);
logger.info(
`[${
this.name
}] UpdateFundingRate for market: ${marketIndex}, tx sent in ${
Date.now() - sendTxStart
}ms: https://solana.fm/tx/${txSig.txSig}`
);
return { success: true, canRetry: false };
}
private async sendTxWithRetry(marketIndex: number, oracle: PublicKey) {
const pfs = this.priorityFeeSubscriberMap!.getPriorityFees(
'perp',
marketIndex
);
let microLamports = 10_000;
if (pfs) {
microLamports = Math.floor(pfs.medium);
}
const maxRetries = 30;
for (let i = 0; i < maxRetries; i++) {
try {
logger.info(
`[${
this.name
}] Funding rate update on market ${marketIndex}, attempt: ${
i + 1
}/${maxRetries}`
);
const result = await this.sendTxs(microLamports, marketIndex, oracle);
if (result.success) {
break;
}
if (result.canRetry) {
logger.info(`[${this.name}] Retrying market ${marketIndex} in 1s...`);
await sleepMs(1000);
continue;
} else {
break;
}
} catch (e: any) {
const err = e as Error;
const errorCode = getErrorCode(err);
logger.error(
`[${this.name}] Error code: ${errorCode} while updating funding rates on perp marketIndex=${marketIndex}: ${err.message}`
);
if (err instanceof TransactionExpiredBlockheightExceededError) {
logger.info(
`[${this.name}] Blockhash expired for market: ${marketIndex}, retrying in 1s...`
);
await sleepMs(1000);
continue;
} else if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
logger.error(
`[${this.name}] Unsuppressed error for market: ${marketIndex}, not retrying.`
);
console.error(err);
break;
}
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/filler.ts
|
import {
ReferrerInfo,
DriftClient,
PerpMarketAccount,
calculateAskPrice,
calculateBidPrice,
MakerInfo,
isFillableByVAMM,
calculateBaseAssetAmountForAmmToFulfill,
isVariant,
DLOB,
NodeToFill,
UserMap,
UserStatsMap,
MarketType,
isOrderExpired,
BulkAccountLoader,
SlotSubscriber,
PublicKey,
DLOBNode,
UserSubscriptionConfig,
isOneOfVariant,
DLOBSubscriber,
NodeToTrigger,
UserAccount,
getUserAccountPublicKey,
PriorityFeeSubscriber,
DataAndSlot,
BlockhashSubscriber,
JupiterClient,
BN,
QUOTE_PRECISION,
ClockSubscriber,
DriftEnv,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import {
TransactionInstruction,
ComputeBudgetProgram,
AddressLookupTableAccount,
Connection,
VersionedTransaction,
LAMPORTS_PER_SOL,
PACKET_DATA_SIZE,
} from '@solana/web3.js';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
View,
} from '@opentelemetry/sdk-metrics-base';
import { logger } from '../logger';
import { Bot } from '../types';
import { FillerConfig, GlobalConfig } from '../config';
import {
CounterValue,
GaugeValue,
HistogramValue,
RuntimeSpec,
metricAttrFromUserAccount,
} from '../metrics';
import { webhookMessage } from '../webhook';
import {
isEndIxLog,
isErrFillingLog,
isErrStaleOracle,
isFillIxLog,
isIxLog,
isMakerBreachedMaintenanceMarginLog,
isOrderDoesNotExistLog,
isTakerBreachedMaintenanceMarginLog,
} from './common/txLogParse';
import { getErrorCode } from '../error';
import {
SimulateAndGetTxWithCUsResponse,
getAllPythOracleUpdateIxs,
getFillSignatureFromUserAccountAndOrderId,
getNodeToFillSignature,
getNodeToTriggerSignature,
getSizeOfTransaction,
handleSimResultError,
logMessageForNodeToFill,
removePythIxs,
simulateAndGetTxWithCUs,
swapFillerHardEarnedUSDCForSOL,
validMinimumGasAmount,
validRebalanceSettledPnlThreshold,
} from '../utils';
import { selectMakers } from '../makerSelection';
import { BundleSender } from '../bundleSender';
import { Metrics } from '../metrics';
import { LRUCache } from 'lru-cache';
import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
import { TxThreaded } from './common/txThreaded';
const TX_COUNT_COOLDOWN_ON_BURST = 10; // send this many tx before resetting burst mode
const FILL_ORDER_THROTTLE_BACKOFF = 1000; // the time to wait before trying to fill a throttled (error filling) node again
const THROTTLED_NODE_SIZE_TO_PRUNE = 10; // Size of throttled nodes to get to before pruning the map
const TRIGGER_ORDER_COOLDOWN_MS = 1000; // the time to wait before trying to a node in the triggering map again
export const MAX_MAKERS_PER_FILL = 6; // max number of unique makers to include per fill
const MAX_ACCOUNTS_PER_TX = 64; // solana limit, track https://github.com/solana-labs/solana/issues/27241
const MAX_POSITIONS_PER_USER = 8;
export const SETTLE_POSITIVE_PNL_COOLDOWN_MS = 60_000;
export const CONFIRM_TX_INTERVAL_MS = 5_000;
const SIM_CU_ESTIMATE_MULTIPLIER = 1.15;
const SLOTS_UNTIL_JITO_LEADER_TO_SEND = 4;
export const TX_CONFIRMATION_BATCH_SIZE = 100;
export const TX_TIMEOUT_THRESHOLD_MS = 60_000; // tx considered stale after this time and give up confirming
export const CONFIRM_TX_RATE_LIMIT_BACKOFF_MS = 5_000; // wait this long until trying to confirm tx again if rate limited
export const CACHED_BLOCKHASH_OFFSET = 5;
const DUMP_TXS_IN_SIM = false;
const EXPIRE_ORDER_BUFFER_SEC = 60; // add extra time before trying to expire orders (want to avoid 6252 error due to clock drift)
const errorCodesToSuppress = [
6004, // 0x1774 Error Number: 6004. Error Message: SufficientCollateral.
6010, // 0x177a Error Number: 6010. Error Message: User Has No Position In Market.
6081, // 0x17c1 Error Number: 6081. Error Message: MarketWrongMutability.
// 6078, // 0x17BE Error Number: 6078. Error Message: PerpMarketNotFound
// 6087, // 0x17c7 Error Number: 6087. Error Message: SpotMarketNotFound.
6239, // 0x185F Error Number: 6239. Error Message: RevertFill.
6003, // 0x1773 Error Number: 6003. Error Message: Insufficient collateral.
6023, // 0x1787 Error Number: 6023. Error Message: PriceBandsBreached.
6111, // Error Message: OrderNotTriggerable.
6112, // Error Message: OrderDidNotSatisfyTriggerCondition.
6036, // Error Message: OracleNotFound.
6252, // Error Message: ImpossibleFill, expired order not ready.
];
enum METRIC_TYPES {
try_fill_duration_histogram = 'try_fill_duration_histogram',
runtime_specs = 'runtime_specs',
last_try_fill_time = 'last_try_fill_time',
mutex_busy = 'mutex_busy',
sent_transactions = 'sent_transactions',
landed_transactions = 'landed_transactions',
tx_sim_error_count = 'tx_sim_error_count',
pending_tx_sigs_to_confirm = 'pending_tx_sigs_to_confirm',
pending_tx_sigs_loop_rate_limited = 'pending_tx_sigs_loop_rate_limited',
estimated_tx_cu_histogram = 'estimated_tx_cu_histogram',
simulate_tx_duration_histogram = 'simulate_tx_duration_histogram',
expired_nodes_set_size = 'expired_nodes_set_size',
jito_bundles_accepted = 'jito_bundles_accepted',
jito_bundles_simulation_failure = 'jito_simulation_failure',
jito_dropped_bundle = 'jito_dropped_bundle',
jito_landed_tips = 'jito_landed_tips',
jito_bundle_count = 'jito_bundle_count',
clock_subscriber_ts = 'clock_subscriber_ts',
wall_clock_ts = 'wall_clock_ts',
}
export type MakerNodeMap = Map<string, DLOBNode[]>;
export type TxType = 'fill' | 'trigger' | 'settlePnl';
export class FillerBot extends TxThreaded implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 6000;
protected slotSubscriber: SlotSubscriber;
protected clockSubscriber: ClockSubscriber;
protected bulkAccountLoader?: BulkAccountLoader;
protected userStatsMapSubscriptionConfig: UserSubscriptionConfig;
protected driftClient: DriftClient;
/// Connection to use specifically for confirming transactions
protected txConfirmationConnection: Connection;
protected pollingIntervalMs: number;
protected revertOnFailure?: boolean;
protected simulateTxForCUEstimate?: boolean;
protected lutAccounts: AddressLookupTableAccount[];
protected lutKeys: string[] = [];
protected bundleSender?: BundleSender;
private fillerConfig: FillerConfig;
private globalConfig: GlobalConfig;
private dlobSubscriber?: DLOBSubscriber;
private signerPubkey: string;
private userMap?: UserMap;
protected userStatsMap?: UserStatsMap;
protected periodicTaskMutex = new Mutex();
protected watchdogTimerMutex = new Mutex();
protected watchdogTimerLastPatTime = Date.now();
protected intervalIds: Array<NodeJS.Timer> = [];
protected throttledNodes = new Map<string, number>();
protected fillingNodes = new Map<string, number>();
protected triggeringNodes = new Map<string, number>();
protected useBurstCULimit = false;
protected fillTxSinceBurstCU = 0;
protected fillTxId = 0;
protected lastSettlePnl = Date.now() - SETTLE_POSITIVE_PNL_COOLDOWN_MS;
protected priorityFeeSubscriber: PriorityFeeSubscriber;
protected blockhashSubscriber: BlockhashSubscriber;
protected expiredNodesSet: LRUCache<string, boolean>;
protected confirmLoopRunning = false;
protected confirmLoopRateLimitTs =
Date.now() - CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
protected jupiterClient?: JupiterClient;
// metrics
protected metricsInitialized = false;
protected metricsPort?: number;
protected metrics?: Metrics;
protected bootTimeMs?: number;
protected runtimeSpec: RuntimeSpec;
protected runtimeSpecsGauge?: GaugeValue;
protected tryFillDurationHistogram?: HistogramValue;
protected estTxCuHistogram?: HistogramValue;
protected simulateTxHistogram?: HistogramValue;
protected lastTryFillTimeGauge?: GaugeValue;
protected mutexBusyCounter?: CounterValue;
protected attemptedTriggersCounter?: CounterValue;
protected txSimErrorCounter?: CounterValue;
protected jitoBundlesAcceptedGauge?: GaugeValue;
protected jitoBundlesSimulationFailureGauge?: GaugeValue;
protected jitoDroppedBundleGauge?: GaugeValue;
protected jitoLandedTipsGauge?: GaugeValue;
protected jitoBundleCount?: GaugeValue;
protected clockSubscriberTs?: GaugeValue;
protected wallClockTs?: GaugeValue;
protected hasEnoughSolToFill: boolean = false;
protected rebalanceFiller: boolean;
protected minGasBalanceToFill: number;
protected rebalanceSettledPnlThreshold: BN;
pythPriceSubscriber?: PythPriceFeedSubscriber;
constructor(
slotSubscriber: SlotSubscriber,
bulkAccountLoader: BulkAccountLoader | undefined,
driftClient: DriftClient,
userMap: UserMap | undefined,
runtimeSpec: RuntimeSpec,
globalConfig: GlobalConfig,
fillerConfig: FillerConfig,
priorityFeeSubscriber: PriorityFeeSubscriber,
blockhashSubscriber: BlockhashSubscriber,
bundleSender?: BundleSender,
pythPriceSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = []
) {
super();
this.globalConfig = globalConfig;
this.fillerConfig = fillerConfig;
this.name = this.fillerConfig.botId;
this.dryRun = this.fillerConfig.dryRun;
this.slotSubscriber = slotSubscriber;
this.driftClient = driftClient;
if (globalConfig.txConfirmationEndpoint) {
this.txConfirmationConnection = new Connection(
globalConfig.txConfirmationEndpoint
);
} else {
this.txConfirmationConnection = this.driftClient.connection;
}
this.bulkAccountLoader = bulkAccountLoader;
if (this.bulkAccountLoader) {
this.userStatsMapSubscriptionConfig = {
type: 'polling',
accountLoader: new BulkAccountLoader(
this.bulkAccountLoader.connection,
this.bulkAccountLoader.commitment,
0 // no polling
),
};
} else {
this.userStatsMapSubscriptionConfig =
this.driftClient.userAccountSubscriptionConfig;
}
this.runtimeSpec = runtimeSpec;
this.pollingIntervalMs =
this.fillerConfig.fillerPollingInterval ?? this.defaultIntervalMs;
this.initializeMetrics(
this.fillerConfig.metricsPort ?? this.globalConfig.metricsPort
);
this.userMap = userMap;
this.revertOnFailure = this.fillerConfig.revertOnFailure ?? true;
this.simulateTxForCUEstimate =
this.fillerConfig.simulateTxForCUEstimate ?? true;
logger.info(
`${this.name}: revertOnFailure: ${this.revertOnFailure}, simulateTxForCUEstimate: ${this.simulateTxForCUEstimate}`
);
this.bundleSender = bundleSender;
logger.info(
`${this.name}: jito enabled: ${this.bundleSender !== undefined}`
);
this.pythPriceSubscriber = pythPriceSubscriber;
this.lutAccounts = lookupTableAccounts;
if (
this.fillerConfig.rebalanceFiller &&
this.runtimeSpec.driftEnv === 'mainnet-beta'
) {
this.jupiterClient = new JupiterClient({
connection: this.driftClient.connection,
});
}
this.rebalanceFiller = this.fillerConfig.rebalanceFiller ?? false;
logger.info(
`${this.name}: rebalancing enabled: ${this.jupiterClient !== undefined}`
);
if (!validMinimumGasAmount(this.fillerConfig.minGasBalanceToFill)) {
this.minGasBalanceToFill = 0.2 * LAMPORTS_PER_SOL;
} else {
this.minGasBalanceToFill =
this.fillerConfig.minGasBalanceToFill! * LAMPORTS_PER_SOL;
}
if (
!validRebalanceSettledPnlThreshold(
this.fillerConfig.rebalanceSettledPnlThreshold
)
) {
this.rebalanceSettledPnlThreshold = new BN(20);
} else {
this.rebalanceSettledPnlThreshold = new BN(
this.fillerConfig.rebalanceSettledPnlThreshold!
);
}
logger.info(
`${this.name}: minimumAmountToFill: ${this.minGasBalanceToFill}`
);
logger.info(
`${this.name}: minimumAmountToSettle: ${this.rebalanceSettledPnlThreshold}`
);
this.priorityFeeSubscriber = priorityFeeSubscriber;
this.priorityFeeSubscriber.updateAddresses([
new PublicKey('8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6'), // Openbook SOL/USDC
new PublicKey('8UJgxaiQx5nTrdDgph5FiahMmzduuLTLf5WmsPegYA6W'), // sol-perp
]);
this.blockhashSubscriber = blockhashSubscriber;
this.expiredNodesSet = new LRUCache<string, boolean>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
});
this.clockSubscriber = new ClockSubscriber(driftClient.connection, {
commitment: 'finalized',
resubTimeoutMs: 5_000,
});
this.signerPubkey = this.driftClient.wallet.publicKey.toBase58();
}
protected initializeMetrics(metricsPort?: number) {
if (this.globalConfig.disableMetrics) {
logger.info(
`${this.name}: globalConfig.disableMetrics is true, not initializing metrics`
);
return;
}
if (!metricsPort) {
logger.info(
`${this.name}: bot.metricsPort and global.metricsPort not set, not initializing metrics`
);
return;
}
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metrics = new Metrics(
this.name,
[
new View({
instrumentName: METRIC_TYPES.try_fill_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
new View({
instrumentName: METRIC_TYPES.estimated_tx_cu_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(15), (_, i) => 0 + i * 100_000),
true
),
}),
new View({
instrumentName: METRIC_TYPES.simulate_tx_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 50 + i * 50),
true
),
}),
],
metricsPort!
);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.metrics.addGauge(
METRIC_TYPES.runtime_specs,
'Runtime sepcification of this program'
);
this.tryFillDurationHistogram = this.metrics.addHistogram(
METRIC_TYPES.try_fill_duration_histogram,
'Histogram of the duration of the try fill process'
);
this.estTxCuHistogram = this.metrics.addHistogram(
METRIC_TYPES.estimated_tx_cu_histogram,
'Histogram of the estimated fill cu used'
);
this.simulateTxHistogram = this.metrics.addHistogram(
METRIC_TYPES.simulate_tx_duration_histogram,
'Histogram of the duration of simulateTransaction RPC calls'
);
this.lastTryFillTimeGauge = this.metrics.addGauge(
METRIC_TYPES.last_try_fill_time,
'Last time that fill was attempted'
);
this.mutexBusyCounter = this.metrics.addCounter(
METRIC_TYPES.mutex_busy,
'Count of times the mutex was busy'
);
this.txSimErrorCounter = this.metrics.addCounter(
METRIC_TYPES.tx_sim_error_count,
'Count of errors from simulating transactions'
);
this.jitoBundlesAcceptedGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_accepted,
'Count of jito bundles that were accepted'
);
this.jitoBundlesSimulationFailureGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_simulation_failure,
'Count of jito bundles that failed simulation'
);
this.jitoDroppedBundleGauge = this.metrics.addGauge(
METRIC_TYPES.jito_dropped_bundle,
'Count of jito bundles that were dropped'
);
this.jitoLandedTipsGauge = this.metrics.addGauge(
METRIC_TYPES.jito_landed_tips,
'Gauge of historic bundle tips that landed'
);
this.jitoBundleCount = this.metrics.addGauge(
METRIC_TYPES.jito_bundle_count,
'Count of jito bundles that were sent, and their status'
);
this.clockSubscriberTs = this.metrics.addGauge(
METRIC_TYPES.clock_subscriber_ts,
'Timestamp of the clock subscriber'
);
this.wallClockTs = this.metrics.addGauge(
METRIC_TYPES.wall_clock_ts,
'Timestamp of the wall clock'
);
this.initializeTxThreadMetrics(this.metrics, this.name);
this.metrics!.finalizeObservables();
this.runtimeSpecsGauge!.setLatestValue(this.bootTimeMs!, this.runtimeSpec);
this.metricsInitialized = true;
}
protected async baseInit() {
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
logger.info(
`${this.name}: hasEnoughSolToFill: ${this.hasEnoughSolToFill}, balance: ${fillerSolBalance}`
);
const startInitUserStatsMap = Date.now();
logger.info(`Initializing userStatsMap`);
// sync userstats once
const userStatsLoader = new BulkAccountLoader(
new Connection(this.driftClient.connection.rpcEndpoint),
'confirmed',
0
);
this.userStatsMap = new UserStatsMap(this.driftClient, userStatsLoader);
logger.info(
`Initialized userStatsMap: ${this.userStatsMap.size()}, took: ${
Date.now() - startInitUserStatsMap
} ms`
);
await this.clockSubscriber.subscribe();
this.lutAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
// initialize tx thread
this.txThreadSetName(this.name);
this.initTxThread(this.globalConfig.endpoint);
this.sendSignerToTxThread(
this.signerPubkey,
this.globalConfig.keeperPrivateKey!
);
this.lutAccounts.forEach((account) => {
this.sendAddressLutToTxThread(account.key.toBase58());
this.lutKeys.push(account.key.toBase58());
});
this.setTxEnabledTxThread(!this.fillerConfig.dryRun);
}
public async init() {
await this.baseInit();
this.dlobSubscriber = new DLOBSubscriber({
dlobSource: this.userMap!,
slotSource: this.slotSubscriber,
updateFrequency: this.pollingIntervalMs - 500,
driftClient: this.driftClient,
});
await this.dlobSubscriber.subscribe();
await webhookMessage(`[${this.name}]: started`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.dlobSubscriber!.unsubscribe();
await this.userMap!.unsubscribe();
}
public async startIntervalLoop(_intervalMs?: number) {
this.intervalIds.push(
setInterval(this.tryFill.bind(this), this.pollingIntervalMs)
);
this.intervalIds.push(
setInterval(
this.settlePnls.bind(this),
SETTLE_POSITIVE_PNL_COOLDOWN_MS / 2
)
);
if (this.bundleSender) {
this.intervalIds.push(
setInterval(this.recordJitoBundleStats.bind(this), 10_000)
);
}
logger.info(
`${this.name} Bot started! (websocket: ${
this.bulkAccountLoader === undefined
})`
);
}
protected recordJitoBundleStats() {
const user = this.driftClient.getUser();
const bundleStats = this.bundleSender?.getBundleStats();
if (bundleStats) {
this.jitoBundlesAcceptedGauge?.setLatestValue(bundleStats.accepted, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoBundlesSimulationFailureGauge?.setLatestValue(
bundleStats.simulationFailure,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(bundleStats.droppedPruned, {
type: 'pruned',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashExpired,
{
type: 'blockhash_expired',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashNotFound,
{
type: 'blockhash_not_found',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
}
const tipStream = this.bundleSender?.getTipStream();
if (tipStream) {
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_25th_percentile,
{
percentile: 'p25',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_50th_percentile,
{
percentile: 'p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_75th_percentile,
{
percentile: 'p75',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_95th_percentile,
{
percentile: 'p95',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_99th_percentile,
{
percentile: 'p99',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.ema_landed_tips_50th_percentile,
{
percentile: 'ema_p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
const bundleFailCount = this.bundleSender?.getBundleFailCount();
const bundleLandedCount = this.bundleSender?.getLandedCount();
const bundleDroppedCount = this.bundleSender?.getDroppedCount();
this.jitoBundleCount?.setLatestValue(bundleFailCount ?? 0, {
type: 'fail_count',
});
this.jitoBundleCount?.setLatestValue(bundleLandedCount ?? 0, {
type: 'landed',
});
this.jitoBundleCount?.setLatestValue(bundleDroppedCount ?? 0, {
type: 'dropped',
});
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 5 * this.pollingIntervalMs;
if (!healthy) {
logger.warn(
`watchdog timer last pat time ${this.watchdogTimerLastPatTime} is too old`
);
}
});
return healthy;
}
protected async getUserAccountAndSlotFromMap(
key: string
): Promise<DataAndSlot<UserAccount>> {
const user = await this.userMap!.mustGetWithSlot(
key,
this.driftClient.userAccountSubscriptionConfig
);
return {
data: user.data.getUserAccount(),
slot: user.slot,
};
}
protected async getDLOB(): Promise<DLOB> {
return this.dlobSubscriber!.getDLOB();
}
protected getMaxSlot(): number {
return Math.max(this.slotSubscriber.getSlot(), this.userMap!.getSlot());
}
protected logSlots() {
logger.info(
`slotSubscriber slot: ${this.slotSubscriber.getSlot()}, userMap slot: ${this.userMap!.getSlot()}`
);
}
protected getPerpNodesForMarket(
market: PerpMarketAccount,
dlob: DLOB
): {
nodesToFill: Array<NodeToFill>;
nodesToTrigger: Array<NodeToTrigger>;
} {
const marketIndex = market.marketIndex;
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
const vAsk = calculateAskPrice(market, oraclePriceData);
const vBid = calculateBidPrice(market, oraclePriceData);
const fillSlot = this.getMaxSlot();
return {
nodesToFill: dlob.findNodesToFill(
marketIndex,
vBid,
vAsk,
fillSlot,
this.clockSubscriber.getUnixTs() - EXPIRE_ORDER_BUFFER_SEC,
MarketType.PERP,
oraclePriceData,
this.driftClient.getStateAccount(),
this.driftClient.getPerpMarketAccount(marketIndex)!
),
nodesToTrigger: dlob.findNodesToTrigger(
marketIndex,
fillSlot,
oraclePriceData.price,
MarketType.PERP,
this.driftClient.getStateAccount()
),
};
}
/**
* Checks if the node is still throttled, if not, clears it from the throttledNodes map
* @param throttleKey key in throttleMap
* @returns true if throttleKey is still throttled, false if throttleKey is no longer throttled
*/
protected isThrottledNodeStillThrottled(throttleKey: string): boolean {
const lastFillAttempt = this.throttledNodes.get(throttleKey) || 0;
if (lastFillAttempt + FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
return true;
} else {
this.clearThrottledNode(throttleKey);
return false;
}
}
protected isDLOBNodeThrottled(dlobNode: DLOBNode): boolean {
if (!dlobNode.userAccount || !dlobNode.order) {
return false;
}
// first check if the userAccount itself is throttled
const userAccountPubkey = dlobNode.userAccount;
if (this.throttledNodes.has(userAccountPubkey)) {
if (this.isThrottledNodeStillThrottled(userAccountPubkey)) {
return true;
} else {
return false;
}
}
// then check if the specific order is throttled
const orderSignature = getFillSignatureFromUserAccountAndOrderId(
dlobNode.userAccount,
dlobNode.order.orderId.toString()
);
if (this.throttledNodes.has(orderSignature)) {
if (this.isThrottledNodeStillThrottled(orderSignature)) {
return true;
} else {
return false;
}
}
return false;
}
protected clearThrottledNode(signature: string) {
this.throttledNodes.delete(signature);
}
protected setThrottledNode(signature: string) {
this.throttledNodes.set(signature, Date.now());
}
protected removeTriggeringNodes(node: NodeToTrigger) {
this.triggeringNodes.delete(getNodeToTriggerSignature(node));
}
protected pruneThrottledNode() {
if (this.throttledNodes.size > THROTTLED_NODE_SIZE_TO_PRUNE) {
for (const [key, value] of this.throttledNodes.entries()) {
if (value + 2 * FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
this.throttledNodes.delete(key);
}
}
}
}
protected filterFillableNodes(nodeToFill: NodeToFill): boolean {
if (!nodeToFill.node.order) {
return false;
}
if (nodeToFill.node.isVammNode()) {
logger.warn(
`filtered out a vAMM node on market ${nodeToFill.node.order.marketIndex} for user ${nodeToFill.node.userAccount}-${nodeToFill.node.order.orderId}`
);
return false;
}
if (nodeToFill.node.haveFilled) {
logger.warn(
`filtered out filled node on market ${nodeToFill.node.order.marketIndex} for user ${nodeToFill.node.userAccount}-${nodeToFill.node.order.orderId}`
);
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToFillSignature(nodeToFill);
if (this.fillingNodes.has(nodeToFillSignature)) {
const timeStartedToFillNode =
this.fillingNodes.get(nodeToFillSignature) || 0;
if (timeStartedToFillNode + FILL_ORDER_THROTTLE_BACKOFF > now) {
// still cooling down on this node, filter it out
return false;
}
}
// expired orders that we previously tried to fill
if (this.expiredNodesSet.has(nodeToFillSignature)) {
return false;
}
// check if taker node is throttled
if (this.isDLOBNodeThrottled(nodeToFill.node)) {
return false;
}
const marketIndex = nodeToFill.node.order.marketIndex;
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
if (isOrderExpired(nodeToFill.node.order, Date.now() / 1000, true)) {
if (isOneOfVariant(nodeToFill.node.order.orderType, ['limit'])) {
// do not try to fill (expire) limit orders b/c they will auto expire when filled against
// or the user places a new order
return false;
}
return true;
}
if (
nodeToFill.makerNodes.length === 0 &&
isVariant(nodeToFill.node.order.marketType, 'perp') &&
!isFillableByVAMM(
nodeToFill.node.order,
this.driftClient.getPerpMarketAccount(
nodeToFill.node.order.marketIndex
)!,
oraclePriceData,
this.getMaxSlot(),
Date.now() / 1000,
this.driftClient.getStateAccount().minPerpAuctionDuration
)
) {
logger.warn(
`filtered out unfillable node on market ${nodeToFill.node.order.marketIndex} for user ${nodeToFill.node.userAccount}-${nodeToFill.node.order.orderId}`
);
logger.warn(` . no maker node: ${nodeToFill.makerNodes.length === 0}`);
logger.warn(
` . is perp: ${isVariant(nodeToFill.node.order.marketType, 'perp')}`
);
logger.warn(
` . is not fillable by vamm: ${!isFillableByVAMM(
nodeToFill.node.order,
this.driftClient.getPerpMarketAccount(
nodeToFill.node.order.marketIndex
)!,
oraclePriceData,
this.getMaxSlot(),
Date.now() / 1000,
this.driftClient.getStateAccount().minPerpAuctionDuration
)}`
);
logger.warn(
` . calculateBaseAssetAmountForAmmToFulfill: ${calculateBaseAssetAmountForAmmToFulfill(
nodeToFill.node.order,
this.driftClient.getPerpMarketAccount(
nodeToFill.node.order.marketIndex
)!,
oraclePriceData,
this.getMaxSlot()
).toString()}`
);
return false;
}
return true;
}
protected filterTriggerableNodes(nodeToTrigger: NodeToTrigger): boolean {
if (nodeToTrigger.node.haveTrigger) {
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToTriggerSignature(nodeToTrigger);
const timeStartedToTriggerNode =
this.triggeringNodes.get(nodeToFillSignature);
if (timeStartedToTriggerNode) {
if (timeStartedToTriggerNode + TRIGGER_ORDER_COOLDOWN_MS > now) {
return false;
}
}
return true;
}
protected async getNodeFillInfo(nodeToFill: NodeToFill): Promise<{
makerInfos: Array<DataAndSlot<MakerInfo>>;
takerUserPubKey: string;
takerUser: UserAccount;
takerUserSlot: number;
referrerInfo: ReferrerInfo | undefined;
marketType: MarketType;
}> {
const makerInfos: Array<DataAndSlot<MakerInfo>> = [];
if (nodeToFill.makerNodes.length > 0) {
let makerNodesMap: MakerNodeMap = new Map<string, DLOBNode[]>();
for (const makerNode of nodeToFill.makerNodes) {
if (this.isDLOBNodeThrottled(makerNode)) {
continue;
}
if (!makerNode.userAccount) {
continue;
}
if (makerNodesMap.has(makerNode.userAccount!)) {
makerNodesMap.get(makerNode.userAccount!)!.push(makerNode);
} else {
makerNodesMap.set(makerNode.userAccount!, [makerNode]);
}
}
if (makerNodesMap.size > MAX_MAKERS_PER_FILL) {
logger.info(`selecting from ${makerNodesMap.size} makers`);
makerNodesMap = selectMakers(makerNodesMap);
logger.info(`selected: ${Array.from(makerNodesMap.keys()).join(',')}`);
}
for (const [makerAccount, makerNodes] of makerNodesMap) {
const makerNode = makerNodes[0];
const makerUserAccount = await this.getUserAccountAndSlotFromMap(
makerAccount
);
const makerAuthority = makerUserAccount.data.authority;
const makerUserStats = (
await this.userStatsMap!.mustGet(makerAuthority.toString())
).userStatsAccountPublicKey;
makerInfos.push({
slot: makerUserAccount.slot,
data: {
maker: new PublicKey(makerAccount),
makerUserAccount: makerUserAccount.data,
order: makerNode.order,
makerStats: makerUserStats,
},
});
}
}
const takerUserPubKey = nodeToFill.node.userAccount!.toString();
const takerUserAcct = await this.getUserAccountAndSlotFromMap(
takerUserPubKey
);
const referrerInfo = (
await this.userStatsMap!.mustGet(takerUserAcct.data.authority.toString())
).getReferrerInfo();
return Promise.resolve({
makerInfos,
takerUserPubKey,
takerUser: takerUserAcct.data,
takerUserSlot: takerUserAcct.slot,
referrerInfo,
marketType: nodeToFill.node.order!.marketType,
});
}
/**
* Iterates through a tx's logs and handles it appropriately (e.g. throttling users, updating metrics, etc.)
*
* @param nodesFilled nodes that we sent a transaction to fill
* @param logs logs from tx.meta.logMessages or this.clearingHouse.program._events._eventParser.parseLogs
* @returns number of nodes successfully filled, and whether the tx exceeded CUs
*/
protected async handleTransactionLogs(
nodesFilled: Array<NodeToFill>,
logs: string[] | null | undefined
): Promise<{ filledNodes: number; exceededCUs: boolean }> {
if (!logs) {
return {
filledNodes: 0,
exceededCUs: false,
};
}
let inFillIx = false;
let errorThisFillIx = false;
let ixIdx = -1; // skip ComputeBudgetProgram
let successCount = 0;
let burstedCU = false;
for (const log of logs) {
if (log === null) {
logger.error(`log is null`);
continue;
}
if (log.includes('exceeded maximum number of instructions allowed')) {
// temporary burst CU limit
logger.warn(`Using bursted CU limit`);
this.useBurstCULimit = true;
this.fillTxSinceBurstCU = 0;
burstedCU = true;
continue;
}
if (isEndIxLog(this.driftClient.program.programId.toBase58(), log)) {
if (inFillIx && !errorThisFillIx) {
successCount++;
}
inFillIx = false;
errorThisFillIx = false;
continue;
}
if (isIxLog(log)) {
if (isFillIxLog(log)) {
inFillIx = true;
errorThisFillIx = false;
ixIdx++;
} else {
inFillIx = false;
}
continue;
}
if (!inFillIx) {
// this is not a log for a fill instruction
continue;
}
// try to handle the log line
const orderIdDoesNotExist = isOrderDoesNotExistLog(log);
if (orderIdDoesNotExist) {
const filledNode = nodesFilled[ixIdx];
if (filledNode) {
const isExpired = isOrderExpired(
filledNode.node.order!,
Date.now() / 1000,
true
);
logger.error(
`assoc node (ixIdx: ${ixIdx}): ${filledNode.node.userAccount!.toString()}, ${
filledNode.node.order!.orderId
}; does not exist (filled by someone else); ${log}, expired: ${isExpired}, orderTs: ${
filledNode.node.order!.maxTs
}, now: ${Date.now() / 1000}`
);
if (isExpired) {
const sig = getNodeToFillSignature(filledNode);
this.expiredNodesSet.set(sig, true);
}
}
errorThisFillIx = true;
continue;
}
const makerBreachedMaintenanceMargin =
isMakerBreachedMaintenanceMarginLog(log);
if (makerBreachedMaintenanceMargin !== null) {
logger.error(
`Throttling maker breached maintenance margin: ${makerBreachedMaintenanceMargin}`
);
this.setThrottledNode(makerBreachedMaintenanceMargin);
this.driftClient
.forceCancelOrders(
new PublicKey(makerBreachedMaintenanceMargin),
(
await this.getUserAccountAndSlotFromMap(
makerBreachedMaintenanceMargin
)
).data
)
.then((txSig) => {
logger.info(
`Force cancelled orders for makers due to breach of maintenance margin. Tx: ${txSig}`
);
})
.catch((e) => {
console.error(e);
logger.error(
`Failed to send ForceCancelOrder Tx for maker (${makerBreachedMaintenanceMargin}) breach margin (error above):`
);
const errorCode = getErrorCode(e);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes('Transaction was not confirmed')
) {
if (errorCode) {
const user = this.driftClient.getUser();
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
webhookMessage(
`[${
this.name
}]: :x: error forceCancelling user ${makerBreachedMaintenanceMargin} for maker breaching margin tx logs:\n${
e.stack ? e.stack : e.message
}`
);
}
});
errorThisFillIx = true;
break;
}
const takerBreachedMaintenanceMargin =
isTakerBreachedMaintenanceMarginLog(log);
if (takerBreachedMaintenanceMargin && nodesFilled[ixIdx]) {
const filledNode = nodesFilled[ixIdx];
const takerNodeSignature = filledNode.node.userAccount!;
logger.error(
`taker breach maint. margin, assoc node (ixIdx: ${ixIdx}): ${filledNode.node.userAccount!.toString()}, ${
filledNode.node.order!.orderId
}; (throttling ${takerNodeSignature} and force cancelling orders); ${log}`
);
this.setThrottledNode(takerNodeSignature);
errorThisFillIx = true;
this.driftClient
.forceCancelOrders(
new PublicKey(filledNode.node.userAccount!),
(
await this.getUserAccountAndSlotFromMap(
filledNode.node.userAccount!.toString()
)
).data
)
.then((txSig) => {
logger.info(
`Force cancelled orders for user ${filledNode.node
.userAccount!} due to breach of maintenance margin. Tx: ${txSig}`
);
})
.catch((e) => {
const userCanceling = filledNode.node.userAccount!.toString();
console.error(e);
logger.error(
`Failed to send ForceCancelOrder Tx for taker (${userCanceling} - ${
filledNode.node.order!.orderId
}) breach maint. margin (error above):`
);
const errorCode = getErrorCode(e);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes('Transaction was not confirmed')
) {
if (errorCode) {
const user = this.driftClient.getUser();
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
webhookMessage(
`[${
this.name
}]: :x: error forceCancelling user ${userCanceling} for taker breaching maint. margin tx logs:\n${
e.stack ? e.stack : e.message
}`
);
}
});
continue;
}
const errFillingLog = isErrFillingLog(log);
if (errFillingLog) {
const orderId = errFillingLog[0];
const userAcc = errFillingLog[1];
const extractedSig = getFillSignatureFromUserAccountAndOrderId(
userAcc,
orderId
);
this.setThrottledNode(extractedSig);
const filledNode = nodesFilled[ixIdx];
const assocNodeSig = getNodeToFillSignature(filledNode);
logger.warn(
`Throttling node due to fill error. extractedSig: ${extractedSig}, assocNodeSig: ${assocNodeSig}, assocNodeIdx: ${ixIdx}`
);
errorThisFillIx = true;
continue;
}
if (isErrStaleOracle(log)) {
logger.error(`Stale oracle error: ${log}`);
errorThisFillIx = true;
continue;
}
}
if (!burstedCU) {
if (this.fillTxSinceBurstCU > TX_COUNT_COOLDOWN_ON_BURST) {
this.useBurstCULimit = false;
}
this.fillTxSinceBurstCU += 1;
}
if (logs.length > 0) {
if (
logs[logs.length - 1].includes('exceeded CUs meter at BPF instruction')
) {
return {
filledNodes: successCount,
exceededCUs: true,
};
}
}
return {
filledNodes: successCount,
exceededCUs: false,
};
}
protected removeFillingNodes(nodes: Array<NodeToFill>) {
for (const node of nodes) {
this.fillingNodes.delete(getNodeToFillSignature(node));
}
}
protected async sendTxThroughJito(
tx: VersionedTransaction,
metadata: number | string,
txSig?: string
) {
if (this.bundleSender === undefined) {
logger.error(`Called sendTxThroughJito without jito properly enabled`);
return;
}
if (
this.bundleSender?.strategy === 'jito-only' ||
this.bundleSender?.strategy === 'hybrid'
) {
const slotsUntilNextLeader = this.bundleSender?.slotsUntilNextLeader();
if (slotsUntilNextLeader !== undefined) {
this.bundleSender.sendTransactions(
[tx],
`(fillTxId: ${metadata})`,
txSig,
false
);
}
}
}
protected async sendFillTxAndParseLogs(
fillTxId: number,
tx: VersionedTransaction,
buildForBundle: boolean,
ixs?: Array<TransactionInstruction>
) {
if (buildForBundle) {
tx.sign([
// @ts-ignore;
this.driftClient.wallet.payer,
]);
const txSig = bs58.encode(tx.signatures[0]);
this.sendTxThroughJito(tx, fillTxId, txSig);
this.registerTxToConfirm({ txSig });
} else if (this.canSendOutsideJito()) {
this.sendIxsToTxthread({
ixs: ixs!,
signerKeys: [this.signerPubkey],
doSimulation: false,
addressLookupTables: this.lutKeys,
});
}
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(
CACHED_BLOCKHASH_OFFSET
);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
private async getPythIxsFromNode(
node: NodeToFill | NodeToTrigger
): Promise<TransactionInstruction[]> {
const marketIndex = node.node.order?.marketIndex;
if (marketIndex === undefined) {
throw new Error('Market index not found on node');
}
if (
isVariant(
this.driftClient.getPerpMarketAccount(marketIndex)?.amm.oracleSource,
'prelaunch'
)
) {
// crankMarketIndex = getStaleOracleMarketIndexes(this.driftClient,
// this.pullOraclePerpMarketWhitelist,
// MarketType.PERP,
// 1
// )[0];
return [];
}
if (!this.pythPriceSubscriber) {
throw new Error('Pyth price subscriber not initialized');
}
const pythIxs = await getAllPythOracleUpdateIxs(
this.runtimeSpec.driftEnv as DriftEnv,
marketIndex,
MarketType.PERP,
this.pythPriceSubscriber!,
this.driftClient,
this.globalConfig.numNonActiveOraclesToPush ?? 0
);
return pythIxs;
}
/**
*
* @param fillTxId id of current fill
* @param nodeToFill taker node to fill with list of makers to use
* @returns true if successful, false if fail, and should retry with fewer makers
*/
private async fillMultiMakerPerpNodes(
fillTxId: number,
nodeToFill: NodeToFill,
buildForBundle: boolean
): Promise<boolean> {
const ixs: Array<TransactionInstruction> = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (!buildForBundle) {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
try {
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
referrerInfo,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.getMaxSlot(),
`Filling multi maker perp node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`
)
);
if (!isVariant(marketType, 'perp')) {
throw new Error('expected perp market type');
}
const user = this.driftClient.getUser();
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<{
ixs: Array<TransactionInstruction>;
simResult: SimulateAndGetTxWithCUsResponse;
}> => {
ixs.push(
await this.driftClient.getFillPerpOrderIx(
await getUserAccountPublicKey(
this.driftClient.program.programId,
takerUser.authority,
takerUser.subAccountId
),
takerUser,
nodeToFill.node.order!,
makers.map((m) => m.data),
referrerInfo
)
);
this.fillingNodes.set(getNodeToFillSignature(nodeToFill), Date.now());
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lutAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
removeLastIxPostSim: this.revertOnFailure,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
return { ixs, simResult };
};
let makerTx = await buildTxWithMakerInfos(makerInfosToUse);
let txAccounts = makerTx.simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lutAccounts,
}).length;
let attempt = 0;
while (txAccounts > MAX_ACCOUNTS_PER_TX && makerInfosToUse.length > 0) {
logger.info(
`(fillTxId: ${fillTxId} attempt ${attempt++}) Too many accounts, remove 1 and try again (had ${
makerInfosToUse.length
} maker and ${txAccounts} accounts)`
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
makerTx = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = makerTx.simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lutAccounts,
}).length;
}
if (makerInfosToUse.length === 0) {
logger.error(
`No makerInfos left to use for multi maker perp node (fillTxId: ${fillTxId})`
);
return true;
}
if (makerTx.simResult.simError) {
logger.error(
`Error simulating multi maker perp node (fillTxId: ${fillTxId}): ${JSON.stringify(
makerTx.simResult.simError
)}\nTaker slot: ${takerUserSlot}\nMaker slots: ${makerInfosToUse
.map((m) => ` ${m.data.maker.toBase58()}: ${m.slot}`)
.join('\n')}`
);
handleSimResultError(
makerTx.simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (makerTx.simResult.simTxLogs) {
const { exceededCUs } = await this.handleTransactionLogs(
[nodeToFill],
makerTx.simResult.simTxLogs
);
if (exceededCUs) {
return false;
}
}
} else {
if (this.dryRun) {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
makerTx.simResult.tx,
buildForBundle,
makerTx.ixs
);
this.removeFillingNodes([nodeToFill]);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`Error filling multi maker perp node (fillTxId: ${fillTxId}): ${
e.stack ? e.stack : e.message
}`
);
}
}
return true;
}
/**
* It's difficult to estimate CU cost of multi maker ix, so we'll just send it in its own transaction
* @param nodeToFill node with multiple makers
*/
protected async tryFillMultiMakerPerpNode(
nodeToFill: NodeToFill,
buildForBundle: boolean
) {
const fillTxId = this.fillTxId++;
let nodeWithMakerSet = nodeToFill;
while (
!(await this.fillMultiMakerPerpNodes(
fillTxId,
nodeWithMakerSet,
buildForBundle
))
) {
const newMakerSet = nodeWithMakerSet.makerNodes
.sort(() => 0.5 - Math.random())
.slice(0, Math.ceil(nodeWithMakerSet.makerNodes.length / 2));
nodeWithMakerSet = {
node: nodeWithMakerSet.node,
makerNodes: newMakerSet,
};
if (newMakerSet.length === 0) {
logger.error(
`No makers left to use for multi maker perp node (fillTxId: ${fillTxId})`
);
return;
}
}
}
protected async tryFillPerpNodes(
nodesToFill: Array<NodeToFill>,
buildForBundle: boolean
): Promise<number> {
const nodesSent: Array<NodeToFill> = [];
const fillTxId = this.fillTxId++;
for (const [idx, nodeToFill] of nodesToFill.entries()) {
let ixs: Array<TransactionInstruction> = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
// do multi maker fills in a separate tx since they're larger
if (nodeToFill.makerNodes.length > 2) {
await this.tryFillMultiMakerPerpNode(nodeToFill, buildForBundle);
nodesSent.push(nodeToFill);
continue;
}
// otherwise pack fill ixs until est. tx size or CU limit is hit
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
referrerInfo,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.getMaxSlot(),
`Filling perp node ${idx} (fillTxId: ${fillTxId})`
)
);
this.logSlots();
if (!isVariant(marketType, 'perp')) {
throw new Error('expected perp market type');
}
let removeLastIxPostSim = this.revertOnFailure;
if (
this.pythPriceSubscriber &&
((makerInfos.length == 2 && !referrerInfo) || makerInfos.length < 2)
) {
const pythIxs = await this.getPythIxsFromNode(nodeToFill);
ixs.push(...pythIxs);
removeLastIxPostSim = false;
}
const ix = await this.driftClient.getFillPerpOrderIx(
await getUserAccountPublicKey(
this.driftClient.program.programId,
takerUser.authority,
takerUser.subAccountId
),
takerUser,
nodeToFill.node.order!,
makerInfos.map((m) => m.data),
referrerInfo
);
if (!ix) {
logger.error(`failed to generate an ix`);
break;
}
this.fillingNodes.set(getNodeToFillSignature(nodeToFill), Date.now());
// add to tx
logger.info(
`including taker ${(
await getUserAccountPublicKey(
this.driftClient.program.programId,
takerUser.authority,
takerUser.subAccountId
)
).toString()}-${nodeToFill.node.order!.orderId.toString()} (slot: ${takerUserSlot}) (fillTxId: ${fillTxId}), maker: ${makerInfos
.map((m) => `${m.data.maker.toBase58()}: ${m.slot}`)
.join(', ')}`
);
ixs.push(ix);
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const txSize = getSizeOfTransaction(ixs, true, this.lutAccounts);
if (txSize > PACKET_DATA_SIZE) {
logger.info(`tx too large, removing pyth ixs.
