2022-03-28 10:58:14 -07:00
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use crate::{
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chain_data::{AccountData, ChainData, SlotData},
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2022-10-07 03:46:19 -07:00
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metrics::{MetricType, Metrics},
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AccountWrite, SlotUpdate,
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};
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2022-12-24 06:43:43 -08:00
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use bytemuck::{Pod, Zeroable};
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2022-03-28 10:58:14 -07:00
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use log::*;
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use serde::{ser::SerializeStruct, Serialize, Serializer};
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2022-12-24 06:43:43 -08:00
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use serum_dex::state::EventView;
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use solana_sdk::{
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account::{ReadableAccount, WritableAccount},
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clock::Epoch,
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pubkey::Pubkey,
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};
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use std::{
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borrow::BorrowMut,
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cmp::max,
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collections::{HashMap, HashSet},
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};
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2022-10-05 15:53:20 -07:00
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use crate::metrics::MetricU64;
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2022-11-16 06:57:50 -08:00
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use anchor_lang::AccountDeserialize;
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use mango_v4::state::{
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AnyEvent, EventQueue, EventQueueHeader, EventType, FillEvent, MAX_NUM_EVENTS,
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};
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2022-03-28 10:58:14 -07:00
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#[derive(Clone, Copy, Debug, Serialize)]
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pub enum FillUpdateStatus {
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New,
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Revoke,
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}
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#[derive(Clone, Debug)]
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pub struct FillUpdate {
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pub event: FillEvent,
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pub status: FillUpdateStatus,
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pub market: String,
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pub queue: String,
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pub slot: u64,
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pub write_version: u64,
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}
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2022-12-24 06:43:43 -08:00
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#[derive(Clone, Debug)]
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pub struct SerumFillUpdate {
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pub event: serum_dex::state::Event,
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pub status: FillUpdateStatus,
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pub market: String,
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pub queue: String,
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pub slot: u64,
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pub write_version: u64,
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}
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#[derive(Copy, Clone, Debug)]
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#[repr(packed)]
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pub struct SerumEventQueueHeader {
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_account_flags: u64, // Initialized, EventQueue
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_head: u64,
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count: u64,
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seq_num: u64,
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}
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unsafe impl Zeroable for SerumEventQueueHeader {}
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unsafe impl Pod for SerumEventQueueHeader {}
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2022-03-28 10:58:14 -07:00
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impl Serialize for FillUpdate {
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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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let event = base64::encode(bytemuck::bytes_of(&self.event));
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let mut state = serializer.serialize_struct("FillUpdate", 4)?;
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state.serialize_field("event", &event)?;
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state.serialize_field("market", &self.market)?;
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state.serialize_field("queue", &self.queue)?;
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state.serialize_field("status", &self.status)?;
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state.serialize_field("slot", &self.slot)?;
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state.serialize_field("write_version", &self.write_version)?;
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state.end()
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}
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}
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2022-12-24 06:43:43 -08:00
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impl Serialize for SerumFillUpdate {
