AccountWriteFilter generic router to process account writes for different modules in the same process

This commit is contained in:
Maximilian Schneider 2023-02-07 17:22:21 +09:00
parent c872d32943
commit ffe776b70d
6 changed files with 398 additions and 258 deletions

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@ -0,0 +1,137 @@
use crate::{
chain_data::{AccountData, ChainData, SlotData},
metrics::Metrics,
AccountWrite, SlotUpdate,
};
use anchor_lang::prelude::Pubkey;
use async_trait::async_trait;
use log::*;
use solana_sdk::{account::WritableAccount, stake_history::Epoch};
use std::{
collections::{BTreeSet, HashMap},
sync::Arc,
time::{Duration, Instant},
};
#[async_trait]
pub trait AccountWriteSink {
async fn process(&self, pubkey: &Pubkey, account: &AccountData) -> Result<(), String>;
}
#[derive(Clone)]
pub struct AccountWriteRoute {
pub matched_pubkeys: Vec<Pubkey>,
pub sink: Arc<dyn AccountWriteSink + Send + Sync>,
pub timeout_interval: Duration,
}
#[derive(Clone, Debug)]
struct AcountWriteRecord {
slot: u64,
write_version: u64,
timestamp: Instant,
}
pub fn init(
routes: Vec<AccountWriteRoute>,
metrics_sender: Metrics,
) -> anyhow::Result<(
async_channel::Sender<AccountWrite>,
async_channel::Sender<SlotUpdate>,
)> {
// The actual message may want to also contain a retry count, if it self-reinserts on failure?
let (account_write_queue_sender, account_write_queue_receiver) =
async_channel::unbounded::<AccountWrite>();
// Slot updates flowing from the outside into the single processing thread. From
// there they'll flow into the postgres sending thread.
let (slot_queue_sender, slot_queue_receiver) = async_channel::unbounded::<SlotUpdate>();
let mut chain_data = ChainData::new(metrics_sender);
let mut last_updated = HashMap::<String, AcountWriteRecord>::new();
let all_queue_pks: BTreeSet<Pubkey> = routes
.iter()
.flat_map(|r| r.matched_pubkeys.iter())
.map(|pk| pk.clone())
.collect();
// update handling thread, reads both sloths and account updates
tokio::spawn(async move {
loop {
tokio::select! {
Ok(account_write) = account_write_queue_receiver.recv() => {
if all_queue_pks.contains(&account_write.pubkey) {
continue;
}
chain_data.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_data.update_slot(SlotData {
slot: slot_update.slot,
parent: slot_update.parent,
status: slot_update.status,
chain: 0,
});
}
}
for route in routes.iter() {
for pk in route.matched_pubkeys.iter() {
match chain_data.account(&pk) {
Ok(account_info) => {
let pk_b58 = pk.to_string();
if let Some(record) = last_updated.get(&pk_b58) {
let is_unchanged = account_info.slot == record.slot
&& account_info.write_version == record.write_version;
let is_throttled =
record.timestamp.elapsed() < route.timeout_interval;
if is_unchanged || is_throttled {
continue;
}
};
match route.sink.process(pk, account_info).await {
Ok(()) => {
// todo: metrics
last_updated.insert(
pk_b58.clone(),
AcountWriteRecord {
slot: account_info.slot,
write_version: account_info.write_version,
timestamp: Instant::now(),
},
);
}
Err(skip_reason) => {
// todo: metrics
}
}
}
Err(_) => {
// todo: metrics
}
}
}
}
}
});
Ok((account_write_queue_sender, slot_queue_sender))
}

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@ -1,3 +1,5 @@
pub mod account_write_filter;
pub mod chain_data;
pub mod fill_event_filter;
pub mod fill_event_postgres_target;

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@ -1,7 +1,10 @@
mod blockhash_poller;
