Initial commit.

This commit is contained in:
Nicholas Clarke 2021-09-28 14:52:55 -07:00
commit e0a8e971e9
10 changed files with 1514 additions and 0 deletions

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dist
node_modules
.vscode
logs.*
yarn.lock
*.env
*.log

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# Mango Transaction Scraper V3
### Run
```
yarn install
yarn start
```
### Environment variables:
```
REQUEST_WAIT_TIME
MANGO_PROGRAM_ID
CONNECTION_STRING_RAW
CONNECTION_STRING_PARSED
CLUSTER_URL
WEBHOOK_URL
```

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{
"name": "mango-instruction-stats",
"version": "1.0.0",
"description": "",
"main": "index.js",
"scripts": {
"start": "ts-node src/index.ts",
"test": "echo \"Error: no test specified\" && exit 1"
},
"repository": "https://github.com/blockworks-foundation/mango-transaction-scraper-v3",
"author": "Nicholas Clarke",
"license": "MIT",
"homepage": "https://github.com/blockworks-foundation/mango-transaction-scraper-v3#readme",
"dependencies": {
"@blockworks-foundation/mango-client": "^3.0.24",
"@solana/web3.js": "^1.2.7",
"axios": "^0.21.1",
"bs58": "^4.0.1",
"package.json": "^2.0.1",
"pg": "^8.6.0",
"pg-format": "^1.0.4",
"pg-promise": "^10.10.2"
},
"devDependencies": {
"ts-node": "^10.0.0",
"typescript": "^4.3.2"
}
}

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import {Connection, PublicKey} from '@solana/web3.js';
import {sleep} from '@blockworks-foundation/mango-client';
import {insertNewSignatures} from './signatures';
import { Pool } from 'pg'
import { notify } from './utils';
import {populateTransactions} from './insertTransactions';
import {parseTransactions} from './parseTransactions';
const pgp = require('pg-promise')({
capSQL: true
});
const mangoProgramId = process.env.MANGO_PROGRAM_ID || '5fNfvyp5czQVX77yoACa3JJVEhdRaWjPuazuWgjhTqEH'
async function insertMangoTransactions(rawTransactionsPool, parsedTransactionsPool, schema, processStates, parsedTransactions) {
// Insert parsed transactions to appropriate tables on timescaledb
// Update process states on transactions table - only once parsed transactions are sucessfully completed (can't use the same db transaction as they are on different databases)
let columnSets = {}
let tableName
let inserts
for ([tableName, inserts] of Object.entries(parsedTransactions)) {
if (inserts.length > 0) {
let table = new pgp.helpers.TableName({table: tableName, schema: schema})
columnSets[tableName] = new pgp.helpers.ColumnSet(Object.keys(inserts[0]), {table: table});
}
}
let batchSize = 1000;
let client = await parsedTransactionsPool.connect()
try {
await client.query('BEGIN')
for ([tableName, inserts] of Object.entries(parsedTransactions)) {
if (inserts.length > 0) {
console.log(tableName + ' insert started')
for (let i = 0, j = inserts.length; i < j; i += batchSize) {
let insertsBatch = inserts.slice(i, i + batchSize);
let insertsSql = pgp.helpers.insert(insertsBatch, columnSets[tableName]);
await client.query(insertsSql)
}
console.log(tableName + ' inserted')
}
}
await client.query('COMMIT')
} catch (e) {
await client.query('ROLLBACK')
throw e
} finally {
client.release()
}
tableName = 'transactions'
let table = new pgp.helpers.TableName({table: tableName, schema: schema})
const processStateCs = new pgp.helpers.ColumnSet(['?signature', 'process_state'], {table: table});
client = await rawTransactionsPool.connect()
try {
await client.query('BEGIN')
for (let i = 0, j = processStates.length; i < j; i += batchSize) {
let updatesBatch = processStates.slice(i, i + batchSize);
let updatedSql = pgp.helpers.update(updatesBatch, processStateCs) + ' WHERE v.signature = t.signature';
await client.query(updatedSql)
}
console.log('process states updated')
await client.query('COMMIT')
} catch (e) {
await client.query('ROLLBACK')
throw e
} finally {
client.release()
}
}
async function processMangoTransactions(address, rawTransactionsPool, parsedTransactionsPool, schema, limit) {
const client = await rawTransactionsPool.connect();
let res;
try {
res = await client.query("select transaction, signature from " + schema + ".transactions where process_state = 'ready for parsing' and program_pk = $1 order by id asc limit $2", [address, limit])
} finally {
client.release()
}
let transactions = res.rows.map(e => [e.transaction, e.signature]);
let [processStates, parsedTransactions] = parseTransactions(transactions, mangoProgramId);
await insertMangoTransactions(rawTransactionsPool, parsedTransactionsPool, schema, processStates, parsedTransactions)
}
async function consumeTransactions() {
const clusterUrl = process.env.CLUSTER_URL || "https://api.mainnet-beta.solana.com";
let requestWaitTime = parseInt(process.env.REQUEST_WAIT_TIME!) || 500;
const rawConnectionString = process.env.CONNECTION_STRING_RAW
const parsedConnectionString = process.env.CONNECTION_STRING_PARSED
let schema = 'transactions_v3';
console.log(clusterUrl);
let connection = new Connection(clusterUrl, 'finalized');
const rawTransactionsPool = new Pool(
{
connectionString: rawConnectionString,
ssl: {
rejectUnauthorized: false,
}
}
)
const parsedTransactionsPool = new Pool(
{
connectionString: parsedConnectionString,
ssl: {
rejectUnauthorized: false,
}
}
)
console.log('Initialized')
notify('v3: Initialized')
while (true) {
console.log('Refreshing transactions ' + Date())
await insertNewSignatures(mangoProgramId, connection, rawTransactionsPool, requestWaitTime, schema)
await populateTransactions(connection, mangoProgramId, rawTransactionsPool, requestWaitTime, schema);
let transactionsParsingLimit = 50000;
await processMangoTransactions(mangoProgramId, rawTransactionsPool, parsedTransactionsPool,schema, transactionsParsingLimit);
console.log('Refresh complete')
// Probably unnecessary but let's give the servers a break
await sleep(5*1000)
}
}
async function main() {
while (true) {
try {
await consumeTransactions()
}
catch(e: any) {
notify('v3: ' + e.toString())
console.log(e, e.stack)
// Wait for 10 mins
await sleep(10*60*1000)
}
}
}
main()

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const pgp = require('pg-promise')({
capSQL: true
});
import {sleep} from '@blockworks-foundation/mango-client';
export async function populateTransactions(connection, address, pool, requestWaitTime, schema) {
let transactions = await getNewAddressSignaturesWithoutTransactions(connection, address, requestWaitTime, pool, schema)
let [transactionInserts, transactionErrors] = getTransactionInserts(transactions)
await insertTransactions(pool, schema, transactionInserts, transactionErrors)
}
async function getNewAddressSignaturesWithoutTransactions(connection, address, requestWaitTime, pool, schema) {
let limit = 25000;
let signaturesToProcess = (await getSignaturesWithoutTransactions(pool, address, schema, limit))
let promises: Promise<void>[] = [];
let transactions: any[] = [];
let counter = 1;
for (let signature of signaturesToProcess) {
// Want to store the raw json returned from the rpc - so have to bypass the regular client methods here (which transform the json)
let args = [signature, {encoding: 'jsonParsed', commitment: 'finalized'}]
let promise = connection._rpcRequest('getConfirmedTransaction', args).then(confirmedTransaction => transactions.push([signature, confirmedTransaction]));
console.log('requested ', counter, ' of ', signaturesToProcess.length);
counter++;
promises.push(promise);
// Limit request frequency to avoid request failures due to rate limiting
await sleep(requestWaitTime);
}
await (Promise as any).allSettled(promises);
return transactions
}
async function getSignaturesWithoutTransactions(pool, programPk, schema, limit) {
const client = await pool.connect();
let signatures;
try {
// TODO: add back in order by id asc - but why does it make it so much slower?
