Basic L2 differ
This commit is contained in:
waterquarks
parent
c4ff20f92b
commit
7e4f42dc4d
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@ -0,0 +1,8 @@
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# Default ignored files
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/shelf/
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/workspace.xml
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# Editor-based HTTP Client requests
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/httpRequests/
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# Datasource local storage ignored files
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/dataSources/
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/dataSources.local.xml
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@ -0,0 +1,7 @@
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<component name="InspectionProjectProfileManager">
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<profile version="1.0">
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<option name="myName" value="Project Default" />
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<inspection_tool class="Eslint" enabled="true" level="WARNING" enabled_by_default="true" />
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<inspection_tool class="JSHint" enabled="true" level="ERROR" enabled_by_default="true" />
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</profile>
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</component>
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@ -0,0 +1,6 @@
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<component name="InspectionProjectProfileManager">
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<settings>
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<option name="USE_PROJECT_PROFILE" value="false" />
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<version value="1.0" />
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</settings>
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</component>
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@ -0,0 +1,4 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<project version="4">
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<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.8" project-jdk-type="Python SDK" />
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</project>
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@ -0,0 +1,8 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<project version="4">
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<component name="ProjectModuleManager">
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<modules>
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<module fileurl="file://$PROJECT_DIR$/.idea/solana-accountsdb-connector.iml" filepath="$PROJECT_DIR$/.idea/solana-accountsdb-connector.iml" />
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</modules>
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</component>
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</project>
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@ -0,0 +1,19 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<module type="PYTHON_MODULE" version="4">
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<component name="NewModuleRootManager">
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<content url="file://$MODULE_DIR$">
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<sourceFolder url="file://$MODULE_DIR$/connector-mango/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/connector-raw/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/geyser-plugin-grpc/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/lib/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/service-mango-fills/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/service-mango-pnl/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/scratch/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/trackoor/src" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/trackoor/src" isTestSource="false" />
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<excludeFolder url="file://$MODULE_DIR$/target" />
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</content>
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<orderEntry type="inheritedJdk" />
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<orderEntry type="sourceFolder" forTests="false" />
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</component>
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</module>
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@ -0,0 +1,6 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<project version="4">
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<component name="VcsDirectoryMappings">
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<mapping directory="$PROJECT_DIR$" vcs="Git" />
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</component>
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</project>
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@ -2784,9 +2784,37 @@ dependencies = [
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"enumflags2",
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"fixed",
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"fixed-macro",
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"mango-common",
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"mango-logs",
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"mango-macro",