keys: ${ixs.map((ix) => ix.keys.map((key) => key.pubkey.toString()))}
total number of maker positions: ${makerInfos.reduce(
(acc, maker) =>
acc +
(maker.data.makerUserAccount.perpPositions.length +
maker.data.makerUserAccount.spotPositions.length),
0
)}
total taker positions: ${
takerUser.perpPositions.length + takerUser.spotPositions.length
}
marketIndex: ${nodeToFill.node.order!.marketIndex}
taker has position in market: ${takerUser.perpPositions.some(
(pos) => pos.marketIndex === nodeToFill.node.order!.marketIndex
)}
makers have position in market: ${makerInfos.some((maker) =>
maker.data.makerUserAccount.perpPositions.some(
(pos) => pos.marketIndex === nodeToFill.node.order!.marketIndex
)
)}
`);
ixs = removePythIxs(ixs);
}
let simResult;
const user = this.driftClient.getUser();
try {
simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lutAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
removeLastIxPostSim,
});
} catch (e) {
logger.error(
`Error simulating fill perp nodes (fillTxId: ${fillTxId}): ${e}`
);
return nodesSent.length;
}
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'fill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'fill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`simError: ${JSON.stringify(
simResult.simError
)} (fillTxId: ${fillTxId})`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
await this.handleTransactionLogs(nodesToFill, simResult.simTxLogs);
}
} else {
if (this.dryRun) {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
simResult.tx,
buildForBundle,
ixs
);
this.removeFillingNodes(nodesSent);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
}
}
nodesSent.push(nodeToFill);
}
return nodesSent.length;
}
protected filterPerpNodesForMarket(
fillableNodes: Array<NodeToFill>,
triggerableNodes: Array<NodeToTrigger>
): {
filteredFillableNodes: Array<NodeToFill>;
filteredTriggerableNodes: Array<NodeToTrigger>;
} {
const seenFillableNodes = new Set<string>();
const filteredFillableNodes = fillableNodes.filter((node) => {
const sig = getNodeToFillSignature(node);
if (seenFillableNodes.has(sig)) {
return false;
}
seenFillableNodes.add(sig);
return this.filterFillableNodes(node);
});
const seenTriggerableNodes = new Set<string>();
const filteredTriggerableNodes = triggerableNodes.filter((node) => {
const sig = getNodeToTriggerSignature(node);
if (seenTriggerableNodes.has(sig)) {
return false;
}
seenTriggerableNodes.add(sig);
return this.filterTriggerableNodes(node);
});
return {
filteredFillableNodes,
filteredTriggerableNodes,
};
}
protected async executeFillablePerpNodesForMarket(
fillableNodes: Array<NodeToFill>,
buildForBundle: boolean
) {
await this.tryFillPerpNodes(fillableNodes, buildForBundle);
}
protected async executeTriggerablePerpNodesForMarket(
triggerableNodes: Array<NodeToTrigger>,
buildForBundle: boolean
) {
for (const nodeToTrigger of triggerableNodes) {
nodeToTrigger.node.haveTrigger = true;
const user = await this.getUserAccountAndSlotFromMap(
nodeToTrigger.node.userAccount.toString()
);
logger.info(
`trying to trigger (account: ${nodeToTrigger.node.userAccount.toString()}, slot: ${
user.slot
}) order ${nodeToTrigger.node.order.orderId.toString()}`
);
const nodeSignature = getNodeToTriggerSignature(nodeToTrigger);
this.triggeringNodes.set(nodeSignature, Date.now());
let ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
let removeLastIxPostSim = this.revertOnFailure;
if (this.pythPriceSubscriber) {
const pythIxs = await this.getPythIxsFromNode(nodeToTrigger);
ixs.push(...pythIxs);
removeLastIxPostSim = false;
}
ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
user.data,
nodeToTrigger.node.order
)
);
if (this.revertOnFailure) {
ixs.push(await this.driftClient.getRevertFillIx());
}
const txSize = getSizeOfTransaction(ixs, true, this.lutAccounts);
if (txSize > PACKET_DATA_SIZE) {
logger.info(
`tx too large, removing pyth ixs. keys: ${ixs.map((ix) =>
ix.keys.map((key) => key.pubkey.toString())
)}`
);
ixs = removePythIxs(ixs);
}
const driftUser = this.driftClient.getUser();
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lutAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
removeLastIxPostSim,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`executeTriggerablePerpNodesForMarket simError: (simError: ${JSON.stringify(
simResult.simError
)})`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (executeTriggerablePerpNodesForMarket)`
);
} else {
if (!this.dryRun) {
if (this.hasEnoughSolToFill) {
if (buildForBundle) {
simResult.tx.sign([
// @ts-ignore;
this.driftClient.wallet.payer,
]);
const txSig = bs58.encode(simResult.tx.signatures[0]);
this.sendTxThroughJito(simResult.tx, 'triggerOrder', txSig);
this.registerTxToConfirm({ txSig });
} else if (this.canSendOutsideJito()) {
this.sendIxsToTxthread({
ixs,
signerKeys: [this.signerPubkey],
doSimulation: false,
addressLookupTables: this.lutKeys,
});
}
this.removeTriggeringNodes(nodeToTrigger);
} else {
logger.info(`Not enough SOL to fill, not triggering node`);
}
} else {
logger.info(`dry run, not triggering node`);
}
}
}
const user = this.driftClient.getUser();
this.attemptedTriggersCounter?.add(
triggerableNodes.length,
metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
)
);
}
protected async settlePnls() {
// Check if we have enough SOL to fill
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
const user = this.driftClient.getUser();
const activePerpPositions = user.getActivePerpPositions().sort((a, b) => {
return b.quoteAssetAmount.sub(a.quoteAssetAmount).toNumber();
});
const marketIds = activePerpPositions.map((pos) => pos.marketIndex);
const totalUnsettledPnl = activePerpPositions.reduce(
(totalUnsettledPnl, position) => {
return totalUnsettledPnl.add(position.quoteAssetAmount);
},
new BN(0)
);
const now = Date.now();
// Settle pnl if:
// - we are rebalancing and have enough unsettled pnl to rebalance preemptively
// - we are rebalancing and don't have enough SOL to fill
// - we have hit max positions to free up slots
if (
(this.rebalanceFiller &&
(totalUnsettledPnl.gte(
this.rebalanceSettledPnlThreshold.mul(QUOTE_PRECISION)
) ||
!this.hasEnoughSolToFill)) ||
marketIds.length === MAX_POSITIONS_PER_USER
) {
logger.info(
`Settling positive PNLs for markets: ${JSON.stringify(marketIds)}`
);
if (now < this.lastSettlePnl + SETTLE_POSITIVE_PNL_COOLDOWN_MS) {
logger.info(`Want to settle positive pnl, but in cooldown...`);
} else {
let chunk_size;
if (marketIds.length < 5) {
chunk_size = marketIds.length;
} else {
chunk_size = marketIds.length / 2;
}
for (let i = 0; i < marketIds.length; i += chunk_size) {
const buildForBundle = this.shouldBuildForBundle();
const marketIdChunks = marketIds.slice(i, i + chunk_size);
try {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // will be overridden by simulateTx
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
ixs.push(
...(await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: user.getUserAccountPublicKey(),
settleeUserAccount: this.driftClient.getUserAccount()!,
},
],
marketIdChunks
))
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lutAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: DUMP_TXS_IN_SIM,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'settlePnl',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'settlePnl',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.info(
`settlePnls simError: ${JSON.stringify(simResult.simError)}`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (settlePnls)`
);
} else {
if (!this.dryRun) {
if (buildForBundle) {
simResult.tx.sign([
// @ts-ignore;
this.driftClient.wallet.payer,
]);
const txSig = bs58.encode(simResult.tx.signatures[0]);
this.sendTxThroughJito(simResult.tx, 'settlePnl', txSig);
this.registerTxToConfirm({ txSig });
} else if (this.canSendOutsideJito()) {
this.sendIxsToTxthread({
ixs,
signerKeys: [this.signerPubkey],
doSimulation: false,
addressLookupTables: this.lutKeys,
});
}
} else {
logger.info(`dry run, skipping settlePnls)`);
}
}
} catch (err) {
if (!(err instanceof Error)) {
return;
}
const errorCode = getErrorCode(err) ?? 0;
logger.error(
`Error code: ${errorCode} while settling pnls for markets ${JSON.stringify(
marketIds
)}: ${err.message}`
);
console.error(err);
}
}
this.lastSettlePnl = now;
}
}
// If we are rebalancing, check if we have enough settled pnl in usdc account to rebalance,
// or if we have to go below threshold since we don't have enough sol
if (this.rebalanceFiller) {
const fillerDriftAccountUsdcBalance = this.driftClient.getTokenAmount(0);
const usdcSpotMarket = this.driftClient.getSpotMarketAccount(0);
const normalizedFillerDriftAccountUsdcBalance =
fillerDriftAccountUsdcBalance.divn(10 ** usdcSpotMarket!.decimals);
if (
normalizedFillerDriftAccountUsdcBalance.gte(
this.rebalanceSettledPnlThreshold
) ||
!this.hasEnoughSolToFill
) {
logger.info(
`Filler has ${normalizedFillerDriftAccountUsdcBalance.toNumber()} usdc to rebalance`
);
await this.rebalance();
}
}
}
protected async rebalance() {
logger.info(`Rebalancing filler`);
if (this.jupiterClient !== undefined) {
logger.info(`Swapping USDC for SOL to rebalance filler`);
swapFillerHardEarnedUSDCForSOL(
this.priorityFeeSubscriber,
this.driftClient,
this.jupiterClient,
await this.getBlockhashForTx()
).then(async () => {
const fillerSolBalanceAfterSwap =
await this.driftClient.connection.getBalance(
this.driftClient.authority,
'processed'
);
this.hasEnoughSolToFill =
fillerSolBalanceAfterSwap >= this.minGasBalanceToFill;
});
} else {
throw new Error('Jupiter client not initialized but trying to rebalance');
}
}
protected usingJito(): boolean {
return this.bundleSender !== undefined;
}
protected canSendOutsideJito(): boolean {
return (
!this.usingJito() ||
this.bundleSender?.strategy === 'non-jito-only' ||
this.bundleSender?.strategy === 'hybrid'
);
}
protected slotsUntilJitoLeader(): number | undefined {
if (!this.usingJito()) {
return undefined;
}
return this.bundleSender?.slotsUntilNextLeader();
}
protected shouldBuildForBundle(): boolean {
if (!this.usingJito()) {
return false;
}
if (this.globalConfig.onlySendDuringJitoLeader === true) {
const slotsUntilJito = this.slotsUntilJitoLeader();
if (slotsUntilJito === undefined) {
return false;
}
return slotsUntilJito < SLOTS_UNTIL_JITO_LEADER_TO_SEND;
}
return true;
}
protected async tryFill() {
const startTime = Date.now();
let ran = false;
try {
// Check hasEnoughSolToFill before trying to fill, we do not want to fill if we don't have enough SOL
if (!this.hasEnoughSolToFill) {
logger.info(`Not enough SOL to fill, skipping fill`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
return;
}
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
const user = this.driftClient.getUser();
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
const dlob = await this.getDLOB();
this.pruneThrottledNode();
// 1) get all fillable nodes
let fillableNodes: Array<NodeToFill> = [];
let triggerableNodes: Array<NodeToTrigger> = [];
for (const market of this.driftClient.getPerpMarketAccounts()) {
try {
const { nodesToFill, nodesToTrigger } = this.getPerpNodesForMarket(
market,
dlob
);
fillableNodes = fillableNodes.concat(nodesToFill);
triggerableNodes = triggerableNodes.concat(nodesToTrigger);
} catch (e) {
if (e instanceof Error) {
console.error(e);
webhookMessage(
`[${this.name}]: :x: Failed to get fillable nodes for market ${
market.marketIndex
}:\n${e.stack ? e.stack : e.message}`
);
}
continue;
}
}
// filter out nodes that we know cannot be filled
const { filteredFillableNodes, filteredTriggerableNodes } =
this.filterPerpNodesForMarket(fillableNodes, triggerableNodes);
logger.debug(
`filtered fillable nodes from ${fillableNodes.length} to ${filteredFillableNodes.length}, filtered triggerable nodes from ${triggerableNodes.length} to ${filteredTriggerableNodes.length}`
);
const buildForBundle = this.shouldBuildForBundle();
// fill the perp nodes
await Promise.all([
this.executeFillablePerpNodesForMarket(
filteredFillableNodes,
buildForBundle
),
this.executeTriggerablePerpNodesForMarket(
filteredTriggerableNodes,
buildForBundle
),
]);
// check if should settle positive pnl
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
const user = this.driftClient.getUser();
this.mutexBusyCounter!.add(
1,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
} else {
if (e instanceof Error) {
webhookMessage(
`[${this.name}]: :x: uncaught error:\n${
e.stack ? e.stack : e.message
}`
);
}
throw e;
}
} finally {
this.clockSubscriberTs?.setLatestValue(
this.clockSubscriber.getUnixTs(),
{}
);
this.wallClockTs?.setLatestValue(Date.now() / 1000, {});
if (ran) {
const duration = Date.now() - startTime;
const user = this.driftClient.getUser();
this.tryFillDurationHistogram?.record(
duration,
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
logger.debug(`tryFill done, took ${duration}ms`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/switchboardCranker.ts
|
import { Bot } from '../types';
import { logger } from '../logger';
import { GlobalConfig, SwitchboardCrankerBotConfig } from '../config';
import {
BlockhashSubscriber,
DriftClient,
PriorityFeeSubscriber,
SlothashSubscriber,
TxSigAndSlot,
} from '@drift-labs/sdk';
import { BundleSender } from '../bundleSender';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
PublicKey,
TransactionInstruction,
} from '@solana/web3.js';
import { chunks, getVersionedTransaction, shuffle, sleepMs } from '../utils';
import { Agent, setGlobalDispatcher } from 'undici';
setGlobalDispatcher(
new Agent({
connections: 200,
})
);
// ref: https://solscan.io/tx/Z5X334CFBmzbzxXHgfa49UVbMdLZf7nJdDCekjaZYinpykVqgTm47VZphazocMjYe1XJtEyeiL6QgrmvLeMesMA
const MIN_CU_LIMIT = 700_000;
export class SwitchboardCrankerBot implements Bot {
public name: string;
public dryRun: boolean;
public defaultIntervalMs: number;
private blockhashSubscriber: BlockhashSubscriber;
private slothashSubscriber: SlothashSubscriber;
constructor(
private globalConfig: GlobalConfig,
private crankConfigs: SwitchboardCrankerBotConfig,
private driftClient: DriftClient,
private priorityFeeSubscriber?: PriorityFeeSubscriber,
private bundleSender?: BundleSender,
private lookupTableAccounts: AddressLookupTableAccount[] = []
) {
this.name = crankConfigs.botId;
this.dryRun = crankConfigs.dryRun;
this.defaultIntervalMs = crankConfigs.intervalMs || 10_000;
this.blockhashSubscriber = new BlockhashSubscriber({
connection: driftClient.connection,
});
this.slothashSubscriber = new SlothashSubscriber(
this.driftClient.connection,
{
commitment: 'confirmed',
}
);
}
async init(): Promise<void> {
logger.info(`Initializing ${this.name} bot`);
await this.blockhashSubscriber.subscribe();
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
await this.slothashSubscriber.subscribe();
this.priorityFeeSubscriber?.updateAddresses([
...Object.entries(this.crankConfigs.pullFeedConfigs).map(
([_alias, config]) => {
return new PublicKey(config.pubkey);
}
),
...this.crankConfigs.writableAccounts.map((acc) => new PublicKey(acc)),
]);
}
async reset(): Promise<void> {
logger.info(`Resetting ${this.name} bot`);
this.blockhashSubscriber.unsubscribe();
await this.driftClient.unsubscribe();
}
async startIntervalLoop(intervalMs = this.defaultIntervalMs): Promise<void> {
logger.info(`Starting ${this.name} bot with interval ${intervalMs} ms`);
await sleepMs(5000);
await this.runCrankLoop();
setInterval(async () => {
await this.runCrankLoop();
}, intervalMs);
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(10);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
async runCrankLoop() {
const pullFeedAliases = chunks(
shuffle(Object.keys(this.crankConfigs.pullFeedConfigs)),
2
);
for (const aliasChunk of pullFeedAliases) {
try {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: MIN_CU_LIMIT,
}),
];
if (this.globalConfig.useJito) {
ixs.push(this.bundleSender!.getTipIx());
} else {
const priorityFees =
this.priorityFeeSubscriber?.getHeliusPriorityFeeLevel() || 0;
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(priorityFees),
})
);
}
const pullIxs = (
await Promise.all(aliasChunk.map((alias) => this.getPullIx(alias)))
).filter((ix) => ix !== undefined) as TransactionInstruction[];
ixs.push(...pullIxs);
const tx = getVersionedTransaction(
this.driftClient.wallet.publicKey,
ixs,
this.lookupTableAccounts,
await this.getBlockhashForTx()
);
if (this.globalConfig.useJito) {
tx.sign([
// @ts-ignore;
this.driftClient.wallet.payer,
]);
this.bundleSender?.sendTransactions(
[tx],
undefined,
undefined,
false
);
} else {
this.driftClient
.sendTransaction(tx)
.then((txSigAndSlot: TxSigAndSlot) => {
logger.info(
`Posted update sb atomic tx for ${aliasChunk}: ${txSigAndSlot.txSig}`
);
})
.catch((e) => {
console.log(e);
});
}
} catch (e) {
logger.error(`Error processing alias ${aliasChunk}: ${e}`);
}
}
}
async getPullIx(alias: string): Promise<TransactionInstruction | undefined> {
const pubkey = new PublicKey(
this.crankConfigs.pullFeedConfigs[alias].pubkey
);
const pullIx =
await this.driftClient.getPostSwitchboardOnDemandUpdateAtomicIx(
pubkey,
this.slothashSubscriber.currentSlothash
);
if (!pullIx) {
logger.error(`No pullIx for ${alias}`);
return;
}
return pullIx;
}
async healthCheck(): Promise<boolean> {
return true;
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/pythCranker.ts
|
import { Bot } from '../types';
import { logger } from '../logger';
import {
GlobalConfig,
PythCrankerBotConfig,
PythUpdateConfigs,
} from '../config';
import {
PriceFeed,
PriceServiceConnection,
} from '@pythnetwork/price-service-client';
import { PriceUpdateAccount } from '@pythnetwork/pyth-solana-receiver/lib/PythSolanaReceiver';
import {
BlockhashSubscriber,
BN,
convertToNumber,
DriftClient,
getOracleClient,
getPythPullOraclePublicKey,
isOneOfVariant,
ONE,
OracleClient,
OracleSource,
PerpMarkets,
PRICE_PRECISION,
PriorityFeeSubscriber,
SpotMarkets,
TxSigAndSlot,
} from '@drift-labs/sdk';
import { BundleSender } from '../bundleSender';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
PublicKey,
} from '@solana/web3.js';
import { convertPythPrice } from '@drift-labs/sdk';
import { getFeedIdUint8Array, trimFeedId } from '@drift-labs/sdk';
import { chunks, shuffle, simulateAndGetTxWithCUs, sleepMs } from '../utils';
import { Agent, setGlobalDispatcher } from 'undici';
setGlobalDispatcher(
new Agent({
connections: 200,
})
);
const SIM_CU_ESTIMATE_MULTIPLIER = 1.5;
export const earlyUpdateDefault: PythUpdateConfigs = {
timeDiffMs: 15_000,
priceDiffPct: 0.2,
};
export const updateDefault: PythUpdateConfigs = {
timeDiffMs: 20_000,
priceDiffPct: 0.35,
};
type FeedIdToCrankInfo = {
baseSymbol: string;
feedId: string;
updateConfig: PythUpdateConfigs;
earlyUpdateConfig: PythUpdateConfigs;
accountAddress: PublicKey;
};
export class PythCrankerBot implements Bot {
private priceServiceConnection: PriceServiceConnection;
private feedIdsToCrank: FeedIdToCrankInfo[] = [];
private pythOracleClient: OracleClient;
readonly decodeFunc: (name: string, data: Buffer) => PriceUpdateAccount;
public name: string;
public dryRun: boolean;
private intervalMs: number;
private feedIdToPriceFeedMap: Map<string, PriceFeed> = new Map();
public defaultIntervalMs = 30_000;
private blockhashSubscriber: BlockhashSubscriber;
private health: boolean = true;
private slotStalenessThresholdRestart: number = 300;
private txSuccessRateThreshold: number = 0.5;
constructor(
private globalConfig: GlobalConfig,
private crankConfigs: PythCrankerBotConfig,
private driftClient: DriftClient,
private priorityFeeSubscriber?: PriorityFeeSubscriber,
private bundleSender?: BundleSender,
private lookupTableAccounts: AddressLookupTableAccount[] = []
) {
this.name = crankConfigs.botId;
this.dryRun = crankConfigs.dryRun;
this.intervalMs = crankConfigs.intervalMs;
if (!globalConfig.hermesEndpoint) {
throw new Error('Missing hermesEndpoint in global config');
}
this.priceServiceConnection = new PriceServiceConnection(
globalConfig.hermesEndpoint,
{
timeout: 10_000,
}
);
this.pythOracleClient = getOracleClient(
OracleSource.PYTH_PULL,
driftClient.connection,
driftClient.program
);
this.decodeFunc = this.driftClient
.getReceiverProgram()
.account.priceUpdateV2.coder.accounts.decodeUnchecked.bind(
this.driftClient.getReceiverProgram().account.priceUpdateV2.coder
.accounts
);
this.blockhashSubscriber = new BlockhashSubscriber({
connection: driftClient.connection,
});
this.txSuccessRateThreshold = crankConfigs.txSuccessRateThreshold;
this.slotStalenessThresholdRestart =
crankConfigs.slotStalenessThresholdRestart;
}
async init(): Promise<void> {
logger.info(`Initializing ${this.name} bot`);
await this.blockhashSubscriber.subscribe();
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
const perpMarketIndexes = this.driftClient
.getPerpMarketAccounts()
.map((market) => market.marketIndex);
const perpMarketConfigs = PerpMarkets[this.globalConfig.driftEnv].filter(
(market) => perpMarketIndexes.includes(market.marketIndex)
);
const spotMarketIndexes = this.driftClient
.getSpotMarketAccounts()
.map((market) => market.marketIndex);
const spotMarketConfigs = SpotMarkets[this.globalConfig.driftEnv].filter(
(market) => spotMarketIndexes.includes(market.marketIndex)
);
for (const marketConfig of perpMarketConfigs) {
const feedId = marketConfig.pythFeedId;
if (!feedId) {
logger.warn(`No pyth feed id for market ${marketConfig.symbol}`);
continue;
}
const perpMarket = this.driftClient.getPerpMarketAccount(
marketConfig.marketIndex
);
if (!perpMarket) {
logger.warn(`No perp market for market ${marketConfig.symbol}`);
continue;
}
const updateConfigs = updateDefault;
const earlyUpdateConfigs = earlyUpdateDefault;
if (isOneOfVariant(perpMarket.contractTier, ['a', 'b'])) {
updateConfigs.timeDiffMs = 15_000;
earlyUpdateConfigs.timeDiffMs = 10_000;
}
const pubkey = getPythPullOraclePublicKey(
this.driftClient.program.programId,
getFeedIdUint8Array(feedId)
);
this.feedIdsToCrank.push({
baseSymbol: marketConfig.baseAssetSymbol.toUpperCase(),
feedId,
updateConfig:
this.crankConfigs?.updateConfigs?.[feedId]?.update ?? updateConfigs,
earlyUpdateConfig:
this.crankConfigs?.updateConfigs?.[feedId]?.earlyUpdate ??
earlyUpdateConfigs,
accountAddress: pubkey,
});
}
for (const marketConfig of spotMarketConfigs) {
if (
this.feedIdsToCrank.findIndex(
(feedId) => feedId.baseSymbol === marketConfig.symbol
) !== -1
)
continue;
const feedId = marketConfig.pythFeedId;
if (!feedId) {
logger.warn(`No pyth feed id for market ${marketConfig.symbol}`);
continue;
}
const updateConfigs = updateDefault;
const earlyUpdateConfigs = earlyUpdateDefault;
if (
isOneOfVariant(marketConfig.oracleSource, [
'pythPullStableCoin',
'pythStableCoin',
])
) {
updateConfigs.timeDiffMs = 15_000;
updateConfigs.priceDiffPct = 0.1;
earlyUpdateConfigs.timeDiffMs = 10_000;
earlyUpdateConfigs.priceDiffPct = 0.05;
}
const pubkey = getPythPullOraclePublicKey(
this.driftClient.program.programId,
getFeedIdUint8Array(feedId)
);
this.feedIdsToCrank.push({
baseSymbol: marketConfig.symbol.toUpperCase(),
feedId,
updateConfig:
this.crankConfigs?.updateConfigs?.[feedId]?.update ?? updateConfigs,
earlyUpdateConfig:
this.crankConfigs?.updateConfigs?.[feedId]?.earlyUpdate ??
earlyUpdateConfigs,
accountAddress: pubkey,
});
}
await this.priceServiceConnection.subscribePriceFeedUpdates(
this.feedIdsToCrank.map((x) => x.feedId),
(priceFeed) => {
this.feedIdToPriceFeedMap.set(priceFeed.id, priceFeed);
}
);
this.priorityFeeSubscriber?.updateAddresses([
this.driftClient.getReceiverProgram().programId,
]);
}
async reset(): Promise<void> {
logger.info(`Resetting ${this.name} bot`);
this.feedIdsToCrank = [];
this.blockhashSubscriber.unsubscribe();
await this.driftClient.unsubscribe();
await this.priceServiceConnection.unsubscribePriceFeedUpdates(
this.feedIdsToCrank.map((x) => x.feedId)
);
}
async startIntervalLoop(intervalMs = this.intervalMs): Promise<void> {
logger.info(`Starting ${this.name} bot with interval ${intervalMs} ms`);
await sleepMs(5000);
await this.runCrankLoop();
setInterval(async () => {
await this.runCrankLoop();
}, intervalMs);
}
async getVaaForPriceFeedIds(feedIds: string[]): Promise<string> {
const latestVaa = await this.priceServiceConnection.getLatestVaas(feedIds);
return latestVaa[0];
}
async getLatestPriceFeedUpdatesForFeedIds(
feedIds: string[]
): Promise<PriceFeed[] | undefined> {
const latestPrices = await this.priceServiceConnection.getLatestPriceFeeds(
feedIds
);
return latestPrices;
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(10);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
async runCrankLoop() {
const onChainDataResults =
await this.driftClient.connection.getMultipleAccountsInfo(
this.feedIdsToCrank.map((f) => f.accountAddress)
);
const latestSlot = await this.driftClient.connection.getSlot();
let numFeedsSignalingRestart = 0;
const feedIdsToUpdate: FeedIdToCrankInfo[] = [];
let considerEarlyUpdate = false;
shuffle(onChainDataResults).forEach((result) => {
if (!result) {
return;
}
const onChainPriceFeed = this.decodeFunc('priceUpdateV2', result.data);
const feedIdCrankInfo = this.feedIdsToCrank.find((f) =>
f.accountAddress.equals(onChainPriceFeed.writeAuthority)
);
if (!feedIdCrankInfo) {
logger.warn(
`Missing feed id data for ${onChainPriceFeed.writeAuthority.toString()}`
);
return;
}
const pythnetPriceFeed = this.feedIdToPriceFeedMap.get(
trimFeedId(feedIdCrankInfo.feedId)
);
if (!pythnetPriceFeed || !onChainPriceFeed) {
logger.info(`Missing price feed data for ${feedIdCrankInfo.feedId}`);
return;
}
const pythnetPriceData = pythnetPriceFeed.getPriceUnchecked();
const onChainPriceData =
this.pythOracleClient.getOraclePriceDataFromBuffer(result.data);
const onChainSlot = onChainPriceData.slot.toNumber();
const slotDiff = latestSlot - onChainSlot;
const isSlotStale = slotDiff > this.slotStalenessThresholdRestart;
const priceDiffPct =
Math.abs(
convertToNumber(
convertPythPrice(
new BN(pythnetPriceData.price),
pythnetPriceData.expo,
ONE
),
PRICE_PRECISION
) /
convertToNumber(onChainPriceData.price, PRICE_PRECISION) -
1
) * 100;
const timestampDiff =
pythnetPriceData.publishTime -
onChainPriceFeed.priceMessage.publishTime.toNumber();
if (
timestampDiff > feedIdCrankInfo.updateConfig.timeDiffMs / 1000 ||
priceDiffPct > feedIdCrankInfo.updateConfig.priceDiffPct ||
(considerEarlyUpdate &&
(timestampDiff >
feedIdCrankInfo.earlyUpdateConfig.timeDiffMs / 1000 ||
priceDiffPct > feedIdCrankInfo.earlyUpdateConfig.priceDiffPct))
) {
feedIdsToUpdate.push(feedIdCrankInfo);
considerEarlyUpdate = true;
} else if (
isSlotStale &&
this.driftClient.txSender.getTxLandRate() > this.txSuccessRateThreshold
) {
// Landing txs but slot is not getting updated on chain
numFeedsSignalingRestart++;
}
});
logger.info(
`Feed ids to update: ${feedIdsToUpdate.map(
(feedIdToUpdate) => feedIdToUpdate.baseSymbol
)}`
);
// Pair up the feed ids to fetch vaa and update
const feedIdPairs = chunks(feedIdsToUpdate, 2);
await Promise.all(
feedIdPairs.map(async (feedIds) => {
const vaa = await this.getVaaForPriceFeedIds(
feedIds.map((f) => f.feedId)
);
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (this.globalConfig.useJito) {
ixs.push(
...(await this.driftClient.getPostPythPullOracleUpdateAtomicIxs(
vaa,
feedIds.map((f) => f.feedId)
))
);
ixs.push(this.bundleSender!.getTipIx());
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: true,
recentBlockhash: await this.getBlockhashForTx(),
});
simResult.tx.sign([
// @ts-ignore
this.driftClient.wallet.payer,
]);
this.bundleSender?.sendTransactions(
[simResult.tx],
undefined,
undefined,
false
);
} else {
const priorityFees = Math.floor(
(this.priorityFeeSubscriber?.getCustomStrategyResult() || 0) *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
);
logger.info(
`Priority fees to use: ${priorityFees} with multiplier: ${this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()}`
);
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: priorityFees,
})
);
ixs.push(
...(await this.driftClient.getPostPythPullOracleUpdateAtomicIxs(
vaa,
feedIds.map((f) => f.feedId)
))
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: true,
recentBlockhash: await this.getBlockhashForTx(),
});
const startTime = Date.now();
this.driftClient
.sendTransaction(simResult.tx)
.then((txSigAndSlot: TxSigAndSlot) => {
logger.info(
`Posted multi pyth pull oracle for ${feedIds.map(
(feedId) => feedId.baseSymbol
)} update atomic tx: ${txSigAndSlot.txSig}, took ${
Date.now() - startTime
}ms`
);
})
.catch((e) => {
console.log(e);
});
}
})
);
/*
If number of numFeedsWithStaleOnChainDataButNoPriceChange is too high,
may need to restart pythnet because we aren't actually updating the price on chain
*/
logger.info(
`Number of feeds with stale on chain data but no price change: ${numFeedsSignalingRestart}`
);
logger.info(
`Tx success rate: ${this.driftClient.txSender.getTxLandRate()}`
);
if (numFeedsSignalingRestart > 2) {
logger.info(
`Number of feeds with stale on chain data but no price change is too high: ${numFeedsSignalingRestart}. Tx land rate: ${this.driftClient.txSender.getTxLandRate()}. Marking unhealthy`
);
this.health = false;
}
}
async healthCheck(): Promise<boolean> {
return this.health;
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/ifRevenueSettler.ts
|
import {
DriftClient,
SpotMarketAccount,
OraclePriceData,
ZERO,
PriorityFeeSubscriberMap,
DriftMarketInfo,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { getErrorCode } from '../error';
import { logger } from '../logger';
import { Bot } from '../types';
import { webhookMessage } from '../webhook';
import { BaseBotConfig } from '../config';
import {
getDriftPriorityFeeEndpoint,
simulateAndGetTxWithCUs,
sleepS,
} from '../utils';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
} from '@solana/web3.js';
const MAX_SETTLE_WAIT_TIME_S = 10 * 60; // 10 minutes
const errorCodesToSuppress = [
6177, // NoRevenueToSettleToIF
6176, // RevenueSettingsCannotSettleToIF
];
export class IFRevenueSettlerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs: number = 600000;
private priorityFeeSubscriberMap?: PriorityFeeSubscriberMap;
private driftClient: DriftClient;
private intervalIds: Array<NodeJS.Timer> = [];
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private lookupTableAccount?: AddressLookupTableAccount;
constructor(driftClient: DriftClient, config: BaseBotConfig) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.runOnce = config.runOnce || false;
this.driftClient = driftClient;
}
public async init() {
logger.info(`${this.name} initing`);
await this.driftClient.subscribe();
const driftMarkets: DriftMarketInfo[] = [];
for (const spotMarket of this.driftClient.getSpotMarketAccounts()) {
driftMarkets.push({
marketType: 'spot',
marketIndex: spotMarket.marketIndex,
});
}
this.priorityFeeSubscriberMap = new PriorityFeeSubscriberMap({
driftPriorityFeeEndpoint: getDriftPriorityFeeEndpoint('mainnet-beta'),
driftMarkets,
frequencyMs: 10_000,
});
await this.priorityFeeSubscriberMap!.subscribe();
if (!(await this.driftClient.getUser().exists())) {
throw new Error(
`User for ${this.driftClient.wallet.publicKey.toString()} does not exist`
);
}
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
}
public async reset() {
await this.priorityFeeSubscriberMap!.unsubscribe();
await this.driftClient.unsubscribe();
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
logger.info(`${this.name} Bot started!`);
if (this.runOnce) {
await this.trySettleIFRevenue();
} else {
const intervalId = setInterval(
this.trySettleIFRevenue.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
private async settleIFRevenue(spotMarketIndex: number) {
try {
const pfs = this.priorityFeeSubscriberMap!.getPriorityFees(
'spot',
spotMarketIndex
);
let microLamports = 10_000;
if (pfs) {
microLamports = Math.floor(pfs.medium);
}
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // simulateAndGetTxWithCUs will overwrite
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports,
}),
];
ixs.push(
await this.driftClient.getSettleRevenueToInsuranceFundIx(
spotMarketIndex
)
);
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: [this.lookupTableAccount!],
cuLimitMultiplier: 1.1,
doSimulation: true,
recentBlockhash: recentBlockhash.blockhash,
});
logger.info(
`settleRevenueToInsuranceFund on spot market ${spotMarketIndex} estimated to take ${simResult.cuEstimate} CUs.`
);
if (simResult.simError !== null) {
logger.error(
`Sim error: ${JSON.stringify(simResult.simError)}\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`
);
} else {
const sendTxStart = Date.now();
const txSig = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts
);
logger.info(
`Settle IF Revenue for spot market ${spotMarketIndex} tx sent in ${
Date.now() - sendTxStart
}ms: https://solana.fm/tx/${txSig.txSig}`
);
}
} catch (e: any) {
const err = e as Error;
const errorCode = getErrorCode(err);
logger.error(
`Error code: ${errorCode} while settling revenue to IF for marketIndex=${spotMarketIndex}: ${err.message}`
);
console.error(err);
if (errorCode && !errorCodesToSuppress.includes(errorCode)) {
await webhookMessage(
`[${
this.name
}]: :x: Error code: ${errorCode} while settling revenue to IF for marketIndex=${spotMarketIndex}:\n${
e.logs ? (e.logs as Array<string>).join('\n') : ''
}\n${err.stack ? err.stack : err.message}`
);
}
}
}
private async trySettleIFRevenue() {
try {
const spotMarketAndOracleData: {
[marketIndex: number]: {
marketAccount: SpotMarketAccount;
oraclePriceData: OraclePriceData;
};
} = {};
for (const marketAccount of this.driftClient.getSpotMarketAccounts()) {
spotMarketAndOracleData[marketAccount.marketIndex] = {
marketAccount,
oraclePriceData: this.driftClient.getOracleDataForSpotMarket(
marketAccount.marketIndex
),
};
}
const ifSettlePromises = [];
for (
let i = 0;
i < this.driftClient.getSpotMarketAccounts().length;
i++
) {
const spotMarketAccount = spotMarketAndOracleData[i].marketAccount;
const spotIf = spotMarketAccount.insuranceFund;
if (
spotIf.revenueSettlePeriod.eq(ZERO) ||
spotMarketAccount.revenuePool.scaledBalance.eq(ZERO)
) {
continue;
}
const currentTs = Date.now() / 1000;
// add 1 sec buffer
const timeUntilSettle =
spotIf.lastRevenueSettleTs.toNumber() +
spotIf.revenueSettlePeriod.toNumber() -
currentTs +
1;
if (timeUntilSettle <= MAX_SETTLE_WAIT_TIME_S) {
ifSettlePromises.push(
(async () => {
logger.info(
`IF revenue settling on market ${i} in ${timeUntilSettle} seconds`
);
await sleepS(timeUntilSettle);
await this.settleIFRevenue(i);
})()
);
} else {
logger.info(
`Too long to wait (${timeUntilSettle} seconds) to settle IF for marke market ${i}, skipping...`
);
}
}
await Promise.all(ifSettlePromises);
} catch (e: any) {
console.error(e);
const err = e as Error;
if (
!err.message.includes('Transaction was not confirmed') &&
!err.message.includes('Blockhash not found')
) {
const errorCode = getErrorCode(err);
await webhookMessage(
`[${
this.name
}]: :x: IF Revenue Settler error: Error code: ${errorCode}:\n${
e.logs ? (e.logs as Array<string>).join('\n') : ''
}\n${err.stack ? err.stack : err.message}`
);
}
} finally {
logger.info('Settle IF Revenues finished');
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/fillerLite.ts
|
import {
DriftClient,
BulkAccountLoader,
SlotSubscriber,
OrderSubscriber,
UserAccount,
User,
PriorityFeeSubscriber,
DataAndSlot,
BlockhashSubscriber,
} from '@drift-labs/sdk';
import { AddressLookupTableAccount, PublicKey } from '@solana/web3.js';
import { logger } from '../logger';
import { FillerConfig, GlobalConfig } from '../config';
import { RuntimeSpec } from '../metrics';
import { webhookMessage } from '../webhook';
import { FillerBot } from './filler';
import { sleepMs } from '../utils';
import { BundleSender } from '../bundleSender';
import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
export class FillerLiteBot extends FillerBot {
protected orderSubscriber: OrderSubscriber;
constructor(
slotSubscriber: SlotSubscriber,
driftClient: DriftClient,
runtimeSpec: RuntimeSpec,
globalConfig: GlobalConfig,
config: FillerConfig,
priorityFeeSubscriber: PriorityFeeSubscriber,
blockhashSubscriber: BlockhashSubscriber,
bundleSender?: BundleSender,
pythPriceFeedSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = []
) {
super(
slotSubscriber,
undefined,
driftClient,
undefined,
runtimeSpec,
globalConfig,
config,
priorityFeeSubscriber,
blockhashSubscriber,
bundleSender,
pythPriceFeedSubscriber,
lookupTableAccounts
);
this.userStatsMapSubscriptionConfig = {
type: 'polling',
accountLoader: new BulkAccountLoader(
this.driftClient.connection,
'processed', // No polling so value is irrelevant
0 // no polling, just for using mustGet
),
};
this.orderSubscriber = new OrderSubscriber({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'websocket',
skipInitialLoad: false,
resyncIntervalMs: 10_000,
},
});
}
public async init() {
logger.info(`${this.name} initing`);
await super.baseInit();
await this.orderSubscriber.subscribe();
await sleepMs(1200); // Wait a few slots to build up order book
await webhookMessage(`[${this.name}]: started`);
}
public async startIntervalLoop(_intervalMs?: number) {
super.startIntervalLoop(_intervalMs);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.orderSubscriber.unsubscribe();
}
protected async getUserAccountAndSlotFromMap(
key: string
): Promise<DataAndSlot<UserAccount>> {
if (!this.orderSubscriber.usersAccounts.has(key)) {
const user = new User({
driftClient: this.driftClient,
userAccountPublicKey: new PublicKey(key),
accountSubscription: {
type: 'polling',
accountLoader: new BulkAccountLoader(
this.driftClient.connection,
'processed',
0
),
},
});
await user.subscribe();
return user.getUserAccountAndSlot()!;
} else {
const userAccount = this.orderSubscriber.usersAccounts.get(key)!;
return {
data: userAccount.userAccount,
slot: userAccount.slot,
};
}
}
protected async getDLOB() {
const currentSlot = this.getMaxSlot();
return await this.orderSubscriber.getDLOB(currentSlot);
}
protected getMaxSlot(): number {
return Math.max(
this.slotSubscriber.getSlot(),
this.orderSubscriber!.getSlot()
);
}
protected logSlots() {
logger.info(
`slotSubscriber slot: ${this.slotSubscriber.getSlot()}, orderSubscriber slot: ${this.orderSubscriber.getSlot()}`
);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/uncrossArbBot.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
/* eslint-disable @typescript-eslint/no-unused-vars */
import {
DriftEnv,
DriftClient,
convertToNumber,
MarketType,
PRICE_PRECISION,
DLOBSubscriber,
SlotSubscriber,
MakerInfo,
getUserStatsAccountPublicKey,
OrderSubscriber,
PollingDriftClientAccountSubscriber,
TxSigAndSlot,
ZERO,
PriorityFeeSubscriber,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import {
getBestLimitAskExcludePubKey,
getBestLimitBidExcludePubKey,
} from '../utils';
import { JitProxyClient } from '@drift-labs/jit-proxy/lib';
import dotenv = require('dotenv');
dotenv.config();
import { BaseBotConfig } from 'src/config';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
PublicKey,
SendTransactionError,
} from '@solana/web3.js';
import { getErrorCode } from '../error';
import { webhookMessage } from '../webhook';
import {
isArbIxLog,
isEndIxLog,
isErrArb,
isErrArbNoAsk,
isErrArbNoBid,
isIxLog,
isMakerBreachedMaintenanceMarginLog,
} from './common/txLogParse';
const SETTLE_POSITIVE_PNL_COOLDOWN_MS = 60_000;
const SETTLE_PNL_CHUNKS = 4;
const MAX_POSITIONS_PER_USER = 8;
const THROTTLED_NODE_COOLDOWN = 10000;
const ARB_ERROR_THRESHOLD_PER_USER = 3;
const errorCodesToSuppress = [
6004, // 0x1774 Error Number: 6004. Error Message: NoBestBid.
6005, // 0x1775 Error Number: 6005. Error Message: NoBestAsk.
6006, // 0x1776 Error Number: 6006. Error Message: NoArbOpportunity.
];
/**
* This is an example of a bot that implements the Bot interface.
*/
export class UncrossArbBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 1000;
private driftEnv: DriftEnv;
private periodicTaskMutex = new Mutex();
private jitProxyClient: JitProxyClient;
private driftClient: DriftClient;
private lookupTableAccount?: AddressLookupTableAccount;
private intervalIds: Array<NodeJS.Timer> = [];
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private dlobSubscriber: DLOBSubscriber;
private slotSubscriber: SlotSubscriber;
private orderSubscriber: OrderSubscriber;
private priorityFeeSubscriber: PriorityFeeSubscriber;
private lastSettlePnl = Date.now() - SETTLE_POSITIVE_PNL_COOLDOWN_MS;
private throttledNodes: Map<number, Map<string, number>> = new Map();
private noArbErrors: Map<number, Map<string, number>> = new Map();
constructor(
driftClient: DriftClient, // driftClient needs to have correct number of subaccounts listed
jitProxyClient: JitProxyClient,
slotSubscriber: SlotSubscriber,
config: BaseBotConfig,
driftEnv: DriftEnv,
priorityFeeSubscriber: PriorityFeeSubscriber
) {
this.jitProxyClient = jitProxyClient;
this.driftClient = driftClient;
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftEnv = driftEnv;
this.slotSubscriber = slotSubscriber;
let accountSubscription:
| {
type: 'polling';
frequency: number;
commitment: 'processed';
}
| {
commitment: 'processed';
type: 'websocket';
resubTimeoutMs?: number;
resyncIntervalMs?: number;
};
if (
(
this.driftClient
.accountSubscriber as PollingDriftClientAccountSubscriber
).accountLoader
) {
accountSubscription = {
type: 'polling',
frequency: 1000,
commitment: 'processed',
};
} else {
accountSubscription = {
commitment: 'processed',
type: 'websocket',
resubTimeoutMs: 30000,
resyncIntervalMs: 10_000,
};
}
this.orderSubscriber = new OrderSubscriber({
driftClient: this.driftClient,
subscriptionConfig: accountSubscription,
});
this.dlobSubscriber = new DLOBSubscriber({
dlobSource: this.orderSubscriber,
slotSource: this.orderSubscriber,
updateFrequency: 500,
driftClient: this.driftClient,
});
this.priorityFeeSubscriber = priorityFeeSubscriber;
this.priorityFeeSubscriber.updateAddresses([
new PublicKey('8UJgxaiQx5nTrdDgph5FiahMmzduuLTLf5WmsPegYA6W'), // sol-perp
]);
}
/**
* Run initialization procedures for the bot.
*/
public async init(): Promise<void> {
logger.info(`${this.name} initing`);
await this.orderSubscriber.subscribe();
await this.dlobSubscriber.subscribe();
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
for (const marketIndex of this.driftClient
.getPerpMarketAccounts()
.map((m) => m.marketIndex)) {
this.throttledNodes.set(marketIndex, new Map());
this.noArbErrors.set(marketIndex, new Map());
}
logger.info(`${this.name} init done`);
}
/**
* Reset the bot - usually you will reset any periodic tasks here
*/
public async reset(): Promise<void> {
// reset any periodic tasks
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
const intervalId = setInterval(
this.runPeriodicTasks.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
this.intervalIds.push(
setInterval(
this.settlePnls.bind(this),
SETTLE_POSITIVE_PNL_COOLDOWN_MS / 2
)
);
logger.info(`${this.name} Bot started! driftEnv: ${this.driftEnv}`);
}
/**
* Typically used for monitoring liveness.
* @returns true if bot is healthy, else false.
*/
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 5 * this.defaultIntervalMs;
});
return healthy;
}
protected getOrderSignatureFromMakerInfo(makerInfo: MakerInfo): string {
return (
makerInfo.maker.toString() + '_' + makerInfo.order!.orderId.toString()
);
}
protected handleTransactionLogs(
bidMakerInfo: MakerInfo,
askMakerInfo: MakerInfo,
marketIndex: number,
logs: string[] | null | undefined
): void {
if (!logs) {
return;
}
let inArbIx = false;
for (const log of logs) {
if (log === null) {
logger.error(`log is null`);
continue;
}
// Log which program is causing the error
if (isIxLog(log)) {
if (isArbIxLog(log)) {
// can also print this from parsing the log record in upcoming
console.log('Failed in arb ix');
inArbIx = true;
} else {
inArbIx = false;
console.log('Failed in drift ix');
}
continue;
}
if (isEndIxLog(this.driftClient.program.programId.toBase58(), log)) {
continue;
}
if (!inArbIx) {
// this is not a log for a fill instruction
const makerBreachedMaintenanceMargin =
isMakerBreachedMaintenanceMarginLog(log);
if (makerBreachedMaintenanceMargin !== null) {
logger.error(
`Throttling maker breached maintenance margin: ${makerBreachedMaintenanceMargin}`
);
this.throttledNodes
.get(marketIndex)!
.set(makerBreachedMaintenanceMargin, Date.now());
this.driftClient
.forceCancelOrders(
new PublicKey(makerBreachedMaintenanceMargin),
makerBreachedMaintenanceMargin === bidMakerInfo.maker.toBase58()
? bidMakerInfo.makerUserAccount
: askMakerInfo.makerUserAccount
)
.then((txSig) => {
logger.info(
`Force cancelled orders for makers due to breach of maintenance margin. Tx: ${txSig}`
);
})
.catch((e) => {
console.error(e);
logger.error(
`Failed to send ForceCancelOrder Tx for maker (${makerBreachedMaintenanceMargin}) breach margin (error above):`
);
const errorCode = getErrorCode(e);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes('Transaction was not confirmed')
) {
webhookMessage(
`[${
this.name
}]: :x: error forceCancelling user ${makerBreachedMaintenanceMargin} for maker breaching margin tx logs:\n${
e.stack ? e.stack : e.message
}`
);
}
});
break;
} else {
continue;
}
}
// Throttle nodes that aren't filling
const errArbing = isErrArb(log);
const errNoAsk = isErrArbNoAsk(log);
const errNoBid = isErrArbNoBid(log);
if (inArbIx && errArbing) {
const noArbErrorsMap = this.noArbErrors.get(marketIndex)!;
const bidMakerSig = this.getOrderSignatureFromMakerInfo(bidMakerInfo);
const askMakerSig = this.getOrderSignatureFromMakerInfo(askMakerInfo);
if (!noArbErrorsMap.has(bidMakerSig))
noArbErrorsMap.set(bidMakerSig, 0);
if (!noArbErrorsMap.has(askMakerSig))
noArbErrorsMap.set(askMakerSig, 0);
noArbErrorsMap.set(bidMakerSig, noArbErrorsMap.get(bidMakerSig)! + 1);
noArbErrorsMap.set(askMakerSig, noArbErrorsMap.get(askMakerSig)! + 1);
if (noArbErrorsMap.get(bidMakerSig)! > ARB_ERROR_THRESHOLD_PER_USER) {
this.throttledNodes.get(marketIndex)!.set(bidMakerSig, Date.now());
noArbErrorsMap.set(bidMakerSig, 0);
logger.warn(
`Throttling ${bidMakerSig} due to NoArbError on ${marketIndex}`
);
}
if (noArbErrorsMap.get(askMakerSig)! > ARB_ERROR_THRESHOLD_PER_USER) {
this.throttledNodes.get(marketIndex)!.set(askMakerSig, Date.now());
noArbErrorsMap.set(askMakerSig, 0);
logger.warn(
`Throttling ${askMakerSig} due to NoArbError on ${marketIndex}`
);
}
continue;
} else if (inArbIx && errNoAsk) {
const noArbErrorsMap = this.noArbErrors.get(marketIndex)!;
const askMakerSig = this.getOrderSignatureFromMakerInfo(askMakerInfo);
if (!noArbErrorsMap.has(askMakerSig))
noArbErrorsMap.set(askMakerSig, 0);
noArbErrorsMap.set(askMakerSig, noArbErrorsMap.get(askMakerSig)! + 1);
if (noArbErrorsMap.get(askMakerSig)! > ARB_ERROR_THRESHOLD_PER_USER) {
this.throttledNodes.get(marketIndex)!.set(askMakerSig, Date.now());
noArbErrorsMap.set(askMakerSig, 0);
logger.warn(
`Throttling ${askMakerSig} due to NoArbError on ${marketIndex}`
);
}
} else if (inArbIx && errNoBid) {
const noArbErrorsMap = this.noArbErrors.get(marketIndex)!;
const bidMakerSig = this.getOrderSignatureFromMakerInfo(bidMakerInfo);
if (!noArbErrorsMap.has(bidMakerSig))
noArbErrorsMap.set(bidMakerSig, 0);
noArbErrorsMap.set(bidMakerSig, noArbErrorsMap.get(bidMakerSig)! + 1);
if (noArbErrorsMap.get(bidMakerSig)! > ARB_ERROR_THRESHOLD_PER_USER) {
this.throttledNodes.get(marketIndex)!.set(bidMakerSig, Date.now());
noArbErrorsMap.set(bidMakerSig, 0);
logger.warn(
`Throttling ${bidMakerSig} due to NoArbError on ${marketIndex}`
);
}
}
}
}
private async runPeriodicTasks() {
const start = Date.now();
let ran = false;
try {
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
logger.debug(
`[${new Date().toISOString()}] Running uncross periodic tasks...`
);
const perpMarkets = this.driftClient.getPerpMarketAccounts();
for (let i = 0; i < perpMarkets.length; i++) {
const perpIdx = perpMarkets[i].marketIndex;
const driftUser = this.driftClient.getUser();
const perpMarketAccount =
this.driftClient.getPerpMarketAccount(perpIdx)!;
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(perpIdx);
// Go through throttled nodes so we can exlcude them
const excludedPubKeysOrderIdPairs: [string, number][] = [];
const throttledNodesForMarket = this.throttledNodes.get(perpIdx)!;
if (throttledNodesForMarket) {
for (const [pubKeySig, time] of throttledNodesForMarket.entries()) {
if (Date.now() - time < THROTTLED_NODE_COOLDOWN) {
excludedPubKeysOrderIdPairs.push(
((sig: string) => [
sig.split('_')[0],
parseInt(sig.split('_')[1]),
])(pubKeySig)
);
} else {
throttledNodesForMarket.delete(pubKeySig);
if (this.noArbErrors.get(perpIdx)!.has(pubKeySig)) {
logger.warn(`Releasing throttled node ${pubKeySig}`);
this.noArbErrors.get(perpIdx)!.delete(pubKeySig);
}
}
}
}
const bestDriftBid = getBestLimitBidExcludePubKey(
this.dlobSubscriber.dlob,
perpMarketAccount.marketIndex,
MarketType.PERP,
oraclePriceData.slot.toNumber(),
oraclePriceData,
driftUser.getUserAccountPublicKey().toBase58(),
excludedPubKeysOrderIdPairs
);
const bestDriftAsk = getBestLimitAskExcludePubKey(
this.dlobSubscriber.dlob,
perpMarketAccount.marketIndex,
MarketType.PERP,
oraclePriceData.slot.toNumber(),
oraclePriceData,
driftUser.getUserAccountPublicKey().toBase58(),
excludedPubKeysOrderIdPairs
);
if (!bestDriftBid || !bestDriftAsk) {
continue;
}
const currentSlot = this.slotSubscriber.getSlot();
const bestBidPrice = convertToNumber(
bestDriftBid.getPrice(oraclePriceData, currentSlot),
PRICE_PRECISION
);
const bestAskPrice = convertToNumber(
bestDriftAsk.getPrice(oraclePriceData, currentSlot),
PRICE_PRECISION
);
const midPrice = (bestBidPrice + bestAskPrice) / 2;
if (
(bestBidPrice - bestAskPrice) / midPrice >
2 *
this.driftClient.getMarketFees(
MarketType.PERP,
perpIdx,
driftUser
).takerFee
) {
let bidMakerInfo: MakerInfo;
let askMakerInfo: MakerInfo;
try {
bidMakerInfo = {
makerUserAccount: this.orderSubscriber.usersAccounts.get(
bestDriftBid.userAccount!
)!.userAccount,
order: bestDriftBid.order,
maker: new PublicKey(bestDriftBid.userAccount!),
makerStats: getUserStatsAccountPublicKey(
this.driftClient.program.programId,
this.orderSubscriber.usersAccounts.get(
bestDriftBid.userAccount!
)!.userAccount.authority
),
};
askMakerInfo = {
makerUserAccount: this.orderSubscriber.usersAccounts.get(
bestDriftAsk.userAccount!
)!.userAccount,
order: bestDriftAsk.order,
maker: new PublicKey(bestDriftAsk.userAccount!),
makerStats: getUserStatsAccountPublicKey(
this.driftClient.program.programId,
this.orderSubscriber.usersAccounts.get(
bestDriftAsk.userAccount!
)!.userAccount.authority
),
};
console.log(`
Crossing market on marketIndex: ${perpIdx}
Market: ${bestBidPrice}@${bestAskPrice}
Bid maker: ${bidMakerInfo.maker.toBase58()}
ask maker: ${askMakerInfo.maker.toBase58()}
`);
} catch (e) {
continue;
}
try {
const fee = Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() * 1.1 || 1
);
const txResult =
await this.driftClient.txSender.sendVersionedTransaction(
await this.driftClient.txSender.getVersionedTransaction(
[
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: fee,
}),
await this.jitProxyClient.getArbPerpIx({
marketIndex: perpIdx,
makerInfos: [bidMakerInfo, askMakerInfo],
referrerInfo: this.driftClient
.getUserStats()
.getReferrerInfo(),
}),
],
[this.lookupTableAccount!],
[],
this.driftClient.opts
),
[],
this.driftClient.opts
);
logger.info(
`Potential arb with sig: ${txResult.txSig}. Check the blockchain for confirmation.`
);
} catch (e) {
logger.error('Failed to send tx', e);
try {
const simError = e as SendTransactionError;
const errorCode = getErrorCode(simError);
if (simError.logs && simError.logs.length > 0) {
const start = Date.now();
this.handleTransactionLogs(
bidMakerInfo,
askMakerInfo,
perpIdx,
simError.logs
);
logger.error(
`Failed to send tx, sim error tx logs took: ${
Date.now() - start
}ms)`
);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes(
'Transaction was not confirmed'
)
) {
console.error(`Unsurpressed error:\n`, e);
webhookMessage(
`[${this.name}]: :x: error simulating tx:\n${
simError.logs ? simError.logs.join('\n') : ''
}\n${simError.stack || e}`
);
} else {
if (errorCode === 6006) {
logger.warn('No arb opportunity');
} else if (errorCode === 6004 || errorCode === 6005) {
logger.warn('No bid/ask, Orderbook was slow');
}
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`Error sending arb tx on market index ${perpIdx} with detected market ${bestBidPrice}@${bestAskPrice}: ${
e.stack ? e.stack : e.message
}`
);
}
}
}
}
}
logger.debug(`done: ${Date.now() - start}ms`);
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
return;
} else {
throw e;
}
} finally {
if (ran) {
const duration = Date.now() - start;
logger.debug(`${this.name} Bot took ${duration}ms to run`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
private async settlePnls() {
const user = this.driftClient.getUser();
const marketIds = user
.getActivePerpPositions()
.filter((pos) => !pos.quoteAssetAmount.eq(ZERO))
.map((pos) => pos.marketIndex);
if (marketIds.length === 0) {
return;
}
const now = Date.now();
if (now < this.lastSettlePnl + SETTLE_POSITIVE_PNL_COOLDOWN_MS) {
logger.info(`Want to settle positive pnl, but in cooldown...`);
} else {
const settlePnlPromises: Array<Promise<TxSigAndSlot>> = [];
for (let i = 0; i < marketIds.length; i += SETTLE_PNL_CHUNKS) {
const marketIdChunks = marketIds.slice(i, i + SETTLE_PNL_CHUNKS);
try {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 2_000_000,
}),
];
ixs.push(
...(await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: user.getUserAccountPublicKey(),
settleeUserAccount: this.driftClient.getUserAccount()!,
},
],
marketIdChunks
))
);
settlePnlPromises.push(
this.driftClient.txSender.sendVersionedTransaction(
await this.driftClient.txSender.getVersionedTransaction(
ixs,
[this.lookupTableAccount!],
[],
this.driftClient.opts
),
[],
this.driftClient.opts
)
);
} catch (err) {
if (!(err instanceof Error)) {
return;
}
const errorCode = getErrorCode(err) ?? 0;
logger.error(
`Error code: ${errorCode} while settling pnls for markets ${JSON.stringify(
marketIds
)}: ${err.message}`
);
console.error(err);
}
}
try {
const txs = await Promise.all(settlePnlPromises);
for (const tx of txs) {
logger.info(
`Settle positive PNLs tx: https://solscan/io/tx/${tx.txSig}`
);
}
} catch (e) {
logger.error('Error settling pnls: ', e);
}
this.lastSettlePnl = now;
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/makerBidAskTwapCrank.ts
|
import {
DLOB,
DriftClient,
UserMap,
SlotSubscriber,
MarketType,
PositionDirection,
getUserStatsAccountPublicKey,
promiseTimeout,
isVariant,
PriorityFeeSubscriberMap,
DriftMarketInfo,
isOneOfVariant,
getVariant,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import { BaseBotConfig, GlobalConfig } from '../config';
import {
TransactionSignature,
VersionedTransaction,
AddressLookupTableAccount,
PublicKey,
ComputeBudgetProgram,
TransactionInstruction,
TransactionExpiredBlockheightExceededError,
SendTransactionError,
} from '@solana/web3.js';
import { webhookMessage } from '../webhook';
import { ConfirmOptions, Signer } from '@solana/web3.js';
import {
getAllPythOracleUpdateIxs,
getDriftPriorityFeeEndpoint,
handleSimResultError,
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
} from '../utils';
import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
import { PythPullClient } from '@drift-labs/sdk';
import { BundleSender } from '../bundleSender';
const CU_EST_MULTIPLIER = 1.4;
const DEFAULT_INTERVAL_GROUP = -1;
const TWAP_CRANK_MIN_CU = 200_000;
const MIN_PRIORITY_FEE = 10_000;
const MAX_PRIORITY_FEE = process.env.MAX_PRIORITY_FEE
? parseInt(process.env.MAX_PRIORITY_FEE) || 500_000
: 500_000;
const SLOT_STALENESS_THRESHOLD_RESTART = process.env
.SLOT_STALENESS_THRESHOLD_RESTART
? parseInt(process.env.SLOT_STALENESS_THRESHOLD_RESTART) || 300
: 300;
const TX_LAND_RATE_THRESHOLD = process.env.TX_LAND_RATE_THRESHOLD
? parseFloat(process.env.TX_LAND_RATE_THRESHOLD) || 0.5
: 0.5;
const NUM_MAKERS_TO_LOOK_AT_FOR_TWAP_CRANK = 2;
const TX_PER_JITO_BUNDLE = 3;
function isCriticalError(e: Error): boolean {
// retrying on this error is standard
if (e.message.includes('Blockhash not found')) {
return false;
}
if (e.message.includes('Transaction was not confirmed in')) {
return false;
}
return true;
}
export async function sendVersionedTransaction(
driftClient: DriftClient,
tx: VersionedTransaction,
additionalSigners?: Array<Signer>,
opts?: ConfirmOptions,
timeoutMs = 5000
): Promise<TransactionSignature | null> {
// @ts-ignore
tx.sign((additionalSigners ?? []).concat(driftClient.provider.wallet.payer));
if (opts === undefined) {
opts = driftClient.provider.opts;
}
const rawTransaction = tx.serialize();
let txid: TransactionSignature | null;
try {
txid = await promiseTimeout(
driftClient.provider.connection.sendRawTransaction(rawTransaction, opts),
timeoutMs
);
} catch (e) {
console.error(e);
throw e;
}
return txid;
}
/**
* Builds a mapping from crank interval (ms) to perp market indexes
* @param driftClient
* @returns
*/
function buildCrankIntervalToMarketIds(driftClient: DriftClient): {
crankIntervals: { [key: number]: number[] };
driftMarkets: DriftMarketInfo[];
} {
const crankIntervals: { [key: number]: number[] } = {};
const driftMarkets: DriftMarketInfo[] = [];
for (const perpMarket of driftClient.getPerpMarketAccounts()) {
if (isOneOfVariant(perpMarket.status, ['settlement', 'delisted'])) {
logger.info(
`markTwapCrank skipping market ${
perpMarket.marketIndex
} with status ${getVariant(perpMarket.status)}`
);
continue;
}
driftMarkets.push({
marketType: 'perp',
marketIndex: perpMarket.marketIndex,
});
let crankPeriodMs = 20_000;
const isPreLaunch = false;
if (isOneOfVariant(perpMarket.contractTier, ['a', 'b'])) {
crankPeriodMs = 10_000;
} else if (isVariant(perpMarket.amm.oracleSource, 'prelaunch')) {
crankPeriodMs = 15_000;
}
logger.info(
`Perp market ${perpMarket.marketIndex} contractTier: ${getVariant(
perpMarket.contractTier
)} isPrelaunch: ${isPreLaunch}, crankPeriodMs: ${crankPeriodMs}`
);
if (crankIntervals[crankPeriodMs] === undefined) {
crankIntervals[crankPeriodMs] = [perpMarket.marketIndex];
} else {
crankIntervals[crankPeriodMs].push(perpMarket.marketIndex);
}
}
return {
crankIntervals,
driftMarkets,
};
}
export class MakerBidAskTwapCrank implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs?: number = undefined;
public readonly globalConfig: GlobalConfig;
private crankIntervalToMarketIds?: { [key: number]: number[] }; // Object from number to array of numbers
private crankIntervalInProgress?: { [key: number]: boolean };
private allCrankIntervalGroups?: number[];
private maxIntervalGroup?: number; // tracks the max interval group for health checking
private slotSubscriber: SlotSubscriber;
private driftClient: DriftClient;
private intervalIds: Array<NodeJS.Timer> = [];
private userMap?: UserMap;
private dlob?: DLOB;
private latestDlobSlot?: number;
private priorityFeeSubscriberMap?: PriorityFeeSubscriberMap;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private pythPriceSubscriber?: PythPriceFeedSubscriber;
private pythPullOracleClient: PythPullClient;
private pythHealthy: boolean = true;
private lookupTableAccounts: AddressLookupTableAccount[];
private bundleSender?: BundleSender;
constructor(
driftClient: DriftClient,
slotSubscriber: SlotSubscriber,
userMap: UserMap,
config: BaseBotConfig,
globalConfig: GlobalConfig,
runOnce: boolean,
pythPriceSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = [],
bundleSender?: BundleSender
) {
this.slotSubscriber = slotSubscriber;
this.name = config.botId;
this.dryRun = config.dryRun;
this.runOnce = runOnce;
this.globalConfig = globalConfig;
this.driftClient = driftClient;
this.userMap = userMap;
this.pythPriceSubscriber = pythPriceSubscriber;
this.lookupTableAccounts = lookupTableAccounts;
this.pythPullOracleClient = new PythPullClient(this.driftClient.connection);
this.bundleSender = bundleSender;
}
public async init() {
logger.info(`[${this.name}] initing, runOnce: ${this.runOnce}`);
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
let driftMarkets: DriftMarketInfo[] = [];
({ crankIntervals: this.crankIntervalToMarketIds, driftMarkets } =
buildCrankIntervalToMarketIds(this.driftClient));
logger.info(
`[${this.name}] crankIntervals:\n${JSON.stringify(
this.crankIntervalToMarketIds,
null,
2
)}`
);
this.crankIntervalInProgress = {};
if (this.crankIntervalToMarketIds) {
this.allCrankIntervalGroups = Object.keys(
this.crankIntervalToMarketIds
).map((x) => parseInt(x));
this.maxIntervalGroup = Math.max(...this.allCrankIntervalGroups!);
this.watchdogTimerLastPatTime = Date.now() - this.maxIntervalGroup;
for (const intervalGroup of this.allCrankIntervalGroups!) {
this.crankIntervalInProgress[intervalGroup] = false;
}
} else {
this.crankIntervalInProgress[DEFAULT_INTERVAL_GROUP] = false;
}
this.priorityFeeSubscriberMap = new PriorityFeeSubscriberMap({
driftPriorityFeeEndpoint: getDriftPriorityFeeEndpoint('mainnet-beta'),
driftMarkets,
frequencyMs: 10_000,
});
await this.priorityFeeSubscriberMap.subscribe();
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.userMap?.unsubscribe();
}
public async startIntervalLoop(_intervalMs?: number): Promise<void> {
logger.info(`[${this.name}] Bot started!`);
if (this.runOnce) {
await this.tryTwapCrank(null);
} else {
// start an interval for each crank interval
for (const intervalGroup of this.allCrankIntervalGroups!) {
const intervalId = setInterval(
this.tryTwapCrank.bind(this, intervalGroup),
intervalGroup
);
this.intervalIds.push(intervalId);
}
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 5 * this.maxIntervalGroup!;
});
return healthy && this.pythHealthy;
}
private async initDlob() {
try {
this.latestDlobSlot = this.slotSubscriber.currentSlot;
this.dlob = await this.userMap!.getDLOB(this.slotSubscriber.currentSlot);
} catch (e) {
logger.error(`[${this.name}] Error loading dlob: ${e}`);
}
}
private getCombinedList(makersArray: PublicKey[]) {
const combinedList = [];
for (const maker of makersArray) {
const uA = this.userMap!.getUserAuthority(maker.toString());
if (uA !== undefined) {
const uStats = getUserStatsAccountPublicKey(
this.driftClient.program.programId,
uA
);
// Combine maker and uStats into a list and add it to the combinedList
const combinedItem = [maker, uStats];
combinedList.push(combinedItem);
} else {
logger.warn(
'[${this.name}] skipping maker... cannot find authority for userAccount=',
maker.toString()
);
}
}
return combinedList;
}
private async sendSingleTx(
marketIndex: number,
tx: VersionedTransaction
): Promise<void> {
let simResult: SimulateAndGetTxWithCUsResponse | undefined;
try {
const sendTxStart = Date.now();
this.driftClient.txSender
.sendVersionedTransaction(tx, [], {
...this.driftClient.opts,
})
.then((txSig) => {
logger.info(
`[${
this.name
}] makerBidAskTwapCrank sent tx for market: ${marketIndex} in ${
Date.now() - sendTxStart
}ms tx: https://solana.fm/tx/${txSig.txSig}, txSig: ${
txSig.txSig
}, slot: ${txSig.slot}`
);
});
} catch (err: any) {
console.error(err);
if (err instanceof TransactionExpiredBlockheightExceededError) {
logger.info(
`[${this.name}] Blockheight exceeded error, retrying with market: ${marketIndex})`
);
} else if (err instanceof Error) {
if (isCriticalError(err)) {
const e = err as SendTransactionError;
await webhookMessage(
`[${
this.name
}] failed to crank maker twaps for perp market ${marketIndex}. simulated CUs: ${simResult?.cuEstimate}, simError: ${JSON.stringify(
simResult?.simError
)}:\n${e.logs ? (e.logs as Array<string>).join('\n') : ''} \n${
e.stack ? e.stack : e.message
}`
);
return;
} else {
return;
}
}
}
return;
}
private async buildTransaction(
marketIndex: number,
ixs: TransactionInstruction[]
): Promise<VersionedTransaction | undefined> {
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
const simResult: SimulateAndGetTxWithCUsResponse | undefined =
await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: CU_EST_MULTIPLIER,
minCuLimit: TWAP_CRANK_MIN_CU,
doSimulation: true,
recentBlockhash: recentBlockhash.blockhash,
});
logger.info(
`[${this.name}] estimated ${simResult.cuEstimate} CUs for market: ${marketIndex}`
);
if (simResult.simError !== null) {
logger.error(
`[${this.name}] Sim error (market: ${marketIndex}): ${JSON.stringify(
simResult.simError
)}\n${simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''}`
);
handleSimResultError(
simResult,
[],
`[${this.name}] (market: ${marketIndex})`
);
return;
} else {
return simResult.tx;
}
}
private async getPythIxsFromTwapCrankInfo(
crankMarketIndex: number
): Promise<TransactionInstruction[]> {
if (crankMarketIndex === undefined) {
throw new Error('Market index not found on node');
}
if (!this.pythPriceSubscriber) {
throw new Error('Pyth price subscriber not initialized');
}
const pythIxs = await getAllPythOracleUpdateIxs(
this.globalConfig.driftEnv,
crankMarketIndex,
MarketType.PERP,
this.pythPriceSubscriber!,
this.driftClient,
this.globalConfig.numNonActiveOraclesToPush ?? 0
);
return pythIxs;
}
/**
* @returns true if configured to use jito AND there is currently a jito leader
*/
private sendThroughJito(): boolean {
if (!this.bundleSender) {
// not configured for jito
logger.warn(`skip sendThroughJito, bundleSender not initialized`);
return false;
}
const slotsUntilNextLeader = this.bundleSender.slotsUntilNextLeader();
if (slotsUntilNextLeader === undefined || slotsUntilNextLeader > 0) {
logger.warn(
`skip sendThroughJito, slotsUntilNextLeader: ${slotsUntilNextLeader}`
);
return false;
}
return true;
}
private async tryTwapCrank(intervalGroup: number | null) {
const state = this.driftClient.getStateAccount();
let crankMarkets: number[] = [];
if (intervalGroup === null) {
crankMarkets = Array.from(
{ length: state.numberOfMarkets },
(_, index) => index
);
intervalGroup = DEFAULT_INTERVAL_GROUP;
} else {
crankMarkets = this.crankIntervalToMarketIds![intervalGroup]!;
}
const intervalInProgress = this.crankIntervalInProgress![intervalGroup]!;
if (intervalInProgress) {
logger.info(
`[${this.name}] Interval ${intervalGroup} already in progress, skipping`
);
return;
}
const start = Date.now();
let numFeedsSignalingRestart = 0;
try {
this.crankIntervalInProgress![intervalGroup] = true;
await this.initDlob();
logger.info(
`[${this.name}] Cranking interval group ${intervalGroup}: ${crankMarkets}`
);
let txsToBundle: VersionedTransaction[] = [];
for (const mi of crankMarkets) {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // will be overwritten by simulateAndGetTxWithCUs
}),
];
// add priority fees if not using jito
const useJito = this.sendThroughJito();
if (!useJito) {
const pfs = this.priorityFeeSubscriberMap!.getPriorityFees(
'perp',
mi
);
let microLamports = MIN_PRIORITY_FEE;
if (pfs) {
microLamports = Math.floor(
pfs.low *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
);
}
const clampedMicroLamports = Math.min(
microLamports,
MAX_PRIORITY_FEE
);
console.log(
`market index ${mi}: microLamports: ${microLamports} (clamped: ${clampedMicroLamports})`
);
microLamports = clampedMicroLamports;
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: isNaN(microLamports)
? MIN_PRIORITY_FEE
: microLamports,
})
);
}
const oraclePriceData = this.driftClient.getOracleDataForPerpMarket(mi);
const bidMakers = this.dlob!.getBestMakers({
marketIndex: mi,
marketType: MarketType.PERP,
direction: PositionDirection.LONG,
slot: this.latestDlobSlot!,
oraclePriceData,
numMakers: NUM_MAKERS_TO_LOOK_AT_FOR_TWAP_CRANK,
});
const askMakers = this.dlob!.getBestMakers({
marketIndex: mi,
marketType: MarketType.PERP,
direction: PositionDirection.SHORT,
slot: this.latestDlobSlot!,
oraclePriceData,
numMakers: NUM_MAKERS_TO_LOOK_AT_FOR_TWAP_CRANK,
});
logger.info(
`[${this.name}] loaded makers for market ${mi}: ${bidMakers.length} bids, ${askMakers.length} asks`
);
let pythIxsPushed = false;
if (
this.pythPriceSubscriber &&
isOneOfVariant(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracleSource,
['pythPull', 'pyth1KPull', 'pyth1MPull', 'pythStableCoinPull']
)
) {
const pythIxs = await this.getPythIxsFromTwapCrankInfo(mi);
ixs.push(...pythIxs);
pythIxsPushed = true;
} else if (
isVariant(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracleSource,
'switchboardOnDemand'
)
) {
const switchboardIx =
await this.driftClient.getPostSwitchboardOnDemandUpdateAtomicIx(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracle,
undefined,
askMakers.length + bidMakers.length > 3 ? 2 : 3
);
if (switchboardIx) ixs.push(switchboardIx);
else
logger.error(
`[${this.name}] failed to get switchboardIx for market: ${mi}`
);
}
const concatenatedList = [
...this.getCombinedList(bidMakers),
...this.getCombinedList(askMakers),
];
ixs.push(
await this.driftClient.getUpdatePerpBidAskTwapIx(
mi,
concatenatedList as [PublicKey, PublicKey][]
)
);
if (
isVariant(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracleSource,
'prelaunch'
)
) {
const updatePrelaunchOracleIx =
await this.driftClient.getUpdatePrelaunchOracleIx(mi);
ixs.push(updatePrelaunchOracleIx);
}
if (useJito) {
// first tx in bundle pays the tip
const isFirstTxInBundle = txsToBundle.length === 0;
const jitoSigners = [this.driftClient.wallet.payer];
if (isFirstTxInBundle) {
ixs.push(this.bundleSender!.getTipIx());
}
const txToSend = await this.buildTransaction(mi, ixs);
if (txToSend) {
// @ts-ignore;
txToSend.sign(jitoSigners);
txsToBundle.push(txToSend);
} else {
logger.error(`[${this.name}] failed to build tx for market: ${mi}`);
}
} else {
const txToSend = await this.buildTransaction(mi, ixs);
if (txToSend) {
await this.sendSingleTx(mi, txToSend);
} else {
logger.error(`[${this.name}] failed to build tx for market: ${mi}`);
}
}
// logger.info(`[${this.name}] sent tx for market: ${mi}`);
if (useJito && txsToBundle.length >= TX_PER_JITO_BUNDLE) {
logger.info(
`[${this.name}] sending ${txsToBundle.length} txs to jito`
);
await this.bundleSender!.sendTransactions(
txsToBundle,
undefined,
undefined,
false
);
txsToBundle = [];
}
// Check if this change caused the pyth price to update
// TODO: move into own loop
if (
pythIxsPushed &&
isOneOfVariant(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracleSource,
['pythPull', 'pyth1KPull', 'pyth1MPull', 'pythStableCoinPull']
)
) {
const [data, currentSlot] = await Promise.all([
this.driftClient.connection.getAccountInfo(
this.driftClient.getPerpMarketAccount(mi)!.amm.oracle
),
this.driftClient.connection.getSlot(),
]);
if (!data) continue;
const pythData =
this.pythPullOracleClient.getOraclePriceDataFromBuffer(data.data);
const slotDelay = currentSlot - pythData.slot.toNumber();
if (slotDelay > SLOT_STALENESS_THRESHOLD_RESTART) {
logger.info(
`[${this.name}] oracle slot stale for market: ${mi}, slot delay: ${slotDelay}`
);
numFeedsSignalingRestart++;
}
}
}
// There's a chance that by the time we get here there is no active jito leader, but we
// already built txs without priority fee, so we skip the leader check and just send
// the bundle anyways to increase overall land rate.
