ts: update to on demand code
Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1
parent
95ba57627e
commit
737977f45e
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@ -80,7 +80,7 @@
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"fast-copy": "^3.0.1",
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"lodash": "^4.17.21",
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"node-kraken-api": "^2.2.2",
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"switchboard-anchor": "npm:@coral-xyz/anchor@0.30.0"
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"switchboard-anchor": "npm:@coral-xyz/anchor@0.30.1"
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},
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"license": "MIT",
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"packageManager": "yarn@4.3.1"
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@ -18,7 +18,7 @@ import {
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} from '@switchboard-xyz/on-demand';
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import fs from 'fs';
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import chunk from 'lodash/chunk';
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import uniq from 'lodash/uniq';
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import uniqWith from 'lodash/uniqWith';
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import { Program as Anchor30Program } from 'switchboard-anchor';
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import { OracleConfig } from '../src/accounts/bank';
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@ -43,62 +43,72 @@ const GROUP = process.env.GROUP_OVERRIDE || MANGO_V4_MAIN_GROUP.toBase58();
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client,
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);
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// TODO reload group once in a while
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const filteredOracles = await prepareCandidateOracles(group, client);
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// eslint-disable-next-line no-constant-condition
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while (true) {
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const slot = await client.connection.getSlot();
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try {
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const filteredOracles = await prepareCandidateOracles(group, client);
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for (let i = 0; i < 10; i++) {
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const slot = await client.connection.getSlot();
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const staleOracles = await filterForStaleOracles(
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filteredOracles,
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client,
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slot,
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);
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const staleOracles = await filterForStaleOracles(
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filteredOracles,
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client,
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slot,
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);
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const varianceThresholdCrossedOracles =
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await filterForVarianceThresholdOracles(
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filteredOracles,
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client,
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sbOnDemandProgram,
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crossbarClient,
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);
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const varianceThresholdCrossedOracles =
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await filterForVarianceThresholdOracles(
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filteredOracles,
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client,
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sbOnDemandProgram,
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crossbarClient,
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);
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const oraclesToCrank = uniq(
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[...staleOracles, ...varianceThresholdCrossedOracles],
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function (item) {
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return item.oracle.oraclePk.toString();
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},
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);
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const oraclesToCrank = uniqWith(
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[...staleOracles, ...varianceThresholdCrossedOracles],
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function (item) {
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return item.oracle.oraclePk.toString();
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},
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);
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const pullIxs: TransactionInstruction[] = [];
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const lutOwners: (PublicKey | Oracle)[] = [];
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for (const oracle of oraclesToCrank) {
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await preparePullIx(sbOnDemandProgram, oracle, queue, lutOwners, pullIxs);
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const pullIxs: TransactionInstruction[] = [];
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const lutOwners: (PublicKey | Oracle)[] = [];
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for (const oracle of oraclesToCrank) {
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await preparePullIx(
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sbOnDemandProgram,
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oracle,
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queue,
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lutOwners,
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pullIxs,
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);
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}
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for (const c of chunk(pullIxs, 5, false)) {
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const tx = await asV0Tx({
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connection,
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ixs: [...c],
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signers: [user],
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computeUnitPrice: 200_000,
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computeUnitLimitMultiple: 1.3,
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lookupTables: await loadLookupTables(lutOwners),
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});
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const txOpts = {
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commitment: 'processed' as Commitment,
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skipPreflight: true,
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maxRetries: 0,
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};
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const sim = await client.connection.simulateTransaction(tx, txOpts);
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const sig = await client.connection.sendTransaction(tx, txOpts);
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console.log(`updated in ${sig}`); // TODO add token names
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}
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await new Promise((r) => setTimeout(r, 5000));
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}
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} catch (error) {
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console.log(error);
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}
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for (const c of chunk(pullIxs, 5)) {
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const tx = await asV0Tx({
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connection,
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ixs: [...c],
