add some basic throttling
This commit is contained in:
Maximilian Schneider
parent
a0af15cb4a
commit
c872d32943
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@ -113,7 +113,6 @@ async fn main() -> anyhow::Result<()> {
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)
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.expect("init transaction builder");
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// TODO: throttle cranking, currently runs very fast
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transaction_sender::init(
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instruction_receiver,
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blockhash,
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@ -1,4 +1,5 @@
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use bytemuck::cast_ref;
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use mango_v4::state::FillEvent;
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use serum_dex::{instruction::MarketInstruction, state::EventView};
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use solana_geyser_connector_lib::{
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chain_data::{AccountData, ChainData, SlotData},
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@ -20,8 +21,12 @@ use std::{
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collections::{BTreeSet, HashMap, HashSet},
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convert::TryFrom,
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str::FromStr,
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time::{Duration, Instant},
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};
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const MAX_BACKLOG: usize = 2;
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const TIMEOUT_INTERVAL: Duration = Duration::from_millis(400);
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pub fn init(
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perp_queue_pks: Vec<(Pubkey, Pubkey)>,
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serum_queue_pks: Vec<(Pubkey, Pubkey)>,
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@ -46,7 +51,7 @@ pub fn init(
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let (instruction_sender, instruction_receiver) = async_channel::unbounded::<Vec<Instruction>>();
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let mut chain_cache = ChainData::new(metrics_sender);
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let mut last_evq_versions = HashMap::<String, (u64, u64)>::new();
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let mut last_cranked_evq_versions = HashMap::<String, (u64, u64, Instant)>::new();
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let all_queue_pks: HashSet<Pubkey> = perp_queue_pks
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.iter()
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@ -91,76 +96,99 @@ pub fn init(
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for (mkt_pk, evq_pk) in perp_queue_pks.iter() {
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let evq_b58 = evq_pk.to_string();
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let last_evq_version = last_evq_versions.get(&evq_b58).unwrap_or(&(0, 0));
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let last_evq_version = last_cranked_evq_versions.get(&evq_b58);
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match chain_cache.account(&evq_pk) {
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Ok(account_info) => {
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// only process if the account state changed
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let evq_version = (account_info.slot, account_info.write_version);
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trace!("mango perp evq={evq_b58} write_version={:?}", evq_version);
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if evq_version == *last_evq_version {
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let (is_unchanged, is_on_timeout) = match last_evq_version {
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Some((slot, write_version, timestamp)) => (
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account_info.slot == *slot
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&& account_info.write_version == *write_version,
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timestamp.elapsed() < TIMEOUT_INTERVAL,
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),
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None => Default::default(),
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};
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trace!("mango perp evq={evq_b58} slot={} v={} is_unchanged={is_unchanged} is_on_timeout={is_on_timeout}", account_info.slot, account_info.write_version);
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if is_unchanged || is_on_timeout {
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continue;
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}
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last_evq_versions.insert(evq_b58.clone(), evq_version);
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let account = &account_info.account;
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let event_queue: mango_v4::state::EventQueue =
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mango_v4::state::EventQueue::try_deserialize(
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account.data().borrow_mut(),
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)
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.unwrap();
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if !event_queue.is_empty() {
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let mango_accounts: BTreeSet<_> = event_queue
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.iter()
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.take(10)
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.flat_map(|e| {
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match mango_v4::state::EventType::try_from(e.event_type)
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.expect("mango v4 event")
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{
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mango_v4::state::EventType::Fill => {
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let fill: &mango_v4::state::FillEvent = cast_ref(e);
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vec![fill.maker, fill.taker]
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}
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mango_v4::state::EventType::Out => {
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let out: &mango_v4::state::OutEvent = cast_ref(e);
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vec![out.owner]
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}
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mango_v4::state::EventType::Liquidate => vec![],
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}
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})
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.collect();
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let mut ams: Vec<_> = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::PerpConsumeEvents {
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group: group_pk,
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perp_market: *mkt_pk,
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event_queue: *evq_pk,
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},
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None,
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);
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ams.append(
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&mut mango_accounts
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.iter()
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.map(|pk| AccountMeta::new(*pk, false))
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.collect(),
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);
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let ix = Instruction {
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program_id: mango_v4::id(),
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accounts: ams,
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data: anchor_lang::InstructionData::data(
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&mango_v4::instruction::PerpConsumeEvents { limit: 10 },
