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mango-simulation
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Initial commit moving mango bench from solana to a new project

This commit is contained in:
godmode galactus 2022-09-02 16:26:44 +02:00
commit e5cb6d5117
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[submodule "deps/mango-v3"]
path = deps/mango-v3
url = https://github.com/blockworks-foundation/mango-v3
[submodule "deps/solana"]
path = deps/solana
url = https://github.com/solana-labs/solana
branch = v1.10.26

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[package]
authors = ["Godmode Galactus <gmgalactus@mango.markets>", "Maximilian Schneider <max@mango.markets>"]
edition = "2021"
name = "solana-bench-mango"
version = "1.10.26"
repository = "https://github.com/solana-labs/solana"
license = "Apache-2.0"
homepage = "https://solana.com/"
publish = false
[dependencies]
borsh = "0.9.3"
chrono = "0.4.19"
clap = "2.33.1"
crossbeam-channel = "0.5"
fixed = { version = ">=1.11.0, <1.12.0", features = ["serde"] }
fixed-macro = "^1.1.1"
multiqueue = "^0.3.2"
log = "0.4.14"
rand = ">=0.8.5"
rayon = "1.5.1"
serde = "1.0.136"
serde_derive = "1.0.103"
serde_json = "1.0.79"
serde_yaml = "0.8.23"
mango = { path = "deps/mango-v3/program", default-features = false, features = ["no-entrypoint"] }
mango-common = { path = "deps/mango-v3/common" }
solana-bench-tps = { path = "deps/solana/bench-tps" }
solana-clap-utils = { path = "deps/solana/clap-utils" }
solana-cli-config = { path = "deps/solana/cli-config" }
solana-client = { path = "deps/solana/client" }
solana-core = { path = "deps/solana/core" }
solana-faucet = { path = "deps/solana/faucet" }
solana-genesis = { path = "deps/solana/genesis" }
solana-gossip = { path = "deps/solana/gossip" }
solana-logger = { path = "deps/solana/logger" }
solana-measure = { path = "deps/solana/measure" }
solana-metrics = { path = "deps/solana/metrics" }
solana-net-utils = { path = "deps/solana/net-utils" }
solana-rpc = { path = "deps/solana/rpc" }
solana-runtime = { path = "deps/solana/runtime" }
solana-sdk = { path = "deps/solana/sdk" }
solana-streamer = { path = "deps/solana/streamer" }
solana-transaction-status = { path = "deps/solana/transaction-status" }
solana-version = { path = "deps/solana/version" }
thiserror = "1.0"
solana-program = ">=1.9.0"
[dev-dependencies]
serial_test = "0.6.0"
solana-local-cluster = { path = "deps/solana/local-cluster" }
solana-test-validator = { path = "deps/solana/test-validator" }
[package.metadata.docs.rs]
targets = ["x86_64-unknown-linux-gnu"]
exclude = [
"deps/solana",
"deps/mango-v3",
]

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use {
clap::{crate_description, crate_name, App, Arg, ArgMatches},
solana_clap_utils::input_validators::{is_url, is_url_or_moniker},
solana_cli_config::{ConfigInput, CONFIG_FILE},
solana_sdk::signature::{read_keypair_file, Keypair},
std::{net::SocketAddr, process::exit, time::Duration},
};
/// Holds the configuration for a single run of the benchmark
pub struct Config {
pub entrypoint_addr: SocketAddr,
pub json_rpc_url: String,
pub websocket_url: String,
pub id: Keypair,
pub duration: Duration,
pub quotes_per_second: u64,
pub account_keys: String,
pub mango_keys: String,
pub transaction_save_file: String,
}
impl Default for Config {
fn default() -> Config {
Config {
entrypoint_addr: SocketAddr::from(([127, 0, 0, 1], 8001)),
json_rpc_url: ConfigInput::default().json_rpc_url,
websocket_url: ConfigInput::default().websocket_url,
id: Keypair::new(),
duration: Duration::new(std::u64::MAX, 0),
quotes_per_second: 1,
account_keys: String::new(),
mango_keys: String::new(),
transaction_save_file : String::new(),
}
}
}
/// Defines and builds the CLI args for a run of the benchmark
pub fn build_args<'a, 'b>(version: &'b str) -> App<'a, 'b> {
