@velocity-exchange/sdk 0.4.0 → 0.6.0

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.
Files changed (323) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +35 -0
  3. package/lib/browser/adminClient.js +65 -0
  4. package/lib/browser/config.js +6 -7
  5. package/lib/browser/constants/numericConstants.d.ts +1 -1
  6. package/lib/browser/constants/numericConstants.js +1 -1
  7. package/lib/browser/decode/user.js +5 -1
  8. package/lib/browser/idl/velocity.d.ts +146 -3
  9. package/lib/browser/idl/velocity.json +147 -4
  10. package/lib/browser/orderSubscriber/OrderSubscriber.js +3 -0
  11. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  12. package/lib/browser/types.d.ts +4 -0
  13. package/lib/browser/user.d.ts +15 -0
  14. package/lib/browser/user.js +37 -1
  15. package/lib/browser/velocityClient.d.ts +46 -10
  16. package/lib/browser/velocityClient.js +107 -35
  17. package/lib/node/adminClient.d.ts +35 -0
  18. package/lib/node/adminClient.d.ts.map +1 -1
  19. package/lib/node/adminClient.js +65 -0
  20. package/lib/node/config.d.ts.map +1 -1
  21. package/lib/node/config.js +6 -7
  22. package/lib/node/constants/numericConstants.d.ts +1 -1
  23. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  24. package/lib/node/constants/numericConstants.js +1 -1
  25. package/lib/node/decode/user.d.ts.map +1 -1
  26. package/lib/node/decode/user.js +5 -1
  27. package/lib/node/idl/velocity.d.ts +146 -3
  28. package/lib/node/idl/velocity.d.ts.map +1 -1
  29. package/lib/node/idl/velocity.json +147 -4
  30. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  31. package/lib/node/orderSubscriber/OrderSubscriber.js +3 -0
  32. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  33. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  34. package/lib/node/types.d.ts +4 -0
  35. package/lib/node/types.d.ts.map +1 -1
  36. package/lib/node/user.d.ts +15 -0
  37. package/lib/node/user.d.ts.map +1 -1
  38. package/lib/node/user.js +37 -1
  39. package/lib/node/velocityClient.d.ts +46 -10
  40. package/lib/node/velocityClient.d.ts.map +1 -1
  41. package/lib/node/velocityClient.js +107 -35
  42. package/package.json +7 -3
  43. package/.prettierignore +0 -1
  44. package/CHANGELOG.md +0 -132
  45. package/build-browser.js +0 -58
  46. package/bunfig.toml +0 -3
  47. package/esbuild-shims.js +0 -12
  48. package/scripts/deposit-isolated-positions.ts +0 -110
  49. package/scripts/find-flagged-users.ts +0 -213
  50. package/scripts/grpc-client-test-comparison.ts +0 -372
  51. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  52. package/scripts/postbuild.js +0 -95
  53. package/scripts/single-grpc-client-test.ts +0 -284
  54. package/scripts/withdraw-isolated-positions.ts +0 -174
  55. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  56. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  57. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  58. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  59. package/src/accounts/bulkAccountLoader.ts +0 -358
  60. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  61. package/src/accounts/bulkUserSubscription.ts +0 -39
  62. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  63. package/src/accounts/fetch.ts +0 -200
  64. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  65. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  66. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  67. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  68. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  69. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  70. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  71. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  72. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  73. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  74. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  75. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  76. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  77. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  78. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  79. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  80. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  81. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  82. package/src/accounts/testBulkAccountLoader.ts +0 -59
  83. package/src/accounts/types.ts +0 -428
  84. package/src/accounts/utils.ts +0 -90