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),
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};
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info!(
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"mango perp evq={evq_b58} count={} limit=10",
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event_queue.iter().count()
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);
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instruction_sender.send(vec![ix]).await;
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// only crank if at least 1 fill or a sufficient events of other categories are buffered
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let contains_fill_events = event_queue
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.iter()
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.find(|e| e.event_type == mango_v4::state::EventType::Fill as u8)
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.is_some();
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let has_backlog = event_queue.iter().count() > MAX_BACKLOG;
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trace!("mango perp evq={evq_b58} slot={} v={} contains_fill_events={contains_fill_events} has_backlog={has_backlog}", account_info.slot, account_info.write_version);
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if !contains_fill_events && !has_backlog {
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continue;
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}
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let mango_accounts: BTreeSet<_> = event_queue
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.iter()
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.take(10)
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.flat_map(|e| {
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match mango_v4::state::EventType::try_from(e.event_type)
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.expect("mango v4 event")
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{
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mango_v4::state::EventType::Fill => {
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let fill: &mango_v4::state::FillEvent = cast_ref(e);
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vec![fill.maker, fill.taker]
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}
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mango_v4::state::EventType::Out => {
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let out: &mango_v4::state::OutEvent = cast_ref(e);
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vec![out.owner]
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}
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mango_v4::state::EventType::Liquidate => vec![],
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}
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})
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.collect();
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let mut ams: Vec<_> = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::PerpConsumeEvents {
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group: group_pk,
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perp_market: *mkt_pk,
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event_queue: *evq_pk,
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},
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None,
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);
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ams.append(
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&mut mango_accounts
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.iter()
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.map(|pk| AccountMeta::new(*pk, false))
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.collect(),
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);
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let ix = Instruction {
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program_id: mango_v4::id(),
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accounts: ams,
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data: anchor_lang::InstructionData::data(
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&mango_v4::instruction::PerpConsumeEvents { limit: 10 },
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),
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};
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info!(
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"mango perp evq={evq_b58} count={} limit=10",
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event_queue.iter().count()
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);
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instruction_sender.send(vec![ix]).await;
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last_cranked_evq_versions.insert(
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evq_b58.clone(),
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(
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account_info.slot,
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account_info.write_version,
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Instant::now(),
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),
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);
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}
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Err(_) => info!("chain_cache could not find {evq_b58}"),
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}
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@ -168,17 +196,23 @@ pub fn init(
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for (mkt_pk, evq_pk) in serum_queue_pks.iter() {
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let evq_b58 = evq_pk.to_string();
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let last_evq_version = last_evq_versions.get(&evq_b58).unwrap_or(&(0, 0));
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let last_evq_version = last_cranked_evq_versions.get(&evq_b58);
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match chain_cache.account(&evq_pk) {
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Ok(account_info) => {
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// only process if the account state changed
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let evq_version = (account_info.slot, account_info.write_version);
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trace!("serum evq={evq_b58} write_version={:?}", evq_version);
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if evq_version == *last_evq_version {
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let (is_unchanged, is_on_timeout) = match last_evq_version {
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Some((slot, write_version, timestamp)) => (
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account_info.slot == *slot
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&& account_info.write_version == *write_version,
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timestamp.elapsed() < TIMEOUT_INTERVAL,
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),
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None => Default::default(),
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};
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trace!("openbook evq={evq_b58} slot={} v={} is_unchanged={is_unchanged} is_on_timeout={is_on_timeout}", account_info.slot, account_info.write_version);
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if is_unchanged || is_on_timeout {
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continue;
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}
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last_evq_versions.insert(evq_b58.clone(), evq_version);
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let account = &account_info.account;
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@ -188,57 +222,77 @@ pub fn init(
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*bytemuck::from_bytes(&inner_data[..header_span]);
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let count = header.count;
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if count > 0 {
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let rest = &inner_data[header_span..];
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let event_size = std::mem::size_of::<serum_dex::state::Event>();
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let slop = rest.len() % event_size;
