629 lines
21 KiB
Rust
629 lines
21 KiB
Rust
mod orderbook_filter;
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use anchor_client::Cluster;
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use futures_channel::mpsc::{unbounded, UnboundedSender};
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use futures_util::{
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future::{self, Ready},
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pin_mut, SinkExt, StreamExt, TryStreamExt,
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};
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use itertools::Itertools;
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use log::*;
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use mango_v4_client::{Client, MangoGroupContext, TransactionBuilderConfig};
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use solana_sdk::commitment_config::CommitmentConfig;
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use solana_sdk::pubkey::Pubkey;
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use solana_sdk::signature::Keypair;
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use std::{
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collections::{HashMap, HashSet},
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env, fmt,
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fs::File,
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io::Read,
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net::SocketAddr,
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str::FromStr,
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sync::{
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atomic::{AtomicBool, Ordering},
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Arc, Mutex,
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},
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time::Duration,
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};
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use tokio::{
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net::{TcpListener, TcpStream},
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pin, time,
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};
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use tokio_tungstenite::tungstenite::{protocol::Message, Error};
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use mango_feeds_connector::EntityFilter::FilterByAccountIds;
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use mango_feeds_connector::{
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grpc_plugin_source, metrics, websocket_source, MetricsConfig, SourceConfig,
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};
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use mango_feeds_connector::{
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metrics::{MetricType, MetricU64},
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FilterConfig,
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};
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use mango_feeds_lib::MarketConfig;
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use mango_feeds_lib::StatusResponse;
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use serde::{Deserialize, Serialize};
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use service_mango_orderbook::{BookCheckpoint, LevelCheckpoint, OrderbookFilterMessage};
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type LevelCheckpointMap = Arc<Mutex<HashMap<String, LevelCheckpoint>>>;
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type BookCheckpointMap = Arc<Mutex<HashMap<String, BookCheckpoint>>>;
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type PeerMap = Arc<Mutex<HashMap<SocketAddr, Peer>>>;
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#[derive(Clone, Debug, Deserialize)]
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#[serde(tag = "command")]
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pub enum Command {
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#[serde(rename = "subscribe")]
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Subscribe(SubscribeCommand),
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#[serde(rename = "unsubscribe")]
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Unsubscribe(UnsubscribeCommand),
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#[serde(rename = "getMarkets")]
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GetMarkets,
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}
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#[derive(Clone, Debug, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub struct SubscribeCommand {
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pub market_id: String,
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pub subscription_type: Option<SubscriptionType>,
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}
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#[derive(Clone, Debug, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub enum SubscriptionType {
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#[serde(rename = "level")]
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Level,
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#[serde(rename = "book")]
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Book,
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}
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impl fmt::Display for SubscriptionType {
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fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
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match self {
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SubscriptionType::Level => write!(f, "level"),
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SubscriptionType::Book => write!(f, "book"),
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}
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}
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}
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#[derive(Clone, Debug, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub struct UnsubscribeCommand {
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pub market_id: String,
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}
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#[derive(Clone, Debug)]
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pub struct Peer {
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pub sender: UnboundedSender<Message>,
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pub level_subscriptions: HashSet<String>,
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pub book_subscriptions: HashSet<String>,
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}
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#[derive(Clone, Debug, Deserialize)]
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pub struct Config {
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pub source: SourceConfig,
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pub metrics: MetricsConfig,
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pub bind_ws_addr: String,
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pub rpc_http_url: String,
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pub mango_group: String,
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}
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#[allow(clippy::too_many_arguments)]
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async fn handle_connection_error(
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level_checkpoint_map: LevelCheckpointMap,
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book_checkpoint_map: BookCheckpointMap,
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peer_map: PeerMap,
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market_ids: HashMap<String, String>,
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raw_stream: TcpStream,
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addr: SocketAddr,
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metrics_opened_connections: MetricU64,
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metrics_closed_connections: MetricU64,
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) {
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metrics_opened_connections.clone().increment();
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let result = handle_connection(
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level_checkpoint_map,
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book_checkpoint_map,
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peer_map.clone(),
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market_ids,
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raw_stream,
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addr,
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)
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.await;
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if result.is_err() {
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error!("connection {} error {}", addr, result.unwrap_err());
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};
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metrics_closed_connections.clone().increment();
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peer_map.lock().unwrap().remove(&addr);