mod mango_v4_perp_crank_sink;
mod openbook_crank_sink;
mod transaction_builder;
mod transaction_sender;
use anchor_client::{
solana_sdk::{commitment_config::CommitmentConfig, signature::Keypair},
Cluster,

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@ -0,0 +1,115 @@
use std::{
borrow::BorrowMut,
collections::{BTreeMap, BTreeSet},
convert::TryFrom,
};
use async_channel::Sender;
use async_trait::async_trait;
use log::*;
use solana_geyser_connector_lib::{
account_write_filter::AccountWriteSink, chain_data::AccountData,
};
use solana_sdk::{
account::ReadableAccount,
instruction::{AccountMeta, Instruction},
pubkey::Pubkey,
};
use bytemuck::cast_ref;
use mango_v4::state::FillEvent;
use anchor_lang::AccountDeserialize;
const MAX_BACKLOG: usize = 2;
pub struct MangoV4PerpCrankSink {
pks: BTreeMap<Pubkey, Pubkey>,
group_pk: Pubkey,
instruction_sender: Sender<Vec<Instruction>>,
}
impl MangoV4PerpCrankSink {
pub fn new(pks: Vec<(Pubkey, Pubkey)>, group_pk: Pubkey, instruction_sender: Sender<Vec<Instruction>>) -> Self {
Self {
pks: pks.iter().map(|e| e.clone()).collect(),
group_pk,
instruction_sender,
}
}
}
#[async_trait]
impl AccountWriteSink for MangoV4PerpCrankSink {
async fn process(&self, pk: &Pubkey, account: &AccountData) -> Result<(), String> {
let account = &account.account;
let event_queue: mango_v4::state::EventQueue =
mango_v4::state::EventQueue::try_deserialize(account.data().borrow_mut()).unwrap();
// only crank if at least 1 fill or a sufficient events of other categories are buffered
let contains_fill_events = event_queue
.iter()
.find(|e| e.event_type == mango_v4::state::EventType::Fill as u8)
.is_some();
let has_backlog = event_queue.iter().count() > MAX_BACKLOG;
if !contains_fill_events && !has_backlog {
return Err("throttled".into())
}
let mango_accounts: BTreeSet<_> = event_queue
.iter()
.take(10)
.flat_map(|e| {
match mango_v4::state::EventType::try_from(e.event_type).expect("mango v4 event") {
mango_v4::state::EventType::Fill => {
let fill: &mango_v4::state::FillEvent = cast_ref(e);
vec![fill.maker, fill.taker]
}
mango_v4::state::EventType::Out => {
let out: &mango_v4::state::OutEvent = cast_ref(e);
vec![out.owner]
}
mango_v4::state::EventType::Liquidate => vec![],
}
})
.collect();
let mkt_pk = self
.pks
.get(pk)
.expect(&format!("{pk:?} is a known public key"));
let mut ams: Vec<_> = anchor_lang::ToAccountMetas::to_account_metas(
&mango_v4::accounts::PerpConsumeEvents {
group: self.group_pk,
perp_market: *mkt_pk,
event_queue: *pk,
},
None,
);
ams.append(
&mut mango_accounts
.iter()
.map(|pk| AccountMeta::new(*pk, false))
.collect(),
);
let ix = Instruction {
program_id: mango_v4::id(),
accounts: ams,
data: anchor_lang::InstructionData::data(&mango_v4::instruction::PerpConsumeEvents {
limit: 10,
}),
};
info!(
"evq={pk:?} count={} limit=10",
event_queue.iter().count()
);
if let Err(e) = self.instruction_sender.send(vec![ix]).await {
return Err(e.to_string());
}
Ok(())
}
}

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@ -0,0 +1,110 @@
use std::{
collections::{BTreeMap, BTreeSet},
str::FromStr,
};
use async_channel::Sender;
use async_trait::async_trait;
use log::*;
use serum_dex::{instruction::MarketInstruction, state::EventView};
use solana_geyser_connector_lib::{
account_write_filter::AccountWriteSink, chain_data::AccountData, serum::SerumEventQueueHeader,
};
use solana_sdk::{
account::ReadableAccount,
instruction::{AccountMeta, Instruction},
pubkey::Pubkey,
};