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"mango-common 3.0.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"mango-logs 0.1.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"mango-macro 3.0.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"num_enum",
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"pyth-client",
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"safe-transmute",
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"serde",
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"serum_dex",
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"solana-program",
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"spl-token",
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"static_assertions",
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"switchboard-program",
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"switchboard-utils",
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"thiserror",
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]
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[[package]]
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name = "mango"
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version = "3.6.1"
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dependencies = [
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"anchor-lang",
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"arrayref",
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"bincode",
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"bs58 0.4.0",
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"bytemuck",
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"enumflags2",
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"fixed",
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"fixed-macro",
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"mango-common 3.0.0",
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"mango-logs 0.1.0",
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"mango-macro 3.0.0",
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"num_enum",
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"pyth-client",
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"safe-transmute",
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@ -2800,6 +2828,14 @@ dependencies = [
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"thiserror",
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]
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[[package]]
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name = "mango-common"
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version = "3.0.0"
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dependencies = [
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"bytemuck",
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"solana-program",
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]
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[[package]]
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name = "mango-common"
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version = "3.0.0"
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@ -2809,6 +2845,14 @@ dependencies = [
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"solana-program",
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]
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[[package]]
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name = "mango-logs"
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version = "0.1.0"
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dependencies = [
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"anchor-lang",
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"base64 0.13.0",
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]
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[[package]]
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name = "mango-logs"
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version = "0.1.0"
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@ -2818,13 +2862,25 @@ dependencies = [
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"base64 0.13.0",
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]
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[[package]]
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name = "mango-macro"
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version = "3.0.0"
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dependencies = [
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"bytemuck",
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"mango-common 3.0.0",
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"quote 1.0.21",
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"safe-transmute",
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"solana-program",
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"syn 1.0.99",
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]
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[[package]]
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name = "mango-macro"
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version = "3.0.0"
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source = "git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10#64892f4ab0837c7fd260956867ee30a1a941d625"
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dependencies = [
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"bytemuck",
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"mango-common",
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"mango-common 3.0.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"quote 1.0.21",
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"safe-transmute",