if (this.bundleSender && txsToBundle.length > 0) {
logger.info(
`[${this.name}] sending remaining ${txsToBundle.length} txs to jito`
);
await this.bundleSender!.sendTransactions(
txsToBundle,
undefined,
undefined,
false
);
}
} catch (e) {
console.error(e);
if (e instanceof Error) {
await webhookMessage(
`[${this.name}]: :x: uncaught error:\n${
e.stack ? e.stack : e.message
}`
);
}
} finally {
this.crankIntervalInProgress![intervalGroup] = false;
logger.info(
`[${
this.name
}] tryTwapCrank finished for interval group ${intervalGroup}, took ${
Date.now() - start
}ms`
);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
if (
numFeedsSignalingRestart > 2 &&
this.driftClient.txSender.getTxLandRate() > TX_LAND_RATE_THRESHOLD
) {
logger.info(
`[${
this.name
}] ${numFeedsSignalingRestart} feeds signaling restart, tx land rate: ${this.driftClient.txSender.getTxLandRate()}`
);
await webhookMessage(
`[${
this.name
}] ${numFeedsSignalingRestart} feeds signaling restart, tx land rate: ${this.driftClient.txSender.getTxLandRate()}`
);
this.pythHealthy = false;
}
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/jitMaker.ts
|
/* eslint-disable @typescript-eslint/no-unused-vars */
import {
DriftEnv,
BASE_PRECISION,
BN,
DriftClient,
MarketType,
DLOBSubscriber,
SlotSubscriber,
PriorityFeeSubscriber,
OrderSubscriber,
calculateBidAskPrice,
getVariant,
isVariant,
} from '@drift-labs/sdk';
import { Mutex, tryAcquire, E_ALREADY_LOCKED } from 'async-mutex';
import { logger } from '../logger';
import { Bot } from '../types';
import {
calculateBaseAmountToMarketMakePerp,
calculateBaseAmountToMarketMakeSpot,
convertToMarketType,
getBestLimitAskExcludePubKey,
getBestLimitBidExcludePubKey,
isMarketVolatile,
isSpotMarketVolatile,
sleepMs,
} from '../utils';
import {
JitterShotgun,
JitterSniper,
PriceType,
} from '@drift-labs/jit-proxy/lib';
import dotenv from 'dotenv';
dotenv.config();
import { PublicKey } from '@solana/web3.js';
import { BaseBotConfig } from '../config';
export type JitMakerConfig = BaseBotConfig & {
subaccounts?: Array<number>;
marketType: string;
/// @deprecated, use {@link JitMakerConfig.marketIndexes} and {@link JitMakerConfig.marketType}
perpMarketIndicies?: Array<number>;
marketIndexes?: Array<number>;
targetLeverage?: number;
aggressivenessBps?: number;
jitCULimit?: number;
};
/**
* This is an example of a bot that implements the Bot interface.
*/
export class JitMaker implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 30000;
private driftEnv: DriftEnv;
private periodicTaskMutex = new Mutex();
private jitter: JitterSniper | JitterShotgun;
private driftClient: DriftClient;
private config: JitMakerConfig;
private targetLeverage: number;
// private subaccountConfig: SubaccountConfig;
private subAccountIds: Array<number>;
private marketIndexes: Array<number>;
private marketType: MarketType;
private intervalIds: Array<NodeJS.Timer> = [];
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
private dlobSubscriber: DLOBSubscriber;
private slotSubscriber: SlotSubscriber;
private orderSubscriber: OrderSubscriber;
private priorityFeeSubscriber: PriorityFeeSubscriber;
private jitCULimit: number;
constructor(
driftClient: DriftClient, // driftClient needs to have correct number of subaccounts listed
jitter: JitterSniper | JitterShotgun,
config: JitMakerConfig,
driftEnv: DriftEnv,
priorityFeeSubscriber: PriorityFeeSubscriber
) {
this.config = config;
this.subAccountIds = this.config.subaccounts ?? [0];
// maintain backwards compatible config key `perpMarketIndicies`
if (this.config.perpMarketIndicies && !this.config.marketIndexes) {
this.marketIndexes = this.config.perpMarketIndicies;
} else {
this.marketIndexes = this.config.marketIndexes ?? [0];
}
this.marketType = convertToMarketType(this.config.marketType);
this.targetLeverage = this.config.targetLeverage ?? 1;
this.jitCULimit = this.config.jitCULimit ?? 800000;
const subAccountLen = this.subAccountIds.length;
// Check for 1:1 unique sub account id to market index ratio
const marketLen = this.marketIndexes.length;
if (subAccountLen !== marketLen) {
throw new Error('You must have 1 sub account id per market to jit');
}
this.jitter = jitter;
this.driftClient = driftClient;
this.name = this.config.botId;
this.dryRun = this.config.dryRun;
this.driftEnv = driftEnv;
this.slotSubscriber = new SlotSubscriber(this.driftClient.connection);
this.orderSubscriber = new OrderSubscriber({
driftClient: this.driftClient,
subscriptionConfig: {
commitment: 'processed',
type: 'websocket',
resubTimeoutMs: 30000,
resyncIntervalMs: 300_000, // every 5 min
},
});
this.dlobSubscriber = new DLOBSubscriber({
dlobSource: this.orderSubscriber,
slotSource: this.orderSubscriber,
updateFrequency: 1000,
driftClient: this.driftClient,
});
this.priorityFeeSubscriber = priorityFeeSubscriber;
this.priorityFeeSubscriber.updateAddresses([
new PublicKey('8UJgxaiQx5nTrdDgph5FiahMmzduuLTLf5WmsPegYA6W'), // sol-perp
]);
logger.info(
`${this.name} init with targetLeverage: ${
this.targetLeverage
}, JIT making ${getVariant(this.marketType)} markets: ${
this.marketIndexes
}, and using an aggressiveness of ${this.config.aggressivenessBps} bps`
);
}
/**
* Run initialization procedures for the bot.
*/
public async init(): Promise<void> {
logger.info(`${this.name} initing`);
for (const subAccountId of this.subAccountIds) {
if (!this.driftClient.hasUser(subAccountId)) {
logger.info(`Adding subaccountId ${subAccountId} to driftClient`);
await this.driftClient.addUser(subAccountId);
}
}
// do stuff that takes some time
await this.slotSubscriber.subscribe();
await this.dlobSubscriber.subscribe();
logger.info(`${this.name} init done`);
}
/**
* Reset the bot - usually you will reset any periodic tasks here
*/
public async reset(): Promise<void> {
// reset any periodic tasks
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
const intervalId = setInterval(
this.runPeriodicTasks.bind(this),
intervalMs
);
this.intervalIds.push(intervalId);
logger.info(`${this.name} Bot started! driftEnv: ${this.driftEnv}`);
}
/**
* Typically used for monitoring liveness.
* @returns true if bot is healthy, else false.
*/
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
/**
* Typical bot loop that runs periodically and pats the watchdog timer on completion.
*
*/
private async runPeriodicTasks() {
const start = Date.now();
let ran = false;
try {
await tryAcquire(this.periodicTaskMutex).runExclusive(async () => {
console.log(
`[${new Date().toISOString()}] Running JIT periodic tasks...`
);
for (let i = 0; i < this.marketIndexes.length; i++) {
if (isVariant(this.marketType, 'perp')) {
await this.jitPerp(i);
} else {
await this.jitSpot(i);
}
}
console.log(`done: ${Date.now() - start}ms`);
ran = true;
});
} catch (e) {
if (e === E_ALREADY_LOCKED) {
return;
} else {
throw e;
}
} finally {
if (ran) {
const duration = Date.now() - start;
logger.debug(`${this.name} Bot took ${duration}ms to run`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
}
private async jitPerp(index: number) {
const perpIdx = this.marketIndexes[index];
const subId = this.subAccountIds[index];
await this.driftClient.switchActiveUser(subId);
const driftUser = this.driftClient.getUser(subId);
const perpMarketAccount = this.driftClient.getPerpMarketAccount(perpIdx)!;
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(perpIdx);
const numMarketsForSubaccount = this.subAccountIds.filter(
(num) => num === subId
).length;
const targetLeverage = this.targetLeverage / numMarketsForSubaccount;
const actualLeverage = driftUser.getLeverage().div(new BN(10_000));
const maxBase: number = calculateBaseAmountToMarketMakePerp(
perpMarketAccount,
driftUser,
targetLeverage
);
let overleveredLong = false;
let overleveredShort = false;
if (actualLeverage.toNumber() >= targetLeverage * 0.95) {
logger.warn(
`jit maker at or above max leverage actual: ${actualLeverage} target: ${targetLeverage}`
);
const overleveredBaseAssetAmount =
driftUser.getPerpPosition(perpIdx)!.baseAssetAmount;
if (overleveredBaseAssetAmount.gt(new BN(0))) {
overleveredLong = true;
} else if (overleveredBaseAssetAmount.lt(new BN(0))) {
overleveredShort = true;
}
}
this.jitter.setUserFilter((userAccount, userKey) => {
let skip = userKey == driftUser.userAccountPublicKey.toBase58();
if (
isMarketVolatile(
perpMarketAccount,
oraclePriceData,
0.015 // 150 bps
)
) {
console.log('skipping, market is volatile');
skip = true;
}
if (skip) {
console.log('skipping user:', userKey);
}
return skip;
});
const slot = this.orderSubscriber.getSlot();
const dlob = this.dlobSubscriber.getDLOB();
const bestDLOBBid = dlob.getBestBid(
perpMarketAccount.marketIndex,
slot,
MarketType.PERP,
oraclePriceData
);
const bestDLOBAsk = dlob.getBestAsk(
perpMarketAccount.marketIndex,
slot,
MarketType.PERP,
oraclePriceData
);
const [ammBid, ammAsk] = calculateBidAskPrice(
perpMarketAccount.amm,
oraclePriceData,
true
);
let bestBidPrice;
if (bestDLOBBid) {
bestBidPrice = BN.max(BN.min(bestDLOBBid, ammAsk), ammBid);
} else {
bestBidPrice = ammBid;
}
let bestAskPrice;
if (bestDLOBAsk) {
bestAskPrice = BN.min(BN.max(bestDLOBAsk, ammBid), ammAsk);
} else {
bestAskPrice = ammAsk;
}
const bidOffset = bestBidPrice
.muln(10000 + (this.config.aggressivenessBps ?? 0))
.divn(10000);
const askOffset = bestAskPrice
.muln(10000 - (this.config.aggressivenessBps ?? 0))
.divn(10000);
let perpMinPosition = new BN(-maxBase * BASE_PRECISION.toNumber());
let perpMaxPosition = new BN(maxBase * BASE_PRECISION.toNumber());
if (overleveredLong) {
perpMaxPosition = new BN(0);
} else if (overleveredShort) {
perpMinPosition = new BN(0);
}
const priorityFee = Math.floor(
this.priorityFeeSubscriber.getCustomStrategyResult() * 1.1
);
this.jitter.setComputeUnitsPrice(priorityFee);
this.jitter.setComputeUnits(this.jitCULimit);
this.jitter.updatePerpParams(perpIdx, {
maxPosition: perpMaxPosition,
minPosition: perpMinPosition,
bid: bidOffset,
ask: askOffset,
priceType: PriceType.LIMIT,
subAccountId: subId,
});
}
private async jitSpot(index: number) {
const spotIdx = this.marketIndexes[index];
const subId = this.subAccountIds[index];
await this.driftClient.switchActiveUser(subId);
const driftUser = this.driftClient.getUser(subId);
const spotMarketAccount = this.driftClient.getSpotMarketAccount(spotIdx)!;
const oraclePriceData =
this.driftClient.getOracleDataForSpotMarket(spotIdx);
const numMarketsForSubaccount = this.subAccountIds.filter(
(num) => num === subId
).length;
const targetLeverage = this.targetLeverage / numMarketsForSubaccount;
const actualLeverage = driftUser.getLeverage().div(new BN(10_000));
const maxBase: number = calculateBaseAmountToMarketMakeSpot(
spotMarketAccount,
driftUser,
targetLeverage
);
let overleveredLong = false;
let overleveredShort = false;
if (actualLeverage.toNumber() >= targetLeverage * 0.95) {
logger.warn(
`jit maker at or above max leverage actual: ${actualLeverage} target: ${targetLeverage}`
);
const overleveredBaseAssetAmount =
driftUser.getSpotPosition(spotIdx)!.scaledBalance;
if (overleveredBaseAssetAmount.gt(new BN(0))) {
overleveredLong = true;
} else if (overleveredBaseAssetAmount.lt(new BN(0))) {
overleveredShort = true;
}
}
this.jitter.setUserFilter((userAccount, userKey) => {
let skip = userKey == driftUser.userAccountPublicKey.toBase58();
if (
isSpotMarketVolatile(
spotMarketAccount,
oraclePriceData,
0.015 // 150 bps
)
) {
console.log('skipping, market is volatile');
skip = true;
}
if (skip) {
console.log('skipping user:', userKey);
}
return skip;
});
const bestDriftBid = getBestLimitBidExcludePubKey(
this.dlobSubscriber.dlob,
spotMarketAccount.marketIndex,
MarketType.SPOT,
oraclePriceData.slot.toNumber(),
oraclePriceData,
driftUser.userAccountPublicKey.toString()
);
const bestDriftAsk = getBestLimitAskExcludePubKey(
this.dlobSubscriber.dlob,
spotMarketAccount.marketIndex,
MarketType.SPOT,
oraclePriceData.slot.toNumber(),
oraclePriceData,
driftUser.userAccountPublicKey.toString()
);
if (!bestDriftBid || !bestDriftAsk) {
logger.warn('skipping, no best bid/ask');
return;
}
const bestBidPrice = bestDriftBid.getPrice(
oraclePriceData,
this.dlobSubscriber.slotSource.getSlot()
);
const bestAskPrice = bestDriftAsk.getPrice(
oraclePriceData,
this.dlobSubscriber.slotSource.getSlot()
);
const bidOffset = bestBidPrice.sub(oraclePriceData.price);
const askOffset = bestAskPrice.sub(oraclePriceData.price);
const spotMarketPrecision = 10 ** spotMarketAccount.decimals;
let spotMinPosition = new BN(-maxBase * spotMarketPrecision);
let spotMaxPosition = new BN(maxBase * spotMarketPrecision);
if (overleveredLong) {
spotMaxPosition = new BN(0);
} else if (overleveredShort) {
spotMinPosition = new BN(0);
}
this.jitter.updateSpotParams(spotIdx, {
maxPosition: spotMaxPosition,
minPosition: spotMinPosition,
bid: bidOffset,
ask: askOffset,
priceType: PriceType.ORACLE,
subAccountId: subId,
});
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/userLpSettler.ts
|
import {
DriftClient,
UserMap,
ZERO,
BN,
timeRemainingUntilUpdate,
isOperationPaused,
PerpOperation,
decodeName,
PriorityFeeSubscriberMap,
DriftMarketInfo,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
import { getErrorCode } from '../error';
import { logger } from '../logger';
import { Bot } from '../types';
import { webhookMessage } from '../webhook';
import { BaseBotConfig } from '../config';
import {
getDriftPriorityFeeEndpoint,
handleSimResultError,
simulateAndGetTxWithCUs,
sleepMs,
} from '../utils';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
PublicKey,
SendTransactionError,
} from '@solana/web3.js';
const SETTLE_LP_CHUNKS = 4;
const SLEEP_MS = 500;
const CU_EST_MULTIPLIER = 1.25;
const errorCodesToSuppress = [
6010, // Error Code: UserHasNoPositionInMarket. Error Number: 6010. Error Message: User Has No Position In Market.
6035, // Error Code: InvalidOracle. Error Number: 6035. Error Message: InvalidOracle.
6078, // Error Code: PerpMarketNotFound. Error Number: 6078. Error Message: PerpMarketNotFound.
6095, // Error Code: InsufficientCollateralForSettlingPNL. Error Number: 6095. Error Message: InsufficientCollateralForSettlingPNL.
];
export class UserLpSettlerBot implements Bot {
public readonly name: string;
public readonly dryRun: boolean;
public readonly runOnce: boolean;
public readonly defaultIntervalMs: number = 600000;
private driftClient: DriftClient;
private lookupTableAccount?: AddressLookupTableAccount;
private intervalIds: Array<NodeJS.Timer> = [];
private userMap: UserMap;
private priorityFeeSubscriberMap?: PriorityFeeSubscriberMap;
private inProgress = false;
private watchdogTimerMutex = new Mutex();
private watchdogTimerLastPatTime = Date.now();
constructor(driftClient: DriftClient, config: BaseBotConfig) {
this.name = config.botId;
this.dryRun = config.dryRun;
this.runOnce = config.runOnce || false;
this.driftClient = driftClient;
this.userMap = new UserMap({
driftClient: this.driftClient,
subscriptionConfig: {
type: 'polling',
frequency: 0,
commitment: this.driftClient.opts?.commitment,
},
skipInitialLoad: true,
includeIdle: false,
disableSyncOnTotalAccountsChange: true,
});
}
public async init() {
const start = Date.now();
logger.info(`${this.name} initing`);
await this.driftClient.subscribe();
if (!(await this.driftClient.getUser().exists())) {
throw new Error(
`User for ${this.driftClient.wallet.publicKey.toString()} does not exist`
);
}
this.lookupTableAccount =
await this.driftClient.fetchMarketLookupTableAccount();
const perpMarkets: PublicKey[] = [];
const driftMarkets: DriftMarketInfo[] = [];
for (const perpMarket of this.driftClient.getPerpMarketAccounts()) {
perpMarkets.push(perpMarket.pubkey);
driftMarkets.push({
marketType: 'perp',
marketIndex: perpMarket.marketIndex,
});
}
this.priorityFeeSubscriberMap = new PriorityFeeSubscriberMap({
driftPriorityFeeEndpoint: getDriftPriorityFeeEndpoint('mainnet-beta'),
driftMarkets,
frequencyMs: 10_000,
});
await this.priorityFeeSubscriberMap.subscribe();
logger.info(
`Lp settler looking at ${perpMarkets.length} perp markets to determine priority fee`
);
// logger.info(`Initializing UserMap`);
// const startUserMapSub = Date.now();
// await this.userMap.subscribe();
// logger.info(`UserMap init took: ${Date.now() - startUserMapSub} ms`);
logger.info(`${this.name} init'd! took ${Date.now() - start}`);
}
public async reset() {
for (const intervalId of this.intervalIds) {
clearInterval(intervalId as NodeJS.Timeout);
}
this.intervalIds = [];
await this.userMap?.unsubscribe();
}
public async startIntervalLoop(intervalMs?: number): Promise<void> {
logger.info(`${this.name} Bot started!`);
if (this.runOnce) {
await this.trySettleLps();
} else {
await this.trySettleLps();
const intervalId = setInterval(this.trySettleLps.bind(this), intervalMs);
this.intervalIds.push(intervalId);
}
}
public async healthCheck(): Promise<boolean> {
let healthy = false;
await this.watchdogTimerMutex.runExclusive(async () => {
healthy =
this.watchdogTimerLastPatTime > Date.now() - 2 * this.defaultIntervalMs;
});
return healthy;
}
private async trySettleLps() {
if (this.inProgress) {
logger.info(`Settle LPs already in progress, skipping...`);
return;
}
const start = Date.now();
try {
this.inProgress = true;
logger.info(`Loading users that have been LPs...`);
const fetchLpUsersStart = Date.now();
await this.driftClient.fetchAccounts();
await this.userMap.sync();
logger.info(`Fetch LPs took ${Date.now() - fetchLpUsersStart}`);
const nowTs = new BN(Date.now() / 1000);
const lpsToSettleInMarketMap = new Map<number, PublicKey[]>();
logger.info(`Going through ${this.userMap.size()} users...`);
for (const user of this.userMap.values()) {
const userAccount = user.getUserAccount();
const freeCollateral = user.getFreeCollateral('Initial');
for (const pos of userAccount.perpPositions) {
if (pos.lpShares.eq(ZERO)) {
continue;
}
let shouldSettleLp = false;
if (freeCollateral.lte(ZERO)) {
logger.info(
`user ${user.getUserAccountPublicKey()} has ${freeCollateral.toString()} free collateral with a position in market ${
pos.marketIndex
}`
);
shouldSettleLp = true;
}
const perpMarketAccount = this.driftClient.getPerpMarketAccount(
pos.marketIndex
);
const timeTillFunding = timeRemainingUntilUpdate(
nowTs,
perpMarketAccount!.amm.lastFundingRateTs,
perpMarketAccount!.amm.fundingPeriod
);
// 10 min away from funding
if (timeTillFunding.lte(new BN(600))) {
logger.info(
`user ${user.getUserAccountPublicKey()} funding within 5 min`
);
shouldSettleLp = true;
}
// check that the position will change with settle_lp call
const posWithLp = user.getPerpPositionWithLPSettle(
pos.marketIndex,
pos
);
if (
shouldSettleLp &&
(posWithLp[0].baseAssetAmount.eq(pos.baseAssetAmount) ||
posWithLp[0].quoteAssetAmount.eq(pos.quoteAssetAmount))
) {
shouldSettleLp = false;
}
if (!shouldSettleLp) {
continue;
}
if (lpsToSettleInMarketMap.get(pos.marketIndex) === undefined) {
lpsToSettleInMarketMap.set(pos.marketIndex, []);
}
lpsToSettleInMarketMap
.get(pos.marketIndex)!
.push(user.getUserAccountPublicKey());
}
}
for (const [
marketIndex,
usersToSettle,
] of lpsToSettleInMarketMap.entries()) {
const perpMarket = this.driftClient.getPerpMarketAccount(marketIndex)!;
const settlePnlPaused =
isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.SETTLE_PNL
) ||
isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.SETTLE_PNL_WITH_POSITION
);
if (settlePnlPaused) {
const marketStr = decodeName(perpMarket.name);
logger.warn(
`Settle PNL paused for market ${marketStr}, skipping settle PNL`
);
continue;
}
logger.info(
`Settling ${usersToSettle.length} LPs in ${
usersToSettle.length / SETTLE_LP_CHUNKS
} chunks for market ${marketIndex}`
);
const allTxPromises = [];
for (let i = 0; i < usersToSettle.length; i += SETTLE_LP_CHUNKS) {
const chunk = usersToSettle.slice(i, i + SETTLE_LP_CHUNKS);
allTxPromises.push(this.trySendTxForChunk(marketIndex, chunk));
}
logger.info(`Waiting for ${allTxPromises.length} txs to settle...`);
const settleStart = Date.now();
await Promise.all(allTxPromises);
logger.info(`Settled in ${Date.now() - settleStart}ms`);
}
} catch (err) {
console.error(err);
if (!(err instanceof Error)) {
return;
}
if (
!err.message.includes('Transaction was not confirmed') &&
!err.message.includes('Blockhash not found')
) {
const errorCode = getErrorCode(err);
if (errorCodesToSuppress.includes(errorCode!)) {
console.log(`Suppressing error code: ${errorCode}`);
} else {
const simError = err as SendTransactionError;
if (simError) {
await webhookMessage(
`[${
this.name
}]: :x: Uncaught error: Error code: ${errorCode} while settling LPs:\n${
simError.logs!
? (simError.logs as Array<string>).join('\n')
: ''
}\n${err.stack ? err.stack : err.message}`
);
}
}
}
} finally {
this.inProgress = false;
logger.info(`Settle LPs finished in ${Date.now() - start}ms`);
await this.watchdogTimerMutex.runExclusive(async () => {
this.watchdogTimerLastPatTime = Date.now();
});
}
}
async trySendTxForChunk(
marketIndex: number,
users: PublicKey[]
): Promise<void> {
const success = await this.sendTxForChunk(marketIndex, users);
if (!success) {
const slice = users.length / 2;
if (slice < 1) {
logger.error(
`[${this.name}]: :x: Failed to settle LPs, reduced until 0 ixs...`
);
return;
}
const slice0 = users.slice(0, slice);
const slice1 = users.slice(slice);
logger.info(
`Chunk failed: ${users
.map((u) => u.toBase58())
.join(' ')}, retrying with:\nslice0: ${slice0
.map((u) => u.toBase58())
.join(' ')}\nslice1: ${slice1.map((u) => u.toBase58()).join(' ')}`
);
await sleepMs(SLEEP_MS);
await this.sendTxForChunk(marketIndex, slice0);
await sleepMs(SLEEP_MS);
await this.sendTxForChunk(marketIndex, slice1);
}
await sleepMs(SLEEP_MS);
}
/**
* Send a transaction for a chunk of ixs
* @param ixs
* @returns true if the transaction was successful, false if it failed (and to retry with 1/2 of ixs)
*/
async sendTxForChunk(
marketIndex: number,
users: PublicKey[]
): Promise<boolean> {
if (users.length == 0) {
return true;
}
let success = false;
try {
const pfs = this.priorityFeeSubscriberMap!.getPriorityFees(
'perp',
marketIndex
);
let microLamports = 10_000;
if (pfs) {
microLamports = Math.floor(pfs.medium);
}
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // simulateAndGetTxWithCUs will overwrite
}),
ComputeBudgetProgram.setComputeUnitPrice({
microLamports,
}),
...(await Promise.all(
users.map((u) => this.driftClient.settleLPIx(u, marketIndex))
)),
];
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash('confirmed');
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: [this.lookupTableAccount!],
cuLimitMultiplier: CU_EST_MULTIPLIER,
doSimulation: true,
recentBlockhash: recentBlockhash.blockhash,
});
logger.info(
`Settle LP estimated ${simResult.cuEstimate} CUs for ${ixs.length} settle LPs.`
);
if (simResult.simError !== null) {
logger.error(
`Sim error: ${JSON.stringify(simResult.simError)}\n${
simResult.simTxLogs ? simResult.simTxLogs.join('\n') : ''
}`
);
handleSimResultError(simResult, errorCodesToSuppress, `(settleLps)`);
success = false;
} else {
const txSig = await this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
{
...this.driftClient.opts,
maxRetries: 10,
}
);
logger.info(
`Settled LPs for ${ixs.length} users in tx: https://solana.fm/tx/${txSig.txSig}`
);
success = true;
}
} catch (e) {
const err = e as Error;
if (err.message.includes('Transaction was not confirmed')) {
logger.error(
`Transaction was not confirmed, but we'll assume it's fine`
);
success = true;
} else {
logger.error(
`Other error while settling LPs: ${err.message}\n${
err.stack ? err.stack : 'no stack'
}`
);
}
}
return success;
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/processUtils.ts
|
import { ChildProcess, fork, SendHandle, Serializable } from 'child_process';
export const spawnChildWithRetry = (
relativePath: string,
childArgs: string[],
processName: string,
onMessage: (msg: Serializable, sendHandle: SendHandle) => void,
logPrefix = ''
): ChildProcess => {
const child = fork(relativePath, childArgs);
child.on('message', onMessage);
child.on('exit', (code: number | null, signal: NodeJS.Signals | null) => {
console.log(
`${logPrefix} Child process: ${processName} exited with code ${code}, signal: ${signal}`
);
});
child.on('error', (err: Error) => {
console.error(
`${logPrefix} Child process: ${processName} had an error:\n`,
err
);
if (err.message.includes('Channel closed')) {
console.error(`Exiting`);
process.exit(2);
} else {
console.log(`${logPrefix} Restarting child process: ${processName}`);
spawnChildWithRetry(relativePath, childArgs, processName, onMessage);
}
});
return child;
};
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/txThreaded.ts
|
import { logger } from '../../logger';
import { GaugeValue, Metrics } from '../../metrics';
import { spawnChildWithRetry } from './processUtils';
import {
IpcMessageMap,
IpcMessageTypes,
WrappedIpcMessage,
TxSenderMetrics,
} from './threads/types';
import { TransactionInstruction } from '@solana/web3.js';
import { ChildProcess, SendHandle, Serializable } from 'child_process';
import path from 'path';
export class TxThreaded {
protected txThreadProcess?: ChildProcess;
protected txSendMetricsGauge?: GaugeValue;
protected _lastTxMetrics?: TxSenderMetrics;
protected _lastTxThreadMetricsReceived: number;
private _botIdString: string;
constructor(botIdString?: string) {
this._botIdString = botIdString ?? '';
this._lastTxThreadMetricsReceived = 0;
}
get lastTxThreadMetricsReceived(): number {
return this._lastTxThreadMetricsReceived;
}
get pendingQueueSize(): number {
return this.pendingQueueSize;
}
public txThreadSetName(name: string) {
this._botIdString = name;
}
/**
* Sends a notification to the txThread to close and waits for it to exit
*/
protected async terminateTxThread() {
if (!this.txThreadProcess) {
logger.info(`[TxThreaded] No txThread process to terminate`);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.NOTIFICATION,
data: {
message: 'close',
},
});
// terminate child txThread
logger.info(`[TxThreaded] Waiting 5s for txThread to close...`);
for (let i = 0; i < 5; i++) {
if (
this.txThreadProcess.exitCode !== null ||
this.txThreadProcess.killed
) {
break;
}
logger.info(`[TxThreaded] Child thread still alive ...`);
await new Promise((resolve) => setTimeout(resolve, 1000));
}
if (!this.txThreadProcess.killed) {
logger.info(`[TxThreaded] Child thread still alive 🔪...`);
this.txThreadProcess.kill();
}
logger.info(
`[TxThreaded] Child thread exit code: ${this.txThreadProcess.exitCode}`
);
}
protected initializeTxThreadMetrics(metrics: Metrics, meterName: string) {
this.txSendMetricsGauge = metrics.addGauge(
'tx_sender_metrics',
'TxSender thread metrics',
meterName
);
}
/**
* Spawns the txThread process
*/
protected initTxThread(rpcUrl?: string) {
// @ts-ignore - This is how to check for tsx unfortunately https://github.com/privatenumber/tsx/issues/49
const isTsx: boolean = process._preload_modules.some((m: string) =>
m.includes('tsx')
);
const isTsNode = process.argv.some((arg) => arg.includes('ts-node'));
const isBun = process.versions.bun;
const isTs = isTsNode || isTsx || isBun;
const txThreadFileName = isTs ? 'txThread.ts' : 'txThread.js';
logger.info(
`[TxThreaded] isTsNode or tsx: ${isTs}, txThreadFileName: ${txThreadFileName}, argv: ${JSON.stringify(
process.argv
)}`
);
const rpcEndpoint =
rpcUrl ?? process.env.ENDPOINT ?? process.env.RPC_HTTP_URL;
if (!rpcEndpoint) {
throw new Error(
'Must supply a Solana RPC endpoint through config file or env vars ENDPOINT or RPC_HTTP_URL'
);
}
// {@link ./threads/txThread.ts}
this.txThreadProcess = spawnChildWithRetry(
path.join(__dirname, './threads', txThreadFileName),
[`--rpc=${rpcEndpoint}`, `--send-tx=false`], // initially disable transactions
'txThread',
(_msg: Serializable, _sendHandle: SendHandle) => {
const msg = _msg as WrappedIpcMessage;
switch (msg.type) {
case IpcMessageTypes.NOTIFICATION: {
const notification =
msg.data as IpcMessageMap[IpcMessageTypes.NOTIFICATION];
logger.info(`Notification from child: ${notification.message}`);
break;
}
case IpcMessageTypes.METRICS: {
const txMetrics =
msg.data as IpcMessageMap[IpcMessageTypes.METRICS];
const now = Date.now();
this._lastTxThreadMetricsReceived = now;
this._lastTxMetrics = txMetrics;
if (!this.txSendMetricsGauge) {
break;
}
this.txSendMetricsGauge!.setLatestValue(now, {
metric: 'txMetricsLastTs',
});
this.txSendMetricsGauge!.setLatestValue(txMetrics.txLanded, {
metric: 'txLanded',
});
this.txSendMetricsGauge!.setLatestValue(txMetrics.txRetried, {
metric: 'txRetried',
});
this.txSendMetricsGauge!.setLatestValue(txMetrics.txAttempted, {
metric: 'txAttempted',
});
this.txSendMetricsGauge!.setLatestValue(
txMetrics.txDroppedBlockhashExpired,
{
metric: 'txDroppedBlockhashExpired',
}
);
this.txSendMetricsGauge!.setLatestValue(txMetrics.txEnabled, {
metric: 'txEnabled',
});
this.txSendMetricsGauge!.setLatestValue(txMetrics.lruEvictedTxs, {
metric: 'lruEvictedTxs',
});
this.txSendMetricsGauge!.setLatestValue(
txMetrics.pendingQueueSize,
{
metric: 'pendingQueueSize',
}
);
this.txSendMetricsGauge!.setLatestValue(
txMetrics.confirmQueueSize,
{
metric: 'confirmQueueSize',
}
);
this.txSendMetricsGauge!.setLatestValue(
txMetrics.txFailedSimulation,
{
metric: 'txFailedSimulation',
}
);
this.txSendMetricsGauge!.setLatestValue(
txMetrics.txConfirmedFromWs,
{
metric: 'txConfirmedFromWs',
}
);
break;
}
default: {
logger.info(
`Unknown message type from child: ${JSON.stringify(_msg)}`
);
break;
}
}
},
`[${this._botIdString}]`
);
}
/**
* Sends signer info for the tx thread to sign txs with.
* @param signerKey - public key of the signer, used to id the signer
* @param signerInfo - Raw private key or file to open, to be passed into `loadKeypair`
*/
protected async sendSignerToTxThread(signerKey: string, signerInfo: string) {
if (!this.txThreadProcess) {
logger.error(`[TxThreaded] No txThread process to send signer to`);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.NEW_SIGNER,
data: {
signerKey,
signerInfo,
},
});
}
/**
* Sends an address lookup table to the tx thread, needed when resigning txs for retry
* @param address - address of the lookup table
*/
protected async sendAddressLutToTxThread(address: string) {
if (!this.txThreadProcess) {
logger.error(
`[TxThreaded] No txThread process to send address lookup table to`
);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.NEW_ADDRESS_LOOKUP_TABLE,
data: {
address,
},
});
}
/**
* Sends a transaction to the tx thread to be signed and sent
* @param ixs - instructions to send
* @param signerKeys - public keys of the signers (must previously be registerd with `sendSignerToTxThread`)
* @param addressLookupTables - addresses of the address lookup tables (must previously be registerd with `sendAddressLutToTxThread`)
* @param newSigners - new signers to add (identical to registering with `sendSignerToTxThread`)
*/
protected async sendIxsToTxthread({
ixs,
signerKeys,
doSimulation,
addressLookupTables = [],
newSigners = [],
}: {
ixs: TransactionInstruction[];
signerKeys: string[];
doSimulation: boolean;
addressLookupTables?: string[];
newSigners?: { key: string; info: string }[];
}) {
if (!this.txThreadProcess) {
logger.error(`[TxThreaded] No txThread process to send instructions to`);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.TRANSACTION,
data: {
ixsSerialized: ixs,
doSimulation,
simulateCUs: true,
retryUntilConfirmed: false,
signerKeys,
addressLookupTables,
newSigners,
},
});
}
/**
* Sends a transaction signature to the tx thread to be confirmed. The signer of the tx sig must be previously registered with `sendSignerToTxThread`.
* @param txSig - transaction signature to confirm
* @param signerKeys - public keys of the signers (must previously be registerd with `sendSignerToTxThread`)
* @param addressLookupTables - addresses of the address lookup tables (must previously be registerd with `sendAddressLutToTxThread`)
* @param newSigners - new signers to add (identical to registering with `sendSignerToTxThread`)
*/
protected async registerTxToConfirm({
txSig,
newSigners = [],
}: {
txSig: string;
newSigners?: { key: string; info: string }[];
}) {
if (!this.txThreadProcess) {
logger.error(`[TxThreaded] No txThread process to send instructions to`);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.CONFIRM_TRANSACTION,
data: {
confirmTxSig: txSig,
newSigners,
},
});
}
/**
* Enables or disables transactions for the tx thread
* @param state - true to enable transactions, false to disable
*/
protected async setTxEnabledTxThread(state: boolean) {
if (!this.txThreadProcess) {
logger.error(
`[TxThreaded] No txThread process to set transaction enabled state`
);
return;
}
this.txThreadProcess.send({
type: IpcMessageTypes.SET_TRANSACTIONS_ENABLED,
data: {
txEnabled: state,
},
});
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/txLogParse.ts
|
export function isIxLog(log: string): boolean {
const match = log.match(new RegExp('Program log: Instruction:'));
return match !== null;
}
export function isEndIxLog(programId: string, log: string): boolean {
const match = log.match(
new RegExp(
`Program ${programId} consumed ([0-9]+) of ([0-9]+) compute units`
)
);
return match !== null;
}
export function isFillIxLog(log: string): boolean {
const match = log.match(
new RegExp('Program log: Instruction: Fill(.*)Order')
);
return match !== null;
}
export function isArbIxLog(log: string): boolean {
const match = log.match(new RegExp('Program log: Instruction: ArbPerp'));
return match !== null;
}
export function isOrderDoesNotExistLog(log: string): number | null {
const match = log.match(new RegExp('.*Order does not exist ([0-9]+)'));
if (!match) {
return null;
}
return parseInt(match[1]);
}
export function isMakerOrderDoesNotExistLog(log: string): number | null {
const match = log.match(new RegExp('.*Maker has no order id ([0-9]+)'));
if (!match) {
return null;
}
return parseInt(match[1]);
}
/**
* parses a maker breached maintenance margin log, returns the maker's userAccount pubkey if it exists
* @param log
* @returns the maker's userAccount pubkey if it exists, null otherwise
*/
export function isMakerBreachedMaintenanceMarginLog(
log: string
): string | null {
const regex =
/.*maker \(([1-9A-HJ-NP-Za-km-z]+)\) breached (maintenance|fill) requirements.*$/;
const match = log.match(regex);
return match ? match[1] : null;
}
export function isTakerBreachedMaintenanceMarginLog(log: string): boolean {
const match = log.match(
new RegExp('.*taker breached (maintenance|fill) requirements.*')
);
return match !== null;
}
export function isErrFillingLog(log: string): [string, string] | null {
const match = log.match(
new RegExp('.*Err filling order id ([0-9]+) for user ([a-zA-Z0-9]+)')
);
if (!match) {
return null;
}
return [match[1], match[2]];
}
export function isErrArb(log: string): boolean {
const match = log.match(new RegExp('.*NoArbOpportunity*'));
if (!match) {
return false;
}
return true;
}
export function isErrArbNoBid(log: string): boolean {
const match = log.match(new RegExp('.*NoBestBid*'));
if (!match) {
return false;
}
return true;
}
export function isErrArbNoAsk(log: string): boolean {
const match = log.match(new RegExp('.*NoBestAsk*'));
if (!match) {
return false;
}
return true;
}
export function isErrStaleOracle(log: string): boolean {
const match = log.match(new RegExp('.*Invalid Oracle: Stale.*'));
if (!match) {
return false;
}
return true;
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/threads/types.ts
|
import {
AddressLookupTableAccount,
PublicKey,
TransactionInstruction,
VersionedTransaction,
} from '@solana/web3.js';
export type WrappedIpcMessage = {
type: IpcMessageTypes;
data: IpcMessage;
};
export enum IpcMessageTypes {
COMMAND = 'command',
NOTIFICATION = 'notification',
NEW_SIGNER = 'new_signer',
NEW_ADDRESS_LOOKUP_TABLE = 'new_address_lookup_table',
TRANSACTION = 'transaction',
CONFIRM_TRANSACTION = 'confirm_transaction',
SET_TRANSACTIONS_ENABLED = 'set_transactions_enabled',
METRICS = 'metrics',
}
export type Serializable =
| string
| number
| boolean
| null
| Serializable[]
| { [key: string]: Serializable };
export type IpcMessageMap = {
[IpcMessageTypes.COMMAND]: {
command: string;
};
[IpcMessageTypes.NOTIFICATION]: {
message: string;
};
[IpcMessageTypes.NEW_SIGNER]: {
signerKey: string;
signerInfo: string;
};
[IpcMessageTypes.NEW_ADDRESS_LOOKUP_TABLE]: {
address: string;
};
[IpcMessageTypes.TRANSACTION]: {
ixsSerialized: object[];
/// deserialized instructions
ixs: TransactionInstruction[];
/// true to simulate the tx before retrying.
simOnRetry: boolean;
/// true to simulate the tx with CUs
simulateCUs: boolean;
/// instructs the TxThread to retry this tx with a new blockhash until it goes through
retryUntilConfirmed: boolean;
/// ID of signer(s) for the tx. Needs to be added via IpcMessageTypes.NEW_SIGNER before, otherwise will throw.
signerKeys: string[];
/// Pubkey of address lookup tables for the tx. Needs to be added via IpcMessageTypes.NEW_ADDRESS_LOOKUP_TABLE before, otherwise will throw.
