@drift-labs/sdk 2.87.0-beta.5 → 2.87.0-beta.6

package/src/openbook/openbookV2Subscriber.ts

@@ -0,0 +1,167 @@
+import { Connection, Keypair, PublicKey } from '@solana/web3.js';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+import { PRICE_PRECISION } from '../constants/numericConstants';
+import { AnchorProvider, BN, Idl, Program, Wallet } from '@coral-xyz/anchor';
+import { L2Level, L2OrderBookGenerator } from '../dlob/orderBookLevels';
+import { Market, OpenBookV2Client } from '@openbook-dex/openbook-v2';
+import openbookV2Idl from '../idl/openbook.json';
+
+export type OpenbookV2SubscriberConfig = {
+	connection: Connection;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	accountSubscription:
+		| {
+				// enables use to add web sockets in the future
+				type: 'polling';
+				accountLoader: BulkAccountLoader;
+		  }
+		| {
+				type: 'websocket';
+		  };
+};
+
+export class OpenbookV2Subscriber implements L2OrderBookGenerator {
+	connection: Connection;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	subscriptionType: 'polling' | 'websocket';
+	accountLoader: BulkAccountLoader | undefined;
+	subscribed: boolean;
+	market: Market;
+	marketCallbackId: string | number;
+	client: OpenBookV2Client;
+
+	public constructor(config: OpenbookV2SubscriberConfig) {
+		this.connection = config.connection;
+		this.programId = config.programId;
+		this.marketAddress = config.marketAddress;
+		this.subscribed = false;
+		if (config.accountSubscription.type === 'polling') {
+			this.subscriptionType = 'polling';
+			this.accountLoader = config.accountSubscription.accountLoader;
+		} else {
+			this.subscriptionType = 'websocket';
+		}
+	}
+
+	public async subscribe(): Promise<void> {
+		if (this.subscribed === true) {
+			return;
+		}
+
+		const anchorProvider = new AnchorProvider(
+			this.connection,
+			new Wallet(Keypair.generate()),
+			{}
+		);
+		const openbookV2Program = new Program(
+			openbookV2Idl as Idl,
+			this.programId,
+			anchorProvider
+		);
+		this.client = new OpenBookV2Client(anchorProvider);
+		const market = await Market.load(this.client, this.marketAddress);
+		this.market = await market.loadOrderBook();
+
+		if (this.subscriptionType === 'websocket') {
+			this.marketCallbackId = this.connection.onAccountChange(
+				this.marketAddress,
+				async (accountInfo, _) => {
+					const marketRaw = openbookV2Program.coder.accounts.decode(
+						'Market',
+						accountInfo.data
+					);
+					this.market = new Market(this.client, this.marketAddress, marketRaw);
+					await this.market.loadOrderBook();
+				}
+			);
+		} else {
+			this.marketCallbackId = await this.accountLoader.addAccount(
+				this.marketAddress,
+				(buffer, _) => {
+					const marketRaw = openbookV2Program.coder.accounts.decode(
+						'Market',
+						buffer
+					);
+					this.market = new Market(this.client, this.marketAddress, marketRaw);
+					(async () => {
+						await this.market.loadOrderBook();
+					})();
+				}
+			);
+		}
+
+		this.subscribed = true;
+	}
+
+	public async getBestBid(): Promise<BN | undefined> {
+		const bids = await this.market.loadBids();
+		const bestBid = bids.best();
+
+		if (bestBid === undefined) {
+			return undefined;
+		}
+
+		return new BN(Math.floor(bestBid.price * PRICE_PRECISION.toNumber()));
+	}
+
+	public async getBestAsk(): Promise<BN | undefined> {
+		const asks = await this.market.loadAsks();
+		const bestAsk = asks.best();
+
+		if (bestAsk === undefined) {
+			return undefined;
+		}
+
+		return new BN(Math.floor(bestAsk.price * PRICE_PRECISION.toNumber()));
+	}
+
+	public getL2Bids(): Generator<L2Level> {
+		return this.getL2Levels('bids');
+	}
+
+	public getL2Asks(): Generator<L2Level> {
+		return this.getL2Levels('asks');
+	}
+
+	*getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
+		const basePrecision = Math.ceil(
+			1 / this.market.baseNativeFactor.toNumber()
+		);
+		const pricePrecision = PRICE_PRECISION.toNumber();
+
+		const levels = side === 'bids' ? this.market.bids : this.market.asks;
+
+		for (const order of levels.items()) {
+			const size = new BN(order.size * basePrecision);
+			const price = new BN(order.price * pricePrecision);
+			yield {
+				price,
+				size,
+				sources: {
+					openbook: size,
+				},
+			};
+		}
+	}
+
+	public async unsubscribe(): Promise<void> {
+		if (!this.subscribed) {
+			return;
+		}
+
+		if (this.subscriptionType === 'websocket') {
+			await this.connection.removeAccountChangeListener(
+				this.marketCallbackId as number
+			);
+		} else {
+			this.accountLoader.removeAccount(
+				this.marketAddress,
+				this.marketCallbackId as string
+			);
+		}
+
+		this.subscribed = false;
+	}
+}

