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mango-simulation
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Merge pull request #18 from godmodegalactus/identity_and_keeper 

adding identity, adding bootcode for keeper
This commit is contained in:
galactus 2023-02-24 15:49:54 +01:00 committed by GitHub
parent 70af47d9fe 47b0524bcb
commit 417e8b30ce
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GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 441 additions and 133 deletions
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2
Cargo.toml
View File

@ -8,6 +8,8 @@ license = "Apache-2.0"
homepage = "https://solana.com/"
publish = false
rust-version = "1.66.1"
[dependencies]
borsh = "0.9.3"
chrono = "0.4.19"

1
deps/mango-v3 vendored

@ -1 +0,0 @@
Subproject commit 771cabea1cb848439d282e43bf5f0e20ef7c9703

1
deps/solana vendored

@ -1 +0,0 @@
Subproject commit 030eb5f2caadebeb5d656c1a0b2d2058ea4bd242

93
src/cli.rs
View File

@ -1,8 +1,6 @@
use solana_clap_utils::input_validators::is_valid_percentage;
use {
clap::{crate_description, crate_name, App, Arg, ArgMatches},
solana_clap_utils::input_validators::{is_url, is_url_or_moniker},
solana_clap_utils::input_validators::{is_url, is_url_or_moniker, is_valid_percentage},
solana_cli_config::{ConfigInput, CONFIG_FILE},
solana_sdk::signature::{read_keypair_file, Keypair},
std::{net::SocketAddr, process::exit, time::Duration},
@ -23,6 +21,8 @@ pub struct Config {
pub mango_cluster: String,
pub txs_batch_size: Option<usize>,
pub priority_fees_proba: u8,
pub keeper_authority: Option<Keypair>,
pub number_of_markers_per_mm: u8,
}
impl Default for Config {
@ -41,6 +41,8 @@ impl Default for Config {
mango_cluster: "testnet.0".to_string(),
txs_batch_size: None,
priority_fees_proba: 0,
keeper_authority: None,
number_of_markers_per_mm: 5,
}
}
}
@ -51,7 +53,7 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.about(crate_description!())
.version(version)
.arg({
let arg = Arg::with_name("config_file")
let arg = Arg::with_name("config-file")
.short("C")
.long("config")
.value_name("FILEPATH")
@ -65,7 +67,7 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
}
})
.arg(
Arg::with_name("json_rpc_url")
Arg::with_name("json-rpc-url")
.short("u")
.long("url")
.value_name("URL_OR_MONIKER")
@ -78,7 +80,7 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
),
)
.arg(
Arg::with_name("websocket_url")
Arg::with_name("websocket-url")
.long("ws")
.value_name("URL")
.takes_value(true)
@ -100,9 +102,10 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
Arg::with_name("identity")
.short("i")
.long("identity")
.value_name("PATH")
.value_name("FILEPATH")
.takes_value(true)
.help("File containing a client identity (keypair)"),
.help("Identity used in the QUIC connection. Identity with a lot of stake has a \
better chance to send transaction to the leader"),
)
.arg(
Arg::with_name("duration")
@ -113,15 +116,15 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.help("Seconds to run benchmark, then exit; default is forever"),
)
.arg(
Arg::with_name("qoutes_per_second")
Arg::with_name("quotes-per-second")
.short("q")
.long("qoutes_per_second")
.long("quotes-per-second")
.value_name("QPS")
.takes_value(true)
.help("Number of quotes per second"),
)
.arg(
Arg::with_name("account_keys")
Arg::with_name("account-keys")
.short("a")
.long("accounts")
.value_name("FILENAME")
@ -130,7 +133,7 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.help("Read account keys from JSON file generated with mango-client-v3"),
)
.arg(
Arg::with_name("mango_keys")
Arg::with_name("mango-keys")
.short("m")
.long("mango")
.value_name("FILENAME")
@ -139,18 +142,18 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.help("Read mango keys from JSON file generated with mango-client-v3"),
)
.arg(
Arg::with_name("transaction_save_file")
Arg::with_name("transaction-save-file")
.short("tsf")
.long("transaction_save_file")
.long("transaction-save-file")
.value_name("FILENAME")
.takes_value(true)
.required(false)
