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Merge branch 'wphan/filler_simulateTransactions'
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@wphan
wphan committed Jan 17, 2024
2 parents 9fe5c6d + 3045bbb commit 445980b
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Showing 6 changed files with 469 additions and 166 deletions.
6 changes: 6 additions & 0 deletions example.config.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -85,11 +85,17 @@ botConfigs:
# Default is true
revertOnFailure: true

# calls simulateTransaction before sending to get an accurate CU estimate
# as well as stop before sending the transaction (Default is true)
simulateTxForCUEstimate: true

spotFiller:
botId: "spot-filler"
dryRun: false
fillerPollingInterval: 6000
metricsPort: 9464
revertOnFailure: true
simulateTxForCUEstimate: true

liquidator:
botId: "liquidator"
Expand Down
214 changes: 155 additions & 59 deletions src/bots/filler.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -86,10 +86,12 @@ import {
} from './common/txLogParse';
import { getErrorCode } from '../error';
import {
SimulateAndGetTxWithCUsResponse,
decodeName,
getFillSignatureFromUserAccountAndOrderId,
getNodeToFillSignature,
getNodeToTriggerSignature,
simulateAndGetTxWithCUs,
sleepMs,
} from '../utils';
import { selectMakers } from '../makerSelection';
Expand All @@ -110,6 +112,7 @@ const MAX_ACCOUNTS_PER_TX = 64; // solana limit, track https://github.com/solana
const SETTLE_PNL_CHUNKS = 4;
const MAX_POSITIONS_PER_USER = 8;
export const SETTLE_POSITIVE_PNL_COOLDOWN_MS = 60_000;
const SIM_CU_ESTIMATE_MULTIPLIER = 1.15;

const errorCodesToSuppress = [
6004, // 0x1774 Error Number: 6004. Error Message: SufficientCollateral.
Expand Down Expand Up @@ -202,6 +205,7 @@ export class FillerBot implements Bot {
protected eventSubscriber?: EventSubscriber;
protected pollingIntervalMs: number;
protected revertOnFailure?: boolean;
protected simulateTxForCUEstimate?: boolean;
protected lookupTableAccount?: AddressLookupTableAccount;
protected jitoSearcherClient?: SearcherClient;
protected jitoAuthKeypair?: Keypair;
Expand Down Expand Up @@ -297,7 +301,10 @@ export class FillerBot implements Bot {
this.userMap = userMap;

this.revertOnFailure = config.revertOnFailure ?? true;
logger.info(`${this.name}: revertOnFailure: ${this.revertOnFailure}`);
this.simulateTxForCUEstimate = config.simulateTxForCUEstimate ?? true;
logger.info(
`${this.name}: revertOnFailure: ${this.revertOnFailure}, simulateTxForCUEstimate: ${this.simulateTxForCUEstimate}`
);

this.jitoSearcherClient = jitoSearcherClient;
this.jitoAuthKeypair = jitoAuthKeypair;
Expand Down Expand Up @@ -1333,7 +1340,7 @@ export class FillerBot implements Bot {
});
}

protected async sendFillTx(
protected async sendFillTxAndParseLogs(
fillTxId: number,
nodesSent: Array<NodeToFill>,
tx: VersionedTransaction
Expand Down Expand Up @@ -1523,7 +1530,7 @@ export class FillerBot implements Bot {
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: MakerInfo[]
): Promise<VersionedTransaction> => {
): Promise<SimulateAndGetTxWithCUsResponse> => {
const startBuildTx = Date.now();
ixs.push(
await this.driftClient.getFillPerpOrderIx(
Expand All @@ -1549,16 +1556,22 @@ export class FillerBot implements Bot {
Date.now() - startBuildTx
}ms`
);
return this.driftClient.txSender.getVersionedTransaction(
const simResult = await simulateAndGetTxWithCUs(
ixs,
this.driftClient.connection,
this.driftClient.txSender,
[this.lookupTableAccount!],
[],
this.driftClient.opts
this.driftClient.opts,
SIM_CU_ESTIMATE_MULTIPLIER,
true,
this.simulateTxForCUEstimate
);
return simResult;
};

let tx = await buildTxWithMakerInfos(makerInfosToUse);
let txAccounts = tx.message.getAccountKeys({
let simResult = await buildTxWithMakerInfos(makerInfosToUse);
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: [this.lookupTableAccount!],
}).length;
let attempt = 0;
Expand All @@ -1569,8 +1582,8 @@ export class FillerBot implements Bot {
} maker and ${txAccounts} accounts)`
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
tx = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = tx.message.getAccountKeys({
simResult = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: [this.lookupTableAccount!],
}).length;
}
Expand All @@ -1581,7 +1594,27 @@ export class FillerBot implements Bot {
);
return;
}
this.sendFillTx(fillTxId, [nodeToFill], tx);

logger.info(
`tryFillMultiMakerPerpNodes estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
);