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}
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async fn handle_connection(
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level_checkpoint_map: LevelCheckpointMap,
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book_checkpoint_map: BookCheckpointMap,
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peer_map: PeerMap,
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market_ids: HashMap<String, String>,
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raw_stream: TcpStream,
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addr: SocketAddr,
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) -> Result<(), Error> {
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info!("ws connected: {}", addr);
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let ws_stream = tokio_tungstenite::accept_async(raw_stream).await?;
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let (ws_tx, ws_rx) = ws_stream.split();
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// 1: publish channel in peer map
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let (chan_tx, chan_rx) = unbounded();
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{
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peer_map.lock().unwrap().insert(
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addr,
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Peer {
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sender: chan_tx,
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level_subscriptions: HashSet::<String>::new(),
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book_subscriptions: HashSet::<String>::new(),
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},
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);
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}
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let receive_commands = ws_rx.try_for_each(|msg| match msg {
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Message::Text(_) => handle_commands(
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addr,
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msg,
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peer_map.clone(),
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level_checkpoint_map.clone(),
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book_checkpoint_map.clone(),
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market_ids.clone(),
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),
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Message::Ping(_) => {
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let peers = peer_map.clone();
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let mut peers_lock = peers.lock().unwrap();
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let peer = peers_lock.get_mut(&addr).expect("peer should be in map");
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peer.sender
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.unbounded_send(Message::Pong(Vec::new()))
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.unwrap();
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future::ready(Ok(()))
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}
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_ => future::ready(Ok(())),
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});
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let forward_updates = chan_rx.map(Ok).forward(ws_tx);
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pin_mut!(receive_commands, forward_updates);
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future::select(receive_commands, forward_updates).await;
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peer_map.lock().unwrap().remove(&addr);
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info!("ws disconnected: {}", &addr);
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Ok(())
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}
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fn handle_commands(
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addr: SocketAddr,
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msg: Message,
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peer_map: PeerMap,
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level_checkpoint_map: LevelCheckpointMap,
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book_checkpoint_map: BookCheckpointMap,
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market_ids: HashMap<String, String>,
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) -> Ready<Result<(), Error>> {
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let msg_str = msg.into_text().unwrap();
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let command: Result<Command, serde_json::Error> = serde_json::from_str(&msg_str);
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let mut peers = peer_map.lock().unwrap();
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let peer = peers.get_mut(&addr).expect("peer should be in map");
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match command {
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Ok(Command::Subscribe(cmd)) => {
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let market_id = cmd.market_id;
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if market_ids.get(&market_id).is_none() {
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let res = StatusResponse {
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success: false,
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message: "market not found",
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};
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
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.unwrap();
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return future::ok(());
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}
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// default to level subscription
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let subscription_type = match cmd.subscription_type {
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Some(subscription) => subscription,
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None => SubscriptionType::Level,
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};
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let subscribed = match subscription_type {
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SubscriptionType::Level => peer.level_subscriptions.insert(market_id.clone()),
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SubscriptionType::Book => peer.book_subscriptions.insert(market_id.clone()),
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};
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let message = format!(
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"subscribed to {} updates for {}",
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subscription_type, market_id
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);
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let res = if subscribed {
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StatusResponse {
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success: true,
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message: &message,
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}
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} else {
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StatusResponse {
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success: false,
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message: "already subscribed",
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}
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};
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
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.unwrap();
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if subscribed {
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match subscription_type {
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SubscriptionType::Level => {
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send_checkpoint(&level_checkpoint_map, &market_id, peer);
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}
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SubscriptionType::Book => {
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send_checkpoint(&book_checkpoint_map, &market_id, peer);
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}
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};
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}
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}
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Ok(Command::Unsubscribe(cmd)) => {
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info!("unsubscribe {}", cmd.market_id);
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// match
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let unsubscribed = peer.level_subscriptions.remove(&cmd.market_id);
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let res = if unsubscribed {
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StatusResponse {
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success: true,
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message: "unsubscribed",
