blockworks-foundation
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mango-simulation
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changes after kirill's review

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Godmode Galactus 2023-02-22 13:29:10 +01:00
parent 37cfc81c83
commit a25aea678a
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2 changed files with 43 additions and 37 deletions
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6
src/cli.rs
View File

@ -1,3 +1,5 @@
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},
@ -175,7 +177,7 @@ pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
.long("prioritization-fees")
.value_name("UINT")
.min_values(1)
.max_values(100)
.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"),
@ -257,7 +259,7 @@ 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("Prioritization fees is between 1-100"),
Some(x) => x.parse().expect("Percentage of transactions having prioritization fees"),
None => 0,
};
args

74
src/market_markers.rs
View File

@ -16,6 +16,7 @@ use mango::{
instruction::{cancel_all_perp_orders, place_perp_order2},
matching::Side,
};
use rand::{distributions::Uniform, prelude::Distribution};
use solana_client::tpu_client::TpuClient;
use solana_program::pubkey::Pubkey;
use solana_quic_client::{QuicConfig, QuicConnectionManager, QuicPool};
@ -35,7 +36,7 @@ pub fn create_ask_bid_transaction(
c: &PerpMarketCache,
mango_account_pk: Pubkey,
mango_account_signer: &Keypair,
prioritization_fees: u32,
prioritization_fee: u64,
) -> Transaction {
let mango_account_signer_pk = to_sp_pk(&mango_account_signer.pubkey());
let offset = rand::random::<i8>() as i64;
@ -45,9 +46,9 @@ pub fn create_ask_bid_transaction(
c.price, c.price_quote_lots, c.order_base_lots, offset, spread
);
let mut instructions = vec![];
if prioritization_fees > 0 {
if prioritization_fee > 0 {
let pfees = compute_budget::ComputeBudgetInstruction::set_compute_unit_price(
prioritization_fees as u64,
prioritization_fee,
);
instructions.push(pfees);
}
@ -129,6 +130,25 @@ pub fn create_ask_bid_transaction(
))
}
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);
(0..n)
.map(|_| {
if prioritization_fee_proba == 0 {
0
} else {
if range_probability.sample(&mut rng) <= prioritization_fee_proba {
range.sample(&mut rng) as u64
} else {
0
}
}
})
.collect()
}
pub fn send_mm_transactions(
quotes_per_second: u64,
perp_market_caches: &Vec<PerpMarketCache>,
@ -140,21 +160,14 @@ pub fn send_mm_transactions(
mango_account_signer: &Keypair,
blockhash: Arc<RwLock<Hash>>,
slot: &AtomicU64,
prioritization_fees: u8,
prioritization_fee_proba: u8,
) {
let mango_account_signer_pk = to_sp_pk(&mango_account_signer.pubkey());
// update quotes 2x per second
for _ in 0..quotes_per_second {
for c in perp_market_caches.iter() {
let prioritization_fee = if prioritization_fees != 0 {
if rand::random::<u8>() % 99 + 1 <= prioritization_fees {
rand::random::<u32>() % 900 + 100
} else {
0
}
} else {
0
};
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,
mango_account_pk,
@ -173,7 +186,7 @@ pub fn send_mm_transactions(
sent_slot: slot.load(Ordering::Acquire),
market_maker: mango_account_signer_pk,
market: c.perp_market_pk,
priority_fees: prioritization_fee as u64,
priority_fees: prioritization_fee,
});
if sent.is_err() {
println!(
@ -197,7 +210,7 @@ pub fn send_mm_transactions_batched(
mango_account_signer: &Keypair,
blockhash: Arc<RwLock<Hash>>,
slot: &AtomicU64,
prioritization_fees: u8,
prioritization_fee_proba: u8,
) {
let mut transactions = Vec::<_>::with_capacity(txs_batch_size);
@ -205,26 +218,17 @@ pub fn send_mm_transactions_batched(
// update quotes 2x per second
for _ in 0..quotes_per_second {
for c in perp_market_caches.iter() {
for _ in 0..txs_batch_size {
let prioritization_fee = if prioritization_fees != 0 {
if rand::random::<u8>() % 99 + 1 <= prioritization_fees {
rand::random::<u32>() % 900 + 100
} else {
0
}
} else {
0
};
transactions.push((
create_ask_bid_transaction(
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(
c,
mango_account_pk,
&mango_account_signer,
prioritization_fee,
),
prioritization_fee,
));
),prioritization_fee)
);
}
if let Ok(recent_blockhash) = blockhash.read() {
@ -277,7 +281,7 @@ pub fn start_market_making_threads(
duration: &Duration,
quotes_per_second: u64,
txs_batch_size: Option<usize>,
prioritization_fees: u8,
prioritization_fee_proba: u8,
) -> Vec<JoinHandle<()>> {
account_keys_parsed
.iter()
@ -321,7 +325,7 @@ pub fn start_market_making_threads(
&mango_account_signer,
blockhash.clone(),
current_slot.as_ref(),
prioritization_fees,
prioritization_fee_proba,
);
} else {
send_mm_transactions(
@ -333,7 +337,7 @@ pub fn start_market_making_threads(
&mango_account_signer,
blockhash.clone(),
current_slot.as_ref(),
prioritization_fees,
prioritization_fee_proba,
);
}