const res = await client.query("select signature from " + schema + ".transactions where process_state = 'unprocessed' and program_pk = $1 limit " + limit, [programPk])
signatures = res.rows.map(e => e['signature'])
} finally {
client.release()
}
return signatures;
}
function getTransactionInserts(transactions) {
let transactionInserts: any[] = [];
let processStates: any[] = [];
for (let transaction of transactions) {
let [signature, confirmedTransaction] = transaction;
try {
let transactionInsert = {
transaction: JSON.stringify(confirmedTransaction),
log_messages: confirmedTransaction.result!.meta!.logMessages!.join('\n'),
signature: signature
}
transactionInserts.push(transactionInsert)
processStates.push({signature: signature, process_state: 'ready for parsing'})
} catch(e: any) {
console.log(e.stack)
processStates.push({signature: signature, process_state: 'transaction download error'})
}
}
return [transactionInserts, processStates]
}
async function insertTransactions(pool, schema, transactionInserts, processStates) {
const transactionsTable = new pgp.helpers.TableName({table: 'transactions', schema: schema})
const transactionCs = new pgp.helpers.ColumnSet(['?signature', 'log_messages', 'transaction'], {table: transactionsTable});
const processStatesCs = new pgp.helpers.ColumnSet(['?signature', 'process_state'], {table: transactionsTable});
let batchSize = 1000;
let client = await pool.connect()
try {
await client.query('BEGIN')
for (let i = 0, j = transactionInserts.length; i < j; i += batchSize) {
let updatesBatch = transactionInserts.slice(i, i + batchSize);
let updatedSql = pgp.helpers.update(updatesBatch, transactionCs) + ' WHERE v.signature = t.signature';
await client.query(updatedSql)
}
for (let i = 0, j = processStates.length; i < j; i += batchSize) {
let updatesBatch = processStates.slice(i, i + batchSize);
let updatedSql = pgp.helpers.update(updatesBatch, processStatesCs) + ' WHERE v.signature = t.signature';
await client.query(updatedSql)
}
await client.query('COMMIT')
} catch (e) {
await client.query('ROLLBACK')
throw e
} finally {
client.release()
}
}

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const bs58 = require('bs58')
import {MangoInstructionLayout, IDS, PerpMarket} from '@blockworks-foundation/mango-client';
// Unfortunately ids.json does not correspond to the token indexes in the log - so keep a map here for reference
// mango group -> token index -> mint key
// TODO: is there a better way?
var tokenIndexesMap = {
"98pjRuQjK3qA6gXts96PqZT4Ze5QmnCmt3QYjhbUSPue": {
0: 'MangoCzJ36AjZyKwVj3VnYU4GTonjfVEnJmvvWaxLac',
1: '9n4nbM75f5Ui33ZbPYXn59EwSgE8CGsHtAeTH5YFeJ9E',
2: '2FPyTwcZLUg1MDrwsyoP4D6s1tM7hAkHYRjkNb5w6Pxk',
3: 'So11111111111111111111111111111111111111112',
4: 'Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB',
5: 'SRMuApVNdxXokk5GT7XD5cUUgXMBCoAz2LHeuAoKWRt',
6: '4k3Dyjzvzp8eMZWUXbBCjEvwSkkk59S5iCNLY3QrkX6R',
7: '8HGyAAB1yoM1ttS7pXjHMa3dukTFGQggnFFH3hJZgzQh',
15: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'
},
'4yJ2Vx3kZnmHTNCrHzdoj5nCwriF2kVhfKNvqC6gU8tr': {
0:'MangoCzJ36AjZyKwVj3VnYU4GTonjfVEnJmvvWaxLac',
1:'9n4nbM75f5Ui33ZbPYXn59EwSgE8CGsHtAeTH5YFeJ9E',
2:'2FPyTwcZLUg1MDrwsyoP4D6s1tM7hAkHYRjkNb5w6Pxk',
3:'So11111111111111111111111111111111111111112',
4:'SRMuApVNdxXokk5GT7XD5cUUgXMBCoAz2LHeuAoKWRt',
5:'Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB',
15:'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'
}
}
// mango group -> token index -> mint key
var oracleIndexesMap = {
"98pjRuQjK3qA6gXts96PqZT4Ze5QmnCmt3QYjhbUSPue": {
0: '49cnp1ejyvQi3CJw3kKXNCDGnNbWDuZd3UG3Y2zGvQkX',
1: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
2: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
3: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
4: '3vxLXJqLqF3JG5TCbYycbKWRBbCJQLxQmBGCkyqEEefL',
5: '3NBReDRTLKMQEKiLD5tGcx4kXbTf88b7f2xLS9UuGjym',
6: 'AnLf8tVYCM816gmBjiy8n53eXKKEDydT5piYjjQDPgTB',
7: '9xYBiDWYsh2fHzpsz3aaCnNHCKWBNtfEDLtU6kS4aFD9'
},
'4yJ2Vx3kZnmHTNCrHzdoj5nCwriF2kVhfKNvqC6gU8tr': {
0:'49cnp1ejyvQi3CJw3kKXNCDGnNbWDuZd3UG3Y2zGvQkX',
1:'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
2:'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
3:'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
4:'3NBReDRTLKMQEKiLD5tGcx4kXbTf88b7f2xLS9UuGjym',
5:'3vxLXJqLqF3JG5TCbYycbKWRBbCJQLxQmBGCkyqEEefL'
}
}
var ids = IDS;
export function parseTransactions(transactionsResult, mangoProgramId) {
let processStates: any = []
let parsedTransactions: any = {
'deposits_withdraws': [],
'cache_prices': [],
'cache_indexes': [],
'settle_pnl': [],
'settle_fees': [],
// 'force_settle_quote_positions': [], // Deprecated?