  85. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  86. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  87. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  88. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  89. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  90. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  91. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  92. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  93. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  94. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  95. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  96. package/src/addresses/marketAddresses.ts +0 -28
  97. package/src/addresses/pda.ts +0 -620
  98. package/src/adminClient.ts +0 -8136
  99. package/src/assert/assert.ts +0 -5
  100. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  101. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  102. package/src/auctionSubscriber/index.ts +0 -9
  103. package/src/auctionSubscriber/types.ts +0 -30
  104. package/src/bankrun/bankrunConnection.ts +0 -630
  105. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  106. package/src/blockhashSubscriber/index.ts +0 -6
  107. package/src/blockhashSubscriber/types.ts +0 -13
  108. package/src/clock/clockSubscriber.ts +0 -146
  109. package/src/config.ts +0 -312
  110. package/src/constants/index.ts +0 -9
  111. package/src/constants/numericConstants.ts +0 -194
  112. package/src/constants/perpMarkets.ts +0 -127
  113. package/src/constants/spotMarkets.ts +0 -104
  114. package/src/constants/txConstants.ts +0 -2
  115. package/src/constituentMap/constituentMap.ts +0 -305
  116. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  117. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  118. package/src/core/VelocityCore.ts +0 -606
  119. package/src/core/index.ts +0 -12
  120. package/src/core/instructions/deposit.ts +0 -64
  121. package/src/core/instructions/fill.ts +0 -51
  122. package/src/core/instructions/funding.ts +0 -33
  123. package/src/core/instructions/liquidation.ts +0 -55
  124. package/src/core/instructions/orders.ts +0 -84
  125. package/src/core/instructions/perpOrders.ts +0 -312
  126. package/src/core/instructions/settlement.ts +0 -40
  127. package/src/core/instructions/trigger.ts +0 -41
  128. package/src/core/instructions/withdraw.ts +0 -65
  129. package/src/core/remainingAccounts.ts +0 -320
  130. package/src/core/signedMsg.ts +0 -109
  131. package/src/decode/customCoder.ts +0 -148
  132. package/src/decode/user.ts +0 -401
  133. package/src/dlob/DLOB.ts +0 -2793
  134. package/src/dlob/DLOBNode.ts +0 -305
  135. package/src/dlob/DLOBSubscriber.ts +0 -269
  136. package/src/dlob/NodeList.ts +0 -244
  137. package/src/dlob/orderBookLevels.ts +0 -695
  138. package/src/dlob/types.ts +0 -37
  139. package/src/events/eventList.ts +0 -114
  140. package/src/events/eventSubscriber.ts +0 -521
  141. package/src/events/eventsServerLogProvider.ts +0 -189
  142. package/src/events/fetchLogs.ts +0 -219
  143. package/src/events/parse.ts +0 -271
  144. package/src/events/pollingLogProvider.ts +0 -113
  145. package/src/events/sort.ts +0 -51
  146. package/src/events/txEventCache.ts +0 -92
  147. package/src/events/types.ts +0 -337
  148. package/src/events/webSocketLogProvider.ts +0 -152
  149. package/src/factory/bigNum.ts +0 -709
  150. package/src/factory/oracleClient.ts +0 -73
  151. package/src/idl/pyth.json +0 -142
  152. package/src/idl/pyth.ts +0 -97
  153. package/src/idl/pyth_solana_receiver.json +0 -628
  154. package/src/idl/token_faucet.json +0 -229
  155. package/src/idl/token_faucet.ts +0 -197
  156. package/src/idl/velocity.json +0 -23974
  157. package/src/idl/velocity.ts +0 -23980
  158. package/src/index.ts +0 -150
  159. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  160. package/src/isomorphic/README.md +0 -19
  161. package/src/isomorphic/anchor.browser.ts +0 -44
  162. package/src/isomorphic/anchor.node.ts +0 -1
  163. package/src/isomorphic/anchor.ts +0 -1
  164. package/src/isomorphic/anchor29.browser.ts +0 -24
  165. package/src/isomorphic/anchor29.node.ts +0 -1
  166. package/src/isomorphic/anchor29.ts +0 -1
  167. package/src/isomorphic/grpc.browser.ts +0 -4
  168. package/src/isomorphic/grpc.node.ts +0 -130
  169. package/src/isomorphic/grpc.ts +0 -1
  170. package/src/jupiter/jupiterClient.ts +0 -502
  171. package/src/keypair.ts +0 -32
  172. package/src/margin/README.md +0 -138
  173. package/src/marginCalculation.ts +0 -407
  174. package/src/marinade/idl/idl.json +0 -1962
  175. package/src/marinade/index.ts +0 -73
  176. package/src/marinade/types.ts +0 -3925
  177. package/src/math/amm.ts +0 -1758
  178. package/src/math/auction.ts +0 -480
  179. package/src/math/bankruptcy.ts +0 -138
  180. package/src/math/builder.ts +0 -130
  181. package/src/math/conversion.ts +0 -45
  182. package/src/math/exchangeStatus.ts +0 -261
  183. package/src/math/funding.ts +0 -498
  184. package/src/math/insurance.ts +0 -171