App::new(crate_name!())
.about(crate_description!())
.version(version)
.arg({
let arg = Arg::with_name("config_file")
.short("C")
.long("config")
.value_name("FILEPATH")
.takes_value(true)
.global(true)
.help("Configuration file to use");
if let Some(ref config_file) = *CONFIG_FILE {
arg.default_value(config_file)
} else {
arg
}
})
.arg(
Arg::with_name("json_rpc_url")
.short("u")
.long("url")
.value_name("URL_OR_MONIKER")
.takes_value(true)
.global(true)
.validator(is_url_or_moniker)
.help(
"URL for Solana's JSON RPC or moniker (or their first letter): \
[mainnet-beta, testnet, devnet, localhost]",
),
)
.arg(
Arg::with_name("websocket_url")
.long("ws")
.value_name("URL")
.takes_value(true)
.global(true)
.validator(is_url)
.help("WebSocket URL for the solana cluster"),
)
.arg(
Arg::with_name("entrypoint")
.short("n")
.long("entrypoint")
.value_name("HOST:PORT")
.takes_value(true)
.help(
"Rendezvous with the cluster at this entry point; defaults to 127.0.0.1:8001",
),
)
.arg(
Arg::with_name("identity")
.short("i")
.long("identity")
.value_name("PATH")
.takes_value(true)
.help("File containing a client identity (keypair)"),
)
.arg(
Arg::with_name("duration")
.short("d")
.long("duration")
.value_name("SECS")
.takes_value(true)
.help("Seconds to run benchmark, then exit; default is forever"),
)
.arg(
Arg::with_name("qoutes_per_second")
.short("q")
.long("qoutes_per_second")
.value_name("QPS")
.takes_value(true)
.help("Number of quotes per second"),
)
.arg(
Arg::with_name("account_keys")
.short("a")
.long("accounts")
.value_name("FILENAME")
.required(true)
.takes_value(true)
.help("Read account keys from JSON file generated with mango-client-v3"),
)
.arg(
Arg::with_name("mango_keys")
.short("m")
.long("mango")
.value_name("FILENAME")
.required(true)
.takes_value(true)
.help("Read mango keys from JSON file generated with mango-client-v3"),
)
.arg(
Arg::with_name("transaction_save_file")
.short("tsf")
.long("transaction_save_file")
.value_name("FILENAME")
.takes_value(true)
.required(false)
.help("To save details of all transactions during a run")
)
}
/// Parses a clap `ArgMatches` structure into a `Config`
/// # Arguments
/// * `matches` - command line arguments parsed by clap
/// # Panics
/// Panics if there is trouble parsing any of the arguments
pub fn extract_args(matches: &ArgMatches) -> Config {
let mut args = Config::default();
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(""),
&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(""),
&config.websocket_url,
matches.value_of("json_rpc_url").unwrap_or(""),
&config.json_rpc_url,
);
args.websocket_url = websocket_url;
let (_, id_path) = ConfigInput::compute_keypair_path_setting(
matches.value_of("identity").unwrap_or(""),
&config.keypair_path,
);
if let Ok(id) = read_keypair_file(id_path) {
args.id = id;
} else if matches.is_present("identity") {
panic!("could not parse identity path");
}
if let Some(addr) = matches.value_of("entrypoint") {
args.entrypoint_addr = solana_net_utils::parse_host_port(addr).unwrap_or_else(|e| {
eprintln!("failed to parse entrypoint address: {}", e);
exit(1)
});
}
if let Some(duration) = matches.value_of("duration") {
args.duration = Duration::new(
duration.to_string().parse().expect("can't parse duration"),
0,
);
}
if let Some(qps) = matches.value_of("qoutes_per_second") {
args.quotes_per_second = qps.parse().expect("can't parse qoutes_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") {
Some(x) => x.to_string(),
None => String::new(),
};
args
}

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pub mod cli;
pub mod mango;

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use chrono::{DateTime, Utc};
use fixed::types::I80F48;
use log::*;
use mango::{
instruction::{cancel_all_perp_orders, place_perp_order2},
matching::Side,
state::{MangoCache, MangoGroup, PerpMarket},
