Merge pull request #2 from project-serum/feat/crank

FEAT: Cranks and minor improvements

ts/README.md

@@ -88,3 +88,12 @@ dex.runMarketMaker(market, owner, {
   quoteGeckoSymbol: "usd",
 });
 ```
+
+### Run a crank
+
+```javascript
+dex.runCrank(market, owner, {
+  durationInSecs: 20,
+  verbose: true,
+});
+```

ts/scripts/marketMaking.ts

@@ -51,12 +51,17 @@ const main = async () => {
   console.log(`Funded owner with ${baseCoin.symbol} and ${quoteCoin.symbol}`);
 
   dex.runMarketMaker(market, owner, {
-    durationInSecs: 15,
+    durationInSecs: 30,
     orderCount: 3,
     initialBidSize: 1000,
     baseGeckoSymbol: "solana",
     quoteGeckoSymbol: "usd",
   });
+
+  dex.runCrank(market, owner, {
+    durationInSecs: 20,
+    verbose: true,
+  });
 };
 
 const runMain = async () => {

ts/src/coin.ts

@@ -1,4 +1,8 @@
-import { getOrCreateAssociatedTokenAccount, mintTo } from "@solana/spl-token";
+import {
+  getMint,
+  getOrCreateAssociatedTokenAccount,
+  mintTo,
+} from "@solana/spl-token";
 import {
   Connection,
   Keypair,
@@ -8,28 +12,130 @@ import {
 } from "@solana/web3.js";
 
 export class Coin {
-  symbol: string;
+  private _symbol: string;
 
-  decimals: number;
+  private _decimals: number;
 
-  mint: PublicKey;
+  private _mint: PublicKey;
 
-  mintAuthority: Keypair;
+  private _mintAuthority: Keypair;
 
-  freezeAuthority: Keypair;
+  private _freezeAuthority: Keypair | null;
 
   constructor(
     symbol: string,
     decimals: number,
     mint: PublicKey,
     mintAuthority: Keypair,
-    freezeAuthority: Keypair,
+    freezeAuthority: Keypair | null,
   ) {
-    this.symbol = symbol;
+    this._symbol = symbol;
-    this.decimals = decimals;
+    this._decimals = decimals;
-    this.mint = mint;
+    this._mint = mint;
-    this.mintAuthority = mintAuthority;
+    this._mintAuthority = mintAuthority;
-    this.freezeAuthority = freezeAuthority;
+    this._freezeAuthority = freezeAuthority;
+  }
+
+  public get symbol() {
+    return this._symbol;
+  }
+
+  public get decimals() {
+    return this._decimals;
+  }
+
+  public get mint() {
+    return this._mint;
+  }
+
+  public get mintAuthority() {
+    return this._mintAuthority;
+  }
+
+  public get freezeAuthority() {
+    return this._freezeAuthority;
+  }
+
+  /**
+   * Load an exisiting mint as a Coin.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param symbol The symbol to assign to the coin.
+   * @param mint The `PublicKey` of the Mint for the coin.
+   * @param mintAuthority The minting authority `Keypair` for the coin.
+   * @param freezeAuthority The optional freezing authority `Keypair` for the coin.
+   * @returns
+   */
+  static async load(
+    connection: Connection,
+    symbol: string,
+    mint: PublicKey,
+    mintAuthority: Keypair,
+    freezeAuthority: Keypair | null,
+  ): Promise<Coin> {
+    const {
+      decimals,
+      mintAuthority: tokenMintAuthority,
+      freezeAuthority: tokenFreezeAuthority,
+    } = await getMint(connection, mint, "confirmed");
+
+    // tokenMintAuthority has to be truthy since createMint requires a mint authority as well.
