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autobahn
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fix subscription for higher tick spacings

This commit is contained in:
none00y 2024-11-09 18:58:24 +01:00
parent b3c2df10b6
commit ccc81c42e7
1 changed files with 17 additions and 10 deletions
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27
lib/dex-invariant/src/invariant_dex.rs
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@ -11,9 +11,11 @@ use anchor_spl::{
use anyhow::{Context, Ok};
use async_trait::async_trait;
use invariant_types::{
math::{calculate_price_sqrt, get_max_tick, get_min_tick}, structs::{
math::{calculate_price_sqrt, get_max_tick, get_min_tick},
structs::{
Pool, Tick, Tickmap, TickmapView, TICK_CROSSES_PER_IX, TICK_LIMIT, TICK_SEARCH_RANGE,
}, ANCHOR_DISCRIMINATOR_SIZE, MAX_VIRTUAL_CROSS, TICK_SEED
},
ANCHOR_DISCRIMINATOR_SIZE, MAX_VIRTUAL_CROSS, TICK_SEED,
};
use router_feed_lib::router_rpc_client::{RouterRpcClient, RouterRpcClientTrait};
use router_lib::dex::{
@ -36,7 +38,8 @@ use crate::{
pub struct InvariantDex {
pub edges: HashMap<Pubkey, Vec<Arc<dyn DexEdgeIdentifier>>>,
}
pub const TICK_SUBSCRIPTION_RANGE: i32 = (TICK_CROSSES_PER_IX as i32 + MAX_VIRTUAL_CROSS as i32 + 2) * TICK_SEARCH_RANGE;
pub const TICK_SUBSCRIPTION_RANGE: i32 =
(TICK_CROSSES_PER_IX as i32 + MAX_VIRTUAL_CROSS as i32 + 2) * TICK_SEARCH_RANGE;
#[derive(Debug)]
pub enum PriceDirection {
@ -294,16 +297,20 @@ impl DexInterface for InvariantDex {
map.insert(*pool_pk, entry.clone());
map.insert(*tickmap_pk, entry.clone());
let min_tick = get_min_tick(pool.tick_spacing)?;
let max_tick = get_max_tick(pool.tick_spacing)?;
let mut min_tick = get_min_tick(pool.tick_spacing)?;
let mut max_tick = get_max_tick(pool.tick_spacing)?;
min_tick += min_tick % (pool.tick_spacing as i32);
max_tick -= max_tick % (pool.tick_spacing as i32);
let tick_range_max =
max_tick.min(pool.current_tick_index + TICK_SUBSCRIPTION_RANGE);
let tick_range_max = max_tick.min(
pool.current_tick_index + TICK_SUBSCRIPTION_RANGE * pool.tick_spacing as i32,
);
let tick_range_min =
min_tick.max(pool.current_tick_index - TICK_SUBSCRIPTION_RANGE);
let tick_range_min = min_tick.max(
pool.current_tick_index - TICK_SUBSCRIPTION_RANGE * pool.tick_spacing as i32,
);
let indexes = tick_range_min..=tick_range_max;
let indexes = (tick_range_min..=tick_range_max).step_by(pool.tick_spacing as usize);
for tick in indexes {
map.insert(Self::tick_index_to_address(*pool_pk, tick), entry.clone());