'liquidate_token_and_token': [],
'liquidate_token_and_perp': [],
'liquidate_perp_market': [],
'token_bankruptcy': [],
'perp_bankruptcy': [],
'fill_events': [],
'net_balances': [],
'redeem_mngo': []
// Mango: PlacePerpOrder
// Mango: CancelPerpOrderByClientI
// Mango: CancelPerpOrder
}
for (let transactionResult of transactionsResult) {
let [transactionJson, signature] = transactionResult;
try {
let transaction = JSON.parse(transactionJson);
let result = transaction.result;
if (result.meta.err !== null) {
processStates.push({signature: signature, process_state: 'transaction error'});
} else {
let slot = result.slot;
let blockTime = result.blockTime;
let blockDatetime = (new Date(blockTime * 1000)).toISOString();
let instructions = result.transaction.message.instructions;
// Can have multiple inserts per signature so add instructionNum column to allow a primary key
let instructionNum = 1;
for (let instruction of instructions) {
// Old mango group - not in ids.json so have to hardcode here to ignore
if ('accounts' in instruction) {
if (instruction.accounts[0] === '2WNLfEMzhgwBPn6QptT43SdZy9cXTUbVJCMdCfimg4oi') {
continue
}
}
// Skip attempting to parse serum instructions, etc
if (instruction.programId == mangoProgramId) {
let decodeData = bs58.decode(instruction.data);
let decodedInstruction = MangoInstructionLayout.decode(decodeData);
let instructionName = Object.keys(decodedInstruction)[0];
if (instructionName === 'CachePrices') {
parsedTransactions.cache_prices.push(...
parseCachePrices(instructionNum, result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'CacheRootBanks') {
parsedTransactions.cache_indexes.push(...
parseCacheRootBanks(instructionNum, result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'Deposit') {
parsedTransactions.deposits_withdraws.push(...
parseDepositWithDraw(instruction, instructionNum, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'Withdraw') {
parsedTransactions.deposits_withdraws.push(...
parseDepositWithDraw(instruction, instructionNum, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'LiquidateTokenAndToken') {
parsedTransactions.liquidate_token_and_token.push(...
parseLiquidateTokenAndToken(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'LiquidateTokenAndPerp') {
parsedTransactions.liquidate_token_and_perp.push(...
parseLiquidateTokenAndPerp(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'LiquidatePerpMarket') {
parsedTransactions.liquidate_perp_market.push(...
parseLiquidatePerpMarket(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'ResolveTokenBankruptcy') {
parsedTransactions.token_bankruptcy.push(...
parseResolveTokenBankruptcy(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'ResolvePerpBankruptcy') {
parsedTransactions.perp_bankruptcy.push(...
parseResolvePerpBankruptcy(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'SettlePnl') {
parsedTransactions.settle_pnl.push(...
parseSettlePnl(instructionNum, result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'SettleFees') {
parsedTransactions.settle_fees.push(...
parseSettleFees(instructionNum, result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'ConsumeEvents') {
parsedTransactions.fill_events.push(...
parseConsumeEvents(result.meta.logMessages, instruction.accounts, signature, blockTime, slot, blockDatetime)
)
} else if (instructionName === 'RedeemMngo') {
parsedTransactions.redeem_mngo.push(...
parseRedeemMngo(instruction, result.meta.innerInstructions, instructionNum, signature, blockTime, slot, blockDatetime)
)
}
}
instructionNum ++;
}
// Need to know the mango group pk of the transaction for information not tied to instructions
// Transaction will only have one mango group - so check which one it is by iterating over mango group pks in IDS
// TODO: add mango group to appropriate log messages and remove this workaround
let ids = IDS;
console.log()
let mangoGroupPk
let accountKeys = result.transaction.message.accountKeys.map(e => e.pubkey)
for (let pk of ids.groups.map(e => e.publicKey)) {
if (accountKeys.includes(pk)) {
mangoGroupPk = pk;
break;
}
}
let allNetBalances: any = []
// Some information is not tied to instructions specifically
for (let logMessage of result.meta.logMessages) {
if (logMessage.startsWith('Program log: checked_sub_net details: ') || logMessage.startsWith('Program log: checked_add_net details: ')) {
let parsedNetAmounts = parseNetAmounts(logMessage, mangoGroupPk, signature, blockTime, slot, blockDatetime)
allNetBalances.push(...parsedNetAmounts)
}
}
// Only want to store the latest deposit/borrow amounts per marginAccount/symbol pair for each instruction
parsedTransactions.net_balances.push(...getLatestObjPerCombination(allNetBalances, ['mango_account', 'symbol']))
processStates.push({signature: signature, process_state: 'processed'});
}
} catch(e: any) {
console.log(e.stack)
processStates.push({signature: signature, process_state: 'parsing error'});
}
}
return [processStates, parsedTransactions]
}
function getLatestObjPerCombination(arr, combinationFields) {
// Utility function - iterates over arr and return the element with the highest index per set of combinationFields
let latestCombinations = {}
for (let values of arr) {
let combination = combinationFields.map(e => values[e])
latestCombinations[combination] = values
}
return Object.values(latestCombinations)
}
function insertQuotesAroundField(jsonString, field) {
// Utility function to fix malformed json (json with quotes around strings)
// Assumes fields have a single space before the key
let firstQuotePosition = jsonString.search('"' + field + '": ') + ('"' + field + '": ').length
let secondQuotePosition = firstQuotePosition + jsonString.slice(firstQuotePosition).search(',')
return [
jsonString.slice(0, firstQuotePosition),
'"',
jsonString.slice(firstQuotePosition, secondQuotePosition),
'"',
jsonString.slice(secondQuotePosition)
].join('');
}
function getJsonStringsFromArray(logMessages, jsonStartStr) {
let jsonStrings: any = []
for (let logMessage of logMessages) {
if (logMessage.startsWith(jsonStartStr)) {
jsonStrings.push(logMessage.slice(jsonStartStr.length))
}
}
return jsonStrings
}
function parseConsumeEvents(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
// instructionNum is used here to form a primary key on the db table (with signature)
let mangoGroupPk = accounts[0];
let events: any = []
let startDetailsStr = 'Program log: FillEvent details: ';
let eventNum = 1
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let eventDetails
try {
eventDetails = JSON.parse(logMessage.slice(startDetailsStr.length))
} catch {
let jsonString = logMessage.slice(startDetailsStr.length);
jsonString = insertQuotesAroundField(jsonString, 'maker')
jsonString = insertQuotesAroundField(jsonString, 'taker')
jsonString = insertQuotesAroundField(jsonString, 'taker_side')
jsonString = insertQuotesAroundField(jsonString, 'maker_order_id')
jsonString = insertQuotesAroundField(jsonString, 'taker_order_id')
eventDetails = JSON.parse(jsonString);
}
events.push({
event_num: eventNum,
maker: eventDetails['maker'],
maker_fee: eventDetails['maker_fee'],
maker_order_id: eventDetails['maker_order_id'],
// TODO: Ask Daffy about the source of these multipliers