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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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let event = base64::encode(bytemuck::bytes_of(&self.event));
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let mut state = serializer.serialize_struct("SerumFillUpdate", 4)?;
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state.serialize_field("event", &event)?;
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state.serialize_field("market", &self.market)?;
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state.serialize_field("queue", &self.queue)?;
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state.serialize_field("status", &self.status)?;
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state.serialize_field("slot", &self.slot)?;
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state.serialize_field("write_version", &self.write_version)?;
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state.end()
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}
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}
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2022-03-28 10:58:14 -07:00
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#[derive(Clone, Debug)]
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pub struct FillCheckpoint {
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pub market: String,
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pub queue: String,
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pub events: Vec<FillEvent>,
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pub slot: u64,
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pub write_version: u64,
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}
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2022-12-24 06:43:43 -08:00
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#[derive(Clone, Debug)]
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pub struct SerumFillCheckpoint {
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pub market: String,
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pub queue: String,
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pub events: Vec<serum_dex::state::Event>,
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pub slot: u64,
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pub write_version: u64,
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}
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2022-03-28 10:58:14 -07:00
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impl Serialize for FillCheckpoint {
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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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let events: Vec<String> = self
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.events
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.iter()
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.map(|e| base64::encode(bytemuck::bytes_of(e)))
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.collect();
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let mut state = serializer.serialize_struct("FillCheckpoint", 3)?;
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state.serialize_field("events", &events)?;
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state.serialize_field("market", &self.market)?;
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state.serialize_field("queue", &self.queue)?;
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state.serialize_field("slot", &self.slot)?;
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state.serialize_field("write_version", &self.write_version)?;
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state.end()
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}
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}
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impl Serialize for SerumFillCheckpoint {
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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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let events: Vec<String> = self
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.events
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.iter()
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.map(|e| base64::encode(bytemuck::bytes_of(e)))
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.collect();
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let mut state = serializer.serialize_struct("SerumFillCheckpoint", 3)?;
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state.serialize_field("events", &events)?;
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state.serialize_field("market", &self.market)?;
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state.serialize_field("queue", &self.queue)?;
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state.serialize_field("slot", &self.slot)?;
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state.serialize_field("write_version", &self.write_version)?;
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2022-03-28 10:58:14 -07:00
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state.end()
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}
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}
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pub enum FillEventFilterMessage {
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Update(FillUpdate),
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SerumUpdate(SerumFillUpdate),
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Checkpoint(FillCheckpoint),
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SerumCheckpoint(SerumFillCheckpoint),
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}
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// couldn't compile the correct struct size / math on m1, fixed sizes resolve this issue
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type EventQueueEvents = [AnyEvent; MAX_NUM_EVENTS as usize];
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2022-12-24 06:43:43 -08:00
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fn publish_changes_perp(
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slot: u64,
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write_version: u64,
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mkt: &(Pubkey, Pubkey),