.help("To save details of all transactions during a run"),
)
.arg(
Arg::with_name("block_data_save_file")
Arg::with_name("block-data-save-file")
.short("bdsf")
.long("block_data_save_file")
.long("block-data-save-file")
.value_name("FILENAME")
.takes_value(true)
.required(false)
@ -180,7 +183,26 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.validator(is_valid_percentage)
.takes_value(true)
.required(false)
.help("Takes percentage of transaction we want to add random prioritization fees to, prioritization fees are random number between 100-1000"),
.help("Takes percentage of transaction we want to add random prioritization fees to, prioritization fees are random number between 100-1000")
)
.arg(
Arg::with_name("keeper-authority")
.long("keeper-authority")
.short("ka")
.value_name("FILEPATH")
.takes_value(true)
.required(false)
.help(
"If specified, authority keypair would be used to pay for keeper transactions",
),
)
.arg(
Arg::with_name("markets-per-mm")
.long("markets-per-mm")
.value_name("UINT")
.takes_value(true)
.required(false)
.help("Number of markets a market maker will trade on at a time"),
)
}
@ -192,21 +214,21 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
pub fn extract_args(matches: &ArgMatches) -> Config {
let mut args = Config::default();
let config = if let Some(config_file) = matches.value_of("config_file") {
let config = if let Some(config_file) = matches.value_of("config-file") {
solana_cli_config::Config::load(config_file).unwrap_or_default()
} else {
solana_cli_config::Config::default()
};
let (_, json_rpc_url) = ConfigInput::compute_json_rpc_url_setting(
matches.value_of("json_rpc_url").unwrap_or(""),
matches.value_of("json-rpc-url").unwrap_or(""),
&config.json_rpc_url,
);
args.json_rpc_url = json_rpc_url;
let (_, websocket_url) = ConfigInput::compute_websocket_url_setting(
matches.value_of("websocket_url").unwrap_or(""),
matches.value_of("websocket-url").unwrap_or(""),
&config.websocket_url,
matches.value_of("json_rpc_url").unwrap_or(""),
matches.value_of("json-rpc-url").unwrap_or(""),
&config.json_rpc_url,
);
args.websocket_url = websocket_url;
@ -235,17 +257,17 @@ pub fn extract_args(matches: &ArgMatches) -> Config {
);
}
if let Some(qps) = matches.value_of("qoutes_per_second") {
args.quotes_per_second = qps.parse().expect("can't parse qoutes_per_second");
if let Some(qps) = matches.value_of("quotes-per-second") {
args.quotes_per_second = qps.parse().expect("can't parse quotes-per-second");
}
args.account_keys = matches.value_of("account_keys").unwrap().to_string();
args.mango_keys = matches.value_of("mango_keys").unwrap().to_string();
args.transaction_save_file = match matches.value_of("transaction_save_file") {
args.account_keys = matches.value_of("account-keys").unwrap().to_string();
args.mango_keys = matches.value_of("mango-keys").unwrap().to_string();
args.transaction_save_file = match matches.value_of("transaction-save-file") {
Some(x) => x.to_string(),
None => String::new(),
};
args.block_data_save_file = match matches.value_of("block_data_save_file") {
args.block_data_save_file = match matches.value_of("block-data-save-file") {
Some(x) => x.to_string(),
None => String::new(),
};
@ -259,8 +281,23 @@ pub fn extract_args(matches: &ArgMatches) -> Config {
.map(|batch_size_str| batch_size_str.parse().expect("can't parse batch-size"));
args.priority_fees_proba = match matches.value_of("prioritization-fees") {
Some(x) => x.parse().expect("Percentage of transactions having prioritization fees"),
Some(x) => x
.parse()
.expect("Percentage of transactions having prioritization fees"),
None => 0,
};
let (_, kp_auth_path) = ConfigInput::compute_keypair_path_setting(
matches.value_of("keeper-authority").unwrap_or(""),
&config.keypair_path,
);
args.keeper_authority = read_keypair_file(kp_auth_path.clone()).ok();
args.number_of_markers_per_mm = match matches.value_of("markets-per-mm") {
Some(x) => x
.parse()
.expect("can't parse number of markets per market maker"),
None => 5,
};
args
}