price: eventDetails['price'] / 10,
quantity: eventDetails['quantity'] / 10000,
seq_num: eventDetails['seq_num'],
taker: eventDetails['taker'],
taker_fee: eventDetails['taker_fee'],
taker_order_id: eventDetails['taker_order_id'],
taker_side: eventDetails['taker_side'],
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
})
eventNum++
}
}
return events;
}
function parseSettleFees(instructionNum, logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let perpMarkets = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['perpMarkets'];
let mangoAccount
let perpMarketName
let settlement
let startDetailsStr = 'Program log: settle_fees details: ';
// Sometimes SettleFees is called but nothing is settled - see mxK5eEiEUeCcQtHwmUKziyYUZJ3NXdjmZigAR6npWgcpQoJtqvikt5A7osD4y6oiLZJhzYFvqAqDznFjHm77K8V
let detailsFound = false
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
detailsFound = true
// Log JSON is missing quotes around mango accounts
// Also trailing comma at end of json
// TODO: fix this
let settlePnlDetails
try {
settlePnlDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
} catch {
let jsonString = logMessage.slice(startDetailsStr.length);
jsonString = insertQuotesAroundField(jsonString, 'mango_account')
jsonString = jsonString.replace(', }', ' }')
settlePnlDetails = JSON.parse(jsonString);
}
mangoAccount = settlePnlDetails['mango_account']
let marketIndex = settlePnlDetails['market_index']
let perpMarket = perpMarkets.find(e => e['marketIndex'] === marketIndex)
perpMarketName = perpMarket.name
settlement = settlePnlDetails['settlement'] / Math.pow(10, perpMarket.quoteDecimals)
}
}
if (detailsFound) {
return [{
margin_account: mangoAccount,
settlement: settlement,
perp_market_name: perpMarketName,
instruction_num: instructionNum,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
} else {
return []
}
}
function parseSettlePnl(instructionNum, logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let perpMarkets = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['perpMarkets'];
let mangoAccountA
let mangoAccountB
let perpMarketName
let settlementA
let settlementB
let startDetailsStr = 'Program log: settle_pnl details: ';
// Sometimes SettlePnl is called but nothing is settled - see 5fWGMQECxDgvvffBuzVCsig7WcREP7bqcFN7Y5ndAC5tdxhFHJ8oSQkHcLzuPoVmMMs3o1V8pr7T7sAHTnRzMoan
let detailsFound = false
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
detailsFound = true
// Log JSON is missing quotes around mango accounts
// TODO: fix this
let settlePnlDetails
try {
settlePnlDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
} catch {
let jsonString = logMessage.slice(startDetailsStr.length);
jsonString = insertQuotesAroundField(jsonString, 'mango_account_a')
jsonString = insertQuotesAroundField(jsonString, 'mango_account_b')
settlePnlDetails = JSON.parse(jsonString);
}
mangoAccountA = settlePnlDetails['mango_account_a']
mangoAccountB = settlePnlDetails['mango_account_b']
let marketIndex = settlePnlDetails['market_index']
let perpMarket = perpMarkets.find(e => e['marketIndex'] === marketIndex)
perpMarketName = perpMarket.name
let settlement = settlePnlDetails['settlement']
// A's quote position is reduced by settlement and B's quote position is increased by settlement
settlementA = -1 * settlement / Math.pow(10, perpMarket.quoteDecimals);
settlementB = settlement / Math.pow(10, perpMarket.quoteDecimals);
}
}
if (detailsFound) {
return [
{
margin_account: mangoAccountA,
settlement: settlementA,
perp_market_name: perpMarketName,
counterparty: mangoAccountB,
instruction_num: instructionNum,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
},
{
margin_account: mangoAccountB,
settlement: settlementB,
perp_market_name: perpMarketName,
counterparty: mangoAccountA,
instruction_num: instructionNum,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
},
]
} else {
return []
}
}
function parseResolvePerpBankruptcy(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let liqee = accounts[2];
let liqor = accounts[3];
let perpMarkets = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['perpMarkets'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
// Either bankruptcy or socialized loss (or both) will be logged
// So initialize variables as null - nulls can be outputted to json if variables are not set
let perpMarketName;
let insuranceFundTransfer : number|null = null;
let loss : number|null = null
// TODO: validate this when an example comes along
let startDetailsStr = 'Program log: perp_bankruptcy details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let bankruptcyDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
let perpMarket = perpMarkets.find(e => e['marketIndex'] === bankruptcyDetails['liab_index'])
perpMarketName = perpMarket.name
insuranceFundTransfer = bankruptcyDetails['insurance_transfer'] / Math.pow(10, quoteDecimals);
}
}
startDetailsStr = 'Program log: perp_socialized_loss details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let socializedLossDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
let perpMarket = perpMarkets.find(e => e['marketIndex'] === socializedLossDetails['liab_index'])
perpMarketName = perpMarket.name
// loss is on quote position
loss = socializedLossDetails['socialized_loss'] / Math.pow(10, quoteDecimals)
}
}
return [{
liqor: liqor, liqee: liqee,
perp_market_name: perpMarketName, insurance_fund_transfer: insuranceFundTransfer, loss: loss,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
}
function parseResolveTokenBankruptcy(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let liqee = accounts[2];
let liqor = accounts[3];
let tokens = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
// Either bankruptcy or socialized loss (or both) will be logged
// So initialize variables as null - nulls can be outputted to json if variables are not set
let symbol;
let insuranceFundTransfer : number|null = null;
let loss : number|null = null
let percentageLoss : number|null = null
let depositIndex : number|null = null
// TODO: validate this when an example comes along
let startDetailsStr = 'Program log: token_bankruptcy details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let bankruptcyDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
let tokenIndex = bankruptcyDetails['liab_index']
let tokenPk = tokenIndexesMap[mangoGroupPk][tokenIndex];
let token = tokens.find(e => e['mintKey'] === tokenPk);
symbol = token.symbol
insuranceFundTransfer = bankruptcyDetails['insurance_transfer'] / Math.pow(10, quoteDecimals);
}
}
startDetailsStr = 'Program log: token_socialized_loss details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let socializedLossDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
let tokenIndex = socializedLossDetails['liab_index']
let tokenPk = tokenIndexesMap[mangoGroupPk][tokenIndex];
let token = tokens.find(e => e['mintKey'] === tokenPk);
symbol = token.symbol
loss = socializedLossDetails['native_loss'] / Math.pow(10, token.decimals)
percentageLoss = socializedLossDetails['percentage_loss']
// Deposit index was added to the logging after launch
// TODO: remove when we've parsed the logs without deposit_index
// TODO: does this need to be parsed from native units?
