@drift-labs/sdk 2.82.0-beta.1 → 2.82.0-beta.3
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.
- package/VERSION +1 -1
- package/lib/driftClient.d.ts +2 -1
- package/lib/driftClient.js +11 -8
- package/lib/priorityFee/driftPriorityFeeMethod.d.ts +3 -3
- package/lib/priorityFee/driftPriorityFeeMethod.js +2 -2
- package/lib/priorityFee/heliusPriorityFeeMethod.d.ts +6 -0
- package/lib/priorityFee/priorityFeeSubscriber.d.ts +1 -5
- package/lib/priorityFee/priorityFeeSubscriber.js +5 -4
- package/lib/priorityFee/priorityFeeSubscriberMap.d.ts +48 -0
- package/lib/priorityFee/priorityFeeSubscriberMap.js +88 -0
- package/lib/priorityFee/types.d.ts +11 -2
- package/lib/priorityFee/types.js +2 -1
- package/package.json +1 -1
- package/src/blockhashSubscriber/types.ts +4 -0
- package/src/driftClient.ts +22 -11
- package/src/priorityFee/driftPriorityFeeMethod.ts +4 -4
- package/src/priorityFee/heliusPriorityFeeMethod.ts +7 -0
- package/src/priorityFee/priorityFeeSubscriber.ts +4 -6
- package/src/priorityFee/priorityFeeSubscriberMap.ts +112 -0
- package/src/priorityFee/types.ts +17 -2
- package/tests/dlob/helpers.ts +4 -0
package/VERSION
CHANGED
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@@ -1 +1 @@
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1
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-
2.82.0-beta.
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1
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+
2.82.0-beta.3
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package/lib/driftClient.d.ts
CHANGED
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@@ -650,7 +650,8 @@ export declare class DriftClient {
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650
650
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requestRemoveInsuranceFundStake(marketIndex: number, amount: BN, txParams?: TxParams): Promise<TransactionSignature>;
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651
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cancelRequestRemoveInsuranceFundStake(marketIndex: number, txParams?: TxParams): Promise<TransactionSignature>;
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652
652
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removeInsuranceFundStake(marketIndex: number, collateralAccountPublicKey: PublicKey, txParams?: TxParams): Promise<TransactionSignature>;
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653
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-
settleRevenueToInsuranceFund(
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653
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+
settleRevenueToInsuranceFund(spotMarketIndex: number, subAccountId?: number, txParams?: TxParams): Promise<TransactionSignature>;
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654
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getSettleRevenueToInsuranceFundIx(spotMarketIndex: number, subAccountId?: number): Promise<TransactionInstruction>;
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654
655
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resolvePerpPnlDeficit(spotMarketIndex: number, perpMarketIndex: number, txParams?: TxParams): Promise<TransactionSignature>;
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getResolvePerpPnlDeficitIx(spotMarketIndex: number, perpMarketIndex: number): Promise<TransactionInstruction>;
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656
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getDepositIntoSpotMarketRevenuePoolIx(marketIndex: number, amount: BN, userTokenAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
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package/lib/driftClient.js
CHANGED
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@@ -3465,14 +3465,19 @@ class DriftClient {
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3465
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const { txSig } = await this.sendTransaction(tx, additionalSigners, this.opts);
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return txSig;
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}
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3468
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-
async settleRevenueToInsuranceFund(
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3469
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-
const
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3468
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+
async settleRevenueToInsuranceFund(spotMarketIndex, subAccountId, txParams) {
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3469
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const tx = await this.buildTransaction(await this.getSettleRevenueToInsuranceFundIx(spotMarketIndex, subAccountId), txParams);
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+
const { txSig } = await this.sendTransaction(tx, [], this.opts);
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return txSig;
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3472
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}
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async getSettleRevenueToInsuranceFundIx(spotMarketIndex, subAccountId) {
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3474