19
src/confirmation_strategies.rs
View File

@ -2,10 +2,7 @@ use std::{
collections::HashMap,
ops::Div,
str::FromStr,
sync::{
atomic::{AtomicU64, Ordering},
Arc, RwLock,
},
sync::{Arc, RwLock},
thread::{sleep, Builder},
time::Duration,
};
@ -23,7 +20,6 @@ use solana_transaction_status::RewardType;
use crate::{
helpers::seconds_since,
rotating_queue::RotatingQueue,
states::{BlockData, TransactionConfirmRecord, TransactionSendRecord},
};
@ -201,20 +197,18 @@ pub fn confirmation_by_querying_rpc(
}
pub fn confirmations_by_blocks(
clients: RotatingQueue<Arc<RpcClient>>,
current_slot: &AtomicU64,
client: Arc<RpcClient>,
recv_limit: usize,
tx_record_rx: Receiver<TransactionSendRecord>,
tx_confirm_records: Arc<RwLock<Vec<TransactionConfirmRecord>>>,
tx_timeout_records: Arc<RwLock<Vec<TransactionSendRecord>>>,
tx_block_data: Arc<RwLock<Vec<BlockData>>>,
from_slot: u64,
) {
let mut recv_until_confirm = recv_limit;
let transaction_map = Arc::new(RwLock::new(
HashMap::<Signature, TransactionSendRecord>::new(),
));
let last_slot = current_slot.load(Ordering::Acquire);
while recv_until_confirm != 0 {
match tx_record_rx.try_recv() {
Ok(tx_record) => {
@ -245,9 +239,8 @@ pub fn confirmations_by_blocks(
let commitment_confirmation = CommitmentConfig {
commitment: CommitmentLevel::Confirmed,
};
let block_res = clients
.get()
.get_blocks_with_commitment(last_slot, None, commitment_confirmation)
let block_res = client
.get_blocks_with_commitment(from_slot, None, commitment_confirmation)
.unwrap();
let nb_blocks = block_res.len();
@ -264,7 +257,7 @@ pub fn confirmations_by_blocks(
.map(|x| x.to_vec())
{
let map = transaction_map.clone();
let client = clients.get().clone();
let client = client.clone();
let tx_confirm_records = tx_confirm_records.clone();
let tx_block_data = tx_block_data.clone();
let joinble = Builder::new()

15
src/helpers.rs
View File

@ -245,6 +245,16 @@ pub fn get_mango_market_perps_cache(
.div(I80F48::from_num(perp_market.base_lot_size))
.to_num();
let root_bank = &mango_group_config.tokens[market_index].root_key;
let root_bank = Pubkey::from_str(root_bank.as_str()).unwrap();
let node_banks = mango_group_config.tokens[market_index]
.node_keys
.iter()
.map(|x| Pubkey::from_str(x.as_str()).unwrap())
.collect();
let price_oracle =
Pubkey::from_str(mango_group_config.oracles[market_index].public_key.as_str())
.unwrap();
PerpMarketCache {
order_base_lots,
price,
@ -254,6 +264,11 @@ pub fn get_mango_market_perps_cache(
mango_cache_pk,
perp_market_pk,
perp_market,
root_bank,
node_banks,
price_oracle,
bids: perp_market.bids,
asks: perp_market.asks,
}
})
.collect()

