@drift-labs/jit-proxy 0.13.46 → 0.13.47
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -18,6 +18,7 @@ export declare abstract class BaseJitter {
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slotSubscriber: SlotSubscriber;
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driftClient: DriftClient;
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jitProxyClient: JitProxyClient;
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auctionSubscriberIgnoresFastlaneOrders?: boolean;
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userStatsMap: UserStatsMap;
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perpParams: Map<number, JitParams>;
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spotParams: Map<number, JitParams>;
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@@ -26,13 +27,14 @@ export declare abstract class BaseJitter {
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userFilter: UserFilter;
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computeUnits: number;
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computeUnitsPrice: number;
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constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, fastlaneOrderSubscriber, slotSubscriber, }: {
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constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, fastlaneOrderSubscriber, slotSubscriber, auctionSubscriberIgnoresFastlaneOrders, }: {
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driftClient: DriftClient;
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auctionSubscriber: AuctionSubscriber;
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jitProxyClient: JitProxyClient;
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userStatsMap: UserStatsMap;
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fastlaneOrderSubscriber?: FastlaneOrderSubscriber;
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slotSubscriber?: SlotSubscriber;
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auctionSubscriberIgnoresFastlaneOrders?: boolean;
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});
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subscribe(): Promise<void>;
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createTryFill(taker: UserAccount, takerKey: PublicKey, takerStatsKey: PublicKey, order: Order, orderSignature: string): () => Promise<void>;
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package/lib/jitter/baseJitter.js
CHANGED
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@@ -5,7 +5,7 @@ const web3_js_1 = require("@solana/web3.js");
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const sdk_1 = require("@drift-labs/sdk");
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const tweetnacl_util_1 = require("tweetnacl-util");
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class BaseJitter {
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constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, fastlaneOrderSubscriber, slotSubscriber, }) {
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constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, fastlaneOrderSubscriber, slotSubscriber, auctionSubscriberIgnoresFastlaneOrders, }) {
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this.perpParams = new Map();
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this.spotParams = new Map();
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this.seenOrders = new Set();
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@@ -18,6 +18,8 @@ class BaseJitter {
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new sdk_1.UserStatsMap(this.driftClient, new sdk_1.BulkAccountLoader(this.driftClient.connection, 'confirmed', 0));
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this.slotSubscriber = slotSubscriber;
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this.fastlaneOrderSubscriber = fastlaneOrderSubscriber;
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this.auctionSubscriberIgnoresFastlaneOrders =
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auctionSubscriberIgnoresFastlaneOrders;
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if (this.fastlaneOrderSubscriber && !this.slotSubscriber) {
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throw new Error('Slot subscriber is required for signedMsg order subscriber');
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}
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@@ -36,6 +38,10 @@ class BaseJitter {
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if (!(0, sdk_1.hasAuctionPrice)(order, slot)) {
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continue;
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}
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if (this.auctionSubscriberIgnoresFastlaneOrders &&
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(0, sdk_1.isSignedMsgOrder)(order)) {
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continue;
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}
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if (this.userFilter) {
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if (this.userFilter(taker, takerKeyString, order)) {
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return;
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@@ -79,7 +85,7 @@ class BaseJitter {
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});
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await ((_a = this.slotSubscriber) === null || _a === void 0 ? void 0 : _a.subscribe());
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await ((_b = this.fastlaneOrderSubscriber) === null || _b === void 0 ? void 0 : _b.subscribe(async (orderMessageRaw, signedMsgOrderParamsMessage) => {
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var _a, _b
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var _a, _b;
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const signedMsgOrderParamsBufHex = Buffer.from(orderMessageRaw['order_message']);
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const signedMsgOrderParams = signedMsgOrderParamsMessage.signedMsgOrderParams;
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const takerSubaccountId = signedMsgOrderParamsMessage.subAccountId;
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@@ -107,17 +113,17 @@ class BaseJitter {
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maxTs: (_b = signedMsgOrderParams.maxTs) !== null && _b !== void 0 ? _b : sdk_1.ZERO,
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reduceOnly: signedMsgOrderParams.reduceOnly,
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triggerCondition: signedMsgOrderParams.triggerCondition,
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price: signedMsgOrderParams.price,
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userOrderId: signedMsgOrderParams.userOrderId,
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// Rest are not necessary and set for type conforming
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price: sdk_1.ZERO,
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existingPositionDirection: sdk_1.PositionDirection.LONG,
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triggerPrice: sdk_1.ZERO,
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baseAssetAmountFilled: sdk_1.ZERO,
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quoteAssetAmountFilled: sdk_1.ZERO,
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quoteAssetAmount: sdk_1.ZERO,
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-
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bitFlags: 0,
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postedSlotTail: 0,
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};
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-
signedMsgOrder.price = (0, sdk_1.getAuctionPrice)(signedMsgOrder, (_c = this.slotSubscriber) === null || _c === void 0 ? void 0 : _c.getSlot(), this.driftClient.getOracleDataForPerpMarket(signedMsgOrder.marketIndex).price);
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if (this.userFilter) {
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if (this.userFilter(takerUserAccount, takerUserPubkeyString, signedMsgOrder)) {
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return;
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package/package.json
CHANGED
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@@ -1,13 +1,13 @@
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{
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"name": "@drift-labs/jit-proxy",
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"version": "0.13.