  185. package/src/math/liquidation.ts +0 -433
  186. package/src/math/margin.ts +0 -327
  187. package/src/math/market.ts +0 -487
  188. package/src/math/oracles.ts +0 -477
  189. package/src/math/orders.ts +0 -500
  190. package/src/math/position.ts +0 -381
  191. package/src/math/repeg.ts +0 -223
  192. package/src/math/spotBalance.ts +0 -996
  193. package/src/math/spotMarket.ts +0 -115
  194. package/src/math/spotPosition.ts +0 -263
  195. package/src/math/state.ts +0 -71
  196. package/src/math/superStake.ts +0 -602
  197. package/src/math/tiers.ts +0 -73
  198. package/src/math/trade.ts +0 -879
  199. package/src/math/utils.ts +0 -183
  200. package/src/memcmp.ts +0 -279
  201. package/src/oracles/oracleClientCache.ts +0 -41
  202. package/src/oracles/oracleId.ts +0 -99
  203. package/src/oracles/prelaunchOracleClient.ts +0 -63
  204. package/src/oracles/pythClient.ts +0 -125
  205. package/src/oracles/pythLazerClient.ts +0 -141
  206. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  207. package/src/oracles/strictOraclePrice.ts +0 -40
  208. package/src/oracles/types.ts +0 -82
  209. package/src/oracles/utils.ts +0 -45
  210. package/src/orderParams.ts +0 -117
  211. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  212. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  213. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  214. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  215. package/src/orderSubscriber/index.ts +0 -7
  216. package/src/orderSubscriber/types.ts +0 -64
  217. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  218. package/src/priorityFee/averageStrategy.ts +0 -13
  219. package/src/priorityFee/ewmaStrategy.ts +0 -51
  220. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  221. package/src/priorityFee/index.ts +0 -16
  222. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  223. package/src/priorityFee/maxStrategy.ts +0 -8
  224. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  225. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  226. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  227. package/src/priorityFee/types.ts +0 -82
  228. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  229. package/src/pyth/constants.ts +0 -9
  230. package/src/pyth/index.ts +0 -15
  231. package/src/pyth/pythLazerSubscriber.ts +0 -365
  232. package/src/pyth/types.ts +0 -4451
  233. package/src/pyth/utils.ts +0 -13
  234. package/src/slot/SlotSubscriber.ts +0 -126
  235. package/src/slot/SlothashSubscriber.ts +0 -163
  236. package/src/swap/UnifiedSwapClient.ts +0 -315
  237. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  238. package/src/swift/index.ts +0 -10
  239. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  240. package/src/swift/swiftOrderSubscriber.ts +0 -351
  241. package/src/testClient.ts +0 -42
  242. package/src/titan/titanClient.ts +0 -438
  243. package/src/token/index.ts +0 -13
  244. package/src/tokenFaucet.ts +0 -296
  245. package/src/tx/baseTxSender.ts +0 -651
  246. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  247. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  248. package/src/tx/blockhashFetcher/types.ts +0 -9
  249. package/src/tx/fastSingleTxSender.ts +0 -200
  250. package/src/tx/forwardOnlyTxSender.ts +0 -193
  251. package/src/tx/priorityFeeCalculator.ts +0 -117
  252. package/src/tx/reportTransactionError.ts +0 -176
  253. package/src/tx/retryTxSender.ts +0 -177
  254. package/src/tx/txHandler.ts +0 -1009
  255. package/src/tx/txParamProcessor.ts +0 -225
  256. package/src/tx/types.ts +0 -117
  257. package/src/tx/utils.ts +0 -133
  258. package/src/tx/whileValidTxSender.ts +0 -377
  259. package/src/types.ts +0 -2575
  260. package/src/user.ts +0 -5316
  261. package/src/userConfig.ts +0 -38
  262. package/src/userMap/PollingSubscription.ts +0 -61
  263. package/src/userMap/WebsocketSubscription.ts +0 -93
  264. package/src/userMap/grpcSubscription.ts +0 -93
  265. package/src/userMap/referrerMap.ts +0 -360
  266. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  267. package/src/userMap/userMap.ts +0 -784
  268. package/src/userMap/userMapConfig.ts +0 -82
  269. package/src/userMap/userStatsMap.ts +0 -393
  270. package/src/userName.ts +0 -37
  271. package/src/userStats.ts +0 -159
  272. package/src/userStatsConfig.ts +0 -35
  273. package/src/util/TransactionConfirmationManager.ts +0 -333
  274. package/src/util/chainClock.ts +0 -65
  275. package/src/util/computeUnits.ts +0 -101
  276. package/src/util/digest.ts +0 -33
  277. package/src/util/ed25519Utils.ts +0 -95
  278. package/src/util/promiseTimeout.ts +0 -23
  279. package/src/velocityClient.ts +0 -14802
  280. package/src/velocityClientConfig.ts +0 -119
