Merge pull request #481 from drift-labs/master

update pyth cranker

Author: moosecat2

package.json

@@ -5,8 +5,8 @@
 	"main": "lib/index.js",
 	"license": "Apache-2.0",
 	"dependencies": {
-		"@drift-labs/jit-proxy": "0.17.54",
-		"@drift-labs/sdk": "2.124.0-beta.2",
+		"@drift-labs/jit-proxy": "0.17.57",
+		"@drift-labs/sdk": "2.124.0-beta.5",
 		"@drift/common": "file:./drift-common/common-ts",
 		"@opentelemetry/api": "1.7.0",
 		"@opentelemetry/auto-instrumentations-node": "0.31.2",

src/bots/filler.ts

@@ -387,7 +387,12 @@ export class FillerBot extends TxThreaded implements Bot {
 			this.pythLazerSubscriber = new PythLazerSubscriber(
 				this.globalConfig.lazerEndpoints,
 				this.globalConfig.lazerToken,
-				pythLazerIdsChunks,
+				pythLazerIdsChunks.map((ids) => {
+					return {
+						priceFeedIds: ids,
+						channel: 'fixed_rate@200ms',
+					};
+				}),
 				this.globalConfig.driftEnv
 			);
 		}

src/bots/makerBidAskTwapCrank.ts

@@ -221,7 +221,12 @@ export class MakerBidAskTwapCrank implements Bot {
 		this.pythLazerSubscriber = new PythLazerSubscriber(
 			this.globalConfig.lazerEndpoints,
 			this.globalConfig.lazerToken,
-			pythLazerIdsChunks,
+			pythLazerIdsChunks.map((ids) => {
+				return {
+					priceFeedIds: ids,
+					channel: 'fixed_rate@200ms',
+				};
+			}),
 			this.globalConfig.driftEnv
 		);
 	}

src/bots/pythLazerCranker.ts

@@ -25,7 +25,11 @@ import {
 	sleepMs,
 } from '../utils';
 import { Agent, setGlobalDispatcher } from 'undici';
-import { PythLazerSubscriber } from '../pythLazerSubscriber';
+import {
+	PythLazerPriceFeedArray,
+	PythLazerSubscriber,
+} from '../pythLazerSubscriber';
+import { Channel } from '@pythnetwork/pyth-lazer-sdk';
 
 setGlobalDispatcher(
 	new Agent({
@@ -62,8 +66,11 @@ export class PythLazerCrankerBot implements Bot {
 			throw new Error('Jito is not supported for pyth lazer cranker');
 		}
 
-		let feedIdChunks: number[][] = [];
-		if (!this.crankConfigs.pythLazerIds) {
+		let feedIdChunks: PythLazerPriceFeedArray[] = [];
+		if (
+			!this.crankConfigs.pythLazerIds &&
+			!this.crankConfigs.pythLazerIdsByChannel
+		) {
 			const spotMarkets =
 				this.globalConfig.driftEnv === 'mainnet-beta'
 					? MainnetSpotMarkets
@@ -89,9 +96,35 @@ export class PythLazerCrankerBot implements Bot {
 				allFeedIds.push(market.pythLazerId!);
 			}
 			const allFeedIdsSet = new Set(allFeedIds);
-			feedIdChunks = chunks(Array.from(allFeedIdsSet), 11);
+			feedIdChunks = chunks(Array.from(allFeedIdsSet), 11).map((ids) => {
+				return {
+					priceFeedIds: ids,
+					channel: 'fixed_rate@200ms',
+				};
+			});
+		} else if (this.crankConfigs.pythLazerIdsByChannel) {
+			for (const key of Object.keys(
+				this.crankConfigs.pythLazerIdsByChannel
+			) as Channel[]) {
+				const ids = this.crankConfigs.pythLazerIdsByChannel[key];
+				if (!ids || ids.length === 0) {
+					continue;
+				}
+				feedIdChunks.push({
+					priceFeedIds: ids,
+					channel: key as Channel,
+				});
+			}
 		} else {
-			feedIdChunks = chunks(Array.from(this.crankConfigs.pythLazerIds), 11);
+			feedIdChunks = chunks(
+				Array.from(this.crankConfigs.pythLazerIds!),
+				11
+			).map((ids) => {
+				return {
+					priceFeedIds: ids,
+					channel: 'real_time',
+				};
+			});
 		}
 		console.log(feedIdChunks);
 