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const spotMarketAccount = this.getSpotMarketAccount(spotMarketIndex);
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3470
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const remainingAccounts = this.getRemainingAccounts({
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3471
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-
userAccounts: [this.getUserAccount()],
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+
userAccounts: [this.getUserAccount(subAccountId)],
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useMarketLastSlotCache: true,
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-
writableSpotMarketIndexes: [
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+
writableSpotMarketIndexes: [spotMarketIndex],
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});
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3475
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-
const ix = await this.program.instruction.settleRevenueToInsuranceFund(
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const ix = await this.program.instruction.settleRevenueToInsuranceFund(spotMarketIndex, {
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accounts: {
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state: await this.getStatePublicKey(),
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spotMarket: spotMarketAccount.pubkey,
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@@ -3483,9 +3488,7 @@ class DriftClient {
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},
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remainingAccounts,
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});
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-
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-
const { txSig } = await this.sendTransaction(tx, [], this.opts);
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3488
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-
return txSig;
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3491
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+
return ix;
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}
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async resolvePerpPnlDeficit(spotMarketIndex, perpMarketIndex, txParams) {
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3491
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const { txSig } = await this.sendTransaction(await this.buildTransaction(await this.getResolvePerpPnlDeficitIx(spotMarketIndex, perpMarketIndex), txParams), [], this.opts);
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@@ -1,3 +1,3 @@
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1
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-
import {
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-
export type DriftPriorityFeeResponse =
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3
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-
export declare function fetchDriftPriorityFee(url: string, marketTypes: string[],
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1
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import { DriftPriorityFeeLevels } from './heliusPriorityFeeMethod';
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2
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export type DriftPriorityFeeResponse = DriftPriorityFeeLevels[];
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export declare function fetchDriftPriorityFee(url: string, marketTypes: string[], marketIndexes: number[]): Promise<DriftPriorityFeeResponse>;
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@@ -5,9 +5,9 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.fetchDriftPriorityFee = void 0;
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const node_fetch_1 = __importDefault(require("node-fetch"));
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8
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async function fetchDriftPriorityFee(url, marketTypes,
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8
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async function fetchDriftPriorityFee(url, marketTypes, marketIndexes) {
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try {
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-
const response = await (0, node_fetch_1.default)(`${url}/batchPriorityFees?marketType=${marketTypes.join(',')}&marketIndex=${
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const response = await (0, node_fetch_1.default)(`${url}/batchPriorityFees?marketType=${marketTypes.join(',')}&marketIndex=${marketIndexes.join(',')}`);
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11
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if (!response.ok) {
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throw new Error(`HTTP error! status: ${response.status}`);
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}
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@@ -9,6 +9,12 @@ export declare enum HeliusPriorityLevel {
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9
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export type HeliusPriorityFeeLevels = {
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10
10
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[key in HeliusPriorityLevel]: number;
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11