  281. package/src/wallet.ts +0 -91
  282. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  283. package/tests/VelocityCore/decode.test.ts +0 -16
  284. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  285. package/tests/VelocityCore/instructions.test.ts +0 -46
  286. package/tests/VelocityCore/pdas.test.ts +0 -30
  287. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  288. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  289. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  290. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  291. package/tests/amm/test.ts +0 -2402
  292. package/tests/auctions/test.ts +0 -81
  293. package/tests/bn/test.ts +0 -355
  294. package/tests/builder/builderFee.test.ts +0 -42
  295. package/tests/ci/verifyConstants.ts +0 -393
  296. package/tests/decode/test.ts +0 -262
  297. package/tests/decode/userAccountBufferStrings.ts +0 -102
  298. package/tests/dlob/helpers.ts +0 -748
  299. package/tests/dlob/test.ts +0 -6969
  300. package/tests/dlob/tickSizeStandardization.ts +0 -545
  301. package/tests/events/parseLogsForCuUsage.ts +0 -139
  302. package/tests/exchangeStatus/test.ts +0 -45
  303. package/tests/insurance/test.ts +0 -40
  304. package/tests/liquidation/test.ts +0 -125
  305. package/tests/oracles/mmOracleGate.test.ts +0 -379
  306. package/tests/oracles/pythPegSnap.test.ts +0 -76
  307. package/tests/sdkParity/enumParity.test.ts +0 -84
  308. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  309. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  310. package/tests/spot/test.ts +0 -281
  311. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  312. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  313. package/tests/tx/priorityFeeCalculator.ts +0 -77
  314. package/tests/tx/priorityFeeStrategy.ts +0 -95
  315. package/tests/user/bankruptcy.ts +0 -165
  316. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  317. package/tests/user/getMarginCalculation.ts +0 -586
  318. package/tests/user/helpers.ts +0 -184
  319. package/tests/user/liquidations.ts +0 -129
  320. package/tests/user/marginCalculations.test.ts +0 -321
  321. package/tests/user/test.ts +0 -833
  322. package/tsconfig.browser.json +0 -18
  323. package/tsconfig.json +0 -36
@@ -1,897 +0,0 @@
1
- import {
2
- AccountSubscriber,
3
- DataAndSlot,
4
- DelistedMarketSetting,
5
- VelocityClientAccountEvents,
6
- VelocityClientAccountSubscriber,
7
- NotSubscribedError,
8
- ResubOpts,
9
- } from './types';
10
- import { assertDataAndSlot } from './utils';
11
- import {
12
- isVariant,
13
- PerpMarketAccount,
14
- SpotMarketAccount,
15
- StateAccount,
16
- } from '../types';
17
- import StrictEventEmitter from 'strict-event-emitter-types';
18
- import { EventEmitter } from 'events';
19
- import {
20
- getVelocityStateAccountPublicKey,
21
- getPerpMarketPublicKey,
22
- getSpotMarketPublicKey,
23
- } from '../addresses/pda';
24
- import { Context, PublicKey } from '@solana/web3.js';
25
- import {
26
- Commitment,
27
- SolanaRpcSubscriptionsApi,
28
- Rpc,
29
- RpcSubscriptions,
30
- createSolanaClient,
31
- } from 'gill';
32
- import { OracleInfo, OraclePriceData } from '../oracles/types';
33
- import { OracleClientCache } from '../oracles/oracleClientCache';
34
- import { QUOTE_ORACLE_PRICE_DATA } from '../oracles/quoteAssetOracleClient';
35
- import { VelocityProgram, findAllMarketAndOracles } from '../config';
36
- import { findDelistedPerpMarketsAndOracles } from './utils';
37
- import {
38
- getOracleId,
39
- getPublicKeyAndSourceFromOracleId,
40
- } from '../oracles/oracleId';
41
- import { OracleSource } from '../types';
42
- import {
43
- getPerpMarketAccountsFilter,
44
- getSpotMarketAccountsFilter,
45
- } from '../memcmp';
46
- import { WebSocketProgramAccountsSubscriberV2 } from './webSocketProgramAccountsSubscriberV2';
47
- import { WebSocketAccountSubscriberV2 } from './webSocketAccountSubscriberV2';
48
- const ORACLE_DEFAULT_ID = getOracleId(
49
- PublicKey.default,
50
- OracleSource.QUOTE_ASSET
51
- );
52
-
53
- /**
54
- * `VelocityClientAccountSubscriber` variant that, unlike `WebSocketVelocityClientAccountSubscriber`
55
- * (one `WebSocketAccountSubscriber` per market), multiplexes all perp markets onto a single
56
- * `WebSocketProgramAccountsSubscriberV2` program-account stream and all spot markets onto a
57
- * second — two WebSocket subscriptions total instead of one per market. `State` and each oracle
58
- * still get their own `WebSocketAccountSubscriberV2`. Lower connection overhead at scale;
59
- * `addPerpMarket`/`addSpotMarket` are no-ops here since new markets simply arrive automatically
60
- * over the existing program-account stream rather than needing an explicit new subscription.