addressLookupTables: string[];
/// New signers for the tx, use this instead of sending a IpcMessageTypes.NEW_SIGNER
newSigners: { key: string; info: string }[];
};
[IpcMessageTypes.CONFIRM_TRANSACTION]: {
/// transaction signature to confirm, signer for the tx must be previously registered with IpcMessageTypes.NEW_SIGNER, or passed in newSigners
confirmTxSig: string;
/// New signers for the tx, use this instead of sending a IpcMessageTypes.NEW_SIGNER
newSigners: { key: string; info: string }[];
};
[IpcMessageTypes.SET_TRANSACTIONS_ENABLED]: {
txEnabled: boolean;
};
[IpcMessageTypes.METRICS]: TxSenderMetrics;
};
export type IpcMessage = IpcMessageMap[keyof IpcMessageMap];
export type TxSenderMetrics = {
txLanded: number;
txAttempted: number;
txDroppedTimeout: number;
txDroppedBlockhashExpired: number;
txFailedSimulation: number;
txRetried: number;
lruEvictedTxs: number;
pendingQueueSize: number;
confirmQueueSize: number;
txConfirmRateLimited: number;
txEnabled: number;
txConfirmedFromWs: number;
};
/// States for transactions going through the txThread
export enum TxState {
/// the tx is queued and has not been sent yet
QUEUED = 'queued',
/// the tx has been sent at least once
RETRYING = 'retrying',
/// the tx has failed (blockhash expired)
FAILED = 'failed',
/// the tx has landed (confirmed)
LANDED = 'landed',
}
export type TransactionPayload = {
instruction: IpcMessageMap[IpcMessageTypes.TRANSACTION];
retries?: number;
blockhashUsed?: string;
blockhashExpiryHeight?: number;
lastSentTxSig?: string;
lastSentTx?: VersionedTransaction;
lastSentRawTx?: Buffer | Uint8Array;
lastSendTs?: number;
addressLookupTables?: AddressLookupTableAccount[];
};
export function deserializedIx(ix: any): TransactionInstruction {
let keys = ix['keys'] as any[];
if (keys.length > 0) {
keys = keys.map((k: any) => {
return {
pubkey: new PublicKey(k['pubkey'] as string),
isSigner: k['isSigner'] as boolean,
isWritable: k['isWritable'] as boolean,
};
});
}
return {
keys,
programId: new PublicKey(ix['programId']),
data: Buffer.from(ix['data']),
};
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/threads/txSender.ts
|
import { logger } from '../../../logger';
import { sleepMs } from '../../../utils';
import {
IpcMessageMap,
IpcMessageTypes,
TransactionPayload,
TxSenderMetrics,
} from './types';
import {
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
} from '../../../utils';
import { Wallet as AnchorWallet } from '@coral-xyz/anchor';
import { bs58 } from '@coral-xyz/anchor/dist/cjs/utils/bytes';
import {
BlockhashSubscriber,
loadKeypair,
SlotSubscriber,
} from '@drift-labs/sdk';
import {
Connection,
BlockhashWithExpiryBlockHeight,
ConfirmOptions,
TransactionInstruction,
TransactionSignature,
VersionedTransaction,
PublicKey,
Signer,
AddressLookupTableAccount,
Logs,
Context,
} from '@solana/web3.js';
import { LRUCache } from 'lru-cache';
const CONFIRM_TX_INTERVAL_MS = 15_000;
const CONFIRM_TX_RATE_LIMIT_BACKOFF_MS = 5_000;
const TX_CONFIRMATION_BATCH_SIZE = 50;
const TX_TIMEOUT_THRESHOLD_MS = 1000 * 60 * 10; // 10 minutes
const LOG_PREFIX = '[TxSender]';
export type TxSenderConfig = {
connection: Connection;
blockhashSubscriber: BlockhashSubscriber;
slotSubscriber: SlotSubscriber;
resendInterval: number;
sendTxEnabled: boolean;
};
export class TxSender {
private connection: Connection;
private additionalSendTxConnections: Connection[];
private blockhashSubscriber: BlockhashSubscriber;
private slotSubscriber: SlotSubscriber;
private sendTxOpts: ConfirmOptions;
private running: boolean;
private sendTxEnabled: boolean;
private txConfirmationConnection: Connection;
private txToSendPayload: TransactionPayload[];
private pendingTxSigsToConfirm = new LRUCache<
string,
{
ts: number;
slot: number;
simSlot?: number;
}
>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
disposeAfter: this.recordEvictedTxSig.bind(this),
});
private confirmLoopRunning = false;
private lastConfirmLoopRunTs = Date.now() - CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
private pendingTxSigsInterval?: NodeJS.Timeout;
private signers: Map<string, AnchorWallet> = new Map();
private addressLookupTables: Map<string, AddressLookupTableAccount> =
new Map();
private resendInterval: number;
private metrics: TxSenderMetrics;
constructor(config: TxSenderConfig) {
this.connection = config.connection;
this.txConfirmationConnection = new Connection(
'https://api.mainnet-beta.solana.com'
);
this.blockhashSubscriber = config.blockhashSubscriber;
this.slotSubscriber = config.slotSubscriber;
this.resendInterval = config.resendInterval ?? 2000;
this.additionalSendTxConnections = []; // TODO: pass in additional RPCs to send txs to
this.sendTxOpts = {
commitment: 'confirmed',
maxRetries: 0,
skipPreflight: true,
};
this.sendTxEnabled = config.sendTxEnabled;
this.running = false;
this.txToSendPayload = [];
this.metrics = {
txEnabled: this.sendTxEnabled ? 1 : 0,
txLanded: 0,
txAttempted: 0,
txDroppedTimeout: 0,
txDroppedBlockhashExpired: 0,
txFailedSimulation: 0,
pendingQueueSize: 0,
lruEvictedTxs: 0,
confirmQueueSize: 0,
txRetried: 0,
txConfirmRateLimited: 0,
txConfirmedFromWs: 0,
};
logger.info(
`${LOG_PREFIX} TxSender initialized, connection: ${
this.connection.rpcEndpoint
}, additionalConns: ${this.additionalSendTxConnections
.map((conn) => conn.rpcEndpoint)
.join(', ')}`
);
}
setTransactionsEnabled(state: boolean) {
this.sendTxEnabled = state;
}
async subscribe() {
let blockhash = this.blockhashSubscriber.getLatestBlockhash(5);
while (!blockhash) {
logger.info(
`${LOG_PREFIX} waiting for blockhash subscriber to update...`
);
await sleepMs(1000);
blockhash = this.blockhashSubscriber.getLatestBlockhash(5);
}
this.running = true;
this.startTxSenderLoop();
this.pendingTxSigsInterval = setInterval(() => {
this.confirmPendingTxSigs();
}, CONFIRM_TX_INTERVAL_MS);
}
async unsubscribe() {
this.running = false;
if (this.pendingTxSigsInterval) {
clearInterval(this.pendingTxSigsInterval);
}
}
getMetrics(): TxSenderMetrics {
this.metrics.confirmQueueSize = this.pendingTxSigsToConfirm.size;
this.metrics.pendingQueueSize = this.txToSendPayload.length;
this.metrics.txEnabled = this.sendTxEnabled ? 1 : 0;
return this.metrics;
}
private async listenToTxLogs(accountPubkey: PublicKey) {
this.connection.onLogs(
accountPubkey,
(logs: Logs, ctx: Context) => {
// sim result
if (
logs.signature ===
'1111111111111111111111111111111111111111111111111111111111111111'
) {
return;
}
const txInsert = this.pendingTxSigsToConfirm.get(logs.signature);
if (txInsert) {
this.pendingTxSigsToConfirm.delete(logs.signature);
this.metrics.txConfirmedFromWs++;
this.metrics.txLanded++;
const confirmedAge = Date.now() - txInsert.ts;
const slotAge = ctx.slot - txInsert.slot;
logger.info(
`${LOG_PREFIX} Tx confirmed from ws: ${logs.signature} (${confirmedAge}ms elapsed, slots elapsed: ${slotAge}, current slot: ${ctx.slot}, txSlot: ${txInsert.slot}, txSimSlot: ${txInsert.simSlot})`
);
}
},
'confirmed'
);
}
private async confirmPendingTxSigs() {
const nextTimeCanRun =
this.lastConfirmLoopRunTs + CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
if (Date.now() < nextTimeCanRun) {
logger.warn(
`Skipping confirm loop due to rate limit, next run in ${
nextTimeCanRun - Date.now()
} ms`
);
this.metrics.txConfirmRateLimited++;
return;
}
if (this.confirmLoopRunning) {
return;
}
this.confirmLoopRunning = true;
if (!this.running) {
return;
}
try {
const txEntries = Array.from(this.pendingTxSigsToConfirm.entries());
for (let i = 0; i < txEntries.length; i += TX_CONFIRMATION_BATCH_SIZE) {
const txSigsBatch = txEntries.slice(i, i + TX_CONFIRMATION_BATCH_SIZE);
const txs = await this.txConfirmationConnection.getTransactions(
txSigsBatch.map((tx) => tx[0]),
{
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
}
);
for (let j = 0; j < txs.length; j++) {
const txResp = txs[j];
const txConfirmationInfo = txSigsBatch[j];
const txSig = txConfirmationInfo[0];
const txAge = txConfirmationInfo[1].ts - Date.now();
if (!this.pendingTxSigsToConfirm.has(txSig)) {
continue;
}
if (txResp === null) {
if (Math.abs(txAge) > TX_TIMEOUT_THRESHOLD_MS) {
logger.info(
`${LOG_PREFIX} Tx not found after ${
txAge / 1000
}s, untracking: ${txSig}`
);
this.metrics.txDroppedTimeout++;
this.pendingTxSigsToConfirm.delete(txSig);
}
} else {
const confirmedAge =
txConfirmationInfo[1].ts / 1000 -
(txResp.blockTime ?? Date.now() / 1000);
logger.info(
`${LOG_PREFIX} Tx landed: ${txSig}, confirmed tx age: ${confirmedAge}s, slot: ${txResp.slot}`
);
this.metrics.txLanded++;
this.pendingTxSigsToConfirm.delete(txSig);
}
await sleepMs(500);
}
}
// const txSigConfirmDuration = Date.now() - start;
} catch (e) {
const err = e as Error;
if (err.message.includes('429')) {
logger.info(
`${LOG_PREFIX} Confirming tx loop rate limited: ${err.message}`
);
this.lastConfirmLoopRunTs =
Date.now() + CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
} else {
logger.error(
`${LOG_PREFIX} Other error confirming tx sigs: ${err.message}`
);
}
} finally {
this.confirmLoopRunning = false;
}
}
private recordEvictedTxSig(
_value: { ts: number },
key: string,
reason: string
) {
if (reason === 'evict') {
this.metrics.lruEvictedTxs++;
logger.info(`${LOG_PREFIX} Evicted tx from lru cache: ${key}`);
}
}
async addTxPayload(txPayload: IpcMessageMap[IpcMessageTypes.TRANSACTION]) {
this.txToSendPayload.push({
instruction: txPayload,
addressLookupTables: await Promise.all(
txPayload.addressLookupTables.map((lut) =>
this.mustGetAddressLookupTable(lut)
)
),
});
}
async addTxToConfirm(
txPayload: IpcMessageMap[IpcMessageTypes.CONFIRM_TRANSACTION]
) {
this.pendingTxSigsToConfirm.set(txPayload.confirmTxSig, {
ts: Date.now(),
slot: this.slotSubscriber.getSlot(),
});
this.metrics.txAttempted++;
}
addSigner(signerKey: string, signerInfo: string) {
const keypair = loadKeypair(signerInfo);
logger.info(
`${LOG_PREFIX} adding new signer: ${signerKey}: info: ${signerInfo.slice(
0,
10
)}... (${signerInfo.length} len), ${keypair.publicKey.toBase58()}`
);
this.listenToTxLogs(keypair.publicKey);
this.signers.set(signerKey, new AnchorWallet(keypair));
}
async addAddressLookupTable(address: string) {
if (!this.addressLookupTables.has(address)) {
logger.info(`${LOG_PREFIX} adding new address lookup table: ${address}`);
const resp = await this.connection.getAddressLookupTable(
new PublicKey(address)
);
if (resp.value) {
this.addressLookupTables.set(address, resp.value);
} else {
logger.error(
`${LOG_PREFIX} Failed to get address lookup table for ${address}`
);
}
}
}
async mustGetAddressLookupTable(
address: string
): Promise<AddressLookupTableAccount> {
if (!this.addressLookupTables.has(address)) {
logger.error(
`${LOG_PREFIX} Address lookup table not found for ${address}, adding it...`
);
await this.addAddressLookupTable(address);
}
return this.addressLookupTables.get(address)!;
}
private async buildTransactionToSend(
ixs: TransactionInstruction[],
lookupTableAccounts: AddressLookupTableAccount[] | undefined,
payerPublicKey: PublicKey,
simulateForCus = true
): Promise<{
simResult: SimulateAndGetTxWithCUsResponse;
blockhash: BlockhashWithExpiryBlockHeight;
}> {
const blockhash = this.blockhashSubscriber.getLatestBlockhash(5);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.connection,
payerPublicKey,
lookupTableAccounts: lookupTableAccounts ?? [],
cuLimitMultiplier: 1.1,
doSimulation: simulateForCus,
recentBlockhash: blockhash?.blockhash,
});
return {
simResult,
blockhash: blockhash!,
};
}
private async sendVersionedTransaction(
tx: VersionedTransaction,
signers: Signer[],
opts?: ConfirmOptions
): Promise<{ txRaw: Buffer | Uint8Array; txSig: TransactionSignature }> {
tx.sign(signers);
const txRaw = tx.serialize();
this.sendRawTransaction(txRaw, opts);
const txSig = bs58.encode(tx.signatures[0]);
return {
txRaw,
txSig,
};
}
private sendToAdditionalConnections(
rawTx: Buffer | Uint8Array,
opts?: ConfirmOptions
): void {
this.additionalSendTxConnections.map((connection: Connection) => {
connection.sendRawTransaction(rawTx, opts).catch((e) => {
console.error(
// @ts-ignore
`${LOG_PREFIX} error sending tx to additional connection: ${connection._rpcEndpoint}`
);
console.error(e);
});
});
}
private sendRawTransaction(
rawTransaction: Buffer | Uint8Array,
opts?: ConfirmOptions
) {
this.connection.sendRawTransaction(rawTransaction, opts);
this.sendToAdditionalConnections(rawTransaction, opts);
}
private async runTxSenderLoop() {
const work = this.txToSendPayload.shift();
if (!work) {
return;
}
// 1) handle any expired transactions
let txExpired = false;
if (work.blockhashExpiryHeight) {
const blockHeight = this.blockhashSubscriber.getLatestBlockHeight();
if (blockHeight > work.blockhashExpiryHeight) {
logger.info(
`${LOG_PREFIX} Blockhash expired for tx: ${work.lastSentTxSig}, retrying: ${work.instruction.retryUntilConfirmed}`
);
if (work.instruction.retryUntilConfirmed) {
txExpired = true;
} else {
this.pendingTxSigsToConfirm.delete(work.lastSentTxSig!);
this.metrics.txDroppedBlockhashExpired++;
return;
}
}
}
const now = Date.now();
const txReadyToRetry = now > (work.lastSendTs ?? 0) + this.resendInterval;
const firstTimeSendingTx = work.lastSendTs === undefined;
const txPreviouslySent = work.lastSentRawTx !== undefined;
// 2) check if the tx has been confirmed
if (!firstTimeSendingTx) {
if (!this.pendingTxSigsToConfirm.has(work.lastSentTxSig!)) {
return;
}
}
// 3) send the tx if it's the first time or ready to retry
// Build a new tx with a fresh blockhash. TODO: need a fresh priority fee?
if (txExpired || firstTimeSendingTx) {
const signers: AnchorWallet[] = [];
for (const signerKey of work.instruction.signerKeys) {
const signer = this.signers.get(signerKey);
if (!signer) {
throw new Error(`${LOG_PREFIX} Signer not found for ${signerKey}`);
}
signers.push(signer);
}
if (signers.length === 0) {
throw new Error(`${LOG_PREFIX} No signers found for tx`);
}
const { simResult, blockhash } = await this.buildTransactionToSend(
work.instruction.ixs,
work.addressLookupTables,
signers[0].publicKey,
work.instruction.simulateCUs
);
if (simResult.simError === null) {
work.lastSendTs = Date.now();
if (this.sendTxEnabled) {
const txResp = await this.sendVersionedTransaction(
simResult.tx,
signers.map((signer) => signer.payer),
this.sendTxOpts
);
work.lastSentTxSig = txResp.txSig;
work.lastSentTx = simResult.tx;
work.lastSentRawTx = txResp.txRaw;
work.blockhashExpiryHeight = blockhash.lastValidBlockHeight;
work.blockhashUsed = blockhash.blockhash;
this.pendingTxSigsToConfirm.set(work.lastSentTxSig!, {
ts: Date.now(),
slot: this.slotSubscriber.getSlot(),
simSlot: simResult.simSlot,
});
this.txToSendPayload.push(work);
} else {
logger.info(
`${LOG_PREFIX} sendTxEnabled=false, cuEst: ${
simResult.cuEstimate
} simError: ${JSON.stringify(
simResult.simError
)}, sim tx logs:\n${JSON.stringify(simResult.simTxLogs, null, 2)}`
);
}
this.metrics.txAttempted++;
} else {
this.metrics.txFailedSimulation++;
logger.error(
`${LOG_PREFIX} TxSimulationFailed: ${JSON.stringify(
simResult.simError
)}: simLogs:\n${JSON.stringify(simResult.simTxLogs, null, 2)}`
);
}
} else if (txPreviouslySent && txReadyToRetry) {
if (work.instruction.simOnRetry && work.lastSentTx) {
const simResp = await this.connection.simulateTransaction(
work.lastSentTx,
{
sigVerify: false,
replaceRecentBlockhash: true,
commitment: 'processed',
}
);
if (simResp.value.err !== null) {
logger.error(
`${LOG_PREFIX} TxSimulationFailed: ${JSON.stringify(
simResp.value.err
)}\n${JSON.stringify(simResp.value.logs)}`
);
this.metrics.txFailedSimulation++;
return;
}
}
if (this.sendTxEnabled) {
this.sendRawTransaction(work.lastSentRawTx!, this.sendTxOpts);
work.lastSendTs = Date.now();
this.txToSendPayload.push(work);
this.metrics.txRetried++;
} else {
logger.info(
`${LOG_PREFIX} sendTxEnabled=false, skipping retry ${work.lastSentTxSig}`
);
}
} else {
// not ready to retry, push it back to the queue
this.txToSendPayload.push(work);
}
}
private async startTxSenderLoop() {
logger.info(`${LOG_PREFIX} TxSender started`);
while (this.running) {
try {
await this.runTxSenderLoop();
} catch (e) {
const err = e as Error;
logger.error(
`${LOG_PREFIX} Error in txSenderLoop: ${err.message}\n${err.stack}`
);
}
// let the event loop run
await sleepMs(10);
}
logger.info(`${LOG_PREFIX} TxSender stopped`);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common
|
solana_public_repos/drift-labs/keeper-bots-v2/src/bots/common/threads/txThread.ts
|
import { logger } from '../../../logger';
import { TxSender } from './txSender';
import {
IpcMessage,
IpcMessageMap,
IpcMessageTypes,
WrappedIpcMessage,
deserializedIx,
} from './types';
import { BlockhashSubscriber, SlotSubscriber } from '@drift-labs/sdk';
import { Connection } from '@solana/web3.js';
import dotenv from 'dotenv';
import parseArgs from 'minimist';
const logPrefix = 'TxThread';
function sendToParent(msgType: IpcMessageTypes, data: IpcMessage) {
process.send!({
type: msgType,
data,
} as WrappedIpcMessage);
}
const main = async () => {
// kill this process if the parent dies
process.on('disconnect', () => process.exit());
dotenv.config();
const args = parseArgs(process.argv.slice(2));
logger.info(`[${logPrefix}] Started with args: ${JSON.stringify(args)}`);
const rpcUrl = args['rpc'];
const sendTxEnabled = args['send-tx'] === 'true';
if (process.send === undefined) {
logger.error(
`[${logPrefix}] Error spawning process: process.send is not a function`
);
process.exit(1);
}
const blockhashSubscriber = new BlockhashSubscriber({
rpcUrl,
commitment: 'finalized',
updateIntervalMs: 3000,
});
await blockhashSubscriber.subscribe();
const connection = new Connection(rpcUrl);
const slotSubscriber = new SlotSubscriber(connection);
await slotSubscriber.subscribe();
const txSender = new TxSender({
connection,
blockhashSubscriber,
slotSubscriber,
resendInterval: 1000,
sendTxEnabled,
});
await txSender.subscribe();
const metricsSenderId = setInterval(async () => {
sendToParent(IpcMessageTypes.METRICS, txSender.getMetrics());
}, 10_000);
sendToParent(IpcMessageTypes.NOTIFICATION, {
message: 'Started',
});
const shutdown = async () => {
clearInterval(metricsSenderId);
blockhashSubscriber.unsubscribe();
await txSender.unsubscribe();
};
process.on('SIGINT', async () => {
console.log(`TxSender Received SIGINT, shutting down...`);
await shutdown();
process.exit(0);
});
process.on('SIGTERM', async () => {
console.log(`TxSender Received SIGTERM, shutting down...`);
await shutdown();
process.exit(0);
});
process.on('message', async (_msg: WrappedIpcMessage, _sendHandle: any) => {
switch (_msg.type) {
case IpcMessageTypes.NOTIFICATION: {
const notification =
_msg.data as IpcMessageMap[IpcMessageTypes.NOTIFICATION];
if (notification.message === 'close') {
logger.info(`Parent close notification ${notification.message}`);
process.exit(0);
}
logger.info(`Notification from parent: ${notification.message}`);
break;
}
case IpcMessageTypes.NEW_SIGNER: {
const signerPayload =
_msg.data as IpcMessageMap[IpcMessageTypes.NEW_SIGNER];
txSender.addSigner(signerPayload.signerKey, signerPayload.signerInfo);
break;
}
case IpcMessageTypes.NEW_ADDRESS_LOOKUP_TABLE: {
const addressLookupTablePayload =
_msg.data as IpcMessageMap[IpcMessageTypes.NEW_ADDRESS_LOOKUP_TABLE];
await txSender.addAddressLookupTable(addressLookupTablePayload.address);
break;
}
case IpcMessageTypes.TRANSACTION: {
const txPayload =
_msg.data as IpcMessageMap[IpcMessageTypes.TRANSACTION];
if (txPayload.newSigners?.length > 0) {
for (const signer of txPayload.newSigners) {
txSender.addSigner(signer.key, signer.info);
}
}
txPayload.ixs = txPayload.ixsSerialized.map((ix) => deserializedIx(ix));
await txSender.addTxPayload(txPayload);
break;
}
case IpcMessageTypes.CONFIRM_TRANSACTION: {
const confirmPayload =
_msg.data as IpcMessageMap[IpcMessageTypes.CONFIRM_TRANSACTION];
txSender.addTxToConfirm(confirmPayload);
break;
}
case IpcMessageTypes.SET_TRANSACTIONS_ENABLED: {
const txPayload =
_msg.data as IpcMessageMap[IpcMessageTypes.SET_TRANSACTIONS_ENABLED];
logger.info(`Parent set transactions enabled: ${txPayload.txEnabled}`);
txSender.setTransactionsEnabled(txPayload.txEnabled);
break;
}
default: {
logger.info(
`Unknown message type from parent: ${JSON.stringify(_msg)}`
);
break;
}
}
});
};
main().catch((err) => {
logger.error(`[${logPrefix}] Error in TxThread: ${JSON.stringify(err)}`);
process.exit(1);
});
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/entrypoint.ts
|
import { program, Option } from 'commander';
import { logger, setLogLevel } from '../logger';
import {
Config,
configHasBot,
loadConfigFromFile,
loadConfigFromOpts,
} from '../config';
import { getWallet, sleepMs } from '../utils';
import {
ConfirmationStrategy,
DriftClient,
DriftClientSubscriptionConfig,
FastSingleTxSender,
getMarketsAndOraclesForSubscription,
loadKeypair,
PublicKey,
RetryTxSender,
SlotSubscriber,
initialize,
WhileValidTxSender,
UserMap,
DriftClientConfig,
configs,
} from '@drift-labs/sdk';
import {
Commitment,
ConfirmOptions,
Connection,
Keypair,
TransactionVersion,
} from '@solana/web3.js';
import { BundleSender } from '../bundleSender';
import { FillerMultithreaded } from './filler/fillerMultithreaded';
import http from 'http';
import { promiseTimeout } from '@drift-labs/sdk';
import { SpotFillerMultithreaded } from './spotFiller/spotFillerMultithreaded';
import { setGlobalDispatcher, Agent } from 'undici';
import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
import { SwiftMaker } from './swift/makerExample';
import { SwiftTaker } from './swift/takerExample';
setGlobalDispatcher(
new Agent({
connections: 200,
})
);
require('dotenv').config();
const preflightCommitment: Commitment = 'processed';
const stateCommitment: Commitment = 'confirmed';
const healthCheckPort = process.env.HEALTH_CHECK_PORT || 8888;
program
.option('-d, --dry-run', 'Dry run, do not send transactions on chain')
.option('--metrics <number>', 'Enable Prometheus metric scraper (deprecated)')
.addOption(
new Option(
'-p, --private-key <string>',
'private key, supports path to id.json, or list of comma separate numbers'
).env('KEEPER_PRIVATE_KEY')
)
.option('--debug', 'Enable debug logging')
.option(
'--additional-send-tx-endpoints <string>',
'Additional RPC endpoints to send transactions to (comma delimited)'
)
.option(
'--perp-market-indicies <string>',
'comma delimited list of perp market index(s) for applicable bots, omit for all',
''
)
.option(
'--spot-markets-indicies <string>',
'comma delimited list of spot market index(s) for applicable bots, omit for all',
''
)
.option(
'--config-file <string>',
'Config file to load (yaml format), will override any other config options',
''
)
.option(
'--use-jito',
'Submit transactions to a Jito relayer if the bot supports it'
)
.option(
'--priority-fee-multiplier <number>',
'Multiplier for the priority fee',
'1.0'
)
.option('--metrics-port <number>', 'Port for the Prometheus exporter', '9464')
.option('--disable-metrics', 'Set to disable Prometheus metrics')
.parse();
const opts = program.opts();
let config: Config;
if (opts.configFile) {
logger.info(`Loading config from ${opts.configFile}`);
config = loadConfigFromFile(opts.configFile);
} else {
logger.info(`Loading config from command line options`);
config = loadConfigFromOpts(opts);
}
logger.info(
`Bot config:\n${JSON.stringify(
config,
(k, v) => {
if (k === 'keeperPrivateKey') {
return '*'.repeat(v.length);
}
return v;
},
2
)}`
);
// @ts-ignore
const sdkConfig = initialize({ env: config.global.driftEnv });
setLogLevel(config.global.debug ? 'debug' : 'info');
const endpoint = config.global.endpoint;
const wsEndpoint = config.global.wsEndpoint;
const heliusEndpoint = config.global.heliusEndpoint;
logger.info(`RPC endpoint: ${endpoint}`);
logger.info(`WS endpoint: ${wsEndpoint}`);
logger.info(`Helius endpoint: ${heliusEndpoint}`);
logger.info(`DriftEnv: ${config.global.driftEnv}`);
if (!endpoint) {
throw new Error('Must set environment variable ENDPOINT');
}
const bots: any = [];
const runBot = async () => {
logger.info(`Loading wallet keypair`);
const privateKeyOrFilepath = config.global.keeperPrivateKey;
if (!privateKeyOrFilepath) {
throw new Error(
'Must set environment variable KEEPER_PRIVATE_KEY with the path to a id.json or a list of commma separated numbers'
);
}
const [keypair, wallet] = getWallet(privateKeyOrFilepath);
const driftPublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
const connection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
});
const opts: ConfirmOptions = {
commitment: stateCommitment,
skipPreflight: config.global.txSkipPreflight,
preflightCommitment,
maxRetries: config.global.txMaxRetries,
};
const sendTxConnection = new Connection(endpoint, {
wsEndpoint: wsEndpoint,
commitment: stateCommitment,
disableRetryOnRateLimit: true,
});
const txSenderType = config.global.txSenderType || 'retry';
let txSender;
let additionalConnections: Connection[] = [];
const confirmationStrategy: ConfirmationStrategy =
config.global.txSenderConfirmationStrategy;
if (
config.global.additionalSendTxEndpoints &&
config.global.additionalSendTxEndpoints.length > 0
) {
additionalConnections = config.global.additionalSendTxEndpoints.map(
(endpoint: string) => new Connection(endpoint)
);
}
if (txSenderType === 'retry') {
txSender = new RetryTxSender({
connection: sendTxConnection,
wallet,
opts,
retrySleep: 8000,
timeout: config.global.txRetryTimeoutMs,
confirmationStrategy: ConfirmationStrategy.Polling,
additionalConnections,
trackTxLandRate: config.global.trackTxLandRate,
});
} else if (txSenderType === 'while-valid') {
txSender = new WhileValidTxSender({
connection: sendTxConnection,
wallet,
opts,
retrySleep: 2000,
additionalConnections,
trackTxLandRate: config.global.trackTxLandRate,
confirmationStrategy,
throwOnTimeoutError: false,
});
} else {
const skipConfirmation =
configHasBot(config, 'fillerMultithreaded') ||
configHasBot(config, 'spotFillerMultithreaded');
txSender = new FastSingleTxSender({
connection: sendTxConnection,
blockhashRefreshInterval: 500,
wallet,
opts,
skipConfirmation,
additionalConnections,
trackTxLandRate: config.global.trackTxLandRate,
confirmationStrategy,
});
}
const accountSubscription: DriftClientSubscriptionConfig = {
type: 'websocket',
resubTimeoutMs: config.global.resubTimeoutMs,
};
// Send unsubscribed subscription to the bot
let pythPriceSubscriber: PythPriceFeedSubscriber | undefined;
if (config.global.hermesEndpoint) {
pythPriceSubscriber = new PythPriceFeedSubscriber(
config.global.hermesEndpoint,
{
priceFeedRequestConfig: {
binary: true,
},
}
);
}
const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
getMarketsAndOraclesForSubscription(
config.global.driftEnv || 'mainnet-beta'
);
const marketLookupTable = config.global?.lutPubkey
? new PublicKey(config.global.lutPubkey)
: new PublicKey(
configs[config.global.driftEnv || 'mainnet-beta'].MARKET_LOOKUP_TABLE
);
const driftClientConfig: DriftClientConfig = {
connection,
wallet,
programID: driftPublicKey,
opts,
accountSubscription,
env: config.global.driftEnv,
perpMarketIndexes,
spotMarketIndexes,
oracleInfos,
txVersion: 0 as TransactionVersion,
txSender,
marketLookupTable,
activeSubAccountId: config.global.subaccounts?.[0] || 0,
};
const driftClient = new DriftClient(driftClientConfig);
await driftClient.subscribe();
await driftClient.fetchMarketLookupTableAccount();
const slotSubscriber = new SlotSubscriber(connection, {
resubTimeoutMs: 10_000,
});
await slotSubscriber.subscribe();
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}`);
let bundleSender: BundleSender | undefined;
let jitoAuthKeypair: Keypair | undefined;
if (config.global.useJito) {
const jitoBlockEngineUrl = config.global.jitoBlockEngineUrl;
const privateKey = config.global.jitoAuthPrivateKey;
if (!jitoBlockEngineUrl) {
throw new Error(
'Must configure or set JITO_BLOCK_ENGINE_URL environment variable '
);
}
if (!privateKey) {
throw new Error(
'Must configure or set JITO_AUTH_PRIVATE_KEY environment variable'
);
}
logger.info(`Loading jito keypair`);
jitoAuthKeypair = loadKeypair(privateKey);
bundleSender = new BundleSender(
connection,
jitoBlockEngineUrl,
jitoAuthKeypair,
keypair,
slotSubscriber,
config.global.jitoStrategy,
config.global.jitoMinBundleTip,
config.global.jitoMaxBundleTip,
config.global.jitoMaxBundleFailCount,
config.global.jitoTipMultiplier
);
await bundleSender.subscribe();
}
if (configHasBot(config, 'fillerMultithreaded')) {
if (!config.botConfigs?.fillerMultithreaded) {
throw new Error('fillerMultithreaded bot config not found');
}
// Ensure that there are no duplicate market indexes in the Array<number[]> marketIndexes config
const marketIndexes = new Set<number>();
for (const marketIndexList of config.botConfigs.fillerMultithreaded
.marketIndexes) {
for (const marketIndex of marketIndexList) {
if (marketIndexes.has(marketIndex)) {
throw new Error(
`Market index ${marketIndex} is duplicated in the config`
);
}
marketIndexes.add(marketIndex);
}
}
const fillerMultithreaded = new FillerMultithreaded(
config.global,
config.botConfigs?.fillerMultithreaded,
driftClient,
slotSubscriber,
{
rpcEndpoint: endpoint,
commit: '',
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
bundleSender,
pythPriceSubscriber,
[]
);
bots.push(fillerMultithreaded);
}
if (configHasBot(config, 'spotFillerMultithreaded')) {
if (!config.botConfigs?.spotFillerMultithreaded) {
throw new Error('spotFillerMultithreaded bot config not found');
}
// Ensure that there are no duplicate market indexes in the Array<number[]> marketIndexes config
const marketIndexes = new Set<number>();
for (const marketIndexList of config.botConfigs.spotFillerMultithreaded
.marketIndexes) {
for (const marketIndex of marketIndexList) {
if (marketIndexes.has(marketIndex)) {
throw new Error(
`Market index ${marketIndex} is duplicated in the config`
);
}
marketIndexes.add(marketIndex);
}
}
const spotFillerMultithreaded = new SpotFillerMultithreaded(
driftClient,
slotSubscriber,
{
rpcEndpoint: endpoint,
commit: '',
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
config.global,
config.botConfigs?.spotFillerMultithreaded,
bundleSender,
pythPriceSubscriber,
[]
);
bots.push(spotFillerMultithreaded);
}
if (configHasBot(config, 'swiftMaker')) {
const userMap = new UserMap({
connection,
driftClient,
subscriptionConfig: {
type: 'polling',
frequency: 5000,
},
fastDecode: true,
});
await userMap.subscribe();
const swiftMaker = new SwiftMaker(driftClient, userMap, {
rpcEndpoint: endpoint,
commit: '',
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
});
bots.push(swiftMaker);
}
if (configHasBot(config, 'swiftTaker')) {
const swiftMaker = new SwiftTaker(
driftClient,
{
rpcEndpoint: endpoint,
commit: '',
driftEnv: config.global.driftEnv!,
driftPid: driftPublicKey.toBase58(),
walletAuthority: wallet.publicKey.toBase58(),
},
1000
);
bots.push(swiftMaker);
}
// Initialize bots
logger.info(`initializing bots`);
await Promise.all(bots.map((bot: any) => bot.init()));
logger.info(`starting bots`);
// start http server listening to /health endpoint using http package
const startupTime = Date.now();
http
.createServer(async (req, res) => {
if (req.url === '/health') {
if (config.global.testLiveness) {
if (Date.now() > startupTime + 60 * 1000) {
res.writeHead(500);
res.end('Testing liveness test fail');
return;
}
}
/* @ts-ignore */
if (!driftClient.connection._rpcWebSocketConnected) {
logger.error(`Connection rpc websocket disconnected`);
res.writeHead(500);
res.end(`Connection rpc websocket disconnected`);
return;
}
// check all bots if they're live
for (const bot of bots) {
const healthCheck = await promiseTimeout(bot.healthCheck(), 1000);
if (!healthCheck) {
logger.error(`Health check failed for bot`);
res.writeHead(503);
res.end(`Bot is not healthy`);
return;
}
}
// liveness check passed
res.writeHead(200);
res.end('OK');
} else {
res.writeHead(404);
res.end('Not found');
}
})
.listen(healthCheckPort);
logger.info(`Health check server listening on port ${healthCheckPort}`);
};
recursiveTryCatch(() => runBot());
async function recursiveTryCatch(f: () => void) {
try {
f();
} catch (e) {
console.error(e);
await sleepMs(15000);
await recursiveTryCatch(f);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/filler-common/dlobBuilder.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import {
DLOB,
SlotSubscriber,
MarketType,
DriftClient,
loadKeypair,
calculateBidPrice,
calculateAskPrice,
UserAccount,
isVariant,
decodeUser,
NodeToTrigger,
Wallet,
PhoenixSubscriber,
BN,
ClockSubscriber,
PhoenixV1FulfillmentConfigAccount,
OpenbookV2Subscriber,
OpenbookV2FulfillmentConfigAccount,
isUserProtectedMaker,
} from '@drift-labs/sdk';
import { Connection } from '@solana/web3.js';
import dotenv from 'dotenv';
import parseArgs from 'minimist';
import { logger } from '../../logger';
import {
FallbackLiquiditySource,
SerializedNodeToFill,
SerializedNodeToTrigger,
NodeToFillWithContext,
} from './types';
import {
getDriftClientFromArgs,
serializeNodeToFill,
serializeNodeToTrigger,
} from './utils';
import { initializeSpotFulfillmentAccounts, sleepMs } from '../../utils';
const EXPIRE_ORDER_BUFFER_SEC = 30; // add an extra 30 seconds before trying to expire orders (want to avoid 6252 error due to clock drift)
const logPrefix = '[DLOBBuilder]';
class DLOBBuilder {
private userAccountData = new Map<string, UserAccount>();
private userAccountDataBuffers = new Map<string, Buffer>();
private dlob: DLOB;
public readonly slotSubscriber: SlotSubscriber;
public readonly marketTypeString: string;
public readonly marketType: MarketType;
public readonly marketIndexes: number[];
public driftClient: DriftClient;
public initialized: boolean = false;
// only used for spot filler
private phoenixSubscribers?: Map<number, PhoenixSubscriber>;
private openbookSubscribers?: Map<number, OpenbookV2Subscriber>;
private phoenixFulfillmentConfigMap?: Map<
number,
PhoenixV1FulfillmentConfigAccount
>;
private openbookFulfillmentConfigMap?: Map<
number,
OpenbookV2FulfillmentConfigAccount
>;
private clockSubscriber: ClockSubscriber;
constructor(
driftClient: DriftClient,
marketType: MarketType,
marketTypeString: string,
marketIndexes: number[]
) {
this.dlob = new DLOB();
this.slotSubscriber = new SlotSubscriber(driftClient.connection);
this.marketType = marketType;
this.marketTypeString = marketTypeString;
this.marketIndexes = marketIndexes;
this.driftClient = driftClient;
if (marketTypeString.toLowerCase() === 'spot') {
this.phoenixSubscribers = new Map<number, PhoenixSubscriber>();
this.openbookSubscribers = new Map<number, OpenbookV2Subscriber>();
this.phoenixFulfillmentConfigMap = new Map<
number,
PhoenixV1FulfillmentConfigAccount
>();
this.openbookFulfillmentConfigMap = new Map<
number,
OpenbookV2FulfillmentConfigAccount
>();
}
this.clockSubscriber = new ClockSubscriber(driftClient.connection, {
commitment: 'confirmed',
resubTimeoutMs: 5_000,
});
}
public async subscribe() {
await this.slotSubscriber.subscribe();
await this.clockSubscriber.subscribe();
if (this.marketTypeString.toLowerCase() === 'spot') {
await this.initializeSpotMarkets();
}
}
private async initializeSpotMarkets() {
({
phoenixFulfillmentConfigs: this.phoenixFulfillmentConfigMap,
openbookFulfillmentConfigs: this.openbookFulfillmentConfigMap,
phoenixSubscribers: this.phoenixSubscribers,
openbookSubscribers: this.openbookSubscribers,
} = await initializeSpotFulfillmentAccounts(
this.driftClient,
true,
this.marketIndexes
));
if (!this.phoenixSubscribers) {
throw new Error('phoenixSubscribers not initialized');
}
}
public getUserBuffer(pubkey: string) {
return this.userAccountDataBuffers.get(pubkey);
}
public deserializeAndUpdateUserAccountData(
userAccount: string,
pubkey: string
) {
const userAccountBuffer = Buffer.from(userAccount, 'base64');
const deserializedUserAccount = decodeUser(userAccountBuffer);
this.userAccountDataBuffers.set(pubkey, userAccountBuffer);
this.userAccountData.set(pubkey, deserializedUserAccount);
}
public delete(pubkey: string) {
this.userAccountData.delete(pubkey);
this.userAccountDataBuffers.delete(pubkey);
}
// Private to avoid race conditions
private build(): DLOB {
logger.debug(
`${logPrefix} Building DLOB with ${this.userAccountData.size} users`
);
this.dlob = new DLOB();
let counter = 0;
this.userAccountData.forEach((userAccount, pubkey) => {
userAccount.orders.forEach((order) => {
if (
!this.marketIndexes.includes(order.marketIndex) ||
!isVariant(order.marketType, this.marketTypeString.toLowerCase())
) {
return;
}
this.dlob.insertOrder(
order,
pubkey,
this.slotSubscriber.getSlot(),
isUserProtectedMaker(userAccount)
);
counter++;
});
});
logger.debug(`${logPrefix} Built DLOB with ${counter} orders`);
return this.dlob;
}
public getNodesToTriggerAndNodesToFill(): [
NodeToFillWithContext[],
NodeToTrigger[],
] {
const dlob = this.build();
const nodesToFill: NodeToFillWithContext[] = [];
const nodesToTrigger: NodeToTrigger[] = [];
for (const marketIndex of this.marketIndexes) {
let market;
let oraclePriceData;
let fallbackAsk: BN | undefined = undefined;
let fallbackBid: BN | undefined = undefined;
let fallbackAskSource: FallbackLiquiditySource | undefined = undefined;
let fallbackBidSource: FallbackLiquiditySource | undefined = undefined;
if (this.marketTypeString.toLowerCase() === 'perp') {
market = this.driftClient.getPerpMarketAccount(marketIndex);
if (!market) {
throw new Error('PerpMarket not found');
}
oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
fallbackBid = calculateBidPrice(market, oraclePriceData);
fallbackAsk = calculateAskPrice(market, oraclePriceData);
} else {
market = this.driftClient.getSpotMarketAccount(marketIndex);
if (!market) {
throw new Error('SpotMarket not found');
}
oraclePriceData =
this.driftClient.getOracleDataForSpotMarket(marketIndex);
const openbookSubscriber = this.openbookSubscribers!.get(marketIndex);
const openbookBid = openbookSubscriber?.getBestBid();
const openbookAsk = openbookSubscriber?.getBestAsk();
const phoenixSubscriber = this.phoenixSubscribers!.get(marketIndex);
const phoenixBid = phoenixSubscriber?.getBestBid();
const phoenixAsk = phoenixSubscriber?.getBestAsk();
if (openbookBid && phoenixBid) {
if (openbookBid!.gte(phoenixBid!)) {
fallbackBid = openbookBid;
fallbackBidSource = 'openbook';
} else {
fallbackBid = phoenixBid;
fallbackBidSource = 'phoenix';
}
} else if (openbookBid) {
fallbackBid = openbookBid;
fallbackBidSource = 'openbook';
} else if (phoenixBid) {
fallbackBid = phoenixBid;
fallbackBidSource = 'phoenix';
}
if (openbookAsk && phoenixAsk) {
if (openbookAsk!.lte(phoenixAsk!)) {
fallbackAsk = openbookAsk;
fallbackAskSource = 'openbook';
} else {
fallbackAsk = phoenixAsk;
fallbackAskSource = 'phoenix';
}
} else if (openbookAsk) {
fallbackAsk = openbookAsk;
fallbackAskSource = 'openbook';
} else if (phoenixAsk) {
fallbackAsk = phoenixAsk;
fallbackAskSource = 'phoenix';
}
}
const stateAccount = this.driftClient.getStateAccount();
const slot = this.slotSubscriber.getSlot();
const nodesToFillForMarket = dlob.findNodesToFill(
marketIndex,
fallbackBid,
fallbackAsk,
slot,
this.clockSubscriber.getUnixTs() - EXPIRE_ORDER_BUFFER_SEC,
this.marketType,
oraclePriceData,
stateAccount,
market
);
const nodesToTriggerForMarket = dlob.findNodesToTrigger(
marketIndex,
slot,
oraclePriceData.price,
this.marketType,
stateAccount
);
nodesToFill.push(
...nodesToFillForMarket.map((node) => {
return { ...node, fallbackAskSource, fallbackBidSource };
})
);
nodesToTrigger.push(...nodesToTriggerForMarket);
}
return [nodesToFill, nodesToTrigger];
}
public serializeNodesToFill(
nodesToFill: NodeToFillWithContext[]
): SerializedNodeToFill[] {
return nodesToFill
.map((node) => {
const buffer = this.getUserBuffer(node.node.userAccount!);
if (!buffer) {
return undefined;
}
const makerBuffers = new Map<string, Buffer>();
for (const makerNode of node.makerNodes) {
// @ts-ignore
const makerBuffer = this.getUserBuffer(makerNode.userAccount);
if (!makerBuffer) {
return undefined;
}
// @ts-ignore
makerBuffers.set(makerNode.userAccount, makerBuffer);
}
return serializeNodeToFill(node, buffer, makerBuffers);
})
.filter((node): node is SerializedNodeToFill => node !== undefined);
}
public serializeNodesToTrigger(
nodesToTrigger: NodeToTrigger[]
): SerializedNodeToTrigger[] {
return nodesToTrigger
.map((node) => {
const buffer = this.getUserBuffer(node.node.userAccount);
if (!buffer) {
return undefined;
}
return serializeNodeToTrigger(node, buffer);
})
.filter((node): node is SerializedNodeToTrigger => node !== undefined);
}
public trySendNodes(
serializedNodesToTrigger: SerializedNodeToTrigger[],
serializedNodesToFill: SerializedNodeToFill[]
) {
if (typeof process.send === 'function') {
if (serializedNodesToTrigger.length > 0) {
try {
logger.debug('Sending triggerable nodes');
process.send({
type: 'triggerableNodes',
data: serializedNodesToTrigger,
// }, { swallowErrors: true });
});
} catch (e) {
logger.error(`${logPrefix} Failed to send triggerable nodes: ${e}`);
// logger.error(JSON.stringify(serializedNodesToTrigger, null, 2));
}
}
if (serializedNodesToFill.length > 0) {
try {
logger.debug('Sending fillable nodes');
process.send({
type: 'fillableNodes',
data: serializedNodesToFill,
// }, { swallowErrors: true });
});
} catch (e) {
logger.error(`${logPrefix} Failed to send fillable nodes: ${e}`);
// logger.error(JSON.stringify(serializedNodesToFill, null, 2));
}
}
}
}
sendLivenessCheck(health: boolean) {
if (typeof process.send === 'function') {
process.send({
type: 'health',
data: {
healthy: health,
},
});
}
}
}
const main = async () => {
// kill this process if the parent dies
process.on('disconnect', () => process.exit());
dotenv.config();
const endpoint = process.env.ENDPOINT;
const privateKey = process.env.KEEPER_PRIVATE_KEY;
const args = parseArgs(process.argv.slice(2));
const driftEnv = args['drift-env'] ?? 'devnet';
const marketTypeStr = args['market-type'];
let marketIndexes;
if (typeof args['market-indexes'] === 'string') {
marketIndexes = args['market-indexes'].split(',').map(Number);
} else {
marketIndexes = [args['market-indexes']];
}
if (marketTypeStr !== 'perp' && marketTypeStr !== 'spot') {
throw new Error("market-type must be either 'perp' or 'spot'");
}
let marketType: MarketType;
switch (marketTypeStr) {
case 'perp':
marketType = MarketType.PERP;
break;
case 'spot':
marketType = MarketType.SPOT;
break;
default:
console.error('Error: Unsupported market type provided.');
process.exit(1);
}
if (!endpoint || !privateKey) {
throw new Error('ENDPOINT and KEEPER_PRIVATE_KEY must be provided');
}
const wallet = new Wallet(loadKeypair(privateKey));
const connection = new Connection(endpoint, {
wsEndpoint: process.env.WS_ENDPOINT,
commitment: 'processed',
});
const driftClient = getDriftClientFromArgs({
connection,
wallet,
marketIndexes,
marketTypeStr,
env: driftEnv,
});
await driftClient.subscribe();
const dlobBuilder = new DLOBBuilder(
driftClient,
marketType,
marketTypeStr,
marketIndexes
);
await dlobBuilder.subscribe();
await sleepMs(5000); // Give the dlob some time to get built
if (typeof process.send === 'function') {
logger.info('DLOBBuilder started');
process.send({ type: 'initialized', data: dlobBuilder.marketIndexes });
}
process.on('message', (msg: any) => {
// console.log("received msg");
if (!msg.data || typeof msg.data.type === 'undefined') {
logger.warn(`${logPrefix} Received message without data.type field.`);
return;
}
switch (msg.data.type) {
case 'update':
dlobBuilder.deserializeAndUpdateUserAccountData(
msg.data.userAccount,
msg.data.pubkey
);
break;
case 'delete':
dlobBuilder.delete(msg.data.pubkey);
break;
default:
logger.warn(
`${logPrefix} Received unknown message type: ${msg.data.type}`
);
}
});
setInterval(() => {
const [nodesToFill, nodesToTrigger] =
dlobBuilder.getNodesToTriggerAndNodesToFill();
const serializedNodesToFill = dlobBuilder.serializeNodesToFill(nodesToFill);
logger.debug(
`${logPrefix} Serialized ${serializedNodesToFill.length} fillable nodes`
);
const serializedNodesToTrigger =
dlobBuilder.serializeNodesToTrigger(nodesToTrigger);
logger.debug(
`${logPrefix} Serialized ${serializedNodesToTrigger.length} triggerable nodes`
);
dlobBuilder.trySendNodes(serializedNodesToTrigger, serializedNodesToFill);
}, 200);
dlobBuilder.sendLivenessCheck(true);
setInterval(() => {
dlobBuilder.sendLivenessCheck(true);
}, 10_000);
};
main();
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/filler-common/utils.ts
|
import {
Order,
UserAccount,
SpotPosition,
PerpPosition,
NodeToTrigger,
TriggerOrderNode,
DLOBNode,
OrderNode,
TakingLimitOrderNode,
RestingLimitOrderNode,
FloatingLimitOrderNode,
MarketOrderNode,
DriftClient,
initialize,
OracleInfo,
PerpMarketConfig,
SpotMarketConfig,
Wallet,
BN,
MarketType,
getUser30dRollingVolumeEstimate,
QUOTE_PRECISION,
UserStatsAccount,
isVariant,
StateAccount,
PRICE_PRECISION,
DriftEnv,
isUserProtectedMaker,
decodeUser,
} from '@drift-labs/sdk';
import {
ComputeBudgetProgram,
Connection,
LAMPORTS_PER_SOL,
PublicKey,
} from '@solana/web3.js';
import {
SerializedUserAccount,
SerializedOrder,
SerializedSpotPosition,
SerializedPerpPosition,
SerializedNodeToTrigger,
SerializedTriggerOrderNode,
SerializedNodeToFill,
SerializedDLOBNode,
NodeToFillWithBuffer,
NodeToFillWithContext,
} from './types';
import { ChildProcess, fork } from 'child_process';
import { logger } from '../../logger';
export const serializeUserAccount = (
userAccount: UserAccount
): SerializedUserAccount => {
return {
...userAccount,
authority: userAccount.authority?.toString(),
delegate: userAccount.delegate?.toString(),
orders: userAccount.orders.map(serializeOrder),
spotPositions: userAccount.spotPositions.map(serializeSpotPosition),
perpPositions: userAccount.perpPositions.map(serializePerpPosition),
lastAddPerpLpSharesTs: userAccount.lastAddPerpLpSharesTs?.toString('hex'),
settledPerpPnl: userAccount.settledPerpPnl?.toString('hex'),
totalDeposits: userAccount.totalDeposits?.toString('hex'),
totalWithdraws: userAccount.totalWithdraws?.toString('hex'),
totalSocialLoss: userAccount.totalSocialLoss?.toString('hex'),
cumulativePerpFunding: userAccount.cumulativePerpFunding?.toString('hex'),
cumulativeSpotFees: userAccount.cumulativeSpotFees?.toString('hex'),
liquidationMarginFreed: userAccount.liquidationMarginFreed?.toString('hex'),
lastActiveSlot: userAccount.lastActiveSlot?.toString('hex'),
};
};
const serializeOrder = (order: Order): SerializedOrder => {
return {
...order,
slot: order.slot?.toString('hex'),
price: order.price?.toString('hex'),
baseAssetAmount: order.baseAssetAmount?.toString('hex'),
quoteAssetAmount: order.quoteAssetAmount?.toString('hex'),
baseAssetAmountFilled: order.baseAssetAmountFilled?.toString('hex'),
quoteAssetAmountFilled: order.quoteAssetAmountFilled?.toString('hex'),
triggerPrice: order.triggerPrice?.toString('hex'),
auctionStartPrice: order.auctionStartPrice?.toString('hex'),
auctionEndPrice: order.auctionEndPrice?.toString('hex'),
maxTs: order.maxTs?.toString('hex'),
};
};
const serializeSpotPosition = (
position: SpotPosition
): SerializedSpotPosition => {
return {
...position,
scaledBalance: position.scaledBalance?.toString('hex'),
openBids: position.openBids?.toString('hex'),
openAsks: position.openAsks?.toString('hex'),
cumulativeDeposits: position.cumulativeDeposits?.toString('hex'),
};
};
const serializePerpPosition = (
position: PerpPosition
): SerializedPerpPosition => {
return {
...position,
baseAssetAmount: position.baseAssetAmount?.toString('hex'),
lastCumulativeFundingRate:
position.lastCumulativeFundingRate?.toString('hex'),
quoteAssetAmount: position.quoteAssetAmount?.toString('hex'),
quoteEntryAmount: position.quoteEntryAmount?.toString('hex'),
quoteBreakEvenAmount: position.quoteBreakEvenAmount?.toString('hex'),
openBids: position.openBids?.toString('hex'),
openAsks: position.openAsks?.toString('hex'),
settledPnl: position.settledPnl?.toString('hex'),
lpShares: position.lpShares?.toString('hex'),
lastBaseAssetAmountPerLp:
position.lastBaseAssetAmountPerLp?.toString('hex'),
lastQuoteAssetAmountPerLp:
position.lastQuoteAssetAmountPerLp?.toString('hex'),
};
};
export const deserializeUserAccount = (
serializedUserAccount: SerializedUserAccount
) => {
return {
...serializedUserAccount,
authority: new PublicKey(serializedUserAccount.authority),
delegate: new PublicKey(serializedUserAccount.delegate),
orders: serializedUserAccount.orders.map(deserializeOrder),
spotPositions: serializedUserAccount.spotPositions.map(
deserializeSpotPosition
),
perpPositions: serializedUserAccount.perpPositions.map(
deserializePerpPosition
),
lastAddPerpLpSharesTs: new BN(
serializedUserAccount.lastAddPerpLpSharesTs,
'hex'
),
settledPerpPnl: new BN(serializedUserAccount.settledPerpPnl, 'hex'),
totalDeposits: new BN(serializedUserAccount.totalDeposits, 'hex'),
totalWithdraws: new BN(serializedUserAccount.totalWithdraws, 'hex'),
totalSocialLoss: new BN(serializedUserAccount.totalSocialLoss, 'hex'),
cumulativePerpFunding: new BN(
serializedUserAccount.cumulativePerpFunding,
'hex'
),
cumulativeSpotFees: new BN(serializedUserAccount.cumulativeSpotFees, 'hex'),
liquidationMarginFreed: new BN(
serializedUserAccount.liquidationMarginFreed,
'hex'
),
lastActiveSlot: new BN(serializedUserAccount.lastActiveSlot, 'hex'),
};
};
export const deserializeOrder = (serializedOrder: SerializedOrder) => {
return {
...serializedOrder,
slot: new BN(serializedOrder.slot, 'hex'),
price: new BN(serializedOrder.price, 'hex'),
baseAssetAmount: new BN(serializedOrder.baseAssetAmount, 'hex'),
quoteAssetAmount: new BN(serializedOrder.quoteAssetAmount, 'hex'),
baseAssetAmountFilled: new BN(serializedOrder.baseAssetAmountFilled, 'hex'),
quoteAssetAmountFilled: new BN(
serializedOrder.quoteAssetAmountFilled,
'hex'
),
triggerPrice: new BN(serializedOrder.triggerPrice, 'hex'),
auctionStartPrice: new BN(serializedOrder.auctionStartPrice, 'hex'),
auctionEndPrice: new BN(serializedOrder.auctionEndPrice, 'hex'),
maxTs: new BN(serializedOrder.maxTs, 'hex'),
};
};
const deserializeSpotPosition = (
serializedPosition: SerializedSpotPosition
) => {
return {
...serializedPosition,
scaledBalance: new BN(serializedPosition.scaledBalance, 'hex'),
openBids: new BN(serializedPosition.openBids, 'hex'),
openAsks: new BN(serializedPosition.openAsks, 'hex'),
cumulativeDeposits: new BN(serializedPosition.cumulativeDeposits, 'hex'),
};
};
const deserializePerpPosition = (
serializedPosition: SerializedPerpPosition
) => {
return {
...serializedPosition,
baseAssetAmount: new BN(serializedPosition.baseAssetAmount, 'hex'),
lastCumulativeFundingRate: new BN(
serializedPosition.lastCumulativeFundingRate,
'hex'
),
quoteAssetAmount: new BN(serializedPosition.quoteAssetAmount, 'hex'),
quoteEntryAmount: new BN(serializedPosition.quoteEntryAmount, 'hex'),
quoteBreakEvenAmount: new BN(
serializedPosition.quoteBreakEvenAmount,
'hex'
),
openBids: new BN(serializedPosition.openBids, 'hex'),
openAsks: new BN(serializedPosition.openAsks, 'hex'),
settledPnl: new BN(serializedPosition.settledPnl, 'hex'),
lpShares: new BN(serializedPosition.lpShares, 'hex'),
lastBaseAssetAmountPerLp: new BN(
serializedPosition.lastBaseAssetAmountPerLp,
'hex'
),
lastQuoteAssetAmountPerLp: new BN(
serializedPosition.lastQuoteAssetAmountPerLp,
'hex'
),
};
};
export const serializeNodeToTrigger = (
node: NodeToTrigger,
userAccountData: Buffer
): SerializedNodeToTrigger => {
return {
node: serializeTriggerOrderNode(node.node, userAccountData),
};
};
const serializeTriggerOrderNode = (
node: TriggerOrderNode,
userAccountData: Buffer
): SerializedTriggerOrderNode => {
return {
userAccountData: userAccountData,
order: serializeOrder(node.order),
userAccount: node.userAccount.toString(),
sortValue: node.sortValue.toString('hex'),
haveFilled: node.haveFilled,
haveTrigger: node.haveTrigger,
};
};
export const serializeNodeToFill = (
node: NodeToFillWithContext,
userAccountData: Buffer,
makerAccountDatas: Map<string, Buffer>
): SerializedNodeToFill => {
return {
node: serializeDLOBNode(node.node, userAccountData),
makerNodes: node.makerNodes.map((node) => {
// @ts-ignore
return serializeDLOBNode(node, makerAccountDatas.get(node.userAccount));
}),
fallbackAskSource: node.fallbackAskSource,
fallbackBidSource: node.fallbackBidSource,
};
};
const serializeDLOBNode = (
node: DLOBNode,
userAccountData: Buffer
): SerializedDLOBNode => {
if (node instanceof OrderNode) {
return {
type: node.constructor.name,
userAccountData: userAccountData,
order: serializeOrder(node.order),
userAccount: node.userAccount,
sortValue: node.sortValue.toString('hex'),
haveFilled: node.haveFilled,
haveTrigger: 'haveTrigger' in node ? node.haveTrigger : undefined,
};
} else {
throw new Error(
'Node is not an OrderNode or does not implement DLOBNode interface correctly.'