214
src/keeper.rs Normal file
View File

@ -0,0 +1,214 @@
use {
crate::{helpers::to_sdk_instruction, states::PerpMarketCache},
iter_tools::Itertools,
solana_client::tpu_client::TpuClient,
solana_program::pubkey::Pubkey,
solana_quic_client::{QuicConfig, QuicConnectionManager, QuicPool},
solana_sdk::{
hash::Hash, instruction::Instruction, message::Message, signature::Keypair, signer::Signer,
transaction::Transaction,
},
std::{
sync::{
atomic::{AtomicBool, Ordering},
Arc, RwLock,
},
thread::{Builder, 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()
}
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)
}
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,
price_oracles.as_slice(),
)
.unwrap();
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)
}
pub fn send_transaction(
tpu_client: Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
ixs: &[Instruction],
blockhash: Arc<RwLock<Hash>>,
payer: &Keypair,
) {
let mut tx = Transaction::new_unsigned(Message::new(ixs, Some(&payer.pubkey())));
let recent_blockhash = blockhash.read().unwrap();
tx.sign(&[payer], *recent_blockhash);
tpu_client.send_transaction(&tx);
}
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)]
}
pub fn start_keepers(
exit_signal: Arc<AtomicBool>,
tpu_client: Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
perp_markets: Vec<PerpMarketCache>,
blockhash: Arc<RwLock<Hash>>,
authority: &Keypair,
quote_root_bank: Pubkey,
quote_node_banks: Vec<Pubkey>,
) -> JoinHandle<()> {
let authority = Keypair::from_bytes(&authority.to_bytes()).unwrap();
Builder::new()
.name("updating root bank keeper".to_string())
.spawn(move || {
let root_update_ixs = create_root_bank_update_instructions(&perp_markets);
let cache_prices = create_update_price_cache_instructions(&perp_markets);
let update_perp_cache = create_cache_perp_markets_instructions(&perp_markets);
let cache_root_bank_ix = create_cache_root_bank_instruction(&perp_markets);
let update_funding_ix = create_update_fundings_instructions(&perp_markets);
let quote_root_bank_ix = create_update_and_cache_quote_banks(
&perp_markets,
quote_root_bank,
quote_node_banks,
);
let blockhash = blockhash.clone();
// add prioritization instruction
//let prioritization_ix = ComputeBudgetInstruction::set_compute_unit_price(10000);
//root_update_ixs.insert(0, prioritization_ix.clone());
while !exit_signal.load(Ordering::Relaxed) {
send_transaction(
tpu_client.clone(),
&[cache_prices.clone()],
blockhash.clone(),
&authority,
);
send_transaction(
tpu_client.clone(),
quote_root_bank_ix.as_slice(),
blockhash.clone(),
&authority,
);
for updates in update_funding_ix.chunks(3) {
send_transaction(tpu_client.clone(), updates, blockhash.clone(), &authority);
}
send_transaction(
tpu_client.clone(),
root_update_ixs.as_slice(),
blockhash.clone(),
&authority,
);
send_transaction(
tpu_client.clone(),
&[update_perp_cache.clone()],
blockhash.clone(),
&authority,
);
send_transaction(
tpu_client.clone(),
&[cache_root_bank_ix.clone()],
blockhash.clone(),
&authority,
);
std::thread::sleep(std::time::Duration::from_secs(1));
}
})
.unwrap()
}

1
src/lib.rs
View File

@ -1,6 +1,7 @@
pub mod cli;
pub mod confirmation_strategies;
pub mod helpers;
pub mod keeper;
pub mod mango;
pub mod market_markers;
pub mod rotating_queue;