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}
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} else {
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StatusResponse {
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success: false,
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message: "not subscribed",
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}
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};
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
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.unwrap();
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}
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Ok(Command::GetMarkets) => {
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info!("getMarkets");
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&market_ids).unwrap()))
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.unwrap();
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}
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Err(err) => {
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info!("error deserializing user input {:?}", err);
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let res = StatusResponse {
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success: false,
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message: "invalid input",
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};
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&res).unwrap()))
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.unwrap();
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}
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};
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future::ok(())
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}
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fn send_checkpoint<T>(checkpoint_map: &Mutex<HashMap<String, T>>, market_id: &str, peer: &Peer)
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where
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T: Serialize,
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{
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let checkpoint_map = checkpoint_map.lock().unwrap();
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let checkpoint = checkpoint_map.get(market_id);
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match checkpoint {
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Some(checkpoint) => {
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peer.sender
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.unbounded_send(Message::Text(serde_json::to_string(&checkpoint).unwrap()))
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.unwrap();
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}
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None => info!("no checkpoint available on client subscription"), // todo: what to do here?
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}
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}
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#[tokio::main]
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async fn main() -> anyhow::Result<()> {
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solana_logger::setup_with_default("info");
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let exit: Arc<AtomicBool> = Arc::new(AtomicBool::new(false));
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// load config
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let args: Vec<String> = std::env::args().collect();
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if args.len() < 2 {
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eprintln!("Please enter a config file path argument");
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return Ok(());
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}
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let config: Config = {
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let mut file = File::open(&args[1])?;
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let mut contents = String::new();
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file.read_to_string(&mut contents)?;
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toml::from_str(&contents).unwrap()
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};
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// setup metrics
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let metrics_tx = metrics::start(config.metrics, "orderbook".into());
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let metrics_opened_connections =
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metrics_tx.register_u64("orderbook_opened_connections".into(), MetricType::Counter);
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let metrics_closed_connections =
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metrics_tx.register_u64("orderbook_closed_connections".into(), MetricType::Counter);
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// load mango group and markets from rpc
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let rpc_url = match &config.rpc_http_url.chars().next().unwrap() {
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'$' => env::var(&config.rpc_http_url[1..]).expect("reading rpc url from env"),
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_ => config.rpc_http_url.clone(),
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};
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let ws_url = rpc_url.replace("https", "wss");
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let rpc_timeout = Duration::from_secs(10);
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let cluster = Cluster::Custom(rpc_url.clone(), ws_url.clone());
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let client = Client::new(
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cluster.clone(),
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CommitmentConfig::processed(),
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Arc::new(Keypair::new()),
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Some(rpc_timeout),
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TransactionBuilderConfig::default(),
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);
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let group_context = Arc::new(
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MangoGroupContext::new_from_rpc(
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client.rpc_async(),
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Pubkey::from_str(&config.mango_group).unwrap(),
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)
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.await?,
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);
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// todo: reload markets at intervals
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let market_configs: Vec<(Pubkey, MarketConfig)> = group_context
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.perp_markets
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.values()
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.map(|context| {
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let quote_decimals = match group_context.tokens.get(&context.settle_token_index) {
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Some(token) => token.decimals,
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None => panic!("token not found for market"), // todo: default to 6 for usdc?
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};
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(
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context.address,
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MarketConfig {
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name: context.name.clone(),
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bids: context.bids,
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asks: context.asks,
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event_queue: context.event_queue,
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oracle: context.oracle,
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base_decimals: context.base_decimals,
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quote_decimals,
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base_lot_size: context.base_lot_size,
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quote_lot_size: context.quote_lot_size,
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},
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)
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})
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.collect();
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let serum_market_configs: Vec<(Pubkey, MarketConfig)> = group_context
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.serum3_markets
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.values()
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.map(|context| {
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let base_decimals = match group_context.tokens.get(&context.base_token_index) {
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Some(token) => token.decimals,
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None => panic!("token not found for market"), // todo: default?