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"solana-program",
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@ -4529,6 +4585,26 @@ version = "1.1.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "d29ab0c6d3fc0ee92fe66e2d99f700eab17a8d57d1c1d3b748380fb20baa78cd"
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[[package]]
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name = "scratch"
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version = "0.1.0"
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dependencies = [
|
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"anyhow",
|
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"arrayref",
|
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"async-channel",
|
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"bytemuck",
|
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"log 0.4.17",
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"mango 3.6.1",
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"serde",
|
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"serde_derive",
|
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"solana-geyser-connector-lib",
|
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"solana-logger",
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"solana-sdk",
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"sqlite",
|
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"tokio",
|
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"toml",
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]
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[[package]]
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name = "scroll"
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version = "0.10.2"
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@ -4751,8 +4827,8 @@ dependencies = [
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"fixed",
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"jsonrpsee",
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"log 0.4.17",
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"mango",
|
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"mango-common",
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"mango 3.5.1",
|
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"mango-common 3.0.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"serde",
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"serde_derive",
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"solana-geyser-connector-lib",
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@ -5278,7 +5354,7 @@ dependencies = [
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"jsonrpc-core 18.0.0 (registry+https://github.com/rust-lang/crates.io-index)",
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"jsonrpc-core-client",
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"log 0.4.17",
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"mango",
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"mango 3.5.1",
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"native-tls",
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"postgres-native-tls",
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"postgres-types",
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|
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@ -5309,8 +5385,8 @@ dependencies = [
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"bs58 0.3.1",
|
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"fixed",
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"log 0.4.17",
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"mango",
|
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"mango-common",
|
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"mango 3.5.1",
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"mango-common 3.0.0 (git+https://github.com/blockworks-foundation/mango-v3?branch=pan/solana-1.10)",
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"postgres-types",
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"postgres_query",
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"solana-geyser-connector-lib",
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@ -5358,22 +5434,6 @@ dependencies = [
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"toml",
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]
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[[package]]
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name = "solana-geyser-connector-trace"
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version = "0.1.0"
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dependencies = [
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"anyhow",
|
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"async-channel",
|
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"log 0.4.17",
|
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"serde",
|
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"serde_derive",
|
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"solana-geyser-connector-lib",
|
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"solana-logger",
|
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"solana-sdk",
|
||||
"tokio",
|
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"toml",
|
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]
|
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|
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[[package]]
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name = "solana-geyser-plugin-interface"
|