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header: &EventQueueHeader,
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events: &EventQueueEvents,
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old_seq_num: u64,
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old_events: &EventQueueEvents,
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fill_update_sender: &async_channel::Sender<FillEventFilterMessage>,
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2022-09-21 07:45:55 -07:00
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metric_events_new: &mut MetricU64,
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metric_events_change: &mut MetricU64,
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2022-10-05 15:53:20 -07:00
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metric_events_drop: &mut MetricU64,
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) {
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// seq_num = N means that events (N-QUEUE_LEN) until N-1 are available
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let start_seq_num = max(old_seq_num, header.seq_num)
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.checked_sub(MAX_NUM_EVENTS as u64)
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.unwrap_or(0);
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let mut checkpoint = Vec::new();
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let mkt_pk_string = mkt.0.to_string();
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let evq_pk_string = mkt.0.to_string();
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for seq_num in start_seq_num..header.seq_num {
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let idx = (seq_num % MAX_NUM_EVENTS as u64) as usize;
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2022-03-28 10:58:14 -07:00
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// there are three possible cases:
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// 1) the event is past the old seq num, hence guaranteed new event
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// 2) the event is not matching the old event queue
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// 3) all other events are matching the old event queue
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// the order of these checks is important so they are exhaustive
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if seq_num >= old_seq_num {
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2022-09-21 07:45:55 -07:00
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debug!(
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"found new event {} idx {} type {}",
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mkt_pk_string, idx, events[idx].event_type as u32
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);
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2022-09-21 07:45:55 -07:00
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metric_events_new.increment();
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2022-03-28 10:58:14 -07:00
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// new fills are published and recorded in checkpoint
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if events[idx].event_type == EventType::Fill as u8 {
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let fill: FillEvent = bytemuck::cast(events[idx]);
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fill_update_sender
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.try_send(FillEventFilterMessage::Update(FillUpdate {
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2022-04-07 20:14:39 -07:00
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slot,
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write_version,
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2022-03-28 10:58:14 -07:00
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event: fill,
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status: FillUpdateStatus::New,
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2022-12-16 03:03:21 -08:00
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market: mkt_pk_string.clone(),
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queue: evq_pk_string.clone(),
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2022-03-28 10:58:14 -07:00
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}))
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.unwrap(); // TODO: use anyhow to bubble up error
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checkpoint.push(fill);
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}
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} else if old_events[idx].event_type != events[idx].event_type
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|| old_events[idx].padding != events[idx].padding
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{
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2022-09-21 07:45:55 -07:00
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debug!(
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"found changed event {} idx {} seq_num {} header seq num {} old seq num {}",
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2022-12-16 03:03:21 -08:00
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mkt_pk_string, idx, seq_num, header.seq_num, old_seq_num
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2022-03-28 10:58:14 -07:00
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);
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2022-09-21 07:45:55 -07:00
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metric_events_change.increment();
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2022-03-28 10:58:14 -07:00
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// first revoke old event if a fill
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if old_events[idx].event_type == EventType::Fill as u8 {
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let fill: FillEvent = bytemuck::cast(old_events[idx]);
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fill_update_sender
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.try_send(FillEventFilterMessage::Update(FillUpdate {
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2022-04-07 20:14:39 -07:00
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slot,
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write_version,