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};
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let quote_decimals = match group_context.tokens.get(&context.quote_token_index) {
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Some(token) => token.decimals,
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None => panic!("token not found for market"), // todo: default to 6 for usdc?
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};
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(
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context.serum_market_external,
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MarketConfig {
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name: context.name.clone(),
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bids: context.bids,
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asks: context.asks,
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event_queue: context.event_q,
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oracle: Pubkey::default(), // serum markets dont support oracle peg
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base_decimals,
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quote_decimals,
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base_lot_size: context.coin_lot_size as i64,
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quote_lot_size: context.pc_lot_size as i64,
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},
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)
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})
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.collect();
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let market_pubkey_strings: HashMap<String, String> =
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[market_configs.clone(), serum_market_configs.clone()]
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.concat()
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.iter()
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.map(|market| (market.0.to_string(), market.1.name.clone()))
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.collect::<Vec<(String, String)>>()
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.into_iter()
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.collect();
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|
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let (account_write_queue_sender, slot_queue_sender, orderbook_receiver) =
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orderbook_filter::init(
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market_configs.clone(),
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serum_market_configs.clone(),
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metrics_tx.clone(),
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exit.clone(),
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)
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.await?;
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let level_checkpoints = LevelCheckpointMap::new(Mutex::new(HashMap::new()));
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let book_checkpoints = BookCheckpointMap::new(Mutex::new(HashMap::new()));
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let peers = PeerMap::new(Mutex::new(HashMap::new()));
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|
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// orderbook receiver
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{
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let level_checkpoints = level_checkpoints.clone();
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let book_checkpoints = book_checkpoints.clone();
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let peers = peers.clone();
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let exit = exit.clone();
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tokio::spawn(async move {
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pin!(orderbook_receiver);
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loop {
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if exit.load(Ordering::Relaxed) {
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warn!("shutting down orderbook receiver...");
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break;
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}
|
|
|
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let message: OrderbookFilterMessage = orderbook_receiver.recv().await.unwrap();
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match message {
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OrderbookFilterMessage::LevelUpdate(update) => {
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debug!("ws level update {} {:?}", update.market, update.side);
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let mut peer_copy = peers.lock().unwrap().clone();
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for (addr, peer) in peer_copy.iter_mut() {
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let json = serde_json::to_string(&update).unwrap();
|
|
|
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// only send updates if the peer is subscribed
|
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if peer.level_subscriptions.contains(&update.market) {
|
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let result = peer.sender.send(Message::Text(json)).await;
|
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if result.is_err() {
|
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error!(
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"ws level update {} {:?} could not reach {}",
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update.market, update.side, addr
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);
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}
|
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}
|
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}
|
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}
|
|
OrderbookFilterMessage::LevelCheckpoint(checkpoint) => {
|
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debug!("ws level checkpoint {}", checkpoint.market);
|
|
level_checkpoints
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.lock()
|
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.unwrap()
|
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.insert(checkpoint.market.clone(), checkpoint);
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}
|
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OrderbookFilterMessage::BookUpdate(update) => {
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debug!("ws book update {} {:?}", update.market, update.side);
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let mut peer_copy = peers.lock().unwrap().clone();
|
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for (addr, peer) in peer_copy.iter_mut() {
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let json = serde_json::to_string(&update).unwrap();
|
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|
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// only send updates if the peer is subscribed
|
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if peer.book_subscriptions.contains(&update.market) {
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let result = peer.sender.send(Message::Text(json)).await;
|
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if result.is_err() {
|
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error!(
|
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"ws book update {} {:?} could not reach {}",
|
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update.market, update.side, addr
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);
|
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}
|
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}
|
|
}
|
|
}
|
|
OrderbookFilterMessage::BookCheckpoint(checkpoint) => {
|
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debug!("ws book checkpoint {}", checkpoint.market);
|
|
book_checkpoints
|
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.lock()
|
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.unwrap()
|
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.insert(checkpoint.market.clone(), checkpoint);
|
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}
|
|
}
|
|
}
|
|
});
|
|
}
|
|
|
|
// websocket server
|
|
{
|
|
info!("ws listen: {}", config.bind_ws_addr);
|
|
let try_socket = TcpListener::bind(&config.bind_ws_addr).await;
|
|
let listener = try_socket.expect("Failed to bind");
|
|
let exit = exit.clone();
|
|
let peers = peers.clone();
|
|
tokio::spawn(async move {
|
|
// Let's spawn the handling of each connection in a separate task.