if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`Error simulating multi maker perp node (fillTxId: ${fillTxId}): ${JSON.stringify(
simResult.simError
)}`
);
if (simResult.simTxLogs) {
await this.handleTransactionLogs([nodeToFill], simResult.simTxLogs);
}
} else {
if (!this.dryRun) {
this.sendFillTxAndParseLogs(fillTxId, [nodeToFill], simResult.tx);
} else {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
}
}
} catch (e) {
if (e instanceof Error) {
logger.error(
Expand Down Expand Up @@ -1769,13 +1802,36 @@ export class FillerBot implements Bot {
ixs.push(await this.driftClient.getRevertFillIx());
}

const tx = await this.driftClient.txSender.getVersionedTransaction(
const simResult = await simulateAndGetTxWithCUs(
ixs,
this.driftClient.connection,
this.driftClient.txSender,
[this.lookupTableAccount!],
[],
this.driftClient.opts
this.driftClient.opts,
SIM_CU_ESTIMATE_MULTIPLIER,
true,
this.simulateTxForCUEstimate
);
logger.info(
`tryBulkFillPerpNodes estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
);
this.sendFillTx(fillTxId, nodesSent, tx);
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`simError: ${JSON.stringify(
simResult.simError
)} (fillTxId: ${fillTxId})`
);
if (simResult.simTxLogs) {
await this.handleTransactionLogs(nodesToFill, simResult.simTxLogs);
}
} else {
if (!this.dryRun) {
this.sendFillTxAndParseLogs(fillTxId, nodesSent, simResult.tx);
} else {
logger.info(`dry run, not sending tx (fillTxId: ${fillTxId})`);
}
}

return nodesSent.length;
}
Expand Down Expand Up @@ -1865,46 +1921,68 @@ export class FillerBot implements Bot {
ixs.push(await this.driftClient.getRevertFillIx());
}

const tx = await this.driftClient.txSender.getVersionedTransaction(
const simResult = await simulateAndGetTxWithCUs(
ixs,
this.driftClient.connection,
this.driftClient.txSender,
[this.lookupTableAccount!],
[],
this.driftClient.opts
this.driftClient.opts,
SIM_CU_ESTIMATE_MULTIPLIER,
true,
this.simulateTxForCUEstimate
);
logger.info(
`executeTriggerablePerpNodesForMarket estimated CUs: ${simResult.cuEstimate}`
);

this.driftClient
.sendTransaction(tx)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;

const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes('Transaction was not confirmed')
) {
logger.error(
`Error (${errorCode}) triggering order for user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: :x: Error (${errorCode}) triggering order for user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}\n${
error.stack ? error.stack : error.message
}`
);
}
})
.finally(() => {
this.removeTriggeringNodes(nodeToTrigger);
});
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.error(
`executeTriggerablePerpNodesForMarket simError: (simError: ${JSON.stringify(
simResult.simError
)})`
);
} else {
if (!this.dryRun) {
this.driftClient
.sendTransaction(simResult.tx)
.then((txSig) => {
logger.info(
`Triggered user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.info(`Tx: ${txSig}`);
})
.catch((error) => {
nodeToTrigger.node.haveTrigger = false;

const errorCode = getErrorCode(error);
if (
errorCode &&
!errorCodesToSuppress.includes(errorCode) &&
!(error as Error).message.includes(
'Transaction was not confirmed'
)
) {
logger.error(
`Error (${errorCode}) triggering order for user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}`
);
logger.error(error);
webhookMessage(
`[${
this.name
}]: :x: Error (${errorCode}) triggering order for user (account: ${nodeToTrigger.node.userAccount.toString()}) order: ${nodeToTrigger.node.order.orderId.toString()}\n${
error.stack ? error.stack : error.message
}`
);
}
})
.finally(() => {
this.removeTriggeringNodes(nodeToTrigger);
});
} else {
logger.info(`dry run, not triggering node`);
}
}
}

const user = this.driftClient.getUser();
Expand Down Expand Up @@ -1949,18 +2027,36 @@ export class FillerBot implements Bot {
marketIdChunks
))
);
settlePnlPromises.push(
this.driftClient.txSender.sendVersionedTransaction(
await this.driftClient.txSender.getVersionedTransaction(
ixs,
[this.lookupTableAccount!],
[],
this.driftClient.opts
),
[],
this.driftClient.opts
)

const simResult = await simulateAndGetTxWithCUs(
ixs,
this.driftClient.connection,
this.driftClient.txSender,
[this.lookupTableAccount!],
[],
this.driftClient.opts,
SIM_CU_ESTIMATE_MULTIPLIER,
true,
this.simulateTxForCUEstimate
);
logger.info(`settlePnls estimatedCUs: ${simResult.cuEstimate}`);
if (this.simulateTxForCUEstimate && simResult.simError) {
logger.info(
`settlePnls simError: ${JSON.stringify(simResult.simError)}`
);
} else {
if (!this.dryRun) {
settlePnlPromises.push(
this.driftClient.txSender.sendVersionedTransaction(
simResult.tx,
[],
this.driftClient.opts
)
);
} else {
logger.info(`dry run, skipping settlePnls)`);
}
}
} catch (err) {
if (!(err instanceof Error)) {
return;
Expand Down
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