149
src/main.rs
View File

@ -1,31 +1,33 @@
use log::{error, info};
use serde_json;
use solana_bench_mango::{
cli,
confirmation_strategies::confirmations_by_blocks,
helpers::{
get_latest_blockhash, get_mango_market_perps_cache, start_blockhash_polling_service,
write_block_data_into_csv, write_transaction_data_into_csv,
use {
log::{error, info},
serde_json,
solana_bench_mango::{
cli,
confirmation_strategies::confirmations_by_blocks,
helpers::{
get_latest_blockhash, get_mango_market_perps_cache, start_blockhash_polling_service,
write_block_data_into_csv, write_transaction_data_into_csv,
},
keeper::start_keepers,
mango::{AccountKeys, MangoConfig},
market_markers::start_market_making_threads,
states::{BlockData, PerpMarketCache, TransactionConfirmRecord, TransactionSendRecord},
},
mango::{AccountKeys, MangoConfig},
market_markers::start_market_making_threads,
rotating_queue::RotatingQueue,
states::{BlockData, PerpMarketCache, TransactionConfirmRecord, TransactionSendRecord},
};
use solana_client::{
connection_cache::ConnectionCache, rpc_client::RpcClient, tpu_client::TpuClient,
};
use solana_quic_client::{QuicConfig, QuicConnectionManager, QuicPool};
use solana_sdk::commitment_config::CommitmentConfig;
use std::{
fs,
net::{IpAddr, Ipv4Addr},
sync::{
atomic::{AtomicBool, AtomicU64, Ordering},
Arc, RwLock,
solana_client::{
connection_cache::ConnectionCache, rpc_client::RpcClient, tpu_client::TpuClient,
},
solana_program::pubkey::Pubkey,
solana_sdk::commitment_config::CommitmentConfig,
std::{
fs,
net::{IpAddr, Ipv4Addr},
str::FromStr,
sync::{
atomic::{AtomicBool, AtomicU64, Ordering},
Arc, RwLock,
},
thread::{Builder, JoinHandle},
},
thread::{Builder, JoinHandle},
};
fn main() {
@ -48,13 +50,19 @@ fn main() {
mango_cluster,
txs_batch_size,
priority_fees_proba,
keeper_authority,
number_of_markers_per_mm,
..
} = &cli_config;
let number_of_markers_per_mm = *number_of_markers_per_mm;
let transaction_save_file = transaction_save_file.clone();
let block_data_save_file = block_data_save_file.clone();
info!("Connecting to the cluster");
info!(
"Connecting to the cluster {}, {}",
json_rpc_url, websocket_url
);
let account_keys_json = fs::read_to_string(account_keys).expect("unable to read accounts file");
let account_keys_parsed: Vec<AccountKeys> =
@ -71,13 +79,10 @@ fn main() {
.find(|g| g.name == *mango_group_id)
.unwrap();
let number_of_tpu_clients: usize = 1;
let rpc_clients = RotatingQueue::<Arc<RpcClient>>::new(number_of_tpu_clients, || {
Arc::new(RpcClient::new_with_commitment(
json_rpc_url.to_string(),
CommitmentConfig::confirmed(),
))
});
let rpc_client = Arc::new(RpcClient::new_with_commitment(
json_rpc_url.to_string(),
CommitmentConfig::confirmed(),
));
let connection_cache = ConnectionCache::new_with_client_options(
4,
@ -91,20 +96,15 @@ fn main() {
None
};
let tpu_client_pool = Arc::new(RotatingQueue::<
Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
>::new(number_of_tpu_clients, || {
let quic_connection_cache = quic_connection_cache.clone();
Arc::new(
TpuClient::new_with_connection_cache(
rpc_clients.get().clone(),
&websocket_url,
solana_client::tpu_client::TpuClientConfig::default(),
quic_connection_cache.unwrap(),
)
.unwrap(),
let tpu_client = Arc::new(
TpuClient::new_with_connection_cache(