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version = "1.10.35"
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|
|
@ -6214,6 +6274,36 @@ dependencies = [
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"thiserror",
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]
|
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|
||||
[[package]]
|
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name = "sqlite"
|
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version = "0.27.0"
|
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source = "registry+https://github.com/rust-lang/crates.io-index"
|
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checksum = "e2df8edd55685048550daaaf2be9024182f3523086cc86f7d50c136e55173e8c"
|
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dependencies = [
|
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"libc",
|
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"sqlite3-sys",
|
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]
|
||||
|
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[[package]]
|
||||
name = "sqlite3-src"
|
||||
version = "0.4.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d1815a7a02c996eb8e5c64f61fcb6fd9b12e593ce265c512c5853b2513635691"
|
||||
dependencies = [
|
||||
"cc",
|
||||
"pkg-config",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "sqlite3-sys"
|
||||
version = "0.14.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d47c99824fc55360ba00caf28de0b8a0458369b832e016a64c13af0ad9fbb9ee"
|
||||
dependencies = [
|
||||
"libc",
|
||||
"sqlite3-src",
|
||||
]
|
||||
|
||||
[[package]]
|
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name = "stable_deref_trait"
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version = "1.2.0"
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|
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@ -7050,6 +7140,26 @@ dependencies = [
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"tracing",
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]
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[[package]]
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name = "trackoor"
|
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version = "0.1.0"
|
||||
dependencies = [
|
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"anyhow",
|
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"arrayref",
|
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"async-channel",
|
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"bytemuck",
|
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"itertools 0.10.3",
|
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"log 0.4.17",
|
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"mango 3.6.1",
|
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"serde",
|
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"serde_derive",
|
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"solana-geyser-connector-lib",
|
||||
"solana-logger",
|
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"solana-sdk",
|
||||
"tokio",
|
||||
"toml",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "traitobject"
|
||||
version = "0.1.0"
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||||
|
|
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|
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@ -4,9 +4,10 @@ members = [
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"lib",
|
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"connector-raw",
|
||||
"connector-mango",
|
||||
"connector-trace",
|
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"trackoor",
|
||||
"service-mango-fills",
|
||||
"service-mango-pnl",
|
||||
"scratch"
|
||||
]
|
||||
|
||||
|
||||
|
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@ -0,0 +1,53 @@
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bind_ws_addr = "0.0.0.0:2082"
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[source]
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dedup_queue_size = 50000
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rpc_ws_url = ""
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||||
|
||||
[[source.grpc_sources]]
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name = "accountsdb-client"
|
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connection_string = "http://chi5.rpcpool.com:10001"
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retry_connection_sleep_secs = 30
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|
||||
[source.grpc_sources.tls]
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||||
ca_cert_path = "ca-devnet.pem"
|
||||
client_cert_path = "client-devnet.pem"
|
||||
client_key_path = "client-devnet.pem"
|
||||
domain_name = "mango-accountsdb.rpcpool.com"
|
||||
|
||||
[source.snapshot]
|
||||
rpc_http_url = "http://mango.devnet.rpcpool.com/"
|
||||
program_id = "4skJ85cdxQAFVKbcGgfun8iZPL7BadVYXG3kGEGkufqA"
|
||||
|
||||
[[markets]]
|
||||
name = "MNGO-PERP"
|
||||
event_queue = "uaUCSQejWYrDeYSuvn4As4kaCwJ2rLnRQSsSjY3ogZk"
|
||||
|
||||
[[markets]]
|
||||
name = "ETH-PERP"
|
||||
event_queue = "8WLv5fKLYkyZpFG74kRmp2RALHQFcNKmH7eJn8ebHC13"
|
||||
|
||||
[[markets]]
|
||||
name = "SOL-PERP"
|
||||
event_queue = "CZ5MCRvkN38d5pnZDDEEyMiED3drgDUVpEUjkuJq31Kf"
|
||||
|
||||
[[markets]]
|
||||
name = "ADA-PERP"
|
||||
event_queue = "5v5fz2cCSy2VvrgVf5Vu7PF23RiZjv6BL36bgg48bA1c"
|
||||
|
||||
[[markets]]
|
||||
name = "FTT-PERP"
|
||||
event_queue = "7rswj7FVZcMYUKxcTLndZhWBmuVNc2GuxqjuXU8KcPWv"
|
||||
|
||||
[[markets]]
|
||||
name = "AVAX-PERP"
|
||||
event_queue = "4b7NqjqWoQoQh9V3dubfjkLPQVNJijwAwr7D9q6vTqqd"
|
||||
|
||||
[[markets]]
|
||||