);
}
};
export const deserializeNodeToFill = (
serializedNode: SerializedNodeToFill
): NodeToFillWithBuffer => {
const node = {
userAccountData: serializedNode.node.userAccountData,
makerAccountData: JSON.stringify(
Array.from(
serializedNode.makerNodes
.reduce((map, node) => {
map.set(node.userAccount, node.userAccountData);
return map;
}, new Map())
.entries()
)
),
node: deserializeDLOBNode(serializedNode.node),
makerNodes: serializedNode.makerNodes.map(deserializeDLOBNode),
fallbackAskSource: serializedNode.fallbackAskSource,
fallbackBidSource: serializedNode.fallbackBidSource,
};
return node;
};
const deserializeDLOBNode = (node: SerializedDLOBNode): DLOBNode => {
// @ts-ignore
const userAccount = decodeUser(Buffer.from(node.userAccountData.data));
const order = deserializeOrder(node.order);
const isProtectedMaker = isUserProtectedMaker(userAccount);
switch (node.type) {
case 'TakingLimitOrderNode':
return new TakingLimitOrderNode(
order,
node.userAccount,
isProtectedMaker
);
case 'RestingLimitOrderNode':
return new RestingLimitOrderNode(
order,
node.userAccount,
isProtectedMaker
);
case 'FloatingLimitOrderNode':
return new FloatingLimitOrderNode(
order,
node.userAccount,
isProtectedMaker
);
case 'MarketOrderNode':
return new MarketOrderNode(order, node.userAccount, isProtectedMaker);
default:
throw new Error(`Invalid node type: ${node.type}`);
}
};
export const getOracleInfoForMarket = (
sdkConfig: any,
marketIndex: number,
marketTypeStr: 'spot' | 'perp'
): OracleInfo => {
if (marketTypeStr === 'perp') {
const perpMarket: PerpMarketConfig = sdkConfig.PERP_MARKETS.find(
(config: PerpMarketConfig) => config.marketIndex === marketIndex
);
return {
publicKey: perpMarket.oracle,
source: perpMarket.oracleSource,
};
} else {
const spotMarket: SpotMarketConfig = sdkConfig.SPOT_MARKETS.find(
(config: SpotMarketConfig) => config.marketIndex === marketIndex
);
return {
publicKey: spotMarket.oracle,
source: spotMarket.oracleSource,
};
}
};
export const getDriftClientFromArgs = ({
connection,
wallet,
marketIndexes,
marketTypeStr,
env,
}: {
connection: Connection;
wallet: Wallet;
marketIndexes: number[];
marketTypeStr: 'spot' | 'perp';
env: DriftEnv;
}) => {
let perpMarketIndexes: number[] = [];
const spotMarketIndexes: number[] = [0];
if (marketTypeStr.toLowerCase() === 'perp') {
perpMarketIndexes = marketIndexes;
} else if (marketTypeStr.toLowerCase() === 'spot') {
spotMarketIndexes.push(...marketIndexes);
} else {
throw new Error('Invalid market type provided: ' + marketTypeStr);
}
const sdkConfig = initialize({ env });
const oracleInfos = [];
for (const marketIndex of marketIndexes) {
const oracleInfo = getOracleInfoForMarket(
sdkConfig,
marketIndex,
marketTypeStr
);
oracleInfos.push(oracleInfo);
}
const driftClient = new DriftClient({
connection,
wallet: wallet,
marketLookupTable: new PublicKey(sdkConfig.MARKET_LOOKUP_TABLE),
perpMarketIndexes,
spotMarketIndexes,
oracleInfos,
env,
});
return driftClient;
};
export const getUserFeeTier = (
marketType: MarketType,
state: StateAccount,
userStatsAccount: UserStatsAccount
) => {
let feeTierIndex = 0;
if (isVariant(marketType, 'perp')) {
const total30dVolume = getUser30dRollingVolumeEstimate(userStatsAccount);
const stakedQuoteAssetAmount = userStatsAccount.ifStakedQuoteAssetAmount;
const volumeTiers = [
new BN(100_000_000).mul(QUOTE_PRECISION),
new BN(50_000_000).mul(QUOTE_PRECISION),
new BN(10_000_000).mul(QUOTE_PRECISION),
new BN(5_000_000).mul(QUOTE_PRECISION),
new BN(1_000_000).mul(QUOTE_PRECISION),
];
const stakedTiers = [
new BN(10000).mul(QUOTE_PRECISION),
new BN(5000).mul(QUOTE_PRECISION),
new BN(2000).mul(QUOTE_PRECISION),
new BN(1000).mul(QUOTE_PRECISION),
new BN(500).mul(QUOTE_PRECISION),
];
for (let i = 0; i < volumeTiers.length; i++) {
if (
total30dVolume.gte(volumeTiers[i]) ||
stakedQuoteAssetAmount.gte(stakedTiers[i])
) {
feeTierIndex = 5 - i;
break;
}
}
return state.perpFeeStructure.feeTiers[feeTierIndex];
}
return state.spotFeeStructure.feeTiers[feeTierIndex];
};
export const spawnChild = (
scriptPath: string,
childArgs: string[],
processName: string,
onMessage: (msg: any) => void,
logPrefix = ''
): ChildProcess => {
const child = fork(scriptPath, childArgs);
child.on('message', onMessage);
child.on('exit', (code) => {
logger.info(
`${logPrefix} Child process: ${processName} exited with code ${code}`
);
logger.info(`${logPrefix} Restarting child process: ${processName}`);
});
return child;
};
export const getPriorityFeeInstruction = (
priorityFeeMicroLamports: number,
solPrice: BN,
fillerRewardEstimate?: BN,
feeMultiplier = 1.0
) => {
let microLamports = priorityFeeMicroLamports;
if (fillerRewardEstimate !== undefined) {
const fillerRewardMicroLamports = Math.floor(
fillerRewardEstimate
.mul(PRICE_PRECISION)
.mul(new BN(LAMPORTS_PER_SOL))
.div(solPrice)
.div(QUOTE_PRECISION)
.toNumber() * feeMultiplier
);
logger.info(`
fillerRewardEstimate microLamports: ${fillerRewardMicroLamports}
priority fee subscriber micro lamports: ${priorityFeeMicroLamports}`);
microLamports = Math.max(microLamports, fillerRewardMicroLamports);
}
return ComputeBudgetProgram.setComputeUnitPrice({
microLamports,
});
};
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/filler-common/types.ts
|
import {
OrderStatus,
OrderType,
MarketType,
PositionDirection,
OrderTriggerCondition,
SpotBalanceType,
NodeToFill,
DLOBNode,
} from '@drift-labs/sdk';
export type SerializedUserAccount = {
authority: string;
delegate: string;
name: number[];
subAccountId: number;
spotPositions: SerializedSpotPosition[];
perpPositions: SerializedPerpPosition[];
orders: SerializedOrder[];
status: number;
nextLiquidationId: number;
nextOrderId: number;
maxMarginRatio: number;
lastAddPerpLpSharesTs: string;
settledPerpPnl: string;
totalDeposits: string;
totalWithdraws: string;
totalSocialLoss: string;
cumulativePerpFunding: string;
cumulativeSpotFees: string;
liquidationMarginFreed: string;
lastActiveSlot: string;
isMarginTradingEnabled: boolean;
idle: boolean;
openOrders: number;
hasOpenOrder: boolean;
openAuctions: number;
hasOpenAuction: boolean;
};
export type SerializedOrder = {
status: OrderStatus;
orderType: OrderType;
marketType: MarketType;
slot: string;
orderId: number;
userOrderId: number;
marketIndex: number;
price: string;
baseAssetAmount: string;
quoteAssetAmount: string;
baseAssetAmountFilled: string;
quoteAssetAmountFilled: string;
direction: PositionDirection;
reduceOnly: boolean;
triggerPrice: string;
triggerCondition: OrderTriggerCondition;
existingPositionDirection: PositionDirection;
postOnly: boolean;
immediateOrCancel: boolean;
oraclePriceOffset: number;
auctionDuration: number;
auctionStartPrice: string;
auctionEndPrice: string;
maxTs: string;
};
export type SerializedSpotPosition = {
marketIndex: number;
balanceType: SpotBalanceType;
scaledBalance: string;
openOrders: number;
openBids: string;
openAsks: string;
cumulativeDeposits: string;
};
export type SerializedPerpPosition = {
baseAssetAmount: string;
lastCumulativeFundingRate: string;
marketIndex: number;
quoteAssetAmount: string;
quoteEntryAmount: string;
quoteBreakEvenAmount: string;
openOrders: number;
openBids: string;
openAsks: string;
settledPnl: string;
lpShares: string;
remainderBaseAssetAmount: number;
lastBaseAssetAmountPerLp: string;
lastQuoteAssetAmountPerLp: string;
perLpBase: number;
};
export type SerializedNodeToTrigger = {
node: SerializedTriggerOrderNode;
};
export type SerializedTriggerOrderNode = {
order: SerializedOrder;
userAccountData: Buffer;
userAccount: string;
sortValue: string;
haveFilled: boolean;
haveTrigger: boolean;
};
export type SerializedNodeToFill = {
fallbackAskSource?: FallbackLiquiditySource;
fallbackBidSource?: FallbackLiquiditySource;
node: SerializedDLOBNode;
makerNodes: SerializedDLOBNode[];
};
export type SerializedDLOBNode = {
type: string;
order: SerializedOrder;
userAccountData: Buffer;
userAccount: string;
sortValue: string;
haveFilled: boolean;
haveTrigger?: boolean;
fallbackAskSource?: FallbackLiquiditySource;
fallbackBidSource?: FallbackLiquiditySource;
};
export type FallbackLiquiditySource = 'serum' | 'phoenix' | 'openbook';
export type NodeToFillWithContext = NodeToFill & {
fallbackAskSource?: FallbackLiquiditySource;
fallbackBidSource?: FallbackLiquiditySource;
};
export type NodeToFillWithBuffer = {
userAccountData: Buffer;
makerAccountData: string;
node: DLOBNode;
fallbackAskSource?: FallbackLiquiditySource;
fallbackBidSource?: FallbackLiquiditySource;
makerNodes: DLOBNode[];
};
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/filler-common/orderSubscriberFiltered.ts
|
import {
OrderSubscriber,
OrderSubscriberConfig,
loadKeypair,
UserAccount,
MarketType,
isVariant,
getVariant,
getUserFilter,
getUserWithOrderFilter,
Wallet,
BN,
} from '@drift-labs/sdk';
import { Connection, PublicKey, RpcResponseAndContext } from '@solana/web3.js';
import dotenv from 'dotenv';
import { logger } from '../../logger';
import parseArgs from 'minimist';
import { getDriftClientFromArgs } from './utils';
const logPrefix = '[OrderSubscriberFiltered]';
export type UserAccountUpdate = {
type: string;
userAccount: string;
pubkey: string;
marketIndex: number;
};
export interface UserMarkets {
[key: string]: Set<number>;
}
class OrderSubscriberFiltered extends OrderSubscriber {
private readonly marketIndexes: number[];
private readonly marketTypeStr: string;
// To keep track of where the user has open orders in the markets we care about
private readonly userMarkets: UserMarkets = {};
constructor(
config: OrderSubscriberConfig,
marketIndexes: number[],
marketType: MarketType
) {
super(config);
this.marketIndexes = marketIndexes;
this.marketTypeStr = getVariant(marketType);
}
override tryUpdateUserAccount(
key: string,
dataType: 'raw' | 'decoded' | 'buffer',
data: UserAccount | string[] | Buffer,
slot: number
): void {
if (!this.mostRecentSlot || slot > this.mostRecentSlot) {
this.mostRecentSlot = slot;
}
const slotAndUserAccount = this.usersAccounts.get(key);
if (slotAndUserAccount && slotAndUserAccount.slot > slot) {
return;
}
let buffer: Buffer;
if (dataType === 'raw') {
// @ts-ignore
buffer = Buffer.from(data[0], data[1]);
} else if (dataType === 'buffer') {
buffer = data as Buffer;
} else {
logger.warn('Received unexpected decoded data type for order subscriber');
return;
}
const lastActiveSlot = slotAndUserAccount?.userAccount.lastActiveSlot;
const newLastActiveSlot = new BN(
buffer.subarray(4328, 4328 + 8),
undefined,
'le'
);
if (lastActiveSlot && lastActiveSlot.gt(newLastActiveSlot)) {
return;
}
const userAccount = this.decodeFn('User', buffer) as UserAccount;
const userMarkets = new Set<number>();
userAccount.orders.forEach((order) => {
if (
this.marketIndexes.includes(order.marketIndex) &&
isVariant(order.marketType, this.marketTypeStr)
) {
userMarkets.add(order.marketIndex);
}
});
this.updateUserMarkets(key, buffer, userMarkets);
this.usersAccounts.set(key, { slot, userAccount });
}
override async fetch(): Promise<void> {
if (this.fetchPromise) {
return this.fetchPromise;
}
this.fetchPromise = new Promise((resolver) => {
this.fetchPromiseResolver = resolver;
});
try {
const rpcRequestArgs = [
this.driftClient.program.programId.toBase58(),
{
commitment: this.commitment,
filters: [getUserFilter(), getUserWithOrderFilter()],
encoding: 'base64',
withContext: true,
},
];
const rpcJSONResponse: any =
// @ts-ignore
await this.driftClient.connection._rpcRequest(
'getProgramAccounts',
rpcRequestArgs
);
const rpcResponseAndContext: RpcResponseAndContext<
Array<{
pubkey: PublicKey;
account: {
data: [string, string];
};
}>
> = rpcJSONResponse.result;
const slot: number = rpcResponseAndContext.context.slot;
const programAccountSet = new Set<string>();
for (const programAccount of rpcResponseAndContext.value) {
const key = programAccount.pubkey.toString();
programAccountSet.add(key);
this.tryUpdateUserAccount(
key,
'raw',
programAccount.account.data,
slot
);
// give event loop a chance to breathe
await new Promise((resolve) => setTimeout(resolve, 0));
}
for (const key of this.usersAccounts.keys()) {
if (!programAccountSet.has(key)) {
this.usersAccounts.delete(key);
this.userMarkets[key].forEach((marketIndex) => {
this.sendUserAccountUpdateMessage(
Buffer.from([]),
key,
'delete',
marketIndex
);
});
delete this.userMarkets[key];
}
// give event loop a chance to breathe
await new Promise((resolve) => setTimeout(resolve, 0));
}
} catch (e) {
console.error(e);
} finally {
this.fetchPromiseResolver();
this.fetchPromise = undefined;
}
}
sendUserAccountUpdateMessage(
buffer: Buffer,
key: string,
msgType: 'update' | 'delete',
marketIndex: number
) {
const userAccountUpdate: UserAccountUpdate = {
type: msgType,
userAccount: buffer.toString('base64'),
pubkey: key,
marketIndex,
};
if (typeof process.send === 'function') {
process.send({
type: 'userAccountUpdate',
data: userAccountUpdate,
});
}
}
sendLivenessCheck(health: boolean) {
if (typeof process.send === 'function') {
process.send({
type: 'health',
data: {
healthy: health,
},
});
}
}
private updateUserMarkets(
userId: string,
buffer: Buffer,
currentMarkets: Set<number>
): void {
const previousMarkets = this.userMarkets[userId] || new Set<number>();
const removedMarkets = new Set<number>();
previousMarkets.forEach((marketIndex) => {
if (!currentMarkets.has(marketIndex)) {
removedMarkets.add(marketIndex);
}
});
this.userMarkets[userId] = currentMarkets;
for (const marketIndex of currentMarkets) {
this.sendUserAccountUpdateMessage(buffer, userId, 'update', marketIndex);
}
for (const marketIndex of removedMarkets) {
this.sendUserAccountUpdateMessage(buffer, userId, 'delete', marketIndex);
}
}
}
const main = async () => {
// kill this process if the parent dies
process.on('disconnect', () => process.exit());
dotenv.config();
const args = parseArgs(process.argv.slice(2));
const driftEnv = args['drift-env'] ?? 'devnet';
const marketIndexesStr = String(args['market-indexes']);
const marketIndexes = marketIndexesStr.split(',').map(Number);
const marketTypeStr = args['market-type'] as string;
if (marketTypeStr !== 'perp' && marketTypeStr !== 'spot') {
throw new Error("market-type must be either 'perp' or 'spot'");
}
let marketType: MarketType;
switch (marketTypeStr) {
case 'perp':
marketType = MarketType.PERP;
break;
case 'spot':
marketType = MarketType.SPOT;
break;
default:
console.error('Error: Unsupported market type provided.');
process.exit(1);
}
const endpoint = process.env.ENDPOINT;
const privateKey = process.env.KEEPER_PRIVATE_KEY;
if (!endpoint || !privateKey) {
throw new Error('ENDPOINT and KEEPER_PRIVATE_KEY must be provided');
}
const wallet = new Wallet(loadKeypair(privateKey));
const connection = new Connection(endpoint, 'processed');
const driftClient = getDriftClientFromArgs({
connection,
wallet,
marketIndexes,
marketTypeStr,
env: driftEnv,
});
await driftClient.subscribe();
const orderSubscriberConfig: OrderSubscriberConfig = {
driftClient: driftClient,
subscriptionConfig: {
type: 'websocket',
skipInitialLoad: false,
resubTimeoutMs: 5000,
resyncIntervalMs: 60000,
commitment: 'processed',
},
fastDecode: true,
decodeData: false,
};
const orderSubscriberFiltered = new OrderSubscriberFiltered(
orderSubscriberConfig,
marketIndexes,
marketType
);
await orderSubscriberFiltered.subscribe();
orderSubscriberFiltered.sendLivenessCheck(true);
setInterval(() => {
orderSubscriberFiltered.sendLivenessCheck(true);
}, 10_000);
logger.info(`${logPrefix} OrderSubscriberFiltered started`);
};
main();
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/swift/makerExample.ts
|
import {
DriftClient,
getLimitOrderParams,
getUserAccountPublicKey,
getUserStatsAccountPublicKey,
isVariant,
MarketType,
PositionDirection,
PostOnlyParams,
PublicKey,
SwiftOrderParamsMessage,
UserMap,
} from '@drift-labs/sdk';
import { RuntimeSpec } from 'src/metrics';
import WebSocket from 'ws';
import nacl from 'tweetnacl';
import { decodeUTF8 } from 'tweetnacl-util';
export class SwiftMaker {
interval: NodeJS.Timeout | null = null;
private ws: WebSocket | null = null;
private heartbeatTimeout: NodeJS.Timeout | null = null;
private readonly heartbeatIntervalMs = 80_000;
constructor(
private driftClient: DriftClient,
private userMap: UserMap,
runtimeSpec: RuntimeSpec
) {
if (runtimeSpec.driftEnv != 'devnet') {
throw new Error('SwiftMaker only works on devnet');
}
}
async init() {
await this.subscribeWs();
}
async subscribeWs() {
const keypair = this.driftClient.wallet.payer!;
const ws = new WebSocket(
`wss://master.swift.drift.trade/ws?pubkey=` + keypair.publicKey.toBase58()
);
ws.on('open', async () => {
console.log('Connected to the server');
this.startHeartbeatTimer();
ws.on('message', async (data: WebSocket.Data) => {
const message = JSON.parse(data.toString());
console.log(message);
this.startHeartbeatTimer();
if (message['channel'] === 'auth' && message['nonce'] != null) {
const messageBytes = decodeUTF8(message['nonce']);
const signature = nacl.sign.detached(messageBytes, keypair.secretKey);
const signatureBase64 = Buffer.from(signature).toString('base64');
ws.send(
JSON.stringify({
pubkey: keypair.publicKey.toBase58(),
signature: signatureBase64,
})
);
}
if (
message['channel'] === 'auth' &&
message['message'] === 'Authenticated'
) {
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'SOL-PERP',
})
);
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'BTC-PERP',
})
);
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'ETH-PERP',
})
);
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'APT-PERP',
})
);
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'MATIC-PERP',
})
);
ws.send(
JSON.stringify({
action: 'subscribe',
market_type: 'perp',
market_name: 'ARB-PERP',
})
);
}
if (message['order'] && this.driftClient.isSubscribed) {
const order = JSON.parse(message['order']);
console.info(`received order. uuid: ${order['uuid']}`);
const swiftOrderParamsBuf = Buffer.from(
order['order_message'],
'base64'
);
const {
swiftOrderParams,
subAccountId: takerSubaccountId,
}: SwiftOrderParamsMessage =
this.driftClient.program.coder.types.decode(
'SwiftOrderParamsMessage',
swiftOrderParamsBuf
);
const takerAuthority = new PublicKey(order['taker_authority']);
const takerUserPubkey = await getUserAccountPublicKey(
this.driftClient.program.programId,
takerAuthority,
takerSubaccountId
);
const takerUserAccount = (
await this.userMap.mustGet(takerUserPubkey.toString())
).getUserAccount();
const isOrderLong = isVariant(swiftOrderParams.direction, 'long');
if (!swiftOrderParams.price) {
console.error(
`order has no price: ${JSON.stringify(swiftOrderParams)}`
);
return;
}
const ixs = await this.driftClient.getPlaceAndMakeSwiftPerpOrderIxs(
Buffer.from(order['swift_message'], 'base64'),
Buffer.from(order['swift_signature'], 'base64'),
swiftOrderParamsBuf,
Buffer.from(order['order_signature'], 'base64'),
decodeUTF8(order['uuid']),
{
taker: takerUserPubkey,
takerUserAccount,
takerStats: getUserStatsAccountPublicKey(
this.driftClient.program.programId,
takerUserAccount.authority
),
},
getLimitOrderParams({
marketType: MarketType.PERP,
marketIndex: swiftOrderParams.marketIndex,
direction: isOrderLong
? PositionDirection.SHORT
: PositionDirection.LONG,
baseAssetAmount: swiftOrderParams.baseAssetAmount,
price: isOrderLong
? swiftOrderParams.auctionStartPrice!.muln(99).divn(100)
: swiftOrderParams.auctionEndPrice!.muln(101).divn(100),
postOnly: PostOnlyParams.MUST_POST_ONLY,
immediateOrCancel: true,
})
);
const tx = await this.driftClient.txSender.getVersionedTransaction(
ixs,
[this.driftClient.lookupTableAccount],
undefined,
undefined,
await this.driftClient.connection.getLatestBlockhash()
);
this.driftClient.txSender
.sendVersionedTransaction(tx)
.then((response) => {
console.log(response);
})
.catch((error) => {
console.log(error);
});
}
});
ws.on('close', () => {
console.log('Disconnected from the server');
this.reconnect();
});
ws.on('error', (error: Error) => {
console.error('WebSocket error:', error);
this.reconnect();
});
});
this.ws = ws;
}
public async healthCheck() {
return true;
}
private startHeartbeatTimer() {
if (this.heartbeatTimeout) {
clearTimeout(this.heartbeatTimeout);
}
this.heartbeatTimeout = setTimeout(() => {
console.warn('No heartbeat received within 60 seconds, reconnecting...');
this.reconnect();
}, this.heartbeatIntervalMs);
}
private reconnect() {
if (this.ws) {
this.ws.removeAllListeners();
this.ws.terminate();
}
console.log('Reconnecting to WebSocket...');
setTimeout(() => {
this.subscribeWs();
}, 1000);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/swift/takerExample.ts
|
import {
BASE_PRECISION,
DriftClient,
getMarketOrderParams,
isVariant,
MarketType,
PositionDirection,
digestSignature,
} from '@drift-labs/sdk';
import { RuntimeSpec } from 'src/metrics';
import * as axios from 'axios';
import { sleepMs } from '../../utils';
const CONFIRM_TIMEOUT = 30_000;
export class SwiftTaker {
interval: NodeJS.Timeout | null = null;
constructor(
private driftClient: DriftClient,
runtimeSpec: RuntimeSpec,
private intervalMs: number
) {
if (runtimeSpec.driftEnv != 'devnet') {
throw new Error('SwiftTaker only works on devnet');
}
}
async init() {
await this.startInterval();
}
public async healthCheck() {
return true;
}
async startInterval() {
const marketIndexes = [0, 1, 2, 3, 4, 5, 6];
this.interval = setInterval(async () => {
await sleepMs(Math.random() * 1000); // Randomize for different grafana metrics
const slot = await this.driftClient.connection.getSlot();
const direction =
Math.random() > 0.5 ? PositionDirection.LONG : PositionDirection.SHORT;
const marketIndex =
marketIndexes[Math.floor(Math.random() * marketIndexes.length)];
const oracleInfo =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
const highPrice = oracleInfo.price.muln(101).divn(100);
const lowPrice = oracleInfo.price;
const orderMessage = {
swiftOrderParams: getMarketOrderParams({
marketIndex,
marketType: MarketType.PERP,
direction,
baseAssetAmount: BASE_PRECISION,
auctionStartPrice: isVariant(direction, 'long')
? lowPrice
: highPrice,
auctionEndPrice: isVariant(direction, 'long') ? highPrice : lowPrice,
auctionDuration: 30,
}),
subAccountId: 0,
stopLossOrderParams: null,
takeProfitOrderParams: null,
};
const signature =
this.driftClient.signSwiftOrderParamsMessage(orderMessage);
const hash = digestSignature(Uint8Array.from(signature));
console.log(
`Sending order in slot: ${slot}, time: ${Date.now()}, hash: ${hash}`
);
const response = await axios.default.post(
'https://master.swift.drift.trade/orders',
{
market_index: marketIndex,
market_type: 'perp',
message: this.driftClient
.encodeSwiftOrderParamsMessage(orderMessage)
.toString('base64'),
signature: signature.toString('base64'),
taker_pubkey: this.driftClient.wallet.publicKey.toBase58(),
},
{
headers: {
'Content-Type': 'application/json',
},
}
);
if (response.status !== 200) {
console.error('Failed to send order', response.data);
return;
}
const expireTime = Date.now() + CONFIRM_TIMEOUT;
while (Date.now() < expireTime) {
const response = await axios.default.get(
'https://master.swift.drift.trade/confirmation/hash-status?hash=' +
encodeURIComponent(hash),
{
validateStatus: (_status) => true,
}
);
if (response.status === 200) {
console.log('Confirmed hash ', hash);
return;
} else if (response.status >= 500) {
break;
}
await new Promise((resolve) => setTimeout(resolve, 10000));
}
console.error('Failed to confirm hash: ', hash);
}, this.intervalMs);
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/spotFiller/spotFillerMultithreaded.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import {
DriftClient,
BlockhashSubscriber,
UserStatsMap,
NodeToFill,
JupiterClient,
BulkAccountLoader,
DriftEnv,
isVariant,
DLOBNode,
getOrderSignature,
BN,
PhoenixV1FulfillmentConfigAccount,
TEN,
SlotSubscriber,
DataAndSlot,
MakerInfo,
MarketType,
UserAccount,
decodeUser,
PriorityFeeSubscriberMap,
SpotMarkets,
OpenbookV2FulfillmentConfigAccount,
} from '@drift-labs/sdk';
import {
Connection,
AddressLookupTableAccount,
LAMPORTS_PER_SOL,
PublicKey,
SendTransactionError,
VersionedTransaction,
TransactionSignature,
VersionedTransactionResponse,
ComputeBudgetProgram,
TransactionInstruction,
} from '@solana/web3.js';
import { LRUCache } from 'lru-cache';
import { FillerMultiThreadedConfig, GlobalConfig } from '../../config';
import { BundleSender } from '../../bundleSender';
import { logger } from '../../logger';
import {
CounterValue,
GaugeValue,
HistogramValue,
metricAttrFromUserAccount,
Metrics,
RuntimeSpec,
} from '../../metrics';
import {
MEMO_PROGRAM_ID,
SimulateAndGetTxWithCUsResponse,
getAllPythOracleUpdateIxs,
getFillSignatureFromUserAccountAndOrderId,
getNodeToFillSignature,
getTransactionAccountMetas,
handleSimResultError,
initializeSpotFulfillmentAccounts,
logMessageForNodeToFill,
simulateAndGetTxWithCUs,
sleepMs,
swapFillerHardEarnedUSDCForSOL,
validMinimumGasAmount,
} from '../../utils';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
View,
} from '@opentelemetry/sdk-metrics-base';
import { ChildProcess } from 'child_process';
import {
deserializeNodeToFill,
deserializeOrder,
serializeNodeToFill,
spawnChild,
} from '../filler-common/utils';
import {
CACHED_BLOCKHASH_OFFSET,
MAX_MAKERS_PER_FILL,
MakerNodeMap,
TX_CONFIRMATION_BATCH_SIZE,
} from '../filler/fillerMultithreaded';
import {
NodeToFillWithBuffer,
SerializedNodeToFill,
SerializedNodeToTrigger,
} from '../filler-common/types';
import {
isEndIxLog,
isFillIxLog,
isIxLog,
isMakerBreachedMaintenanceMarginLog,
isOrderDoesNotExistLog,
isTakerBreachedMaintenanceMarginLog,
} from '../../bots/common/txLogParse';
import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import { getErrorCode } from '../../error';
import { webhookMessage } from '../../webhook';
import { selectMakers } from '../../makerSelection';
import { PythPriceFeedSubscriber } from 'src/pythPriceFeedSubscriber';
enum METRIC_TYPES {
try_fill_duration_histogram = 'try_fill_duration_histogram',
runtime_specs = 'runtime_specs',
last_try_fill_time = 'last_try_fill_time',
mutex_busy = 'mutex_busy',
sent_transactions = 'sent_transactions',
landed_transactions = 'landed_transactions',
tx_sim_error_count = 'tx_sim_error_count',
pending_tx_sigs_to_confirm = 'pending_tx_sigs_to_confirm',
pending_tx_sigs_loop_rate_limited = 'pending_tx_sigs_loop_rate_limited',
evicted_pending_tx_sigs_to_confirm = 'evicted_pending_tx_sigs_to_confirm',
estimated_tx_cu_histogram = 'estimated_tx_cu_histogram',
simulate_tx_duration_histogram = 'simulate_tx_duration_histogram',
expired_nodes_set_size = 'expired_nodes_set_size',
jito_bundles_accepted = 'jito_bundles_accepted',
jito_bundles_simulation_failure = 'jito_simulation_failure',
jito_dropped_bundle = 'jito_dropped_bundle',
jito_landed_tips = 'jito_landed_tips',
jito_bundle_count = 'jito_bundle_count',
}
const errorCodesToSuppress = [
6061, // 0x17AD Error Number: 6061. Error Message: Order does not exist.
6078, // 0x17BE Error Number: 6078. Error Message: PerpMarketNotFound
// 6239, // 0x185F Error Number: 6239. Error Message: RevertFill.
6023, // 0x1787 Error Number: 6023. Error Message: PriceBandsBreached.
6111, // Error Message: OrderNotTriggerable.
6112, // Error Message: OrderDidNotSatisfyTriggerCondition.
];
function getMakerNodeFromNodeToFill(
nodeToFill: NodeToFill
): DLOBNode | undefined {
if (nodeToFill.makerNodes.length === 0) {
return undefined;
}
if (nodeToFill.makerNodes.length > 1) {
logger.error(
`Found more than one maker node for spot nodeToFill: ${JSON.stringify(
nodeToFill
)}`
);
return undefined;
}
return nodeToFill.makerNodes[0];
}
const getNodeToTriggerSignature = (node: SerializedNodeToTrigger): string => {
return getOrderSignature(node.node.order.orderId, node.node.userAccount);
};
type DLOBBuilderWithProcess = {
process: ChildProcess;
ready: boolean;
marketIndexes: number[];
};
export type TxType = 'fill' | 'trigger' | 'settlePnl';
export const TX_TIMEOUT_THRESHOLD_MS = 60_000; // tx considered stale after this time and give up confirming
export const CONFIRM_TX_RATE_LIMIT_BACKOFF_MS = 5_000; // wait this long until trying to confirm tx again if rate limited
export const CONFIRM_TX_INTERVAL_MS = 5_000;
const FILL_ORDER_THROTTLE_BACKOFF = 1000; // the time to wait before trying to fill a throttled (error filling) node again
const CONFIRM_TX_ATTEMPTS = 2;
const SLOTS_UNTIL_JITO_LEADER_TO_SEND = 4;
const TRIGGER_ORDER_COOLDOWN_MS = 1000; // the time to wait before trying to a node in the triggering map again
const SIM_CU_ESTIMATE_MULTIPLIER = 1.15;
const MAX_ACCOUNTS_PER_TX = 64; // solana limit, track https://github.com/solana-labs/solana/issues/27241
const logPrefix = '[SpotFiller]';
export class SpotFillerMultithreaded {
public readonly name: string;
public readonly dryRun: boolean;
public readonly defaultIntervalMs: number = 2000;
private driftClient: DriftClient;
/// Connection to use specifically for confirming transactions
private txConfirmationConnection: Connection;
private slotSubscriber: SlotSubscriber;
private globalConfig: GlobalConfig;
private seenFillableOrders = new Set<string>();
private blockhashSubscriber: BlockhashSubscriber;
private fillTxId = 0;
private subaccount: number;
private userStatsMap?: UserStatsMap;
protected hasEnoughSolToFill: boolean = true;
private phoenixFulfillmentConfigMap: Map<
number,
PhoenixV1FulfillmentConfigAccount
>;
private openbookFulfillmentConfigMap: Map<
number,
OpenbookV2FulfillmentConfigAccount
>;
private intervalIds: Array<NodeJS.Timer> = [];
private throttledNodes = new Map<string, number>();
private triggeringNodes = new Map<string, number>();
private priorityFeeSubscriber: PriorityFeeSubscriberMap;
private revertOnFailure: boolean;
private simulateTxForCUEstimate?: boolean;
private bundleSender?: BundleSender;
/// stores txSigs that need to been confirmed in a slower loop, and the time they were confirmed
protected pendingTxSigsToconfirm: LRUCache<
string,
{
ts: number;
nodeFilled: NodeToFillWithBuffer;
fillTxId: number;
txType: TxType;
}
>;
protected expiredNodesSet: LRUCache<string, boolean>;
protected confirmLoopRunning = false;
protected confirmLoopRateLimitTs =
Date.now() - CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
// metrics
private metricsInitialized = false;
protected metrics?: Metrics;
private bootTimeMs?: number;
protected runtimeSpec: RuntimeSpec;
protected runtimeSpecsGauge?: GaugeValue;
protected tryFillDurationHistogram?: HistogramValue;
protected estTxCuHistogram?: HistogramValue;
protected simulateTxHistogram?: HistogramValue;
protected lastTryFillTimeGauge?: GaugeValue;
protected mutexBusyCounter?: CounterValue;
protected sentTxsCounter?: CounterValue;
protected attemptedTriggersCounter?: CounterValue;
protected landedTxsCounter?: CounterValue;
protected txSimErrorCounter?: CounterValue;
protected pendingTxSigsToConfirmGauge?: GaugeValue;
protected pendingTxSigsLoopRateLimitedCounter?: CounterValue;
protected evictedPendingTxSigsToConfirmCounter?: CounterValue;
protected expiredNodesSetSize?: GaugeValue;
protected jitoBundlesAcceptedGauge?: GaugeValue;
protected jitoBundlesSimulationFailureGauge?: GaugeValue;
protected jitoDroppedBundleGauge?: GaugeValue;
protected jitoLandedTipsGauge?: GaugeValue;
protected jitoBundleCount?: GaugeValue;
protected rebalanceFiller?: boolean;
protected jupiterClient?: JupiterClient;
protected minimumAmountToFill: number;
protected dlobBuilders: Map<number, DLOBBuilderWithProcess> = new Map();
protected marketIndexes: Array<number[]>;
protected marketIndexesFlattened: number[];
private config: FillerMultiThreadedConfig;
private dlobHealthy = true;
private orderSubscriberHealthy = true;
private pythPriceSubscriber?: PythPriceFeedSubscriber;
private lookupTableAccounts: AddressLookupTableAccount[];
constructor(
driftClient: DriftClient,
slotSubscriber: SlotSubscriber,
runtimeSpec: RuntimeSpec,
globalConfig: GlobalConfig,
config: FillerMultiThreadedConfig,
bundleSender?: BundleSender,
pythPriceSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = []
) {
this.globalConfig = globalConfig;
if (!this.globalConfig.useJito && runtimeSpec.driftEnv === 'mainnet-beta') {
throw new Error('Jito is required for spot multithreaded filler');
}
this.config = config;
this.name = config.botId;
this.dryRun = config.dryRun;
this.driftClient = driftClient;
this.slotSubscriber = slotSubscriber;
this.marketIndexes = config.marketIndexes;
this.marketIndexesFlattened = config.marketIndexes.flat();
if (globalConfig.txConfirmationEndpoint) {
this.txConfirmationConnection = new Connection(
globalConfig.txConfirmationEndpoint
);
} else {
this.txConfirmationConnection = this.driftClient.connection;
}
this.runtimeSpec = runtimeSpec;
this.pythPriceSubscriber = pythPriceSubscriber;
this.lookupTableAccounts = lookupTableAccounts;
this.initializeMetrics(config.metricsPort ?? this.globalConfig.metricsPort);
const spotMarkets = this.marketIndexesFlattened.map((m) => {
return {
marketType: 'spot',
marketIndex: m,
};
});
spotMarkets.push({
marketType: 'spot',
marketIndex: 1,
}); // For rebalancing
this.priorityFeeSubscriber = new PriorityFeeSubscriberMap({
driftMarkets: spotMarkets,
driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
});
this.revertOnFailure = true;
this.simulateTxForCUEstimate = config.simulateTxForCUEstimate ?? true;
if (config.rebalanceFiller) {
this.rebalanceFiller = true;
}
logger.info(
`${this.name}: revertOnFailure: ${this.revertOnFailure}, simulateTxForCUEstimate: ${this.simulateTxForCUEstimate}`
);
this.subaccount = config.subaccount ?? 0;
if (!this.driftClient.hasUser(this.subaccount)) {
throw new Error(`Subaccount ${this.subaccount} not found in driftClient`);
}
this.phoenixFulfillmentConfigMap = new Map<
number,
PhoenixV1FulfillmentConfigAccount
>();
this.openbookFulfillmentConfigMap = new Map<
number,
OpenbookV2FulfillmentConfigAccount
>();
if (
config.rebalanceFiller &&
this.runtimeSpec.driftEnv === 'mainnet-beta'
) {
this.jupiterClient = new JupiterClient({
connection: this.driftClient.connection,
});
}
logger.info(
`${this.name}: rebalancing enabled: ${this.jupiterClient !== undefined}`
);
if (!validMinimumGasAmount(config.minGasBalanceToFill)) {
this.minimumAmountToFill = 0.2 * LAMPORTS_PER_SOL;
} else {
// @ts-ignore
this.minimumAmountToFill = config.minimumAmountToFill * LAMPORTS_PER_SOL;
}
logger.info(
`${this.name}: minimumAmountToFill: ${this.minimumAmountToFill}`
);
this.userStatsMap = new UserStatsMap(
this.driftClient,
new BulkAccountLoader(
new Connection(this.driftClient.connection.rpcEndpoint),
'confirmed',
0
)
);
this.bundleSender = bundleSender;
this.blockhashSubscriber = new BlockhashSubscriber({
connection: driftClient.connection,
});
this.pendingTxSigsToconfirm = new LRUCache<
string,
{
ts: number;
nodeFilled: NodeToFillWithBuffer;
fillTxId: number;
txType: TxType;
}
>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
disposeAfter: this.recordEvictedTxSig.bind(this),
});
this.expiredNodesSet = new LRUCache<string, boolean>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
});
}
async init() {
logger.info(`${this.name}: Initializing`);
await this.blockhashSubscriber.subscribe();
await this.priorityFeeSubscriber.subscribe();
const feedIds: string[] = SpotMarkets[this.globalConfig.driftEnv!]
.map((m) => m.pythFeedId)
.filter((id) => id !== undefined) as string[];
await this.pythPriceSubscriber?.subscribe(feedIds);
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minimumAmountToFill;
logger.info(
`${this.name}: hasEnoughSolToFill: ${this.hasEnoughSolToFill}, balance: ${fillerSolBalance}`
);
({
phoenixFulfillmentConfigs: this.phoenixFulfillmentConfigMap,
openbookFulfillmentConfigs: this.openbookFulfillmentConfigMap,
} = await initializeSpotFulfillmentAccounts(this.driftClient, false));
this.startProcesses();
logger.info(`${this.name}: Initialized`);
}
public healthCheck(): boolean {
if (!this.dlobHealthy) {
logger.error(`${logPrefix} DLOB not healthy`);
}
if (!this.orderSubscriberHealthy) {
logger.error(`${logPrefix} Order subscriber not healthy`);
}
return this.dlobHealthy && this.orderSubscriberHealthy;
}
private startProcesses() {
logger.info(`${this.name}: Starting processes`);
const orderSubscriberArgs = [
`--drift-env=${this.runtimeSpec.driftEnv}`,
`--market-type=${this.config.marketType}`,
`--market-indexes=${this.config.marketIndexes.map(String)}`,
];
const user = this.driftClient.getUser(this.subaccount);
for (const marketIndexes of this.marketIndexes) {
logger.info(
`${this.name}: Spawning dlobBuilder for marketIndexes: ${marketIndexes}`
);
const dlobBuilderArgs = [
`--drift-env=${this.runtimeSpec.driftEnv}`,
`--market-type=${this.config.marketType}`,
`--market-indexes=${marketIndexes.map(String)}`,
];
const dlobBuilderProcess = spawnChild(
'./src/experimental-bots/filler-common/dlobBuilder.ts',
dlobBuilderArgs,
'dlobBuilder',
(msg: any) => {
switch (msg.type) {
case 'initialized':
{
const dlobBuilder = this.dlobBuilders.get(msg.data[0]);
if (dlobBuilder) {
dlobBuilder.ready = true;
for (const marketIndex of msg.data) {
this.dlobBuilders.set(Number(marketIndex), dlobBuilder);
}
logger.info(
`${logPrefix} dlobBuilderProcess initialized and acknowledged`
);
}
}
break;
case 'triggerableNodes':
if (this.dryRun) {
logger.info(`Triggerable node received`);
} else {
this.triggerNodes(msg.data);
}
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
break;
case 'fillableNodes':
if (this.dryRun) {
logger.info(`Fillable node received`);
} else {
this.fillNodes(msg.data);
}
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
break;
case 'health':
this.dlobHealthy = msg.data.healthy;
break;
}
},
'[FillerMultithreaded]'
);
dlobBuilderProcess.on('exit', (code) => {
logger.error(`dlobBuilder exited with code ${code}`);
process.exit(code || 1);
});
for (const marketIndex of marketIndexes) {
this.dlobBuilders.set(Number(marketIndex), {
process: dlobBuilderProcess,
ready: false,
marketIndexes: marketIndexes.map(Number),
});
}
logger.info(
`dlobBuilder spawned with pid: ${dlobBuilderProcess.pid} marketIndexes: ${dlobBuilderArgs}`
);
}
const routeMessageToDlobBuilder = (msg: any) => {
const dlobBuilder = this.dlobBuilders.get(Number(msg.data.marketIndex));
if (dlobBuilder === undefined) {
logger.error(
`Received message for unknown marketIndex: ${msg.data.marketIndex}`
);
return;
}
if (dlobBuilder.marketIndexes.includes(Number(msg.data.marketIndex))) {
if (typeof dlobBuilder.process.send == 'function') {
if (dlobBuilder.ready) {
dlobBuilder.process.send(msg);
return;
}
}
}
};
const orderSubscriberProcess = spawnChild(
'./src/experimental-bots/filler-common/orderSubscriberFiltered.ts',
orderSubscriberArgs,
'orderSubscriber',
(msg: any) => {
switch (msg.type) {
case 'userAccountUpdate':
routeMessageToDlobBuilder(msg);
break;
case 'health':
this.orderSubscriberHealthy = msg.data.healthy;
break;
}
},
'[FillerMultithreaded]'
);
orderSubscriberProcess.on('exit', (code) => {
logger.error(`orderSubscriber exited with code ${code}`);
process.exit(code || 1);
});
process.on('SIGINT', () => {
logger.info(`${logPrefix} Received SIGINT, killing children`);
this.dlobBuilders.forEach((value: DLOBBuilderWithProcess, _: number) => {
value.process.kill();
});
orderSubscriberProcess.kill();
process.exit(0);
});
logger.info(
`orderSubscriber spawned with pid: ${orderSubscriberProcess.pid}`
);
if (this.rebalanceFiller) {
this.intervalIds.push(
setInterval(this.rebalanceSpotFiller.bind(this), 60_000)
);
}
this.intervalIds.push(
setInterval(this.confirmPendingTxSigs.bind(this), CONFIRM_TX_INTERVAL_MS)
);
if (this.bundleSender) {
this.intervalIds.push(
setInterval(this.recordJitoBundleStats.bind(this), 10_000)
);
}
}
private async getPythIxsFromNode(
node: NodeToFillWithBuffer | SerializedNodeToTrigger
): Promise<TransactionInstruction[]> {
const marketIndex = node.node.order?.marketIndex;
if (marketIndex === undefined) {
throw new Error('Market index not found on node');
}
if (!this.pythPriceSubscriber) {
throw new Error('Pyth price subscriber not initialized');
}
const pythIxs = await getAllPythOracleUpdateIxs(
this.runtimeSpec.driftEnv as DriftEnv,
marketIndex,
MarketType.SPOT,
this.pythPriceSubscriber!,
this.driftClient,
this.globalConfig.numNonActiveOraclesToPush ?? 0,
this.marketIndexesFlattened
);
return pythIxs;
}
public async triggerNodes(
serializedNodesToTrigger: SerializedNodeToTrigger[]
) {
if (!this.hasEnoughSolToFill) {
logger.info(
`Not enough SOL to fill, skipping executeTriggerablePerpNodes`
);
return;
}
logger.info(
`${logPrefix} Triggering ${serializedNodesToTrigger.length} nodes...`
);
const seenTriggerableNodes = new Set<string>();
const filteredTriggerableNodes = serializedNodesToTrigger.filter((node) => {
const sig = getNodeToTriggerSignature(node);
if (seenTriggerableNodes.has(sig)) {
return false;
}
seenTriggerableNodes.add(sig);
return this.filterTriggerableNodes(node);
});
logger.info(
`${logPrefix} Filtered down to ${filteredTriggerableNodes.length} triggerable nodes...`
);
const buildForBundle = this.shouldBuildForBundle();
try {
await this.executeTriggerableSpotNodes(
filteredTriggerableNodes,
!!buildForBundle
);
} catch (e) {
if (e instanceof Error) {
logger.error(
`${logPrefix} Error triggering nodes: ${
e.stack ? e.stack : e.message
}`
);
}
}
}
private filterTriggerableNodes(
nodeToTrigger: SerializedNodeToTrigger
): boolean {
if (nodeToTrigger.node.haveTrigger) {
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToTriggerSignature(nodeToTrigger);
const timeStartedToTriggerNode =
this.triggeringNodes.get(nodeToFillSignature);
if (timeStartedToTriggerNode) {
if (timeStartedToTriggerNode + TRIGGER_ORDER_COOLDOWN_MS > now) {
return false;
}
}
return true;
}
private async executeTriggerableSpotNodes(
serializedNodesToTrigger: SerializedNodeToTrigger[],
buildForBundle: boolean
) {
const driftUser = this.driftClient.getUser(this.subaccount);
for (const nodeToTrigger of serializedNodesToTrigger) {
nodeToTrigger.node.haveTrigger = true;
// @ts-ignore
const buffer = Buffer.from(nodeToTrigger.node.userAccountData.data);
// @ts-ignore
const userAccount = decodeUser(buffer);
const nodeSignature = getNodeToTriggerSignature(nodeToTrigger);
this.triggeringNodes.set(nodeSignature, Date.now());
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
Math.max(
...serializedNodesToTrigger.map(
(node: SerializedNodeToTrigger) => {
return this.priorityFeeSubscriber.getPriorityFees(
'spot',
node.node.order.marketIndex
)!.medium;
}
)
) * this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
userAccount,
deserializeOrder(nodeToTrigger.node.order),
driftUser.userAccountPublicKey
)
);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(driftUser.userAccountPublicKey)
);
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
driftUser.userAccountPublicKey,
driftUser.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (executeTriggerableSpotNodesForMarket)`
);
logger.error(
`executeTriggerableSpotNodesForMarket simError: (simError: ${JSON.stringify(
simResult.simError
)})`
);
} else {
if (!this.dryRun) {
if (this.hasEnoughSolToFill) {
// @ts-ignore;
simResult.tx.sign([this.driftClient.wallet.payer]);
const txSig = bs58.encode(simResult.tx.signatures[0]);
if (buildForBundle) {
await this.sendTxThroughJito(simResult.tx, 'triggerOrder', txSig);
this.removeTriggeringNodes(nodeToTrigger);
} else if (this.canSendOutsideJito()) {
this.driftClient
.sendTransaction(simResult.tx)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}, order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;
const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
const user = this.driftClient.getUser(this.subaccount);
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
logger.error(
`Error(${errorCode}) triggering order for user(account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()} `
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: Error(${errorCode}) triggering order for user(account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()} \n${
error.stack ? error.stack : error.message
} `
);
}
})
.finally(() => {
this.removeTriggeringNodes(nodeToTrigger);
});
}
} else {
logger.info(`Not enough SOL to fill, not triggering node`);
}
} else {
logger.info(`dry run, not triggering node`);
}
}
}
const user = this.driftClient.getUser(this.subaccount);
this.attemptedTriggersCounter?.add(
serializedNodesToTrigger.length,
metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
)
);
}
public async fillNodes(serializedNodesToFill: SerializedNodeToFill[]) {
if (!this.hasEnoughSolToFill) {
logger.info('Not enough SOL to fill, skipping fillNodes');
return;
}
logger.debug(`${logPrefix} filling ${serializeNodeToFill.length} nodes...`);
const deserializedNodesToFill = serializedNodesToFill.map(
deserializeNodeToFill
);
const seenFillableNodes = new Set<string>();
const filteredFillableNodes = deserializedNodesToFill.filter((node) => {
const sig = getNodeToFillSignature(node);
if (seenFillableNodes.has(sig)) {
return false;
}
seenFillableNodes.add(sig);
return true;
});
logger.debug(
`${logPrefix} filtered down to ${filteredFillableNodes.length} nodes...`
);
const buildForBundle = this.shouldBuildForBundle();
try {
for (const node of filteredFillableNodes) {
if (this.seenFillableOrders.has(getNodeToFillSignature(node))) {
logger.debug(
// @ts-ignore
`${logPrefix} already filled order (account: ${
node.node.userAccount
}, order ${node.node.order?.orderId.toString()}`
);
continue;
}
this.seenFillableOrders.add(getNodeToFillSignature(node));
if (node.makerNodes.length > 1) {
this.tryFillMultiMakerSpotNodes(node, !!buildForBundle);
} else {
this.tryFillSpotNode(node, !!buildForBundle);
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`${logPrefix} Error filling nodes: ${e.stack ? e.stack : e.message}`
);
}
}
}
protected async tryFillMultiMakerSpotNodes(
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
) {
let nodeWithMakerSet = nodeToFill;
const fillTxId = this.fillTxId++;
while (
!(await this.fillMultiMakerSpotNodes(
fillTxId,
nodeWithMakerSet,
buildForBundle
))
) {
const newMakerSet = nodeWithMakerSet.makerNodes
.sort(() => 0.5 - Math.random())
.slice(0, Math.ceil(nodeWithMakerSet.makerNodes.length / 2));
nodeWithMakerSet = {
node: nodeWithMakerSet.node,
makerNodes: newMakerSet,
userAccountData: nodeWithMakerSet.userAccountData,
makerAccountData: nodeWithMakerSet.makerAccountData,
};
if (newMakerSet.length === 0) {
logger.error(
`No makers left to use for multi maker spot node (fillTxId: ${fillTxId})`
);
return;
}
}
}
private async fillMultiMakerSpotNodes(
fillTxId: number,
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
): Promise<boolean> {
const spotPrecision = TEN.pow(
new BN(
this.driftClient.getSpotMarketAccount(
nodeToFill.node.order!.marketIndex
)!.decimals
)
);
const ixs: Array<TransactionInstruction> = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
this.priorityFeeSubscriber.getPriorityFees(
'spot',
nodeToFill.node.order!.marketIndex
)!.high
),
})
);
}
try {
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.slotSubscriber.getSlot(),
`Filling multi maker spot node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`,
spotPrecision,
'SHOULD_NOT_HAVE_NO_MAKERS'
)
);
if (!isVariant(marketType, 'spot')) {
throw new Error('expected spot market type');
}
const user = this.driftClient.getUser(this.subaccount);
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<SimulateAndGetTxWithCUsResponse | undefined> => {
if (makers.length === 0) {
return undefined;
}
ixs.push(
await this.driftClient.getFillSpotOrderIx(
new PublicKey(takerUserPubKey),
takerUser,
nodeToFill.node.order!,
undefined,
makers.map((m) => m.data),
undefined,
user.userAccountPublicKey
)
);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}
ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`mm-spot ${fillTxId} ${makers.length}`, 'utf-8'),
})
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: false,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
return simResult;
};
let simResult = await buildTxWithMakerInfos(makerInfosToUse);
if (simResult === undefined) {
return true;
}
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
let attempt = 0;
while (txAccounts > MAX_ACCOUNTS_PER_TX && makerInfosToUse.length > 0) {
logger.info(
`(fillTxId: ${fillTxId} attempt ${attempt++}) Too many accounts, remove 1 and try again (had ${
makerInfosToUse.length
} maker and ${txAccounts} accounts)`
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
simResult = await buildTxWithMakerInfos(makerInfosToUse);
}
if (makerInfosToUse.length === 0) {
logger.error(
`No makerInfos left to use for multi maker spot node (fillTxId: ${fillTxId})`
);
return true;
}
if (simResult === undefined) {
logger.error(
`No simResult after ${attempt} attempts (fillTxId: ${fillTxId})`
);
return true;
}
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
logger.info(
`tryFillMultiMakerSpotNodes estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
);
if (simResult.simError) {
logger.error(
`Error simulating multi maker spot node (fillTxId: ${fillTxId}): ${JSON.stringify(
simResult.simError
)}\nTaker slot: ${takerUserSlot}\nMaker slots: ${makerInfosToUse
.map((m) => ` ${m.data.maker.toBase58()}: ${m.slot}`)
.join('\n')}`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
const { exceededCUs } = await this.handleTransactionLogs(
nodeToFill,
simResult.simTxLogs
);
if (exceededCUs) {
return false;
}
}
} else {
if (!this.dryRun) {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
nodeToFill,
simResult.tx,
buildForBundle,
this.lookupTableAccounts
);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
} else {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`Error filling multi maker spot node (fillTxId: ${fillTxId}): ${
e.stack ? e.stack : e.message
}`
);
}
}
return true;
}
protected async tryFillSpotNode(
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
) {
const fillTxId = this.fillTxId++;
const node = nodeToFill.node!;
const order = node.order!;
const spotMarket = this.driftClient.getSpotMarketAccount(
order.marketIndex
)!;
const spotMarketPrecision = TEN.pow(new BN(spotMarket.decimals));
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
marketType,
} = await this.getNodeFillInfo(nodeToFill);
if (!isVariant(marketType, 'spot')) {
throw new Error('expected spot market type');
}
const fallbackSource = isVariant(order.direction, 'short')
? nodeToFill.fallbackBidSource
: nodeToFill.fallbackAskSource;
const makerInfo = makerInfos.length > 0 ? makerInfos[0].data : undefined;
let fulfillmentConfig:
| PhoenixV1FulfillmentConfigAccount
| OpenbookV2FulfillmentConfigAccount
| undefined = undefined;
if (makerInfo === undefined) {
if (fallbackSource === 'phoenix') {
const cfg = this.phoenixFulfillmentConfigMap.get(
nodeToFill.node.order!.marketIndex
);
if (cfg && isVariant(cfg.status, 'enabled')) {
fulfillmentConfig = cfg;
}
} else if (fallbackSource === 'openbook') {
const cfg = this.openbookFulfillmentConfigMap.get(
nodeToFill.node.order!.marketIndex
);
if (cfg && isVariant(cfg.status, 'enabled')) {
fulfillmentConfig = cfg;
}
} else {
logger.error(
`makerInfo doesnt exist and unknown fallback source: ${fallbackSource} (fillTxId: ${fillTxId})`
);
}
}
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.slotSubscriber.getSlot(),
`Filling spot node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`,
spotMarketPrecision,
fallbackSource as string
)
);
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
const priorityFee = Math.floor(
this.priorityFeeSubscriber.getPriorityFees(
'spot',
nodeToFill.node.order!.marketIndex
)!.high
);
logger.info(`(fillTxId: ${fillTxId}) Using priority fee: ${priorityFee}`);
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: priorityFee,
})
);
}
const user = this.driftClient.getUser(this.subaccount);
ixs.push(
await this.driftClient.getFillSpotOrderIx(
new PublicKey(takerUserPubKey),
takerUser,
nodeToFill.node.order,
fulfillmentConfig,
makerInfo,
undefined,
user.userAccountPublicKey
)
);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}
ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`ff-spot ${fillTxId}`, 'utf-8'),
})
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
dumpTx: false,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'spotFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'spotFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`simError: ${JSON.stringify(
simResult.simError
)} (fillTxId: ${fillTxId})`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
await this.handleTransactionLogs(nodeToFill, simResult.simTxLogs);
}
} else {
if (this.dryRun) {
logger.info(`dry run, not filling spot order (fillTxId: ${fillTxId})`);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
nodeToFill,
simResult.tx,
buildForBundle,
this.lookupTableAccounts
);
} else {
logger.info(
`not sending tx because we don't have enough SOL to fill (fillTxId: ${fillTxId})`
);
}
}
}
}
protected async getNodeFillInfo(nodeToFill: NodeToFillWithBuffer): Promise<{
makerInfos: Array<DataAndSlot<MakerInfo>>;
takerUser: UserAccount;
takerUserSlot: number;
takerUserPubKey: string;
marketType: MarketType;
}> {
const makerInfos: Array<DataAndSlot<MakerInfo>> = [];
if (nodeToFill.makerNodes.length > 0) {
let makerNodesMap: MakerNodeMap = new Map<string, DLOBNode[]>();
for (const makerNode of nodeToFill.makerNodes) {
if (this.isDLOBNodeThrottled(makerNode)) {
continue;
}
if (!makerNode.userAccount) {
continue;
}
if (makerNodesMap.has(makerNode.userAccount!)) {
makerNodesMap.get(makerNode.userAccount!)!.push(makerNode);
} else {
makerNodesMap.set(makerNode.userAccount!, [makerNode]);
}
}
if (makerNodesMap.size > MAX_MAKERS_PER_FILL) {
logger.info(`selecting from ${makerNodesMap.size} makers`);
makerNodesMap = selectMakers(makerNodesMap);
logger.info(`selected: ${Array.from(makerNodesMap.keys()).join(',')}`);
}
const makerInfoMap = new Map(JSON.parse(nodeToFill.makerAccountData));
for (const [makerAccount, makerNodes] of makerNodesMap) {
const makerNode = makerNodes[0];
const makerUserAccount = decodeUser(
// @ts-ignore
Buffer.from(makerInfoMap.get(makerAccount)!.data)
);
const makerAuthority = makerUserAccount.authority;
const makerUserStats = (
await this.userStatsMap!.mustGet(makerAuthority.toString())
).userStatsAccountPublicKey;
makerInfos.push({
slot: this.slotSubscriber.getSlot(),
data: {
maker: new PublicKey(makerAccount),
makerUserAccount: makerUserAccount,
order: makerNode.order,
makerStats: makerUserStats,
},
});
}
}
const takerUserAccount = decodeUser(
// @ts-ignore
Buffer.from(nodeToFill.userAccountData.data)
);
return Promise.resolve({
makerInfos,
takerUser: takerUserAccount,
takerUserSlot: this.slotSubscriber.getSlot(),
takerUserPubKey: nodeToFill.node.userAccount!,
marketType: nodeToFill.node.order!.marketType,
});
}
protected isThrottledNodeStillThrottled(throttleKey: string): boolean {
const lastFillAttempt = this.throttledNodes.get(throttleKey) || 0;
if (lastFillAttempt + FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
return true;
} else {
this.clearThrottledNode(throttleKey);
return false;
}
}
protected isDLOBNodeThrottled(dlobNode: DLOBNode): boolean {
if (!dlobNode.userAccount || !dlobNode.order) {
return false;
}
// first check if the userAccount itself is throttled
const userAccountPubkey = dlobNode.userAccount;
if (this.throttledNodes.has(userAccountPubkey)) {
if (this.isThrottledNodeStillThrottled(userAccountPubkey)) {
return true;
} else {
return false;
}
}
// then check if the specific order is throttled
const orderSignature = getFillSignatureFromUserAccountAndOrderId(
dlobNode.userAccount,
dlobNode.order.orderId.toString()
);
if (this.throttledNodes.has(orderSignature)) {
if (this.isThrottledNodeStillThrottled(orderSignature)) {
return true;
} else {
return false;
}
}
return false;
}
private clearThrottledNode(nodeSignature: string) {
this.throttledNodes.delete(nodeSignature);
}
private removeTriggeringNodes(node: SerializedNodeToTrigger) {
this.triggeringNodes.delete(getNodeToTriggerSignature(node));
}
protected initializeMetrics(metricsPort?: number) {
if (this.globalConfig.disableMetrics) {
logger.info(
`${this.name}: globalConfig.disableMetrics is true, not initializing metrics`
);
return;
}
if (!metricsPort) {
logger.info(
`${this.name}: bot.metricsPort and global.metricsPort not set, not initializing metrics`
);
return;
}
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metrics = new Metrics(
this.name,
[
new View({
instrumentName: METRIC_TYPES.try_fill_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
new View({
instrumentName: METRIC_TYPES.estimated_tx_cu_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(15), (_, i) => 0 + i * 100_000),
true
),
}),
new View({
instrumentName: METRIC_TYPES.simulate_tx_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 50 + i * 50),
true
),
}),
],
metricsPort!
