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Merge branch 'mainnet-beta'
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@wphan
wphan committed Oct 29, 2024
2 parents 3dd1047 + b5348a7 commit 62d5a97
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Showing 5 changed files with 118 additions and 20 deletions.
2 changes: 1 addition & 1 deletion src/bots/makerBidAskTwapCrank.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -57,7 +57,7 @@ const TX_LAND_RATE_THRESHOLD = process.env.TX_LAND_RATE_THRESHOLD
? parseFloat(process.env.TX_LAND_RATE_THRESHOLD) || 0.5
: 0.5;
const NUM_MAKERS_TO_LOOK_AT_FOR_TWAP_CRANK = 2;
const TX_PER_JITO_BUNDLE = 5;
const TX_PER_JITO_BUNDLE = 3;

function isCriticalError(e: Error): boolean {
// retrying on this error is standard
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5 changes: 1 addition & 4 deletions src/bundleSender.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -503,10 +503,7 @@ export class BundleSender {
}

// +1 for tip tx, jito max is 5
let b: Bundle | Error = new Bundle(
signedTxs,
Math.max(signedTxs.length + 1, 5)
);
let b: Bundle | Error = new Bundle(signedTxs, maxAllowedTxs);

if (addTipTx) {
const tipAccountToUse =
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74 changes: 64 additions & 10 deletions src/experimental-bots/filler/fillerMultithreaded.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -61,6 +61,7 @@ import {
// getStaleOracleMarketIndexes,
handleSimResultError,
logMessageForNodeToFill,
MEMO_PROGRAM_ID,
removePythIxs,
simulateAndGetTxWithCUs,
SimulateAndGetTxWithCUsResponse,
Expand Down Expand Up @@ -1236,6 +1237,8 @@ export class FillerMultithreaded {
);
}

const nonActionIxCount = ixs.length;

nodeToTrigger.node.haveTrigger = true;
// @ts-ignore
const buffer = Buffer.from(nodeToTrigger.node.userAccountData.data);
Expand Down Expand Up @@ -1288,6 +1291,15 @@ export class FillerMultithreaded {
ixs = removePythIxs(ixs);
}

if (ixs.length === nonActionIxCount) {
logger.warn(
`${logPrefix} No ixs in trigger tx (account: ${
nodeToTrigger.node.userAccount
}, order ${nodeToTrigger.node.order.orderId.toString()})`
);
return;
}

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down Expand Up @@ -1572,7 +1584,9 @@ export class FillerMultithreaded {
ixs.push(...pythIxs);
}

if (!buildForBundle) {
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
getPriorityFeeInstruction(
Math.floor(
Expand Down Expand Up @@ -1607,7 +1621,10 @@ export class FillerMultithreaded {
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<SimulateAndGetTxWithCUsResponse> => {
): Promise<SimulateAndGetTxWithCUsResponse | undefined> => {
if (makers.length === 0) {
return undefined;
}
ixs.push(
await this.driftClient.getFillPerpOrderIx(
await getUserAccountPublicKey(
Expand Down Expand Up @@ -1664,6 +1681,13 @@ export class FillerMultithreaded {
ixs = removePythIxs(ixs);
}

ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`mm-perp ${fillTxId} ${makers.length}`, 'utf-8'),
})
);
const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down Expand Up @@ -1694,6 +1718,9 @@ export class FillerMultithreaded {
};

let simResult = await buildTxWithMakerInfos(makerInfosToUse);
if (simResult === undefined) {
return true;
}
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
Expand All @@ -1706,9 +1733,6 @@ export class FillerMultithreaded {
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
simResult = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts!,
}).length;
}

if (makerInfosToUse.length === 0) {
Expand All @@ -1718,14 +1742,27 @@ export class FillerMultithreaded {
return true;
}

if (simResult === undefined) {
logger.error(
`${logPrefix} No simResult after ${attempt} attempts (fillTxId: ${fillTxId})`
);
return true;
}

txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts!,
}).length;

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

if (simResult.simError) {
if (simResult!.simError) {
logger.error(
`${logPrefix} Error simulating multi maker perp node (fillTxId: ${fillTxId}): ${JSON.stringify(
simResult.simError
simResult!.simError
)}\nTaker slot: ${takerUserSlot}\nMaker slots: ${makerInfosToUse
.map((m) => ` ${m.data.maker.toBase58()}: ${m.slot}`)
.join('\n')}`
Expand All @@ -1735,7 +1772,7 @@ export class FillerMultithreaded {
this.sendFillTxAndParseLogs(
fillTxId,
[nodeToFill],
simResult.tx,
simResult!.tx,
buildForBundle
);
} else {
Expand Down Expand Up @@ -1782,7 +1819,9 @@ export class FillerMultithreaded {
ixs.push(...pythIxs);
}

if (!buildForBundle) {
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
ixs.push(
getPriorityFeeInstruction(
Math.floor(
Expand Down Expand Up @@ -1862,6 +1901,14 @@ export class FillerMultithreaded {
ixs = removePythIxs(ixs);
}

ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`ff-perp ${fillTxId}`, 'utf-8'),
})
);

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down Expand Up @@ -2056,6 +2103,8 @@ export class FillerMultithreaded {
);
}

const nonActionIxCount = ixs.length;

ixs.push(
...(await this.driftClient.getSettlePNLsIxs(
[
Expand All @@ -2070,6 +2119,11 @@ export class FillerMultithreaded {
))
);

if (ixs.length === nonActionIxCount) {
logger.warn(`${logPrefix} No ixs in settlePnls tx`);
return;
}

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down
53 changes: 48 additions & 5 deletions src/experimental-bots/spotFiller/spotFillerMultithreaded.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,7 @@ import {
RuntimeSpec,
} from '../../metrics';
import {
MEMO_PROGRAM_ID,
SimulateAndGetTxWithCUsResponse,
getAllPythOracleUpdateIxs,
getFillSignatureFromUserAccountAndOrderId,
Expand Down Expand Up @@ -721,6 +722,8 @@ export class SpotFillerMultithreaded {
);
}

const nonActionIxCount = ixs.length;

ixs.push(
await this.driftClient.getTriggerOrderIx(
new PublicKey(nodeToTrigger.node.userAccount),
Expand All @@ -736,6 +739,13 @@ export class SpotFillerMultithreaded {
);
}

if (ixs.length === nonActionIxCount) {
logger.warn(
`${logPrefix} No ixs in trigger tx for (account: ${nodeToTrigger.node.userAccount.toString()}, order: ${nodeToTrigger.node.order.orderId.toString()})`
);
return;
}

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down Expand Up @@ -993,7 +1003,10 @@ export class SpotFillerMultithreaded {
let makerInfosToUse = makerInfos;
const buildTxWithMakerInfos = async (
makers: DataAndSlot<MakerInfo>[]
): Promise<SimulateAndGetTxWithCUsResponse> => {
): Promise<SimulateAndGetTxWithCUsResponse | undefined> => {
if (makers.length === 0) {
return undefined;
}
ixs.push(
await this.driftClient.getFillSpotOrderIx(
new PublicKey(takerUserPubKey),
Expand All @@ -1011,6 +1024,15 @@ export class SpotFillerMultithreaded {
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}

ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`mm-spot ${fillTxId} ${makers.length}`, 'utf-8'),
})
);

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down Expand Up @@ -1042,6 +1064,9 @@ export class SpotFillerMultithreaded {
};

let simResult = await buildTxWithMakerInfos(makerInfosToUse);
if (simResult === undefined) {
return true;
}
let txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
Expand All @@ -1054,9 +1079,6 @@ export class SpotFillerMultithreaded {
);
makerInfosToUse = makerInfosToUse.slice(0, makerInfosToUse.length - 1);
simResult = await buildTxWithMakerInfos(makerInfosToUse);
txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;
}

if (makerInfosToUse.length === 0) {
Expand All @@ -1065,6 +1087,16 @@ export class SpotFillerMultithreaded {
);
return true;
}
if (simResult === undefined) {
logger.error(
`No simResult after ${attempt} attempts (fillTxId: ${fillTxId})`
);
return true;
}

txAccounts = simResult.tx.message.getAccountKeys({
addressLookupTableAccounts: this.lookupTableAccounts,
}).length;

logger.info(
`tryFillMultiMakerSpotNodes estimated CUs: ${simResult.cuEstimate} (fillTxId: ${fillTxId})`
Expand Down Expand Up @@ -1197,7 +1229,9 @@ export class SpotFillerMultithreaded {
units: 1_400_000,
}),
];
if (!buildForBundle) {
if (buildForBundle) {
ixs.push(this.bundleSender!.getTipIx());
} else {
const priorityFee = Math.floor(
this.priorityFeeSubscriber.getPriorityFees(
'spot',
Expand Down Expand Up @@ -1230,6 +1264,15 @@ export class SpotFillerMultithreaded {
await this.driftClient.getRevertFillIx(user.userAccountPublicKey)
);
}

ixs.push(
new TransactionInstruction({
programId: MEMO_PROGRAM_ID,
keys: [],
data: Buffer.from(`ff-spot ${fillTxId}`, 'utf-8'),
})
);

const simResult = await simulateAndGetTxWithCUs({
ixs,
connection: this.driftClient.connection,
Expand Down
4 changes: 4 additions & 0 deletions src/utils.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -70,6 +70,10 @@ export const TOKEN_FAUCET_PROGRAM_ID = new PublicKey(
'V4v1mQiAdLz4qwckEb45WqHYceYizoib39cDBHSWfaB'
);

export const MEMO_PROGRAM_ID = new PublicKey(
'MemoSq4gqABAXKb96qnH8TysNcWxMyWCqXgDLGmfcHr'
);

const JUPITER_SLIPPAGE_BPS = 100;
export const PRIORITY_FEE_SERVER_RATE_LIMIT_PER_MIN = 300;

Expand Down

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