const MAX_BACKLOG: usize = 2;
pub struct OpenbookCrankSink {
pks: BTreeMap<Pubkey, Pubkey>,
instruction_sender: Sender<Vec<Instruction>>,
}
impl OpenbookCrankSink {
pub fn new(pks: Vec<(Pubkey, Pubkey)>, instruction_sender: Sender<Vec<Instruction>>) -> Self {
Self {
pks: pks.iter().map(|e| e.clone()).collect(),
instruction_sender,
}
}
}
#[async_trait]
impl AccountWriteSink for OpenbookCrankSink {
async fn process(&self, pk: &Pubkey, account: &AccountData) -> Result<(), String> {
let account = &account.account;
let inner_data = &account.data()[5..&account.data().len() - 7];
let header_span = std::mem::size_of::<SerumEventQueueHeader>();
let header: SerumEventQueueHeader = *bytemuck::from_bytes(&inner_data[..header_span]);
let count = header.count;
let rest = &inner_data[header_span..];
let event_size = std::mem::size_of::<serum_dex::state::Event>();
let slop = rest.len() % event_size;
let end = rest.len() - slop;
let events = bytemuck::cast_slice::<u8, serum_dex::state::Event>(&rest[..end]);
let seq_num = header.seq_num;
let events: Vec<_> = (0..count)
.map(|i| {
let offset = (seq_num - count + i) % events.len() as u64;
let event: serum_dex::state::Event = events[offset as usize];
event.as_view().unwrap()
})
.collect();
// only crank if at least 1 fill or a sufficient events of other categories are buffered
let contains_fill_events = events
.iter()
.find(|e| matches!(e, serum_dex::state::EventView::Fill { .. }))
.is_some();
let has_backlog = events.len() > MAX_BACKLOG;
if !contains_fill_events && !has_backlog {
return Err("throttled".into());
}
let oo_pks: BTreeSet<_> = events
.iter()
.map(|e| match e {
EventView::Fill { owner, .. } | EventView::Out { owner, .. } => {
bytemuck::cast_slice::<u64, Pubkey>(owner)[0]
}
})
.collect();
let mut ams: Vec<_> = oo_pks
.iter()
.map(|pk| AccountMeta::new(*pk, false))
.collect();
// pass two times evq_pk instead of deprecated fee receivers to reduce encoded tx size
let mkt_pk = self
.pks
.get(pk)
.expect(&format!("{pk:?} is a known public key"));
ams.append(
&mut [mkt_pk, pk, /*coin_pk*/ pk, /*pc_pk*/ pk]
.iter()
.map(|pk| AccountMeta::new(**pk, false))
.collect(),
);
let ix = Instruction {
program_id: Pubkey::from_str("srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX").unwrap(),
accounts: ams,
data: MarketInstruction::ConsumeEvents(count as u16).pack(),
};
info!("evq={pk:?} count={count}");
if let Err(e) = self.instruction_sender.send(vec![ix]).await {
return Err(e.to_string())
}
Ok(())
}
}

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@ -2,6 +2,7 @@ use bytemuck::cast_ref;
use mango_v4::state::FillEvent;
use serum_dex::{instruction::MarketInstruction, state::EventView};
use solana_geyser_connector_lib::{
account_write_filter::{self, AccountWriteRoute},
chain_data::{AccountData, ChainData, SlotData},
metrics::Metrics,
serum::SerumEventQueueHeader,
@ -21,9 +22,12 @@ use std::{
collections::{BTreeSet, HashMap, HashSet},
convert::TryFrom,
str::FromStr,
sync::Arc,
time::{Duration, Instant},
};
use crate::{openbook_crank_sink::OpenbookCrankSink, mango_v4_perp_crank_sink::MangoV4PerpCrankSink};
const MAX_BACKLOG: usize = 2;
const TIMEOUT_INTERVAL: Duration = Duration::from_millis(400);
@ -37,268 +41,37 @@ pub fn init(
async_channel::Sender<SlotUpdate>,
async_channel::Receiver<Vec<Instruction>>,
)> {
let metrics_sender = metrics_sender.clone();
// The actual message may want to also contain a retry count, if it self-reinserts on failure?
