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Update pyth lazer #476

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3136ea7
Update yarn lock and package json for new pyth
SinaKhalili Jun 11, 2025
d05a667
Update pyth lazer subscriber
SinaKhalili Jun 11, 2025
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2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@
"@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": "0.3.2",
"@pythnetwork/pyth-lazer-sdk": "1.0.0",
"@solana/spl-token": "0.3.7",
"@solana/web3.js": "1.92.3",
"@types/bn.js": "5.1.5",
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121 changes: 64 additions & 57 deletions src/pythLazerSubscriber.ts
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Original file line number Diff line number Diff line change
@@ -1,4 +1,8 @@
import { Channel, PythLazerClient } from '@pythnetwork/pyth-lazer-sdk';
import {
JsonOrBinaryResponse,
PythLazerClient,
Channel,
} from '@pythnetwork/pyth-lazer-sdk';
import { DriftEnv, PerpMarkets } from '@drift-labs/sdk';
import { RedisClient } from '@drift/common/clients';
import * as axios from 'axios';
Expand All @@ -13,7 +17,6 @@ export class PythLazerSubscriber {

timeoutId?: NodeJS.Timeout;
receivingData = false;
isUnsubscribing = false;

marketIndextoPriceFeedIdChunk: Map<number, number[]> = new Map();
marketIndextoPriceFeedId: Map<number, number> = new Map();
Expand Down Expand Up @@ -43,17 +46,24 @@ export class PythLazerSubscriber {
}

for (const priceFeedIds of priceFeedIdsArrays) {
const filteredMarkets = markets.filter((market) =>
priceFeedIds.includes(market.pythLazerId!)
const filteredMarkets = markets.filter(
(market) =>
market.pythLazerId !== undefined &&
priceFeedIds.includes(market.pythLazerId)
);
for (const market of filteredMarkets) {
this.marketIndextoPriceFeedIdChunk.set(
market.marketIndex,
priceFeedIds
);
if (market.pythLazerId === undefined) {
throw new Error(
`Pyth Lazer ID not found for market index ${market.marketIndex}`
);
}
this.marketIndextoPriceFeedId.set(
market.marketIndex,
market.pythLazerId!
market.pythLazerId
);
}
}
Expand All @@ -65,52 +75,70 @@ export class PythLazerSubscriber {
return;
}

this.pythLazerClient = await PythLazerClient.create(
this.endpoints,
this.token
);
this.pythLazerClient = await PythLazerClient.create({
urls: this.endpoints,
token: this.token,
numConnections: 3,
});

this.pythLazerClient.addAllConnectionsDownListener(() => {
console.log(`All connections to pyth lazer are down`);
this.receivingData = false;
Comment on lines +85 to +86
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@moosecat2 moosecat2 Jun 11, 2025

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can we maybe add a healthy indicator to show that it's unhealthy? then bots can look at it for their own health checks

});

