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Merge pull request #20 from drift-labs/master
trades publisher
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,208 @@ | ||
| import { program } from 'commander'; | ||
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| import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js'; | ||
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| import { | ||
| DriftClient, | ||
| initialize, | ||
| DriftEnv, | ||
| SlotSubscriber, | ||
| UserMap, | ||
| Wallet, | ||
| BulkAccountLoader, | ||
| EventSubscriber, | ||
| OrderAction, | ||
| convertToNumber, | ||
| BASE_PRECISION, | ||
| QUOTE_PRECISION, | ||
| PRICE_PRECISION, | ||
| getVariant, | ||
| } from '@drift-labs/sdk'; | ||
|
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| import { logger, setLogLevel } from '../utils/logger'; | ||
| import { sleep } from '../utils/utils'; | ||
| import { RedisClient } from '../utils/redisClient'; | ||
| import { fromEvent, filter, map } from 'rxjs'; | ||
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| require('dotenv').config(); | ||
| const driftEnv = (process.env.ENV || 'devnet') as DriftEnv; | ||
| const commitHash = process.env.COMMIT; | ||
| const REDIS_HOST = process.env.REDIS_HOST || 'localhost'; | ||
| const REDIS_PORT = process.env.REDIS_PORT || '6379'; | ||
| const REDIS_PASSWORD = process.env.REDIS_PASSWORD; | ||
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| //@ts-ignore | ||
| const sdkConfig = initialize({ env: process.env.ENV }); | ||
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| const stateCommitment: Commitment = 'processed'; | ||
| const ORDERBOOK_UPDATE_INTERVAL = 1000; | ||
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| let driftClient: DriftClient; | ||
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| const opts = program.opts(); | ||
| setLogLevel(opts.debug ? 'debug' : 'info'); | ||
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| const endpoint = process.env.ENDPOINT; | ||
| const wsEndpoint = process.env.WS_ENDPOINT; | ||
| logger.info(`RPC endpoint: ${endpoint}`); | ||
| logger.info(`WS endpoint: ${wsEndpoint}`); | ||
| logger.info(`DriftEnv: ${driftEnv}`); | ||
| logger.info(`Commit: ${commitHash}`); | ||
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| const main = async () => { | ||
| const wallet = new Wallet(new Keypair()); | ||
| const clearingHousePublicKey = new PublicKey(sdkConfig.DRIFT_PROGRAM_ID); | ||
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| const connection = new Connection(endpoint, { | ||
| wsEndpoint: wsEndpoint, | ||
| commitment: stateCommitment, | ||
| }); | ||
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| const bulkAccountLoader = new BulkAccountLoader( | ||
| connection, | ||
| stateCommitment, | ||
| ORDERBOOK_UPDATE_INTERVAL | ||
| ); | ||
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| driftClient = new DriftClient({ | ||
| connection, | ||
| wallet, | ||
| programID: clearingHousePublicKey, | ||
| accountSubscription: { | ||
| type: 'polling', | ||
| accountLoader: bulkAccountLoader, | ||
| }, | ||
| env: driftEnv, | ||
| userStats: true, | ||
| }); | ||
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| const slotSubscriber = new SlotSubscriber(connection, {}); | ||
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| 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}`); | ||
|
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| await driftClient.subscribe(); | ||
| driftClient.eventEmitter.on('error', (e) => { | ||
| logger.info('clearing house error'); | ||
| logger.error(e); | ||
| }); | ||
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| await slotSubscriber.subscribe(); | ||
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| const userMap = new UserMap( | ||
| driftClient, | ||
| driftClient.userAccountSubscriptionConfig, | ||
| false | ||
| ); | ||
| await userMap.subscribe(); | ||