let (account_write_queue_sender, account_write_queue_receiver) =
async_channel::unbounded::<AccountWrite>();
// Slot updates flowing from the outside into the single processing thread. From
// there they'll flow into the postgres sending thread.
let (slot_queue_sender, slot_queue_receiver) = async_channel::unbounded::<SlotUpdate>();
// Event queue updates can be consumed by client connections
let (instruction_sender, instruction_receiver) = async_channel::unbounded::<Vec<Instruction>>();
let mut chain_cache = ChainData::new(metrics_sender);
let mut last_cranked_evq_versions = HashMap::<String, (u64, u64, Instant)>::new();
let routes = vec![
AccountWriteRoute {
matched_pubkeys: serum_queue_pks
.iter()
.map(|(_, evq_pk)| evq_pk.clone())
.collect(),
sink: Arc::new(OpenbookCrankSink::new(
serum_queue_pks,
instruction_sender.clone(),
)),
timeout_interval: Duration::default(),
},
AccountWriteRoute {
matched_pubkeys: perp_queue_pks
.iter()
.map(|(_, evq_pk)| evq_pk.clone())
.collect(),
sink: Arc::new(MangoV4PerpCrankSink::new(
perp_queue_pks,
group_pk,
instruction_sender.clone(),
)),
timeout_interval: Duration::default(),
},
];
let all_queue_pks: HashSet<Pubkey> = perp_queue_pks
.iter()
.chain(serum_queue_pks.iter())
.map(|mkt| mkt.1)
.collect();
// update handling thread, reads both sloths and account updates
tokio::spawn(async move {
loop {
tokio::select! {
Ok(account_write) = account_write_queue_receiver.recv() => {
if !all_queue_pks.contains(&account_write.pubkey) {
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,
),
},
);
}
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,
});
}
}
for (mkt_pk, evq_pk) in perp_queue_pks.iter() {
let evq_b58 = evq_pk.to_string();
let last_evq_version = last_cranked_evq_versions.get(&evq_b58);
match chain_cache.account(&evq_pk) {
Ok(account_info) => {
// only process if the account state changed
let (is_unchanged, is_on_timeout) = match last_evq_version {
Some((slot, write_version, timestamp)) => (
account_info.slot == *slot
&& account_info.write_version == *write_version,
timestamp.elapsed() < TIMEOUT_INTERVAL,
),
None => Default::default(),
};
trace!("mango perp evq={evq_b58} slot={} v={} is_unchanged={is_unchanged} is_on_timeout={is_on_timeout}", account_info.slot, account_info.write_version);
if is_unchanged || is_on_timeout {
continue;
}
let account = &account_info.account;
let event_queue: mango_v4::state::EventQueue =
mango_v4::state::EventQueue::try_deserialize(
account.data().borrow_mut(),
)
.unwrap();
// only crank if at least 1 fill or a sufficient events of other categories are buffered
let contains_fill_events = event_queue
.iter()
.find(|e| e.event_type == mango_v4::state::EventType::Fill as u8)
.is_some();
let has_backlog = event_queue.iter().count() > MAX_BACKLOG;
trace!("mango perp evq={evq_b58} slot={} v={} contains_fill_events={contains_fill_events} has_backlog={has_backlog}", account_info.slot, account_info.write_version);
if !contains_fill_events && !has_backlog {
continue;
}
let mango_accounts: BTreeSet<_> = event_queue
.iter()
.take(10)
.flat_map(|e| {
match mango_v4::state::EventType::try_from(e.event_type)
.expect("mango v4 event")
{
mango_v4::state::EventType::Fill => {
let fill: &mango_v4::state::FillEvent = cast_ref(e);
vec![fill.maker, fill.taker]
}
mango_v4::state::EventType::Out => {
let out: &mango_v4::state::OutEvent = cast_ref(e);
vec![out.owner]
}
mango_v4::state::EventType::Liquidate => vec![],
}
})
.collect();
let mut ams: Vec<_> = anchor_lang::ToAccountMetas::to_account_metas(
&mango_v4::accounts::PerpConsumeEvents {
