mango-simulation/src/keeper.rs

260 lines
8.7 KiB
Rust
Raw Normal View History

2023-04-19 04:29:26 -07:00
use log::warn;
2023-04-14 05:18:04 -07:00
use solana_sdk::compute_budget::ComputeBudgetInstruction;
2023-04-19 04:29:26 -07:00
use tokio::spawn;
2023-04-14 05:18:04 -07:00
use {
crate::{
helpers::to_sdk_instruction,
2023-04-14 05:04:35 -07:00
noop,
states::{KeeperInstruction, PerpMarketCache, TransactionSendRecord},
tpu_manager::TpuManager,
},
chrono::Utc,
iter_tools::Itertools,
2023-02-24 06:12:14 -08:00
solana_program::pubkey::Pubkey,
solana_sdk::{
2023-02-23 07:24:26 -08:00
hash::Hash, instruction::Instruction, message::Message, signature::Keypair, signer::Signer,
transaction::Transaction,
},
2023-03-14 05:39:19 -07:00
std::sync::{
atomic::{AtomicBool, AtomicU64, Ordering},
2023-03-14 05:39:19 -07:00
Arc,
},
2023-03-14 05:39:19 -07:00
tokio::{sync::RwLock, task::JoinHandle},
};
fn create_root_bank_update_instructions(perp_markets: &[PerpMarketCache]) -> Vec<Instruction> {
perp_markets
.iter()
.map(|perp_market| {
let ix = mango::instruction::update_root_bank(
&perp_market.mango_program_pk,
&perp_market.mango_group_pk,
&perp_market.mango_cache_pk,
&perp_market.root_bank,
perp_market.node_banks.as_slice(),
)
.unwrap();
to_sdk_instruction(ix)
})
.collect()
}
2023-02-23 07:24:26 -08:00
fn create_update_fundings_instructions(perp_markets: &[PerpMarketCache]) -> Vec<Instruction> {
perp_markets
.iter()
.map(|perp_market| {
let ix = mango::instruction::update_funding(
&perp_market.mango_program_pk,
&perp_market.mango_group_pk,
&perp_market.mango_cache_pk,
&perp_market.perp_market_pk,
&perp_market.bids,
&perp_market.asks,
)
.unwrap();
to_sdk_instruction(ix)
})
.collect()
}
fn create_cache_root_bank_instruction(perp_markets: &[PerpMarketCache]) -> Instruction {
let mango_program_pk = perp_markets[0].mango_program_pk;
let mango_group_pk = perp_markets[0].mango_group_pk;
let mango_cache_pk = perp_markets[0].mango_cache_pk;
let root_banks = perp_markets.iter().map(|x| x.root_bank).collect_vec();
let ix = mango::instruction::cache_root_banks(
&mango_program_pk,
&mango_group_pk,
&mango_cache_pk,
root_banks.as_slice(),
)
.unwrap();
to_sdk_instruction(ix)
}
2023-02-23 05:41:12 -08:00
fn create_update_price_cache_instructions(perp_markets: &[PerpMarketCache]) -> Instruction {
let mango_program_pk = perp_markets[0].mango_program_pk;
let mango_group_pk = perp_markets[0].mango_group_pk;
let mango_cache_pk = perp_markets[0].mango_cache_pk;
let price_oracles = perp_markets.iter().map(|x| x.price_oracle).collect_vec();
let ix = mango::instruction::cache_prices(
&mango_program_pk,
&mango_group_pk,
&mango_cache_pk,
2023-02-23 07:24:26 -08:00
price_oracles.as_slice(),
)
.unwrap();
2023-02-23 05:41:12 -08:00
to_sdk_instruction(ix)
}
fn create_cache_perp_markets_instructions(perp_markets: &[PerpMarketCache]) -> Instruction {
let mango_program_pk = perp_markets[0].mango_program_pk;
let mango_group_pk = perp_markets[0].mango_group_pk;
let mango_cache_pk = perp_markets[0].mango_cache_pk;
let perp_market_pks = perp_markets.iter().map(|x| x.perp_market_pk).collect_vec();
let ix = mango::instruction::cache_perp_markets(
&mango_program_pk,
&mango_group_pk,
&mango_cache_pk,
perp_market_pks.as_slice(),
)
.unwrap();
to_sdk_instruction(ix)
}
2023-04-19 04:29:26 -07:00
pub fn prepare_transaction(
2023-04-14 04:45:22 -07:00
mut ixs: Vec<Instruction>,
2023-04-19 04:29:26 -07:00
recent_blockhash: &Hash,
current_slot: Arc<AtomicU64>,
payer: &Keypair,
prioritization_fee: u64,
keeper_instruction: KeeperInstruction,
2023-04-19 04:29:26 -07:00
) -> (Transaction, TransactionSendRecord) {
2023-04-14 05:04:35 -07:00
// add a noop with a current timestamp to ensure unique txs
2023-04-14 05:18:04 -07:00
ixs.push(noop::timestamp());
2023-04-14 04:45:22 -07:00
// add priority fees
2023-04-14 05:18:04 -07:00
ixs.push(ComputeBudgetInstruction::set_compute_unit_price(
prioritization_fee,
));
2023-04-14 04:45:22 -07:00
let mut tx = Transaction::new_unsigned(Message::new(&ixs, Some(&payer.pubkey())));
tx.sign(&[payer], *recent_blockhash);
let tx_send_record = TransactionSendRecord {
signature: tx.signatures[0],
sent_at: Utc::now(),
sent_slot: current_slot.load(Ordering::Acquire),
market_maker: None,
market: None,
priority_fees: prioritization_fee,