|
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| const redisClient = new RedisClient(REDIS_HOST, REDIS_PORT, REDIS_PASSWORD); | ||
| await redisClient.connect(); | ||
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| const eventSubscriber = new EventSubscriber(connection, driftClient.program, { | ||
| maxTx: 8192, | ||
| maxEventsPerType: 4096, | ||
| orderBy: 'client', | ||
| commitment: 'confirmed', | ||
| logProviderConfig: { | ||
| type: 'polling', | ||
| frequency: 1000, | ||
| }, | ||
| }); | ||
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| await eventSubscriber.subscribe(); | ||
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| const eventObservable = fromEvent(eventSubscriber.eventEmitter, 'newEvent'); | ||
| eventObservable | ||
| .pipe( | ||
| filter( | ||
| (event) => | ||
| event.eventType === 'OrderActionRecord' && | ||
| JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL) | ||
| ), | ||
| map((fill) => { | ||
| return { | ||
| ts: fill.ts.toNumber(), | ||
| marketIndex: fill.marketIndex, | ||
| marketType: getVariant(fill.marketType), | ||
| filler: fill.filler?.toBase58(), | ||
| takerFee: convertToNumber(fill.takerFee, QUOTE_PRECISION), | ||
| makerFee: convertToNumber(fill.makerFee, QUOTE_PRECISION), | ||
| quoteAssetAmountSurplus: convertToNumber( | ||
| fill.quoteAssetAmountSurplus, | ||
| QUOTE_PRECISION | ||
| ), | ||
| baseAssetAmountFilled: convertToNumber( | ||
| fill.baseAssetAmountFilled, | ||
| BASE_PRECISION | ||
| ), | ||
| quoteAssetAmountFilled: convertToNumber( | ||
| fill.quoteAssetAmountFilled, | ||
| QUOTE_PRECISION | ||
| ), | ||
| taker: fill.taker?.toBase58(), | ||
| takerOrderId: fill.takerOrderId, | ||
| takerOrderDirection: getVariant(fill.takerOrderDirection), | ||
| takerOrderBaseAssetAmount: convertToNumber( | ||
| fill.takerOrderBaseAssetAmount, | ||
| BASE_PRECISION | ||
| ), | ||
| takerOrderCumulativeBaseAssetAmountFilled: convertToNumber( | ||
| fill.takerOrderCumulativeBaseAssetAmountFilled, | ||
| BASE_PRECISION | ||
| ), | ||
| takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( | ||
| fill.takerOrderCumulativeQuoteAssetAmountFilled, | ||
| QUOTE_PRECISION | ||
| ), | ||
| maker: fill.maker?.toBase58(), | ||
| makerOrderId: fill.makerOrderId, | ||
| makerOrderDirection: getVariant(fill.makerOrderDirection), | ||
| makerOrderBaseAssetAmount: convertToNumber( | ||
| fill.makerOrderBaseAssetAmount, | ||
| BASE_PRECISION | ||
| ), | ||
| makerOrderCumulativeBaseAssetAmountFilled: convertToNumber( | ||
| fill.makerOrderCumulativeBaseAssetAmountFilled, | ||
| BASE_PRECISION | ||
| ), | ||
| makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( | ||
| fill.makerOrderCumulativeQuoteAssetAmountFilled, | ||
| QUOTE_PRECISION | ||
| ), | ||
| oraclePrice: convertToNumber(fill.oraclePrice, PRICE_PRECISION), | ||
| txSig: fill.txSig, | ||
| slot: fill.slot, | ||
| action: 'fill', | ||
| actionExplanation: getVariant(fill.actionExplanation), | ||
| referrerReward: convertToNumber(fill.referrerReward, QUOTE_PRECISION), | ||
| }; | ||
| }) | ||
| ) | ||
| .subscribe((fillEvent) => { | ||
| redisClient.client.publish( | ||
| `trades_${fillEvent.marketType}_${fillEvent.marketIndex}`, | ||
| JSON.stringify(fillEvent) | ||
| ); | ||
| }); | ||
|
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| console.log('Publishing trades'); | ||
| }; | ||
|
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| async function recursiveTryCatch(f: () => void) { | ||
| try { | ||
| await f(); | ||
| } catch (e) { | ||
| console.error(e); | ||
| await sleep(15000); | ||
| await recursiveTryCatch(f); | ||
| } | ||
| } | ||
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| recursiveTryCatch(() => main()); | ||
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| export { sdkConfig, endpoint, wsEndpoint, driftEnv, commitHash, driftClient }; |
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