basic cranker setup

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/dex.ts

@@ -41,6 +41,11 @@ export type MarketMakerOpts = {
   quoteGeckoSymbol: string;
 };
 
+export type CrankOpts = {
+  durationInSecs: number;
+  verbose: boolean;
+};
+
 /**
  * Dex is a wrapper class for a deployed Serum Dex program.
  */
@@ -263,7 +268,7 @@ 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 +294,38 @@ export class Dex {
 
     return child;
   }
+
+  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`, null, {
+      // 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";
-
-type MessageType = {
-  action: "start";
-  // eslint-disable-next-line @typescript-eslint/no-explicit-any
-  args: any;
-};
+import { MessageType } from "../types";
 
 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));
+}