keeper: consume events

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2022-05-06 14:19:49 +02:00
parent 7abfc417ac
commit 5266668bc2
9 changed files with 243 additions and 48 deletions

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@ -0,0 +1,133 @@
use std::time::Duration;
use anchor_lang::{AccountDeserialize, __private::bytemuck::cast_ref};
use log::{error, info, warn};
use mango_v4::state::{EventQueue, EventType, FillEvent, OutEvent, PerpMarket};
use solana_sdk::{
instruction::{AccountMeta, Instruction},
pubkey::Pubkey,
};
use tokio::time;
use crate::MangoClient;
pub async fn loop_blocking(
mango_client: &'static MangoClient,
pk: Pubkey,
perp_market: PerpMarket,
) {
let mut interval = time::interval(Duration::from_secs(5));
loop {
interval.tick().await;
tokio::task::spawn_blocking(move || {
perform_operation(mango_client, pk, perp_market).expect("Something went wrong here...");
});
}
}
pub fn perform_operation(
mango_client: &'static MangoClient,
pk: Pubkey,
perp_market: PerpMarket,
) -> anyhow::Result<()> {
let mut event_queue = match get_event_queue(mango_client, &perp_market) {
Ok(value) => value,
Err(value) => return value,
};
let mut ams_ = vec![];
for _ in 0..10 {
let event = match event_queue.peek_front() {
None => break,
Some(e) => e,
};
match EventType::try_from(event.event_type)? {
EventType::Fill => {
let fill: &FillEvent = cast_ref(event);
ams_.push(AccountMeta {
pubkey: fill.maker,
is_signer: false,
is_writable: true,
});
ams_.push(AccountMeta {
pubkey: fill.taker,
is_signer: false,
is_writable: true,
});
}
EventType::Out => {
let out: &OutEvent = cast_ref(event);
ams_.push(AccountMeta {
pubkey: out.owner,
is_signer: false,
is_writable: true,
});
}
EventType::Liquidate => {}
}
event_queue.pop_front()?;
}
let sig_result = mango_client
.program()
.request()
.instruction(Instruction {
program_id: mango_v4::id(),
accounts: {
let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
&mango_v4::accounts::PerpConsumeEvents {
group: perp_market.group,
perp_market: pk,
event_queue: perp_market.event_queue,
},
None,
);
ams.append(&mut ams_);
ams
},
data: anchor_lang::InstructionData::data(&mango_v4::instruction::PerpConsumeEvents {
limit: 10,
}),
})
.send();
match sig_result {
Ok(sig) => {
info!(
"Crank: consume event for perp_market {:?} ix signature: {:?}",
format!("{: >6}", perp_market.name()),
sig
);
}
Err(e) => error!("Crank: {:?}", e),
}
Ok(())
}
fn get_event_queue(
mango_client: &MangoClient,
perp_market: &PerpMarket,
) -> Result<mango_v4::state::EventQueue, Result<(), anyhow::Error>> {
let event_queue_opt: Option<EventQueue> = {
let res = mango_client
.rpc
.get_account_with_commitment(&perp_market.event_queue, mango_client.commitment);
let res = match res {
Ok(x) => x,
Err(e) => {
warn!("{}", e);
return Err(Ok(()));
}
};
let data = res.value.unwrap().data;
let mut data_slice: &[u8] = &data;
AccountDeserialize::try_deserialize(&mut data_slice).ok()
};
let mut event_queue = event_queue_opt.unwrap();
Ok(event_queue)
}