};
use mango_common::Loadable;
use serde_json;
use solana_bench_mango::{
cli,
mango::{AccountKeys, MangoConfig},
};
use solana_client::{
connection_cache::ConnectionCache, rpc_client::RpcClient, rpc_config::RpcBlockConfig,
tpu_client::TpuClient,
};
use solana_runtime::bank::RewardType;
use solana_sdk::{
clock::{Slot, DEFAULT_MS_PER_SLOT},
commitment_config::{CommitmentConfig, CommitmentLevel},
hash::Hash,
instruction::Instruction,
message::Message,
pubkey::Pubkey,
signature::{Keypair, Signature, Signer},
stake::instruction,
transaction::Transaction,
};
use solana_transaction_status::{TransactionDetails, UiTransactionEncoding};
use core::time;
use std::{
collections::HashMap,
collections::VecDeque,
fs,
ops::{Div, Mul},
str::FromStr,
sync::{
atomic::{AtomicBool, Ordering},
mpsc::{channel, Sender, TryRecvError, Receiver},
Arc, RwLock,
},
thread::{sleep, Builder, JoinHandle},
time::{Duration, Instant},
};
fn load_from_rpc<T: Loadable>(rpc_client: &RpcClient, pk: &Pubkey) -> T {
let acc = rpc_client.get_account(pk).unwrap();
return T::load_from_bytes(acc.data.as_slice()).unwrap().clone();
}
fn get_latest_blockhash(rpc_client: &RpcClient) -> Hash {
loop {
match rpc_client.get_latest_blockhash() {
Ok(blockhash) => return blockhash,
Err(err) => {
info!("Couldn't get last blockhash: {:?}", err);
sleep(Duration::from_secs(1));
}
};
}
}
fn get_new_latest_blockhash(client: &Arc<RpcClient>, blockhash: &Hash) -> Option<Hash> {
let start = Instant::now();
while start.elapsed().as_secs() < 5 {
if let Ok(new_blockhash) = client.get_latest_blockhash() {
if new_blockhash != *blockhash {
debug!("Got new blockhash ({:?})", blockhash);
return Some(new_blockhash);
}
}
debug!("Got same blockhash ({:?}), will retry...", blockhash);
// Retry ~twice during a slot
sleep(Duration::from_millis(DEFAULT_MS_PER_SLOT / 2));
}
None
}
#[derive(Clone)]
struct TransactionSendRecord {
pub signature: Signature,
pub sent_at: DateTime<Utc>,
pub sent_slot: Slot,
pub market_maker: Pubkey,
pub market: Pubkey,
}
#[derive(Clone)]
struct TransactionConfirmRecord {
pub signature: Signature,
pub sent_slot: Slot,
pub sent_at: DateTime<Utc>,
pub confirmed_slot: Slot,
pub confirmed_at: DateTime<Utc>,
pub error: Option<String>,
}
#[derive(Clone)]
struct TransactionTimeoutRecord {
pub signature: Signature,
pub sent_at: DateTime<Utc>,
pub sent_slot: Slot,
}
#[derive(Clone)]
struct PerpMarketCache {
pub order_base_lots: i64,
pub price: I80F48,
pub price_quote_lots: i64,
pub mango_program_pk: Pubkey,
pub mango_group_pk: Pubkey,
pub mango_cache_pk: Pubkey,
pub perp_market_pk: Pubkey,
pub perp_market: PerpMarket,
}
struct TransactionInfo {
pub signature : Signature,
pub transactionSendTime : DateTime<Utc>,
pub send_slot : Slot,
pub confirmationRetries : u32,
pub error: String,
pub confirmationBlockHash : Pubkey,
pub leaderConfirmingTransaction: Pubkey,
pub timeout : bool,
pub market_maker: Pubkey,
pub market: Pubkey,
}
struct RotatingQueue<T> {
deque: Arc<RwLock<VecDeque<T>>>,
}
impl<T: Clone> RotatingQueue<T> {
pub fn new<F>(size: usize, creator_functor: F) -> Self
where
F: Fn() -> T,
{
let mut item = Self {
deque: Arc::new(RwLock::new(VecDeque::<T>::new())),
};
{
let mut deque = item.deque.write().unwrap();
for _i in 0..size {
deque.push_back(creator_functor());
}
}
item
}
pub fn get(&self) -> T {
let mut deque = self.deque.write().unwrap();
let current = deque.pop_front().unwrap();
deque.push_back(current.clone());
current
}
}
fn poll_blockhash_and_slot(
exit_signal: &Arc<AtomicBool>,
blockhash: Arc<RwLock<Hash>>,
slot: Arc<RwLock<Slot>>,
client: &Arc<RpcClient>,
_id: &Pubkey,
) {
let mut blockhash_last_updated = Instant::now();
//let mut last_error_log = Instant::now();
loop {
let old_blockhash = *blockhash.read().unwrap();
if exit_signal.load(Ordering::Relaxed) {
break;
}
let new_slot = client.get_slot().unwrap();
