Merge pull request #345 from drift-labs/master

wphan · web-flow · commit e6ad05b3ae4c · 2025-01-13T09:20:31.000-08:00
mainnet
diff --git a/package.json b/package.json
@@ -5,16 +5,16 @@
 	"main": "lib/index.js",
 	"license": "Apache-2.0",
 	"dependencies": {
-		"@drift-labs/jit-proxy": "0.12.46",
-		"@drift-labs/sdk": "2.107.0-beta.2",
+		"@drift-labs/jit-proxy": "0.12.47",
+		"@drift-labs/sdk": "2.107.0-beta.3",
 		"@opentelemetry/api": "1.7.0",
 		"@opentelemetry/auto-instrumentations-node": "0.31.2",
 		"@opentelemetry/exporter-prometheus": "0.31.0",
 		"@opentelemetry/sdk-node": "0.31.0",
 		"@project-serum/anchor": "0.19.1-beta.1",
 		"@project-serum/serum": "0.13.65",
 		"@pythnetwork/price-service-client": "1.9.0",
-		"@pythnetwork/pyth-lazer-sdk": "^0.1.1",
+		"@pythnetwork/pyth-lazer-sdk": "0.2.0",
 		"@solana/spl-token": "0.3.7",
 		"@solana/web3.js": "1.92.3",
 		"@types/bn.js": "5.1.5",
diff --git a/src/bots/liquidator.ts b/src/bots/liquidator.ts
@@ -839,23 +839,12 @@ export class LiquidatorBot implements Bot {
 
 	private async jupiterSpotSwap(
 		orderDirection: PositionDirection,
-		spotMarketIndex: number,
+		inMarketIndex: number,
+		outMarketIndex: 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,
@@ -893,7 +882,7 @@ export class LiquidatorBot implements Bot {
 			logger.error(
 				`Error trying to ${getVariant(
 					orderDirection
-				)} spot position for market ${spotMarketIndex} on jupiter, subaccount start ${subAccountId}, simError: ${JSON.stringify(
+				)} on inMarketIndex ${inMarketIndex}, outMarketIndex ${outMarketIndex} on jupiter, subaccount start ${subAccountId}, simError: ${JSON.stringify(
 					simResult.simError
 				)}`
 			);
@@ -905,9 +894,7 @@ export class LiquidatorBot implements Bot {
 			);
 
 			logger.info(
-				`closed spot position for market ${spotMarketIndex.toString()} on subaccount ${subAccountId}: ${
-					resp.txSig
-				} `
+				`closed spot position inMarketIndex ${inMarketIndex}, outMarketIndex ${outMarketIndex} on subaccount ${subAccountId}: ${resp.txSig} `
 			);
 		}
 	}
@@ -1234,7 +1221,10 @@ export class LiquidatorBot implements Bot {
 		orderDirection: PositionDirection,
 		baseAmountIn: BN,
 		slippageBps: number
-	): Promise<QuoteResponse | undefined> {
+	): Promise<
+		| { quote: QuoteResponse; inMarketIndex: number; outMarketIndex: number }
+		| undefined
+	> {
 		if (!this.jupiterClient) {
 			return undefined;
 		}
@@ -1347,7 +1337,11 @@ export class LiquidatorBot implements Bot {
 				);
 				return undefined;
 			} else {
-				return quote;
+				return {
+					quote,
+					inMarketIndex: inMarket.marketIndex,
+					outMarketIndex: outMarket.marketIndex,
+				};
 			}
 		} else {
 			// selling spotMarketIndex, want max out
@@ -1358,7 +1352,11 @@ export class LiquidatorBot implements Bot {
 				);
 				return undefined;
 			} else {
-				return quote;
+				return {
+					quote,
+					inMarketIndex: inMarket.marketIndex,
+					outMarketIndex: outMarket.marketIndex,
+				};
 			}
 		}
 	}
@@ -1610,8 +1608,9 @@ export class LiquidatorBot implements Bot {
 			} else {
 				await this.jupiterSpotSwap(
 					orderParams.direction,
-					position.marketIndex,
-					jupQuote,
+					jupQuote.inMarketIndex,
+					jupQuote.outMarketIndex,
+					jupQuote.quote,
 					slippageBps,
 					userAccount.subAccountId
 				);
diff --git a/src/bots/spotFiller.ts b/src/bots/spotFiller.ts
@@ -98,6 +98,7 @@ import { selectMakers } from '../makerSelection';
 import { LRUCache } from 'lru-cache';
 import { bs58 } from '@project-serum/anchor/dist/cjs/utils/bytes';
 import { PythPriceFeedSubscriber } from '../pythPriceFeedSubscriber';
+import { FallbackLiquiditySource } from '../experimental-bots/filler-common/types';
 