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2022-03-28 10:58:14 -07:00
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event: fill,
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status: FillUpdateStatus::Revoke,
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2022-12-16 03:03:21 -08:00
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market: mkt_pk_string.clone(),
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queue: evq_pk_string.clone(),
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2022-03-28 10:58:14 -07:00
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}))
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.unwrap(); // TODO: use anyhow to bubble up error
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}
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// then publish new if its a fill and record in checkpoint
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if events[idx].event_type == EventType::Fill as u8 {
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let fill: FillEvent = bytemuck::cast(events[idx]);
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fill_update_sender
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.try_send(FillEventFilterMessage::Update(FillUpdate {
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2022-04-07 20:14:39 -07:00
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slot,
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write_version,
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2022-03-28 10:58:14 -07:00
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event: fill,
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status: FillUpdateStatus::New,
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2022-12-16 03:03:21 -08:00
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market: mkt_pk_string.clone(),
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queue: evq_pk_string.clone(),
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2022-03-28 10:58:14 -07:00
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}))
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.unwrap(); // TODO: use anyhow to bubble up error
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checkpoint.push(fill);
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}
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} else {
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// every already published event is recorded in checkpoint if a fill
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if events[idx].event_type == EventType::Fill as u8 {
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let fill: FillEvent = bytemuck::cast(events[idx]);
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checkpoint.push(fill);
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}
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}
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}
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// in case queue size shrunk due to a fork we need revoke all previous fills
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for seq_num in header.seq_num..old_seq_num {
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2022-11-16 06:57:50 -08:00
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let idx = (seq_num % MAX_NUM_EVENTS as u64) as usize;
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2022-09-21 07:45:55 -07:00
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debug!(
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2022-03-28 10:58:14 -07:00
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"found dropped event {} idx {} seq_num {} header seq num {} old seq num {}",
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2022-12-16 03:03:21 -08:00
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mkt_pk_string, idx, seq_num, header.seq_num, old_seq_num
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2022-03-28 10:58:14 -07:00
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);
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2022-09-21 07:45:55 -07:00
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metric_events_drop.increment();
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2022-03-28 10:58:14 -07:00
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if old_events[idx].event_type == EventType::Fill as u8 {
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let fill: FillEvent = bytemuck::cast(old_events[idx]);
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fill_update_sender
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.try_send(FillEventFilterMessage::Update(FillUpdate {
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2022-04-07 20:14:39 -07:00
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slot,
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2022-03-28 10:58:14 -07:00
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event: fill,
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2022-04-07 20:14:39 -07:00
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write_version,
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2022-03-28 10:58:14 -07:00
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status: FillUpdateStatus::Revoke,
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2022-12-16 03:03:21 -08:00
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market: mkt_pk_string.clone(),
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queue: evq_pk_string.clone(),
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2022-03-28 10:58:14 -07:00
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}))
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.unwrap(); // TODO: use anyhow to bubble up error
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}
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}
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fill_update_sender
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.try_send(FillEventFilterMessage::Checkpoint(FillCheckpoint {
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2022-04-07 20:14:39 -07:00
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slot,
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write_version,
|
2022-03-28 10:58:14 -07:00
|
|
|
events: checkpoint,
|
2022-12-16 03:03:21 -08:00
|
|
|
market: mkt_pk_string,
|
|
|
|
queue: evq_pk_string,
|
2022-03-28 10:58:14 -07:00
|
|
|
}))
|
|
|
|
.unwrap()
|
|
|
|
}
|
|
|
|
|
2022-12-24 06:43:43 -08:00