11
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};
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12
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+
export type DriftPriorityFeeLevels = {
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+
[key in HeliusPriorityLevel]: number;
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14
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+
} & {
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15
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+
marketType: 'perp' | 'spot';
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marketIndex: number;
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};
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12
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export type HeliusPriorityFeeResponse = {
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jsonrpc: string;
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14
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result: {
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@@ -1,12 +1,8 @@
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1
1
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import { Connection, PublicKey } from '@solana/web3.js';
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2
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-
import { PriorityFeeMethod, PriorityFeeStrategy, PriorityFeeSubscriberConfig } from './types';
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2
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+
import { DriftMarketInfo, PriorityFeeMethod, PriorityFeeStrategy, PriorityFeeSubscriberConfig } from './types';
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3
3
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import { AverageOverSlotsStrategy } from './averageOverSlotsStrategy';
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4
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import { MaxOverSlotsStrategy } from './maxOverSlotsStrategy';
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5
5
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import { HeliusPriorityFeeLevels, HeliusPriorityLevel } from './heliusPriorityFeeMethod';
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6
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-
export type DriftMarketInfo = {
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7
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-
marketType: string;
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8
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-
marketIndex: number;
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9
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-
};
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10
6
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export declare class PriorityFeeSubscriber {
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11
7
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connection: Connection;
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12
8
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frequencyMs: number;
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@@ -9,7 +9,7 @@ const heliusPriorityFeeMethod_1 = require("./heliusPriorityFeeMethod");
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9
9
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const driftPriorityFeeMethod_1 = require("./driftPriorityFeeMethod");
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10
10
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class PriorityFeeSubscriber {
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11
11
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constructor(config) {
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12
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-
var _a, _b;
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12
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+
var _a, _b, _c;
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13
13
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this.averageStrategy = new averageOverSlotsStrategy_1.AverageOverSlotsStrategy();
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14
14
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this.maxStrategy = new maxOverSlotsStrategy_1.MaxOverSlotsStrategy();
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15
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this.priorityFeeMethod = types_1.PriorityFeeMethod.SOLANA;
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@@ -19,7 +19,8 @@ class PriorityFeeSubscriber {
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19
19
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this.lastMaxStrategyResult = 0;
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20
20
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this.lastSlotSeen = 0;
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21
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this.connection = config.connection;
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22
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-
this.frequencyMs =
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22
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+