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signers: [user],
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computeUnitPrice: 200_000,
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computeUnitLimitMultiple: 1.3,
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lookupTables: await loadLookupTables(lutOwners),
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});
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const txOpts = {
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commitment: 'processed' as Commitment,
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skipPreflight: true,
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maxRetries: 0,
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};
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const sim = await client.connection.simulateTransaction(tx, txOpts);
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const sig = await client.connection.sendTransaction(tx, txOpts);
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console.log(`updated in ${sig}`); // TODO add token names
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}
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await new Promise((r) => setTimeout(r, 5000));
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}
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})();
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@ -123,12 +133,17 @@ async function preparePullIx(
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queue: queue,
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maxVariance: decodedPullFeed.maxVariance.toNumber(),
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minResponses: decodedPullFeed.minResponses,
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numSignatures: 3, // TODO hardcoded
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minSampleSize: decodedPullFeed.minSampleSize,
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maxStaleness: decodedPullFeed.maxStaleness,
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numSignatures: 1,
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// TODO: I think these are not required
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// minSampleSize: decodedPullFeed.minSampleSize,
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// maxStaleness: decodedPullFeed.maxStaleness,
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};
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const [pullIx, responses, success] = await pullFeed.fetchUpdateIx(conf);
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if (pullIx === undefined) {
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return;
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}
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const lutOwners_ = [...responses.map((x) => x.oracle), pullFeed.pubkey];
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lutOwners.push(...lutOwners_);
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pullIxs.push(pullIx!);
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@ -171,7 +186,14 @@ async function filterForVarianceThresholdOracles(
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crossBarSim[0].results.length;
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if ((res.price - simPrice) / res.price > 0.01) {
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console.log(
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`- Variance threshold crossed oracles candidate ${item.oracle.name}`,
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);
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varianceThresholdCrossedOracles.push(item);
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} else {
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console.log(
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`- Variance threshold crossed oracles non candidate ${item.oracle.name}`,
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);
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}
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}
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return varianceThresholdCrossedOracles;
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@ -200,12 +222,15 @@ async function filterForStaleOracles(
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);
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if (slot > res.lastUpdatedSlot) {
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console.log(`- Stale oracle candidate ${item.oracle.name}`);
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if (
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slot - res.lastUpdatedSlot >
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item.oracle.oracleConfig.maxStalenessSlots.toNumber()
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) {
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staleOracles.push(item);
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}
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} else {
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console.log(`- Stale oracle non candidate ${item.oracle.name}`);
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}
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}
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return staleOracles;
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@ -213,11 +238,23 @@ async function filterForStaleOracles(
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async function prepareCandidateOracles(group: Group, client: MangoClient) {
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const oracles = getOraclesForMangoGroup(group);
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oracles.push(...extendOraclesManually());
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oracles.push(...extendOraclesManually(CLUSTER));
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const ais = (
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await Promise.all(
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chunk(
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oracles.map((item) => item.oraclePk),
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50,
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false,
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).map(
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async (chunk) =>
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await client.program.provider.connection.getMultipleAccountsInfo(
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chunk,
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),
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),
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)
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).flat();
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const ais = await client.program.provider.connection.getMultipleAccountsInfo(
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oracles.map((item) => item.oraclePk),
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);
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for (const [idx, ai] of ais.entries()) {
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if (ai == null || ai.data == null) {
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throw new Error(
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@ -239,15 +276,28 @@ async function prepareCandidateOracles(group: Group, client: MangoClient) {
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return filteredOracles;
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}
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function extendOraclesManually() {
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function extendOraclesManually(cluster: Cluster) {
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if (cluster == 'devnet') {
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return [
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{
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oraclePk: new PublicKey('EtbG8PSDCyCSmDH8RE4Nf2qTV9d6P6zShzHY2XWvjFJf'),
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oracleConfig: {
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confFilter: I80F48.fromString('0.1'),
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maxStalenessSlots: new BN(5),
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},
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name: 'BTC/USD',
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},
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];