rpc_client.clone(),
&websocket_url,
solana_client::tpu_client::TpuClientConfig::default(),
quic_connection_cache.unwrap(),
)
}));
.unwrap(),
);
info!(
"accounts:{:?} markets:{:?} quotes_per_second:{:?} expected_tps:{:?} duration:{:?}",
@ -135,7 +135,34 @@ fn main() {
let perp_market_caches: Vec<PerpMarketCache> =
get_mango_market_perps_cache(rpc_client.clone(), &mango_group_config);
let quote_root_bank =
Pubkey::from_str(mango_group_config.tokens.last().unwrap().root_key.as_str()).unwrap();
let quote_node_banks = mango_group_config
.tokens
.last()
.unwrap()
.node_keys
.iter()
.map(|x| Pubkey::from_str(x.as_str()).unwrap())
.collect();
// start keeper if keeper authority is present
let keepers_jl = if let Some(keeper_authority) = keeper_authority {
let jl = start_keepers(
exit_signal.clone(),
tpu_client.clone(),
perp_market_caches.clone(),
blockhash.clone(),
keeper_authority,
quote_root_bank,
quote_node_banks,
);
Some(jl)
} else {
None
};
let (tx_record_sx, tx_record_rx) = crossbeam_channel::unbounded();
let from_slot = current_slot.load(Ordering::Relaxed);
let mm_threads: Vec<JoinHandle<()>> = start_market_making_threads(
account_keys_parsed.clone(),
@ -144,11 +171,12 @@ fn main() {
exit_signal.clone(),
blockhash.clone(),
current_slot.clone(),
tpu_client_pool.clone(),
tpu_client.clone(),
&duration,
*quotes_per_second,
*txs_batch_size,
*priority_fees_proba,
number_of_markers_per_mm,
);
let duration = duration.clone();
let quotes_per_second = quotes_per_second.clone();
@ -164,40 +192,37 @@ fn main() {
.name("solana-client-sender".to_string())
.spawn(move || {
let recv_limit = account_keys_parsed.len()
* perp_market_caches.len()
* number_of_markers_per_mm as usize
* duration.as_secs() as usize
* quotes_per_second as usize;
//confirmation_by_querying_rpc(recv_limit, rpc_client.clone(), &tx_record_rx, tx_confirm_records.clone(), tx_timeout_records.clone());
confirmations_by_blocks(
rpc_clients,
&current_slot,
rpc_client.clone(),
recv_limit,
tx_record_rx,
tx_confirm_records.clone(),
tx_timeout_records.clone(),
tx_block_data.clone(),
from_slot,
);
let confirmed: Vec<TransactionConfirmRecord> = {
let lock = tx_confirm_records.write().unwrap();
(*lock).clone()
};
let total_signed = account_keys_parsed.len()
* perp_market_caches.len()
* duration.as_secs() as usize
* quotes_per_second as usize;
info!(
"confirmed {} signatures of {} rate {}%",
confirmed.len(),
total_signed,
(confirmed.len() * 100) / total_signed
recv_limit,
(confirmed.len() * 100) / recv_limit
);
let error_count = confirmed.iter().filter(|tx| !tx.error.is_empty()).count();
info!(
"errors counted {} rate {}%",
error_count,
(error_count as usize * 100) / total_signed
(error_count as usize * 100) / recv_limit
);
let timeouts: Vec<TransactionSendRecord> = {
let timeouts = tx_timeout_records.clone();
@ -207,7 +232,7 @@ fn main() {
info!(
"timeouts counted {} rate {}%",
timeouts.len(),
(timeouts.len() * 100) / total_signed
(timeouts.len() * 100) / recv_limit
);
// let mut confirmation_times = confirmed
@ -255,4 +280,10 @@ fn main() {
if let Err(err) = blockhash_thread.join() {
error!("blockhash join failed with: {:?}", err);
}
if let Some(keepers_jl) = keepers_jl {
if let Err(err) = keepers_jl.join() {
error!("keeper join failed with: {:?}", err);
}
}
}