|
|
|
fn publish_changes_serum(
|
|
|
|
slot: u64,
|
|
|
|
write_version: u64,
|
|
|
|
mkt: &(Pubkey, Pubkey),
|
|
|
|
header: &SerumEventQueueHeader,
|
|
|
|
events: &[serum_dex::state::Event],
|
|
|
|
old_seq_num: u64,
|
|
|
|
old_events: &[serum_dex::state::Event],
|
|
|
|
fill_update_sender: &async_channel::Sender<FillEventFilterMessage>,
|
|
|
|
metric_events_new: &mut MetricU64,
|
|
|
|
metric_events_change: &mut MetricU64,
|
|
|
|
metric_events_drop: &mut MetricU64,
|
|
|
|
) {
|
|
|
|
// seq_num = N means that events (N-QUEUE_LEN) until N-1 are available
|
|
|
|
let start_seq_num = max(old_seq_num, header.seq_num)
|
|
|
|
.checked_sub(MAX_NUM_EVENTS as u64)
|
|
|
|
.unwrap_or(0);
|
|
|
|
let mut checkpoint = Vec::new();
|
|
|
|
let mkt_pk_string = mkt.0.to_string();
|
|
|
|
let evq_pk_string = mkt.1.to_string();
|
|
|
|
let header_seq_num = header.seq_num;
|
|
|
|
info!("start seq {} header seq {}", start_seq_num, header_seq_num);
|
|
|
|
for seq_num in start_seq_num..header_seq_num {
|
|
|
|
let idx = (seq_num % MAX_NUM_EVENTS as u64) as usize;
|
|
|
|
let event_view = events[idx].as_view().unwrap();
|
|
|
|
let old_event_view = old_events[idx].as_view().unwrap();
|
|
|
|
|
|
|
|
match event_view {
|
|
|
|
EventView::Fill { .. } => {
|
|
|
|
// there are three possible cases:
|
|
|
|
// 1) the event is past the old seq num, hence guaranteed new event
|
|
|
|
// 2) the event is not matching the old event queue
|
|
|
|
// 3) all other events are matching the old event queue
|
|
|
|
// the order of these checks is important so they are exhaustive
|
|
|
|
if seq_num >= old_seq_num {
|
|
|
|
info!("found new serum fill {} idx {}", mkt_pk_string, idx,);
|
|
|
|
|
|
|
|
metric_events_new.increment();
|
|
|
|
fill_update_sender
|
|
|
|
.try_send(FillEventFilterMessage::SerumUpdate(SerumFillUpdate {
|
|
|
|
slot,
|
|
|
|
write_version,
|
|
|
|
event: events[idx],
|
|
|
|
status: FillUpdateStatus::New,
|
|
|
|
market: mkt_pk_string.clone(),
|
|
|
|
queue: evq_pk_string.clone(),
|
|
|
|
}))
|
|
|
|
.unwrap(); // TODO: use anyhow to bubble up error
|
|
|
|
checkpoint.push(events[idx]);
|
|
|
|
continue;
|
|
|
|
}
|
|
|
|
|
|
|
|
match old_event_view {
|
|
|
|
EventView::Fill { .. } => {
|
|
|
|
info!("already got all fills???");
|
|
|
|
// every already published event is recorded in checkpoint
|
|
|
|
checkpoint.push(events[idx]);
|
|
|
|
}
|
|
|
|
EventView::Out { .. } => {
|
|
|
|
info!(
|
|
|
|
"found changed event {} idx {} seq_num {} header seq num {} old seq num {}",
|
|
|
|
mkt_pk_string, idx, seq_num, header_seq_num, old_seq_num
|
|
|
|
);
|
|
|
|
|
|
|
|
metric_events_change.increment();
|
|
|
|
|
|
|
|
// first revoke old event
|
|
|
|
fill_update_sender
|
|
|
|
.try_send(FillEventFilterMessage::SerumUpdate(SerumFillUpdate {
|
|
|
|
slot,
|
|
|
|
write_version,
|
|
|
|
event: old_events[idx],
|
|
|
|
status: FillUpdateStatus::Revoke,
|
|
|
|
market: mkt_pk_string.clone(),
|
|
|
|
queue: evq_pk_string.clone(),
|
|
|
|
}))
|
|
|
|
.unwrap(); // TODO: use anyhow to bubble up error
|
|
|
|
|
|
|
|
// then publish new if its a fill and record in checkpoint
|
|
|
|
fill_update_sender
|
|
|
|
.try_send(FillEventFilterMessage::SerumUpdate(SerumFillUpdate {
|
|
|
|
slot,
|
|
|
|
write_version,
|
|
|
|
event: events[idx],
|
|
|
|
status: FillUpdateStatus::New,
|
|
|
|
market: mkt_pk_string.clone(),
|
|
|
|
queue: evq_pk_string.clone(),
|
|
|
|
}))
|
|
|
|
.unwrap(); // TODO: use anyhow to bubble up error
|
|
|
|
checkpoint.push(events[idx]);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
_ => continue,
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
// in case queue size shrunk due to a fork we need revoke all previous fills
|
|
|
|
for seq_num in header_seq_num..old_seq_num {
|
|
|
|
let idx = (seq_num % MAX_NUM_EVENTS as u64) as usize;
|
|
|
|
let old_event_view = old_events[idx].as_view().unwrap();
|
|
|
|
debug!(
|
|
|
|
"found dropped event {} idx {} seq_num {} header seq num {} old seq num {}",
|
|
|
|
mkt_pk_string, idx, seq_num, header_seq_num, old_seq_num
|
|
|
|
);
|
|
|
|
|
|
|
|
metric_events_drop.increment();
|
|
|
|
|
|
|
|
match old_event_view {
|
|
|
|
EventView::Fill { .. } => {
|
|
|
|
fill_update_sender
|
|
|
|
.try_send(FillEventFilterMessage::SerumUpdate(SerumFillUpdate {
|
|
|
|
slot,
|
|
|
|
event: old_events[idx],
|
|
|
|
write_version,
|
|
|
|
status: FillUpdateStatus::Revoke,
|
|
|
|
market: mkt_pk_string.clone(),
|
|
|
|
queue: evq_pk_string.clone(),
|
|
|
|
}))
|
|
|
|
.unwrap(); // TODO: use anyhow to bubble up error
|
|
|
|
}
|
|
|
|
EventView::Out { .. } => { continue }
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
fill_update_sender
|
|
|
|
.try_send(FillEventFilterMessage::SerumCheckpoint(
|
|
|
|
SerumFillCheckpoint {
|
|
|
|
slot,
|
|
|
|
write_version,
|
|
|
|
events: checkpoint,
|
|
|
|
market: mkt_pk_string,
|
|
|
|
queue: evq_pk_string,
|
|
|
|
},
|
|
|
|
))
|
|
|
|
.unwrap()
|
|
|
|
}
|
|
|
|
|
2022-03-28 10:58:14 -07:00
|
|
|
pub async fn init(
|
2022-12-16 03:03:21 -08:00
|
|
|
perp_queue_pks: Vec<(Pubkey, Pubkey)>,
|
|
|
|
serum_queue_pks: Vec<(Pubkey, Pubkey)>,
|
2022-10-07 03:44:53 -07:00
|
|
|
metrics_sender: Metrics,
|
2022-03-28 10:58:14 -07:00
|
|
|
) -> anyhow::Result<(
|
|
|
|
async_channel::Sender<AccountWrite>,
|
|
|
|
async_channel::Sender<SlotUpdate>,
|
|
|
|
async_channel::Receiver<FillEventFilterMessage>,
|
|
|
|
)> {
|
2022-09-21 07:45:55 -07:00
|
|
|
let metrics_sender = metrics_sender.clone();
|
|
|
|
|
2022-10-07 03:46:19 -07:00
|
|
|
let mut metric_events_new =
|
2022-10-08 04:57:47 -07:00
|
|
|
metrics_sender.register_u64("fills_feed_events_new".into(), MetricType::Counter);
|
2022-10-07 03:46:19 -07:00
|
|
|
let mut metric_events_change =
|
2022-10-08 04:57:47 -07:00
|
|
|
metrics_sender.register_u64("fills_feed_events_change".into(), MetricType::Counter);
|
2022-10-07 03:46:19 -07:00
|
|
|
let mut metrics_events_drop =
|
2022-10-08 04:57:47 -07:00
|
|
|
metrics_sender.register_u64("fills_feed_events_drop".into(), MetricType::Counter);
|
2022-09-21 07:45:55 -07:00
|
|
|
|
2022-03-28 10:58:14 -07:00
|
|
|
// The actual message may want to also contain a retry count, if it self-reinserts on failure?
|
|
|
|
let (account_write_queue_sender, account_write_queue_receiver) =
|
|
|
|
async_channel::unbounded::<AccountWrite>();
|
|
|
|
|
|
|
|
// Slot updates flowing from the outside into the single processing thread. From
|
|
|
|
// there they'll flow into the postgres sending thread.