+    if (
+      !tokenMintAuthority ||
+      tokenMintAuthority.toBase58() !== mintAuthority.publicKey.toBase58()
+    ) {
+      throw new Error("Invalid Mint authority provided");
+    }
+
+    if (!!tokenFreezeAuthority !== !!freezeAuthority) {
+      throw new Error("Invalid Freeze authority provided");
+    }
+
+    if (
+      tokenFreezeAuthority &&
+      freezeAuthority &&
+      tokenFreezeAuthority.toBase58() !== freezeAuthority.publicKey.toBase58()
+    ) {
+      throw new Error("Invalid Freeze authority provided");
+    }
+
+    return new Coin(symbol, decimals, mint, mintAuthority, freezeAuthority);
+  }
+
+  /**
+   * Equality check between two `Coin`s.
+   *
+   * @param to The `Coin` object to compare to.
+   * @returns
+   */
+  public isEqual(to: Coin) {
+    const { mintAuthority, freezeAuthority } = to;
+
+    if (
+      mintAuthority.publicKey.toBase58() !==
+      this.mintAuthority.publicKey.toBase58()
+    ) {
+      return false;
+    }
+
+    if (!!freezeAuthority !== !!this.freezeAuthority) {
+      return false;
+    }
+
+    if (
+      freezeAuthority &&
+      this.freezeAuthority &&
+      freezeAuthority.publicKey.toBase58() !==
+        this.freezeAuthority.publicKey.toBase58()
+    ) {
+      return false;
+    }
+
+    return (
+      to.symbol === this.symbol &&
+      to.decimals === this.decimals &&
+      to.mint.toBase58() === this.mint.toBase58()
+    );
   }
 
   /**
@@ -72,6 +178,10 @@ export class Coin {
     owner: Keypair,
     connection: Connection,
   ): Promise<void> {
+    if (!this.mintAuthority) {
+      throw new Error("Coin has no mint authority");
+    }
+
     const destination = await getOrCreateAssociatedTokenAccount(
       connection,
       owner,

ts/src/dex.ts

@@ -41,23 +41,44 @@ export type MarketMakerOpts = {
   quoteGeckoSymbol: string;
 };
 
+export type CrankOpts = {
+  durationInSecs: number;
+  verbose: boolean;
+};
+
 /**
  * Dex is a wrapper class for a deployed Serum Dex program.
  */
 export class Dex {
-  public address: PublicKey;
+  private _address: PublicKey;
 
-  coins: Coin[];
+  private _coins: Coin[];
 
-  markets: DexMarket[];
+  private _markets: DexMarket[];
 
-  connection: Connection;
+  private _connection: Connection;
 
   constructor(address: PublicKey, connection: Connection) {
-    this.address = address;
+    this._address = address;
-    this.connection = connection;
+    this._connection = connection;
-    this.coins = [];
+    this._coins = [];
-    this.markets = [];
+    this._markets = [];
+  }
+
+  public get coins() {
+    return this._coins;
+  }
+
+  public get markets() {
+    return this._markets;
+  }
+
+  public get connection() {
+    return this._connection;
+  }
+
+  public get address() {
+    return this._address;
   }
 
   /**
@@ -66,23 +87,29 @@ export class Dex {
    * @param symbol The symbol of the coin to create
    * @param decimals The decimals of the coin to create
    * @param payer The payer `Keypair` to use for the transactions
-   * @param mintAuthority The mint authority `Keypair` to use for the mint
+   * @param mintAuthority The optional mint authority `Keypair` to use for the mint
-   * @param freezeAuthority The freeze authority `Keypair` to use for the mint
+   * @param freezeAuthority The optionals freeze authority `Keypair` to use for the mint
+   * @param keypair The optional keypair for the Mint to be created, defaults to a random one
    * @returns
    */
   public createCoin = async (
     symbol: string,
     decimals: number,
     payer: Keypair,
-    mintAuthority: Keypair | null,
+    mintAuthority: Keypair,
     freezeAuthority: Keypair | null,
+    keypair?: Keypair,
   ): Promise<Coin> => {
     const mint = await createMint(
       this.connection,
       payer,
-      mintAuthority ? mintAuthority.publicKey : null,
+      mintAuthority.publicKey,
       freezeAuthority ? freezeAuthority.publicKey : null,
       decimals,
+      keypair,
+      {
+        commitment: "confirmed",
+      },
     );
 
     const coin = new Coin(
@@ -255,7 +282,7 @@ export class Dex {
     if (opts.durationInSecs < 0)
       throw new Error("Duration must be greater than 0.");
 
-    const child = fork(`${__dirname}/scripts/marketMaker`, null, {
+    const child = fork(`${__dirname}/scripts/marketMaker`, {
       // https://nodejs.org/api/child_process.html#optionsdetached
       // detached also doesn't seem to be making a difference.