this.frequencyMs =
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23
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+
(_a = config.frequencyMs) !== null && _a !== void 0 ? _a : types_1.DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS;
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23
24
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this.addresses = config.addresses
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24
25
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? config.addresses.map((address) => address.toBase58())
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: [];
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@@ -30,7 +31,7 @@ class PriorityFeeSubscriber {
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30
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else {
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31
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this.customStrategy = this.averageStrategy;
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32
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}
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33
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-
this.lookbackDistance = (
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34
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+
this.lookbackDistance = (_b = config.slotsToCheck) !== null && _b !== void 0 ? _b : 50;
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34
35
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if (config.priorityFeeMethod) {
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35
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this.priorityFeeMethod = config.priorityFeeMethod;
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37
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if (this.priorityFeeMethod === types_1.PriorityFeeMethod.HELIUS) {
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@@ -56,7 +57,7 @@ class PriorityFeeSubscriber {
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56
57
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}
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}
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59
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this.maxFeeMicroLamports = config.maxFeeMicroLamports;
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59
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-
this.priorityFeeMultiplier = (
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60
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+
this.priorityFeeMultiplier = (_c = config.priorityFeeMultiplier) !== null && _c !== void 0 ? _c : 1.0;
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60
61
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}
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62
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async subscribe() {
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62
63
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if (this.intervalId) {
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@@ -0,0 +1,48 @@
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1
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+
import { DriftPriorityFeeLevels } from './heliusPriorityFeeMethod';
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2
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+
import { DriftMarketInfo, PriorityFeeSubscriberMapConfig } from './types';
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3
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+
/**
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4
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+
* takes advantage of /batchPriorityFees endpoint from drift hosted priority fee service
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5
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+
*/
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6
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+
export declare class PriorityFeeSubscriberMap {
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7
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+
frequencyMs: number;
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8
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+
intervalId?: ReturnType<typeof setTimeout>;
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9
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+
driftMarkets?: DriftMarketInfo[];
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10
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+
driftPriorityFeeEndpoint?: string;
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11
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+
feesMap: Map<string, Map<number, DriftPriorityFeeLevels>>;
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12
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+
constructor(config: PriorityFeeSubscriberMapConfig);
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13
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+
private updateFeesMap;
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14
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+
subscribe(): Promise<void>;
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15
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+