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}
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return [
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{
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oraclePk: new PublicKey('EtbG8PSDCyCSmDH8RE4Nf2qTV9d6P6zShzHY2XWvjFJf'),
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// https://ondemand.switchboard.xyz/solana/mainnet/user/8SSLjXBEVk9nesbhi9UMCA32uijbVBUqWoKPPQPTekzt/
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oraclePk: new PublicKey('EFSBitmy2LZexy6CqYVDAqzWN6wYHZmHkFZxmUjNgwpb'),
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oracleConfig: {
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confFilter: I80F48.fromString('0.1'),
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maxStalenessSlots: new BN(5),
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confFilter: I80F48.fromString('1000'),
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maxStalenessSlots: new BN(-1),
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},
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name: 'BTC/USD',
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name: 'MNGO/USD',
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},
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];
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}
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@ -342,7 +392,7 @@ async function setupSwitchboard(client: MangoClient) {
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}
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const crossbarClient = new CrossbarClient(
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'https://crossbar.switchboard.xyz',
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true,
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false,
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);
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return { sbOnDemandProgram, crossbarClient, queue };
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}
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@ -1,3 +1,4 @@
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import { LISTING_PRESETS } from '@blockworks-foundation/mango-v4-settings/lib/helpers/listingTools';
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import {
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Cluster,
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Commitment,
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@ -21,15 +22,15 @@ import {
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AnchorProvider,
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Wallet,
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} from 'switchboard-anchor';
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//basic configuration
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// basic configuration
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const USDC_MINT = 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v';
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const SWAP_VALUE = '100';
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const TOKEN_MINT = 'SLCLww7nc1PD2gQPQdGayHviVVcpMthnqUz2iWKhNQV';
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const TOKEN_MINT = 'MangoCzJ36AjZyKwVj3VnYU4GTonjfVEnJmvvWaxLac';
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const FALLBACK_POOL_NAME: 'orcaPoolAddress' | 'raydiumPoolAddress' =
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'raydiumPoolAddress';
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const FALLBACK_POOL = '5hbCYGfGGenjeYzfWGFZ8zoXTo3fcHw5KkdsnXpXdbeX';
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const TOKEN_SYMBOL = 'SLCL';
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//basic configuration
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const FALLBACK_POOL = '34tFULRrRwh4bMcBLPtJaNqqe5pVgGZACi5sR8Xz95KC';
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const TOKEN_SYMBOL = 'MNGO';
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// basic configuration
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const pythUsdOracle = 'Gnt27xtC473ZT2Mw5u8wZ68Z3gULkSTb5DuxJy7eJotD';
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const switchboardUsdDaoOracle = 'FwYfsmj5x8YZXtQBNo2Cz8TE7WRCMFqA6UTffK4xQKMH';
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@ -73,6 +74,10 @@ async function setupSwitchboard(userProvider: AnchorProvider) {
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}
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(async function main(): Promise<void> {
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const tier = Object.values(LISTING_PRESETS).find(
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(x) => x.preset_name === 'C',
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);
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const { userProvider, connection, user } = await setupAnchor();
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const { sbOnDemandProgram, crossbarClient, queue } = await setupSwitchboard(
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@ -93,15 +98,14 @@ async function setupSwitchboard(userProvider: AnchorProvider) {
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maxRetries: 0,
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};
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// TODO @Adrian
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const conf = {
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name: `${TOKEN_SYMBOL}/USD`, // the feed name (max 32 bytes)
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queue, // the queue of oracles to bind to
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maxVariance: 1.0, // allow 1% variance between submissions and jobs
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minResponses: 2, // minimum number of responses of jobs to allow
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numSignatures: 3, // number of signatures to fetch per update
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maxVariance: 10, // allow 1% variance between submissions and jobs
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minResponses: 1, // minimum number of responses of jobs to allow
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numSignatures: 1, // number of signatures to fetch per update
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minSampleSize: 1, // minimum number of responses to sample
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maxStaleness: 60, // maximum staleness of responses in seconds to sample
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maxStaleness: tier!.maxStalenessSlots!, // maximum staleness of responses in seconds to sample
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};
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console.log('Initializing new data feed');
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@ -1,7 +1,7 @@
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import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
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import { Magic as PythMagic } from '@pythnetwork/client';
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import { AccountInfo, Connection, Keypair, PublicKey } from '@solana/web3.js';
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import { SB_ON_DEMAND_PID } from '@switchboard-xyz/on-demand';
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import { SB_ON_DEMAND_PID, toFeedValue } from '@switchboard-xyz/on-demand';
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import SwitchboardProgram from '@switchboard-xyz/sbv2-lite';
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import Big from 'big.js';
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import BN from 'bn.js';
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@ -130,16 +130,19 @@ export function parseSwitchboardOnDemandOracle(
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accountInfo.data,
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);
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// This code was used when decodedPullFeed.result used to be empty
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// const feedValue = toFeedValue(decodedPullFeed.submissions, new BN(0));
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// const price = new Big(feedValue?.value.toString()).div(1e18);
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// const lastUpdatedSlot = feedValue!.slot!.toNumber(); // TODO the !