       detached: true,
@@ -263,7 +290,7 @@ export class Dex {
     });
 
     console.log(
-      `Process ${child.pid}: Running Market Maker for ${market.baseCoin.symbol}/${market.quoteCoin.symbol}. Note: No crank running`,
+      `Process ${child.pid}: Running Market Maker for ${market.baseCoin.symbol}/${market.quoteCoin.symbol}.`,
     );
 
     // unref doesn't seem to be making a difference for a forked process.
@@ -289,4 +316,46 @@ export class Dex {
 
     return child;
   }
+
+  /**
+   * Runs a crank on a separate node process for the given `DexMarket` for specified duration.
+   *
+   * @param market The `DexMarket` to run a crank for
+   * @param owner The owner `FileKeypair` consuming events.
+   * @param opts The crank options used
+   * @returns
+   */
+  public runCrank(
+    market: DexMarket,
+    owner: FileKeypair,
+    opts: CrankOpts,
+  ): ChildProcess {
+    if (opts.durationInSecs < 0)
+      throw new Error("Duration must be greater than 0.");
+
+    const child = fork(`${__dirname}/scripts/cranker`, {
+      // https://nodejs.org/api/child_process.html#optionsdetached
+      // detached also doesn't seem to be making a difference.
+      detached: true,
+      stdio: ["pipe", 0, 0, "ipc"],
+    });
+
+    console.log(
+      `Process ${child.pid}: Running Crank for ${market.baseCoin.symbol}/${market.quoteCoin.symbol}.`,
+    );
+
+    child.send({
+      action: "start",
+      args: {
+        marketAddress: market.address.toString(),
+        programID: this.address.toString(),
+        rpcEndpoint: this.connection.rpcEndpoint,
+        ownerFilePath: owner.filePath,
+        duration: opts.durationInSecs * 1000,
+        verbose: opts.verbose ? "true" : "false",
+      },
+    });
+
+    return child;
+  }
 }

ts/src/index.ts

@@ -2,4 +2,4 @@ export * from "./dex";
 export * from "./coin";
 export * from "./market";
 export * from "./fileKeypair";
-export * from "./types";
+export { OrderType, TransactionWithSigners } from "./types";

ts/src/market.ts

@@ -19,7 +19,7 @@ import {
 import { Market as SerumMarket } from "@project-serum/serum";
 import { Coin } from "./coin";
 import { getDecimalCount, withAssociatedTokenAccount } from "./utils";
-import { OrderType, TransactionWithSigners } from "./types";
+import { OrderType, SelfTradeBehaviour, TransactionWithSigners } from "./types";
 
 const REQUEST_QUEUE_SIZE = 5120 + 12; // https://github.com/mithraiclabs/psyoptions/blob/f0c9f73408a27676e0c7f156f5cae71f73f59c3f/programs/psy_american/src/lib.rs#L1003
 const EVENT_QUEUE_SIZE = 262144 + 12; // https://github.com/mithraiclabs/psyoptions-ts/blob/ba1888ea83e634e1c7a8dad820fe67d053cf3f5c/packages/psy-american/src/instructions/initializeSerumMarket.ts#L84
@@ -289,6 +289,7 @@ export class DexMarket {
     orderType: OrderType,
     size: number,
     price: number,
+    selfTradeBehaviour?: SelfTradeBehaviour,
   ): Promise<TransactionWithSigners> {
     try {
       DexMarket.sanityCheck(serumMarket, price, size);
@@ -335,6 +336,7 @@ export class DexMarket {
       orderType,
       feeDiscountPubkey: null,
       openOrdersAddressKey: openOrders.address,