unsubscribe(): Promise<void>;
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16
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+
load(): Promise<void>;
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17
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+
updateMarketTypeAndIndex(driftMarkets: DriftMarketInfo[]): void;
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18
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+
getPriorityFees(marketType: string, marketIndex: number): DriftPriorityFeeLevels | undefined;
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19
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+
}
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20
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+
/** Example usage:
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21
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+
async function main() {
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22
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+
const driftMarkets: DriftMarketInfo[] = [
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23
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+
{ marketType: 'perp', marketIndex: 0 },
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24
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+
{ marketType: 'perp', marketIndex: 1 },
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25
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+
{ marketType: 'spot', marketIndex: 2 }
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26
|
+
];
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27
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+
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28
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+
const subscriber = new PriorityFeeSubscriberMap({
|
|
29
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+
driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
|
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30
|
+
frequencyMs: 5000,
|
|
31
|
+
driftMarkets
|
|
32
|
+
});
|
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33
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+
await subscriber.subscribe();
|
|
34
|
+
|
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35
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+
for (let i = 0; i < 20; i++) {
|
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36
|
+
await new Promise(resolve => setTimeout(resolve, 1000));
|
|
37
|
+
driftMarkets.forEach(market => {
|
|
38
|
+
const fees = subscriber.getPriorityFees(market.marketType, market.marketIndex);
|
|
39
|
+
console.log(`Priority fees for ${market.marketType} market ${market.marketIndex}:`, fees);
|
|
40
|
+
});
|
|
41
|
+
}
|
|
42
|
+
|
|
43
|
+
|
|
44
|
+
await subscriber.unsubscribe();
|
|
45
|
+
}
|
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46
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+
|
|
47
|
+
main().catch(console.error);
|
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48
|
+
*/
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@@ -0,0 +1,88 @@
|
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|
1
|
+
"use strict";
|
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2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
+
exports.PriorityFeeSubscriberMap = void 0;
|
|
4
|
+
const driftPriorityFeeMethod_1 = require("./driftPriorityFeeMethod");
|
|
5
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+
const types_1 = require("./types");
|
|
6
|
+
/**
|
|
7
|
+
* takes advantage of /batchPriorityFees endpoint from drift hosted priority fee service
|
|
8
|
+
*/
|
|
9
|
+
class PriorityFeeSubscriberMap {
|
|
10
|
+
constructor(config) {
|
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11
|
+
var _a;
|
|
12
|
+
this.frequencyMs = config.frequencyMs;
|
|
13
|
+
this.frequencyMs =
|
|
14
|
+
(_a = config.frequencyMs) !== null && _a !== void 0 ? _a : types_1.DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS;
|
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15
|
+
this.driftPriorityFeeEndpoint = config.driftPriorityFeeEndpoint;
|
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16
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+
this.driftMarkets = config.driftMarkets;
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17
|
+
this.feesMap = new Map();
|
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18
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+
this.feesMap.set('perp', new Map());
|
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19
|
+
this.feesMap.set('spot', new Map());
|
|
20
|
+
}
|
|
21
|
+
updateFeesMap(driftPriorityFeeResponse) {
|
|
22
|
+
driftPriorityFeeResponse.forEach((fee) => {
|
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23
|
+
this.feesMap.get(fee.marketType).set(fee.marketIndex, fee);
|
|
24
|
+
});
|
|
25
|
+
}
|
|
26
|
+
async subscribe() {
|
|
27
|
+
if (this.intervalId) {
|
|
28
|
+
return;
|
|
29
|
+
}
|
|
30
|
+
await this.load();
|
|
31
|
+
this.intervalId = setInterval(this.load.bind(this), this.frequencyMs);
|
|
32
|
+
}
|
|
33
|
+
async unsubscribe() {
|
|
34
|
+
if (this.intervalId) {
|
|
35
|
+
clearInterval(this.intervalId);
|
|
36
|
+
this.intervalId = undefined;
|
|
37
|
+
}
|
|
38
|
+
}
|
|
39
|
+