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"version": "0.13.47",
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"scripts": {
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"clean": "rm -rf lib",
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"build": "yarn clean && tsc"
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},
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"dependencies": {
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"@coral-xyz/anchor": "0.26.0",
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"@drift-labs/sdk": "2.112.0-beta.
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"@drift-labs/sdk": "2.112.0-beta.6",
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"@solana/web3.js": "1.91.7",
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"tweetnacl-util": "^0.15.1"
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},
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package/src/jitter/baseJitter.ts
CHANGED
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@@ -23,6 +23,7 @@ import {
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UserStatsMap,
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ZERO,
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SignedMsgOrderParamsMessage,
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isSignedMsgOrder,
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} from '@drift-labs/sdk';
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import { decodeUTF8 } from 'tweetnacl-util';
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@@ -48,6 +49,7 @@ export abstract class BaseJitter {
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slotSubscriber: SlotSubscriber;
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driftClient: DriftClient;
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jitProxyClient: JitProxyClient;
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auctionSubscriberIgnoresFastlaneOrders?: boolean;
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userStatsMap: UserStatsMap;
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perpParams = new Map<number, JitParams>();
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@@ -68,6 +70,7 @@ export abstract class BaseJitter {
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userStatsMap,
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fastlaneOrderSubscriber,
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slotSubscriber,
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auctionSubscriberIgnoresFastlaneOrders,
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}: {
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driftClient: DriftClient;
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auctionSubscriber: AuctionSubscriber;
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@@ -75,6 +78,7 @@ export abstract class BaseJitter {
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userStatsMap: UserStatsMap;
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fastlaneOrderSubscriber?: FastlaneOrderSubscriber;
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slotSubscriber?: SlotSubscriber;
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auctionSubscriberIgnoresFastlaneOrders?: boolean;
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}) {
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this.auctionSubscriber = auctionSubscriber;
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this.driftClient = driftClient;
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@@ -87,6 +91,8 @@ export abstract class BaseJitter {
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);
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this.slotSubscriber = slotSubscriber;
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this.fastlaneOrderSubscriber = fastlaneOrderSubscriber;
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this.auctionSubscriberIgnoresFastlaneOrders =
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auctionSubscriberIgnoresFastlaneOrders;
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if (this.fastlaneOrderSubscriber && !this.slotSubscriber) {
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throw new Error(
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@@ -117,6 +123,13 @@ export abstract class BaseJitter {
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continue;
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}
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if (
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this.auctionSubscriberIgnoresFastlaneOrders &&
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isSignedMsgOrder(order)
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) {
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continue;
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}
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if (this.userFilter) {
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if (this.userFilter(taker, takerKeyString, order)) {
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return;
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@@ -239,23 +252,17 @@ export abstract class BaseJitter {
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maxTs: signedMsgOrderParams.maxTs ?? ZERO,
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reduceOnly: signedMsgOrderParams.reduceOnly,
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triggerCondition: signedMsgOrderParams.triggerCondition,
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price: signedMsgOrderParams.price,
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userOrderId: signedMsgOrderParams.userOrderId,
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// Rest are not necessary and set for type conforming
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price: ZERO,
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existingPositionDirection: PositionDirection.LONG,
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triggerPrice: ZERO,
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baseAssetAmountFilled: ZERO,
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quoteAssetAmountFilled: ZERO,
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quoteAssetAmount: ZERO,
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bitFlags: 0,
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postedSlotTail: 0,
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};
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signedMsgOrder.price = getAuctionPrice(
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signedMsgOrder,
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this.slotSubscriber?.getSlot(),
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this.driftClient.getOracleDataForPerpMarket(
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signedMsgOrder.marketIndex
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).price
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);
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if (this.userFilter) {
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if (
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