name = "BNB-PERP"
|
||||
event_queue = "96Y87LTz5Mops7wdT9EJo1eM79XToKYJJmRZxNatV85d"
|
||||
|
||||
[[markets]]
|
||||
name = "MATIC-PERP"
|
||||
event_queue = "77maU5zdfYayqhqjBi2ocosM4PXvPXxbps2Up7dxDsMR"
|
||||
|
||||
|
|
@ -1,103 +0,0 @@
|
|||
use {
|
||||
log::*,
|
||||
serde::Deserialize,
|
||||
solana_geyser_connector_lib::{chain_data::*, *},
|
||||
solana_sdk::{account::WritableAccount, clock::Epoch, pubkey::Pubkey},
|
||||
std::{fs::File, io::Read, str::FromStr},
|
||||
};
|
||||
|
||||
#[derive(Clone, Debug, Deserialize)]
|
||||
pub struct Config {
|
||||
pub source: SourceConfig,
|
||||
}
|
||||
|
||||
#[tokio::main]
|
||||
async fn main() -> anyhow::Result<()> {
|
||||
let args: Vec<String> = std::env::args().collect();
|
||||
if args.len() < 2 {
|
||||
println!("requires a config file argument");
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
let config: Config = {
|
||||
let mut file = File::open(&args[1])?;
|
||||
let mut contents = String::new();
|
||||
file.read_to_string(&mut contents)?;
|
||||
toml::from_str(&contents).unwrap()
|
||||
};
|
||||
|
||||
solana_logger::setup_with_default("info");
|
||||
info!("startup");
|
||||
|
||||
let metrics_tx = metrics::start();
|
||||
|
||||
let (account_write_queue_sender, account_write_queue_receiver) =
|
||||
async_channel::unbounded::<AccountWrite>();
|
||||
let (slot_queue_sender, slot_queue_receiver) = async_channel::unbounded::<SlotUpdate>();
|
||||
let mut chain_cache = ChainData::new();
|
||||
// SOL-PERP event q
|
||||
let events_pk = Pubkey::from_str("31cKs646dt1YkA3zPyxZ7rUAkxTBz279w4XEobFXcAKP").unwrap();
|
||||
let mut last_ev_q_version = (0u64, 0u64);
|
||||
|
||||
tokio::spawn(async move {
|
||||
loop {
|
||||
tokio::select! {
|
||||
Ok(account_write) = account_write_queue_receiver.recv() => {
|
||||
trace!("account write slot:{} pk:{:?} wv:{}", account_write.slot, account_write.pubkey, account_write.write_version);
|
||||
|
||||
if account_write.pubkey == events_pk {
|
||||
info!("account write slot:{} pk:{:?} wv:{}", account_write.slot, account_write.pubkey, account_write.write_version);
|
||||
|
||||
}
|
||||
|
||||
chain_cache.update_account(
|
||||
account_write.pubkey,
|
||||
AccountData {
|
||||
slot: account_write.slot,
|
||||
write_version: account_write.write_version,
|
||||
account: WritableAccount::create(
|
||||
account_write.lamports,
|
||||
account_write.data.clone(),
|
||||
account_write.owner,
|
||||
account_write.executable,
|
||||
account_write.rent_epoch as Epoch,
|
||||
),
|
||||
},
|
||||
);
|
||||
}
|
||||
Ok(slot_update) = slot_queue_receiver.recv() => {
|
||||
|
||||
chain_cache.update_slot(SlotData {
|
||||
slot: slot_update.slot,
|
||||
parent: slot_update.parent,
|
||||
status: slot_update.status,
|
||||
chain: 0,
|
||||
});
|
||||
info!("slot update {} {:?} {:?}", slot_update.slot, slot_update.parent, slot_update.status);
|
||||
|
||||
}
|
||||
};
|
||||
|
||||
let events_acc = chain_cache.account(&events_pk);
|
||||
if events_acc.is_ok() {
|
||||
let acc = events_acc.unwrap();
|
||||
|
||||
let ev_q_version = (acc.slot, acc.write_version);
|
||||
if ev_q_version != last_ev_q_version {
|
||||
info!("chain cache slot:{} wv:{}", acc.slot, acc.write_version);
|
||||
last_ev_q_version = ev_q_version;
|
||||
}
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
grpc_plugin_source::process_events(
|
||||
&config.source,
|
||||
account_write_queue_sender,
|
||||
slot_queue_sender,
|
||||
metrics_tx,
|
||||
)
|
||||
.await;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
|
@ -0,0 +1,22 @@
|
|||
[package]
|
||||
name = "scratch"
|
||||
version = "0.1.0"
|
||||
edition = "2021"
|
||||
|
||||
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
|
||||
|
||||
[dependencies]
|
||||
solana-geyser-connector-lib = { path = "../lib" }
|
||||
solana-logger = "=1.10.35"
|
||||
solana-sdk = "=1.10.35"
|
||||
log = "0.4"
|
||||
tokio = { version = "1", features = ["full"] }
|
||||
anyhow = "1.0"
|
||||
async-channel = "1.6"
|
||||
serde = "1.0"
|
||||
serde_derive = "1.0.130"
|
||||
toml = "0.5"
|
||||
mango = { path = "../../mango-v3/program" }
|
||||
bytemuck = "*"
|
||||
arrayref = "*"
|
||||
sqlite = "*"
|
||||
|
|
@ -0,0 +1,13 @@
|
|||
fn main() {
|
||||
let connection = sqlite::open(":memory:").unwrap();
|
||||
|
||||
connection
|
||||
.execute(
|
||||
"
|
||||
CREATE TABLE users (name TEXT, age INTEGER);
|
||||
INSERT INTO users VALUES ('Alice', 42);
|
||||
INSERT INTO users VALUES ('Bob', 69);
|
||||
",
|
||||
)
|
||||
.unwrap();
|
||||
}
|
||||
|
|
@ -1,5 +1,5 @@
|
|||
[package]
|
||||
name = "solana-geyser-connector-trace"
|
||||
name = "trackoor"
|
||||
version = "0.1.0"
|
||||
authors = ["Maximilian Schneider <max@mango.markets>"]
|
||||
edition = "2018"
|
||||
|
|
@ -15,3 +15,7 @@ async-channel = "1.6"
|
|||
serde = "1.0"
|
||||
serde_derive = "1.0.130"
|
||||
toml = "0.5"
|
||||
mango = { path = "../../mango-v3/program" }
|
||||
bytemuck = "*"
|
||||
arrayref = "*"
|
||||
itertools = "*"
|
||||
|
|
@ -0,0 +1,194 @@
|
|||
use std::any::Any;
|
||||
use std::ops::Div;
|
||||
use std::time::{SystemTime, UNIX_EPOCH};
|
||||
|
||||
use arrayref::array_ref;
|
||||
use itertools::Itertools;
|
||||
use mango::matching::{AnyNode, BookSide, LeafNode, NodeHandle};
|
||||
use mango::queue::{AnyEvent, EventQueueHeader, EventType, FillEvent};
|
||||
|
||||
use {
|
||||
log::*,
|
||||
serde::Deserialize,
|
||||
solana_geyser_connector_lib::{*, chain_data::*},
|
||||
solana_sdk::{account::{ReadableAccount, WritableAccount}, clock::Epoch, pubkey::Pubkey},
|
||||
std::{fs::File, io::Read, mem::size_of, str::FromStr},
|
||||
};
|
||||
|
||||
#[derive(Clone, Debug, Deserialize)]
|