async load() {
|
|
40
|
+
try {
|
|
41
|
+
if (!this.driftMarkets) {
|
|
42
|
+
return;
|
|
43
|
+
}
|
|
44
|
+
const fees = await (0, driftPriorityFeeMethod_1.fetchDriftPriorityFee)(this.driftPriorityFeeEndpoint, this.driftMarkets.map((m) => m.marketType), this.driftMarkets.map((m) => m.marketIndex));
|
|
45
|
+
this.updateFeesMap(fees);
|
|
46
|
+
}
|
|
47
|
+
catch (e) {
|
|
48
|
+
console.error('Error fetching drift priority fees', e);
|
|
49
|
+
}
|
|
50
|
+
}
|
|
51
|
+
updateMarketTypeAndIndex(driftMarkets) {
|
|
52
|
+
this.driftMarkets = driftMarkets;
|
|
53
|
+
}
|
|
54
|
+
getPriorityFees(marketType, marketIndex) {
|
|
55
|
+
var _a;
|
|
56
|
+
return (_a = this.feesMap.get(marketType)) === null || _a === void 0 ? void 0 : _a.get(marketIndex);
|
|
57
|
+
}
|
|
58
|
+
}
|
|
59
|
+
exports.PriorityFeeSubscriberMap = PriorityFeeSubscriberMap;
|
|
60
|
+
/** Example usage:
|
|
61
|
+
async function main() {
|
|
62
|
+
const driftMarkets: DriftMarketInfo[] = [
|
|
63
|
+
{ marketType: 'perp', marketIndex: 0 },
|
|
64
|
+
{ marketType: 'perp', marketIndex: 1 },
|
|
65
|
+
{ marketType: 'spot', marketIndex: 2 }
|
|
66
|
+
];
|
|
67
|
+
|
|
68
|
+
const subscriber = new PriorityFeeSubscriberMap({
|
|
69
|
+
driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
|
|
70
|
+
frequencyMs: 5000,
|
|
71
|
+
driftMarkets
|
|
72
|
+
});
|
|
73
|
+
await subscriber.subscribe();
|
|
74
|
+
|
|
75
|
+
for (let i = 0; i < 20; i++) {
|
|
76
|
+
await new Promise(resolve => setTimeout(resolve, 1000));
|
|
77
|
+
driftMarkets.forEach(market => {
|
|
78
|
+
const fees = subscriber.getPriorityFees(market.marketType, market.marketIndex);
|
|
79
|
+
console.log(`Priority fees for ${market.marketType} market ${market.marketIndex}:`, fees);
|
|
80
|
+
});
|
|
81
|
+
}
|
|
82
|
+
|
|
83
|
+
|
|
84
|
+
await subscriber.unsubscribe();
|
|
85
|
+
}
|
|
86
|
+
|
|
87
|
+
main().catch(console.error);
|
|
88
|
+
*/
|
|
@@ -1,8 +1,8 @@
|
|
|
1
1
|
import { Connection, PublicKey } from '@solana/web3.js';
|
|
2
2
|
import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
|
|
3
3
|
import { HeliusPriorityFeeResponse } from './heliusPriorityFeeMethod';
|
|
4
|
-
import { DriftMarketInfo } from './priorityFeeSubscriber';
|
|
5
4
|
import { DriftPriorityFeeResponse } from './driftPriorityFeeMethod';
|
|
5
|
+
export declare const DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS = 10000;
|
|
6
6
|
export interface PriorityFeeStrategy {
|
|
7
7
|
calculate(samples: SolanaPriorityFeeResponse[] | HeliusPriorityFeeResponse | DriftPriorityFeeResponse): number;
|
|
8
8
|
}
|
|
@@ -11,9 +11,13 @@ export declare enum PriorityFeeMethod {
|
|
|
11
11
|
HELIUS = "helius",
|
|
12
12
|
DRIFT = "drift"
|
|
13
13
|
}
|
|
14
|
+
export type DriftMarketInfo = {
|
|
15
|
+
marketType: string;
|
|
16
|
+
marketIndex: number;
|
|
17
|
+
};
|
|
14
18
|
export type PriorityFeeSubscriberConfig = {
|
|
15
19
|
connection?: Connection;
|
|
16
|
-
frequencyMs
|
|
20
|
+
frequencyMs?: number;
|
|
17
21
|
addresses?: PublicKey[];
|
|
18
22
|
driftMarkets?: DriftMarketInfo[];
|
|
19
23
|
customStrategy?: PriorityFeeStrategy;
|
|
@@ -24,3 +28,8 @@ export type PriorityFeeSubscriberConfig = {
|
|
|
24
28
|
maxFeeMicroLamports?: number;
|
|
25
29
|
priorityFeeMultiplier?: number;
|
|
26
30
|
};
|
|
31
|
+
export type PriorityFeeSubscriberMapConfig = {
|
|
32
|
+
frequencyMs?: number;
|
|
33
|
+
driftMarkets?: DriftMarketInfo[];
|
|
34
|
+
driftPriorityFeeEndpoint: string;
|
|
35
|
+
};
|
package/lib/priorityFee/types.js
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.PriorityFeeMethod = void 0;
|
|
3
|
+
exports.PriorityFeeMethod = exports.DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS = void 0;
|
|
4
|
+
exports.DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS = 10000;
|
|
4
5
|
var PriorityFeeMethod;
|
|
5
6
|
(function (PriorityFeeMethod) {
|
|
6
7
|
PriorityFeeMethod["SOLANA"] = "solana";
|
package/package.json
CHANGED
|
@@ -1,8 +1,12 @@
|
|
|
1
1
|
import { Commitment, Connection } from '@solana/web3.js';
|
|
2
2
|
|
|
3
3
|
export type BlockhashSubscriberConfig = {
|
|
4
|
+
/// rpcUrl to poll block hashes from, one of rpcUrl or Connection must provided
|
|
4
5
|
rpcUrl?: string;
|
|
6
|
+
/// connection to poll block hashes from, one of rpcUrl or Connection must provided
|
|
5
7
|
connection?: Connection;
|
|
8
|
+
/// commitment to poll block hashes with, default is 'confirmed'
|
|
6
9
|
commitment?: Commitment;
|
|
10
|
+
/// interval to poll block hashes, default is 1000 ms
|
|
7
11
|
updateIntervalMs?: number;
|
|
8
12
|
};
|
package/src/driftClient.ts
CHANGED
|
@@ -6488,18 +6488,33 @@ export class DriftClient {
|
|
|
6488
6488
|
}
|
|
6489
6489
|
|
|
6490
6490
|
public async settleRevenueToInsuranceFund(
|
|
6491
|
-
|
|
6491
|
+
spotMarketIndex: number,
|
|
6492
|
+
subAccountId?: number,
|
|
6493
|
+
txParams?: TxParams
|
|
6492
6494
|
): Promise<TransactionSignature> {
|
|
6493
|
-
const
|
|
6495
|
+
const tx = await this.buildTransaction(
|
|
6496
|
+
await this.getSettleRevenueToInsuranceFundIx(
|
|
6497
|
+
spotMarketIndex,
|
|
6498
|
+
subAccountId
|
|
6499
|
+
),
|
|
6500
|
+
txParams
|
|
6501
|
+
);
|
|
6502
|
+
const { txSig } = await this.sendTransaction(tx, [], this.opts);
|
|
6503
|
+
return txSig;
|
|
6504
|
+
}
|
|
6494
6505
|
|
|
6506
|
+
public async getSettleRevenueToInsuranceFundIx(