{
*slot.write().unwrap() = new_slot;
}
if let Some(new_blockhash) = get_new_latest_blockhash(client, &old_blockhash) {
{
*blockhash.write().unwrap() = new_blockhash;
}
blockhash_last_updated = Instant::now();
} else {
if blockhash_last_updated.elapsed().as_secs() > 120 {
break;
}
}
sleep(Duration::from_millis(100));
}
}
fn pk_from_str(str: &str) -> solana_program::pubkey::Pubkey {
return solana_program::pubkey::Pubkey::from_str(str).unwrap();
}
fn pk_from_str_like<T: ToString>(str_like: T) -> solana_program::pubkey::Pubkey {
return pk_from_str(&str_like.to_string());
}
fn seconds_since(dt: DateTime<Utc>) -> i64 {
Utc::now().signed_duration_since(dt).num_seconds()
}
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>>>,
mango_account_pk: Pubkey,
mango_account_signer: &Keypair,
blockhash: Arc<RwLock<Hash>>,
slot: Arc<RwLock<Slot>>,
) {
// update quotes 2x per second
for _ in 0..quotes_per_second {
for c in perp_market_caches.iter() {
let offset = rand::random::<i8>() as i64;
let spread = rand::random::<u8>() as i64;
debug!(
"price:{:?} price_quote_lots:{:?} order_base_lots:{:?} offset:{:?} spread:{:?}",
c.price, c.price_quote_lots, c.order_base_lots, offset, spread
);
let cancel_ix: Instruction = serde_json::from_str(
&serde_json::to_string(
&cancel_all_perp_orders(
&pk_from_str_like(&c.mango_program_pk),
&pk_from_str_like(&c.mango_group_pk),
&pk_from_str_like(&mango_account_pk),
&(pk_from_str_like(&mango_account_signer.pubkey())),
&(pk_from_str_like(&c.perp_market_pk)),
&c.perp_market.bids,
&c.perp_market.asks,
10,
)
.unwrap(),
)
.unwrap(),
)
.unwrap();
let place_bid_ix: Instruction = serde_json::from_str(
&serde_json::to_string(
&place_perp_order2(
&pk_from_str_like(&c.mango_program_pk),
&pk_from_str_like(&c.mango_group_pk),
&pk_from_str_like(&mango_account_pk),
&(pk_from_str_like(&mango_account_signer.pubkey())),
&pk_from_str_like(&c.mango_cache_pk),
&(pk_from_str_like(&c.perp_market_pk)),
&c.perp_market.bids,
&c.perp_market.asks,
&c.perp_market.event_queue,
None,
&[],
Side::Bid,
c.price_quote_lots + offset - spread,
c.order_base_lots,
i64::MAX,
1,
mango::matching::OrderType::Limit,
false,
None,
64,
mango::matching::ExpiryType::Absolute,
)
.unwrap(),
)
.unwrap(),
)
.unwrap();
let place_ask_ix: Instruction = serde_json::from_str(
&serde_json::to_string(
&place_perp_order2(
&pk_from_str_like(&c.mango_program_pk),
&pk_from_str_like(&c.mango_group_pk),
&pk_from_str_like(&mango_account_pk),
&(pk_from_str_like(&mango_account_signer.pubkey())),
&pk_from_str_like(&c.mango_cache_pk),
&(pk_from_str_like(&c.perp_market_pk)),
&c.perp_market.bids,
&c.perp_market.asks,
&c.perp_market.event_queue,
None,
&[],
Side::Ask,
c.price_quote_lots + offset + spread,
c.order_base_lots,
i64::MAX,
2,
mango::matching::OrderType::Limit,
false,
None,
64,
mango::matching::ExpiryType::Absolute,
)
.unwrap(),
)
.unwrap(),
)
.unwrap();
let mut tx = Transaction::new_unsigned(Message::new(
&[cancel_ix, place_bid_ix, place_ask_ix],
Some(&mango_account_signer.pubkey()),
));
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);
tx_record_sx
.send(TransactionSendRecord {
signature: tx.signatures[0],
sent_at: Utc::now(),
sent_slot : *slot.read().unwrap(),
market_maker: mango_account_signer.pubkey(),
market: c.perp_market_pk,
})
.unwrap();
}
}
}
fn process_signature_confirmation_batch(
rpc_client: &RpcClient,
batch: &Vec<TransactionSendRecord>,
not_confirmed: &Arc<RwLock<Vec<TransactionSendRecord>>>,
confirmed: &Arc<RwLock<Vec<TransactionConfirmRecord>>>,
timeouts: Arc<RwLock<Vec<TransactionSendRecord>>>,
timeout: u64,
) {
match rpc_client.get_signature_statuses(&batch.iter().map(|t| t.signature).collect::<Vec<_>>())
{
Ok(statuses) => {
trace!("batch result {:?}", statuses);
for (i, s) in statuses.value.iter().enumerate() {
let tx_record = &batch[i];
match s {
Some(s) => {