try {
depositIndex = socializedLossDetails['deposit_index']
} catch {
// pass
}
}
}
return [{
liqor: liqor, liqee: liqee,
symbol: symbol, insurance_fund_transfer: insuranceFundTransfer, loss: loss,
percentage_loss: percentageLoss, deposit_index: depositIndex,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
}
function parseLiquidatePerpMarket(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
if (logMessages.includes('Program log: Account init_health above zero.')) {
return []
}
let mangoGroupPk = accounts[0]
let liqee = accounts[4]
let liqor = accounts[5]
let perpMarkets = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['perpMarkets'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let perpMarketName
let liabSymbol
let assetSymbol
let baseTransfer
let quoteTransfer
let bankruptcy
let startDetailsStr = 'Program log: liquidate_perp_market details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let liquidationDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
let perpMarket = perpMarkets.find(e => e['marketIndex'] === liquidationDetails['market_index'])
perpMarketName = perpMarket.name
let liabDecimals = perpMarket.baseDecimals;
let assetDecimals = perpMarket.quoteDecimals;
liabSymbol = perpMarket.baseSymbol;
assetSymbol = quoteSymbol;
baseTransfer = liquidationDetails['base_transfer'] / Math.pow(10, liabDecimals);
// TODO: quoteTransfer is -base_transfer * pmi.base_lot_size - but I don't really know what this means
quoteTransfer = liquidationDetails['quote_transfer'] / Math.pow(10, assetDecimals);
bankruptcy = liquidationDetails['bankruptcy'];
}
}
return [{
liqor: liqor, liqee: liqee, perp_market: perpMarketName,
liab_symbol: liabSymbol, liab_amount: baseTransfer,
asset_symbol: assetSymbol, asset_amount: quoteTransfer,
bankruptcy: bankruptcy,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
}
function parseLiquidateTokenAndPerp(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
if (logMessages.includes('Program log: Account init_health above zero.')) {
return []
}
let mangoGroupPk = accounts[0]
let liqee = accounts[2]
let liqor = accounts[3]
let tokens = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'];
let perpMarkets = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['perpMarkets'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
let perpMarket;
let assetSymbol;
let liabSymbol;
let assetType
let liabType
let assetTransfer
let assetPrice
let liabTransfer
let liabPrice
let startDetailsStr = 'Program log: liquidate_token_and_perp details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let liquidationDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
assetType = liquidationDetails['asset_type'];
let assetIndex = liquidationDetails['asset_index'];
liabType = liquidationDetails['liab_type'];
let liabIndex = liquidationDetails['liab_index'];
let assetDecimals;
let liabDecimals;
if (assetType === 'Token') {
// asset is token and liab is perp
let assetTokenPk = tokenIndexesMap[mangoGroupPk][assetIndex];
let assetToken = tokens.find(e => e['mintKey'] === assetTokenPk);
assetSymbol = assetToken.symbol;
assetDecimals = assetToken.decimals;
let liabPerpMarket = perpMarkets.find(e => e['marketIndex'] === liabIndex)
// Liquidation can only occur on quote position on perp side
// So I'll set the asset symbol to the quote symbol (as that is what is transferred)
liabSymbol = quoteSymbol;
liabDecimals = liabPerpMarket.quoteDecimals;
perpMarket = liabPerpMarket.name;
} else {
// asset is perp and liab is token
let assetPerpMarket = perpMarkets.find(e => e['marketIndex'] === assetIndex)
// Liquidation can only occur on quote position on perp side
// So I'll set the asset symbol to the quote symbol (as that is what is transferred)
assetSymbol = quoteSymbol;
assetDecimals = assetPerpMarket.quoteDecimals;
perpMarket = assetPerpMarket.name;
let liabTokenPk = tokenIndexesMap[mangoGroupPk][liabIndex];
let liabToken = tokens.find(e => e['mintKey'] === liabTokenPk);
liabSymbol = liabToken.symbol;
liabDecimals = liabToken.decimals;
}
assetTransfer = liquidationDetails['asset_transfer'] / Math.pow(10, assetDecimals);
assetPrice = liquidationDetails['asset_price'] * Math.pow(10, assetDecimals - quoteDecimals);
liabTransfer = liquidationDetails['actual_liab_transfer'] / Math.pow(10, liabDecimals);;
liabPrice = liquidationDetails['liab_price'] * Math.pow(10, liabDecimals - quoteDecimals);
}
}
return [{
liqor: liqor, liqee: liqee, perp_market: perpMarket,
liab_symbol: liabSymbol, liab_amount: liabTransfer, liab_price: liabPrice, liab_type: liabType,
asset_symbol: assetSymbol, asset_amount: assetTransfer, asset_price: assetPrice, asset_type: assetType,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
}
function parseLiquidateTokenAndToken(logMessages, accounts, signature, blockTime, slot, blockDatetime) {
if (logMessages.includes('Program log: Account init_health above zero.')) {
return []
}
let mangoGroup = accounts[0]
let liqee = accounts[2]
let liqor = accounts[3]
let assetRootPk = accounts[5]
let liabRootPk = accounts[7]
let assetToken = ids['groups'].find(e => e['publicKey'] === mangoGroup)['tokens'].find(e => e.rootKey === assetRootPk);
let liabToken = ids['groups'].find(e => e['publicKey'] === mangoGroup)['tokens'].find(e => e.rootKey === liabRootPk);
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroup)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroup)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
let assetPrice;
let liabPrice;
let assetTransfer;
let liabTransfer;
let bankruptcy;
let startDetailsStr = 'Program log: liquidate_token_and_token details: ';
for (let logMessage of logMessages) {
if (logMessage.startsWith(startDetailsStr)) {
let liquidationDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
assetPrice = liquidationDetails['asset_price'] * Math.pow(10, assetToken.decimals - quoteDecimals);
liabPrice = liquidationDetails['liab_price'] * Math.pow(10, liabToken.decimals - quoteDecimals);
assetTransfer = liquidationDetails['asset_transfer'] / Math.pow(10, assetToken.decimals);
liabTransfer = liquidationDetails['liab_transfer'] / Math.pow(10, liabToken.decimals);
bankruptcy = liquidationDetails['bankruptcy'];
}
}
return [{
liqor: liqor, liqee: liqee,
liab_symbol: liabToken.symbol, liab_amount: liabTransfer, liab_price: liabPrice,
asset_symbol: assetToken.symbol, asset_amount: assetTransfer, asset_price: assetPrice,
bankruptcy: bankruptcy,
mango_group: mangoGroup, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime
}]
}
function parseRedeemMngo(instruction, innerInstructions, instructionNum, signature, blockTime, slot, blockDatetime) {
let mangoGroup = instruction.accounts[0]
let marginAccount = instruction.accounts[2]