);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.metrics.addGauge(
METRIC_TYPES.runtime_specs,
'Runtime sepcification of this program'
);
this.estTxCuHistogram = this.metrics.addHistogram(
METRIC_TYPES.estimated_tx_cu_histogram,
'Histogram of the estimated fill cu used'
);
this.simulateTxHistogram = this.metrics.addHistogram(
METRIC_TYPES.simulate_tx_duration_histogram,
'Histogram of the duration of simulateTransaction RPC calls'
);
this.lastTryFillTimeGauge = this.metrics.addGauge(
METRIC_TYPES.last_try_fill_time,
'Last time that fill was attempted'
);
this.landedTxsCounter = this.metrics.addCounter(
METRIC_TYPES.landed_transactions,
'Count of fills that we successfully landed'
);
this.sentTxsCounter = this.metrics.addCounter(
METRIC_TYPES.sent_transactions,
'Count of transactions we sent out'
);
this.txSimErrorCounter = this.metrics.addCounter(
METRIC_TYPES.tx_sim_error_count,
'Count of errors from simulating transactions'
);
this.pendingTxSigsToConfirmGauge = this.metrics.addGauge(
METRIC_TYPES.pending_tx_sigs_to_confirm,
'Count of tx sigs that are pending confirmation'
);
this.pendingTxSigsLoopRateLimitedCounter = this.metrics.addCounter(
METRIC_TYPES.pending_tx_sigs_loop_rate_limited,
'Count of times the pending tx sigs loop was rate limited'
);
this.evictedPendingTxSigsToConfirmCounter = this.metrics.addCounter(
METRIC_TYPES.evicted_pending_tx_sigs_to_confirm,
'Count of tx sigs that were evicted from the pending tx sigs to confirm cache'
);
this.expiredNodesSetSize = this.metrics.addGauge(
METRIC_TYPES.expired_nodes_set_size,
'Count of nodes that are expired'
);
this.jitoBundlesAcceptedGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_accepted,
'Count of jito bundles that were accepted'
);
this.jitoBundlesSimulationFailureGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_simulation_failure,
'Count of jito bundles that failed simulation'
);
this.jitoDroppedBundleGauge = this.metrics.addGauge(
METRIC_TYPES.jito_dropped_bundle,
'Count of jito bundles that were dropped'
);
this.jitoLandedTipsGauge = this.metrics.addGauge(
METRIC_TYPES.jito_landed_tips,
'Gauge of historic bundle tips that landed'
);
this.jitoBundleCount = this.metrics.addGauge(
METRIC_TYPES.jito_bundle_count,
'Count of jito bundles that were sent, and their status'
);
this.metrics?.finalizeObservables();
this.runtimeSpecsGauge.setLatestValue(this.bootTimeMs, this.runtimeSpec);
this.metricsInitialized = true;
}
protected recordEvictedTxSig(
_tsTxSigAdded: { ts: number; nodeFilled: NodeToFillWithBuffer },
txSig: string,
reason: 'evict' | 'set' | 'delete'
) {
if (reason === 'evict' || reason === 'delete') {
logger.debug(
`Removing tx sig ${txSig} from this.txSigsToConfirm, new size: ${this.pendingTxSigsToconfirm.size}`
);
}
if (reason === 'evict') {
logger.info(
`${this.name}: Evicted tx sig ${txSig} from this.txSigsToConfirm`
);
const user = this.driftClient.getUser(this.subaccount);
this.evictedPendingTxSigsToConfirmCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(
CACHED_BLOCKHASH_OFFSET
);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
protected slotsUntilJitoLeader(): number | undefined {
return this.bundleSender?.slotsUntilNextLeader();
}
protected recordJitoBundleStats() {
const user = this.driftClient.getUser(this.subaccount);
const bundleStats = this.bundleSender?.getBundleStats();
if (bundleStats) {
this.jitoBundlesAcceptedGauge?.setLatestValue(bundleStats.accepted, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoBundlesSimulationFailureGauge?.setLatestValue(
bundleStats.simulationFailure,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(bundleStats.droppedPruned, {
type: 'pruned',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashExpired,
{
type: 'blockhash_expired',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashNotFound,
{
type: 'blockhash_not_found',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
}
const tipStream = this.bundleSender?.getTipStream();
if (tipStream) {
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_25th_percentile,
{
percentile: 'p25',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_50th_percentile,
{
percentile: 'p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_75th_percentile,
{
percentile: 'p75',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_95th_percentile,
{
percentile: 'p95',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_99th_percentile,
{
percentile: 'p99',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.ema_landed_tips_50th_percentile,
{
percentile: 'ema_p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
const bundleFailCount = this.bundleSender?.getBundleFailCount();
const bundleLandedCount = this.bundleSender?.getLandedCount();
const bundleDroppedCount = this.bundleSender?.getDroppedCount();
this.jitoBundleCount?.setLatestValue(bundleFailCount ?? 0, {
type: 'fail_count',
});
this.jitoBundleCount?.setLatestValue(bundleLandedCount ?? 0, {
type: 'landed',
});
this.jitoBundleCount?.setLatestValue(bundleDroppedCount ?? 0, {
type: 'dropped',
});
}
}
protected async confirmPendingTxSigs() {
const user = this.driftClient.getUser(this.subaccount);
this.pendingTxSigsToConfirmGauge?.setLatestValue(
this.pendingTxSigsToconfirm.size,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.expiredNodesSetSize?.setLatestValue(this.expiredNodesSet.size, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
const nextTimeCanRun =
this.confirmLoopRateLimitTs + CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
if (Date.now() < nextTimeCanRun) {
logger.warn(
`Skipping confirm loop due to rate limit, next run in ${
nextTimeCanRun - Date.now()
} ms`
);
return;
}
if (this.confirmLoopRunning) {
return;
}
this.confirmLoopRunning = true;
try {
logger.info(`Confirming tx sigs: ${this.pendingTxSigsToconfirm.size}`);
const start = Date.now();
const txEntries = Array.from(this.pendingTxSigsToconfirm.entries());
for (let i = 0; i < txEntries.length; i += TX_CONFIRMATION_BATCH_SIZE) {
const txSigsBatch = txEntries.slice(i, i + TX_CONFIRMATION_BATCH_SIZE);
const txs = await this.txConfirmationConnection?.getTransactions(
txSigsBatch.map((tx) => tx[0]),
{
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
}
);
for (let j = 0; j < txs.length; j++) {
logger.debug(`Confirming transactions: ${j}/${txs.length}`);
const txResp = txs[j];
const txConfirmationInfo = txSigsBatch[j];
const txSig = txConfirmationInfo[0];
const txAge = txConfirmationInfo[1].ts - Date.now();
const nodeFilled = txConfirmationInfo[1].nodeFilled;
const txType = txConfirmationInfo[1].txType;
const fillTxId = txConfirmationInfo[1].fillTxId;
if (txResp === null) {
logger.info(
`Tx not found, (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
if (Math.abs(txAge) > TX_TIMEOUT_THRESHOLD_MS) {
logger.debug(
`Removing expired txSig ${txSig} from pendingTxSigsToconfirm, new size: ${this.pendingTxSigsToconfirm.size}`
);
this.pendingTxSigsToconfirm.delete(txSig);
}
} else {
logger.info(
`Tx landed (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
logger.debug(
`Removing confirmed txSig ${txSig} from pendingTxSigsToconfirm, new size: ${this.pendingTxSigsToconfirm.size}`
);
this.pendingTxSigsToconfirm.delete(txSig);
if (txType === 'fill') {
try {
const result = await this.handleTransactionLogs(
// @ts-ignore
nodeFilled,
txResp.meta?.logMessages
);
if (result) {
this.landedTxsCounter?.add(result.filledNodes, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
} catch (e) {
const err = e as Error;
logger.error(
`Error handling transaction logs: ${err.message}-${err.stack}`
);
}
} else {
this.landedTxsCounter?.add(1, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
await sleepMs(500);
}
}
logger.info(`Confirming tx sigs took: ${Date.now() - start} ms`);
} catch (e) {
const err = e as Error;
if (err.message.includes('429')) {
logger.info(`Confirming tx loop rate limited: ${err.message}`);
this.confirmLoopRateLimitTs = Date.now();
this.pendingTxSigsLoopRateLimitedCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
} else {
logger.error(
`Other error confirming tx sigs: ${err.message}-${err.stack}`
);
}
} finally {
this.confirmLoopRunning = false;
}
}
private async sendTxThroughJito(
tx: VersionedTransaction,
metadata: number | string,
txSig?: string
) {
if (this.bundleSender === undefined) {
logger.error(`Called sendTxThroughJito without jito properly enabled`);
return;
}
if (
this.bundleSender?.strategy === 'jito-only' ||
this.bundleSender?.strategy === 'hybrid'
) {
const slotsUntilNextLeader = this.bundleSender?.slotsUntilNextLeader();
if (slotsUntilNextLeader !== undefined) {
this.bundleSender.sendTransactions(
[tx],
`(fillTxId: ${metadata})`,
txSig,
false
);
}
}
}
private usingJito(): boolean {
return this.bundleSender !== undefined;
}
private canSendOutsideJito(): boolean {
return (
!this.usingJito() ||
this.bundleSender?.strategy === 'non-jito-only' ||
this.bundleSender?.strategy === 'hybrid'
);
}
private shouldBuildForBundle(): boolean {
if (!this.usingJito()) {
return false;
}
if (this.globalConfig.onlySendDuringJitoLeader === true) {
const slotsUntilJito = this.slotsUntilJitoLeader();
if (slotsUntilJito === undefined) {
return false;
}
return slotsUntilJito < SLOTS_UNTIL_JITO_LEADER_TO_SEND;
}
return true;
}
protected async registerTxSigToConfirm(
txSig: TransactionSignature,
now: number,
nodeFilled: NodeToFillWithBuffer,
fillTxId: number,
txType: TxType
) {
this.pendingTxSigsToconfirm.set(txSig, {
ts: now,
nodeFilled,
fillTxId,
txType,
});
const user = this.driftClient.getUser(this.subaccount);
this.sentTxsCounter?.add(1, {
txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
private async processBulkFillTxLogs(
fillTxId: number,
nodeToFill: NodeToFill,
txSig: string,
tx?: VersionedTransaction
): Promise<number> {
let txResp: VersionedTransactionResponse | null = null;
let attempts = 0;
while (txResp === null && attempts < CONFIRM_TX_ATTEMPTS) {
logger.info(
`(fillTxId: ${fillTxId}) waiting for https://solscan.io/tx/${txSig} to be confirmed`
);
txResp = await this.driftClient.connection.getTransaction(txSig, {
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
});
if (txResp === null) {
if (tx !== undefined) {
await this.driftClient.txSender.sendVersionedTransaction(
tx,
[],
this.driftClient.opts
);
}
attempts++;
await this.sleep(1000);
}
}
if (txResp === null) {
logger.error(
`(fillTxId: ${fillTxId})tx ${txSig} not found after ${attempts}`
);
return 0;
}
return (
await this.handleTransactionLogs(nodeToFill, txResp.meta!.logMessages!)
).filledNodes;
}
private async sleep(ms: number) {
return new Promise((resolve) => setTimeout(resolve, ms));
}
protected async sendFillTxAndParseLogs(
fillTxId: number,
nodeSent: NodeToFillWithBuffer,
tx: VersionedTransaction,
buildForBundle: boolean,
lutAccounts: Array<AddressLookupTableAccount>
) {
// @ts-ignore;
tx.sign([this.driftClient.wallet.payer]);
const txSig = bs58.encode(tx.signatures[0]);
if (buildForBundle) {
await this.sendTxThroughJito(tx, fillTxId, txSig);
} else if (this.canSendOutsideJito()) {
this.registerTxSigToConfirm(
txSig,
Date.now(),
nodeSent,
fillTxId,
'fill'
);
const { estTxSize, accountMetas, writeAccs, txAccounts } =
getTransactionAccountMetas(tx, lutAccounts);
this.driftClient.txSender
.sendVersionedTransaction(tx, [], this.driftClient.opts, true)
.then(async (txSig) => {
logger.info(
`Filled spot order (fillTxId: ${fillTxId}): https://solscan.io/tx/${txSig.txSig}`
);
const parseLogsStart = Date.now();
this.processBulkFillTxLogs(fillTxId, nodeSent, txSig.txSig, tx)
.then((successfulFills) => {
const processBulkFillLogsDuration = Date.now() - parseLogsStart;
logger.info(
`parse logs took ${processBulkFillLogsDuration}ms, successfulFills ${successfulFills} (fillTxId: ${fillTxId})`
);
})
.catch((err) => {
const e = err as Error;
logger.error(
`Failed to process fill tx logs (fillTxId: ${fillTxId}):\n${
e.stack ? e.stack : e.message
}`
);
webhookMessage(
`[${this.name}]: :x: error processing fill tx logs:\n${
e.stack ? e.stack : e.message
}`
);
});
})
.catch(async (e) => {
const simError = e as SendTransactionError;
logger.error(
`Failed to send packed tx txAccountKeys: ${txAccounts} (${writeAccs} writeable) (fillTxId: ${fillTxId}), error: ${simError.message}`
);
if (e.message.includes('too large:')) {
logger.error(
`[${
this.name
}]: :boxing_glove: Tx too large, estimated to be ${estTxSize} (fillTxId: ${fillTxId}). ${
e.message
}\n${JSON.stringify(accountMetas)}`
);
webhookMessage(
`[${
this.name
}]: :boxing_glove: Tx too large (fillTxId: ${fillTxId}). ${
e.message
}\n${JSON.stringify(accountMetas)}`
);
return;
}
if (simError.logs && simError.logs.length > 0) {
await this.handleTransactionLogs(nodeSent, simError.logs);
const errorCode = getErrorCode(e);
logger.error(
`Failed to send tx, sim error (fillTxId: ${fillTxId}) error code: ${errorCode}`
);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(e as Error).message.includes('Transaction was not confirmed')
) {
const user = this.driftClient.getUser(this.subaccount);
this.txSimErrorCounter?.add(1, {
errorCode: errorCode.toString(),
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
logger.error(
`Failed to send tx, sim error (fillTxId: ${fillTxId}) sim logs:\n${
simError.logs ? simError.logs.join('\n') : ''
}\n${e.stack || e}`
);
webhookMessage(
`[${this.name}]: :x: error simulating tx:\n${
simError.logs ? simError.logs.join('\n') : ''
}\n${e.stack || e}`,
process.env.TX_LOG_WEBHOOK_URL
);
}
}
})
.finally(() => {
this.clearThrottledNode(getNodeToFillSignature(nodeSent));
});
}
}
/**
* Iterates through a tx's logs and handles it appropriately e.g. throttling users, updating metrics, etc.)
*
* @param nodesFilled nodes that we sent a transaction to fill
* @param logs logs from tx.meta.logMessages or this.driftClient.program._events._eventParser.parseLogs
*
* @returns number of nodes successfully filled, and whether the tx exceeded CUs
*/
private async handleTransactionLogs(
nodeFilled: NodeToFill,
logs: string[] | null | undefined
): Promise<{ filledNodes: number; exceededCUs: boolean }> {
if (!logs) {
return {
filledNodes: 0,
exceededCUs: false,
};
}
if (nodeFilled.node === undefined || nodeFilled.node.order === undefined) {
logger.error(`nodeFilled.node or nodeFilled.node.order is undefined!`);
throw new Error(`nodeFilled.node or nodeFilled.node.order is undefined!`);
}
let inFillIx = false;
let errorThisFillIx = false;
let successCount = 0;
for (const log of logs) {
if (log === null) {
logger.error(`log is null`);
continue;
}
const node = nodeFilled.node;
const order = node.order!;
if (isEndIxLog(this.driftClient.program.programId.toBase58(), log)) {
if (!errorThisFillIx) {
successCount++;
}
inFillIx = false;
errorThisFillIx = false;
continue;
}
if (isIxLog(log)) {
if (isFillIxLog(log)) {
inFillIx = true;
errorThisFillIx = false;
} else {
inFillIx = false;
}
continue;
}
if (!inFillIx) {
// this is not a log for a fill instruction
continue;
}
// try to handle the log line
const orderIdDoesNotExist = isOrderDoesNotExistLog(log);
if (orderIdDoesNotExist) {
logger.error(
`spot node filled: ${node.userAccount!.toString()}, ${
order.orderId
}; does not exist (filled by someone else); ${log}`
);
this.throttledNodes.delete(getNodeToFillSignature(nodeFilled));
errorThisFillIx = true;
continue;
}
const makerBreachedMaintenanceMargin =
isMakerBreachedMaintenanceMarginLog(log);
if (makerBreachedMaintenanceMargin) {
const makerNode = getMakerNodeFromNodeToFill(nodeFilled);
if (!makerNode) {
logger.error(
`Got maker breached maint. margin log, but don't have a maker node: ${log}\n${JSON.stringify(
nodeFilled,
null,
2
)}`
);
continue;
}
const order = makerNode.order!;
const makerNodeSignature = getFillSignatureFromUserAccountAndOrderId(
makerNode.userAccount!.toString(),
order.orderId.toString()
);
logger.error(
`maker breach maint. margin, assoc node: ${makerNode.userAccount!.toString()}, ${
order.orderId
}; (throttling ${makerNodeSignature}); ${log}`
);
this.throttledNodes.set(makerNodeSignature, Date.now());
errorThisFillIx = true;
continue;
}
const takerBreachedMaintenanceMargin =
isTakerBreachedMaintenanceMarginLog(log);
if (takerBreachedMaintenanceMargin) {
const node = nodeFilled.node!;
const order = node.order!;
const takerNodeSignature = getFillSignatureFromUserAccountAndOrderId(
node.userAccount!.toString(),
order.orderId.toString()
);
logger.error(
`taker breach maint. margin, assoc node: ${node.userAccount!.toString()}, ${
order.orderId
}; (throttling ${takerNodeSignature} and force cancelling orders); ${log}`
);
this.throttledNodes.set(takerNodeSignature, Date.now());
errorThisFillIx = true;
continue;
}
}
if (logs.length > 0) {
if (
logs[logs.length - 1].includes('exceeded CUs meter at BPF instruction')
) {
return {
filledNodes: successCount,
exceededCUs: true,
};
}
}
return {
filledNodes: successCount,
exceededCUs: false,
};
}
protected async rebalanceSpotFiller() {
logger.info(`Rebalancing filler`);
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minimumAmountToFill;
if (this.jupiterClient !== undefined) {
logger.info(`Swapping USDC for SOL to rebalance filler`);
swapFillerHardEarnedUSDCForSOL(
this.priorityFeeSubscriber,
this.driftClient,
this.jupiterClient,
await this.getBlockhashForTx(),
this.subaccount
).then(async () => {
const fillerSolBalanceAfterSwap =
await this.driftClient.connection.getBalance(
this.driftClient.authority,
'processed'
);
this.hasEnoughSolToFill =
fillerSolBalanceAfterSwap >= this.minimumAmountToFill;
});
} else {
throw new Error('Jupiter client not initialized');
}
}
}
| 0
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots
|
solana_public_repos/drift-labs/keeper-bots-v2/src/experimental-bots/filler/fillerMultithreaded.ts
|
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import {
BASE_PRECISION,
BlockhashSubscriber,
BN,
BulkAccountLoader,
DataAndSlot,
decodeUser,
DLOBNode,
DriftClient,
DriftEnv,
FeeTier,
getOrderSignature,
getUserAccountPublicKey,
isFillableByVAMM,
isOneOfVariant,
isOrderExpired,
isVariant,
JupiterClient,
MakerInfo,
MarketType,
NodeToFill,
PerpMarkets,
PRICE_PRECISION,
PriorityFeeSubscriberMap,
QUOTE_PRECISION,
ReferrerInfo,
SlotSubscriber,
TxSigAndSlot,
UserAccount,
UserStatsMap,
} from '@drift-labs/sdk';
import { FillerMultiThreadedConfig, GlobalConfig } from '../../config';
import { BundleSender } from '../../bundleSender';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
Connection,
LAMPORTS_PER_SOL,
PACKET_DATA_SIZE,
PublicKey,
SendTransactionError,
TransactionInstruction,
TransactionSignature,
VersionedTransaction,
} from '@solana/web3.js';
import { logger } from '../../logger';
import { getErrorCode } from '../../error';
import { selectMakers } from '../../makerSelection';
import {
NodeToFillWithBuffer,
SerializedNodeToTrigger,
SerializedNodeToFill,
} from '../filler-common/types';
import { assert } from 'console';
import {
getAllPythOracleUpdateIxs,
getFillSignatureFromUserAccountAndOrderId,
getNodeToFillSignature,
getSizeOfTransaction,
// getStaleOracleMarketIndexes,
handleSimResultError,
logMessageForNodeToFill,
removePythIxs,
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
sleepMs,
swapFillerHardEarnedUSDCForSOL,
validMinimumGasAmount,
validRebalanceSettledPnlThreshold,
} from '../../utils';
import {
spawnChild,
deserializeNodeToFill,
deserializeOrder,
getUserFeeTier,
getPriorityFeeInstruction,
} from '../filler-common/utils';
import {
CounterValue,
GaugeValue,
HistogramValue,
metricAttrFromUserAccount,
Metrics,
RuntimeSpec,
} from '../../metrics';
import {
ExplicitBucketHistogramAggregation,
InstrumentType,
View,
} from '@opentelemetry/sdk-metrics-base';
import {
CONFIRM_TX_RATE_LIMIT_BACKOFF_MS,
TX_TIMEOUT_THRESHOLD_MS,
TxType,
} from '../../bots/filler';
import { LRUCache } from 'lru-cache';
import {
isEndIxLog,
isErrFillingLog,
isErrStaleOracle,
isFillIxLog,
isIxLog,
isMakerBreachedMaintenanceMarginLog,
isOrderDoesNotExistLog,
isTakerBreachedMaintenanceMarginLog,
} from '../../bots/common/txLogParse';
import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import { ChildProcess } from 'child_process';
import { PythPriceFeedSubscriber } from 'src/pythPriceFeedSubscriber';
const logPrefix = '[Filler]';
export type MakerNodeMap = Map<string, DLOBNode[]>;
const FILL_ORDER_THROTTLE_BACKOFF = 1000; // the time to wait before trying to fill a throttled (error filling) node again
const THROTTLED_NODE_SIZE_TO_PRUNE = 10; // Size of throttled nodes to get to before pruning the map
const TRIGGER_ORDER_COOLDOWN_MS = 1000; // the time to wait before trying to a node in the triggering map again
export const MAX_MAKERS_PER_FILL = 6; // max number of unique makers to include per fill
const MAX_ACCOUNTS_PER_TX = 64; // solana limit, track https://github.com/solana-labs/solana/issues/27241
const MAX_POSITIONS_PER_USER = 8;
export const SETTLE_POSITIVE_PNL_COOLDOWN_MS = 60_000;
export const CONFIRM_TX_INTERVAL_MS = 5_000;
const SIM_CU_ESTIMATE_MULTIPLIER = 1.35;
const SLOTS_UNTIL_JITO_LEADER_TO_SEND = 4;
export const TX_CONFIRMATION_BATCH_SIZE = 100;
export const CACHED_BLOCKHASH_OFFSET = 5;
const TX_COUNT_COOLDOWN_ON_BURST = 10; // send this many tx before resetting burst mode
const errorCodesToSuppress = [
6004, // 0x1774 Error Number: 6004. Error Message: SufficientCollateral.
6010, // 0x177a Error Number: 6010. Error Message: User Has No Position In Market.
6081, // 0x17c1 Error Number: 6081. Error Message: MarketWrongMutability.
// 6078, // 0x17BE Error Number: 6078. Error Message: PerpMarketNotFound
// 6087, // 0x17c7 Error Number: 6087. Error Message: SpotMarketNotFound.
6239, // 0x185F Error Number: 6239. Error Message: RevertFill.
6003, // 0x1773 Error Number: 6003. Error Message: Insufficient collateral.
6023, // 0x1787 Error Number: 6023. Error Message: PriceBandsBreached.
6111, // Error Message: OrderNotTriggerable.
6112, // Error Message: OrderDidNotSatisfyTriggerCondition.
];
enum METRIC_TYPES {
try_fill_duration_histogram = 'try_fill_duration_histogram',
runtime_specs = 'runtime_specs',
last_try_fill_time = 'last_try_fill_time',
sent_transactions = 'sent_transactions',
landed_transactions = 'landed_transactions',
tx_sim_error_count = 'tx_sim_error_count',
pending_tx_sigs_to_confirm = 'pending_tx_sigs_to_confirm',
pending_tx_sigs_loop_rate_limited = 'pending_tx_sigs_loop_rate_limited',
evicted_pending_tx_sigs_to_confirm = 'evicted_pending_tx_sigs_to_confirm',
estimated_tx_cu_histogram = 'estimated_tx_cu_histogram',
simulate_tx_duration_histogram = 'simulate_tx_duration_histogram',
expired_nodes_set_size = 'expired_nodes_set_size',
jito_bundles_accepted = 'jito_bundles_accepted',
jito_bundles_simulation_failure = 'jito_simulation_failure',
jito_dropped_bundle = 'jito_dropped_bundle',
jito_landed_tips = 'jito_landed_tips',
jito_bundle_count = 'jito_bundle_count',
}
const getNodeToTriggerSignature = (node: SerializedNodeToTrigger): string => {
return getOrderSignature(node.node.order.orderId, node.node.userAccount);
};
type DLOBBuilderWithProcess = {
process: ChildProcess;
ready: boolean;
marketIndexes: number[];
};
export class FillerMultithreaded {
private name: string;
private slotSubscriber: SlotSubscriber;
private bundleSender?: BundleSender;
private driftClient: DriftClient;
private dryRun: boolean;
private globalConfig: GlobalConfig;
private config: FillerMultiThreadedConfig;
private subaccount: number;
private fillTxId: number = 0;
private userStatsMap: UserStatsMap;
private throttledNodes = new Map<string, number>();
private fillingNodes = new Map<string, number>();
private triggeringNodes = new Map<string, number>();
private revertOnFailure?: boolean;
private lookupTableAccounts: AddressLookupTableAccount[];
private lastSettlePnl = Date.now() - SETTLE_POSITIVE_PNL_COOLDOWN_MS;
private seenFillableOrders = new Set<string>();
private seenTriggerableOrders = new Set<string>();
private blockhashSubscriber: BlockhashSubscriber;
private priorityFeeSubscriber: PriorityFeeSubscriberMap;
private dlobHealthy = true;
private orderSubscriberHealthy = true;
private simulateTxForCUEstimate?: boolean;
private intervalIds: NodeJS.Timeout[] = [];
protected txConfirmationConnection: Connection;
protected pendingTxSigsToconfirm: LRUCache<
string,
{
ts: number;
nodeFilled: Array<NodeToFillWithBuffer>;
fillTxId: number;
txType: TxType;
}
>;
protected expiredNodesSet: LRUCache<string, boolean>;
protected confirmLoopRunning = false;
protected confirmLoopRateLimitTs =
Date.now() - CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
protected useBurstCULimit = false;
protected fillTxSinceBurstCU = 0;
// metrics
protected metricsInitialized = false;
protected metricsPort?: number;
protected metrics?: Metrics;
protected bootTimeMs?: number;
protected runtimeSpec: RuntimeSpec;
protected runtimeSpecsGauge?: GaugeValue;
protected estTxCuHistogram?: HistogramValue;
protected simulateTxHistogram?: HistogramValue;
protected lastTryFillTimeGauge?: GaugeValue;
protected sentTxsCounter?: CounterValue;
protected attemptedTriggersCounter?: CounterValue;
protected landedTxsCounter?: CounterValue;
protected txSimErrorCounter?: CounterValue;
protected pendingTxSigsToConfirmGauge?: GaugeValue;
protected pendingTxSigsLoopRateLimitedCounter?: CounterValue;
protected evictedPendingTxSigsToConfirmCounter?: CounterValue;
protected expiredNodesSetSize?: GaugeValue;
protected jitoBundlesAcceptedGauge?: GaugeValue;
protected jitoBundlesSimulationFailureGauge?: GaugeValue;
protected jitoDroppedBundleGauge?: GaugeValue;
protected jitoLandedTipsGauge?: GaugeValue;
protected jitoBundleCount?: GaugeValue;
protected rebalanceFiller?: boolean;
protected hasEnoughSolToFill: boolean = true;
protected minGasBalanceToFill: number;
protected rebalanceSettledPnlThreshold: BN;
protected jupiterClient?: JupiterClient;
protected dlobBuilders: Map<number, DLOBBuilderWithProcess> = new Map();
protected marketIndexes: Array<number[]>;
protected marketIndexesFlattened: number[];
protected pythPriceSubscriber?: PythPriceFeedSubscriber;
protected latestPythVaas?: Map<string, string>; // priceFeedId -> vaa
protected marketIndexesToPriceIds = new Map<number, string>();
constructor(
globalConfig: GlobalConfig,
config: FillerMultiThreadedConfig,
driftClient: DriftClient,
slotSubscriber: SlotSubscriber,
runtimeSpec: RuntimeSpec,
bundleSender?: BundleSender,
pythPriceSubscriber?: PythPriceFeedSubscriber,
lookupTableAccounts: AddressLookupTableAccount[] = []
) {
this.globalConfig = globalConfig;
if (!this.globalConfig.useJito && runtimeSpec.driftEnv === 'mainnet-beta') {
throw new Error('Jito is required for spot multithreaded filler');
}
this.name = config.botId;
this.config = config;
this.dryRun = config.dryRun;
this.slotSubscriber = slotSubscriber;
this.driftClient = driftClient;
this.marketIndexes = config.marketIndexes;
this.revertOnFailure = config.revertOnFailure ?? true;
this.marketIndexesFlattened = config.marketIndexes.flat();
this.bundleSender = bundleSender;
this.simulateTxForCUEstimate = config.simulateTxForCUEstimate ?? true;
if (globalConfig.txConfirmationEndpoint) {
this.txConfirmationConnection = new Connection(
globalConfig.txConfirmationEndpoint
);
} else {
this.txConfirmationConnection = this.driftClient.connection;
}
if (pythPriceSubscriber) {
this.pythPriceSubscriber = pythPriceSubscriber;
}
this.lookupTableAccounts = lookupTableAccounts;
this.userStatsMap = new UserStatsMap(
this.driftClient,
new BulkAccountLoader(
new Connection(this.driftClient.connection.rpcEndpoint),
'confirmed',
0
)
);
this.blockhashSubscriber = new BlockhashSubscriber({
connection: driftClient.connection,
});
const marketIndexesToUse = PerpMarkets[this.globalConfig.driftEnv!].map(
(m) => m.marketIndex
);
const perpMarketsToWatchForFees = marketIndexesToUse.map((m) => {
return {
marketType: 'perp',
marketIndex: m,
};
});
perpMarketsToWatchForFees.push({
marketType: 'spot',
marketIndex: 1,
}); // For rebalancing
this.priorityFeeSubscriber = new PriorityFeeSubscriberMap({
driftMarkets: perpMarketsToWatchForFees,
driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
});
this.subaccount = config.subaccount ?? 0;
if (!this.driftClient.hasUser(this.subaccount)) {
throw new Error(
`User account not found for subaccount: ${this.subaccount}`
);
}
this.runtimeSpec = runtimeSpec;
this.initializeMetrics(config.metricsPort ?? this.globalConfig.metricsPort);
this.rebalanceFiller = config.rebalanceFiller ?? true;
if (this.rebalanceFiller && this.runtimeSpec.driftEnv === 'mainnet-beta') {
this.jupiterClient = new JupiterClient({
connection: this.driftClient.connection,
});
}
logger.info(
`${this.name}: rebalancing enabled: ${this.jupiterClient !== undefined}`
);
if (!validMinimumGasAmount(config.minGasBalanceToFill)) {
this.minGasBalanceToFill = 0.2 * LAMPORTS_PER_SOL;
} else {
this.minGasBalanceToFill = config.minGasBalanceToFill! * LAMPORTS_PER_SOL;
}
if (
!validRebalanceSettledPnlThreshold(config.rebalanceSettledPnlThreshold)
) {
this.rebalanceSettledPnlThreshold = new BN(20);
} else {
this.rebalanceSettledPnlThreshold = new BN(
config.rebalanceSettledPnlThreshold!
);
}
logger.info(
`${this.name}: multiThreadedFillerConfig:\n${JSON.stringify(
config,
null,
2
)}`
);
this.pendingTxSigsToconfirm = new LRUCache<
string,
{
ts: number;
nodeFilled: Array<NodeToFillWithBuffer>;
fillTxId: number;
txType: TxType;
}
>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
disposeAfter: this.recordEvictedTxSig.bind(this),
});
this.expiredNodesSet = new LRUCache<string, boolean>({
max: 10_000,
ttl: TX_TIMEOUT_THRESHOLD_MS,
ttlResolution: 1000,
});
}
async init() {
await this.blockhashSubscriber.subscribe();
await this.priorityFeeSubscriber.subscribe();
const feedIds: string[] = PerpMarkets[this.globalConfig.driftEnv!]
.map((m) => m.pythFeedId)
.filter((id) => id !== undefined) as string[];
await this.pythPriceSubscriber?.subscribe(feedIds);
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
logger.info(
`${this.name}: hasEnoughSolToFill: ${this.hasEnoughSolToFill}, balance: ${fillerSolBalance}`
);
this.lookupTableAccounts.push(
await this.driftClient.fetchMarketLookupTableAccount()
);
assert(this.lookupTableAccounts, 'Lookup table account not found');
this.startProcesses();
}
private startProcesses() {
logger.info(`${this.name}: Starting processes`);
const orderSubscriberArgs = [
`--drift-env=${this.runtimeSpec.driftEnv}`,
`--market-type=${this.config.marketType}`,
`--market-indexes=${this.config.marketIndexes.map(String)}`,
];
const user = this.driftClient.getUser(this.subaccount);
for (const marketIndexes of this.marketIndexes) {
logger.info(
`${this.name}: Spawning dlobBuilder for marketIndexes: ${marketIndexes}`
);
const dlobBuilderArgs = [
`--drift-env=${this.runtimeSpec.driftEnv}`,
`--market-type=${this.config.marketType}`,
`--market-indexes=${marketIndexes.map(String)}`,
];
const dlobBuilderProcess = spawnChild(
'./src/experimental-bots/filler-common/dlobBuilder.ts',
dlobBuilderArgs,
'dlobBuilder',
(msg: any) => {
switch (msg.type) {
case 'initialized':
{
const dlobBuilder = this.dlobBuilders.get(msg.data[0]);
if (dlobBuilder) {
dlobBuilder.ready = true;
for (const marketIndex of msg.data) {
this.dlobBuilders.set(Number(marketIndex), dlobBuilder);
}
logger.info(
`${logPrefix} dlobBuilderProcess initialized and acknowledged`
);
}
}
break;
case 'triggerableNodes':
if (this.dryRun) {
logger.info(`Triggerable node received`);
} else {
this.triggerNodes(msg.data);
}
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
break;
case 'fillableNodes':
if (this.dryRun) {
logger.info(`Fillable node received`);
} else {
this.fillNodes(msg.data);
}
this.lastTryFillTimeGauge?.setLatestValue(
Date.now(),
metricAttrFromUserAccount(
user.getUserAccountPublicKey(),
user.getUserAccount()
)
);
break;
case 'health':
this.dlobHealthy = msg.data.healthy;
break;
}
},
'[FillerMultithreaded]'
);
dlobBuilderProcess.on('exit', (code) => {
logger.error(`dlobBuilder exited with code ${code}`);
process.exit(code || 1);
});
for (const marketIndex of marketIndexes) {
this.dlobBuilders.set(Number(marketIndex), {
process: dlobBuilderProcess,
ready: false,
marketIndexes: marketIndexes.map(Number),
});
}
logger.info(
`dlobBuilder spawned with pid: ${dlobBuilderProcess.pid} marketIndexes: ${dlobBuilderArgs}`
);
}
const routeMessageToDlobBuilder = (msg: any) => {
const dlobBuilder = this.dlobBuilders.get(Number(msg.data.marketIndex));
if (dlobBuilder === undefined) {
logger.error(
`Received message for unknown marketIndex: ${msg.data.marketIndex}`
);
return;
}
if (dlobBuilder.marketIndexes.includes(Number(msg.data.marketIndex))) {
if (typeof dlobBuilder.process.send == 'function') {
if (dlobBuilder.ready) {
dlobBuilder.process.send(msg);
return;
}
}
}
};
const orderSubscriberProcess = spawnChild(
'./src/experimental-bots/filler-common/orderSubscriberFiltered.ts',
orderSubscriberArgs,
'orderSubscriber',
(msg: any) => {
switch (msg.type) {
case 'userAccountUpdate':
routeMessageToDlobBuilder(msg);
break;
case 'health':
this.orderSubscriberHealthy = msg.data.healthy;
break;
}
},
'[FillerMultithreaded]'
);
orderSubscriberProcess.on('exit', (code) => {
logger.error(`dlobBuilder exited with code ${code}`);
process.exit(code || 1);
});
process.on('SIGINT', () => {
logger.info(`${logPrefix} Received SIGINT, killing children`);
this.dlobBuilders.forEach((value: DLOBBuilderWithProcess, _: number) => {
value.process.kill();
});
orderSubscriberProcess.kill();
process.exit(0);
});
logger.info(
`orderSubscriber spawned with pid: ${orderSubscriberProcess.pid}`
);
this.intervalIds.push(
setInterval(
this.settlePnls.bind(this),
SETTLE_POSITIVE_PNL_COOLDOWN_MS / 2
)
);
this.intervalIds.push(
setInterval(this.confirmPendingTxSigs.bind(this), CONFIRM_TX_INTERVAL_MS)
);
if (this.bundleSender) {
this.intervalIds.push(
setInterval(this.recordJitoBundleStats.bind(this), 10_000)
);
}
}
protected recordEvictedTxSig(
_tsTxSigAdded: { ts: number; nodeFilled: Array<NodeToFillWithBuffer> },
txSig: string,
reason: 'evict' | 'set' | 'delete'
) {
if (reason === 'evict') {
logger.info(
`${this.name}: Evicted tx sig ${txSig} from this.txSigsToConfirm`
);
const user = this.driftClient.getUser(this.subaccount);
this.evictedPendingTxSigsToConfirmCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
protected initializeMetrics(metricsPort?: number) {
if (this.globalConfig.disableMetrics) {
logger.info(
`${this.name}: globalConfig.disableMetrics is true, not initializing metrics`
);
return;
}
if (!metricsPort) {
logger.info(
`${this.name}: bot.metricsPort and global.metricsPort not set, not initializing metrics`
);
return;
}
if (this.metricsInitialized) {
logger.error('Tried to initilaize metrics multiple times');
return;
}
this.metrics = new Metrics(
this.name,
[
new View({
instrumentName: METRIC_TYPES.try_fill_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 0 + i * 5),
true
),
}),
new View({
instrumentName: METRIC_TYPES.estimated_tx_cu_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(15), (_, i) => 0 + i * 100_000),
true
),
}),
new View({
instrumentName: METRIC_TYPES.simulate_tx_duration_histogram,
instrumentType: InstrumentType.HISTOGRAM,
meterName: this.name,
aggregation: new ExplicitBucketHistogramAggregation(
Array.from(new Array(20), (_, i) => 50 + i * 50),
true
),
}),
],
metricsPort!
);
this.bootTimeMs = Date.now();
this.runtimeSpecsGauge = this.metrics.addGauge(
METRIC_TYPES.runtime_specs,
'Runtime sepcification of this program'
);
this.estTxCuHistogram = this.metrics.addHistogram(
METRIC_TYPES.estimated_tx_cu_histogram,
'Histogram of the estimated fill cu used'
);
this.simulateTxHistogram = this.metrics.addHistogram(
METRIC_TYPES.simulate_tx_duration_histogram,
'Histogram of the duration of simulateTransaction RPC calls'
);
this.lastTryFillTimeGauge = this.metrics.addGauge(
METRIC_TYPES.last_try_fill_time,
'Last time that fill was attempted'
);
this.landedTxsCounter = this.metrics.addCounter(
METRIC_TYPES.landed_transactions,
'Count of fills that we successfully landed'
);
this.sentTxsCounter = this.metrics.addCounter(
METRIC_TYPES.sent_transactions,
'Count of transactions we sent out'
);
this.txSimErrorCounter = this.metrics.addCounter(
METRIC_TYPES.tx_sim_error_count,
'Count of errors from simulating transactions'
);
this.pendingTxSigsToConfirmGauge = this.metrics.addGauge(
METRIC_TYPES.pending_tx_sigs_to_confirm,
'Count of tx sigs that are pending confirmation'
);
this.pendingTxSigsLoopRateLimitedCounter = this.metrics.addCounter(
METRIC_TYPES.pending_tx_sigs_loop_rate_limited,
'Count of times the pending tx sigs loop was rate limited'
);
this.evictedPendingTxSigsToConfirmCounter = this.metrics.addCounter(
METRIC_TYPES.evicted_pending_tx_sigs_to_confirm,
'Count of tx sigs that were evicted from the pending tx sigs to confirm cache'
);
this.expiredNodesSetSize = this.metrics.addGauge(
METRIC_TYPES.expired_nodes_set_size,
'Count of nodes that are expired'
);
this.jitoBundlesAcceptedGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_accepted,
'Count of jito bundles that were accepted'
);
this.jitoBundlesSimulationFailureGauge = this.metrics.addGauge(
METRIC_TYPES.jito_bundles_simulation_failure,
'Count of jito bundles that failed simulation'
);
this.jitoDroppedBundleGauge = this.metrics.addGauge(
METRIC_TYPES.jito_dropped_bundle,
'Count of jito bundles that were dropped'
);
this.jitoLandedTipsGauge = this.metrics.addGauge(
METRIC_TYPES.jito_landed_tips,
'Gauge of historic bundle tips that landed'
);
this.jitoBundleCount = this.metrics.addGauge(
METRIC_TYPES.jito_bundle_count,
'Count of jito bundles that were sent, and their status'
);
this.metrics?.finalizeObservables();
this.runtimeSpecsGauge.setLatestValue(this.bootTimeMs, this.runtimeSpec);
this.metricsInitialized = true;
}
public healthCheck(): boolean {
if (!this.dlobHealthy) {
logger.error(`${logPrefix} DLOB not healthy`);
}
if (!this.orderSubscriberHealthy) {
logger.error(`${logPrefix} Order subscriber not healthy`);
}
return this.dlobHealthy && this.orderSubscriberHealthy;
}
protected recordJitoBundleStats() {
const user = this.driftClient.getUser(this.subaccount);
const bundleStats = this.bundleSender?.getBundleStats();
if (bundleStats) {
this.jitoBundlesAcceptedGauge?.setLatestValue(bundleStats.accepted, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoBundlesSimulationFailureGauge?.setLatestValue(
bundleStats.simulationFailure,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(bundleStats.droppedPruned, {
type: 'pruned',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashExpired,
{
type: 'blockhash_expired',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoDroppedBundleGauge?.setLatestValue(
bundleStats.droppedBlockhashNotFound,
{
type: 'blockhash_not_found',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
}
const tipStream = this.bundleSender?.getTipStream();
if (tipStream) {
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_25th_percentile,
{
percentile: 'p25',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_50th_percentile,
{
percentile: 'p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_75th_percentile,
{
percentile: 'p75',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_95th_percentile,
{
percentile: 'p95',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.landed_tips_99th_percentile,
{
percentile: 'p99',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.jitoLandedTipsGauge?.setLatestValue(
tipStream.ema_landed_tips_50th_percentile,
{
percentile: 'ema_p50',
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
const bundleFailCount = this.bundleSender?.getBundleFailCount();
const bundleLandedCount = this.bundleSender?.getLandedCount();
const bundleDroppedCount = this.bundleSender?.getDroppedCount();
this.jitoBundleCount?.setLatestValue(bundleFailCount ?? 0, {
type: 'fail_count',
});
this.jitoBundleCount?.setLatestValue(bundleLandedCount ?? 0, {
type: 'landed',
});
this.jitoBundleCount?.setLatestValue(bundleDroppedCount ?? 0, {
type: 'dropped',
});
}
}
protected async confirmPendingTxSigs() {
const user = this.driftClient.getUser(this.subaccount);
this.pendingTxSigsToConfirmGauge?.setLatestValue(
this.pendingTxSigsToconfirm.size,
{
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
}
);
this.expiredNodesSetSize?.setLatestValue(this.expiredNodesSet.size, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
const nextTimeCanRun =
this.confirmLoopRateLimitTs + CONFIRM_TX_RATE_LIMIT_BACKOFF_MS;
if (Date.now() < nextTimeCanRun) {
logger.warn(
`Skipping confirm loop due to rate limit, next run in ${
nextTimeCanRun - Date.now()
} ms`
);
return;
}
if (this.confirmLoopRunning) {
return;
}
this.confirmLoopRunning = true;
try {
logger.debug(`Confirming tx sigs: ${this.pendingTxSigsToconfirm.size}`);
const start = Date.now();
const txEntries = Array.from(this.pendingTxSigsToconfirm.entries());
for (let i = 0; i < txEntries.length; i += TX_CONFIRMATION_BATCH_SIZE) {
const txSigsBatch = txEntries.slice(i, i + TX_CONFIRMATION_BATCH_SIZE);
const txs = await this.txConfirmationConnection?.getTransactions(
txSigsBatch.map((tx) => tx[0]),
{
commitment: 'confirmed',
maxSupportedTransactionVersion: 0,
}
);
for (let j = 0; j < txs.length; j++) {
const txResp = txs[j];
const txConfirmationInfo = txSigsBatch[j];
const txSig = txConfirmationInfo[0];
const txAge = txConfirmationInfo[1].ts - Date.now();
const nodeFilled = txConfirmationInfo[1].nodeFilled;
const txType = txConfirmationInfo[1].txType;
const fillTxId = txConfirmationInfo[1].fillTxId;
if (txResp === null) {
logger.info(
`Tx not found, (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
if (Math.abs(txAge) > TX_TIMEOUT_THRESHOLD_MS) {
this.pendingTxSigsToconfirm.delete(txSig);
}
} else {
logger.info(
`Tx landed (fillTxId: ${fillTxId}) (txType: ${txType}): ${txSig}, tx age: ${
txAge / 1000
} s`
);
this.pendingTxSigsToconfirm.delete(txSig);
if (txType === 'fill') {
const result = await this.handleTransactionLogs(
nodeFilled,
txResp.meta?.logMessages
);
if (result) {
this.landedTxsCounter?.add(result.filledNodes, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
} else {
this.landedTxsCounter?.add(1, {
type: txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
}
await sleepMs(500);
}
}
logger.debug(`Confirming tx sigs took: ${Date.now() - start} ms`);
} catch (e) {
const err = e as Error;
if (err.message.includes('429')) {
logger.info(`Confirming tx loop rate limited: ${err.message}`);
this.confirmLoopRateLimitTs = Date.now();
this.pendingTxSigsLoopRateLimitedCounter?.add(1, {
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
} else {
logger.error(`Other error confirming tx sigs: ${err.message}`);
}
} finally {
this.confirmLoopRunning = false;
}
}
private async getPythIxsFromNode(
node: NodeToFillWithBuffer | SerializedNodeToTrigger
): Promise<TransactionInstruction[]> {
const marketIndex = node.node.order?.marketIndex;
if (marketIndex === undefined) {
throw new Error('Market index not found on node');
}
if (
isVariant(
this.driftClient.getPerpMarketAccount(marketIndex)?.amm.oracleSource,
'prelaunch'
)
) {
return [];
}
if (!this.pythPriceSubscriber) {
throw new Error('Pyth price subscriber not initialized');
}
const pythIxs = await getAllPythOracleUpdateIxs(
this.runtimeSpec.driftEnv as DriftEnv,
marketIndex,
MarketType.PERP,
this.pythPriceSubscriber!,
this.driftClient,
this.globalConfig.numNonActiveOraclesToPush ?? 0,
this.marketIndexesFlattened
);
return pythIxs;
}
private async getBlockhashForTx(): Promise<string> {
const cachedBlockhash = this.blockhashSubscriber.getLatestBlockhash(10);
if (cachedBlockhash) {
return cachedBlockhash.blockhash as string;
}
const recentBlockhash =
await this.driftClient.connection.getLatestBlockhash({
commitment: 'confirmed',
});
return recentBlockhash.blockhash;
}
protected removeFillingNodes(nodes: Array<NodeToFillWithBuffer>) {
for (const node of nodes) {
this.fillingNodes.delete(getNodeToFillSignature(node));
}
}
protected isThrottledNodeStillThrottled(throttleKey: string): boolean {
const lastFillAttempt = this.throttledNodes.get(throttleKey) || 0;
if (lastFillAttempt + FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
return true;
} else {
this.clearThrottledNode(throttleKey);
return false;
}
}
protected isDLOBNodeThrottled(dlobNode: DLOBNode): boolean {
if (!dlobNode.userAccount || !dlobNode.order) {
return false;
}
// first check if the userAccount itself is throttled
const userAccountPubkey = dlobNode.userAccount;
if (this.throttledNodes.has(userAccountPubkey)) {
if (this.isThrottledNodeStillThrottled(userAccountPubkey)) {
return true;
} else {
return false;
}
}
// then check if the specific order is throttled
const orderSignature = getFillSignatureFromUserAccountAndOrderId(
dlobNode.userAccount,
dlobNode.order.orderId.toString()
);
if (this.throttledNodes.has(orderSignature)) {
if (this.isThrottledNodeStillThrottled(orderSignature)) {
return true;
} else {
return false;
}
}
return false;
}
protected clearThrottledNode(signature: string) {
this.throttledNodes.delete(signature);
}
protected setThrottledNode(signature: string) {
this.throttledNodes.set(signature, Date.now());
}
protected removeTriggeringNodes(node: SerializedNodeToTrigger) {
this.triggeringNodes.delete(getNodeToTriggerSignature(node));
}
protected pruneThrottledNode() {
if (this.throttledNodes.size > THROTTLED_NODE_SIZE_TO_PRUNE) {
for (const [key, value] of this.throttledNodes.entries()) {
if (value + 2 * FILL_ORDER_THROTTLE_BACKOFF > Date.now()) {
this.throttledNodes.delete(key);
}
}
}
}
protected usingJito(): boolean {
return !!this.globalConfig.useJito;
}
protected canSendOutsideJito(): boolean {
return (
!this.usingJito() ||
this.bundleSender?.strategy === 'non-jito-only' ||
this.bundleSender?.strategy === 'hybrid'
);
}
protected async sendTxThroughJito(
tx: VersionedTransaction,
metadata: number | string
) {
const blockhash = await this.getBlockhashForTx();
tx.message.recentBlockhash = blockhash;
tx.sign([
// @ts-ignore;
this.driftClient.wallet.payer,
]);
if (this.bundleSender === undefined) {
logger.error(
`${logPrefix} Called sendTxThroughJito without jito properly enabled`
);
return;
}
const slotsUntilNextLeader = this.bundleSender?.slotsUntilNextLeader();
if (slotsUntilNextLeader !== undefined) {
this.bundleSender.sendTransactions(
[tx],
`(fillTxId: ${metadata})`,
undefined,
false
);
}
}
protected slotsUntilJitoLeader(): number | undefined {
return this.bundleSender?.slotsUntilNextLeader();
}
protected shouldBuildForBundle(): boolean {
if (!this.globalConfig.useJito) {
return false;
}
if (this.globalConfig.onlySendDuringJitoLeader === true) {
const slotsUntilJito = this.slotsUntilJitoLeader();
if (slotsUntilJito === undefined) {
return false;
}
return slotsUntilJito < SLOTS_UNTIL_JITO_LEADER_TO_SEND;
}
return true;
}
public async triggerNodes(
serializedNodesToTrigger: SerializedNodeToTrigger[]
) {
if (!this.hasEnoughSolToFill) {
logger.info(
`Not enough SOL to fill, skipping executeTriggerablePerpNodes`
);
return;
}
logger.debug(
`${logPrefix} Triggering ${serializedNodesToTrigger.length} nodes...`
);
const seenTriggerableNodes = new Set<string>();
const filteredTriggerableNodes = serializedNodesToTrigger.filter((node) => {
const sig = getNodeToTriggerSignature(node);
if (seenTriggerableNodes.has(sig)) {
return false;
}
seenTriggerableNodes.add(sig);
return this.filterTriggerableNodes(node);
});
logger.debug(
`${logPrefix} Filtered down to ${filteredTriggerableNodes.length} triggerable nodes...`
);
const buildForBundle = this.shouldBuildForBundle();
try {
await this.executeTriggerablePerpNodes(
filteredTriggerableNodes,
!!buildForBundle
);
} catch (e) {
if (e instanceof Error) {
logger.error(
`${logPrefix} Error triggering nodes: ${
e.stack ? e.stack : e.message
}`
);
}
}
}
protected filterTriggerableNodes(
nodeToTrigger: SerializedNodeToTrigger
): boolean {
if (nodeToTrigger.node.haveTrigger) {
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToTriggerSignature(nodeToTrigger);
const timeStartedToTriggerNode =
this.triggeringNodes.get(nodeToFillSignature);
if (timeStartedToTriggerNode) {
if (timeStartedToTriggerNode + TRIGGER_ORDER_COOLDOWN_MS > now) {
return false;
}
}
return true;
}
async executeTriggerablePerpNodes(
nodesToTrigger: SerializedNodeToTrigger[],
buildForBundle: boolean
) {
const user = this.driftClient.getUser(this.subaccount);
for (const nodeToTrigger of nodesToTrigger) {
let ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
Math.max(
...nodesToTrigger.map((node: SerializedNodeToTrigger) => {
return this.priorityFeeSubscriber.getPriorityFees(
'perp',
node.node.order.marketIndex
)!.medium;
})
) * this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
nodeToTrigger.node.haveTrigger = true;
// @ts-ignore
const buffer = Buffer.from(nodeToTrigger.node.userAccountData.data);
// @ts-ignore
const userAccount = decodeUser(buffer);
logger.debug(
`${logPrefix} trying to trigger (account: ${
nodeToTrigger.node.userAccount
}, order ${nodeToTrigger.node.order.orderId.toString()}`
);
let removeLastIxPostSim = this.revertOnFailure;
if (this.pythPriceSubscriber) {
const pythIxs = await this.getPythIxsFromNode(nodeToTrigger);
ixs.push(...pythIxs);
removeLastIxPostSim = false;
}
const nodeSignature = getNodeToTriggerSignature(nodeToTrigger);
if (this.seenTriggerableOrders.has(nodeSignature)) {
logger.info(
`${logPrefix} already triggered order (account: ${
nodeToTrigger.node.userAccount
}, order ${nodeToTrigger.node.order.orderId.toString()}.