+      selfTradeBehavior: selfTradeBehaviour,
     };
 
     const { transaction: placeOrderTx, signers: placeOrderSigners } =

ts/src/scripts/cranker.ts

@@ -0,0 +1,70 @@
+import { MessageType } from "../types";
+import { Market as SerumMarket } from "@project-serum/serum";
+import { Connection, Keypair, PublicKey, Transaction } from "@solana/web3.js";
+import { delay, logIfVerbose } from "../utils";
+import { FileKeypair } from "../fileKeypair";
+
+const MAX_OPEN_ORDERS = 10;
+
+process.on("message", async (message: MessageType) => {
+  if (message.action === "start") {
+    await basicCranker(message.args);
+  }
+});
+
+const crank = async (
+  market: SerumMarket,
+  owner: Keypair,
+  connection: Connection,
+  isVerbose: boolean,
+) => {
+  const eventQueue = await market.loadEventQueue(connection);
+  logIfVerbose(`EventQueue length: ${eventQueue.length}`, isVerbose);
+
+  if (eventQueue.length > 0) {
+    const orderedAccounts: PublicKey[] = eventQueue
+      .slice(0, MAX_OPEN_ORDERS)
+      .map((e) => e.openOrders)
+      .sort((a, b) => a.toBuffer().swap64().compare(b.toBuffer().swap64()));
+
+    const tx = new Transaction();
+    tx.add(market.makeConsumeEventsInstruction(orderedAccounts, 65535));
+
+    try {
+      const sig = await connection.sendTransaction(tx, [owner]);
+      await connection.confirmTransaction(sig, "confirmed");
+      logIfVerbose(`ConsumeEvents: ${sig}`, isVerbose);
+      logIfVerbose(`------ ConsumeEvents Confirmed ------`, isVerbose);
+    } catch (err) {
+      logIfVerbose(`Error: ${err}`, isVerbose);
+      logIfVerbose(`------ ConsumeEvents Failed ------`, isVerbose);
+    }
+  }
+};
+
+const basicCranker = async (args) => {
+  setTimeout(() => {
+    console.log(`Exiting Cranker @ ${process.pid}`);
+    process.exit(0);
+  }, Number.parseInt(args.duration));
+
+  const isVerbose = args.verbose === "true";
+
+  const owner = FileKeypair.load(args.ownerFilePath);
+  const connection = new Connection(args.rpcEndpoint, "confirmed");
+
+  const serumMarket = await SerumMarket.load(
+    connection,
+    new PublicKey(args.marketAddress),
+    { commitment: "confirmed" },
+    new PublicKey(args.programID),
+  );
+
+  await crank(serumMarket, owner.keypair, connection, isVerbose);
+
+  do {
+    await delay(2000);
+    await crank(serumMarket, owner.keypair, connection, isVerbose);
+    // eslint-disable-next-line no-constant-condition
+  } while (true);
+};

ts/src/scripts/marketMaker.ts

@@ -10,12 +10,7 @@ import { FileKeypair } from "../fileKeypair";
 import { DexMarket } from "../market";
 import axios from "axios";
 import { getDecimalCount, roundToDecimal } from "../utils";
-
+import { MessageType } from "../types";
-type MessageType = {
-  action: "start";
-  // eslint-disable-next-line @typescript-eslint/no-explicit-any
-  args: any;
-};
 
 process.on("message", async (message: MessageType) => {
   if (message.action === "start") {
@@ -121,6 +116,7 @@ const placeOrders = async (
         "postOnly",
         buySize,
         buyPrice,
+        "decrementTake",
       );
     tx.add(buyTransaction);