if s.confirmation_status.is_none() {
not_confirmed.write().unwrap().push(tx_record.clone());
} else {
let mut lock = confirmed.write().unwrap();
(*lock).push(TransactionConfirmRecord {
signature: tx_record.signature,
sent_slot: tx_record.sent_slot,
sent_at: tx_record.sent_at,
confirmed_at: Utc::now(),
confirmed_slot: s.slot,
error: s.err.as_ref().map(|e| {
let err_msg = e.to_string();
debug!(
"tx {} returned an error {}",
tx_record.signature, err_msg,
);
err_msg
}),
});
debug!(
"confirmed sig={} duration={:?}",
tx_record.signature,
seconds_since(tx_record.sent_at)
);
}
}
None => {
if seconds_since(tx_record.sent_at) > timeout as i64 {
debug!(
"could not confirm tx {} within {} seconds, dropping it",
tx_record.signature, timeout
);
let mut lock = timeouts.write().unwrap();
(*lock).push(tx_record.clone())
} else {
not_confirmed.write().unwrap().push(tx_record.clone());
}
}
}
}
}
Err(err) => {
error!("could not confirm signatures err={}", err);
not_confirmed.write().unwrap().extend_from_slice(batch);
sleep(Duration::from_millis(500));
}
}
}
fn confirmation_by_querying_rpc(
recv_limit : usize,
tx_confirm_records : Arc<RwLock<Vec<TransactionConfirmRecord>>>,
tx_timeout_records: Arc<RwLock<Vec<TransactionSendRecord>>>,
rpc_client : Arc<RpcClient>,
tx_record_rx: &Receiver<TransactionSendRecord>
) {
const TIMEOUT: u64 = 30;
let mut error: bool = false;
let mut recv_until_confirm = recv_limit;
let not_confirmed: Arc<RwLock<Vec<TransactionSendRecord>>> =
Arc::new(RwLock::new(Vec::new()));
loop {
let has_signatures_to_confirm = { not_confirmed.read().unwrap().len() > 0 };
if has_signatures_to_confirm {
// collect all not confirmed records in a new buffer
const BATCH_SIZE: usize = 256;
let to_confirm = {
let mut lock = not_confirmed.write().unwrap();
let to_confirm = (*lock).clone();
(*lock).clear();
to_confirm
};
info!(
"break from reading channel, try to confirm {} in {} batches",
to_confirm.len(),
(to_confirm.len() / BATCH_SIZE)
+ if to_confirm.len() % BATCH_SIZE > 0 {
1
} else {
0
}
);
let confirmed = tx_confirm_records.clone();
let timeouts = tx_timeout_records.clone();
for batch in to_confirm.rchunks(BATCH_SIZE).map(|x| x.to_vec()) {
process_signature_confirmation_batch(
&rpc_client,
&batch,
&not_confirmed,
&confirmed,
timeouts.clone(),
TIMEOUT,
);
}
// multi threaded implementation of confirming batches
// let mut confirmation_handles = Vec::new();
// for batch in to_confirm.rchunks(BATCH_SIZE).map(|x| x.to_vec()) {
// let rpc_client = rpc_client.clone();
// let not_confirmed = not_confirmed.clone();
// let confirmed = tx_confirm_records.clone();
// let join_handle = Builder::new().name("solana-transaction-confirmation".to_string()).spawn(move || {
// process_signature_confirmation_batch(&rpc_client, &batch, &not_confirmed, &confirmed, TIMEOUT)
// }).unwrap();
// confirmation_handles.push(join_handle);
// };
// for confirmation_handle in confirmation_handles {
// let (errors, timeouts) = confirmation_handle.join().unwrap();
// error_count += errors;
// timeout_count += timeouts;
// }
// sleep(Duration::from_millis(100)); // so the confirmation thread does not spam a lot the rpc node
}
{
if recv_until_confirm == 0 && not_confirmed.read().unwrap().len() == 0 {
break;
}
}
// context for writing all the not_confirmed_transactions
if recv_until_confirm > 0 {
let mut lock = not_confirmed.write().unwrap();
loop {
match tx_record_rx.try_recv() {
Ok(tx_record) => {
debug!(
"add to queue len={} sig={}",
(*lock).len() + 1,
tx_record.signature
);
(*lock).push(tx_record);
recv_until_confirm -= 1;
}
Err(TryRecvError::Empty) => {
debug!("channel emptied");
sleep(Duration::from_millis(100));
break; // still confirm remaining transctions
}
Err(TryRecvError::Disconnected) => {
{
info!("channel disconnected {}", recv_until_confirm);
}
debug!("channel disconnected");
error = true;