keeper_instruction: Some(keeper_instruction),
};
2023-07-06 23:12:57 -07:00
(tx, tx_send_record)
}
2023-02-24 06:12:14 -08:00
pub fn create_update_and_cache_quote_banks(
perp_markets: &[PerpMarketCache],
quote_root_bank: Pubkey,
quote_node_banks: Vec<Pubkey>,
) -> Vec<Instruction> {
let mango_program_pk = perp_markets[0].mango_program_pk;
let mango_group_pk = perp_markets[0].mango_group_pk;
let mango_cache_pk = perp_markets[0].mango_cache_pk;
let ix_update = mango::instruction::update_root_bank(
&mango_program_pk,
&mango_group_pk,
&mango_cache_pk,
&quote_root_bank,
quote_node_banks.as_slice(),
)
.unwrap();
let ix_cache = mango::instruction::cache_root_banks(
&mango_program_pk,
&mango_group_pk,
&mango_cache_pk,
&[quote_root_bank],
)
.unwrap();
vec![to_sdk_instruction(ix_update), to_sdk_instruction(ix_cache)]
}
2023-07-06 23:12:57 -07:00
#[allow(clippy::too_many_arguments)]
pub fn start_keepers(
exit_signal: Arc<AtomicBool>,
tpu_manager: TpuManager,
perp_markets: Vec<PerpMarketCache>,
blockhash: Arc<RwLock<Hash>>,
current_slot: Arc<AtomicU64>,
authority: &Keypair,
2023-02-24 06:12:14 -08:00
quote_root_bank: Pubkey,
quote_node_banks: Vec<Pubkey>,
prioritization_fee: u64,
) -> JoinHandle<()> {
let authority = Keypair::from_bytes(&authority.to_bytes()).unwrap();
2023-03-14 05:39:19 -07:00
tokio::spawn(async move {
let current_slot = current_slot.clone();
2023-04-14 04:45:22 -07:00
let root_update_ixs = create_root_bank_update_instructions(&perp_markets);
let cache_prices = vec![create_update_price_cache_instructions(&perp_markets)];
let update_perp_cache = vec![create_cache_perp_markets_instructions(&perp_markets)];
let cache_root_bank_ix = vec![create_cache_root_bank_instruction(&perp_markets)];
let update_funding_ix = create_update_fundings_instructions(&perp_markets);
let quote_root_bank_ix =
2023-03-14 05:39:19 -07:00
create_update_and_cache_quote_banks(&perp_markets, quote_root_bank, quote_node_banks);
while !exit_signal.load(Ordering::Relaxed) {
2023-04-19 04:29:26 -07:00
let recent_blockhash = blockhash.read().await.to_owned();
let mut tx_batch = vec![];
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
cache_prices.clone(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
2023-03-14 05:39:19 -07:00
&authority,
prioritization_fee,
KeeperInstruction::CachePrice,
2023-04-19 04:29:26 -07:00
));
2023-03-14 05:39:19 -07:00
2023-04-19 04:29:26 -07:00
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
quote_root_bank_ix.clone(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
2023-03-14 05:39:19 -07:00
&authority,
prioritization_fee,
KeeperInstruction::UpdateAndCacheQuoteRootBank,
2023-04-19 04:29:26 -07:00
));
2023-03-14 05:39:19 -07:00
for updates in update_funding_ix.chunks(3) {
2023-04-19 04:29:26 -07:00
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
updates.to_vec(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
&authority,
prioritization_fee,
KeeperInstruction::UpdateFunding,
2023-04-19 04:29:26 -07:00
));
}
2023-04-19 04:29:26 -07:00
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
root_update_ixs.clone(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
2023-03-14 05:39:19 -07:00
&authority,
prioritization_fee,
KeeperInstruction::UpdateRootBanks,
2023-04-19 04:29:26 -07:00
));
2023-03-14 05:39:19 -07:00
2023-04-19 04:29:26 -07:00
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
update_perp_cache.clone(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
2023-03-14 05:39:19 -07:00
&authority,
prioritization_fee,
KeeperInstruction::UpdatePerpCache,
2023-04-19 04:29:26 -07:00
));
2023-03-14 05:39:19 -07:00
2023-04-19 04:29:26 -07:00
tx_batch.push(prepare_transaction(
2023-04-14 04:45:22 -07:00
cache_root_bank_ix.clone(),
2023-04-19 04:29:26 -07:00
&recent_blockhash,
current_slot.clone(),
2023-03-14 05:39:19 -07:00
&authority,
prioritization_fee,
KeeperInstruction::CacheRootBanks,
2023-04-19 04:29:26 -07:00
));
let start_slot = current_slot.load(Ordering::Relaxed);
let start_time = Utc::now();
let tpu_manager = tpu_manager.clone();
spawn(async move {
if !tpu_manager.send_transaction_batch(&tx_batch).await {
warn!("issue when sending batch started slot={start_slot} time={start_time} hash={recent_blockhash:?}");
}
});
2023-03-14 05:39:19 -07:00
std::thread::sleep(std::time::Duration::from_secs(1));
}
})
}