|
|
6507
|
+
spotMarketIndex: number,
|
|
6508
|
+
subAccountId?: number
|
|
6509
|
+
): Promise<TransactionInstruction> {
|
|
6510
|
+
const spotMarketAccount = this.getSpotMarketAccount(spotMarketIndex);
|
|
6495
6511
|
const remainingAccounts = this.getRemainingAccounts({
|
|
6496
|
-
userAccounts: [this.getUserAccount()],
|
|
6512
|
+
userAccounts: [this.getUserAccount(subAccountId)],
|
|
6497
6513
|
useMarketLastSlotCache: true,
|
|
6498
|
-
writableSpotMarketIndexes: [
|
|
6514
|
+
writableSpotMarketIndexes: [spotMarketIndex],
|
|
6499
6515
|
});
|
|
6500
|
-
|
|
6501
6516
|
const ix = await this.program.instruction.settleRevenueToInsuranceFund(
|
|
6502
|
-
|
|
6517
|
+
spotMarketIndex,
|
|
6503
6518
|
{
|
|
6504
6519
|
accounts: {
|
|
6505
6520
|
state: await this.getStatePublicKey(),
|
|
@@ -6512,11 +6527,7 @@ export class DriftClient {
|
|
|
6512
6527
|
remainingAccounts,
|
|
6513
6528
|
}
|
|
6514
6529
|
);
|
|
6515
|
-
|
|
6516
|
-
const tx = await this.buildTransaction(ix);
|
|
6517
|
-
|
|
6518
|
-
const { txSig } = await this.sendTransaction(tx, [], this.opts);
|
|
6519
|
-
return txSig;
|
|
6530
|
+
return ix;
|
|
6520
6531
|
}
|
|
6521
6532
|
|
|
6522
6533
|
public async resolvePerpPnlDeficit(
|
|
@@ -1,18 +1,18 @@
|
|
|
1
1
|
import fetch from 'node-fetch';
|
|
2
|
-
import {
|
|
2
|
+
import { DriftPriorityFeeLevels } from './heliusPriorityFeeMethod';
|
|
3
3
|
|
|
4
|
-
export type DriftPriorityFeeResponse =
|
|
4
|
+
export type DriftPriorityFeeResponse = DriftPriorityFeeLevels[];
|
|
5
5
|
|
|
6
6
|
export async function fetchDriftPriorityFee(
|
|
7
7
|
url: string,
|
|
8
8
|
marketTypes: string[],
|
|
9
|
-
|
|
9
|
+
marketIndexes: number[]
|
|
10
10
|
): Promise<DriftPriorityFeeResponse> {
|
|
11
11
|
try {
|
|
12
12
|
const response = await fetch(
|
|
13
13
|
`${url}/batchPriorityFees?marketType=${marketTypes.join(
|
|
14
14
|
','
|
|
15
|
-
)}&marketIndex=${
|
|
15
|
+
)}&marketIndex=${marketIndexes.join(',')}`
|
|
16
16
|
);
|
|
17
17
|
if (!response.ok) {
|
|
18
18
|
throw new Error(`HTTP error! status: ${response.status}`);
|
|
@@ -13,6 +13,13 @@ export type HeliusPriorityFeeLevels = {
|
|
|
13
13
|
[key in HeliusPriorityLevel]: number;
|
|
14
14
|
};
|
|
15
15
|
|
|
16
|
+
export type DriftPriorityFeeLevels = {
|
|
17
|
+
[key in HeliusPriorityLevel]: number;
|
|
18
|
+
} & {
|
|
19
|
+
marketType: 'perp' | 'spot';
|
|
20
|
+
marketIndex: number;
|
|
21
|
+
};
|
|
22
|
+
|
|
16
23
|
export type HeliusPriorityFeeResponse = {
|
|
17
24
|
jsonrpc: string;
|
|
18
25
|
result: {
|
|
@@ -1,5 +1,7 @@
|
|
|
1
1
|
import { Connection, PublicKey } from '@solana/web3.js';
|
|
2
2
|
import {
|
|
3
|
+
DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS,
|
|
4
|
+
DriftMarketInfo,
|
|
3
5
|
PriorityFeeMethod,
|
|
4
6
|
PriorityFeeStrategy,
|
|
5
7
|
PriorityFeeSubscriberConfig,
|
|
@@ -14,11 +16,6 @@ import {
|
|
|
14
16
|
} from './heliusPriorityFeeMethod';
|
|
15
17
|
import { fetchDriftPriorityFee } from './driftPriorityFeeMethod';
|
|
16
18
|
|
|
17
|
-
export type DriftMarketInfo = {
|
|
18
|
-
marketType: string;
|
|
19
|
-
marketIndex: number;
|
|
20
|
-
};
|
|
21
|
-
|
|
22
19
|
export class PriorityFeeSubscriber {
|
|
23
20
|
connection: Connection;
|
|
24
21
|
frequencyMs: number;
|
|
@@ -46,7 +43,8 @@ export class PriorityFeeSubscriber {
|
|
|
46
43
|
|
|
47
44
|
public constructor(config: PriorityFeeSubscriberConfig) {
|
|
48
45
|
this.connection = config.connection;
|
|
49
|
-
this.frequencyMs =
|
|
46
|
+
this.frequencyMs =
|
|
47
|
+
config.frequencyMs ?? DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS;
|
|
50
48
|
this.addresses = config.addresses
|
|
51
49
|
? config.addresses.map((address) => address.toBase58())
|
|
52
50
|
: [];
|
|
@@ -0,0 +1,112 @@
|
|
|
1
|
+
import {
|
|
2
|
+
DriftPriorityFeeResponse,
|
|
3
|
+
fetchDriftPriorityFee,
|
|
4
|
+
} from './driftPriorityFeeMethod';
|
|
5
|
+
import { DriftPriorityFeeLevels } from './heliusPriorityFeeMethod';
|
|
6
|
+
import {
|
|
7
|
+
DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS,
|
|
8
|
+
DriftMarketInfo,
|
|
9
|
+
PriorityFeeSubscriberMapConfig,
|
|
10
|
+
} from './types';
|
|
11
|
+
|
|
12
|
+
/**
|
|
13
|
+
* takes advantage of /batchPriorityFees endpoint from drift hosted priority fee service
|
|
14
|
+
*/
|
|
15
|
+
export class PriorityFeeSubscriberMap {
|
|
16
|
+
frequencyMs: number;
|
|
17
|
+
intervalId?: ReturnType<typeof setTimeout>;
|
|
18
|
+
|
|
19
|
+
driftMarkets?: DriftMarketInfo[];
|
|
20
|
+
driftPriorityFeeEndpoint?: string;
|
|
21
|
+
feesMap: Map<string, Map<number, DriftPriorityFeeLevels>>; // marketType -> marketIndex -> priority fee
|
|
22
|
+
|
|
23
|
+
public constructor(config: PriorityFeeSubscriberMapConfig) {
|
|
24
|
+
this.frequencyMs = config.frequencyMs;
|
|
25
|
+
this.frequencyMs =
|
|
26
|
+
config.frequencyMs ?? DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS;
|
|
27
|
+
this.driftPriorityFeeEndpoint = config.driftPriorityFeeEndpoint;
|
|
28
|
+
this.driftMarkets = config.driftMarkets;
|
|
29
|
+
this.feesMap = new Map<string, Map<number, DriftPriorityFeeLevels>>();
|
|
30
|
+
this.feesMap.set('perp', new Map<number, DriftPriorityFeeLevels>());
|
|
31
|
+
this.feesMap.set('spot', new Map<number, DriftPriorityFeeLevels>());
|
|
32
|
+
}
|
|
33
|
+
|
|
34
|
+
private updateFeesMap(driftPriorityFeeResponse: DriftPriorityFeeResponse) {