     signersArray.push(buySigners);
@@ -136,6 +132,7 @@ const placeOrders = async (
         "postOnly",
         sellSize,
         sellPrice,
+        "decrementTake",
       );
     tx.add(sellTransaction);
     signersArray.push(sellSigners);
@@ -169,7 +166,7 @@ const marketMaker = async (args) => {
 
   const owner = FileKeypair.load(args.ownerFilePath);
 
-  placeOrders(owner.keypair, serumMarket, connection, {
+  await placeOrders(owner.keypair, serumMarket, connection, {
     orderCount: Number.parseInt(args.orderCount),
     initialBidSize: Number.parseInt(args.initialBidSize),
     baseGeckoSymbol: args.baseGeckoSymbol,

ts/src/types.ts

@@ -6,3 +6,13 @@ export type TransactionWithSigners = {
 };
 
 export type OrderType = "limit" | "ioc" | "postOnly";
+export type SelfTradeBehaviour =
+  | "decrementTake"
+  | "cancelProvide"
+  | "abortTransaction";
+
+export type MessageType = {
+  action: "start";
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  args: any;
+};

ts/src/utils.ts

@@ -77,3 +77,13 @@ export function roundToDecimal(
 ) {
   return decimals ? Math.round(value * 10 ** decimals) / 10 ** decimals : value;
 }
+
+export function logIfVerbose(message: string, isVerbose: boolean) {
+  if (isVerbose) {
+    console.log(message);
+  }
+}
+
+export function delay(ms: number) {
+  return new Promise((resolve) => setTimeout(resolve, ms));
+}

ts/tests/dev.spec.ts

@@ -48,15 +48,10 @@ describe("Serum Dev Tools", () => {
   });
 
   it("can init dex market", async () => {
-    dexMarket = await dex.initDexMarket(
+    dexMarket = await dex.initDexMarket(owner.keypair, baseCoin, quoteCoin, {
-      owner.keypair,
+      lotSize: 1e-3,
-      dex.getCoin("SAYA"),
+      tickSize: 1e-2,
-      dex.getCoin("SRM"),
+    });
-      {
-        lotSize: 1e-3,
-        tickSize: 1e-2,
-      },
-    );
 
     assert.equal(
       dexMarket.address.toBase58(),
@@ -96,4 +91,41 @@ describe("Serum Dev Tools", () => {
     assert.equal(orders[0].size, 10);
     assert.equal(orders[0].side, "buy");
   });
+
+  it("can load coins", async () => {
+    const tempCoin = await dex.createCoin(
+      "test",
+      9,
+      owner.keypair,
+      owner.keypair,
+      null,
+    );
+
+    const loadedCoin = await Coin.load(
+      connection,
+      "test",
+      tempCoin.mint,
+      owner.keypair,
+      null,
+    );
+
+    assert.ok(tempCoin.isEqual(loadedCoin));
+    assert.deepEqual(tempCoin, loadedCoin);
+  });
+
+  it("invalid freeze authority while load coins", async () => {
+    const tempCoin = await dex.createCoin(
+      "test",
+      9,
+      owner.keypair,
+      owner.keypair,
+      owner.keypair,
+    );
+
+    try {
+      await Coin.load(connection, "test", tempCoin.mint, owner.keypair, null);
+    } catch (err) {
+      assert.ok(true);
+    }
+  });
 });

ts/tsconfig.json

@@ -4,6 +4,7 @@
     "rootDir": ".",
     "typeRoots": ["./node_modules/@types"],
     "types": ["mocha", "chai", "node"],
+    "strictNullChecks": true
   },
   "include": ["src/**/*.ts", "tests/**/*.ts", "**/*.test.ts"],
   "exclude": ["node_modules", "dist"],