61
- */
62
- export class WebSocketVelocityClientAccountSubscriberV2
63
- implements VelocityClientAccountSubscriber
64
- {
65
- isSubscribed: boolean;
66
- program: VelocityProgram;
67
- commitment?: Commitment;
68
- perpMarketIndexes: number[];
69
- spotMarketIndexes: number[];
70
- oracleInfos: OracleInfo[];
71
- oracleClientCache = new OracleClientCache();
72
-
73
- resubOpts?: ResubOpts;
74
- shouldFindAllMarketsAndOracles: boolean;
75
- skipInitialData: boolean = true;
76
-
77
- eventEmitter: StrictEventEmitter<EventEmitter, VelocityClientAccountEvents>;
78
- stateAccountSubscriber?: WebSocketAccountSubscriberV2<StateAccount>;
79
- private _perpMarketAllAccountsSubscriber?: WebSocketProgramAccountsSubscriberV2<PerpMarketAccount>;
80
- get perpMarketAllAccountsSubscriber(): WebSocketProgramAccountsSubscriberV2<PerpMarketAccount> {
81
- if (!this._perpMarketAllAccountsSubscriber) {
82
- throw new Error(
83
- 'perpMarketAllAccountsSubscriber accessed before subscribe()'
84
- );
85
- }
86
- return this._perpMarketAllAccountsSubscriber;
87
- }
88
- set perpMarketAllAccountsSubscriber(
89
- subscriber: WebSocketProgramAccountsSubscriberV2<PerpMarketAccount>
90
- ) {
91
- this._perpMarketAllAccountsSubscriber = subscriber;
92
- }
93
- perpMarketAccountLatestData = new Map<
94
- number,
95
- DataAndSlot<PerpMarketAccount>
96
- >();
97
- private _spotMarketAllAccountsSubscriber?: WebSocketProgramAccountsSubscriberV2<SpotMarketAccount>;
98
- get spotMarketAllAccountsSubscriber(): WebSocketProgramAccountsSubscriberV2<SpotMarketAccount> {
99
- if (!this._spotMarketAllAccountsSubscriber) {
100
- throw new Error(
101
- 'spotMarketAllAccountsSubscriber accessed before subscribe()'
102
- );
103
- }
104
- return this._spotMarketAllAccountsSubscriber;
105
- }
106
- set spotMarketAllAccountsSubscriber(
107
- subscriber: WebSocketProgramAccountsSubscriberV2<SpotMarketAccount>
108
- ) {
109
- this._spotMarketAllAccountsSubscriber = subscriber;
110
- }
111
- spotMarketAccountLatestData = new Map<
112
- number,
113
- DataAndSlot<SpotMarketAccount>
114
- >();
115
- perpOracleMap = new Map<number, PublicKey>();
116
- perpOracleStringMap = new Map<number, string>();
117
- spotOracleMap = new Map<number, PublicKey>();
118
- spotOracleStringMap = new Map<number, string>();
119
- oracleSubscribers = new Map<string, AccountSubscriber<OraclePriceData>>();
120
- delistedMarketSetting: DelistedMarketSetting;
121
-
122
- initialPerpMarketAccountData: Map<number, PerpMarketAccount> = new Map();
123
- initialSpotMarketAccountData: Map<number, SpotMarketAccount> = new Map();
124
- initialOraclePriceData: Map<string, OraclePriceData> = new Map();
125
-
126
- protected isSubscribing = false;
127
- private subscriptionPromiseResolver: (val: boolean) => void = () => {};
128
- protected subscriptionPromise: Promise<boolean> = Promise.resolve(false);
129
-
130
- private rpc: Rpc<any>;
131
- private rpcSubscriptions: RpcSubscriptions<SolanaRpcSubscriptionsApi> &
132
- string;
133
-
134
- /**
135
- * @param program Anchor program used to derive PDAs, decode accounts, and resolve oracle clients.
