solana-accountsdb-connector/service-mango-orderbook/src/main.rs

445 lines
14 KiB
Rust

use anchor_client::{
solana_sdk::{commitment_config::CommitmentConfig, signature::Keypair},
Cluster,
};
use anchor_lang::prelude::Pubkey;
use client::{Client, MangoGroupContext};
use futures_channel::mpsc::{unbounded, UnboundedSender};
use futures_util::{
future::{self, Ready},
pin_mut, SinkExt, StreamExt, TryStreamExt,
};
use log::*;
use std::{
collections::{HashMap, HashSet},
fs::File,
io::Read,
net::SocketAddr,
str::FromStr,
sync::Arc,
sync::Mutex,
time::Duration,
};
use tokio::{
net::{TcpListener, TcpStream},
pin,
};
use tokio_tungstenite::tungstenite::{protocol::Message, Error};
use serde::Deserialize;
use solana_geyser_connector_lib::{
grpc_plugin_source, metrics, websocket_source, MetricsConfig, SourceConfig,
};
use solana_geyser_connector_lib::{
metrics::{MetricType, MetricU64},
orderbook_filter::{self, MarketConfig, OrderbookCheckpoint, OrderbookFilterMessage},
FilterConfig, StatusResponse,
};
type CheckpointMap = Arc<Mutex<HashMap<String, OrderbookCheckpoint>>>;
type PeerMap = Arc<Mutex<HashMap<SocketAddr, Peer>>>;
#[derive(Clone, Debug, Deserialize)]
#[serde(tag = "command")]
pub enum Command {
#[serde(rename = "subscribe")]
Subscribe(SubscribeCommand),
#[serde(rename = "unsubscribe")]
Unsubscribe(UnsubscribeCommand),
#[serde(rename = "getMarkets")]
GetMarkets,
}
#[derive(Clone, Debug, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct SubscribeCommand {
pub market_id: String,
}
#[derive(Clone, Debug, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct UnsubscribeCommand {
pub market_id: String,
}
#[derive(Clone, Debug)]
pub struct Peer {
pub sender: UnboundedSender<Message>,
pub subscriptions: HashSet<String>,
}
#[derive(Clone, Debug, Deserialize)]
pub struct Config {
pub source: SourceConfig,
pub metrics: MetricsConfig,
pub bind_ws_addr: String,
pub rpc_http_url: String,
pub mango_group: String,
}
async fn handle_connection_error(
checkpoint_map: CheckpointMap,
peer_map: PeerMap,
market_ids: HashMap<String, String>,
raw_stream: TcpStream,
addr: SocketAddr,
metrics_opened_connections: MetricU64,
metrics_closed_connections: MetricU64,
) {
metrics_opened_connections.clone().increment();
let result = handle_connection(
checkpoint_map,
peer_map.clone(),
market_ids,
raw_stream,
addr,
)
.await;
if result.is_err() {
error!("connection {} error {}", addr, result.unwrap_err());
};
metrics_closed_connections.clone().increment();
peer_map.lock().unwrap().remove(&addr);
}
async fn handle_connection(
checkpoint_map: CheckpointMap,
peer_map: PeerMap,
market_ids: HashMap<String, String>,
raw_stream: TcpStream,
addr: SocketAddr,
) -> Result<(), Error> {
info!("ws connected: {}", addr);
let ws_stream = tokio_tungstenite::accept_async(raw_stream).await?;
let (ws_tx, ws_rx) = ws_stream.split();
// 1: publish channel in peer map
let (chan_tx, chan_rx) = unbounded();
{
peer_map.lock().unwrap().insert(
addr,
Peer {
sender: chan_tx,
subscriptions: HashSet::<String>::new(),
},
);
}
let receive_commands = ws_rx.try_for_each(|msg| {
handle_commands(
addr,
msg,
peer_map.clone(),
checkpoint_map.clone(),
market_ids.clone(),
)
});
let forward_updates = chan_rx.map(Ok).forward(ws_tx);
pin_mut!(receive_commands, forward_updates);
future::select(receive_commands, forward_updates).await;
peer_map.lock().unwrap().remove(&addr);
info!("ws disconnected: {}", &addr);
Ok(())
}
fn handle_commands(
addr: SocketAddr,
msg: Message,
peer_map: PeerMap,
checkpoint_map: CheckpointMap,
market_ids: HashMap<String, String>,
) -> Ready<Result<(), Error>> {