|
|
|
|
let (slot_queue_sender, slot_queue_receiver) = async_channel::unbounded::<SlotUpdate>();
|
|
|
|
|
|
|
|
// Fill updates can be consumed by client connections, they contain all fills for all markets
|
|
|
|
let (fill_update_sender, fill_update_receiver) =
|
|
|
|
async_channel::unbounded::<FillEventFilterMessage>();
|
|
|
|
|
|
|
|
let account_write_queue_receiver_c = account_write_queue_receiver.clone();
|
|
|
|
|
|
|
|
let mut chain_cache = ChainData::new();
|
2022-12-24 06:43:43 -08:00
|
|
|
let mut perp_events_cache: HashMap<String, EventQueueEvents> = HashMap::new();
|
|
|
|
let mut serum_events_cache: HashMap<String, Vec<serum_dex::state::Event>> = HashMap::new();
|
2022-03-28 10:58:14 -07:00
|
|
|
let mut seq_num_cache = HashMap::new();
|
2022-12-16 03:03:21 -08:00
|
|
|
let mut last_evq_versions = HashMap::<String, (u64, u64)>::new();
|
2022-03-28 10:58:14 -07:00
|
|
|
|
2022-12-24 06:43:43 -08:00
|
|
|
let all_queue_pks = [perp_queue_pks.clone(), serum_queue_pks.clone()].concat();
|
|
|
|
let relevant_pubkeys = all_queue_pks
|
2022-03-28 10:58:14 -07:00
|
|
|
.iter()
|
2022-12-16 03:03:21 -08:00
|
|
|
.map(|m| m.1)
|
2022-03-28 10:58:14 -07:00
|
|
|
.collect::<HashSet<Pubkey>>();
|
|
|
|
|
|
|
|
// update handling thread, reads both sloths and account updates
|
|
|
|
tokio::spawn(async move {
|
|
|
|
loop {
|
|
|
|
tokio::select! {
|
|
|
|
Ok(account_write) = account_write_queue_receiver_c.recv() => {
|
|
|
|
if !relevant_pubkeys.contains(&account_write.pubkey) {
|
|
|
|
continue;
|
|
|
|
}
|
|
|
|
|
|
|
|
chain_cache.update_account(
|
|
|
|
account_write.pubkey,
|
|
|
|
AccountData {
|
|
|
|
slot: account_write.slot,
|
|
|
|
write_version: account_write.write_version,
|
|
|
|
account: WritableAccount::create(
|
|
|
|
account_write.lamports,
|
|
|
|
account_write.data.clone(),
|
|
|
|
account_write.owner,
|
|
|
|
account_write.executable,
|
|
|
|
account_write.rent_epoch as Epoch,
|
|
|
|
),
|
|
|
|
},
|
|
|
|
);
|
|
|
|
}
|
|
|
|
Ok(slot_update) = slot_queue_receiver.recv() => {
|
|
|
|
chain_cache.update_slot(SlotData {
|
|
|
|
slot: slot_update.slot,
|
|
|
|
parent: slot_update.parent,
|
|
|
|
status: slot_update.status,
|
|
|
|
chain: 0,
|
|
|
|
});
|
|
|
|
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
2022-12-24 06:43:43 -08:00
|
|
|
for mkt in all_queue_pks.iter() {
|
2022-12-16 03:03:21 -08:00
|
|
|
let last_evq_version = last_evq_versions.get(&mkt.1.to_string()).unwrap_or(&(0, 0));
|
|
|
|
let mkt_pk = mkt.1;
|
2022-03-28 10:58:14 -07:00
|
|
|
|
|
|
|
match chain_cache.account(&mkt_pk) {
|
|
|
|
Ok(account_info) => {
|
|
|
|
// only process if the account state changed
|
2022-12-16 03:03:21 -08:00
|
|
|
let evq_version = (account_info.slot, account_info.write_version);
|
|
|
|
let evq_pk_string = mkt.1.to_string();
|
|
|
|
trace!("evq {} write_version {:?}", evq_pk_string, evq_version);
|
|
|
|
if evq_version == *last_evq_version {
|
2022-03-28 10:58:14 -07:00
|
|
|
continue;
|
|
|
|
}
|
2022-12-16 03:03:21 -08:00
|
|
|
last_evq_versions.insert(evq_pk_string.clone(), evq_version);
|
2022-03-28 10:58:14 -07:00
|
|
|
|
|
|
|
let account = &account_info.account;
|
2022-12-24 06:43:43 -08:00
|
|
|