let subscriptionId = 1;
for (const priceFeedIds of this.priceFeedIdsArrays) {
const feedIdsHash = this.hash(priceFeedIds);
this.feedIdHashToFeedIds.set(feedIdsHash, priceFeedIds);
this.subscriptionIdsToFeedIdsHash.set(subscriptionId, feedIdsHash);
this.pythLazerClient.addMessageListener((message) => {
this.receivingData = true;
clearTimeout(this.timeoutId);
switch (message.type) {
case 'json': {
if (message.value.type == 'streamUpdated') {
if (message.value.solana?.data) {
this.feedIdChunkToPriceMessage.set(
this.subscriptionIdsToFeedIdsHash.get(
this.pythLazerClient.addMessageListener(
(message: JsonOrBinaryResponse) => {
this.receivingData = true;
switch (message.type) {
case 'json': {
if (message.value.type == 'streamUpdated') {
if (message.value.solana?.data) {
const feedIdHash = this.subscriptionIdsToFeedIdsHash.get(
message.value.subscriptionId
)!,
message.value.solana.data
);
}
if (message.value.parsed?.priceFeeds) {
for (const priceFeed of message.value.parsed.priceFeeds) {
const price =
Number(priceFeed.price!) *
Math.pow(10, Number(priceFeed.exponent!));
this.feedIdToPrice.set(priceFeed.priceFeedId, price);
);
if (!feedIdHash) {
throw new Error(
`feedIdHash not found for subscriptionId ${message.value.subscriptionId}`
);
}
this.feedIdChunkToPriceMessage.set(
feedIdHash,
message.value.solana.data
);
}
if (message.value.parsed?.priceFeeds) {
for (const priceFeed of message.value.parsed.priceFeeds) {
if (!priceFeed.price || !priceFeed.exponent) {
throw new Error(
`price or exponent not found for priceFeed ${priceFeed.priceFeedId}`
);
}
const price =
Number(priceFeed.price) *
Math.pow(10, Number(priceFeed.exponent));
this.feedIdToPrice.set(priceFeed.priceFeedId, price);
}
}
}
break;
}
default: {
break;
}
break;
}
default: {
break;
}
}
this.setTimeout();
});
this.pythLazerClient.send({
);
this.pythLazerClient.subscribe({
type: 'subscribe',
subscriptionId,
priceFeedIds,
properties: ['price', 'bestAskPrice', 'bestBidPrice', 'exponent'],
chains: ['solana'],
formats: ['solana'],
deliveryFormat: 'json',
channel: this.subscribeChannel as Channel,
jsonBinaryEncoding: 'hex',
Expand All @@ -119,32 +147,11 @@ export class PythLazerSubscriber {
}

this.receivingData = true;
this.setTimeout();
}

protected setTimeout(): void {
this.timeoutId = setTimeout(async () => {
if (this.isUnsubscribing) {
// If we are in the process of unsubscribing, do not attempt to resubscribe
return;
}

if (this.receivingData) {
console.log(`No ws data from pyth lazer client resubscribing`);
await this.unsubscribe();
this.receivingData = false;
await this.subscribe();
}
}, this.resubTimeoutMs);
}

async unsubscribe() {
this.isUnsubscribing = true;
this.pythLazerClient?.shutdown();
this.pythLazerClient = undefined;
clearTimeout(this.timeoutId);
this.timeoutId = undefined;
this.isUnsubscribing = false;
}

hash(arr: number[]): string {
Expand Down
10 changes: 5 additions & 5 deletions yarn.lock
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Original file line number Diff line number Diff line change
Expand Up @@ -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]2d85c3d7-8b53-4964-8d6f-189fbf2c6c02-1749598341754/node_modules/@drift/protocol/sdk"
"@drift-labs/sdk" "file:../../Library/Caches/Yarn/v6/[email protected]8a205691-2bd2-4c6b-ac4b-f0d4543d5f2a-1749603527838/node_modules/@drift/protocol/sdk"
"@jest/globals" "29.3.1"
"@slack/web-api" "6.4.0"
"@solana/spl-token" "0.3.8"
Expand Down Expand Up @@ -1687,10 +1687,10 @@
dependencies:
bn.js "^5.2.1"

"@pythnetwork/pyth-lazer-sdk@0.3.2":
version "0.3.2"
resolved "https://registry.yarnpkg.com/@pythnetwork/pyth-lazer-sdk/-/pyth-lazer-sdk-0.3.2.tgz#5837ca483efe7f5380c2f079d9cd4cd20ec3704e"
integrity sha512-YpkbZvoq7aKGA0303QmDA8n9zS/7upQTOrhhi99+SUWXm3WI9PvmZilhYPp/hqHsXzKEieCwlfPqvO+nkCMXdQ==
"@pythnetwork/pyth-lazer-sdk@1.0.0":
version "1.0.0"
resolved "https://registry.yarnpkg.com/@pythnetwork/pyth-lazer-sdk/-/pyth-lazer-sdk-1.0.0.tgz#86d36e621426e5ceea84b0031a31ec4d4ad32075"
integrity sha512-nCbfzHSgIJeg8cxKB5gomx2N3vW1shrPe2rJpKrPW4hezcOqknyzAg5JPKdzea5Zc5zM5MlQ+lc/opVDJp537Q==
dependencies:
"@isaacs/ttlcache" "^1.4.1"
"@solana/buffer-layout" "^4.0.1"
Expand Down