136
- * @param perpMarketIndexes Perp market indexes to track, if `shouldFindAllMarketsAndOracles` is false. Only used to derive the initial pubkeys handed to the perp program-account subscriber; new markets arrive automatically thereafter.
137
- * @param spotMarketIndexes Spot market indexes to track, if `shouldFindAllMarketsAndOracles` is false. Same caveat as `perpMarketIndexes`.
138
- * @param oracleInfos Oracles to track up front, if `shouldFindAllMarketsAndOracles` is false.
139
- * @param shouldFindAllMarketsAndOracles If true, `subscribe()` first discovers every market/oracle from on-chain state, ignoring the index/info args above.
140
- * @param delistedMarketSetting Behavior applied to delisted perp markets/oracles after subscribing; see `DelistedMarketSetting`.
141
- * @param resubOpts Resubscription watchdog options passed to the underlying program-account and per-oracle subscribers.
142
- * @param commitment Commitment for every subscription; defaults to the provider's configured commitment.
143
- * @param skipInitialData Currently unused by `subscribe()`/`setInitialData()` (the field is set but never read); defaults to `false`.
144
- */
145
- public constructor(
146
- program: VelocityProgram,
147
- perpMarketIndexes: number[],
148
- spotMarketIndexes: number[],
149
- oracleInfos: OracleInfo[],
150
- shouldFindAllMarketsAndOracles: boolean,
151
- delistedMarketSetting: DelistedMarketSetting,
152
- resubOpts?: ResubOpts,
153
- commitment?: Commitment,
154
- skipInitialData?: boolean
155
- ) {
156
- this.isSubscribed = false;
157
- this.program = program;
158
- this.eventEmitter = new EventEmitter();
159
- this.perpMarketIndexes = perpMarketIndexes;
160
- this.spotMarketIndexes = spotMarketIndexes;
161
- this.oracleInfos = oracleInfos;
162
- this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
163
- this.delistedMarketSetting = delistedMarketSetting;
164
- this.resubOpts = resubOpts;
165
- this.commitment = commitment;
166
- this.skipInitialData = skipInitialData ?? false;
167
-
168
- const { rpc, rpcSubscriptions } = createSolanaClient({
169
- urlOrMoniker: this.program.provider.connection.rpcEndpoint,
170
- });
171
- this.rpc = rpc;
172
- this.rpcSubscriptions = rpcSubscriptions;
173
- }
174
-
175
- /**
176
- * Derives all tracked perp/spot market pubkeys (or discovers them via `findAllMarketAndOracles`
177
- * if `shouldFindAllMarketsAndOracles` is set), then in parallel: opens the perp and spot
178
- * `WebSocketProgramAccountsSubscriberV2` streams, subscribes the `State` account, and seeds +
179
- * subscribes every oracle. Applies `delistedMarketSetting` afterward. Idempotent: a no-op if
180
- * already subscribed, and concurrent calls while a subscribe is in flight share the same
181
- * result via `subscriptionPromise` rather than issuing duplicate subscriptions.
182
- * @returns `true` on success; `false` if any step throws (subscription state is left partially applied in that case, and `isSubscribed` remains `false`).