package/src/types.ts

@@ -746,6 +746,8 @@ export type SpotMarketAccount = {
 	fuelBoostTaker: number;
 	fuelBoostMaker: number;
 	fuelBoostInsurance: number;
+
+	tokenProgram: number;
 };
 
 export type PoolBalance = {

package/tests/subscriber/openbook.ts

@@ -0,0 +1,58 @@
+import { OpenbookV2Subscriber, PRICE_PRECISION } from '../../lib';
+import { Connection, PublicKey } from '@solana/web3.js';
+
+describe('openbook v2 subscriber', function () {
+	this.timeout(100_000);
+
+	it('works', async function () {
+		const connection = new Connection(
+			process.env.MAINNET_RPC_ENDPOINT as string
+		);
+		const solUsdc = new PublicKey(
+			'AFgkED1FUVfBe2trPUDqSqK9QKd4stJrfzq5q1RwAFTa'
+		);
+		const openbook = new PublicKey(
+			'opnb2LAfJYbRMAHHvqjCwQxanZn7ReEHp1k81EohpZb'
+		);
+
+		const openbookV2Subscriber = new OpenbookV2Subscriber({
+			connection,
+			programId: openbook,
+			marketAddress: solUsdc,
+			accountSubscription: {
+				type: 'websocket',
+			},
+		});
+
+		await openbookV2Subscriber.subscribe();
+
+		// wait for updates
+		await new Promise((resolve) => setTimeout(resolve, 5_000));
+
+		const basePrecision = Math.ceil(
+			1 / openbookV2Subscriber.market.baseNativeFactor.toNumber()
+		);
+
+		console.log('Bids');
+		for (const bid of openbookV2Subscriber.getL2Bids()) {
+			console.log('Price: ', bid.price.toNumber() / PRICE_PRECISION.toNumber());
+			console.log('Size: ', bid.size.toNumber() / basePrecision);
+			console.log('Source: ', bid.sources);
+		}
+
+		console.log('Asks');
+		for (const ask of openbookV2Subscriber.getL2Asks()) {
+			console.log('Price: ', ask.price.toNumber() / PRICE_PRECISION.toNumber());
+			console.log('Size: ', ask.size.toNumber() / basePrecision);
+			console.log('Source: ', ask.sources);
+		}
+
+		const bestBid = await openbookV2Subscriber.getBestBid();
+		console.log('Best bid:', bestBid.toNumber());
+
+		const bestAsk = await openbookV2Subscriber.getBestAsk();
+		console.log('Best ask:', bestAsk.toNumber());
+
+		await openbookV2Subscriber.unsubscribe();
+	});
+});