@@ -107,8 +140,7 @@ export class PythLazerCrankerBot implements Bot {
 			this.globalConfig.driftEnv,
 			undefined,
 			undefined,
-			undefined,
-			this.crankConfigs.pythLazerChannel ?? 'fixed_rate@200ms'
+			undefined
 		);
 		this.decodeFunc =
 			this.driftClient.program.account.pythLazerOracle.coder.accounts.decodeUnchecked.bind(
@@ -176,9 +208,10 @@ export class PythLazerCrankerBot implements Bot {
 			priceMessage,
 		] of this.pythLazerClient.feedIdChunkToPriceMessage.entries()) {
 			const feedIds = this.pythLazerClient.getPriceFeedIdsFromHash(feedIdsStr);
+			const cus = Math.max(0, feedIds.length - 3) * 6_000 + 30_000;
 			const ixs = [
 				ComputeBudgetProgram.setComputeUnitLimit({
-					units: 30_000,
+					units: cus,
 				}),
 			];
 			const priorityFees = Math.floor(

src/bots/trigger.ts

@@ -53,7 +53,10 @@ import {
 	TransactionInstruction,
 } from '@solana/web3.js';
 import { PriceUpdateAccount } from '@pythnetwork/pyth-solana-receiver/lib/PythSolanaReceiver';
-import { PythLazerSubscriber } from '../pythLazerSubscriber';
+import {
+	PythLazerPriceFeedArray,
+	PythLazerSubscriber,
+} from '../pythLazerSubscriber';
 import { PriceServiceConnection } from '@pythnetwork/price-service-client';
 
 const TRIGGER_ORDER_COOLDOWN_MS = 10000; // time to wait between triggering an order
@@ -76,7 +79,7 @@ function getPythLazerFeedIdChunks(
 	spotMarkets: SpotMarketConfig[],
 	perpMarkets: PerpMarketConfig[],
 	chunkSize = 11
-): number[][] {
+): PythLazerPriceFeedArray[] {
 	const allFeedIds: number[] = [];
 	for (const market of [...spotMarkets, ...perpMarkets]) {
 		if (
@@ -89,7 +92,12 @@ function getPythLazerFeedIdChunks(
 	}
 
 	const allFeedIdsSet = new Set(allFeedIds);
-	return chunks(Array.from(allFeedIdsSet), chunkSize);
+	return chunks(Array.from(allFeedIdsSet), chunkSize).map((ids) => {
+		return {
+			priceFeedIds: ids,
+			channel: 'fixed_rate@200ms',
+		};
+	});
 }
 
 function getPythPullFeedIdsToCrank(

src/config.ts

@@ -124,6 +124,11 @@ export type PythLazerCrankerBotConfig = BaseBotConfig & {
 	pythLazerChannel?: string;
 	ignorePythLazerIds?: number[];
 	pythLazerIds?: number[];
+	pythLazerIdsByChannel?: {
+		real_time: number[];
+		'fixed_rate@50ms': number[];
+		'fixed_rate@200ms': number[];
+	};
 	slotStalenessThresholdRestart: number;
 	txSuccessRateThreshold: number;
 	intervalMs: number;

src/experimental-bots/filler/fillerMultithreaded.ts

@@ -400,7 +400,12 @@ export class FillerMultithreaded {
 			this.pythLazerSubscriber = new PythLazerSubscriber(
 				this.globalConfig.lazerEndpoints,
 				this.globalConfig.lazerToken,
-				pythLazerIdsChunks,
+				pythLazerIdsChunks.map((ids) => {
+					return {
+						priceFeedIds: ids,
+						channel: 'fixed_rate@200ms',
+					};
+				}),
 				this.globalConfig.driftEnv,
 				new RedisClient({
 					prefix: RedisClientPrefix.DLOB,

src/experimental-bots/swift/placerExample.ts

@@ -56,6 +56,7 @@ export class SwiftPlacer {
 	interval: NodeJS.Timeout | null = null;
 	private ws: WebSocket | null = null;
 	private signedMsgUrl: string;
+	private baseDlobUrl: string;
 	private heartbeatTimeout: NodeJS.Timeout | null = null;
 	private priorityFeeSubscriber: PriorityFeeSubscriberMap;
 	private referrerMap: ReferrerMap;
@@ -71,13 +72,18 @@ export class SwiftPlacer {
 				? 'wss://swift.drift.trade/ws'
 				: 'wss://master.swift.drift.trade/ws';
 