67
keeper/src/crank.rs Normal file
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@ -0,0 +1,67 @@
use crate::{consume_events, update_index, MangoClient};
use anyhow::ensure;
use mango_v4::state::{Bank, PerpMarket};
use solana_client::rpc_filter::{Memcmp, MemcmpEncodedBytes, RpcFilterType};
use solana_sdk::{pubkey::Pubkey, signer::Signer};
pub async fn runner(mango_client: &'static MangoClient) -> Result<(), anyhow::Error> {
// Collect all banks for a group belonging to an admin
let banks = mango_client
.program()
.accounts::<Bank>(vec![RpcFilterType::Memcmp(Memcmp {
offset: 24,
bytes: MemcmpEncodedBytes::Base58({
// find group belonging to admin
Pubkey::find_program_address(
&["Group".as_ref(), mango_client.admin.pubkey().as_ref()],
&mango_client.program().id(),
)
.0
.to_string()
}),
encoding: None,
})])?;
ensure!(!banks.is_empty());
let handles1 = banks
.iter()
.map(|(pk, bank)| update_index::loop_blocking(mango_client, *pk, *bank))
.collect::<Vec<_>>();
// Collect all perp markets for a group belonging to an admin
let perp_markets =
mango_client
.program()
.accounts::<PerpMarket>(vec![RpcFilterType::Memcmp(Memcmp {
offset: 24,
bytes: MemcmpEncodedBytes::Base58({
// find group belonging to admin
Pubkey::find_program_address(
&["Group".as_ref(), mango_client.admin.pubkey().as_ref()],
&mango_client.program().id(),
)
.0
.to_string()
}),
encoding: None,
})])?;
ensure!(!perp_markets.is_empty());
let handles2 = perp_markets
.iter()
.map(|(pk, perp_market)| consume_events::loop_blocking(mango_client, *pk, *perp_market))
.collect::<Vec<_>>();
futures::join!(
futures::future::join_all(handles1),
futures::future::join_all(handles2)
);
Ok(())
}

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@ -1,3 +1,5 @@
mod consume_events;
mod crank;
mod update_index;
use std::env;
@ -92,7 +94,6 @@ struct Cli {
command: Command,
}
// future: more subcommands e.g. Liquidator
#[derive(Subcommand)]
enum Command {
Crank {},
@ -146,10 +147,9 @@ fn main() -> Result<(), anyhow::Error> {
let cluster = Cluster::Custom(rpc_url, ws_url);
let commitment = match command {
Command::Crank { .. } => CommitmentConfig::confirmed(),
Command::Liquidator {} => CommitmentConfig::confirmed(),
Command::Liquidator {} => todo!(),
};
// let mango_client = Arc::new(MangoClient::new(cluster, commitment, payer, admin));
let mango_client: &'static _ = Box::leak(Box::new(MangoClient::new(
cluster, commitment, payer, admin,
)));
@ -161,10 +161,12 @@ fn main() -> Result<(), anyhow::Error> {
match command {
Command::Crank { .. } => {
let x: Result<(), anyhow::Error> = rt.block_on(update_index::runner(mango_client));
let x: Result<(), anyhow::Error> = rt.block_on(crank::runner(mango_client));
x.expect("Something went wrong here...");
}
Command::Liquidator { .. } => {}
Command::Liquidator { .. } => {
todo!()
}
}
Ok(())

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@ -1,53 +1,14 @@
use std::{time::Duration};
use anyhow::ensure;
use std::time::Duration;
use log::{error, info};
use mango_v4::state::Bank;
use solana_client::rpc_filter::{Memcmp, MemcmpEncodedBytes, RpcFilterType};
use solana_sdk::{
instruction::Instruction,
pubkey::Pubkey,
signer::{Signer},
};
use solana_sdk::{instruction::Instruction, pubkey::Pubkey};
use tokio::time;
use crate::MangoClient;
pub async fn runner(mango_client: &'static MangoClient) -> Result<(), anyhow::Error> {
// Collect all banks for a group belonging to an admin
let banks = mango_client
.program()
.accounts::<Bank>(vec![RpcFilterType::Memcmp(Memcmp {
offset: 24,
bytes: MemcmpEncodedBytes::Base58({
// find group belonging to admin
Pubkey::find_program_address(
&["Group".as_ref(), mango_client.admin.pubkey().as_ref()],
&mango_client.program().id(),
)
.0
.to_string()
}),
encoding: None,
})])?;
ensure!(!banks.is_empty());
let handles = banks
.iter()
.map(|(pk, bank)| loop_blocking(mango_client, *pk, *bank))
.collect::<Vec<_>>();
futures::join!(futures::future::join_all(handles));
Ok(())
}
async fn loop_blocking(mango_client: &'static MangoClient, pk: Pubkey, bank: Bank) {
pub async fn loop_blocking(mango_client: &'static MangoClient, pk: Pubkey, bank: Bank) {
let mut interval = time::interval(Duration::from_secs(5));
loop {
interval.tick().await;