Just going to pull oracles`
);
} else {
this.seenTriggerableOrders.add(nodeSignature);
this.triggeringNodes.set(nodeSignature, Date.now());
ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
userAccount,
deserializeOrder(nodeToTrigger.node.order),
user.userAccountPublicKey
)
);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}
}
const txSize = getSizeOfTransaction(ixs, true, this.lookupTableAccounts);
if (txSize > PACKET_DATA_SIZE) {
logger.info(`tx too large, removing pyth ixs.`);
ixs = removePythIxs(ixs);
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
removeLastIxPostSim,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'trigger',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
logger.info(
`executeTriggerablePerpNodesForMarket (${nodeSignature}) estimated CUs: ${simResult.cuEstimate}, finalIxCount: ${ixs.length}). revertTx: ${this.revertOnFailure}}`
);
if (simResult.simError) {
logger.error(
`executeTriggerablePerpNodesForMarket simError: (simError: ${JSON.stringify(
simResult.simError
)})`
);
} else {
if (this.hasEnoughSolToFill) {
if (buildForBundle) {
this.sendTxThroughJito(simResult.tx, 'triggerOrder');
} else {
const blockhash = await this.getBlockhashForTx();
simResult.tx.message.recentBlockhash = blockhash;
this.driftClient
.sendTransaction(simResult.tx)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`${logPrefix} Tx: ${txSig.txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;
const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
logger.error(
`Error (${errorCode}) triggering order for user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.error(error);
}
})
.finally(() => {
this.removeTriggeringNodes(nodeToTrigger);
});
}
} else {
logger.info(
`Not enough SOL to fill, skipping executeTriggerablePerpNodes`
);
}
}
}
this.attemptedTriggersCounter?.add(
nodesToTrigger.length,
metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
)
);
}
public async fillNodes(serializedNodesToFill: SerializedNodeToFill[]) {
if (!this.hasEnoughSolToFill) {
logger.info(`Not enough SOL to fill, skipping fillNodes`);
return;
}
logger.debug(
`${logPrefix} Filling ${serializedNodesToFill.length} nodes...`
);
const deserializedNodesToFill = serializedNodesToFill.map(
deserializeNodeToFill
);
const seenFillableNodes = new Set<string>();
const filteredFillableNodes = deserializedNodesToFill.filter((node) => {
const sig = getNodeToFillSignature(node);
if (seenFillableNodes.has(sig)) {
return false;
}
seenFillableNodes.add(sig);
return this.filterFillableNodes(node);
});
logger.debug(
`${logPrefix} Filtered down to ${filteredFillableNodes.length} fillable nodes...`
);
const buildForBundle = this.shouldBuildForBundle();
try {
await this.executeFillablePerpNodes(
filteredFillableNodes,
!!buildForBundle
);
} catch (e) {
if (e instanceof Error) {
logger.error(
`${logPrefix} Error filling nodes: ${e.stack ? e.stack : e.message}`
);
}
}
}
protected filterFillableNodes(nodeToFill: NodeToFillWithBuffer): boolean {
if (!nodeToFill.node.order) {
return false;
}
if (nodeToFill.node.isVammNode()) {
logger.warn(
`filtered out a vAMM node on market ${nodeToFill.node.order.marketIndex} for user ${nodeToFill.node.userAccount}-${nodeToFill.node.order.orderId}`
);
return false;
}
if (nodeToFill.node.haveFilled) {
logger.warn(
`filtered out filled node on market ${nodeToFill.node.order.marketIndex} for user ${nodeToFill.node.userAccount}-${nodeToFill.node.order.orderId}`
);
return false;
}
const now = Date.now();
const nodeToFillSignature = getNodeToFillSignature(nodeToFill);
if (this.fillingNodes.has(nodeToFillSignature)) {
const timeStartedToFillNode =
this.fillingNodes.get(nodeToFillSignature) || 0;
if (timeStartedToFillNode + FILL_ORDER_THROTTLE_BACKOFF > now) {
// still cooling down on this node, filter it out
return false;
}
}
// check if taker node is throttled
if (this.isDLOBNodeThrottled(nodeToFill.node)) {
return false;
}
const marketIndex = nodeToFill.node.order.marketIndex;
const oraclePriceData =
this.driftClient.getOracleDataForPerpMarket(marketIndex);
if (isOrderExpired(nodeToFill.node.order, Date.now() / 1000, true)) {
if (isOneOfVariant(nodeToFill.node.order.orderType, ['limit'])) {
// do not try to fill (expire) limit orders b/c they will auto expire when filled against
// or the user places a new order
return false;
}
return true;
}
if (
nodeToFill.makerNodes.length === 0 &&
isVariant(nodeToFill.node.order.marketType, 'perp') &&
!isFillableByVAMM(
nodeToFill.node.order,
this.driftClient.getPerpMarketAccount(
nodeToFill.node.order.marketIndex
)!,
oraclePriceData,
this.slotSubscriber.getSlot(),
Date.now() / 1000,
this.driftClient.getStateAccount().minPerpAuctionDuration
)
) {
return false;
}
return true;
}
async executeFillablePerpNodes(
nodesToFill: NodeToFillWithBuffer[],
buildForBundle: boolean
) {
for (const node of nodesToFill) {
if (this.seenFillableOrders.has(getNodeToFillSignature(node))) {
logger.debug(
// @ts-ignore
`${logPrefix} already filled order (account: ${
node.node.userAccount
}, order ${node.node.order?.orderId.toString()}`
);
continue;
}
this.seenFillableOrders.add(getNodeToFillSignature(node));
if (node.makerNodes.length > 1) {
this.tryFillMultiMakerPerpNodes(node, buildForBundle);
} else {
this.tryFillPerpNode(node, buildForBundle);
}
}
}
protected async tryFillMultiMakerPerpNodes(
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
) {
const fillTxId = this.fillTxId++;
let nodeWithMakerSet = nodeToFill;
while (
!(await this.fillMultiMakerPerpNodes(
fillTxId,
nodeWithMakerSet,
buildForBundle
))
) {
const newMakerSet = nodeWithMakerSet.makerNodes
.sort(() => 0.5 - Math.random())
.slice(0, Math.ceil(nodeWithMakerSet.makerNodes.length / 2));
nodeWithMakerSet = {
userAccountData: nodeWithMakerSet.userAccountData,
makerAccountData: nodeWithMakerSet.makerAccountData,
node: nodeWithMakerSet.node,
makerNodes: newMakerSet,
};
if (newMakerSet.length === 0) {
logger.error(
`No makers left to use for multi maker perp node (fillTxId: ${fillTxId})`
);
return;
}
}
}
private async fillMultiMakerPerpNodes(
fillTxId: number,
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
): Promise<boolean> {
let ixs: Array<TransactionInstruction> = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
try {
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
referrerInfo,
marketType,
fillerRewardEstimate,
} = await this.getNodeFillInfo(nodeToFill);
let removeLastIxPostSim = this.revertOnFailure;
if (
this.pythPriceSubscriber &&
((makerInfos.length === 2 && !referrerInfo) || makerInfos.length < 2)
) {
const pythIxs = await this.getPythIxsFromNode(nodeToFill);
ixs.push(...pythIxs);
removeLastIxPostSim = false;
}
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
getPriorityFeeInstruction(
Math.floor(
this.priorityFeeSubscriber.getPriorityFees(
'perp',
nodeToFill.node.order!.marketIndex!
)!.high *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
this.driftClient.getOracleDataForPerpMarket(0).price,
this.config.bidToFillerReward ? fillerRewardEstimate : undefined,
this.globalConfig.priorityFeeMultiplier
)
);
}
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.slotSubscriber.getSlot(),
`${logPrefix} Filling multi maker perp node with ${nodeToFill.makerNodes.length} makers (fillTxId: ${fillTxId})`
)
);
if (!isVariant(marketType, 'perp')) {
throw new Error('expected perp market type');
}
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<SimulateAndGetTxWithCUsResponse | undefined> => {
if (makers.length === 0) {
return undefined;
}
ixs.push(
await this.driftClient.getFillPerpOrderIx(
await getUserAccountPublicKey(
this.driftClient.program.programId,
takerUser.authority,
takerUser.subAccountId
),
takerUser,
nodeToFill.node.order!,
makers.map((m) => m.data),
referrerInfo,
this.subaccount
)
);
this.fillingNodes.set(getNodeToFillSignature(nodeToFill), Date.now());
const user = this.driftClient.getUser(this.subaccount);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}
const txSize = getSizeOfTransaction(
ixs,
true,
this.lookupTableAccounts
);
if (txSize > PACKET_DATA_SIZE) {
logger.info(`tx too large, removing pyth ixs.
keys: ${ixs.map((ix) => ix.keys.map((key) => key.pubkey.toString()))}
total number of maker positions: ${makerInfos.reduce(
(acc, maker) =>
acc +
(maker.data.makerUserAccount.perpPositions.length +
maker.data.makerUserAccount.spotPositions.length),
0
)}
total taker positions: ${
takerUser.perpPositions.length + takerUser.spotPositions.length
}
marketIndex: ${nodeToFill.node.order!.marketIndex}
taker has position in market: ${takerUser.perpPositions.some(
(pos) => pos.marketIndex === nodeToFill.node.order!.marketIndex
)}
makers have position in market: ${makerInfos.some((maker) =>
maker.data.makerUserAccount.perpPositions.some(
(pos) =>
pos.marketIndex === nodeToFill.node.order!.marketIndex
)
)}
`);
ixs = removePythIxs(ixs);
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts!,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
removeLastIxPostSim,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'multiMakerFill',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
return simResult;
};
let simResult = await buildTxWithMakerInfos(makerInfosToUse);
if (simResult === undefined) {
return true;
}
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
let attempt = 0;
while (txAccounts > MAX_ACCOUNTS_PER_TX && makerInfosToUse.length > 0) {
logger.info(
`${logPrefix} (fillTxId: ${fillTxId} attempt ${attempt++}) Too many accounts, remove 1 and try again (had ${
makerInfosToUse.length
} maker and ${txAccounts} accounts)`
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
simResult = await buildTxWithMakerInfos(makerInfosToUse);
}
if (makerInfosToUse.length === 0) {
logger.error(
`${logPrefix} No makerInfos left to use for multi maker perp node (fillTxId: ${fillTxId})`
);
return true;
}
if (simResult === undefined) {
logger.error(
`${logPrefix} No simResult after ${attempt} attempts (fillTxId: ${fillTxId})`
);
return true;
}
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts!,
}).length;
logger.info(
`${logPrefix} tryFillMultiMakerPerpNodes estimated CUs: ${
simResult!.cuEstimate
} (fillTxId: ${fillTxId})`
);
if (simResult!.simError) {
logger.error(
`${logPrefix} Error simulating multi maker perp node (fillTxId: ${fillTxId}): ${JSON.stringify(
simResult!.simError
)}\nTaker slot: ${takerUserSlot}\nMaker slots: ${makerInfosToUse
.map((m) => ` ${m.data.maker.toBase58()}: ${m.slot}`)
.join('\n')}`
);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
[nodeToFill],
simResult!.tx,
buildForBundle
);
} else {
logger.info(
`Not enough SOL to fill, skipping executeFillablePerpNodesForMarket`
);
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
`${logPrefix} Error filling multi maker perp node (fillTxId: ${fillTxId}): ${
e.stack ? e.stack : e.message
}`
);
}
}
return true;
}
protected async tryFillPerpNode(
nodeToFill: NodeToFillWithBuffer,
buildForBundle: boolean
) {
let ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000,
}),
];
const fillTxId = this.fillTxId++;
const {
makerInfos,
takerUser,
takerUserPubKey,
takerUserSlot,
referrerInfo,
marketType,
fillerRewardEstimate,
} = await this.getNodeFillInfo(nodeToFill);
let removeLastIxPostSim = this.revertOnFailure;
if (this.pythPriceSubscriber && makerInfos.length <= 2) {
const pythIxs = await this.getPythIxsFromNode(nodeToFill);
ixs.push(...pythIxs);
removeLastIxPostSim = false;
}
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
getPriorityFeeInstruction(
Math.floor(
this.priorityFeeSubscriber.getPriorityFees(
'perp',
nodeToFill.node.order!.marketIndex!
)!.high *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
this.driftClient.getOracleDataForPerpMarket(0).price,
this.config.bidToFillerReward ? fillerRewardEstimate : undefined,
this.globalConfig.priorityFeeMultiplier
)
);
}
logger.info(
logMessageForNodeToFill(
nodeToFill,
takerUserPubKey,
takerUserSlot,
makerInfos,
this.slotSubscriber.getSlot(),
`Filling perp node (fillTxId: ${fillTxId})`
)
);
if (!isVariant(marketType, 'perp')) {
throw new Error('expected perp market type');
}
const ix = await this.driftClient.getFillPerpOrderIx(
await getUserAccountPublicKey(
this.driftClient.program.programId,
takerUser.authority,
takerUser.subAccountId
),
takerUser,
nodeToFill.node.order!,
makerInfos.map((m) => m.data),
referrerInfo,
this.subaccount
);
ixs.push(ix);
const user = this.driftClient.getUser(this.subaccount);
if (this.revertOnFailure) {
ixs.push(
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}
const txSize = getSizeOfTransaction(ixs, true, this.lookupTableAccounts);
if (txSize > PACKET_DATA_SIZE) {
logger.info(`tx too large, removing pyth ixs.
keys: ${ixs.map((ix) => ix.keys.map((key) => key.pubkey.toString()))}
total number of maker positions: ${makerInfos.reduce(
(acc, maker) =>
acc +
(maker.data.makerUserAccount.perpPositions.length +
maker.data.makerUserAccount.spotPositions.length),
0
)}
total taker positions: ${
takerUser.perpPositions.length + takerUser.spotPositions.length
}
marketIndex: ${nodeToFill.node.order!.marketIndex}
taker has position in market: ${takerUser.perpPositions.some(
(pos) => pos.marketIndex === nodeToFill.node.order!.marketIndex
)}
makers have position in market: ${makerInfos.some((maker) =>
maker.data.makerUserAccount.perpPositions.some(
(pos) => pos.marketIndex === nodeToFill.node.order!.marketIndex
)
)}
`);
ixs = removePythIxs(ixs);
}
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts!,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
removeLastIxPostSim,
});
logger.info(
`tryFillPerpNode estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
);
if (simResult.simError) {
logger.error(
`simError: ${JSON.stringify(
simResult.simError
)} (fillTxId: ${fillTxId})`
);
} else {
if (this.hasEnoughSolToFill) {
this.sendFillTxAndParseLogs(
fillTxId,
[nodeToFill],
simResult.tx,
buildForBundle
);
} else {
logger.info(
`Not enough SOL to fill, skipping executeFillablePerpNodesForMarket`
);
}
}
}
protected async sendFillTxAndParseLogs(
fillTxId: number,
nodesSent: Array<NodeToFillWithBuffer>,
tx: VersionedTransaction,
buildForBundle: boolean
) {
let txResp: Promise<TxSigAndSlot> | undefined = undefined;
let estTxSize: number | undefined = undefined;
let txAccounts = 0;
let writeAccs = 0;
const accountMetas: any[] = [];
const txStart = Date.now();
// @ts-ignore;
tx.sign([this.driftClient.wallet.payer]);
const txSig = bs58.encode(tx.signatures[0]);
if (buildForBundle) {
await this.sendTxThroughJito(tx, fillTxId);
this.removeFillingNodes(nodesSent);
} else {
estTxSize = tx.message.serialize().length;
const acc = tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts!,
});
txAccounts = acc.length;
for (let i = 0; i < txAccounts; i++) {
const meta: any = {};
if (tx.message.isAccountWritable(i)) {
writeAccs++;
meta['writeable'] = true;
}
if (tx.message.isAccountSigner(i)) {
meta['signer'] = true;
}
meta['address'] = acc.get(i)!.toBase58();
accountMetas.push(meta);
}
txResp = this.driftClient.txSender.sendVersionedTransaction(
tx,
[],
this.driftClient.opts
);
}
this.registerTxSigToConfirm(txSig, Date.now(), nodesSent, fillTxId, 'fill');
if (txResp) {
txResp
.then((resp: TxSigAndSlot) => {
const duration = Date.now() - txStart;
logger.info(
`${logPrefix} sent tx: ${resp.txSig}, took: ${duration}ms (fillTxId: ${fillTxId})`
);
})
.catch(async (e) => {
const simError = e as SendTransactionError;
logger.error(
`${logPrefix} Failed to send packed tx txAccountKeys: ${txAccounts} (${writeAccs} writeable) (fillTxId: ${fillTxId}), error: ${simError.message}`
);
if (e.message.includes('too large:')) {
logger.error(
`${logPrefix}: :boxing_glove: Tx too large, estimated to be ${estTxSize} (fillId: ${fillTxId}). ${
e.message
}\n${JSON.stringify(accountMetas)}`
);
return;
}
if (simError.logs && simError.logs.length > 0) {
const errorCode = getErrorCode(e);
logger.error(
`${logPrefix} Failed to send tx, sim error (fillTxId: ${fillTxId}) error code: ${errorCode}`
);
}
})
.finally(() => {
this.removeFillingNodes(nodesSent);
});
}
}
protected async settlePnls() {
// Check if we have enough SOL to fill
const fillerSolBalance = await this.driftClient.connection.getBalance(
this.driftClient.authority
);
this.hasEnoughSolToFill = fillerSolBalance >= this.minGasBalanceToFill;
const user = this.driftClient.getUser(this.subaccount);
const activePerpPositions = user.getActivePerpPositions().sort((a, b) => {
return b.quoteAssetAmount.sub(a.quoteAssetAmount).toNumber();
});
const marketIds = activePerpPositions.map((pos) => pos.marketIndex);
const totalUnsettledPnl = activePerpPositions.reduce(
(totalUnsettledPnl, position) => {
return totalUnsettledPnl.add(position.quoteAssetAmount);
},
new BN(0)
);
const now = Date.now();
// Settle pnl if:
// - we are rebalancing and have enough unsettled pnl to rebalance preemptively
// - we are rebalancing and don't have enough SOL to fill
// - we have hit max positions to free up slots
if (
(this.rebalanceFiller &&
(totalUnsettledPnl.gte(
this.rebalanceSettledPnlThreshold.mul(QUOTE_PRECISION)
) ||
!this.hasEnoughSolToFill)) ||
marketIds.length >= MAX_POSITIONS_PER_USER
) {
logger.info(
`Settling positive PNLs for markets: ${JSON.stringify(marketIds)}`
);
if (now < this.lastSettlePnl + SETTLE_POSITIVE_PNL_COOLDOWN_MS) {
logger.info(`Want to settle positive pnl, but in cooldown...`);
} else {
let chunk_size;
if (marketIds.length < 5) {
chunk_size = marketIds.length;
} else {
chunk_size = marketIds.length / 2;
}
const settlePnlPromises: Array<Promise<TxSigAndSlot>> = [];
const buildForBundle = this.shouldBuildForBundle();
for (let i = 0; i < marketIds.length; i += chunk_size) {
const marketIdChunks = marketIds.slice(i, i + chunk_size);
try {
const ixs = [
ComputeBudgetProgram.setComputeUnitLimit({
units: 1_400_000, // will be overridden by simulateTx
}),
];
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
ComputeBudgetProgram.setComputeUnitPrice({
microLamports: Math.floor(
Math.max(
...marketIdChunks.map((marketId) => {
return this.priorityFeeSubscriber.getPriorityFees(
'perp',
marketId
)!.medium;
})
) *
this.driftClient.txSender.getSuggestedPriorityFeeMultiplier()
),
})
);
}
ixs.push(
...(await this.driftClient.getSettlePNLsIxs(
[
{
settleeUserAccountPublicKey: user.getUserAccountPublicKey(),
settleeUserAccount: this.driftClient.getUserAccount(
this.subaccount
)!,
},
],
marketIdChunks
))
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
payerPublicKey: this.driftClient.wallet.publicKey,
lookupTableAccounts: this.lookupTableAccounts!,
cuLimitMultiplier: SIM_CU_ESTIMATE_MULTIPLIER,
doSimulation: this.simulateTxForCUEstimate,
recentBlockhash: await this.getBlockhashForTx(),
removeLastIxPostSim: this.revertOnFailure,
});
this.simulateTxHistogram?.record(simResult.simTxDuration, {
type: 'settlePnl',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
this.estTxCuHistogram?.record(simResult.cuEstimate, {
type: 'settlePnl',
simError: simResult.simError !== null,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.info(
`settlePnls simError: ${JSON.stringify(simResult.simError)}`
);
handleSimResultError(
simResult,
errorCodesToSuppress,
`${this.name}: (settlePnls)`
);
} else {
if (!this.dryRun) {
// @ts-ignore;
simResult.tx.sign([this.driftClient.wallet.payer]);
if (buildForBundle) {
this.sendTxThroughJito(simResult.tx, 'settlePnl');
} else if (this.canSendOutsideJito()) {
settlePnlPromises.push(
this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts,
true
)
);
}
const txSig = bs58.encode(simResult.tx.signatures[0]);
this.registerTxSigToConfirm(
txSig,
Date.now(),
[],
-2,
'settlePnl'
);
} else {
logger.info(`dry run, skipping settlePnls)`);
}
}
} catch (err) {
if (!(err instanceof Error)) {
return;
}
const errorCode = getErrorCode(err) ?? 0;
logger.error(
`Error code: ${errorCode} while settling pnls for markets ${JSON.stringify(
marketIds
)}: ${err.message}`
);
console.error(err);
}
}
try {
const txs = await Promise.all(settlePnlPromises);
for (const tx of txs) {
logger.info(
`Settle positive PNLs tx: https://solscan/io/tx/${tx.txSig}`
);
}
} catch (e) {
logger.error(`Error settling positive pnls: ${e}`);
}
this.lastSettlePnl = now;
}
}
// If we are rebalancing, check if we have enough settled pnl in usdc account to rebalance,
// or if we have to go below threshold since we don't have enough sol
if (this.rebalanceFiller) {
const fillerDriftAccountUsdcBalance = this.driftClient.getTokenAmount(0);
const usdcSpotMarket = this.driftClient.getSpotMarketAccount(0);
const normalizedFillerDriftAccountUsdcBalance =
fillerDriftAccountUsdcBalance.divn(10 ** usdcSpotMarket!.decimals);
if (
normalizedFillerDriftAccountUsdcBalance.gte(
this.rebalanceSettledPnlThreshold
) ||
!this.hasEnoughSolToFill
) {
logger.info(
`Filler has ${normalizedFillerDriftAccountUsdcBalance.toNumber()} usdc to rebalance`
);
await this.rebalance();
}
}
}
protected async rebalance() {
logger.info(`Rebalancing filler`);
if (this.jupiterClient !== undefined) {
logger.info(`Swapping USDC for SOL to rebalance filler`);
swapFillerHardEarnedUSDCForSOL(
this.priorityFeeSubscriber,
this.driftClient,
this.jupiterClient,
await this.getBlockhashForTx(),
this.subaccount
).then(async () => {
const fillerSolBalanceAfterSwap =
await this.driftClient.connection.getBalance(
this.driftClient.authority,
'processed'
);
this.hasEnoughSolToFill =
fillerSolBalanceAfterSwap >= this.minGasBalanceToFill;
});
} else {
throw new Error('Jupiter client not initialized but trying to rebalance');
}
}
/**
* Gives filler reward estimate
*
* @param taker
* @param quoteAssetAmount
*/
protected calculateFillerRewardEstimate(
feeTier: FeeTier,
quoteAssetAmount: BN
) {
const takerFee = quoteAssetAmount
.muln(feeTier.feeNumerator)
.divn(feeTier.feeDenominator);
const fillerReward = BN.min(new BN(10_000), takerFee.divn(10));
return fillerReward;
}
protected async getNodeFillInfo(nodeToFill: NodeToFillWithBuffer): Promise<{
makerInfos: Array<DataAndSlot<MakerInfo>>;
takerUserPubKey: string;
takerUser: UserAccount;
takerUserSlot: number;
referrerInfo: ReferrerInfo | undefined;
marketType: MarketType;
fillerRewardEstimate: BN;
}> {
const makerInfos: Array<DataAndSlot<MakerInfo>> = [];
if (nodeToFill.makerNodes.length > 0) {
let makerNodesMap: MakerNodeMap = new Map<string, DLOBNode[]>();
for (const makerNode of nodeToFill.makerNodes) {
if (this.isDLOBNodeThrottled(makerNode)) {
continue;
}
if (!makerNode.userAccount) {
continue;
}
if (makerNodesMap.has(makerNode.userAccount!)) {
makerNodesMap.get(makerNode.userAccount!)!.push(makerNode);
} else {
makerNodesMap.set(makerNode.userAccount!, [makerNode]);
}
}
if (makerNodesMap.size > MAX_MAKERS_PER_FILL) {
logger.info(`selecting from ${makerNodesMap.size} makers`);
makerNodesMap = selectMakers(makerNodesMap);
logger.info(`selected: ${Array.from(makerNodesMap.keys()).join(',')}`);
}
const makerInfoMap = new Map(JSON.parse(nodeToFill.makerAccountData));
for (const [makerAccount, makerNodes] of makerNodesMap) {
const makerNode = makerNodes[0];
const makerUserAccount = decodeUser(
// @ts-ignore
Buffer.from(makerInfoMap.get(makerAccount)!.data)
);
const makerAuthority = makerUserAccount.authority;
const makerUserStats = (
await this.userStatsMap!.mustGet(makerAuthority.toString())
).userStatsAccountPublicKey;
makerInfos.push({
slot: this.slotSubscriber.getSlot(),
data: {
maker: new PublicKey(makerAccount),
makerUserAccount: makerUserAccount,
order: makerNode.order,
makerStats: makerUserStats,
},
});
}
}
const takerUserPubKey = nodeToFill.node.userAccount!.toString();
const takerUserAccount = decodeUser(
// @ts-ignore
Buffer.from(nodeToFill.userAccountData.data)
);
const referrerInfo = (
await this.userStatsMap!.mustGet(takerUserAccount.authority.toString())
).getReferrerInfo();
const fillerReward = this.calculateFillerRewardEstimate(
getUserFeeTier(
MarketType.PERP,
this.driftClient.getStateAccount(),
(
await this.userStatsMap.mustGet(takerUserAccount.authority.toString())
).getAccount()
),
// eslint-disable-next-line @typescript-eslint/no-non-null-asserted-optional-chain
nodeToFill.node
.order!.price.mul(nodeToFill.node.order!.baseAssetAmount)
.mul(QUOTE_PRECISION)
.div(PRICE_PRECISION)
.div(BASE_PRECISION)
.sub(nodeToFill.node.order!.quoteAssetAmountFilled)
);
return Promise.resolve({
makerInfos,
takerUserPubKey,
takerUser: takerUserAccount,
takerUserSlot: this.slotSubscriber.getSlot(),
referrerInfo,
marketType: nodeToFill.node.order!.marketType,
fillerRewardEstimate: fillerReward,
});
}
/**
* Queues up the txSig to be confirmed in a slower loop, and have tx logs handled
* @param txSig
*/
protected async registerTxSigToConfirm(
txSig: TransactionSignature,
now: number,
nodeFilled: Array<NodeToFillWithBuffer>,
fillTxId: number,
txType: TxType
) {
this.pendingTxSigsToconfirm.set(txSig, {
ts: now,
nodeFilled,
fillTxId,
txType,
});
const user = this.driftClient.getUser(this.subaccount);
this.sentTxsCounter?.add(1, {
txType,
...metricAttrFromUserAccount(
user.userAccountPublicKey,
user.getUserAccount()
),
});
}
/**
* Iterates through a tx's logs and handles it appropriately (e.g. throttling users, updating metrics, etc.)
*
* @param nodesFilled nodes that we sent a transaction to fill
* @param logs logs from tx.meta.logMessages or this.clearingHouse.program._events._eventParser.parseLogs
* @returns number of nodes successfully filled, and whether the tx exceeded CUs
*/
protected async handleTransactionLogs(
nodesFilled: Array<NodeToFill>,
logs: string[] | null | undefined
): Promise<{ filledNodes: number; exceededCUs: boolean }> {
if (!logs) {
return {
filledNodes: 0,
exceededCUs: false,
};
}
let inFillIx = false;
let errorThisFillIx = false;
let ixIdx = -1; // skip ComputeBudgetProgram
let successCount = 0;
let burstedCU = false;
for (const log of logs) {
if (log === null) {
logger.error(`log is null`);
continue;
}
if (log.includes('exceeded maximum number of instructions allowed')) {
// temporary burst CU limit
logger.warn(`Using bursted CU limit`);
this.useBurstCULimit = true;
this.fillTxSinceBurstCU = 0;
burstedCU = true;
continue;
}
if (isEndIxLog(this.driftClient.program.programId.toBase58(), log)) {
if (!errorThisFillIx) {
successCount++;
}
inFillIx = false;
errorThisFillIx = false;
continue;
}
if (isIxLog(log)) {
if (isFillIxLog(log)) {
inFillIx = true;
errorThisFillIx = false;
ixIdx++;
} else {
inFillIx = false;
}
continue;
}
if (!inFillIx) {
// this is not a log for a fill instruction
continue;
}
// try to handle the log line
const orderIdDoesNotExist = isOrderDoesNotExistLog(log);
if (orderIdDoesNotExist) {
const filledNode = nodesFilled[ixIdx];
if (filledNode) {
const isExpired = isOrderExpired(
filledNode.node.order!,
Date.now() / 1000,
true
);
logger.error(
`assoc node (ixIdx: ${ixIdx}): ${filledNode.node.userAccount!.toString()}, ${
filledNode.node.order!.orderId
}; does not exist (filled by someone else); ${log}, expired: ${isExpired}, orderTs: ${
filledNode.node.order!.maxTs
}, now: ${Date.now() / 1000}`
);
if (isExpired) {
const sig = getNodeToFillSignature(filledNode);
this.expiredNodesSet.set(sig, true);
}
}
errorThisFillIx = true;
continue;
}
const makerBreachedMaintenanceMargin =
isMakerBreachedMaintenanceMarginLog(log);
if (makerBreachedMaintenanceMargin !== null) {
logger.error(
`Throttling maker breached maintenance margin: ${makerBreachedMaintenanceMargin}`
);
this.setThrottledNode(makerBreachedMaintenanceMargin);
errorThisFillIx = true;
break;
}
const takerBreachedMaintenanceMargin =
isTakerBreachedMaintenanceMarginLog(log);
if (takerBreachedMaintenanceMargin && nodesFilled[ixIdx]) {
const filledNode = nodesFilled[ixIdx];
const takerNodeSignature = filledNode.node.userAccount!;
logger.error(
`taker breach maint. margin, assoc node (ixIdx: ${ixIdx}): ${filledNode.node.userAccount!.toString()}, ${
filledNode.node.order!.orderId
}; (throttling ${takerNodeSignature} and force cancelling orders); ${log}`
);
this.setThrottledNode(takerNodeSignature);
errorThisFillIx = true;
continue;
}
const errFillingLog = isErrFillingLog(log);
if (errFillingLog) {
const orderId = errFillingLog[0];
const userAcc = errFillingLog[1];
const extractedSig = getFillSignatureFromUserAccountAndOrderId(
userAcc,
orderId
);
this.setThrottledNode(extractedSig);
const filledNode = nodesFilled[ixIdx];
const assocNodeSig = getNodeToFillSignature(filledNode);
logger.warn(
`Throttling node due to fill error. extractedSig: ${extractedSig}, assocNodeSig: ${assocNodeSig}, assocNodeIdx: ${ixIdx}`
);
errorThisFillIx = true;
continue;
}
if (isErrStaleOracle(log)) {
logger.error(`Stale oracle error: ${log}`);
errorThisFillIx = true;
continue;
}
}
if (!burstedCU) {
if (this.fillTxSinceBurstCU > TX_COUNT_COOLDOWN_ON_BURST) {
this.useBurstCULimit = false;
}
this.fillTxSinceBurstCU += 1;
}
if (logs.length > 0) {
if (
logs[logs.length - 1].includes('exceeded CUs meter at BPF instruction')
) {
return {
filledNodes: successCount,
exceededCUs: true,
};
}
}
return {
filledNodes: successCount,
exceededCUs: false,
};
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/pnpm-lock.yaml
|
lockfileVersion: '9.0'
settings:
autoInstallPeers: true
excludeLinksFromLockfile: false
overrides:
'@ledgerhq/devices': 6.27.1
'@ledgerhq/errors': 6.16.3
'@ledgerhq/hw-transport': 6.27.1
'@ledgerhq/hw-transport-webhid': 6.27.1
'@solana/wallet-adapter-base': workspace:^
'@types/web': npm:typescript@~4.7.4
eslint: 8.22.0
'@ngraveio/bc-ur': 1.1.12
importers:
.:
devDependencies:
'@changesets/cli':
specifier: ^2.26.1
version: 2.26.2
'@types/node':
specifier: ^18.16.18
version: 18.16.19
'@typescript-eslint/eslint-plugin':
specifier: ^5.60.0
version: 5.62.0(@typescript-eslint/parser@5.62.0(eslint@8.22.0)(typescript@4.7.4))(eslint@8.22.0)(typescript@4.7.4)
'@typescript-eslint/parser':
specifier: ^5.60.0
version: 5.62.0(eslint@8.22.0)(typescript@4.7.4)
eslint:
specifier: 8.22.0
version: 8.22.0
eslint-config-prettier:
specifier: ^8.8.0
version: 8.8.0(eslint@8.22.0)
eslint-plugin-prettier:
specifier: ^4.2.1
version: 4.2.1(eslint-config-prettier@8.8.0(eslint@8.22.0))(eslint@8.22.0)(prettier@2.8.8)
eslint-plugin-react:
specifier: ^7.32.2
version: 7.33.0(eslint@8.22.0)
eslint-plugin-react-hooks:
specifier: ^4.6.0
version: 4.6.0(eslint@8.22.0)
eslint-plugin-require-extensions:
specifier: ^0.1.3
version: 0.1.3(eslint@8.22.0)
gh-pages:
specifier: ^4.0.0
version: 4.0.0
pnpm:
specifier: ^9
version: 9.1.1
prettier:
specifier: ^2.8.8
version: 2.8.8
shx:
specifier: ^0.3.4
version: 0.3.4
turbo:
specifier: ^1.13.3
version: 1.13.3
typedoc:
specifier: ^0.23.28
version: 0.23.28(typescript@4.7.4)
typescript:
specifier: ~4.7.4
version: 4.7.4
packages/core/base:
dependencies:
'@solana/wallet-standard-features':
specifier: ^1.1.0
version: 1.1.0
'@wallet-standard/base':
specifier: ^1.0.1
version: 1.0.1
'@wallet-standard/features':
specifier: ^1.0.3
version: 1.0.3
eventemitter3:
specifier: ^4.0.7
version: 4.0.7
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/node-fetch':
specifier: ^2.6.4
version: 2.6.4
shx:
specifier: ^0.3.4
version: 0.3.4
packages/core/react:
dependencies:
'@solana-mobile/wallet-adapter-mobile':
specifier: ^2.0.0
version: 2.0.1(@solana/web3.js@1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10))(react-native@0.72.3(@babel/core@7.22.9)(@babel/preset-env@7.22.9(@babel/core@7.22.9))(bufferutil@4.0.7)(react@18.2.0)(utf-8-validate@5.0.10))
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../base
'@solana/wallet-standard-wallet-adapter-react':
specifier: ^1.1.0
version: 1.1.0(@solana/wallet-adapter-base@packages+core+base)(@solana/web3.js@1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10))(bs58@5.0.0)(react@18.2.0)
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/jest':
specifier: ^28.1.8
version: 28.1.8
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
jest:
specifier: ^28.1.3
version: 28.1.3(@types/node@18.16.19)
jest-environment-jsdom:
specifier: ^28.1.3
version: 28.1.3(bufferutil@4.0.7)(utf-8-validate@5.0.10)
jest-localstorage-mock:
specifier: ^2.4.26
version: 2.4.26
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
shx:
specifier: ^0.3.4
version: 0.3.4
ts-jest:
specifier: ^28.0.8
version: 28.0.8(@babel/core@7.22.9)(@jest/types@28.1.3)(babel-jest@28.1.3(@babel/core@7.22.9))(jest@28.1.3(@types/node@18.16.19))(typescript@4.7.4)
packages/starter/create-react-app-starter:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
'@solana/wallet-adapter-react-ui':
specifier: workspace:^
version: link:../../ui/react-ui
'@solana/wallet-adapter-wallets':
specifier: workspace:^
version: link:../../wallets/wallets
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
react:
specifier: ^18.2.0
version: 18.2.0
react-app-rewired:
specifier: ^2.2.1
version: 2.2.1(react-scripts@5.0.1(@babel/plugin-syntax-flow@7.22.5(@babel/core@7.22.9))(@babel/plugin-transform-react-jsx@7.23.4(@babel/core@7.22.9))(@types/babel__core@7.20.1)(bufferutil@4.0.7)(eslint@8.22.0)(react@18.2.0)(type-fest@0.21.3)(typescript@4.7.4)(utf-8-validate@5.0.10))
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
react-scripts:
specifier: 5.0.1
version: 5.0.1(@babel/plugin-syntax-flow@7.22.5(@babel/core@7.22.9))(@babel/plugin-transform-react-jsx@7.23.4(@babel/core@7.22.9))(@types/babel__core@7.20.1)(bufferutil@4.0.7)(eslint@8.22.0)(react@18.2.0)(type-fest@0.21.3)(typescript@4.7.4)(utf-8-validate@5.0.10)
web-vitals:
specifier: ^2.1.4
version: 2.1.4
devDependencies:
'@testing-library/jest-dom':
specifier: ^5.16.5
version: 5.17.0
'@testing-library/react':
specifier: ^13.4.0
version: 13.4.0(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@testing-library/user-event':
specifier: ^14.4.3
version: 14.4.3(@testing-library/dom@9.3.1)
'@types/jest':
specifier: ^28.1.8
version: 28.1.8
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
'@types/testing-library__jest-dom':
specifier: ^5.14.6
version: 5.14.8
browserify-zlib:
specifier: ^0.2.0
version: 0.2.0
crypto-browserify:
specifier: ^3.12.0
version: 3.12.0
https-browserify:
specifier: ^1.0.0
version: 1.0.0
process:
specifier: ^0.11.10
version: 0.11.10
shx:
specifier: ^0.3.4
version: 0.3.4
source-map-loader:
specifier: ^4.0.1
version: 4.0.1(webpack@5.88.2)
stream-browserify:
specifier: ^3.0.0
version: 3.0.0
stream-http:
specifier: ^3.2.0
version: 3.2.0
typescript:
specifier: ~4.7.4
version: 4.7.4
url:
specifier: ^0.11.1
version: 0.11.1
webpack:
specifier: ^5.88.0
version: 5.88.2
packages/starter/example:
dependencies:
'@ant-design/icons':
specifier: ^4.8.0
version: 4.8.0(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@emotion/react':
specifier: ^11.11.1
version: 11.11.1(@types/react@18.2.15)(react@18.2.0)
'@emotion/styled':
specifier: ^11.11.0
version: 11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/icons-material':
specifier: ^5.11.16
version: 5.14.1(@mui/material@5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/material':
specifier: ^5.13.5
version: 5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@noble/curves':
specifier: ^1.1.0
version: 1.1.0
'@solana/wallet-adapter-ant-design':
specifier: workspace:^
version: link:../../ui/ant-design
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-material-ui':
specifier: workspace:^
version: link:../../ui/material-ui
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
'@solana/wallet-adapter-react-ui':
specifier: workspace:^
version: link:../../ui/react-ui
'@solana/wallet-adapter-wallets':
specifier: workspace:^
version: link:../../wallets/wallets
'@solana/wallet-standard-features':
specifier: ^1.1.0
version: 1.1.0
'@solana/wallet-standard-util':
specifier: ^1.1.0
version: 1.1.0
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
antd:
specifier: ^4.24.10
version: 4.24.12(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
bs58:
specifier: ^4.0.1
version: 4.0.1
next:
specifier: ^12.3.4
version: 12.3.4(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
notistack:
specifier: ^3.0.1
version: 3.0.1(csstype@3.1.2)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
devDependencies:
'@types/bs58':
specifier: ^4.0.1
version: 4.0.1
'@types/node-fetch':
specifier: ^2.6.4
version: 2.6.4
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
eslint:
specifier: 8.22.0
version: 8.22.0
eslint-config-next:
specifier: ^12.3.4
version: 12.3.4(eslint@8.22.0)(typescript@4.7.4)
next-plugin-antd-less:
specifier: ^1.8.0
version: 1.8.0(webpack@5.88.2)
prettier:
specifier: ^2.8.8
version: 2.8.8
shx:
specifier: ^0.3.4
version: 0.3.4
typescript:
specifier: ~4.7.4
version: 4.7.4
packages/starter/material-ui-starter:
dependencies:
'@emotion/react':
specifier: ^11.11.1
version: 11.11.1(@types/react@18.2.15)(react@18.2.0)
'@emotion/styled':
specifier: ^11.11.0
version: 11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/icons-material':
specifier: ^5.11.16
version: 5.14.1(@mui/material@5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/material':
specifier: ^5.13.5
version: 5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-material-ui':
specifier: workspace:^
version: link:../../ui/material-ui
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
'@solana/wallet-adapter-wallets':
specifier: workspace:^
version: link:../../wallets/wallets
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
notistack:
specifier: ^3.0.1
version: 3.0.1(csstype@3.1.2)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
devDependencies:
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
parcel:
specifier: ^2.9.2
version: 2.9.3(@swc/helpers@0.5.1)(postcss@8.4.35)(relateurl@0.2.7)(srcset@4.0.0)(terser@5.19.1)
prettier:
specifier: ^2.8.8
version: 2.8.8
process:
specifier: ^0.11.10
version: 0.11.10
shx:
specifier: ^0.3.4
version: 0.3.4
typescript:
specifier: ~4.7.4
version: 4.7.4
packages/starter/nextjs-starter:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
'@solana/wallet-adapter-react-ui':
specifier: workspace:^
version: link:../../ui/react-ui
'@solana/wallet-adapter-wallets':
specifier: workspace:^
version: link:../../wallets/wallets
next:
specifier: ^12.3.4
version: 12.3.4(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
devDependencies:
'@types/node-fetch':
specifier: ^2.6.4
version: 2.6.4
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
eslint:
specifier: 8.22.0
version: 8.22.0
eslint-config-next:
specifier: ^12.3.4
version: 12.3.4(eslint@8.22.0)(typescript@4.7.4)
prettier:
specifier: ^2.8.8
version: 2.8.8
shx:
specifier: ^0.3.4
version: 0.3.4
typescript:
specifier: ~4.7.4
version: 4.7.4
packages/starter/react-ui-starter:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
'@solana/wallet-adapter-react-ui':
specifier: workspace:^
version: link:../../ui/react-ui
'@solana/wallet-adapter-wallets':
specifier: workspace:^
version: link:../../wallets/wallets
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
devDependencies:
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
parcel:
specifier: ^2.9.2
version: 2.9.3(@swc/helpers@0.5.1)(postcss@8.4.35)(relateurl@0.2.7)(srcset@4.0.0)(terser@5.19.1)
prettier:
specifier: ^2.8.8
version: 2.8.8
process:
specifier: ^0.11.10
version: 0.11.10
shx:
specifier: ^0.3.4
version: 0.3.4
typescript:
specifier: ~4.7.4
version: 4.7.4
packages/ui/ant-design:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-base-ui':
specifier: workspace:^
version: link:../base-ui
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
devDependencies:
'@ant-design/icons':
specifier: ^4.8.0
version: 4.8.0(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
antd:
specifier: ^4.24.10
version: 4.24.12(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/ui/base-ui:
dependencies:
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/react':
specifier: ^18.2.13
version: 18.2.15
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/ui/material-ui:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-base-ui':
specifier: workspace:^
version: link:../base-ui
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
devDependencies:
'@emotion/react':
specifier: ^11.11.1
version: 11.11.1(@types/react@18.2.15)(react@18.2.0)
'@emotion/styled':
specifier: ^11.11.0
version: 11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/icons-material':
specifier: ^5.11.16
version: 5.14.1(@mui/material@5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0))(@types/react@18.2.15)(react@18.2.0)
'@mui/material':
specifier: ^5.13.5
version: 5.14.1(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@emotion/styled@11.11.0(@emotion/react@11.11.1(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react@18.2.0))(@types/react@18.2.15)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/ui/react-ui:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
'@solana/wallet-adapter-base-ui':
specifier: workspace:^
version: link:../base-ui
'@solana/wallet-adapter-react':
specifier: workspace:^
version: link:../../core/react
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/react':
specifier: ^18.2.13
version: 18.2.15
'@types/react-dom':
specifier: ^18.2.6
version: 18.2.7
react:
specifier: ^18.2.0
version: 18.2.0
react-dom:
specifier: ^18.2.0
version: 18.2.0(react@18.2.0)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/alpha:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/avana:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/bitkeep:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/bitpie:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/clover:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/coin98:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
bs58:
specifier: ^4.0.1
version: 4.0.1
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/bs58':
specifier: ^4.0.1
version: 4.0.1
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/coinbase:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/coinhub:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/fractal:
dependencies:
'@fractalwagmi/solana-wallet-adapter':
specifier: ^0.1.1
version: 0.1.1(react-dom@18.2.0(react@18.2.0))(react@18.2.0)
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/huobi:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/hyperpay:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/keystone:
dependencies:
'@keystonehq/sol-keyring':
specifier: ^0.20.0
version: 0.20.0(bufferutil@4.0.7)(react-dom@18.2.0(react@18.2.0))(react@18.2.0)(utf-8-validate@5.0.10)
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/krystal:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/ledger:
dependencies:
'@ledgerhq/devices':
specifier: 6.27.1
version: 6.27.1
'@ledgerhq/hw-transport':
specifier: 6.27.1
version: 6.27.1
'@ledgerhq/hw-transport-webhid':
specifier: 6.27.1
version: 6.27.1
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
buffer:
specifier: ^6.0.3
version: 6.0.3
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
'@types/w3c-web-hid':
specifier: ^1.0.3
version: 1.0.3
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/mathwallet:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/neko:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/nightly:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
version: 1.78.0(bufferutil@4.0.7)(utf-8-validate@5.0.10)
shx:
specifier: ^0.3.4
version: 0.3.4
packages/wallets/nufi:
dependencies:
'@solana/wallet-adapter-base':
specifier: workspace:^
version: link:../../core/base
devDependencies:
'@solana/web3.js':
specifier: ^1.77.3
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css-loader: 6.8.1(webpack@5.88.2)
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y18n@5.0.8: {}
yallist@2.1.2: {}
yallist@3.1.1: {}
yallist@4.0.0: {}
yaml@1.10.2: {}
yaml@2.3.1: {}
yargs-parser@13.1.2:
dependencies:
camelcase: 5.3.1
decamelize: 1.2.0
yargs-parser@18.1.3:
dependencies:
camelcase: 5.3.1
decamelize: 1.2.0
yargs-parser@20.2.9: {}
yargs-parser@21.1.1: {}
yargs@13.3.2:
dependencies:
cliui: 5.0.0
find-up: 3.0.0
get-caller-file: 2.0.5
require-directory: 2.1.1
require-main-filename: 2.0.0
set-blocking: 2.0.0
string-width: 3.1.0
which-module: 2.0.1
y18n: 4.0.3
yargs-parser: 13.1.2
yargs@15.4.1:
dependencies:
cliui: 6.0.0
decamelize: 1.2.0
find-up: 4.1.0
get-caller-file: 2.0.5
require-directory: 2.1.1
require-main-filename: 2.0.0
set-blocking: 2.0.0
string-width: 4.2.3
which-module: 2.0.1
y18n: 4.0.3
yargs-parser: 18.1.3
yargs@16.2.0:
dependencies:
cliui: 7.0.4
escalade: 3.1.1
get-caller-file: 2.0.5
require-directory: 2.1.1
string-width: 4.2.3
y18n: 5.0.8
yargs-parser: 20.2.9
yargs@17.7.2:
dependencies:
cliui: 8.0.1
escalade: 3.1.1
get-caller-file: 2.0.5
require-directory: 2.1.1
string-width: 4.2.3
y18n: 5.0.8
yargs-parser: 21.1.1
yocto-queue@0.1.0: {}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.root.json
|
{
"extends": "./tsconfig.base.json",
"compilerOptions": {
"composite": true
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/LICENSE
|
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
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| 0
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solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.base.json
|
{
"include": [],
"compilerOptions": {
"target": "ESNext",
"module": "ESNext",
"moduleResolution": "Node",
"esModuleInterop": true,
"isolatedModules": true,
"noEmitOnError": true,
"resolveJsonModule": true,
"strict": true,
"stripInternal": true
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/turbo.json
|
{
"$schema": "https://turbo.build/schema.json",
"pipeline": {
"build": {
"dependsOn": ["^build"],
"inputs": ["$TURBO_DEFAULT$", "tsconfig.*", "src/**"],
"outputs": [".next/**", "build/**", "dist/**", "lib/**"]
},
"lint": {
"inputs": ["$TURBO_DEFAULT$", "src/**", "test/**"],
"outputs": []
},
"test": {
"dependsOn": ["build"],
"inputs": ["$TURBO_DEFAULT$", "src/**", "test/**"],
"outputs": []
}
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.eslintrc
|
{
"root": true,
"extends": [
"eslint:recommended",
"plugin:@typescript-eslint/recommended",
"plugin:prettier/recommended",
"plugin:react/recommended",
"plugin:react-hooks/recommended",
"plugin:require-extensions/recommended"
],
"parser": "@typescript-eslint/parser",
"plugins": [
"@typescript-eslint",
"prettier",
"react",
"react-hooks",
"require-extensions"
],
"settings": {
"react": {
"version": "detect"
}
},
"rules": {
"@typescript-eslint/ban-ts-comment": "off",
"@typescript-eslint/no-explicit-any": "off",
"@typescript-eslint/no-unused-vars": "off",
"@typescript-eslint/no-empty-interface": "off",
"@typescript-eslint/consistent-type-imports": "error",
"react/no-unescaped-entities": ["error", { "forbid": [">"] }],
"react-hooks/rules-of-hooks": "error",
"react-hooks/exhaustive-deps": "warn"
},
"overrides": [
{
"files": [
"packages/starter/**/*"
],
"rules": {
"require-extensions/require-extensions": "off"
}
}
]
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.npmrc
|
auto-install-peers=true
strict-peer-dependencies=false
shamefully-hoist=true
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.tests.json
|
{
"extends": "./tsconfig.base.json",
"compilerOptions": {
"noEmit": true
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.prettierignore
|
.github
.next
.parcel-cache
.swc
docs
lib
build
dist
out
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.editorconfig
|
root = true
[*]
charset = utf-8
indent_style = space
indent_size = 4
end_of_line = lf
insert_final_newline = true
trim_trailing_whitespace = true
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.esm.json
|
{
"extends": "./tsconfig.base.json",
"compilerOptions": {
"target": "ES2020",
"module": "ES2020",
"sourceMap": true,
"declaration": true,
"declarationMap": true
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/package.json
|
{
"private": true,
"name": "@solana/wallet-adapter",
"author": "Solana Maintainers <maintainers@solana.foundation>",
"repository": "https://github.com/anza-xyz/wallet-adapter",
"license": "Apache-2.0",
"engines": {
"node": ">=18",
"pnpm": ">=9"
},
"type": "module",
"sideEffects": false,
"scripts": {
"nuke": "shx rm -rf packages/*/*/node_modules node_modules pnpm-lock.yaml || true",
"reinstall": "pnpm run nuke && pnpm install",
"clean": "pnpm --recursive --workspace-concurrency=0 run clean && shx rm -rf **/*.tsbuildinfo",
"build": "turbo run build --concurrency=100%",
"build:clean": "pnpm run clean && pnpm run build",
"release": "pnpm run build:clean && pnpm test && changeset publish && git push --follow-tags && git status",
"watch": "tsc --build --verbose --watch tsconfig.all.json",
"fmt": "prettier --write '{*,**/*}.{ts,tsx,js,jsx,json}'",
"lint": "turbo run lint --concurrency=100%",
"lint:fix": "pnpm run fmt && eslint --fix .",
"test": "turbo run test --concurrency=100%",
"deploy": "pnpm run deploy:docs && pnpm run deploy:example",
"docs": "shx rm -rf docs && NODE_OPTIONS=--max_old_space_size=16000 typedoc && shx cp ./{.nojekyll,wallets.png} docs/",
"deploy:docs": "pnpm run docs && gh-pages --dist docs --dotfiles",
"example": "pnpm run --filter {packages/starter/example} export",
"deploy:example": "pnpm run example && gh-pages --dist packages/starter/example/out --dest example --dotfiles"
},
"devDependencies": {
"@changesets/cli": "^2.26.1",
"@types/node": "^18.16.18",
"@typescript-eslint/eslint-plugin": "^5.60.0",
"@typescript-eslint/parser": "^5.60.0",
"eslint": "8.22.0",
"eslint-config-prettier": "^8.8.0",
"eslint-plugin-prettier": "^4.2.1",
"eslint-plugin-react": "^7.32.2",
"eslint-plugin-react-hooks": "^4.6.0",
"eslint-plugin-require-extensions": "^0.1.3",
"gh-pages": "^4.0.0",
"pnpm": "^9",
"prettier": "^2.8.8",
"shx": "^0.3.4",
"turbo": "^1.13.3",
"typedoc": "^0.23.28",
"typescript": "~4.7.4"
},
"overrides": {
"@ledgerhq/devices": "6.27.1",
"@ledgerhq/errors": "6.16.3",
"@ledgerhq/hw-transport": "6.27.1",
"@ledgerhq/hw-transport-webhid": "6.27.1",
"@solana/wallet-adapter-base": "workspace:^",
"@types/web": "npm:typescript@~4.7.4",
"eslint": "8.22.0",
"@ngraveio/bc-ur": "1.1.12"
},
"resolutions": {
"@ledgerhq/devices": "6.27.1",
"@ledgerhq/errors": "6.16.3",
"@ledgerhq/hw-transport": "6.27.1",
"@ledgerhq/hw-transport-webhid": "6.27.1",
"@solana/wallet-adapter-base": "workspace:^",
"@types/web": "npm:typescript@~4.7.4",
"eslint": "8.22.0",
"@ngraveio/bc-ur": "1.1.12"
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.cjs.json
|
{
"extends": "./tsconfig.base.json",
"compilerOptions": {
"target": "ES2016",
"module": "CommonJS",
"sourceMap": true
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.prettierrc
|
{
"printWidth": 120,
"trailingComma": "es5",
"tabWidth": 4,
"semi": true,
"singleQuote": true
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/typedoc.json
|
{
"entryPoints": ["packages/core/*", "packages/ui/*", "packages/wallets/wallets"],
"entryPointStrategy": "packages",
"out": "docs",
"readme": "README.md"
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.json
|
{
"extends": "./tsconfig.all.json",
"include": ["./packages/*/*/src", "./packages/*/*/package.json"],
"compilerOptions": {
"noEmit": true,
"skipLibCheck": true,
"jsx": "react"
}
}
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/.eslintignore
|
.github
.next
.parcel-cache
.swc
docs
lib
build
dist
out
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/pnpm-workspace.yaml
|
packages:
- 'packages/*/*'
| 0
|
solana_public_repos/anza-xyz
|
solana_public_repos/anza-xyz/wallet-adapter/tsconfig.all.json
|
{
"extends": "./tsconfig.root.json",
"references": [
{
"path": "./packages/core/base/tsconfig.json"
},
{
"path": "./packages/core/react/tsconfig.json"
},
{
"path": "./packages/starter/create-react-app-starter/tsconfig.json"
},
{
"path": "./packages/starter/example/tsconfig.json"
},
{
"path": "./packages/starter/material-ui-starter/tsconfig.json"
},
{
"path": "./packages/starter/nextjs-starter/tsconfig.json"
},
{
"path": "./packages/starter/react-ui-starter/tsconfig.json"
},
{
"path": "./packages/ui/ant-design/tsconfig.json"
},
{
"path": "./packages/ui/base-ui/tsconfig.json"
},
{
"path": "./packages/ui/material-ui/tsconfig.json"
},
{
"path": "./packages/ui/react-ui/tsconfig.json"
},
{
"path": "./packages/wallets/alpha/tsconfig.json"
},
{
"path": "./packages/wallets/avana/tsconfig.json"
},
{
"path": "./packages/wallets/bitkeep/tsconfig.json"
},
{
"path": "./packages/wallets/bitpie/tsconfig.json"
},
{
"path": "./packages/wallets/clover/tsconfig.json"
},
{
"path": "./packages/wallets/coin98/tsconfig.json"
},
{
"path": "./packages/wallets/coinbase/tsconfig.json"
},
{
"path": "./packages/wallets/coinhub/tsconfig.json"
},
{
"path": "./packages/wallets/fractal/tsconfig.json"
},
{
"path": "./packages/wallets/huobi/tsconfig.json"
},
{
"path": "./packages/wallets/hyperpay/tsconfig.json"
},
{
"path": "./packages/wallets/keystone/tsconfig.json"
},
{
"path": "./packages/wallets/krystal/tsconfig.json"
},
{
"path": "./packages/wallets/ledger/tsconfig.json"
},
{
"path": "./packages/wallets/mathwallet/tsconfig.json"
},
{
"path": "./packages/wallets/neko/tsconfig.json"
},
{
"path": "./packages/wallets/nightly/tsconfig.json"
},
{
"path": "./packages/wallets/nufi/tsconfig.json"
},
{
"path": "./packages/wallets/onto/tsconfig.json"
},
{
"path": "./packages/wallets/particle/tsconfig.json"
},
{
"path": "./packages/wallets/phantom/tsconfig.json"
},
{
"path": "./packages/wallets/safepal/tsconfig.json"
},
{
"path": "./packages/wallets/saifu/tsconfig.json"
},
{
"path": "./packages/wallets/salmon/tsconfig.json"
},
{
"path": "./packages/wallets/sky/tsconfig.json"
},
{
"path": "./packages/wallets/solflare/tsconfig.json"
},
{
"path": "./packages/wallets/solong/tsconfig.json"
},
{
"path": "./packages/wallets/spot/tsconfig.json"
},
{
"path": "./packages/wallets/tokenary/tsconfig.json"
},
{
"path": "./packages/wallets/tokenpocket/tsconfig.json"
},
{
"path": "./packages/wallets/torus/tsconfig.json"
},
{
"path": "./packages/wallets/trezor/tsconfig.json"
},
{
"path": "./packages/wallets/trust/tsconfig.json"
},
{
"path": "./packages/wallets/unsafe-burner/tsconfig.json"
},
{
"path": "./packages/wallets/walletconnect/tsconfig.json"
},
{
"path": "./packages/wallets/wallets/tsconfig.json"
},
{
"path": "./packages/wallets/xdefi/tsconfig.json"
}
]
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter
|
solana_public_repos/anza-xyz/wallet-adapter/.changeset/config.json
|
{
"$schema": "https://unpkg.com/@changesets/config@2.2.0/schema.json",
"changelog": "@changesets/cli/changelog",
"commit": false,
"fixed": [],
"linked": [],
"access": "restricted",
"baseBranch": "master",
"updateInternalDependencies": "patch",
"ignore": []
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/LICENSE
|
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
1. Definitions.
"License" shall mean the terms and conditions for use, reproduction,
and distribution as defined by Sections 1 through 9 of this document.