183
- */
184
- public async subscribe(): Promise<boolean> {
185
- try {
186
- const startTime = performance.now();
187
- if (this.isSubscribed) {
188
- console.log(
189
- `[PROFILING] WebSocketVelocityClientAccountSubscriberV2.subscribe() skipped - already subscribed`
190
- );
191
- return true;
192
- }
193
-
194
- if (this.isSubscribing) {
195
- console.log(
196
- `[PROFILING] WebSocketVelocityClientAccountSubscriberV2.subscribe() waiting for existing subscription`
197
- );
198
- return await this.subscriptionPromise;
199
- }
200
-
201
- this.isSubscribing = true;
202
-
203
- // Initialize subscriptionPromiseResolver to a no-op function
204
- this.subscriptionPromiseResolver = () => {};
205
-
206
- this.subscriptionPromise = new Promise((res) => {
207
- this.subscriptionPromiseResolver = res;
208
- });
209
-
210
- const [perpMarketAccountPubkeys, spotMarketAccountPubkeys] =
211
- await Promise.all([
212
- Promise.all(
213
- this.perpMarketIndexes.map((marketIndex) =>
214
- getPerpMarketPublicKey(this.program.programId, marketIndex)
215
- )
216
- ),
217
- Promise.all(
218
- this.spotMarketIndexes.map((marketIndex) =>
219
- getSpotMarketPublicKey(this.program.programId, marketIndex)
220
- )
221
- ),
222
- ]);
223
-
224
- // Profile findAllMarketsAndOracles if needed
225
- let findAllMarketsDuration = 0;
226
- if (this.shouldFindAllMarketsAndOracles) {
227
- const findAllMarketsStartTime = performance.now();
228
- const {
229
- perpMarketIndexes,
230
- perpMarketAccounts,
231
- spotMarketIndexes,
232
- spotMarketAccounts,
233
- oracleInfos,
234
- } = await findAllMarketAndOracles(this.program);
235
- this.perpMarketIndexes = perpMarketIndexes;
236
- this.spotMarketIndexes = spotMarketIndexes;
237
- this.oracleInfos = oracleInfos;
238
- // front run and set the initial data here to save extra gma call in set initial data
239
- this.initialPerpMarketAccountData = new Map(
240
- perpMarketAccounts.map((market) => [market.marketIndex, market])
241
- );
242
- this.initialSpotMarketAccountData = new Map(
243
- spotMarketAccounts.map((market) => [market.marketIndex, market])
244
- );
245
- const findAllMarketsEndTime = performance.now();
246
- findAllMarketsDuration =
247
- findAllMarketsEndTime - findAllMarketsStartTime;
248
- console.log(
249
- `[PROFILING] findAllMarketAndOracles completed in ${findAllMarketsDuration.toFixed(
250
- 2
251
- )}ms (${perpMarketAccounts.length} perp markets, ${
252
- spotMarketAccounts.length
253
- } spot markets)`
254
- );
255
- }
256
-
257
- // Create subscribers
258
- this.perpMarketAllAccountsSubscriber =
259
- new WebSocketProgramAccountsSubscriberV2<PerpMarketAccount>(
260
- 'PerpMarketAccountsSubscriber',
261
- 'perpMarket',
262
- this.program,
263
- (
264
- this.program.account as any
265
- ).perpMarket.coder.accounts.decodeUnchecked.bind(
266
- (this.program.account as any).perpMarket.coder.accounts
267
- ),
268
- {
269
- filters: [getPerpMarketAccountsFilter()],
270
- commitment: this.commitment,
271
- },
272
- this.resubOpts,
273
- perpMarketAccountPubkeys // because we pass these in, it will monitor these accounts and fetch them right away
274
- );
275
-
276
- this.spotMarketAllAccountsSubscriber =
277
- new WebSocketProgramAccountsSubscriberV2<SpotMarketAccount>(
278
- 'SpotMarketAccountsSubscriber',
279
- 'spotMarket',
280
- this.program,
281
- (
282
- this.program.account as any
283
- ).spotMarket.coder.accounts.decodeUnchecked.bind(
284
- (this.program.account as any).spotMarket.coder.accounts
285
- ),
286
- {
287
- filters: [getSpotMarketAccountsFilter()],
288
- commitment: this.commitment,
289
- },
290
- this.resubOpts,
291
- spotMarketAccountPubkeys // because we pass these in, it will monitor these accounts and fetch them right away
292
- );
293
-
294
- // Run all subscriptions in parallel
295
- await Promise.all([
296
- // Perp market subscription
297
- this.perpMarketAllAccountsSubscriber.subscribe(
298
- (
299
- _accountId: PublicKey,
300
- data: PerpMarketAccount,
301
- context: Context,
302
- _buffer: Buffer
303
- ) => {
304
- if (
305
- this.delistedMarketSetting !== DelistedMarketSetting.Subscribe &&
306
- isVariant(data.status, 'delisted')
307
- ) {
308
- return;
309
- }
310