group: group_pk,
perp_market: *mkt_pk,
event_queue: *evq_pk,
},
None,
);
ams.append(
&mut mango_accounts
.iter()
.map(|pk| AccountMeta::new(*pk, false))
.collect(),
);
let ix = Instruction {
program_id: mango_v4::id(),
accounts: ams,
data: anchor_lang::InstructionData::data(
&mango_v4::instruction::PerpConsumeEvents { limit: 10 },
),
};
info!(
"mango perp evq={evq_b58} count={} limit=10",
event_queue.iter().count()
);
instruction_sender.send(vec![ix]).await;
last_cranked_evq_versions.insert(
evq_b58.clone(),
(
account_info.slot,
account_info.write_version,
Instant::now(),
),
);
}
Err(_) => info!("chain_cache could not find {evq_b58}"),
}
}
for (mkt_pk, evq_pk) in serum_queue_pks.iter() {
let evq_b58 = evq_pk.to_string();
let last_evq_version = last_cranked_evq_versions.get(&evq_b58);
match chain_cache.account(&evq_pk) {
Ok(account_info) => {
// only process if the account state changed
let (is_unchanged, is_on_timeout) = match last_evq_version {
Some((slot, write_version, timestamp)) => (
account_info.slot == *slot
&& account_info.write_version == *write_version,
timestamp.elapsed() < TIMEOUT_INTERVAL,
),
None => Default::default(),
};
trace!("openbook evq={evq_b58} slot={} v={} is_unchanged={is_unchanged} is_on_timeout={is_on_timeout}", account_info.slot, account_info.write_version);
if is_unchanged || is_on_timeout {
continue;
}
let account = &account_info.account;
let inner_data = &account.data()[5..&account.data().len() - 7];
let header_span = std::mem::size_of::<SerumEventQueueHeader>();
let header: SerumEventQueueHeader =
*bytemuck::from_bytes(&inner_data[..header_span]);
let count = header.count;
let rest = &inner_data[header_span..];
let event_size = std::mem::size_of::<serum_dex::state::Event>();
let slop = rest.len() % event_size;
let end = rest.len() - slop;
let events =
bytemuck::cast_slice::<u8, serum_dex::state::Event>(&rest[..end]);
let seq_num = header.seq_num;
let events: Vec<_> = (0..count)
.map(|i| {
let offset = (seq_num - count + i) % events.len() as u64;
let event: serum_dex::state::Event = events[offset as usize];
event.as_view().unwrap()
})
.collect();
// only crank if at least 1 fill or a sufficient events of other categories are buffered
let contains_fill_events = events
.iter()
.find(|e| matches!(e, serum_dex::state::EventView::Fill { .. }))
.is_some();
let has_backlog = events.len() > MAX_BACKLOG;
if !contains_fill_events && !has_backlog {
continue;
}
let oo_pks: BTreeSet<_> = events
.iter()
.map(|e| match e {
EventView::Fill { owner, .. } | EventView::Out { owner, .. } => {
bytemuck::cast_slice::<u64, Pubkey>(owner)[0]
}
})
.collect();
let mut ams: Vec<_> = oo_pks
.iter()
.map(|pk| AccountMeta::new(*pk, false))
.collect();
// pass two times evq_pk instead of deprecated fee receivers to reduce encoded tx size
ams.append(
&mut [
mkt_pk, evq_pk, evq_pk, /*coin_pk*/
evq_pk, /*pc_pk*/
]
.iter()
.map(|pk| AccountMeta::new(**pk, false))
.collect(),
);
let ix = Instruction {
program_id: Pubkey::from_str(
"srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX",
)
.unwrap(),
accounts: ams,
data: MarketInstruction::ConsumeEvents(count as u16).pack(),
};
info!("openbook evq={evq_b58} count={count}");
instruction_sender.send(vec![ix]).await;
last_cranked_evq_versions.insert(
evq_b58.clone(),
(
account_info.slot,
account_info.write_version,
Instant::now(),
),
);
}
Err(_) => info!("chain_cache could not find {evq_b58}"),
}
}
}
});
let (account_write_queue_sender, slot_queue_sender) =
account_write_filter::init(routes, metrics_sender.clone())?;
Ok((
account_write_queue_sender,