+		this.baseDlobUrl =
+			runtimeSpec.driftEnv == 'mainnet-beta'
+				? 'https://dlob.drift.trade'
+				: 'https://master.dlob.drift.trade';
+
 		const perpMarketsToWatchForFees = [0, 1, 2, 3, 4, 5].map((x) => {
 			return { marketType: 'perp', marketIndex: x };
 		});
 
 		this.priorityFeeSubscriber = new PriorityFeeSubscriberMap({
 			driftMarkets: perpMarketsToWatchForFees,
-			driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
+			driftPriorityFeeEndpoint: this.baseDlobUrl,
 		});
 
 		this.referrerMap = new ReferrerMap(driftClient, true);
@@ -238,7 +244,7 @@ export class SwiftPlacer {
 
 					const isOrderLong = isVariant(signedMsgOrderParams.direction, 'long');
 					const result = await axios.get(
-						`https://dlob.drift.trade/topMakers?marketType=perp&marketIndex=${
+						`${this.baseDlobUrl}/topMakers?marketType=perp&marketIndex=${
 							signedMsgOrderParams.marketIndex
 						}&side=${isOrderLong ? 'ask' : 'bid'}&limit=2`
 					);

src/pythLazerSubscriber.ts

@@ -3,6 +3,11 @@ import { DriftEnv, PerpMarkets } from '@drift-labs/sdk';
 import { RedisClient } from '@drift/common/clients';
 import * as axios from 'axios';
 
+export type PythLazerPriceFeedArray = {
+	channel?: Channel;
+	priceFeedIds: number[];
+};
+
 export class PythLazerSubscriber {
 	private pythLazerClient?: PythLazerClient;
 	feedIdChunkToPriceMessage: Map<string, string> = new Map();
@@ -22,34 +27,35 @@ export class PythLazerSubscriber {
 	constructor(
 		private endpoints: string[],
 		private token: string,
-		private priceFeedIdsArrays: number[][],
+		private priceFeedArrays: PythLazerPriceFeedArray[],
 		env: DriftEnv = 'devnet',
 		private redisClient?: RedisClient,
 		private httpEndpoints: string[] = [],
-		private resubTimeoutMs: number = 2000,
-		private subscribeChannel = 'fixed_rate@200ms'
+		private resubTimeoutMs: number = 2000
 	) {
 		const markets = PerpMarkets[env].filter(
 			(market) => market.pythLazerId !== undefined
 		);
 
-		this.allSubscribedIds = this.priceFeedIdsArrays.flat();
+		this.allSubscribedIds = this.priceFeedArrays
+			.map((array) => array.priceFeedIds)
+			.flat();
 		if (
-			priceFeedIdsArrays[0].length === 1 &&
+			priceFeedArrays[0].priceFeedIds.length === 1 &&
 			this.allSubscribedIds.length > 3 &&
 			this.httpEndpoints.length > 0
 		) {
 			this.useHttpRequests = true;
 		}
 