||||
pub struct Config {
|
||||
pub source: SourceConfig,
|
||||
}
|
||||
|
||||
#[tokio::main]
|
||||
async fn main() -> anyhow::Result<()> {
|
||||
let args: Vec<String> = std::env::args().collect();
|
||||
|
||||
solana_logger::setup_with_default("info");
|
||||
|
||||
if args.len() < 2 {
|
||||
eprintln!("Please enter a config file path argument.");
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
let config: Config = {
|
||||
let mut file = File::open(&args[1])?;
|
||||
let mut contents = String::new();
|
||||
file.read_to_string(&mut contents)?;
|
||||
toml::from_str(&contents).unwrap()
|
||||
};
|
||||
|
||||
let metrics_tx = metrics::start();
|
||||
|
||||
let (account_write_queue_sender, account_write_queue_receiver) =
|
||||
async_channel::unbounded::<AccountWrite>();
|
||||
|
||||
let (slot_queue_sender, slot_queue_receiver) = async_channel::unbounded::<SlotUpdate>();
|
||||
|
||||
let mut chain_cache = ChainData::new();
|
||||
|
||||
let events_pk = Pubkey::from_str("Fu8q5EiFunGwSRrjFKjRUoMABj5yCoMEPccMbUiAT6PD").unwrap();
|
||||
|
||||
tokio::spawn(async move {
|
||||
let mut trailing_l2_snapshot: Option<Vec<(i64, i64)>> = None;
|
||||
|
||||
loop {
|
||||
tokio::select! {
|
||||
Ok(account_write) = account_write_queue_receiver.recv() => {
|
||||
if account_write.pubkey != events_pk {
|
||||
continue;
|
||||
}
|
||||
|
||||
chain_cache.update_account(
|
||||
account_write.pubkey,
|
||||
AccountData {
|
||||
slot: account_write.slot,
|
||||
write_version: account_write.write_version,
|
||||
account: WritableAccount::create(
|
||||
account_write.lamports,
|
||||
account_write.data.clone(),
|
||||
account_write.owner,
|
||||
account_write.executable,
|
||||
account_write.rent_epoch as Epoch,
|
||||
),
|
||||
},
|
||||
);
|
||||
|
||||
info!("account write slot:{} pk:{:?} wv:{}", account_write.slot, account_write.pubkey, account_write.write_version);
|
||||
|
||||
let cache = chain_cache.account(&events_pk);
|
||||
|
||||
if cache.is_err() {
|
||||
continue;
|
||||
}
|
||||
|
||||
let book_side: &BookSide = bytemuck::from_bytes(cache.unwrap().account.data());
|
||||
|
||||
let current_l2_snapshot: Vec<(i64, i64)> = book_side
|
||||
.iter_valid(SystemTime::now().duration_since(UNIX_EPOCH).unwrap().as_secs())
|
||||
.map(|(node_handle, leaf_node)| (leaf_node.price(), leaf_node.quantity))
|
||||
.group_by(|(price, quantity)| *price)
|
||||
.into_iter()
|
||||
.map(|(price, group)| (price, group.map(|(price, quantity)| quantity).fold(0, |acc, x| acc + x)))
|
||||
.collect();
|
||||
|
||||
// TODO: Figure out how to run the diff only at the end of each block instead of at every write
|
||||
|
||||
info!("{:?}", ¤t_l2_snapshot[0..3]);
|
||||
|
||||
let mut diff: Vec<(i64, i64)> = vec!();
|
||||
|
||||
if let Some(ref previous_l2_snapshot) = trailing_l2_snapshot {
|
||||
println!("Previous snapshot - diff and send deltas.");
|
||||
|
||||
for previous_order in previous_l2_snapshot {
|
||||
let (previous_order_price, previous_order_size) = *previous_order;
|
||||
|
||||
let peer = current_l2_snapshot
|
||||
.iter()
|
||||
.find(|&(current_order_price, current_order_size)| previous_order_price == *current_order_price);
|
||||
|
||||
match peer {
|
||||
None => diff.push((previous_order_price, 0)),
|
||||
_ => continue
|
||||
}
|
||||
}
|
||||
|
||||
for current_order in ¤t_l2_snapshot {
|
||||
let (current_order_price, current_order_size) = *current_order;
|
||||
|
||||
let peer = previous_l2_snapshot
|
||||
.iter()
|
||||
.find(|&(previous_order_price, previous_order_size)| *previous_order_price == current_order_price);
|
||||
|
||||
match peer {
|
||||
Some(previous_order) => {
|
||||
let (previous_order_price, previous_order_size) = previous_order;
|
||||
|
||||
if *previous_order_size == current_order_size {
|
||||
continue;
|
||||
}
|
||||
|
||||
diff.push(current_order.clone());
|
||||
},
|
||||
None => diff.push(current_order.clone())
|
||||
}
|
||||
}
|
||||
} else {
|
||||
println!("No previous snapshot - just send over the current one.");
|
||||
|
||||
for current_order in ¤t_l2_snapshot {
|
||||
diff.push(current_order.clone());
|
||||
}
|
||||
}
|
||||
|
||||
let base_decimals = 9 as f64;
|
||||
|
||||
let quote_decimals = 6 as f64;
|
||||
|
||||
let quote_lot_size = 100 as f64;
|
||||
|
||||
let base_lot_size = 10000000 as f64;
|
||||
|
||||
let price_lots_to_ui_convertor = (10 as f64)
|
||||
.powf(base_decimals - quote_decimals)
|
||||
* quote_lot_size
|
||||
/ base_lot_size;
|
||||
|
||||
let base_lots_to_ui_convertor = base_lot_size / (10 as f64).powf(base_decimals);
|
||||
|
||||
// let price_ui = leaf_node.price() as f64 * price_lots_to_ui_convertor;
|
||||
//
|
||||
// let quantity_ui = leaf_node.quantity as f64 * base_lots_to_ui_convertor;
|
||||
|
||||
println!(
|
||||
"{:#?}",
|
||||
diff.iter().map(|(price, quantity)| (*price as f64 * price_lots_to_ui_convertor, *quantity as f64 * base_lots_to_ui_convertor)).collect::<Vec<(f64, f64)>>()
|
||||
);
|
||||
|
||||
trailing_l2_snapshot = Some(current_l2_snapshot);
|
||||
}
|
||||
Ok(slot_update) = slot_queue_receiver.recv() => {
|
||||
chain_cache.update_slot(SlotData {
|
||||
slot: slot_update.slot,
|
||||
parent: slot_update.parent,
|
||||
status: slot_update.status,
|
||||
chain: 0,
|
||||
});
|
||||
|
||||
info!("slot update {} {:?} {:?}", slot_update.slot, slot_update.parent, slot_update.status);
|
||||
}
|
||||
};
|
||||
}
|
||||
});
|
||||
|
||||
grpc_plugin_source::process_events(
|
||||
&config.source,
|
||||
account_write_queue_sender,
|
||||
slot_queue_sender,
|
||||
metrics_tx,
|
||||
)
|
||||
.await;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
Loading…
Reference in New Issue