|
|
35
|
+
driftPriorityFeeResponse.forEach((fee: DriftPriorityFeeLevels) => {
|
|
36
|
+
this.feesMap.get(fee.marketType)!.set(fee.marketIndex, fee);
|
|
37
|
+
});
|
|
38
|
+
}
|
|
39
|
+
|
|
40
|
+
public async subscribe(): Promise<void> {
|
|
41
|
+
if (this.intervalId) {
|
|
42
|
+
return;
|
|
43
|
+
}
|
|
44
|
+
|
|
45
|
+
await this.load();
|
|
46
|
+
this.intervalId = setInterval(this.load.bind(this), this.frequencyMs);
|
|
47
|
+
}
|
|
48
|
+
|
|
49
|
+
public async unsubscribe(): Promise<void> {
|
|
50
|
+
if (this.intervalId) {
|
|
51
|
+
clearInterval(this.intervalId);
|
|
52
|
+
this.intervalId = undefined;
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
|
|
56
|
+
public async load(): Promise<void> {
|
|
57
|
+
try {
|
|
58
|
+
if (!this.driftMarkets) {
|
|
59
|
+
return;
|
|
60
|
+
}
|
|
61
|
+
const fees = await fetchDriftPriorityFee(
|
|
62
|
+
this.driftPriorityFeeEndpoint!,
|
|
63
|
+
this.driftMarkets.map((m) => m.marketType),
|
|
64
|
+
this.driftMarkets.map((m) => m.marketIndex)
|
|
65
|
+
);
|
|
66
|
+
this.updateFeesMap(fees);
|
|
67
|
+
} catch (e) {
|
|
68
|
+
console.error('Error fetching drift priority fees', e);
|
|
69
|
+
}
|
|
70
|
+
}
|
|
71
|
+
|
|
72
|
+
public updateMarketTypeAndIndex(driftMarkets: DriftMarketInfo[]) {
|
|
73
|
+
this.driftMarkets = driftMarkets;
|
|
74
|
+
}
|
|
75
|
+
|
|
76
|
+
public getPriorityFees(
|
|
77
|
+
marketType: string,
|
|
78
|
+
marketIndex: number
|
|
79
|
+
): DriftPriorityFeeLevels | undefined {
|
|
80
|
+
return this.feesMap.get(marketType)?.get(marketIndex);
|
|
81
|
+
}
|
|
82
|
+
}
|
|
83
|
+
|
|
84
|
+
/** Example usage:
|
|
85
|
+
async function main() {
|
|
86
|
+
const driftMarkets: DriftMarketInfo[] = [
|
|
87
|
+
{ marketType: 'perp', marketIndex: 0 },
|
|
88
|
+
{ marketType: 'perp', marketIndex: 1 },
|
|
89
|
+
{ marketType: 'spot', marketIndex: 2 }
|
|
90
|
+
];
|
|
91
|
+
|
|
92
|
+
const subscriber = new PriorityFeeSubscriberMap({
|
|
93
|
+
driftPriorityFeeEndpoint: 'https://dlob.drift.trade',
|
|
94
|
+
frequencyMs: 5000,
|
|
95
|
+
driftMarkets
|
|
96
|
+
});
|
|
97
|
+
await subscriber.subscribe();
|
|
98
|
+
|
|
99
|
+
for (let i = 0; i < 20; i++) {
|
|
100
|
+
await new Promise(resolve => setTimeout(resolve, 1000));
|
|
101
|
+
driftMarkets.forEach(market => {
|
|
102
|
+
const fees = subscriber.getPriorityFees(market.marketType, market.marketIndex);
|
|
103
|
+
console.log(`Priority fees for ${market.marketType} market ${market.marketIndex}:`, fees);
|
|
104
|
+
});
|
|
105
|
+
}
|
|
106
|
+
|
|
107
|
+
|
|
108
|
+
await subscriber.unsubscribe();
|
|
109
|
+
}
|
|
110
|
+
|
|
111
|
+
main().catch(console.error);
|
|
112
|
+
*/
|
package/src/priorityFee/types.ts
CHANGED
|
@@ -1,9 +1,10 @@
|
|
|
1
1
|
import { Connection, PublicKey } from '@solana/web3.js';
|
|
2
2
|
import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
|
|
3
3
|
import { HeliusPriorityFeeResponse } from './heliusPriorityFeeMethod';
|
|
4
|
-
import { DriftMarketInfo } from './priorityFeeSubscriber';
|
|
5
4
|
import { DriftPriorityFeeResponse } from './driftPriorityFeeMethod';
|
|
6
5
|
|
|
6
|
+
export const DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS = 10_000;
|
|
7
|
+
|
|
7
8
|
export interface PriorityFeeStrategy {
|
|
8
9
|
// calculate the priority fee for a given set of samples.
|
|
9
10
|
// expect samples to be sorted in descending order (by slot)
|
|
@@ -21,11 +22,16 @@ export enum PriorityFeeMethod {
|
|
|
21
22
|
DRIFT = 'drift',
|
|
22
23
|
}
|
|
23
24
|
|
|
25
|
+
export type DriftMarketInfo = {
|
|
26
|
+
marketType: string;
|
|
27
|
+
marketIndex: number;
|
|
28
|
+
};
|
|
29
|
+
|
|
24
30
|
export type PriorityFeeSubscriberConfig = {
|
|
25
31
|
/// rpc connection, optional if using priorityFeeMethod.HELIUS
|
|
26
32
|
connection?: Connection;
|
|
27
33
|
/// frequency to make RPC calls to update priority fee samples, in milliseconds
|
|
28
|
-
frequencyMs
|
|
34
|
+
frequencyMs?: number;
|
|
29
35
|
/// addresses you plan to write lock, used to determine priority fees
|
|
30
36
|
addresses?: PublicKey[];
|
|
31
37
|
/// drift market type and index, optionally provide at initialization time if using priorityFeeMethod.DRIFT
|
|
@@ -45,3 +51,12 @@ export type PriorityFeeSubscriberConfig = {
|
|
|
45
51
|
/// multiplier applied to priority fee before maxFeeMicroLamports, defaults to 1.0
|
|
46
52
|
priorityFeeMultiplier?: number;
|
|
47
53
|
};
|
|
54
|
+
|
|
55
|
+
export type PriorityFeeSubscriberMapConfig = {
|
|
56
|
+
/// frequency to make RPC calls to update priority fee samples, in milliseconds
|
|
57
|
+
frequencyMs?: number;
|
|
58
|
+
/// drift market type and associated market index to query
|
|
59
|
+
driftMarkets?: DriftMarketInfo[];
|
|
60
|
+
/// url for drift cached priority fee endpoint
|
|
61
|
+
driftPriorityFeeEndpoint: string;
|
|
62
|
+
};
|
package/tests/dlob/helpers.ts
CHANGED
|
@@ -142,6 +142,10 @@ export const mockAMM: AMM = {
|
|
|
142
142
|
bidQuoteAssetReserve: new BN(0),
|
|
143
143
|
askBaseAssetReserve: new BN(0),
|
|
144
144
|
askQuoteAssetReserve: new BN(0),
|
|
145
|
+
|
|
146
|
+
netUnsettledFundingPnl: new BN(0),
|
|
147
|
+
quoteAssetAmountWithUnsettledLp: new BN(0),
|
|
148
|
+
referencePriceOffset: 0,
|
|
145
149
|
};
|
|
146
150
|
|
|
147
151
|
export const mockPerpMarkets: Array<PerpMarketAccount> = [
|