break; // still confirm remaining transctions
}
}
}
}
}
}
fn confirmations_by_blocks(
client: Arc<RpcClient>,
current_slot: Arc<RwLock<Slot>>,
recv_limit : usize,
timeout : AtomicBool,
tx_record_rx: &Receiver<TransactionSendRecord>,
) {
let mut last_slot = 0;
let mut recv_until_confirm = recv_limit;
let finished_all_transactions = AtomicBool::new(false);
while recv_until_confirm > 0 &&
!timeout.load(Ordering::Relaxed) &&
!finished_all_transactions.load(Ordering::Relaxed) {
let current_slot = { *current_slot.read().unwrap() };
if last_slot != current_slot {
let block = client.get_block(current_slot).unwrap();
}
else {
sleep(Duration::from_millis(50));
}
last_slot = current_slot;
}
}
fn main() {
solana_logger::setup_with_default("solana=info");
solana_metrics::set_panic_hook("bench-mango", /*version:*/ None);
let matches = cli::build_args(solana_version::version!()).get_matches();
let cli_config = cli::extract_args(&matches);
let cli::Config {
json_rpc_url,
websocket_url,
id,
account_keys,
mango_keys,
duration,
quotes_per_second,
transaction_save_file,
..
} = &cli_config;
info!("Connecting to the cluster");
let account_keys_json = fs::read_to_string(account_keys).expect("unable to read accounts file");
let account_keys_parsed: Vec<AccountKeys> =
serde_json::from_str(&account_keys_json).expect("accounts JSON was not well-formatted");
let mango_keys_json = fs::read_to_string(mango_keys).expect("unable to read mango keys file");
let mango_keys_parsed: MangoConfig =
serde_json::from_str(&mango_keys_json).expect("mango JSON was not well-formatted");
let mango_group_id = "testnet.0";
let mango_group_config = mango_keys_parsed
.groups
.iter()
.find(|g| g.name == mango_group_id)
.unwrap();
let number_of_tpu_clients: usize = 2 * (*quotes_per_second as usize);
let rpc_client_for_tpu_client =
RotatingQueue::<Arc<RpcClient>>::new(number_of_tpu_clients, || {
Arc::new(RpcClient::new_with_commitment(
json_rpc_url.to_string(),
CommitmentConfig::confirmed(),
))
});
let tpu_client_pool = Arc::new(RotatingQueue::<Arc<TpuClient>>::new(
number_of_tpu_clients,
|| {
Arc::new(
TpuClient::new_with_connection_cache(
rpc_client_for_tpu_client.get().clone(),
&websocket_url,
solana_client::tpu_client::TpuClientConfig::default(),
Arc::new(ConnectionCache::default()),
)
.unwrap(),
)
},
));
info!(
"accounts:{:?} markets:{:?} quotes_per_second:{:?} expected_tps:{:?} duration:{:?}",
account_keys_parsed.len(),
mango_group_config.perp_markets.len(),
quotes_per_second,
account_keys_parsed.len()
* mango_group_config.perp_markets.len()
* quotes_per_second.clone() as usize,
duration
);
// continuosly fetch blockhash
let rpc_client = Arc::new(RpcClient::new_with_commitment(
json_rpc_url.to_string(),
CommitmentConfig::confirmed(),
));
let exit_signal = Arc::new(AtomicBool::new(false));
let blockhash = Arc::new(RwLock::new(get_latest_blockhash(&rpc_client.clone())));
let current_slot = Arc::new(RwLock::new(rpc_client.get_slot().unwrap()));
let blockhash_thread = {
let exit_signal = exit_signal.clone();
let blockhash = blockhash.clone();
let current_slot = current_slot.clone();
let client = rpc_client.clone();
let id = id.pubkey();
Builder::new()
.name("solana-blockhash-poller".to_string())
.spawn(move || {
poll_blockhash_and_slot(&exit_signal, blockhash.clone(), current_slot.clone(), &client, &id);
})
.unwrap()
};
// fetch group
let mango_group_pk = Pubkey::from_str(mango_group_config.public_key.as_str()).unwrap();
let mango_group = load_from_rpc::<MangoGroup>(&rpc_client, &mango_group_pk);
let mango_program_pk = Pubkey::from_str(mango_group_config.mango_program_id.as_str()).unwrap();
let mango_cache_pk = Pubkey::from_str(mango_group.mango_cache.to_string().as_str()).unwrap();
let mango_cache = load_from_rpc::<MangoCache>(&rpc_client, &mango_cache_pk);
let perp_market_caches: Vec<PerpMarketCache> = mango_group_config