 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
@@ -162,8 +163,6 @@ function getMakerNodeFromNodeToFill(
 	return nodeToFill.makerNodes[0];
 }
 
-export type FallbackLiquiditySource = 'phoenix' | 'openbook';
-
 export type NodesToFillWithContext = {
 	nodesToFill: NodeToFill[];
 	fallbackAskSource?: FallbackLiquiditySource;
@@ -1760,6 +1759,7 @@ export class SpotFillerBot implements Bot {
 				'multiMakerSpotFill',
 				this.revertOnFailure ?? false,
 				false,
+				undefined,
 				spotPrecision
 			);
 
@@ -1965,7 +1965,7 @@ export class SpotFillerBot implements Bot {
 		)!;
 		const spotMarketPrecision = TEN.pow(new BN(spotMarket.decimals));
 
-		if (nodeToFill.makerNodes.length > 1) {
+		if (nodeToFill.makerNodes.length > 0) {
 			// do multi maker fills in a separate tx since they're larger
 			return this.tryFillMultiMakerSpotNode(
 				fillTxId,
@@ -1979,55 +1979,48 @@ export class SpotFillerBot implements Bot {
 			? fallbackBidSource
 			: fallbackAskSource;
 
-		const {
-			makerInfos,
-			takerUser,
-			takerUserPubKey,
-			takerUserSlot,
-			marketType,
-		} = await this.getNodeFillInfo(nodeToFill);
+		const { 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})`
-				);
+		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(
+				`unknown fallback source: ${fallbackSource} (fillTxId: ${fillTxId})`
+			);
 		}
 
 		logMessageForNodeToFill(
 			nodeToFill,
 			takerUserPubKey,
 			takerUserSlot,
-			makerInfos,
+			[],
 			this.getMaxSlot(),
 			fillTxId,
 			'fillSpotNode',
 			this.revertOnFailure ?? false,
 			false,
+			fallbackSource,
 			spotMarketPrecision
 		);
 
@@ -2055,8 +2048,7 @@ export class SpotFillerBot implements Bot {
 				new PublicKey(takerUserPubKey),
 				takerUser,
 				nodeToFill.node.order,
-				fulfillmentConfig,
-				makerInfo
+				fulfillmentConfig
 			)
 		);
 
diff --git a/src/experimental-bots/filler-common/types.ts b/src/experimental-bots/filler-common/types.ts
@@ -128,7 +128,7 @@ export type SerializedDLOBNode = {
 	isUserProtectedMaker: boolean;
 };
 
-export type FallbackLiquiditySource = 'serum' | 'phoenix' | 'openbook';
+export type FallbackLiquiditySource = 'phoenix' | 'openbook';
 export type NodeToFillWithContext = NodeToFill & {
 	fallbackAskSource?: FallbackLiquiditySource;
 	fallbackBidSource?: FallbackLiquiditySource;
diff --git a/src/experimental-bots/filler/fillerMultithreaded.ts b/src/experimental-bots/filler/fillerMultithreaded.ts
@@ -111,6 +111,7 @@ import { ChildProcess } from 'child_process';
 import { PythPriceFeedSubscriber } from 'src/pythPriceFeedSubscriber';
 import { PythLazerSubscriber } from '../../pythLazerSubscriber';
 import path from 'path';
+import { SignedSwiftOrderParams } from '@drift-labs/sdk/lib/node/swift/types';
 