let is_perp = mango_v4::check_id(account.owner());
|
|
|
|
if is_perp {
|
|
|
|
let event_queue =
|
|
|
|
EventQueue::try_deserialize(account.data().borrow_mut()).unwrap();
|
|
|
|
trace!(
|
|
|
|
"evq {} seq_num {}",
|
|
|
|
evq_pk_string,
|
|
|
|
event_queue.header.seq_num
|
|
|
|
);
|
|
|
|
match seq_num_cache.get(&evq_pk_string) {
|
|
|
|
Some(old_seq_num) => match perp_events_cache.get(&evq_pk_string) {
|
|
|
|
Some(old_events) => publish_changes_perp(
|
|
|
|
account_info.slot,
|
|
|
|
account_info.write_version,
|
|
|
|
mkt,
|
|
|
|
&event_queue.header,
|
|
|
|
&event_queue.buf,
|
|
|
|
*old_seq_num,
|
|
|
|
old_events,
|
|
|
|
&fill_update_sender,
|
|
|
|
&mut metric_events_new,
|
|
|
|
&mut metric_events_change,
|
|
|
|
&mut metrics_events_drop,
|
|
|
|
),
|
|
|
|
_ => {
|
|
|
|
info!("perp_events_cache could not find {}", evq_pk_string)
|
|
|
|
}
|
|
|
|
},
|
|
|
|
_ => info!("seq_num_cache could not find {}", evq_pk_string),
|
|
|
|
}
|
|
|
|
|
|
|
|
seq_num_cache
|
|
|
|
.insert(evq_pk_string.clone(), event_queue.header.seq_num.clone());
|
|
|
|
perp_events_cache
|
|
|
|
.insert(evq_pk_string.clone(), event_queue.buf.clone());
|
|
|
|
} else {
|
|
|
|
let inner_data = &account.data()[5..&account.data().len() - 7];
|
|
|
|
let header_span = std::mem::size_of::<SerumEventQueueHeader>();
|
|
|
|
let header: SerumEventQueueHeader =
|
|
|
|
*bytemuck::from_bytes(&inner_data[..header_span]);
|
|
|
|
let seq_num = header.seq_num;
|
|
|
|
let count = header.count;
|
|
|
|
let rest = &inner_data[header_span..];
|
|
|
|
let slop = rest.len() % std::mem::size_of::<serum_dex::state::Event>();
|
|
|
|
let new_len = rest.len() - slop;
|
|
|
|
let events = &rest[..new_len];
|
|
|
|
debug!("evq {} header_span {} header_seq_num {} header_count {} inner_len {} events_len {} sizeof Event {}", evq_pk_string, header_span, seq_num, count, inner_data.len(), events.len(), std::mem::size_of::<serum_dex::state::Event>());
|
|
|
|
let events: &[serum_dex::state::Event] = bytemuck::cast_slice(&events);
|
|
|
|
|
|
|
|
match seq_num_cache.get(&evq_pk_string) {
|
|
|
|
Some(old_seq_num) => match serum_events_cache.get(&evq_pk_string) {
|
|
|
|
Some(old_events) => publish_changes_serum(
|
|
|
|
account_info.slot,
|
|
|
|
account_info.write_version,
|
|
|
|
mkt,
|
|
|
|
&header,
|
|
|
|
&events,
|
|
|
|
*old_seq_num,
|
|
|
|
old_events,
|
|
|
|
&fill_update_sender,
|
|
|
|
&mut metric_events_new,
|
|
|
|
&mut metric_events_change,
|
|
|
|
&mut metrics_events_drop,
|
|
|
|
),
|
|
|
|
_ => {
|
|
|
|
info!("serum_events_cache could not find {}", evq_pk_string)
|
|
|
|
}
|
|
|
|
},
|
|
|
|
_ => info!("seq_num_cache could not find {}", evq_pk_string),
|
|
|
|
}
|
|
|
|
|
|
|
|
seq_num_cache.insert(evq_pk_string.clone(), seq_num.clone());
|
|
|
|
serum_events_cache
|
|
|
|
.insert(evq_pk_string.clone(), events.clone().to_vec());
|
2022-03-28 10:58:14 -07:00
|
|
|
}
|
|
|
|
}
|
2022-12-16 03:03:21 -08:00
|
|
|
Err(_) => info!("chain_cache could not find {}", mkt.1),
|
2022-03-28 10:58:14 -07:00
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
});
|
|
|
|
|
|
|
|
Ok((
|
|
|
|
account_write_queue_sender,
|
|
|
|
slot_queue_sender,
|
|
|
|
fill_update_receiver,
|
|
|
|
))
|
|
|
|
}
|