|
|
while let Ok((stream, addr)) = listener.accept().await {
|
|
if exit.load(Ordering::Relaxed) {
|
|
warn!("shutting down websocket server...");
|
|
break;
|
|
}
|
|
tokio::spawn(handle_connection_error(
|
|
level_checkpoints.clone(),
|
|
book_checkpoints.clone(),
|
|
peers.clone(),
|
|
market_pubkey_strings.clone(),
|
|
stream,
|
|
addr,
|
|
metrics_opened_connections.clone(),
|
|
metrics_closed_connections.clone(),
|
|
));
|
|
}
|
|
});
|
|
}
|
|
|
|
// keepalive
|
|
{
|
|
let exit = exit.clone();
|
|
let peers = peers.clone();
|
|
tokio::spawn(async move {
|
|
let mut write_interval = mango_v4_client::delay_interval(time::Duration::from_secs(30));
|
|
|
|
loop {
|
|
if exit.load(Ordering::Relaxed) {
|
|
warn!("shutting down keepalive...");
|
|
break;
|
|
}
|
|
|
|
write_interval.tick().await;
|
|
let peers_copy = peers.lock().unwrap().clone();
|
|
for (addr, peer) in peers_copy.iter() {
|
|
let pl = Vec::new();
|
|
let result = peer.clone().sender.send(Message::Ping(pl)).await;
|
|
if result.is_err() {
|
|
error!("ws ping could not reach {}", addr);
|
|
}
|
|
}
|
|
}
|
|
});
|
|
}
|
|
|
|
// handle sigint
|
|
{
|
|
let exit = exit.clone();
|
|
tokio::spawn(async move {
|
|
tokio::signal::ctrl_c().await.unwrap();
|
|
info!("Received SIGINT, shutting down...");
|
|
exit.store(true, Ordering::Relaxed);
|
|
});
|
|
}
|
|
|
|
info!(
|
|
"rpc connect: {}",
|
|
config
|
|
.source
|
|
.grpc_sources
|
|
.iter()
|
|
.map(|c| c.connection_string.clone())
|
|
.collect::<String>()
|
|
);
|
|
|
|
let relevant_pubkeys = [market_configs.clone(), serum_market_configs.clone()]
|
|
.concat()
|
|
.iter()
|
|
.flat_map(|m| [m.1.bids, m.1.asks])
|
|
.collect_vec();
|
|
let filter_config = FilterConfig {
|
|
entity_filter: FilterByAccountIds(
|
|
[
|
|
relevant_pubkeys,
|
|
market_configs
|
|
.iter()
|
|
.map(|(_, mkt)| mkt.oracle)
|
|
.collect_vec(),
|
|
]
|
|
.concat()
|
|
.to_vec(),
|
|
),
|
|
};
|
|
let use_geyser = true;
|
|
if use_geyser {
|
|
grpc_plugin_source::process_events(
|
|
&config.source,
|
|
&filter_config,
|
|
account_write_queue_sender,
|
|
slot_queue_sender,
|
|
metrics_tx.clone(),
|
|
exit.clone(),
|
|
)
|
|
.await;
|
|
} else {
|
|
websocket_source::process_events(
|
|
&config.source,
|
|
&filter_config,
|
|
account_write_queue_sender,
|
|
slot_queue_sender,
|
|
)
|
|
.await;
|
|
}
|
|
|
|
Ok(())
|
|
}
|