-		for (const priceFeedIds of priceFeedIdsArrays) {
+		for (const priceFeedIds of priceFeedArrays) {
 			const filteredMarkets = markets.filter((market) =>
-				priceFeedIds.includes(market.pythLazerId!)
+				priceFeedIds.priceFeedIds.includes(market.pythLazerId!)
 			);
 			for (const market of filteredMarkets) {
 				this.marketIndextoPriceFeedIdChunk.set(
 					market.marketIndex,
-					priceFeedIds
+					priceFeedIds.priceFeedIds
 				);
 				this.marketIndextoPriceFeedId.set(
 					market.marketIndex,
@@ -70,9 +76,9 @@ export class PythLazerSubscriber {
 			this.token
 		);
 		let subscriptionId = 1;
-		for (const priceFeedIds of this.priceFeedIdsArrays) {
-			const feedIdsHash = this.hash(priceFeedIds);
-			this.feedIdHashToFeedIds.set(feedIdsHash, priceFeedIds);
+		for (const priceFeedIds of this.priceFeedArrays) {
+			const feedIdsHash = this.hash(priceFeedIds.priceFeedIds);
+			this.feedIdHashToFeedIds.set(feedIdsHash, priceFeedIds.priceFeedIds);
 			this.subscriptionIdsToFeedIdsHash.set(subscriptionId, feedIdsHash);
 			this.pythLazerClient.addMessageListener((message) => {
 				this.receivingData = true;
@@ -108,11 +114,11 @@ export class PythLazerSubscriber {
 			this.pythLazerClient.send({
 				type: 'subscribe',
 				subscriptionId,
-				priceFeedIds,
+				priceFeedIds: priceFeedIds.priceFeedIds,
 				properties: ['price', 'bestAskPrice', 'bestBidPrice', 'exponent'],
 				chains: ['solana'],
 				deliveryFormat: 'json',
-				channel: this.subscribeChannel as Channel,
+				channel: priceFeedIds.channel ?? ('fixed_rate@200ms' as Channel),
 				jsonBinaryEncoding: 'hex',
 			});
 			subscriptionId++;

yarn.lock

@@ -380,20 +380,20 @@
     enabled "2.0.x"
     kuler "^2.0.0"
 
-"@drift-labs/[email protected].54":
-  version "0.17.54"
-  resolved "https://registry.yarnpkg.com/@drift-labs/jit-proxy/-/jit-proxy-0.17.54.tgz#a2146ffbc18579c89a4efb7fdb6a01d41806364b"
-  integrity sha512-o1qu2tSmYae4wcnMPD4ifyU+ulPC4omF+WVrW/6aCdcyrqHEqerluYKtnDtucBoCfQJe3WGM5bqaRekL4QClyw==
+"@drift-labs/[email protected].57":
+  version "0.17.57"
+  resolved "https://registry.yarnpkg.com/@drift-labs/jit-proxy/-/jit-proxy-0.17.57.tgz#518d9d36ec396407c46266d57df71c580b24fe2b"
+  integrity sha512-igNg3644ZomHkxkVpL7YsYtCXrKEGvIeCPkU+Jq0/KTaB0q/U8KbB/TJmlJ3byZ81K+AmMxCHlbTqqZyqeNaBQ==
   dependencies:
     "@coral-xyz/anchor" "0.29.0"
-    "@drift-labs/sdk" "2.124.0-beta.2"
+    "@drift-labs/sdk" "2.124.0-beta.5"
     "@solana/web3.js" "1.91.7"
     tweetnacl-util "^0.15.1"
 
-"@drift-labs/[email protected].2":
-  version "2.124.0-beta.2"
-  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.124.0-beta.2.tgz#843ae7284a13eea4eff3460e60937960e9ae78f0"
-  integrity sha512-MxA9FICLffttXxUxSl6jpdVlopNxyMnDX+lezVKJ8LqR/l5FSnKLzDkGAMr+1Ro7Nz2uzifVSH6ZbgAzx/myMg==
+"@drift-labs/[email protected].5":
+  version "2.124.0-beta.5"
+  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.124.0-beta.5.tgz#ebd51fc4b5f798d9cf7bd710cc73769e1860c24e"
+  integrity sha512-WtqmufmwpxARrpHqKEZ6IzawZJjImofaiB8e3j2KoGEGzzKA7zcuM7kmYlkyG3WUBDr8FIPDHZP/InLE4m+wNQ==
   dependencies:
     "@coral-xyz/anchor" "0.29.0"
     "@coral-xyz/anchor-30" "npm:@coral-xyz/[email protected]"
@@ -452,7 +452,7 @@
 "@drift/common@file:./drift-common/common-ts":
   version "1.0.0"
   dependencies:
-    "@drift-labs/sdk" "file:../../../.cache/yarn/v6/[email protected]a9f2db60-9f18-439d-ada5-a36d34281dad-1749931617585/node_modules/@drift/protocol/sdk"
+    "@drift-labs/sdk" "file:../../../.cache/yarn/v6/[email protected]493c413e-6aac-48c5-a634-6f605ad648e0-1750104675160/node_modules/@drift/protocol/sdk"
     "@jest/globals" "29.3.1"
     "@slack/web-api" "6.4.0"
     "@solana/spl-token" "0.3.8"