.perp_markets
.iter()
.enumerate()
.map(|(market_index, perp_maket_config)| {
let perp_market_pk = Pubkey::from_str(perp_maket_config.public_key.as_str()).unwrap();
let perp_market = load_from_rpc::<PerpMarket>(&rpc_client, &perp_market_pk);
// fetch price
let base_decimals = mango_group_config.tokens[market_index + 1].decimals;
let quote_decimals = mango_group_config.tokens[0].decimals;
let base_unit = I80F48::from_num(10u64.pow(base_decimals as u32));
let quote_unit = I80F48::from_num(10u64.pow(quote_decimals as u32));
let price = mango_cache.price_cache[market_index].price;
let price_quote_lots: i64 = price
.mul(quote_unit)
.mul(I80F48::from_num(perp_market.base_lot_size))
.div(I80F48::from_num(perp_market.quote_lot_size))
.div(base_unit)
.to_num();
let order_base_lots: i64 = base_unit
.div(I80F48::from_num(perp_market.base_lot_size))
.to_num();
PerpMarketCache {
order_base_lots,
price,
price_quote_lots,
mango_program_pk,
mango_group_pk,
mango_cache_pk,
perp_market_pk,
perp_market,
}
})
.collect();
let (tx_record_sx, tx_record_rx) = channel::<TransactionSendRecord>();
let mm_threads: Vec<JoinHandle<()>> = 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();
let quotes_per_second = quotes_per_second.clone();
let perp_market_caches = perp_market_caches.clone();
let mango_account_pk =
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();
info!(
"wallet:{:?} https://testnet.mango.markets/account?pubkey={:?}",
mango_account_signer.pubkey(),
mango_account_pk
);
let tx_record_sx = tx_record_sx.clone();
Builder::new()
.name("solana-client-sender".to_string())
.spawn(move || {
for _i in 0..duration.as_secs() {
let start = Instant::now();
// send market maker transactions
send_mm_transactions(
quotes_per_second,
&perp_market_caches,
&tx_record_sx,
tpu_client_pool.clone(),
mango_account_pk,
&mango_account_signer,
blockhash.clone(),
current_slot.clone()
);
let elapsed_millis: u64 = start.elapsed().as_millis() as u64;
if elapsed_millis < 950 {
// 50 ms is reserved for other stuff
sleep(Duration::from_millis(950 - elapsed_millis));
} else {
warn!(
"time taken to send transactions is greater than 1000ms {}",
elapsed_millis
);
}
}
})
.unwrap()
})
.collect();
drop(tx_record_sx);
let duration = duration.clone();
let quotes_per_second = quotes_per_second.clone();
let account_keys_parsed = account_keys_parsed.clone();
let tx_confirm_records: Arc<RwLock<Vec<TransactionConfirmRecord>>> =
Arc::new(RwLock::new(Vec::new()));
let tx_timeout_records: Arc<RwLock<Vec<TransactionSendRecord>>> =
Arc::new(RwLock::new(Vec::new()));
let confirmation_thread = Builder::new()
.name("solana-client-sender".to_string())
.spawn(move || {
let recv_limit = account_keys_parsed.len()
* perp_market_caches.len()
* duration.as_secs() as usize
* quotes_per_second as usize;
confirmation_by_querying_rpc(recv_limit, tx_confirm_records.clone(), tx_timeout_records.clone(), rpc_client.clone(), &tx_record_rx);
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
);
let error_count = confirmed.iter().filter(|tx| tx.error.is_some()).count();
info!(
"errors counted {} rate {}%",
error_count,
(error_count as usize * 100) / total_signed
);
let timeouts: Vec<TransactionSendRecord> = {
let timeouts = tx_timeout_records.clone();
let lock = timeouts.write().unwrap();
(*lock).clone()
};
info!(
"timeouts counted {} rate {}%",
timeouts.len(),
(timeouts.len() * 100) / total_signed
);
let mut confirmation_times = confirmed
.iter()
.map(|r| {
r.confirmed_at
.signed_duration_since(r.sent_at)
.num_milliseconds()
})
.collect::<Vec<_>>();
confirmation_times.sort();
info!(
"confirmation times min={} max={} median={}",
confirmation_times.first().unwrap(),
confirmation_times.last().unwrap(),
confirmation_times[confirmation_times.len() / 2]
);
let mut slots = confirmed
.iter()
.map(|r| r.confirmed_slot)