let decimals = ids['groups'].find(e => e['publicKey'] === mangoGroup)['tokens'].find(e => e.symbol === 'MNGO').decimals;
// TODO: This would be simpler to just parse logs
let transferInstruction = innerInstructions.find(e => e.index === instructionNum-1).instructions[0]
let quantity = parseInt(transferInstruction.parsed.info.amount) / Math.pow(10, decimals)
return [{margin_account: marginAccount, quantity: quantity, instruction_num: instructionNum,
mango_group: mangoGroup, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime}]
}
function parseDepositWithDraw(instruction, instructionNum, signature, blockTime, slot, blockDatetime) {
let decodedInstruction = MangoInstructionLayout.decode(bs58.decode(instruction.data));
let instructionName = Object.keys(decodedInstruction)[0];
let mangoGroup = instruction.accounts[0]
let marginAccount = instruction.accounts[1]
let owner = instruction.accounts[2]
let rootPk = instruction.accounts[4]
let token = ids['groups'].find(e => e['publicKey'] === mangoGroup)['tokens'].find(e => e.rootKey === rootPk);
let mintDecimals = token.decimals;
let symbol = token.symbol;
let quantity = decodedInstruction[instructionName].quantity.toNumber() / Math.pow(10, mintDecimals)
return [{margin_account: marginAccount, owner: owner, symbol: symbol, side: instructionName, quantity: quantity, instruction_num: instructionNum,
mango_group: mangoGroup, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime}]
}
function parseNetAmounts(logMessage, mangoGroupPk, signature, blockTime, slot, blockDatetime) {
let tokens = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
let startDetailsStr;
if (logMessage.startsWith('Program log: checked_sub_net details: ')) {
startDetailsStr = 'Program log: checked_sub_net details: '
} else if (logMessage.startsWith('Program log: checked_add_net details: ')) {
startDetailsStr = 'Program log: checked_add_net details: '
} else {
throw 'Unexpected startDetailsStr'
}
// TODO: fix this in the rust code and remove this workaround
// The json is missing quotes around the mango_account_pk
let netAmountDetails
try {
netAmountDetails = JSON.parse(logMessage.slice(startDetailsStr.length));
} catch {
let jsonString = logMessage.slice(startDetailsStr.length);
jsonString = insertQuotesAroundField(jsonString, 'mango_account_pk')
netAmountDetails = JSON.parse(jsonString)
}
let mangoAccountPk = netAmountDetails['mango_account_pk']
let tokenIndex = netAmountDetails['token_index']
let tokenPk = tokenIndexesMap[mangoGroupPk][tokenIndex];
let token = tokens.find(e => e['mintKey'] === tokenPk);
let symbol = token.symbol;
let deposit = netAmountDetails['deposit'] / Math.pow(10, token.decimals - quoteDecimals);
let borrow = netAmountDetails['borrow'] / Math.pow(10, token.decimals - quoteDecimals);
return [{mango_account: mangoAccountPk, symbol: symbol, deposit: deposit, borrow: borrow,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime}]
}
function parseCacheRootBanks(instructionNum, logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let tokens = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'];
let cacheIndexes: any = [];
let startDetailsStr = 'Program log: cache_root_banks details: ';
let jsons = getJsonStringsFromArray(logMessages, startDetailsStr)
// Nothing cached
if (jsons.length === 0) {
return []
}
// TODO: fix this in the rust code and remove this workaround
// The json is missing a comma before "borrow_indexes"
let cacheIndexDetails
try {
cacheIndexDetails = JSON.parse(jsons[0]);
} catch {
let jsonString = jsons[0];
let insertPosition = jsonString.search('"borrow_indexes"')
let fixedJsonString = [jsonString.slice(0, insertPosition), ',', jsonString.slice(insertPosition)].join('');
cacheIndexDetails = JSON.parse(fixedJsonString);
}
let tokenIndexes = cacheIndexDetails['token_indexes'];
let depositIndexes = cacheIndexDetails['deposit_indexes'];
let borrowIndexes = cacheIndexDetails['borrow_indexes'];
for (let i = 0; i < tokenIndexes.length; i++){
let tokenIndex = tokenIndexes[i];
let tokenPk = tokenIndexesMap[mangoGroupPk][tokenIndex];
let token = tokens.find(e => e['mintKey'] === tokenPk);
let symbol = token.symbol;
let depositIndex = depositIndexes[i];
let borrowIndex = borrowIndexes[i];
cacheIndexes.push({symbol: symbol, deposit_index: depositIndex, borrow_index: borrowIndex,
instruction_num: instructionNum,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime})
}
return cacheIndexes
}
function parseCachePrices(instructionNum, logMessages, accounts, signature, blockTime, slot, blockDatetime) {
let mangoGroupPk = accounts[0];
let tokens = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'];
let oracles = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['oracles'];
let quoteSymbol = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['quoteSymbol'];
let quoteDecimals = ids['groups'].find(e => e['publicKey'] === mangoGroupPk)['tokens'].find(e => e.symbol === quoteSymbol).decimals;
let cachePrices: any = [];
let startDetailsStr = 'Program log: cache_prices details: ';
let jsons = getJsonStringsFromArray(logMessages, startDetailsStr)
let cachePriceDetails = JSON.parse(jsons[0])
let oracleIndexes = cachePriceDetails['oracle_indexes']
let oraclePrices = cachePriceDetails['oracle_prices']
for (let [i, oracleIndex] of oracleIndexes.entries()) {
let oraclePk = oracleIndexesMap[mangoGroupPk][oracleIndex];
let oracle = oracles.find(e => e['publicKey'] === oraclePk);
let symbol = oracle.symbol;
let token = tokens.find(e => e.symbol === symbol);
let baseDecimals = token.decimals;
let rawPrice = oraclePrices[i];
let price = rawPrice * Math.pow(10, baseDecimals) / Math.pow(10, quoteDecimals);
cachePrices.push({symbol: symbol, price: price, oracle_pk: oraclePk,
instruction_num: instructionNum,
mango_group: mangoGroupPk, block_datetime: blockDatetime,
slot: slot, signature: signature, blocktime: blockTime})
}
return cachePrices
}

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src/signatures.ts Normal file
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import { Connection, PublicKey, ConfirmedSignatureInfo } from '@solana/web3.js';
import { sleep} from '@blockworks-foundation/mango-client';
import { bulkBatchInsert } from './utils';
export async function getNewSignatures(afterSlot: number, connection: Connection, addressPk: PublicKey, requestWaitTime: number) {
// Fetches all signatures associated with the account - working backwards in time until it encounters the "afterSlot" slot
let signatures;
let slots;
const limit = 1000;
let before = null;
let options;
let allSignaturesInfo: ConfirmedSignatureInfo[] = [];
while (true) {
if (before === null) {
options = {limit: limit};
} else {
options = {limit: limit, before: before};
}