"Licensor" shall mean the copyright owner or entity authorized by
the copyright owner that is granting the License.
"Legal Entity" shall mean the union of the acting entity and all
other entities that control, are controlled by, or are under common
control with that entity. For the purposes of this definition,
"control" means (i) the power, direct or indirect, to cause the
direction or management of such entity, whether by contract or
otherwise, or (ii) ownership of fifty percent (50%) or more of the
outstanding shares, or (iii) beneficial ownership of such entity.
"You" (or "Your") shall mean an individual or Legal Entity
exercising permissions granted by this License.
"Source" form shall mean the preferred form for making modifications,
including but not limited to software source code, documentation
source, and configuration files.
"Object" form shall mean any form resulting from mechanical
transformation or translation of a Source form, including but
not limited to compiled object code, generated documentation,
and conversions to other media types.
"Work" shall mean the work of authorship, whether in Source or
Object form, made available under the License, as indicated by a
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/tsconfig.esm.json
|
{
"extends": "../../../tsconfig.esm.json",
"include": ["src"],
"compilerOptions": {
"outDir": "lib/esm",
"declarationDir": "lib/types",
"jsx": "react"
}
}
| 0
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/package.json
|
{
"name": "@solana/wallet-adapter-material-ui",
"version": "0.16.34",
"author": "Solana Maintainers <maintainers@solana.foundation>",
"repository": "https://github.com/anza-xyz/wallet-adapter",
"license": "Apache-2.0",
"publishConfig": {
"access": "public"
},
"files": [
"lib",
"src",
"LICENSE"
],
"engines": {
"node": ">=18"
},
"type": "module",
"sideEffects": false,
"main": "./lib/cjs/index.js",
"module": "./lib/esm/index.js",
"types": "./lib/types/index.d.ts",
"exports": {
"require": "./lib/cjs/index.js",
"import": "./lib/esm/index.js",
"types": "./lib/types/index.d.ts"
},
"scripts": {
"build": "tsc --build --verbose && pnpm run package",
"clean": "shx mkdir -p lib && shx rm -rf lib",
"lint": "prettier --check 'src/{*,**/*}.{ts,tsx,js,jsx,json}' && eslint",
"package": "shx mkdir -p lib/cjs && shx echo '{ \"type\": \"commonjs\" }' > lib/cjs/package.json"
},
"peerDependencies": {
"@mui/icons-material": "*",
"@mui/material": "*",
"@solana/web3.js": "^1.77.3",
"react": "*",
"react-dom": "*"
},
"dependencies": {
"@solana/wallet-adapter-base": "workspace:^",
"@solana/wallet-adapter-base-ui": "workspace:^",
"@solana/wallet-adapter-react": "workspace:^"
},
"devDependencies": {
"@emotion/react": "^11.11.1",
"@emotion/styled": "^11.11.0",
"@mui/icons-material": "^5.11.16",
"@mui/material": "^5.13.5",
"@solana/web3.js": "^1.77.3",
"@types/react": "^18.2.13",
"@types/react-dom": "^18.2.6",
"react": "^18.2.0",
"react-dom": "^18.2.0",
"shx": "^0.3.4"
}
}
| 0
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/tsconfig.cjs.json
|
{
"extends": "../../../tsconfig.cjs.json",
"include": ["src"],
"compilerOptions": {
"outDir": "lib/cjs",
"jsx": "react"
}
}
| 0
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/tsconfig.json
|
{
"extends": "../../../tsconfig.root.json",
"references": [
{
"path": "./tsconfig.cjs.json"
},
{
"path": "./tsconfig.esm.json"
}
]
}
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletIcon.tsx
|
import type { Theme } from '@mui/material';
import { styled } from '@mui/material';
import type { Wallet } from '@solana/wallet-adapter-react';
import type { DetailedHTMLProps, FC, ImgHTMLAttributes } from 'react';
import React from 'react';
const Img = styled('img')(({ theme }: { theme: Theme }) => ({
width: theme.spacing(3),
height: theme.spacing(3),
}));
export interface WalletIconProps extends DetailedHTMLProps<ImgHTMLAttributes<HTMLImageElement>, HTMLImageElement> {
wallet: { adapter: Pick<Wallet['adapter'], 'icon' | 'name'> } | null;
}
export const WalletIcon: FC<WalletIconProps> = ({ wallet, ...props }) => {
return wallet && <Img src={wallet.adapter.icon} alt={`${wallet.adapter.name} icon`} {...props} />;
};
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletConnectButton.tsx
|
import type { ButtonProps } from '@mui/material';
import React from 'react';
import { BaseWalletConnectButton } from './BaseWalletConnectButton.js';
const LABELS = {
connecting: 'Connecting ...',
connected: 'Connected',
'has-wallet': 'Connect',
'no-wallet': 'Connect Wallet',
} as const;
export function WalletConnectButton(props: ButtonProps) {
return <BaseWalletConnectButton {...props} labels={LABELS} />;
}
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|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletDialogProvider.tsx
|
import type { FC, ReactNode } from 'react';
import React, { useState } from 'react';
import { WalletDialogContext } from './useWalletDialog.js';
import type { WalletDialogProps } from './WalletDialog.js';
import { WalletDialog } from './WalletDialog.js';
export interface WalletDialogProviderProps extends WalletDialogProps {
children: ReactNode;
}
export const WalletDialogProvider: FC<WalletDialogProviderProps> = ({ children, ...props }) => {
const [open, setOpen] = useState(false);
return (
<WalletDialogContext.Provider
value={{
open,
setOpen,
}}
>
{children}
<WalletDialog {...props} />
</WalletDialogContext.Provider>
);
};
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletDialog.tsx
|
import {
// FIXME(https://github.com/mui/material-ui/issues/35233)
Close as CloseIcon,
// FIXME(https://github.com/mui/material-ui/issues/35233)
ExpandLess as CollapseIcon,
// FIXME(https://github.com/mui/material-ui/issues/35233)
ExpandMore as ExpandIcon,
} from '@mui/icons-material';
import type { DialogProps, Theme } from '@mui/material';
import {
Button,
Collapse,
Dialog,
DialogContent,
DialogTitle,
IconButton,
List,
ListItem,
styled,
} from '@mui/material';
import type { WalletName } from '@solana/wallet-adapter-base';
import { WalletReadyState } from '@solana/wallet-adapter-base';
import { useWallet, type Wallet } from '@solana/wallet-adapter-react';
import type { FC, ReactElement, SyntheticEvent } from 'react';
import React, { useCallback, useMemo, useState } from 'react';
import { WalletListItem } from './WalletListItem.js';
import { useWalletDialog } from './useWalletDialog.js';
const RootDialog = styled(Dialog)(({ theme }: { theme: Theme }) => ({
'& .MuiDialog-paper': {
width: theme.spacing(40),
margin: 0,
},
'& .MuiDialogTitle-root': {
backgroundColor: theme.palette.primary.main,
display: 'flex',
justifyContent: 'space-between',
lineHeight: theme.spacing(5),
'& .MuiIconButton-root': {
flexShrink: 1,
padding: theme.spacing(),
marginRight: theme.spacing(-1),
color: theme.palette.grey[500],
},
},
'& .MuiDialogContent-root': {
padding: 0,
'& .MuiCollapse-root': {
'& .MuiList-root': {
background: theme.palette.grey[900],
},
},
'& .MuiList-root': {
background: theme.palette.grey[900],
padding: 0,
},
'& .MuiListItem-root': {
boxShadow: 'inset 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.1)',
'&:hover': {
boxShadow:
'inset 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.1)' + ', 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.05)',
},
padding: 0,
'& .MuiButton-endIcon': {
margin: 0,
},
'& .MuiButton-root': {
color: theme.palette.text.primary,
flexGrow: 1,
justifyContent: 'space-between',
padding: theme.spacing(1, 3),
borderRadius: undefined,
fontSize: '1rem',
fontWeight: 400,
},
'& .MuiSvgIcon-root': {
color: theme.palette.grey[500],
},
},
},
}));
export interface WalletDialogProps extends Omit<DialogProps, 'title' | 'open'> {
featuredWallets?: number;
title?: ReactElement;
}
export const WalletDialog: FC<WalletDialogProps> = ({
title = 'Select your wallet',
featuredWallets = 3,
onClose,
...props
}) => {
const { wallets, select } = useWallet();
const { open, setOpen } = useWalletDialog();
const [expanded, setExpanded] = useState(false);
const [featured, more] = useMemo(() => {
const installed: Wallet[] = [];
const notInstalled: Wallet[] = [];
for (const wallet of wallets) {
if (wallet.readyState === WalletReadyState.Installed) {
installed.push(wallet);
} else {
notInstalled.push(wallet);
}
}
const orderedWallets = [...installed, ...notInstalled];
return [orderedWallets.slice(0, featuredWallets), orderedWallets.slice(featuredWallets)];
}, [wallets, featuredWallets]);
const handleClose = useCallback(
(event: SyntheticEvent, reason?: 'backdropClick' | 'escapeKeyDown') => {
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion
if (onClose) onClose(event, reason!);
if (!event.defaultPrevented) setOpen(false);
},
[setOpen, onClose]
);
const handleWalletClick = useCallback(
(event: SyntheticEvent, walletName: WalletName) => {
select(walletName);
handleClose(event);
},
[select, handleClose]
);
const handleExpandClick = useCallback(() => setExpanded(!expanded), [setExpanded, expanded]);
return (
<RootDialog open={open} onClose={handleClose} {...props}>
<DialogTitle>
{title}
<IconButton onClick={handleClose} size="large">
<CloseIcon />
</IconButton>
</DialogTitle>
<DialogContent>
<List>
{featured.map((wallet) => (
<WalletListItem
key={wallet.adapter.name}
onClick={(event) => handleWalletClick(event, wallet.adapter.name)}
wallet={wallet}
/>
))}
{more.length ? (
<>
<Collapse in={expanded} timeout="auto" unmountOnExit>
<List>
{more.map((wallet) => (
<WalletListItem
key={wallet.adapter.name}
onClick={(event) => handleWalletClick(event, wallet.adapter.name)}
wallet={wallet}
/>
))}
</List>
</Collapse>
<ListItem>
<Button onClick={handleExpandClick}>
{expanded ? 'Less' : 'More'} options
{expanded ? <CollapseIcon /> : <ExpandIcon />}
</Button>
</ListItem>
</>
) : null}
</List>
</DialogContent>
</RootDialog>
);
};
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solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletMultiButton.tsx
|
import type { ButtonProps } from '@mui/material';
import React from 'react';
import { BaseWalletMultiButton } from './BaseWalletMultiButton.js';
const LABELS = {
'change-wallet': 'Change wallet',
connecting: 'Connecting ...',
'copy-address': 'Copy address',
disconnect: 'Disconnect',
'has-wallet': 'Connect',
'no-wallet': 'Select Wallet',
} as const;
export function WalletMultiButton(props: ButtonProps) {
return <BaseWalletMultiButton {...props} labels={LABELS} />;
}
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|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/useWalletDialog.ts
|
import { createContext, useContext } from 'react';
export interface WalletDialogContextState {
open: boolean;
setOpen: (open: boolean) => void;
}
export const WalletDialogContext = createContext<WalletDialogContextState>({} as WalletDialogContextState);
export function useWalletDialog(): WalletDialogContextState {
return useContext(WalletDialogContext);
}
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|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/BaseWalletMultiButton.tsx
|
import {
// FIXME(https://github.com/mui/material-ui/issues/35233)
FileCopy as CopyIcon,
// FIXME(https://github.com/mui/material-ui/issues/35233)
LinkOff as DisconnectIcon,
// FIXME(https://github.com/mui/material-ui/issues/35233)
SwapHoriz as SwitchIcon,
} from '@mui/icons-material';
import type { ButtonProps, Theme } from '@mui/material';
import { Collapse, Fade, ListItemIcon, Menu, MenuItem, styled } from '@mui/material';
import { useWalletMultiButton } from '@solana/wallet-adapter-base-ui';
import React, { useMemo, useState } from 'react';
import { BaseWalletConnectionButton } from './BaseWalletConnectionButton.js';
import { useWalletDialog } from './useWalletDialog.js';
const StyledMenu = styled(Menu)(({ theme }: { theme: Theme }) => ({
'& .MuiList-root': {
padding: 0,
},
'& .MuiListItemIcon-root': {
marginRight: theme.spacing(),
minWidth: 'unset',
'& .MuiSvgIcon-root': {
width: 20,
height: 20,
},
},
}));
const WalletActionMenuItem = styled(MenuItem)(({ theme }: { theme: Theme }) => ({
padding: theme.spacing(1, 2),
boxShadow: 'inset 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.1)',
'&:hover': {
boxShadow: 'inset 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.1)' + ', 0 1px 0 0 ' + 'rgba(255, 255, 255, 0.05)',
},
}));
const WalletMenuItem = styled(WalletActionMenuItem)(() => ({
padding: 0,
'& .MuiButton-root': {
borderRadius: 0,
},
}));
type Props = ButtonProps & {
labels: Omit<
{ [TButtonState in ReturnType<typeof useWalletMultiButton>['buttonState']]: string },
'connected' | 'disconnecting'
> & {
'copy-address': string;
'change-wallet': string;
disconnect: string;
};
};
export function BaseWalletMultiButton({ children, labels, ...props }: Props) {
const { setOpen: setModalVisible } = useWalletDialog();
const anchorRef = React.createRef<HTMLButtonElement>();
const [menuOpen, setMenuOpen] = useState(false);
const { buttonState, onConnect, onDisconnect, publicKey, walletIcon, walletName } = useWalletMultiButton({
onSelectWallet() {
setModalVisible(true);
},
});
const content = useMemo(() => {
if (children) {
return children;
} else if (publicKey) {
const base58 = publicKey.toBase58();
return base58.slice(0, 4) + '..' + base58.slice(-4);
} else if (buttonState === 'connecting' || buttonState === 'has-wallet') {
return labels[buttonState];
} else {
return labels['no-wallet'];
}
}, [buttonState, children, labels, publicKey]);
return (
<>
<BaseWalletConnectionButton
{...props}
aria-controls="wallet-menu"
aria-haspopup="true"
onClick={() => {
switch (buttonState) {
case 'no-wallet':
setModalVisible(true);
break;
case 'has-wallet':
if (onConnect) {
onConnect();
}
break;
case 'connected':
setMenuOpen(true);
break;
}
}}
ref={anchorRef}
walletIcon={walletIcon}
walletName={walletName}
>
{content}
</BaseWalletConnectionButton>
<StyledMenu
id="wallet-menu"
anchorEl={
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion
() => anchorRef.current!
}
open={menuOpen}
onClose={() => setMenuOpen(false)}
marginThreshold={0}
TransitionComponent={Fade}
transitionDuration={250}
keepMounted
anchorOrigin={{
vertical: 'top',
horizontal: 'left',
}}
>
<WalletMenuItem onClick={() => setMenuOpen(false)}>
<BaseWalletConnectionButton
{...props}
fullWidth
onClick={() => setMenuOpen(false)}
walletIcon={walletIcon}
walletName={walletName}
>
{walletName}
</BaseWalletConnectionButton>
</WalletMenuItem>
<Collapse in={menuOpen}>
{publicKey ? (
<WalletActionMenuItem
onClick={async () => {
setMenuOpen(false);
await navigator.clipboard.writeText(publicKey.toBase58());
}}
>
<ListItemIcon>
<CopyIcon />
</ListItemIcon>
{labels['copy-address']}
</WalletActionMenuItem>
) : null}
<WalletActionMenuItem
onClick={() => {
setMenuOpen(false);
setModalVisible(true);
}}
>
<ListItemIcon>
<SwitchIcon />
</ListItemIcon>
{labels['change-wallet']}
</WalletActionMenuItem>
{onDisconnect ? (
<WalletActionMenuItem
onClick={() => {
setMenuOpen(false);
onDisconnect();
}}
>
<ListItemIcon>
<DisconnectIcon />
</ListItemIcon>
{labels['disconnect']}
</WalletActionMenuItem>
) : null}
</Collapse>
</StyledMenu>
</>
);
}
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|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletDisconnectButton.tsx
|
import type { ButtonProps } from '@mui/material';
import React from 'react';
import { BaseWalletDisconnectButton } from './BaseWalletDisconnectButton.js';
const LABELS = {
disconnecting: 'Disconnecting ...',
'has-wallet': 'Disconnect',
'no-wallet': 'Disconnect Wallet',
} as const;
export function WalletDisconnectButton(props: ButtonProps) {
return <BaseWalletDisconnectButton {...props} labels={LABELS} />;
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/BaseWalletDisconnectButton.tsx
|
import type { ButtonProps } from '@mui/material';
import { useWalletDisconnectButton } from '@solana/wallet-adapter-base-ui';
import React from 'react';
import { BaseWalletConnectionButton } from './BaseWalletConnectionButton.js';
type Props = ButtonProps & {
labels: { [TButtonState in ReturnType<typeof useWalletDisconnectButton>['buttonState']]: string };
};
export function BaseWalletDisconnectButton({ children, disabled, labels, onClick, ...props }: Props) {
const { buttonDisabled, buttonState, onButtonClick, walletIcon, walletName } = useWalletDisconnectButton();
return (
<BaseWalletConnectionButton
{...props}
disabled={disabled || buttonDisabled}
onClick={(e) => {
if (onClick) {
onClick(e);
}
if (e.defaultPrevented) {
return;
}
if (onButtonClick) {
onButtonClick();
}
}}
walletIcon={walletIcon}
walletName={walletName}
>
{children ? children : labels[buttonState]}
</BaseWalletConnectionButton>
);
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/BaseWalletConnectionButton.tsx
|
import type { ButtonProps } from '@mui/material';
import { Button } from '@mui/material';
import type { WalletName } from '@solana/wallet-adapter-base';
import React from 'react';
import { WalletIcon } from './WalletIcon.js';
type Props = ButtonProps & {
walletIcon?: string;
walletName?: WalletName;
};
export const BaseWalletConnectionButton = React.forwardRef(function BaseWalletConnectionButton(
{ color = 'primary', type = 'button', walletIcon, walletName, variant = 'contained', ...props }: Props,
forwardedRef: React.Ref<HTMLButtonElement>
) {
return (
<Button
{...props}
color={color}
startIcon={
walletIcon && walletName ? (
<WalletIcon wallet={{ adapter: { icon: walletIcon, name: walletName } }} />
) : undefined
}
ref={forwardedRef}
type={type}
variant={variant}
/>
);
});
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletListItem.tsx
|
import type { ListItemProps } from '@mui/material';
import { Button, ListItem } from '@mui/material';
import type { Wallet } from '@solana/wallet-adapter-react';
import type { FC, MouseEventHandler } from 'react';
import React from 'react';
import { WalletIcon } from './WalletIcon.js';
interface WalletListItemProps extends Omit<ListItemProps, 'onClick' | 'button'> {
onClick: MouseEventHandler<HTMLButtonElement>;
wallet: Wallet;
}
export const WalletListItem: FC<WalletListItemProps> = ({ onClick, wallet, ...props }) => {
return (
<ListItem {...props}>
<Button onClick={onClick} endIcon={<WalletIcon wallet={wallet} />}>
{wallet.adapter.name}
</Button>
</ListItem>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/BaseWalletConnectButton.tsx
|
import type { ButtonProps } from '@mui/material';
import { useWalletConnectButton } from '@solana/wallet-adapter-base-ui';
import React from 'react';
import { BaseWalletConnectionButton } from './BaseWalletConnectionButton.js';
type Props = ButtonProps & {
labels: { [TButtonState in ReturnType<typeof useWalletConnectButton>['buttonState']]: string };
};
export function BaseWalletConnectButton({ children, disabled, labels, onClick, ...props }: Props) {
const { buttonDisabled, buttonState, onButtonClick, walletIcon, walletName } = useWalletConnectButton();
return (
<BaseWalletConnectionButton
{...props}
disabled={disabled || buttonDisabled}
onClick={(e) => {
if (onClick) {
onClick(e);
}
if (e.defaultPrevented) {
return;
}
if (onButtonClick) {
onButtonClick();
}
}}
walletIcon={walletIcon}
walletName={walletName}
>
{children ? children : labels[buttonState]}
</BaseWalletConnectionButton>
);
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/index.ts
|
export * from './useWalletDialog.js';
export * from './BaseWalletConnectButton.js';
export * from './BaseWalletDisconnectButton.js';
export * from './BaseWalletMultiButton.js';
export * from './WalletConnectButton.js';
export * from './WalletDialog.js';
export * from './WalletDialogButton.js';
export * from './WalletDialogProvider.js';
export * from './WalletDisconnectButton.js';
export * from './WalletIcon.js';
export * from './WalletMultiButton.js';
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/material-ui/src/WalletDialogButton.tsx
|
import type { ButtonProps } from '@mui/material';
import { Button } from '@mui/material';
import type { FC, MouseEventHandler } from 'react';
import React, { useCallback } from 'react';
import { useWalletDialog } from './useWalletDialog.js';
export const WalletDialogButton: FC<ButtonProps> = ({
children = 'Select Wallet',
color = 'primary',
variant = 'contained',
type = 'button',
onClick,
...props
}) => {
const { setOpen } = useWalletDialog();
const handleClick: MouseEventHandler<HTMLButtonElement> = useCallback(
(event) => {
if (onClick) onClick(event);
if (!event.defaultPrevented) setOpen(true);
},
[onClick, setOpen]
);
return (
<Button color={color} variant={variant} type={type} onClick={handleClick} {...props}>
{children}
</Button>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/LICENSE
|
Apache License
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| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/styles.css
|
@import url('https://fonts.googleapis.com/css2?family=DM+Sans:wght@400;500;700&display=swap');
.wallet-adapter-button {
background-color: transparent;
border: none;
color: #fff;
cursor: pointer;
display: flex;
align-items: center;
font-family: 'DM Sans', 'Roboto', 'Helvetica Neue', Helvetica, Arial, sans-serif;
font-size: 16px;
font-weight: 600;
height: 48px;
line-height: 48px;
padding: 0 24px;
border-radius: 4px;
}
.wallet-adapter-button-trigger {
background-color: #512da8;
}
.wallet-adapter-button:not([disabled]):focus-visible {
outline-color: white;
}
.wallet-adapter-button:not([disabled]):hover {
background-color: #1a1f2e;
}
.wallet-adapter-button[disabled] {
background: #404144;
color: #999;
cursor: not-allowed;
}
.wallet-adapter-button-end-icon,
.wallet-adapter-button-start-icon,
.wallet-adapter-button-end-icon img,
.wallet-adapter-button-start-icon img {
display: flex;
align-items: center;
justify-content: center;
width: 24px;
height: 24px;
}
.wallet-adapter-button-end-icon {
margin-left: 12px;
}
.wallet-adapter-button-start-icon {
margin-right: 12px;
}
.wallet-adapter-collapse {
width: 100%;
}
.wallet-adapter-dropdown {
position: relative;
display: inline-block;
}
.wallet-adapter-dropdown-list {
position: absolute;
z-index: 99;
display: grid;
grid-template-rows: 1fr;
grid-row-gap: 10px;
padding: 10px;
top: 100%;
right: 0;
margin: 0;
list-style: none;
background: #2c2d30;
border-radius: 10px;
box-shadow: 0px 8px 20px rgba(0, 0, 0, 0.6);
opacity: 0;
visibility: hidden;
transition: opacity 200ms ease, transform 200ms ease, visibility 200ms;
font-family: 'DM Sans', 'Roboto', 'Helvetica Neue', Helvetica, Arial, sans-serif;
}
.wallet-adapter-dropdown-list-active {
opacity: 1;
visibility: visible;
transform: translateY(10px);
}
.wallet-adapter-dropdown-list-item {
display: flex;
flex-direction: row;
justify-content: center;
align-items: center;
border: none;
outline: none;
cursor: pointer;
white-space: nowrap;
box-sizing: border-box;
padding: 0 20px;
width: 100%;
border-radius: 6px;
font-size: 14px;
font-weight: 600;
height: 37px;
color: #fff;
}
.wallet-adapter-dropdown-list-item:not([disabled]):hover {
background-color: #1a1f2e;
}
.wallet-adapter-modal-collapse-button svg {
align-self: center;
fill: #999;
}
.wallet-adapter-modal-collapse-button.wallet-adapter-modal-collapse-button-active svg {
transform: rotate(180deg);
transition: transform ease-in 150ms;
}
.wallet-adapter-modal {
position: fixed;
top: 0;
left: 0;
right: 0;
bottom: 0;
opacity: 0;
transition: opacity linear 150ms;
background: rgba(0, 0, 0, 0.5);
z-index: 1040;
overflow-y: auto;
}
.wallet-adapter-modal.wallet-adapter-modal-fade-in {
opacity: 1;
}
.wallet-adapter-modal-button-close {
display: flex;
align-items: center;
justify-content: center;
position: absolute;
top: 18px;
right: 18px;
padding: 12px;
cursor: pointer;
background: #1a1f2e;
border: none;
border-radius: 50%;
}
.wallet-adapter-modal-button-close:focus-visible {
outline-color: white;
}
.wallet-adapter-modal-button-close svg {
fill: #777;
transition: fill 200ms ease 0s;
}
.wallet-adapter-modal-button-close:hover svg {
fill: #fff;
}
.wallet-adapter-modal-overlay {
background: rgba(0, 0, 0, 0.5);
position: fixed;
top: 0;
left: 0;
bottom: 0;
right: 0;
}
.wallet-adapter-modal-container {
display: flex;
margin: 3rem;
min-height: calc(100vh - 6rem); /* 100vh - 2 * margin */
align-items: center;
justify-content: center;
}
@media (max-width: 480px) {
.wallet-adapter-modal-container {
margin: 1rem;
min-height: calc(100vh - 2rem); /* 100vh - 2 * margin */
}
}
.wallet-adapter-modal-wrapper {
box-sizing: border-box;
position: relative;
display: flex;
align-items: center;
flex-direction: column;
z-index: 1050;
max-width: 400px;
border-radius: 10px;
background: #10141f;
box-shadow: 0px 8px 20px rgba(0, 0, 0, 0.6);
font-family: 'DM Sans', 'Roboto', 'Helvetica Neue', Helvetica, Arial, sans-serif;
flex: 1;
}
.wallet-adapter-modal-wrapper .wallet-adapter-button {
width: 100%;
}
.wallet-adapter-modal-title {
font-weight: 500;
font-size: 24px;
line-height: 36px;
margin: 0;
padding: 64px 48px 48px 48px;
text-align: center;
color: #fff;
}
@media (max-width: 374px) {
.wallet-adapter-modal-title {
font-size: 18px;
}
}
.wallet-adapter-modal-list {
margin: 0 0 12px 0;
padding: 0;
width: 100%;
list-style: none;
}
.wallet-adapter-modal-list .wallet-adapter-button {
font-weight: 400;
border-radius: 0;
font-size: 18px;
}
.wallet-adapter-modal-list .wallet-adapter-button-end-icon,
.wallet-adapter-modal-list .wallet-adapter-button-start-icon,
.wallet-adapter-modal-list .wallet-adapter-button-end-icon img,
.wallet-adapter-modal-list .wallet-adapter-button-start-icon img {
width: 28px;
height: 28px;
}
.wallet-adapter-modal-list .wallet-adapter-button span {
margin-left: auto;
font-size: 14px;
opacity: .6;
}
.wallet-adapter-modal-list-more {
cursor: pointer;
border: none;
padding: 12px 24px 24px 12px;
align-self: flex-end;
display: flex;
align-items: center;
background-color: transparent;
color: #fff;
}
.wallet-adapter-modal-list-more svg {
transition: all 0.1s ease;
fill: rgba(255, 255, 255, 1);
margin-left: 0.5rem;
}
.wallet-adapter-modal-list-more-icon-rotate {
transform: rotate(180deg);
}
.wallet-adapter-modal-middle {
width: 100%;
display: flex;
flex-direction: column;
align-items: center;
padding: 0 24px 24px 24px;
box-sizing: border-box;
}
.wallet-adapter-modal-middle-button {
display: block;
cursor: pointer;
margin-top: 48px;
width: 100%;
background-color: #512da8;
padding: 12px;
font-size: 18px;
border: none;
border-radius: 8px;
color: #fff;
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/tsconfig.esm.json
|
{
"extends": "../../../tsconfig.esm.json",
"include": ["src"],
"compilerOptions": {
"outDir": "lib/esm",
"declarationDir": "lib/types",
"jsx": "react"
}
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/package.json
|
{
"name": "@solana/wallet-adapter-react-ui",
"version": "0.9.35",
"author": "Solana Maintainers <maintainers@solana.foundation>",
"repository": "https://github.com/anza-xyz/wallet-adapter",
"license": "Apache-2.0",
"publishConfig": {
"access": "public"
},
"files": [
"lib",
"src",
"LICENSE",
"styles.css"
],
"engines": {
"node": ">=18"
},
"type": "module",
"sideEffects": [
"styles.css"
],
"main": "./lib/cjs/index.js",
"module": "./lib/esm/index.js",
"types": "./lib/types/index.d.ts",
"exports": {
".": {
"import": "./lib/esm/index.js",
"require": "./lib/cjs/index.js",
"types": "./lib/types/index.d.ts"
},
"./styles.css": "./styles.css"
},
"scripts": {
"build": "tsc --build --verbose && pnpm run package",
"clean": "shx mkdir -p lib && shx rm -rf lib",
"lint": "prettier --check 'src/{*,**/*}.{ts,tsx,js,jsx,json}' && eslint",
"package": "shx mkdir -p lib/cjs && shx echo '{ \"type\": \"commonjs\" }' > lib/cjs/package.json"
},
"peerDependencies": {
"@solana/web3.js": "^1.77.3",
"react": "*",
"react-dom": "*"
},
"dependencies": {
"@solana/wallet-adapter-base": "workspace:^",
"@solana/wallet-adapter-base-ui": "workspace:^",
"@solana/wallet-adapter-react": "workspace:^"
},
"devDependencies": {
"@solana/web3.js": "^1.77.3",
"@types/react": "^18.2.13",
"@types/react-dom": "^18.2.6",
"react": "^18.2.0",
"react-dom": "^18.2.0",
"shx": "^0.3.4"
}
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/tsconfig.cjs.json
|
{
"extends": "../../../tsconfig.cjs.json",
"include": ["src"],
"compilerOptions": {
"outDir": "lib/cjs",
"jsx": "react"
}
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/tsconfig.json
|
{
"extends": "../../../tsconfig.root.json",
"references": [
{
"path": "./tsconfig.cjs.json"
},
{
"path": "./tsconfig.esm.json"
}
]
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletModalButton.tsx
|
import type { FC, MouseEvent } from 'react';
import React, { useCallback } from 'react';
import type { ButtonProps } from './Button.js';
import { Button as BaseWalletConnectionButton } from './Button.js';
import { useWalletModal } from './useWalletModal.js';
export const WalletModalButton: FC<ButtonProps> = ({ children = 'Select Wallet', onClick, ...props }) => {
const { visible, setVisible } = useWalletModal();
const handleClick = useCallback(
(event: MouseEvent<HTMLButtonElement>) => {
if (onClick) onClick(event);
if (!event.defaultPrevented) setVisible(!visible);
},
[onClick, setVisible, visible]
);
return (
<BaseWalletConnectionButton {...props} className="wallet-adapter-button-trigger" onClick={handleClick}>
{children}
</BaseWalletConnectionButton>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletIcon.tsx
|
import type { Wallet } from '@solana/wallet-adapter-react';
import type { DetailedHTMLProps, FC, ImgHTMLAttributes } from 'react';
import React from 'react';
export interface WalletIconProps extends DetailedHTMLProps<ImgHTMLAttributes<HTMLImageElement>, HTMLImageElement> {
wallet: { adapter: Pick<Wallet['adapter'], 'icon' | 'name'> } | null;
}
export const WalletIcon: FC<WalletIconProps> = ({ wallet, ...props }) => {
return wallet && <img src={wallet.adapter.icon} alt={`${wallet.adapter.name} icon`} {...props} />;
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletConnectButton.tsx
|
import React from 'react';
import { BaseWalletConnectButton } from './BaseWalletConnectButton.js';
import type { ButtonProps } from './Button.js';
const LABELS = {
connecting: 'Connecting ...',
connected: 'Connected',
'has-wallet': 'Connect',
'no-wallet': 'Connect Wallet',
} as const;
export function WalletConnectButton(props: ButtonProps) {
return <BaseWalletConnectButton {...props} labels={LABELS} />;
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/Collapse.tsx
|
import type { FC, PropsWithChildren } from 'react';
import React, { useLayoutEffect, useRef } from 'react';
export type CollapseProps = PropsWithChildren<{
expanded: boolean;
id: string;
}>;
export const Collapse: FC<CollapseProps> = ({ id, children, expanded = false }) => {
const ref = useRef<HTMLDivElement>(null);
const instant = useRef(true);
const transition = 'height 250ms ease-out';
const openCollapse = () => {
const node = ref.current;
if (!node) return;
requestAnimationFrame(() => {
node.style.height = node.scrollHeight + 'px';
});
};
const closeCollapse = () => {
const node = ref.current;
if (!node) return;
requestAnimationFrame(() => {
node.style.height = node.offsetHeight + 'px';
node.style.overflow = 'hidden';
requestAnimationFrame(() => {
node.style.height = '0';
});
});
};
useLayoutEffect(() => {
if (expanded) {
openCollapse();
} else {
closeCollapse();
}
}, [expanded]);
useLayoutEffect(() => {
const node = ref.current;
if (!node) return;
function handleComplete() {
if (!node) return;
node.style.overflow = expanded ? 'initial' : 'hidden';
if (expanded) {
node.style.height = 'auto';
}
}
function handleTransitionEnd(event: TransitionEvent) {
if (node && event.target === node && event.propertyName === 'height') {
handleComplete();
}
}
if (instant.current) {
handleComplete();
instant.current = false;
}
node.addEventListener('transitionend', handleTransitionEnd);
return () => node.removeEventListener('transitionend', handleTransitionEnd);
}, [expanded]);
return (
<div
className="wallet-adapter-collapse"
id={id}
ref={ref}
role="region"
style={{ height: 0, transition: instant.current ? undefined : transition }}
>
{children}
</div>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletModal.tsx
|
import type { WalletName } from '@solana/wallet-adapter-base';
import { WalletReadyState } from '@solana/wallet-adapter-base';
import type { Wallet } from '@solana/wallet-adapter-react';
import { useWallet } from '@solana/wallet-adapter-react';
import type { FC, MouseEvent } from 'react';
import React, { useCallback, useLayoutEffect, useMemo, useRef, useState } from 'react';
import { createPortal } from 'react-dom';
import { Collapse } from './Collapse.js';
import { WalletListItem } from './WalletListItem.js';
import { WalletSVG } from './WalletSVG.js';
import { useWalletModal } from './useWalletModal.js';
export interface WalletModalProps {
className?: string;
container?: string;
}
export const WalletModal: FC<WalletModalProps> = ({ className = '', container = 'body' }) => {
const ref = useRef<HTMLDivElement>(null);
const { wallets, select } = useWallet();
const { setVisible } = useWalletModal();
const [expanded, setExpanded] = useState(false);
const [fadeIn, setFadeIn] = useState(false);
const [portal, setPortal] = useState<Element | null>(null);
const [listedWallets, collapsedWallets] = useMemo(() => {
const installed: Wallet[] = [];
const notInstalled: Wallet[] = [];
for (const wallet of wallets) {
if (wallet.readyState === WalletReadyState.Installed) {
installed.push(wallet);
} else {
notInstalled.push(wallet);
}
}
return installed.length ? [installed, notInstalled] : [notInstalled, []];
}, [wallets]);
const hideModal = useCallback(() => {
setFadeIn(false);
setTimeout(() => setVisible(false), 150);
}, [setVisible]);
const handleClose = useCallback(
(event: MouseEvent) => {
event.preventDefault();
hideModal();
},
[hideModal]
);
const handleWalletClick = useCallback(
(event: MouseEvent, walletName: WalletName) => {
select(walletName);
handleClose(event);
},
[select, handleClose]
);
const handleCollapseClick = useCallback(() => setExpanded(!expanded), [expanded]);
const handleTabKey = useCallback(
(event: KeyboardEvent) => {
const node = ref.current;
if (!node) return;
// here we query all focusable elements
const focusableElements = node.querySelectorAll('button');
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion
const firstElement = focusableElements[0]!;
// eslint-disable-next-line @typescript-eslint/no-non-null-assertion
const lastElement = focusableElements[focusableElements.length - 1]!;
if (event.shiftKey) {
// if going backward by pressing tab and firstElement is active, shift focus to last focusable element
if (document.activeElement === firstElement) {
lastElement.focus();
event.preventDefault();
}
} else {
// if going forward by pressing tab and lastElement is active, shift focus to first focusable element
if (document.activeElement === lastElement) {
firstElement.focus();
event.preventDefault();
}
}
},
[ref]
);
useLayoutEffect(() => {
const handleKeyDown = (event: KeyboardEvent) => {
if (event.key === 'Escape') {
hideModal();
} else if (event.key === 'Tab') {
handleTabKey(event);
}
};
// Get original overflow
const { overflow } = window.getComputedStyle(document.body);
// Hack to enable fade in animation after mount
setTimeout(() => setFadeIn(true), 0);
// Prevent scrolling on mount
document.body.style.overflow = 'hidden';
// Listen for keydown events
window.addEventListener('keydown', handleKeyDown, false);
return () => {
// Re-enable scrolling when component unmounts
document.body.style.overflow = overflow;
window.removeEventListener('keydown', handleKeyDown, false);
};
}, [hideModal, handleTabKey]);
useLayoutEffect(() => setPortal(document.querySelector(container)), [container]);
return (
portal &&
createPortal(
<div
aria-labelledby="wallet-adapter-modal-title"
aria-modal="true"
className={`wallet-adapter-modal ${fadeIn && 'wallet-adapter-modal-fade-in'} ${className}`}
ref={ref}
role="dialog"
>
<div className="wallet-adapter-modal-container">
<div className="wallet-adapter-modal-wrapper">
<button onClick={handleClose} className="wallet-adapter-modal-button-close">
<svg width="14" height="14">
<path d="M14 12.461 8.3 6.772l5.234-5.233L12.006 0 6.772 5.234 1.54 0 0 1.539l5.234 5.233L0 12.006l1.539 1.528L6.772 8.3l5.69 5.7L14 12.461z" />
</svg>
</button>
{listedWallets.length ? (
<>
<h1 className="wallet-adapter-modal-title">Connect a wallet on Solana to continue</h1>
<ul className="wallet-adapter-modal-list">
{listedWallets.map((wallet) => (
<WalletListItem
key={wallet.adapter.name}
handleClick={(event) => handleWalletClick(event, wallet.adapter.name)}
wallet={wallet}
/>
))}
{collapsedWallets.length ? (
<Collapse expanded={expanded} id="wallet-adapter-modal-collapse">
{collapsedWallets.map((wallet) => (
<WalletListItem
key={wallet.adapter.name}
handleClick={(event) =>
handleWalletClick(event, wallet.adapter.name)
}
tabIndex={expanded ? 0 : -1}
wallet={wallet}
/>
))}
</Collapse>
) : null}
</ul>
{collapsedWallets.length ? (
<button
className="wallet-adapter-modal-list-more"
onClick={handleCollapseClick}
tabIndex={0}
>
<span>{expanded ? 'Less ' : 'More '}options</span>
<svg
width="13"
height="7"
viewBox="0 0 13 7"
xmlns="http://www.w3.org/2000/svg"
className={`${
expanded ? 'wallet-adapter-modal-list-more-icon-rotate' : ''
}`}
>
<path d="M0.71418 1.626L5.83323 6.26188C5.91574 6.33657 6.0181 6.39652 6.13327 6.43762C6.24844 6.47872 6.37371 6.5 6.50048 6.5C6.62725 6.5 6.75252 6.47872 6.8677 6.43762C6.98287 6.39652 7.08523 6.33657 7.16774 6.26188L12.2868 1.626C12.7753 1.1835 12.3703 0.5 11.6195 0.5H1.37997C0.629216 0.5 0.224175 1.1835 0.71418 1.626Z" />
</svg>
</button>
) : null}
</>
) : (
<>
<h1 className="wallet-adapter-modal-title">
You'll need a wallet on Solana to continue
</h1>
<div className="wallet-adapter-modal-middle">
<WalletSVG />
</div>
{collapsedWallets.length ? (
<>
<button
className="wallet-adapter-modal-list-more"
onClick={handleCollapseClick}
tabIndex={0}
>
<span>{expanded ? 'Hide ' : 'Already have a wallet? View '}options</span>
<svg
width="13"
height="7"
viewBox="0 0 13 7"
xmlns="http://www.w3.org/2000/svg"
className={`${
expanded ? 'wallet-adapter-modal-list-more-icon-rotate' : ''
}`}
>
<path d="M0.71418 1.626L5.83323 6.26188C5.91574 6.33657 6.0181 6.39652 6.13327 6.43762C6.24844 6.47872 6.37371 6.5 6.50048 6.5C6.62725 6.5 6.75252 6.47872 6.8677 6.43762C6.98287 6.39652 7.08523 6.33657 7.16774 6.26188L12.2868 1.626C12.7753 1.1835 12.3703 0.5 11.6195 0.5H1.37997C0.629216 0.5 0.224175 1.1835 0.71418 1.626Z" />
</svg>
</button>
<Collapse expanded={expanded} id="wallet-adapter-modal-collapse">
<ul className="wallet-adapter-modal-list">
{collapsedWallets.map((wallet) => (
<WalletListItem
key={wallet.adapter.name}
handleClick={(event) =>
handleWalletClick(event, wallet.adapter.name)
}
tabIndex={expanded ? 0 : -1}
wallet={wallet}
/>
))}
</ul>
</Collapse>
</>
) : null}
</>
)}
</div>
</div>
<div className="wallet-adapter-modal-overlay" onMouseDown={handleClose} />
</div>,
portal
)
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletModalProvider.tsx
|
import type { FC, ReactNode } from 'react';
import React, { useState } from 'react';
import { WalletModalContext } from './useWalletModal.js';
import type { WalletModalProps } from './WalletModal.js';
import { WalletModal } from './WalletModal.js';
export interface WalletModalProviderProps extends WalletModalProps {
children: ReactNode;
}
export const WalletModalProvider: FC<WalletModalProviderProps> = ({ children, ...props }) => {
const [visible, setVisible] = useState(false);
return (
<WalletModalContext.Provider
value={{
visible,
setVisible,
}}
>
{children}
{visible && <WalletModal {...props} />}
</WalletModalContext.Provider>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletMultiButton.tsx
|
import React from 'react';
import { BaseWalletMultiButton } from './BaseWalletMultiButton.js';
import type { ButtonProps } from './Button.js';
const LABELS = {
'change-wallet': 'Change wallet',
connecting: 'Connecting ...',
'copy-address': 'Copy address',
copied: 'Copied',
disconnect: 'Disconnect',
'has-wallet': 'Connect',
'no-wallet': 'Select Wallet',
} as const;
export function WalletMultiButton(props: ButtonProps) {
return <BaseWalletMultiButton {...props} labels={LABELS} />;
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/BaseWalletMultiButton.tsx
|
import { useWalletMultiButton } from '@solana/wallet-adapter-base-ui';
import React, { useEffect, useMemo, useRef, useState } from 'react';
import { BaseWalletConnectionButton } from './BaseWalletConnectionButton.js';
import type { ButtonProps } from './Button.js';
import { useWalletModal } from './useWalletModal.js';
type Props = ButtonProps & {
labels: Omit<
{ [TButtonState in ReturnType<typeof useWalletMultiButton>['buttonState']]: string },
'connected' | 'disconnecting'
> & {
'copy-address': string;
copied: string;
'change-wallet': string;
disconnect: string;
};
};
export function BaseWalletMultiButton({ children, labels, ...props }: Props) {
const { setVisible: setModalVisible } = useWalletModal();
const { buttonState, onConnect, onDisconnect, publicKey, walletIcon, walletName } = useWalletMultiButton({
onSelectWallet() {
setModalVisible(true);
},
});
const [copied, setCopied] = useState(false);
const [menuOpen, setMenuOpen] = useState(false);
const ref = useRef<HTMLUListElement>(null);
useEffect(() => {
const listener = (event: MouseEvent | TouchEvent) => {
const node = ref.current;
// Do nothing if clicking dropdown or its descendants
if (!node || node.contains(event.target as Node)) return;
setMenuOpen(false);
};
document.addEventListener('mousedown', listener);
document.addEventListener('touchstart', listener);
return () => {
document.removeEventListener('mousedown', listener);
document.removeEventListener('touchstart', listener);
};
}, []);
const content = useMemo(() => {
if (children) {
return children;
} else if (publicKey) {
const base58 = publicKey.toBase58();
return base58.slice(0, 4) + '..' + base58.slice(-4);
} else if (buttonState === 'connecting' || buttonState === 'has-wallet') {
return labels[buttonState];
} else {
return labels['no-wallet'];
}
}, [buttonState, children, labels, publicKey]);
return (
<div className="wallet-adapter-dropdown">
<BaseWalletConnectionButton
{...props}
aria-expanded={menuOpen}
style={{ pointerEvents: menuOpen ? 'none' : 'auto', ...props.style }}
onClick={() => {
switch (buttonState) {
case 'no-wallet':
setModalVisible(true);
break;
case 'has-wallet':
if (onConnect) {
onConnect();
}
break;
case 'connected':
setMenuOpen(true);
break;
}
}}
walletIcon={walletIcon}
walletName={walletName}
>
{content}
</BaseWalletConnectionButton>
<ul
aria-label="dropdown-list"
className={`wallet-adapter-dropdown-list ${menuOpen && 'wallet-adapter-dropdown-list-active'}`}
ref={ref}
role="menu"
>
{publicKey ? (
<li
className="wallet-adapter-dropdown-list-item"
onClick={async () => {
await navigator.clipboard.writeText(publicKey.toBase58());
setCopied(true);
setTimeout(() => setCopied(false), 400);
}}
role="menuitem"
>
{copied ? labels['copied'] : labels['copy-address']}
</li>
) : null}
<li
className="wallet-adapter-dropdown-list-item"
onClick={() => {
setModalVisible(true);
setMenuOpen(false);
}}
role="menuitem"
>
{labels['change-wallet']}
</li>
{onDisconnect ? (
<li
className="wallet-adapter-dropdown-list-item"
onClick={() => {
onDisconnect();
setMenuOpen(false);
}}
role="menuitem"
>
{labels['disconnect']}
</li>
) : null}
</ul>
</div>
);
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletDisconnectButton.tsx
|
import React from 'react';
import { BaseWalletDisconnectButton } from './BaseWalletDisconnectButton.js';
import type { ButtonProps } from './Button.js';
const LABELS = {
disconnecting: 'Disconnecting ...',
'has-wallet': 'Disconnect',
'no-wallet': 'Disconnect Wallet',
} as const;
export function WalletDisconnectButton(props: ButtonProps) {
return <BaseWalletDisconnectButton {...props} labels={LABELS} />;
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/WalletSVG.tsx
|
import type { FC } from 'react';
import React from 'react';
export const WalletSVG: FC = () => {
return (
<svg width="97" height="96" viewBox="0 0 97 96" fill="none" xmlns="http://www.w3.org/2000/svg">
<circle cx="48.5" cy="48" r="48" fill="url(#paint0_linear_880_5115)" fillOpacity="0.1" />
<circle
cx="48.5"
cy="48"
r="47"
stroke="url(#paint1_linear_880_5115)"
strokeOpacity="0.4"
strokeWidth="2"
/>
<g clipPath="url(#clip0_880_5115)">
<path
d="M65.5769 28.1523H31.4231C27.6057 28.1523 24.5 31.258 24.5 35.0754V60.9215C24.5 64.7389 27.6057 67.8446 31.4231 67.8446H65.5769C69.3943 67.8446 72.5 64.7389 72.5 60.9215V35.0754C72.5 31.258 69.3943 28.1523 65.5769 28.1523ZM69.7308 52.1523H59.5769C57.2865 52.1523 55.4231 50.289 55.4231 47.9985C55.4231 45.708 57.2864 43.8446 59.5769 43.8446H69.7308V52.1523ZM69.7308 41.0754H59.5769C55.7595 41.0754 52.6539 44.1811 52.6539 47.9985C52.6539 51.8159 55.7595 54.9215 59.5769 54.9215H69.7308V60.9215C69.7308 63.2119 67.8674 65.0754 65.5769 65.0754H31.4231C29.1327 65.0754 27.2692 63.212 27.2692 60.9215V35.0754C27.2692 32.785 29.1326 30.9215 31.4231 30.9215H65.5769C67.8673 30.9215 69.7308 32.7849 69.7308 35.0754V41.0754Z"
fill="url(#paint2_linear_880_5115)"
/>
<path
d="M61.4231 46.6172H59.577C58.8123 46.6172 58.1924 47.2371 58.1924 48.0018C58.1924 48.7665 58.8123 49.3863 59.577 49.3863H61.4231C62.1878 49.3863 62.8077 48.7664 62.8077 48.0018C62.8077 47.2371 62.1878 46.6172 61.4231 46.6172Z"
fill="url(#paint3_linear_880_5115)"
/>
</g>
<defs>
<linearGradient
id="paint0_linear_880_5115"
x1="3.41664"
y1="98.0933"
x2="103.05"
y2="8.42498"
gradientUnits="userSpaceOnUse"
>
<stop stopColor="#9945FF" />
<stop offset="0.14" stopColor="#8A53F4" />
<stop offset="0.42" stopColor="#6377D6" />
<stop offset="0.79" stopColor="#24B0A7" />
<stop offset="0.99" stopColor="#00D18C" />
<stop offset="1" stopColor="#00D18C" />
</linearGradient>
<linearGradient
id="paint1_linear_880_5115"
x1="3.41664"
y1="98.0933"
x2="103.05"
y2="8.42498"
gradientUnits="userSpaceOnUse"
>
<stop stopColor="#9945FF" />
<stop offset="0.14" stopColor="#8A53F4" />
<stop offset="0.42" stopColor="#6377D6" />
<stop offset="0.79" stopColor="#24B0A7" />
<stop offset="0.99" stopColor="#00D18C" />
<stop offset="1" stopColor="#00D18C" />
</linearGradient>
<linearGradient
id="paint2_linear_880_5115"
x1="25.9583"
y1="68.7101"
x2="67.2337"
y2="23.7879"
gradientUnits="userSpaceOnUse"
>
<stop stopColor="#9945FF" />
<stop offset="0.14" stopColor="#8A53F4" />
<stop offset="0.42" stopColor="#6377D6" />
<stop offset="0.79" stopColor="#24B0A7" />
<stop offset="0.99" stopColor="#00D18C" />
<stop offset="1" stopColor="#00D18C" />
</linearGradient>
<linearGradient
id="paint3_linear_880_5115"
x1="58.3326"
y1="49.4467"
x2="61.0002"
y2="45.4453"
gradientUnits="userSpaceOnUse"
>
<stop stopColor="#9945FF" />
<stop offset="0.14" stopColor="#8A53F4" />
<stop offset="0.42" stopColor="#6377D6" />
<stop offset="0.79" stopColor="#24B0A7" />
<stop offset="0.99" stopColor="#00D18C" />
<stop offset="1" stopColor="#00D18C" />
</linearGradient>
<clipPath id="clip0_880_5115">
<rect width="48" height="48" fill="white" transform="translate(24.5 24)" />
</clipPath>
</defs>
</svg>
);
};
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/useWalletModal.tsx
|
import { createContext, useContext } from 'react';
export interface WalletModalContextState {
visible: boolean;
setVisible: (open: boolean) => void;
}
const DEFAULT_CONTEXT = {
setVisible(_open: boolean) {
console.error(constructMissingProviderErrorMessage('call', 'setVisible'));
},
visible: false,
};
Object.defineProperty(DEFAULT_CONTEXT, 'visible', {
get() {
console.error(constructMissingProviderErrorMessage('read', 'visible'));
return false;
},
});
function constructMissingProviderErrorMessage(action: string, valueName: string) {
return (
'You have tried to ' +
` ${action} "${valueName}"` +
' on a WalletModalContext without providing one.' +
' Make sure to render a WalletModalProvider' +
' as an ancestor of the component that uses ' +
'WalletModalContext'
);
}
export const WalletModalContext = createContext<WalletModalContextState>(DEFAULT_CONTEXT as WalletModalContextState);
export function useWalletModal(): WalletModalContextState {
return useContext(WalletModalContext);
}
| 0
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui
|
solana_public_repos/anza-xyz/wallet-adapter/packages/ui/react-ui/src/BaseWalletDisconnectButton.tsx
|
import { useWalletDisconnectButton } from '@solana/wallet-adapter-base-ui';
import React from 'react';
import { BaseWalletConnectionButton } from './BaseWalletConnectionButton.js';
import type { ButtonProps } from './Button.js';
type Props = ButtonProps & {
labels: { [TButtonState in ReturnType<typeof useWalletDisconnectButton>['buttonState']]: string };
};
export function BaseWalletDisconnectButton({ children, disabled, labels, onClick, ...props }: Props) {
const { buttonDisabled, buttonState, onButtonClick, walletIcon, walletName } = useWalletDisconnectButton();
return (
<BaseWalletConnectionButton
{...props}
disabled={disabled || buttonDisabled}
onClick={(e) => {
if (onClick) {
onClick(e);
}
if (e.defaultPrevented) {
return;
}
if (onButtonClick) {
onButtonClick();
}
}}
walletIcon={walletIcon}
walletName={walletName}
>
{children ? children : labels[buttonState]}
</BaseWalletConnectionButton>
);
}
| 0
|
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