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Merge pull request #37 from drift-labs/grpc-dlob
grpc order subscriber
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,253 @@ | ||
| import { BorshAccountsCoder } from '@coral-xyz/anchor'; | ||
| import { Commitment, PublicKey, RpcResponseAndContext } from '@solana/web3.js'; | ||
| import { Buffer } from 'buffer'; | ||
| import Client, { | ||
| CommitmentLevel, | ||
| SubscribeRequest, | ||
| SubscribeUpdate, | ||
| } from '@triton-one/yellowstone-grpc'; | ||
| import { | ||
| BN, | ||
| DLOB, | ||
| DriftClient, | ||
| UserAccount, | ||
| getUserFilter, | ||
| getUserWithOrderFilter, | ||
| } from '@drift-labs/sdk'; | ||
| import { ClientDuplexStream } from '@grpc/grpc-js'; | ||
|
|
||
| type grpcDlobConfig = { | ||
| endpoint: string; | ||
| token: string; | ||
| }; | ||
|
|
||
| export class GeyserOrderSubscriber { | ||
| usersAccounts = new Map<string, { slot: number; userAccount: UserAccount }>(); | ||
| commitment: Commitment; | ||
| driftClient: DriftClient; | ||
| config: grpcDlobConfig; | ||
| stream: ClientDuplexStream<SubscribeRequest, SubscribeUpdate>; | ||
|
|
||
| fetchPromise?: Promise<void>; | ||
| fetchPromiseResolver: () => void; | ||
| mostRecentSlot: number; | ||
|
|
||
| constructor(driftClient: DriftClient, config: grpcDlobConfig) { | ||
| this.driftClient = driftClient; | ||
| this.config = config; | ||
| } | ||
|
|
||
| public async subscribe(): Promise<void> { | ||
| const client = new Client(this.config.endpoint, this.config.token); | ||
| this.stream = await client.subscribe(); | ||
| const request: SubscribeRequest = { | ||
| slots: {}, | ||
| accounts: { | ||
| drift: { | ||
| owner: [this.driftClient.program.programId.toBase58()], | ||
| filters: [ | ||
| { | ||
| memcmp: { | ||
| offset: '0', | ||
| bytes: BorshAccountsCoder.accountDiscriminator('User'), | ||
| }, | ||
| }, | ||
| { | ||
| memcmp: { | ||
| offset: '4350', | ||
| bytes: Uint8Array.from([1]), | ||
| }, | ||
| }, | ||
| ], | ||
| account: [], | ||
| }, | ||
| }, | ||
| transactions: {}, | ||
| blocks: {}, | ||
| blocksMeta: {}, | ||
| accountsDataSlice: [], | ||
| commitment: CommitmentLevel.PROCESSED, | ||
| entry: {}, | ||
| }; | ||
|
|
||
| this.stream.on('data', (chunk: any) => { | ||
| if (!chunk.account) { | ||
| return; | ||
| } | ||
| const slot = Number(chunk.account.slot); | ||
| this.tryUpdateUserAccount( | ||
| new PublicKey(chunk.account.account.pubkey).toBase58(), | ||
| 'grpc', | ||
| chunk.account.account.data, | ||
| slot | ||
| ); | ||
| }); | ||
|
|
||
| return new Promise<void>((resolve, reject) => { | ||
| this.stream.write(request, (err) => { | ||
| if (err === null || err === undefined) { | ||
| resolve(); | ||
| } else { | ||
| reject(err); | ||
| } | ||
| }); | ||
| }).catch((reason) => { | ||
| console.error(reason); | ||
| throw reason; | ||
| }); | ||
| } | ||
|
|
||
| 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); | ||
| } | ||
| // 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; | ||
| } | ||
| } | ||
|
|
||
| tryUpdateUserAccount( | ||
| key: string, | ||
| dataType: 'raw' | 'grpc', | ||
| data: string[] | Buffer | UserAccount, | ||
| slot: number | ||
| ): void { | ||
| if (!this.mostRecentSlot || slot > this.mostRecentSlot) { | ||
| this.mostRecentSlot = slot; | ||
| } | ||
|
|
||
| const slotAndUserAccount = this.usersAccounts.get(key); | ||
| if (!slotAndUserAccount || slotAndUserAccount.slot <= slot) { | ||
| // Polling leads to a lot of redundant decoding, so we only decode if data is from a fresh slot | ||
| let buffer: Buffer; | ||
| if (dataType === 'raw') { | ||
| buffer = Buffer.from(data[0], data[1]); | ||
| } else { | ||
| buffer = data as Buffer; | ||
| } | ||
|
|
||
| const newLastActiveSlot = new BN( | ||
| buffer.subarray(4328, 4328 + 8), | ||
| undefined, | ||
| 'le' | ||
| ); | ||
| if ( | ||
| slotAndUserAccount && | ||
| slotAndUserAccount.userAccount.lastActiveSlot.gt(newLastActiveSlot) | ||
| ) { | ||
| return; | ||
| } | ||
|
|
||
| const userAccount = | ||
| this.driftClient.program.account.user.coder.accounts.decodeUnchecked( | ||
| 'User', | ||
| buffer | ||
| ) as UserAccount; | ||
|
|
||
| if (userAccount.hasOpenOrder) { | ||
| this.usersAccounts.set(key, { slot, userAccount }); | ||
| } else { | ||
| this.usersAccounts.delete(key); | ||
| } | ||
| } | ||
| } | ||
|
|
||
| public async getDLOB(slot: number): Promise<DLOB> { | ||
| const dlob = new DLOB(); | ||
| for (const [key, { userAccount }] of this.usersAccounts.entries()) { | ||
| const userAccountPubkey = new PublicKey(key); | ||
| for (const order of userAccount.orders) { | ||
| dlob.insertOrder(order, userAccountPubkey, slot); | ||
| } | ||
| } | ||
| return dlob; | ||
| } | ||
|
|
||
| public getSlot(): number { | ||
| return this.mostRecentSlot ?? 0; | ||
| } | ||
|
|
||
| public async unsubscribe(): Promise<void> { | ||
| return new Promise<void>((resolve, reject) => { | ||
| this.stream.write( | ||
| { | ||
| slots: {}, | ||
| accounts: {}, | ||
| transactions: {}, | ||
| blocks: {}, | ||
| blocksMeta: {}, | ||
| accountsDataSlice: [], | ||
| entry: {}, | ||
| }, | ||
| (err) => { | ||
| if (err === null || err === undefined) { | ||
| resolve(); | ||
| } else { | ||
| reject(err); | ||
| } | ||
| } | ||
| ); | ||
| }).catch((reason) => { | ||
| console.error(reason); | ||
| throw reason; | ||
| }); | ||
| } | ||
| } |
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