74
src/market_markers.rs
View File

@ -16,7 +16,7 @@ use mango::{
instruction::{cancel_all_perp_orders, place_perp_order2},
matching::Side,
};
use rand::{distributions::Uniform, prelude::Distribution};
use rand::{distributions::Uniform, prelude::Distribution, seq::SliceRandom};
use solana_client::tpu_client::TpuClient;
use solana_program::pubkey::Pubkey;
use solana_quic_client::{QuicConfig, QuicConnectionManager, QuicPool};
@ -28,7 +28,6 @@ use solana_sdk::{
use crate::{
helpers::{to_sdk_instruction, to_sp_pk},
mango::AccountKeys,
rotating_queue::RotatingQueue,
states::{PerpMarketCache, TransactionSendRecord},
};
@ -47,9 +46,8 @@ pub fn create_ask_bid_transaction(
);
let mut instructions = vec![];
if prioritization_fee > 0 {
let pfees = compute_budget::ComputeBudgetInstruction::set_compute_unit_price(
prioritization_fee,
);
let pfees =
compute_budget::ComputeBudgetInstruction::set_compute_unit_price(prioritization_fee);
instructions.push(pfees);
}
@ -130,7 +128,12 @@ pub fn create_ask_bid_transaction(
))
}
fn generate_random_fees(prioritization_fee_proba : u8, n: usize, min_fee: u64, max_fee: u64) -> Vec<u64> {
fn generate_random_fees(
prioritization_fee_proba: u8,
n: usize,
min_fee: u64,
max_fee: u64,
) -> Vec<u64> {
let mut rng = rand::thread_rng();
let range = Uniform::from(min_fee..max_fee);
let range_probability = Uniform::from(1..100);
@ -147,15 +150,13 @@ fn generate_random_fees(prioritization_fee_proba : u8, n: usize, min_fee: u64, m
}
})
.collect()
}
}
pub fn send_mm_transactions(
quotes_per_second: u64,
perp_market_caches: &Vec<PerpMarketCache>,
tx_record_sx: &Sender<TransactionSendRecord>,
tpu_client_pool: Arc<
RotatingQueue<Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>>,
>,
tpu_client: Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
mango_account_pk: Pubkey,
mango_account_signer: &Keypair,
blockhash: Arc<RwLock<Hash>>,
@ -165,8 +166,13 @@ pub fn send_mm_transactions(
let mango_account_signer_pk = to_sp_pk(&mango_account_signer.pubkey());
// update quotes 2x per second
for _ in 0..quotes_per_second {
let prioritization_fee_by_market = generate_random_fees(prioritization_fee_proba, perp_market_caches.len(), 100, 1000);
for (i,c) in perp_market_caches.iter().enumerate() {
let prioritization_fee_by_market = generate_random_fees(
prioritization_fee_proba,
perp_market_caches.len(),
100,
1000,
);
for (i, c) in perp_market_caches.iter().enumerate() {
let prioritization_fee = prioritization_fee_by_market[i];
let mut tx = create_ask_bid_transaction(
c,
@ -178,7 +184,7 @@ pub fn send_mm_transactions(
if let Ok(recent_blockhash) = blockhash.read() {
tx.sign(&[mango_account_signer], *recent_blockhash);
}
let tpu_client = tpu_client_pool.get();
tpu_client.send_transaction(&tx);
let sent = tx_record_sx.send(TransactionSendRecord {
signature: tx.signatures[0],
@ -203,9 +209,7 @@ pub fn send_mm_transactions_batched(
quotes_per_second: u64,
perp_market_caches: &Vec<PerpMarketCache>,
tx_record_sx: &Sender<TransactionSendRecord>,
tpu_client_pool: Arc<
RotatingQueue<Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>>,
>,
tpu_client: Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
mango_account_pk: Pubkey,
mango_account_signer: &Keypair,
blockhash: Arc<RwLock<Hash>>,