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// const stdDeviation = 0; // TODO the 0
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if (decodedPullFeed.result == undefined) {
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const feedValue = toFeedValue(decodedPullFeed.submissions, new BN(0));
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console.log(decodedPullFeed.submissions);
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console.log(feedValue);
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const price = new Big(feedValue?.value.toString()).div(1e18);
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const lastUpdatedSlot = feedValue!.slot!.toNumber(); // TODO the !
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const stdDeviation = 0; // TODO the 0
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return { price, lastUpdatedSlot, uiDeviation: stdDeviation };
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}
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const price = new Big(decodedPullFeed.result.value.toString()).div(1e18);
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const lastUpdatedSlot = decodedPullFeed.result.slot.toNumber();
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const stdDeviation = decodedPullFeed.result.stdDev.toNumber();
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return { price, lastUpdatedSlot, uiDeviation: stdDeviation };
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} catch (e) {
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console.log(
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24
yarn.lock
24
yarn.lock
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@ -108,7 +108,7 @@
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superstruct "^0.15.4"
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toml "^3.0.0"
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"@coral-xyz/anchor@^0.30.0":
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"@coral-xyz/anchor@^0.30.0", "switchboard-anchor@npm:@coral-xyz/anchor@0.30.1":
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version "0.30.1"
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resolved "https://registry.yarnpkg.com/@coral-xyz/anchor/-/anchor-0.30.1.tgz#17f3e9134c28cd0ea83574c6bab4e410bcecec5d"
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integrity sha512-gDXFoF5oHgpriXAaLpxyWBHdCs8Awgf/gLHIo6crv7Aqm937CNdY+x+6hoj7QR5vaJV7MxWSQ0NGFzL3kPbWEQ==
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@ -145,7 +145,7 @@
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bn.js "^5.1.2"
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buffer-layout "^1.2.0"
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"@coral-xyz/borsh@^0.30.0", "@coral-xyz/borsh@^0.30.1":
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"@coral-xyz/borsh@^0.30.1":
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version "0.30.1"
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resolved "https://registry.yarnpkg.com/@coral-xyz/borsh/-/borsh-0.30.1.tgz#869d8833abe65685c72e9199b8688477a4f6b0e3"
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integrity sha512-aaxswpPrCFKl8vZTbxLssA2RvwX2zmKLlRCIktJOwW+VpVwYtXRtlWiIP+c2pPRKneiTiWCN2GEMSH9j1zTlWQ==
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@ -3007,26 +3007,6 @@ supports-preserve-symlinks-flag@^1.0.0:
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resolved "https://registry.yarnpkg.com/supports-preserve-symlinks-flag/-/supports-preserve-symlinks-flag-1.0.0.tgz#6eda4bd344a3c94aea376d4cc31bc77311039e09"
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integrity sha512-ot0WnXS9fgdkgIcePe6RHNk1WA8+muPa6cSjeR3V8K27q9BB1rTE3R1p7Hv0z1ZyAc8s6Vvv8DIyWf681MAt0w==
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"switchboard-anchor@npm:@coral-xyz/anchor@0.30.0":
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version "0.30.0"
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resolved "https://registry.yarnpkg.com/@coral-xyz/anchor/-/anchor-0.30.0.tgz#52acdba504b0008f1026d3a4bbbcb2d4feb5c69e"
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integrity sha512-qreDh5ztiRHVnCbJ+RS70NJ6aSTPBYDAgFeQ7Z5QvaT5DcDIhNyt4onOciVz2ieIE1XWePOJDDu9SbNvPGBkvQ==
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dependencies:
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"@coral-xyz/borsh" "^0.30.0"
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"@noble/hashes" "^1.3.1"
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"@solana/web3.js" "^1.68.0"
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bn.js "^5.1.2"
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bs58 "^4.0.1"
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buffer-layout "^1.2.2"
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camelcase "^6.3.0"
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cross-fetch "^3.1.5"
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crypto-hash "^1.3.0"
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eventemitter3 "^4.0.7"
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pako "^2.0.3"
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snake-case "^3.0.4"
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superstruct "^0.15.4"
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toml "^3.0.0"
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table@^6.0.9:
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version "6.8.0"
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resolved "https://registry.npmjs.org/table/-/table-6.8.0.tgz"
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