let signaturesInfo = (await connection.getConfirmedSignaturesForAddress2(addressPk, options));
signatures = signaturesInfo.map(x => x['signature'])
slots = signaturesInfo.map(x => x['slot']);
// Stop when we reach a slot we have already stored in the database
// Use slot instead of signature here as can have multiple signatures per slot and signatures are
// stored in a arbitray order per slot - leading to attempting to insert a duplicate signature
// If a slot is already seen - will have all signatures in that slot in the db
let afterSlotIndex = slots.indexOf(afterSlot);
if (afterSlotIndex !== -1) {
allSignaturesInfo = allSignaturesInfo.concat(signaturesInfo.slice(0, afterSlotIndex));
break
} else {
// if afterSignatureIndex is not found then we should have gotten signaturesInfo of length limit
// otherwise we have an issue where the rpc endpoint does not have enough history
if (signaturesInfo.length !== limit) {
throw 'rpc endpoint does not have sufficient signature history to reach afterSignature ' + afterSlot
}
allSignaturesInfo = allSignaturesInfo.concat(signaturesInfo);
}
before = signatures[signatures.length-1];
console.log(new Date(signaturesInfo[signaturesInfo.length-1].blockTime! * 1000).toISOString());
await sleep(requestWaitTime);
}
return allSignaturesInfo
}
export async function insertNewSignatures(address: string, connection: Connection, pool, requestWaitTime: number, schema: string) {
let client = await pool.connect()
let latestSlotRows = await client.query('select max(slot) as max_slot from ' + schema + '.transactions where program_pk = $1', [address])
client.release();
let latestSlot = latestSlotRows.rows[0]['max_slot'];
let newSignatures = await getNewSignatures(latestSlot, connection, new PublicKey(address), requestWaitTime);
// By default the signatures returned by getConfirmedSignaturesForAddress2 will be ordered newest -> oldest
// We reverse the order to oldest -> newest here
// This is useful for our purposes as by inserting oldest -> newest if inserts are interrupted for some reason the process can pick up where it left off seamlessly (with no gaps)
// Also ensures that the auto increment id in our table is incremented oldest -> newest
newSignatures = newSignatures.reverse();
const inserts = newSignatures.map(signatureInfo => ({
signature: signatureInfo.signature,
program_pk: address,
block_time: signatureInfo.blockTime,
block_datetime: (new Date(signatureInfo.blockTime! * 1000)).toISOString(),
slot: signatureInfo.slot,
err: signatureInfo.err === null ? 0 : 1,
process_state: 'unprocessed'
}))
// Seems to be a bug in getConfirmedSignaturesForAddress2 where very rarely I can get duplicate signatures (separated by a few signatures in between)
// So redup here
let uniqueInserts = uniqueOnSignature(inserts);
let columns = ['signature', 'program_pk', 'block_time', 'block_datetime', 'slot', 'err', 'process_state'];
let table = 'transactions'
let batchSize = 10000
await bulkBatchInsert(pool, table, columns, uniqueInserts, batchSize, schema);
console.log('inserted ' + newSignatures.length + ' signatures')
}
function uniqueOnSignature(inserts) {
var seen = {};
return inserts.filter(function(e) {
return seen.hasOwnProperty(e.signature) ? false : (seen[e.signature] = true);
});
}

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import { Pool } from 'pg'
import {parseTransactions} from '../parseTransactions';
const mangoProgramId = process.env.MANGO_PROGRAM_ID || '5fNfvyp5czQVX77yoACa3JJVEhdRaWjPuazuWgjhTqEH'
async function processMangoTransactions(rawTransactionsPool, schema, limit) {
const client = await rawTransactionsPool.connect();
let res;
try {
// Below are examples of different types of transactions
let signatures = [
"4cYaxHEMAycyjRBfD2Va1cnaNcKSCxsLaYF47EnpUH4aqCEsZR9c9BJMeMr9NiPR7grN6puBYqWL6FdeX3ZgHrjj", // Deposit
"49ajp59Gtpr5Q4kD4y2rMZrQSgkFNrferoC5nUq6mAZsveFf3e12DXtCR1GMFSyhR6Aypd6tJG7SKveNwGHGBDYQ", // Withdraw
"5E9Jqz3nPtTx5rHTHmWyvw5RGTodPp4jRBx158dpe24b4QtpyAEVcEPuwvL6cwQ5MAcKHDiukU45L5xJ8fLR9Y1J", // CachePrices and CacheRootBanks
"2o3hH59r6Pggg8oTTEjtXyJ9xHmx2z1pPXG4SWoPeogW95sjQoxps5fu4LbaTWfTyMvK1epsvz1nLiZ9CTPAgyD1", // LiquidateTokenAndToken
"1F47ZsgeLNpDsHCqnNRbG8hi6C2rEeyT8YME61g84HSTRHrheXX69Zya2Dz3fW14SC1y84cAbLVg7jDae38Vp3a", // LiquidateTokenAndPerp
"4RBxzncCHW8XSHR1mFJrxtUMitYyYiSc9jvHQ4CPA8mqCukgw3dQNoYpgm5GRozyxMJP1j4ew9gNPkzCnrnkmaud", // LiquidatePerpMarket
"56y2iUGUyQ8BcqLpL5N1QwR3QQF37NtaWRnd5XjQ25BNWKfNxvpnhwwqtD7B88dAvJEykTHNCLvUKdxY4jhQ2uhQ", //LiquidateTokenAndPerp example 2
"4ErqDTV11imwDnoA6AAj3VMZC9FQvyq2GA4emfpiSxVBifAQE9EDwPnHxoTMxULHfyyCf8GBBzoczGSqYJMFEV5D", //LiquidateTokenAndPerp example 3
"59DFSbsN1DbnqUiMsStS2xQn4tBncG8w3gg8aikBvQZKnWhf1yRt87EU4WMvXtnnVe18zWaRDFVfnVYp3ASgF7tV", // ResolveTokenBankruptcy
"4Xx7gVesMQQZqprJYLu5gNEYRLA5GTXKURrkc8jG3CLKynRwhEM93MownyAMhxpdFTvfXQ9kkxkRcemZ8Fn5WHyk", // ResolvePerpBankruptcy
"3bzj3KkA3FSZHJuCmRgHhSgqeaEzD32sCHkYdRLcZm1vcuB4ra5NbU5EZqBhW6QjeKRV9QRWC4SHxK2hS54s79Zx", // settle_pnl
"5TmhvKQJmjUD9dZgCszBF8gNKUohpxwjrYu1RngZVh1hEToGMtjPtXJF89QLHXzANMWWQRfMomsgCg8353CpYgBb", // settle_fees
"4qV6PTD1nGj5qq89FQK8QKwN231pGgtayD7uX4B6y83b19gcVXB5ByLCvApSJjCRrboiCg7RVT2p2e1CtP3zuXDb", // force_settle_quote_positions
"5qDPBrFjCcaZthjRCqisHRw1mFEkHFHRFWi5jbKCmpAgpAXNdEkSv8L472D12VB5AukYaGsWhAy5bcvvUGJ1Sgtv", // FillEvent
"3YXaEG95w5eG7jBBjz8hW9auXVAv9z2MH8yw51tL8nqSqmKgXtrD1hgE7LCqK2hpFwcrpjeWtBeVqGsbCHLh3kSe", // redeem mango
"2HNnZmThkFUsG1pw9bNaJoeeGUZJun3hkcpwBJt3ZU9FKe3CY17wrJgk1BZ8txm13RJ512ThbZVZxaqsxNFn4xVs", // checked_add_net details
'4ebib6h5kQHpcpK4A4UpH7ThJVEtui2X7vVvTfCW8iuJgjHMocH7nymN3zVrrbwZL9HQYJY1tHdnGjo7ZSgrL7M6', // error example
'59DFSbsN1DbnqUiMsStS2xQn4tBncG8w3gg8aikBvQZKnWhf1yRt87EU4WMvXtnnVe18zWaRDFVfnVYp3ASgF7tV', //token socialized loss
'4RCvRY8BWPB6FixyfufYKojUdnE91DiqmFE2b8e4FCyuWCdT1ipSzPBaWUgaajKucFr1jsveiMvTft5iiWbctCFk' // settle_pnl_multiple
]
let signaturesSql = signatures.map(e => "'" + e + "'").join(',')
res = await client.query("select transaction, signature from " + schema + ".transactions where signature in (" + signaturesSql + ") order by id desc limit $1", [limit])
} finally {
client.release()
}
let transactions = res.rows.map(e => [e.transaction, e.signature]);
let [processStates, parsedTransactions] = parseTransactions(transactions, mangoProgramId);
// Set a breakpoint here to examine parsed transactions
console.log(parsedTransactions)
}
async function consumeTransactions() {
const rawConnectionString = process.env.CONNECTION_STRING_RAW
let schema = 'transactions_v3';
const rawTransactionsPool = new Pool(
{
connectionString: rawConnectionString,
ssl: {
rejectUnauthorized: false,
}
}
)
console.log('Initialized')
while (true) {
console.log('Refreshing transactions ' + Date())