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let end = rest.len() - slop;
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let events =
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bytemuck::cast_slice::<u8, serum_dex::state::Event>(&rest[..end]);
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let seq_num = header.seq_num;
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let rest = &inner_data[header_span..];
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let event_size = std::mem::size_of::<serum_dex::state::Event>();
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let slop = rest.len() % event_size;
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let end = rest.len() - slop;
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let events =
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bytemuck::cast_slice::<u8, serum_dex::state::Event>(&rest[..end]);
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let seq_num = header.seq_num;
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let oo_pks: BTreeSet<_> = (0..count)
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.map(|i| {
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let offset = (seq_num - count + i) % events.len() as u64;
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let event: serum_dex::state::Event = events[offset as usize];
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let oo_pk = match event.as_view().unwrap() {
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EventView::Fill { owner, .. }
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| EventView::Out { owner, .. } => {
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bytemuck::cast_slice::<u64, Pubkey>(&owner)[0]
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}
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};
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oo_pk
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})
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.collect();
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let events: Vec<_> = (0..count)
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.map(|i| {
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let offset = (seq_num - count + i) % events.len() as u64;
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let event: serum_dex::state::Event = events[offset as usize];
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event.as_view().unwrap()
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})
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.collect();
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let mut ams: Vec<_> = oo_pks
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.iter()
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.map(|pk| AccountMeta::new(*pk, false))
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.collect();
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// pass two times evq_pk instead of deprecated fee receivers to reduce encoded tx size
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ams.append(
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&mut [
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mkt_pk, evq_pk, evq_pk, /*coin_pk*/
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evq_pk, /*pc_pk*/
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]
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.iter()
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.map(|pk| AccountMeta::new(**pk, false))
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.collect(),
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);
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let ix = Instruction {
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program_id: Pubkey::from_str(
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"srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX",
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)
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.unwrap(),
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accounts: ams,
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data: MarketInstruction::ConsumeEvents(count as u16).pack(),
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};
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info!("serum evq={evq_b58} count={count}");
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instruction_sender.send(vec![ix]).await;
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// only crank if at least 1 fill or a sufficient events of other categories are buffered
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let contains_fill_events = events
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.iter()
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.find(|e| matches!(e, serum_dex::state::EventView::Fill { .. }))
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.is_some();
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let has_backlog = events.len() > MAX_BACKLOG;
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if !contains_fill_events && !has_backlog {
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continue;
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}
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let oo_pks: BTreeSet<_> = events
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.iter()
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.map(|e| match e {
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EventView::Fill { owner, .. } | EventView::Out { owner, .. } => {
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bytemuck::cast_slice::<u64, Pubkey>(owner)[0]
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}
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})
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.collect();
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let mut ams: Vec<_> = oo_pks
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.iter()
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.map(|pk| AccountMeta::new(*pk, false))
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.collect();
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// pass two times evq_pk instead of deprecated fee receivers to reduce encoded tx size
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ams.append(
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&mut [
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mkt_pk, evq_pk, evq_pk, /*coin_pk*/
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evq_pk, /*pc_pk*/
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]
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.iter()
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.map(|pk| AccountMeta::new(**pk, false))
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.collect(),
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);
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let ix = Instruction {
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program_id: Pubkey::from_str(
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"srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX",
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)
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.unwrap(),
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accounts: ams,
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data: MarketInstruction::ConsumeEvents(count as u16).pack(),
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};
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info!("openbook evq={evq_b58} count={count}");
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instruction_sender.send(vec![ix]).await;
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last_cranked_evq_versions.insert(
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evq_b58.clone(),
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(
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account_info.slot,
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account_info.write_version,
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Instant::now(),
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),
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);
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}
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Err(_) => info!("chain_cache could not find {evq_b58}"),
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}
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