 const logPrefix = '[Filler]';
 export type MakerNodeMap = Map<string, DLOBNode[]>;
@@ -1768,10 +1769,16 @@ export class FillerMultithreaded {
 				const swiftOrderMessageParams = this.swiftOrderMessages.get(
 					nodeToFill.node.order!.orderId
 				);
+				const signedSwiftOrderParams: SignedSwiftOrderParams = {
+					orderParams: Buffer.from(swiftOrderMessageParams['order_message']),
+					signature: Buffer.from(
+						swiftOrderMessageParams['order_signature'],
+						'base64'
+					),
+				};
 				ixs.push(
 					...(await this.driftClient.getPlaceSwiftTakerPerpOrderIxs(
-						Buffer.from(swiftOrderMessageParams['order_message'], 'base64'),
-						Buffer.from(swiftOrderMessageParams['order_signature'], 'base64'),
+						signedSwiftOrderParams,
 						nodeToFill.node.order!.marketIndex,
 						{
 							taker: new PublicKey(takerUserPubKey),
@@ -2063,10 +2070,16 @@ export class FillerMultithreaded {
 			const swiftOrderMessageParams = this.swiftOrderMessages.get(
 				nodeToFill.node.order!.orderId
 			);
+			const signedSwiftOrderMessageParams: SignedSwiftOrderParams = {
+				orderParams: Buffer.from(swiftOrderMessageParams['order_message']),
+				signature: Buffer.from(
+					swiftOrderMessageParams['order_signature'],
+					'base64'
+				),
+			};
 			ixs.push(
 				...(await this.driftClient.getPlaceSwiftTakerPerpOrderIxs(
-					Buffer.from(swiftOrderMessageParams['order_message'], 'base64'),
-					Buffer.from(swiftOrderMessageParams['order_signature'], 'base64'),
+					signedSwiftOrderMessageParams,
 					nodeToFill.node.order!.marketIndex,
 					{
 						taker: new PublicKey(takerUserPubKey),
diff --git a/src/experimental-bots/spotFiller/spotFillerMultithreaded.ts b/src/experimental-bots/spotFiller/spotFillerMultithreaded.ts
@@ -907,7 +907,7 @@ export class SpotFillerMultithreaded {
 					continue;
 				}
 				this.seenFillableOrders.add(getNodeToFillSignature(node));
-				if (node.makerNodes.length > 1) {
+				if (node.makerNodes.length > 0) {
 					this.tryFillMultiMakerSpotNodes(node, !!buildForBundle);
 				} else {
 					this.tryFillSpotNode(node, !!buildForBundle);
@@ -985,6 +985,7 @@ export class SpotFillerMultithreaded {
 				'multiMakerSpotFill',
 				this.revertOnFailure ?? false,
 				false,
+				undefined,
 				spotPrecision
 			);
 
@@ -1182,13 +1183,8 @@ export class SpotFillerMultithreaded {
 		)!;
 		const spotMarketPrecision = TEN.pow(new BN(spotMarket.decimals));
 
-		const {
-			makerInfos,
-			takerUser,
-			takerUserPubKey,
-			takerUserSlot,
-			marketType,
-		} = await this.getNodeFillInfo(nodeToFill);
+		const { takerUser, takerUserPubKey, takerUserSlot, marketType } =
+			await this.getNodeFillInfo(nodeToFill);
 
 		if (!isVariant(marketType, 'spot')) {
 			throw new Error('expected spot market type');
@@ -1198,43 +1194,41 @@ export class SpotFillerMultithreaded {
 			? 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})`
-				);
+		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})`
+			);
 		}
 
 		logMessageForNodeToFill(
 			nodeToFill,
 			takerUserPubKey,
 			takerUserSlot,
-			makerInfos,
+			[],
 			this.slotSubscriber.getSlot(),
 			fillTxId,
 			'fillSpotNode',
 			this.revertOnFailure ?? false,
 			false,
+			fallbackSource,
 			spotMarketPrecision
 		);
 
@@ -1267,7 +1261,7 @@ export class SpotFillerMultithreaded {
 				takerUser,
 				nodeToFill.node.order,
 				fulfillmentConfig,
-				makerInfo,
+				undefined,
 				undefined,
 				user.userAccountPublicKey
 			)
diff --git a/src/pythLazerSubscriber.ts b/src/pythLazerSubscriber.ts
diff --git a/src/utils.ts b/src/utils.ts
diff --git a/yarn.lock b/yarn.lock