let msg_str = msg.clone().into_text().unwrap();
let command: Result<Command, serde_json::Error> = serde_json::from_str(&msg_str);
let mut peers = peer_map.lock().unwrap();
let peer = peers.get_mut(&addr).expect("peer should be in map");
match command {
Ok(Command::Subscribe(cmd)) => {
let market_id = cmd.clone().market_id;
match market_ids.get(&market_id) {
None => {
let res = StatusResponse {
success: false,
message: "market not found",
};
peer.sender
.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
.unwrap();
return future::ok(());
}
_ => {}
}
let subscribed = peer.subscriptions.insert(market_id.clone());
let res = if subscribed {
StatusResponse {
success: true,
message: "subscribed",
}
} else {
StatusResponse {
success: false,
message: "already subscribed",
}
};
peer.sender
.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
.unwrap();
if subscribed {
let checkpoint_map = checkpoint_map.lock().unwrap();
let checkpoint = checkpoint_map.get(&market_id);
match checkpoint {
Some(checkpoint) => {
peer.sender
.unbounded_send(Message::Text(
serde_json::to_string(&checkpoint).unwrap(),
))
.unwrap();
}
None => info!("no checkpoint available on client subscription"), // todo: what to do here?
}
}
}
Ok(Command::Unsubscribe(cmd)) => {
info!("unsubscribe {}", cmd.market_id);
let unsubscribed = peer.subscriptions.remove(&cmd.market_id);
let res = if unsubscribed {
StatusResponse {
success: true,
message: "unsubscribed",
}
} else {
StatusResponse {
success: false,
message: "not subscribed",
}
};
peer.sender
.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
.unwrap();
}
Ok(Command::GetMarkets) => {
info!("getMarkets");
peer.sender
.unbounded_send(Message::Text(serde_json::to_string(&market_ids).unwrap()))
.unwrap();
}
Err(err) => {
info!("error deserializing user input {:?}", err);
let res = StatusResponse {
success: false,
message: "invalid input",
};
peer.sender
.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
.unwrap();
}
};
future::ok(())
}
#[tokio::main]
async fn main() -> anyhow::Result<()> {
let args: Vec<String> = std::env::args().collect();
if args.len() < 2 {
eprintln!("Please enter a config file path argument");
return Ok(());
}
let config: Config = {
let mut file = File::open(&args[1])?;
let mut contents = String::new();
file.read_to_string(&mut contents)?;
toml::from_str(&contents).unwrap()
};
solana_logger::setup_with_default("info");
let metrics_tx = metrics::start(config.metrics, "orderbook".into());
let metrics_opened_connections =
metrics_tx.register_u64("orderbook_opened_connections".into(), MetricType::Counter);
let metrics_closed_connections =
metrics_tx.register_u64("orderbook_closed_connections".into(), MetricType::Counter);
let checkpoints = CheckpointMap::new(Mutex::new(HashMap::new()));
let peers = PeerMap::new(Mutex::new(HashMap::new()));
let rpc_url = config.rpc_http_url;
let ws_url = rpc_url.replace("https", "wss");
let rpc_timeout = Duration::from_secs(10);
let cluster = Cluster::Custom(rpc_url.clone(), ws_url.clone());
let client = Client::new(
cluster.clone(),
CommitmentConfig::processed(),
&Keypair::new(),
Some(rpc_timeout),
);
let group_context = Arc::new(MangoGroupContext::new_from_rpc(
&client.rpc_async(),
Pubkey::from_str(&config.mango_group).unwrap(),
).await?);
// todo: reload markets at intervals
let market_configs: Vec<(Pubkey, MarketConfig)> = group_context
.perp_markets
.iter()
.map(|(_, context)| {
let quote_decimals = match group_context.tokens.get(&context.market.settle_token_index) {
Some(token) => token.decimals,
None => panic!("token not found for market") // todo: default to 6 for usdc?