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@ -3,6 +3,7 @@ use fixed::types::I80F48;
use crate::error::MangoError;
use crate::state::*;
use crate::util::fill16_from_str;
#[derive(Accounts)]
#[instruction(perp_market_index: PerpMarketIndex)]
@ -43,6 +44,7 @@ pub struct PerpCreateMarket<'info> {
pub fn perp_create_market(
ctx: Context<PerpCreateMarket>,
perp_market_index: PerpMarketIndex,
name: String,
base_token_index_opt: Option<TokenIndex>,
quote_token_index: TokenIndex,
quote_lot_size: i64,
@ -57,6 +59,7 @@ pub fn perp_create_market(
) -> Result<()> {
let mut perp_market = ctx.accounts.perp_market.load_init()?;
*perp_market = PerpMarket {
name: fill16_from_str(name)?,
group: ctx.accounts.group.key(),
oracle: ctx.accounts.oracle.key(),
bids: ctx.accounts.bids.key(),
@ -78,6 +81,7 @@ pub fn perp_create_market(
perp_market_index,
base_token_index: base_token_index_opt.ok_or(TokenIndex::MAX).unwrap(),
quote_token_index,
reserved: Default::default(),
};
let mut bids = ctx.accounts.bids.load_init()?;

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@ -181,6 +181,7 @@ pub mod mango_v4 {
pub fn perp_create_market(
ctx: Context<PerpCreateMarket>,
perp_market_index: PerpMarketIndex,
name: String,
base_token_index_opt: Option<TokenIndex>,
quote_token_index: TokenIndex,
quote_lot_size: i64,
@ -196,6 +197,7 @@ pub mod mango_v4 {
instructions::perp_create_market(
ctx,
perp_market_index,
name,
base_token_index_opt,
quote_token_index,
quote_lot_size,

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@ -1,5 +1,8 @@
use std::mem::size_of;
use anchor_lang::prelude::*;
use fixed::types::I80F48;
use static_assertions::const_assert_eq;
use crate::state::orderbook::order_type::Side;
use crate::state::TokenIndex;
@ -9,6 +12,8 @@ pub type PerpMarketIndex = u16;
#[account(zero_copy)]
pub struct PerpMarket {
pub name: [u8; 16],
pub group: Pubkey,
pub oracle: Pubkey,
@ -60,6 +65,7 @@ pub struct PerpMarket {
/// PDA bump
pub bump: u8,
pub reserved: [u8; 1],
/// Lookup indices
pub perp_market_index: PerpMarketIndex,
@ -69,8 +75,19 @@ pub struct PerpMarket {
pub quote_token_index: TokenIndex,
}
const_assert_eq!(
size_of::<PerpMarket>(),
16 + 32 * 5 + 8 * 2 + 16 * 7 + 8 * 2 + 16 + 8
);
const_assert_eq!(size_of::<PerpMarket>() % 8, 0);
impl PerpMarket {
/// TODO why is this based on price?
pub fn name(&self) -> &str {
std::str::from_utf8(&self.name)
.unwrap()
.trim_matches(char::from(0))
}
pub fn gen_order_id(&mut self, side: Side, price: i64) -> i128 {
self.seq_num += 1;

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@ -23,6 +23,14 @@ pub struct Serum3Market {
const_assert_eq!(size_of::<Serum3Market>(), 16 + 32 * 3 + 3 * 2 + 1 + 1);
const_assert_eq!(size_of::<Serum3Market>() % 8, 0);
impl Serum3Market {
pub fn name(&self) -> &str {
std::str::from_utf8(&self.name)
.unwrap()
.trim_matches(char::from(0))
}
}
#[macro_export]
macro_rules! serum_market_seeds {
( $acc:expr ) => {

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@ -1293,6 +1293,7 @@ impl<'keypair> ClientInstruction for PerpCreateMarketInstruction<'keypair> {
) -> (Self::Accounts, instruction::Instruction) {
let program_id = mango_v4::id();
let instruction = Self::Instruction {
name: "UUU-PERP".to_string(),
perp_market_index: self.perp_market_index,
base_token_index_opt: Option::from(self.base_token_index),
quote_token_index: self.quote_token_index,