let transactionsParsingLimit = 50000;
await processMangoTransactions(rawTransactionsPool, schema, transactionsParsingLimit);
}
}
consumeTransactions()

50
src/utils.ts Normal file
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import axios from 'axios';
const pgp = require('pg-promise')({
capSQL: true
});
export async function bulkBatchInsert(pool, tablename, columns, inserts, batchSize, schema) {
// Creates bulk insert statements from an array of inserts - avoids performance cost of insert roundtrips to the server
// Batches the inserts to stop the individual statements getting too large
// All inserts are done in a transaction - so if one fails they all will
const table = new pgp.helpers.TableName({table: tablename, schema: schema})
if (inserts.length === 0) {
return
} else if (batchSize < 1) {
throw 'batchSize must be at least 1'
}
let client = await pool.connect()
const cs = new pgp.helpers.ColumnSet(columns, {table: table});
try {
await client.query('BEGIN')
for (let i = 0, j = inserts.length; i < j; i += batchSize) {
let insertsBatch = inserts.slice(i, i + batchSize);
let insertsSql = pgp.helpers.insert(insertsBatch, cs);
await client.query(insertsSql)
console.log('inserted ' + (i + insertsBatch.length) + ' of ' + inserts.length)
}
await client.query('COMMIT')
} catch (e) {
await client.query('ROLLBACK')
throw e
} finally {
client.release()
}
}
export function notify(content) {
if (process.env.WEBHOOK_URL) {
axios.post(process.env.WEBHOOK_URL, {content});
}
}

72
tsconfig.json Normal file
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{
"compileOnSave": true,
"compilerOptions": {
/* Visit https://aka.ms/tsconfig.json to read more about this file */
/* Basic Options */
// "incremental": true, /* Enable incremental compilation */
"target": "es2019", /* Specify ECMAScript target version: 'ES3' (default), 'ES5', 'ES2015', 'ES2016', 'ES2017', 'ES2018', 'ES2019', 'ES2020', or 'ESNEXT'. */
"module": "commonjs", /* Specify module code generation: 'none', 'commonjs', 'amd', 'system', 'umd', 'es2015', 'es2020', or 'ESNext'. */
"lib": ["es2019"], /* Specify library files to be included in the compilation. */
"allowJs": true, /* Allow javascript files to be compiled. */
// "checkJs": true, /* Report errors in .js files. */
// "jsx": "preserve", /* Specify JSX code generation: 'preserve', 'react-native', or 'react'. */
// "declaration": true, /* Generates corresponding '.d.ts' file. */
// "declarationMap": true, /* Generates a sourcemap for each corresponding '.d.ts' file. */
"sourceMap": true, /* Generates corresponding '.map' file. */
// "outFile": "./", /* Concatenate and emit output to single file. */
"outDir": "dist", /* Redirect output structure to the directory. */
"rootDir": "src", /* Specify the root directory of input files. Use to control the output directory structure with --outDir. */
// "composite": true, /* Enable project compilation */
// "tsBuildInfoFile": "./", /* Specify file to store incremental compilation information */
// "removeComments": true, /* Do not emit comments to output. */
// "noEmit": true, /* Do not emit outputs. */
// "importHelpers": true, /* Import emit helpers from 'tslib'. */
// "downlevelIteration": true, /* Provide full support for iterables in 'for-of', spread, and destructuring when targeting 'ES5' or 'ES3'. */
// "isolatedModules": true, /* Transpile each file as a separate module (similar to 'ts.transpileModule'). */
/* Strict Type-Checking Options */
"strict": true, /* Enable all strict type-checking options. */
"noImplicitAny": false, /* Raise error on expressions and declarations with an implied 'any' type. */
// "strictNullChecks": true, /* Enable strict null checks. */
// "strictFunctionTypes": true, /* Enable strict checking of function types. */
// "strictBindCallApply": true, /* Enable strict 'bind', 'call', and 'apply' methods on functions. */
// "strictPropertyInitialization": true, /* Enable strict checking of property initialization in classes. */
"noImplicitThis": false, /* Raise error on 'this' expressions with an implied 'any' type. */
// "alwaysStrict": true, /* Parse in strict mode and emit "use strict" for each source file. */
/* Additional Checks */
// "noUnusedLocals": true, /* Report errors on unused locals. */
// "noUnusedParameters": true, /* Report errors on unused parameters. */
// "noImplicitReturns": true, /* Report error when not all code paths in function return a value. */
// "noFallthroughCasesInSwitch": true, /* Report errors for fallthrough cases in switch statement. */
// "noUncheckedIndexedAccess": true, /* Include 'undefined' in index signature results */
/* Module Resolution Options */
// "moduleResolution": "node", /* Specify module resolution strategy: 'node' (Node.js) or 'classic' (TypeScript pre-1.6). */
// "baseUrl": "./", /* Base directory to resolve non-absolute module names. */
// "paths": {}, /* A series of entries which re-map imports to lookup locations relative to the 'baseUrl'. */
// "rootDirs": [], /* List of root folders whose combined content represents the structure of the project at runtime. */
// "typeRoots": [], /* List of folders to include type definitions from. */
// "types": [], /* Type declaration files to be included in compilation. */
// "allowSyntheticDefaultImports": true, /* Allow default imports from modules with no default export. This does not affect code emit, just typechecking. */
"esModuleInterop": true, /* Enables emit interoperability between CommonJS and ES Modules via creation of namespace objects for all imports. Implies 'allowSyntheticDefaultImports'. */
// "preserveSymlinks": true, /* Do not resolve the real path of symlinks. */
// "allowUmdGlobalAccess": true, /* Allow accessing UMD globals from modules. */
/* Source Map Options */
// "sourceRoot": "", /* Specify the location where debugger should locate TypeScript files instead of source locations. */
// "mapRoot": "", /* Specify the location where debugger should locate map files instead of generated locations. */
// "inlineSourceMap": true, /* Emit a single file with source maps instead of having a separate file. */
// "inlineSources": true, /* Emit the source alongside the sourcemaps within a single file; requires '--inlineSourceMap' or '--sourceMap' to be set. */
/* Experimental Options */
// "experimentalDecorators": true, /* Enables experimental support for ES7 decorators. */
// "emitDecoratorMetadata": true, /* Enables experimental support for emitting type metadata for decorators. */
/* Advanced Options */
"skipLibCheck": true, /* Skip type checking of declaration files. */
"forceConsistentCasingInFileNames": true /* Disallow inconsistently-cased references to the same file. */
}
}