};
(
context.address,
MarketConfig {
name: context.market.name().to_owned(),
bids: context.market.bids,
asks: context.market.asks,
base_decimals: context.market.base_decimals,
quote_decimals,
base_lot_size: context.market.base_lot_size,
quote_lot_size: context.market.quote_lot_size,
},
)
})
.collect();
let serum_market_configs: Vec<(Pubkey, MarketConfig)> = group_context
.serum3_markets
.iter()
.map(|(_, context)| {
let base_decimals = match group_context.tokens.get(&context.market.base_token_index) {
Some(token) => token.decimals,
None => panic!("token not found for market") // todo: default?
};
let quote_decimals = match group_context.tokens.get(&context.market.quote_token_index) {
Some(token) => token.decimals,
None => panic!("token not found for market") // todo: default to 6 for usdc?
};
(
context.market.serum_market_external,
MarketConfig {
name: context.market.name().to_owned(),
bids: context.bids,
asks: context.asks,
base_decimals,
quote_decimals,
base_lot_size: context.pc_lot_size as i64,
quote_lot_size: context.coin_lot_size as i64,
},
)
})
.collect();
let market_pubkey_strings: HashMap<String, String> = [market_configs.clone(), serum_market_configs.clone()]
.concat()
.iter()
.map(|market| (market.0.to_string(), market.1.name.clone()))
.collect::<Vec<(String, String)>>()
.into_iter()
.collect();
let (account_write_queue_sender, slot_queue_sender, orderbook_receiver) =
orderbook_filter::init(market_configs, serum_market_configs, metrics_tx.clone()).await?;
let checkpoints_ref_thread = checkpoints.clone();
let peers_ref_thread = peers.clone();
tokio::spawn(async move {
pin!(orderbook_receiver);
loop {
let message = orderbook_receiver.recv().await.unwrap();
match message {
OrderbookFilterMessage::Update(update) => {
debug!("ws update {} {:?}", update.market, update.side);
let mut peer_copy = peers_ref_thread.lock().unwrap().clone();
for (addr, peer) in peer_copy.iter_mut() {
let json = serde_json::to_string(&update).unwrap();
// only send updates if the peer is subscribed
if peer.subscriptions.contains(&update.market) {
let result = peer.sender.send(Message::Text(json)).await;
if result.is_err() {
error!(
"ws update {} {:?} fill could not reach {}",
update.market, update.side, addr
);
}
}
}
}
OrderbookFilterMessage::Checkpoint(checkpoint) => {
checkpoints_ref_thread
.lock()
.unwrap()
.insert(checkpoint.market.clone(), checkpoint);
}
}
}
});
info!("ws listen: {}", config.bind_ws_addr);
let try_socket = TcpListener::bind(&config.bind_ws_addr).await;
let listener = try_socket.expect("Failed to bind");
tokio::spawn(async move {
// Let's spawn the handling of each connection in a separate task.
while let Ok((stream, addr)) = listener.accept().await {
tokio::spawn(handle_connection_error(
checkpoints.clone(),
peers.clone(),
market_pubkey_strings.clone(),
stream,
addr,
metrics_opened_connections.clone(),
metrics_closed_connections.clone(),
));
}
});
info!(
"rpc connect: {}",
config
.source
.grpc_sources
.iter()
.map(|c| c.connection_string.clone())
.collect::<String>()
);
let use_geyser = true;
if use_geyser {
let filter_config = FilterConfig {
program_ids: vec![
"4MangoMjqJ2firMokCjjGgoK8d4MXcrgL7XJaL3w6fVg".into(),
"srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX".into(),
],
};
grpc_plugin_source::process_events(
&config.source,
&filter_config,
account_write_queue_sender,
slot_queue_sender,
metrics_tx.clone(),
)
.await;
} else {
websocket_source::process_events(
&config.source,
account_write_queue_sender,
slot_queue_sender,
)
.await;
}
Ok(())
}