.collect::<Vec<_>>();
slots.sort();
slots.dedup();
info!(
"slots min={} max={} num={}",
slots.first().unwrap(),
slots.last().unwrap(),
slots.len()
);
info!("slot csv stats");
let mut num_tx_confirmed_by_slot = HashMap::new();
for r in confirmed.iter() {
*num_tx_confirmed_by_slot
.entry(r.confirmed_slot)
.or_insert(0) += 1;
}
sleep(Duration::from_secs(5));
let mut block_by_slot = HashMap::new();
for slot in slots.iter() {
let maybe_block = rpc_client.get_block_with_config(
*slot,
RpcBlockConfig {
encoding: Some(UiTransactionEncoding::Base64),
transaction_details: Some(TransactionDetails::Signatures),
rewards: Some(true),
commitment: Some(CommitmentConfig {
commitment: CommitmentLevel::Confirmed,
}),
max_supported_transaction_version: None,
},
);
block_by_slot.insert(*slot, maybe_block);
}
println!("slot,leader_id,block_time,block_txs,bench_txs");
for slot in slots.iter() {
let bench_txs = num_tx_confirmed_by_slot[slot];
match &block_by_slot[slot] {
Ok(block) => {
let leader_pk = &block
.rewards
.as_ref()
.unwrap()
.iter()
.find(|r| r.reward_type == Some(RewardType::Fee))
.unwrap()
.pubkey;
println!(
"{},{},{:?},{},{}",
slot,
leader_pk,
block.block_time.as_ref().unwrap(),
block.signatures.as_ref().unwrap().len(),
bench_txs
);
}
Err(err) => {
error!(
"could not fetch slot={} bench_txs={} err={}",
*slot, bench_txs, err
);
}
}
}
info!("tx csv stats");
println!("send_time,send_slot,confirmed_time,confirmed_slot,block_time");
for tx in confirmed.iter() {
let slot = tx.confirmed_slot;
match &block_by_slot[&slot] {
Ok(block) => {
println!(
"{:?},{},{:?},{},{}",
tx.sent_at,
tx.sent_slot,
tx.confirmed_at,
tx.confirmed_slot,
block.block_time.as_ref().unwrap()
);
}
Err(err) => {
println!(
"{:?},{},{:?},{},",
tx.sent_at, tx.sent_slot, tx.confirmed_at, tx.confirmed_slot
);
}
}
}
for tx in timeouts.iter() {
println!("{:?},{},,,", tx.sent_at, tx.sent_slot);
}
})
.unwrap();
for t in mm_threads {
if let Err(err) = t.join() {
error!("mm join failed with: {:?}", err);
}
}
info!("joined all mm_threads");
if let Err(err) = confirmation_thread.join() {
error!("confirmation join fialed with: {:?}", err);
}
info!("joined confirmation thread");
exit_signal.store(true, Ordering::Relaxed);
if let Err(err) = blockhash_thread.join() {
error!("blockhash join failed with: {:?}", err);
}
}

66
src/mango.rs Normal file
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@ -0,0 +1,66 @@
extern crate serde;
extern crate serde_derive;
use solana_sdk::signature::Keypair;
#[derive(Clone, Debug, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct AccountKeys {
pub public_key: String,
pub secret_key: Vec<u8>,
pub mango_account_pks: Vec<String>,
}
impl AccountKeys {
pub fn to_keypair(&self) -> Keypair {
Keypair::from_bytes(self.secret_key.as_slice()).unwrap()
}
}
#[derive(Debug, serde::Deserialize)]
pub struct MangoConfig {
pub groups: Vec<GroupConfig>,
}
#[derive(Debug, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct GroupConfig {
pub name: String,
pub public_key: String,
pub mango_program_id: String,
pub serum_program_id: String,
pub oracles: Vec<OracleConfig>,
pub tokens: Vec<TokenConfig>,
pub perp_markets: Vec<MarketConfig>,
pub spot_markets: Vec<MarketConfig>,
}
#[derive(Debug, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct OracleConfig {
pub symbol: String,
pub public_key: String,
}
#[derive(Debug, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct TokenConfig {
pub symbol: String,
pub mint_key: String,
pub decimals: u64,
pub root_key: String,
pub node_keys: Vec<String>,
}
#[derive(Debug, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct MarketConfig {
pub name: String,
pub public_key: String,
pub base_symbol: String,
pub base_decimals: u64,
pub quote_decimals: u64,
pub market_index: u64,
pub bids_key: String,
pub asks_key: String,
pub events_key: String,
}