@ -218,17 +222,19 @@ pub fn send_mm_transactions_batched(
// update quotes 2x per second
for _ in 0..quotes_per_second {
for c in perp_market_caches.iter() {
let prioritization_fee_for_tx = generate_random_fees(prioritization_fee_proba, txs_batch_size, 100, 1000);
let prioritization_fee_for_tx =
generate_random_fees(prioritization_fee_proba, txs_batch_size, 100, 1000);
for i in 0..txs_batch_size {
let prioritization_fee = prioritization_fee_for_tx[i];
transactions.push(
(create_ask_bid_transaction(
transactions.push((
create_ask_bid_transaction(
c,
mango_account_pk,
&mango_account_signer,
prioritization_fee,
),prioritization_fee)
);
),
prioritization_fee,
));
}
if let Ok(recent_blockhash) = blockhash.read() {
@ -236,10 +242,14 @@ pub fn send_mm_transactions_batched(
tx.0.sign(&[mango_account_signer], *recent_blockhash);
}
}
let tpu_client = tpu_client_pool.get();
if tpu_client
.try_send_transaction_batch(
&transactions.iter().map(|x| x.0.clone()).collect_vec().as_slice(),
&transactions
.iter()
.map(|x| x.0.clone())
.collect_vec()
.as_slice(),
)
.is_err()
{
@ -275,21 +285,18 @@ pub fn start_market_making_threads(
exit_signal: Arc<AtomicBool>,
blockhash: Arc<RwLock<Hash>>,
current_slot: Arc<AtomicU64>,
tpu_client_pool: Arc<
RotatingQueue<Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>>,
>,
tpu_client: Arc<TpuClient<QuicPool, QuicConnectionManager, QuicConfig>>,
duration: &Duration,
quotes_per_second: u64,
txs_batch_size: Option<usize>,
prioritization_fee_proba: u8,
number_of_markers_per_mm: u8,
) -> Vec<JoinHandle<()>> {
let mut rng = rand::thread_rng();
account_keys_parsed
.iter()
.map(|account_keys| {
let _exit_signal = exit_signal.clone();
// having a tpu client for each MM
let tpu_client_pool = tpu_client_pool.clone();
let blockhash = blockhash.clone();
let current_slot = current_slot.clone();
let duration = duration.clone();
@ -298,6 +305,7 @@ pub fn start_market_making_threads(
Pubkey::from_str(account_keys.mango_account_pks[0].as_str()).unwrap();
let mango_account_signer =
Keypair::from_bytes(account_keys.secret_key.as_slice()).unwrap();
let tpu_client = tpu_client.clone();
info!(
"wallet:{:?} https://testnet.mango.markets/account?pubkey={:?}",
@ -306,6 +314,10 @@ pub fn start_market_making_threads(
);
//sleep(Duration::from_secs(10));
let tx_record_sx = tx_record_sx.clone();
let perp_market_caches = perp_market_caches
.choose_multiple(&mut rng, number_of_markers_per_mm as usize)
.map(|x| x.clone())
.collect_vec();
Builder::new()
.name("solana-client-sender".to_string())
@ -320,7 +332,7 @@ pub fn start_market_making_threads(
quotes_per_second,
&perp_market_caches,
&tx_record_sx,
tpu_client_pool.clone(),
tpu_client.clone(),
mango_account_pk,
&mango_account_signer,
blockhash.clone(),
@ -332,7 +344,7 @@ pub fn start_market_making_threads(
quotes_per_second,
&perp_market_caches,
&tx_record_sx,
tpu_client_pool.clone(),
tpu_client.clone(),
mango_account_pk,
&mango_account_signer,
blockhash.clone(),

5
src/states.rs
View File

@ -43,6 +43,11 @@ pub struct PerpMarketCache {
pub mango_cache_pk: Pubkey,
pub perp_market_pk: Pubkey,
pub perp_market: PerpMarket,
pub price_oracle: Pubkey,
pub root_bank: Pubkey,
pub node_banks: Vec<Pubkey>,
pub bids: Pubkey,
pub asks: Pubkey,
}
pub struct _TransactionInfo {