- this.perpMarketAccountLatestData.set(data.marketIndex, {
311
- data,
312
- slot: context.slot,
313
- });
314
- this.eventEmitter.emit('perpMarketAccountUpdate', data);
315
- this.eventEmitter.emit('update');
316
- }
317
- ),
318
- // Spot market subscription
319
- this.spotMarketAllAccountsSubscriber.subscribe(
320
- (
321
- _accountId: PublicKey,
322
- data: SpotMarketAccount,
323
- context: Context,
324
- _buffer: Buffer
325
- ) => {
326
- if (
327
- this.delistedMarketSetting !== DelistedMarketSetting.Subscribe &&
328
- isVariant(data.status, 'delisted')
329
- ) {
330
- return;
331
- }
332
- this.spotMarketAccountLatestData.set(data.marketIndex, {
333
- data,
334
- slot: context.slot,
335
- });
336
- this.eventEmitter.emit('spotMarketAccountUpdate', data);
337
- this.eventEmitter.emit('update');
338
- }
339
- ),
340
- // State account subscription
341
- (async () => {
342
- const statePublicKey = await getVelocityStateAccountPublicKey(
343
- this.program.programId
344
- );
345
- this.stateAccountSubscriber = new WebSocketAccountSubscriberV2(
346
- 'state',
347
- this.program,
348
- statePublicKey,
349
- undefined,
350
- undefined,
351
- this.commitment as Commitment,
352
- this.rpcSubscriptions,
353
- this.rpc
354
- );
355
- await Promise.all([
356
- this.stateAccountSubscriber.fetch(),
357
- this.stateAccountSubscriber.subscribe((data: StateAccount) => {
358
- this.eventEmitter.emit('stateAccountUpdate', data);
359
- this.eventEmitter.emit('update');
360
- }),
361
- ]);
362
- })(),
363
- (async () => {
364
- await this.setInitialData();
365
- const subscribeToOraclesStartTime = performance.now();
366
- await this.subscribeToOracles();
367
- const subscribeToOraclesEndTime = performance.now();
368
- const duration =
369
- subscribeToOraclesEndTime - subscribeToOraclesStartTime;
370
- return duration;
371
- })(),
372
- ]);
373
-
374
- // const initialPerpMarketDataFromLatestData = new Map(
375
- // Array.from(this.perpMarketAccountLatestData.values()).map((data) => [
376
- // data.data.marketIndex,
377
- // data.data,
378
- // ])
379
- // );
380
- // const initialSpotMarketDataFromLatestData = new Map(
381
- // Array.from(this.spotMarketAccountLatestData.values()).map((data) => [
382
- // data.data.marketIndex,
383
- // data.data,
384
- // ])
385
- // );
386
- // this.initialPerpMarketAccountData = initialPerpMarketDataFromLatestData;
387
- // this.initialSpotMarketAccountData = initialSpotMarketDataFromLatestData;
388
-
389
- await this.handleDelistedMarketOracles();
390
-
391
- await Promise.all([this.setPerpOracleMap(), this.setSpotOracleMap()]);
392
-
393
- this.eventEmitter.emit('update');
394
- // delete initial data
395
- this.removeInitialData();
396
-
397
- const totalDuration = performance.now() - startTime;
398
- console.log(
399
- `[PROFILING] WebSocketVelocityClientAccountSubscriberV2.subscribe() completed in ${totalDuration.toFixed(
400
- 2
401
- )}ms`
402
- );
403
-
404
- // Resolve the subscription promise
405
- this.isSubscribed = true;
406
- this.isSubscribing = false;
407
- // Before calling subscriptionPromiseResolver, check if it's defined
408
- this.subscriptionPromiseResolver(true);
409
-
410
- return true;
411
- } catch (error) {
412
- console.error('Subscription failed:', error);
413
- // Tear down any child subscribers that were created before the failure so a
414
- // subsequent subscribe() attempt doesn't leak live connections; isSubscribed is
415
- // still false at this point, so unsubscribe() alone would otherwise skip this.
416
- await Promise.all([
417
- this.stateAccountSubscriber?.unsubscribe(),
418
- this.unsubscribeFromMarketAccounts(),
419
- this.unsubscribeFromSpotMarketAccounts(),
420
- this.unsubscribeFromOracles(),
421
- ]).catch((teardownError) => {
422
- console.error(
423
- 'Error tearing down partial subscription:',
424
- teardownError
425
- );
426
- });
427
- this.isSubscribing = false;
428
- this.subscriptionPromiseResolver(false);
429
- return false;
430
- }
431
- }
432
-
433
- chunks = <T>(array: readonly T[], size: number): T[][] => {
434
- const result: T[][] = [];
435
- for (let i = 0; i < array.length; i += size) {
436
- result.push(array.slice(i, i + size));
437
- }
438
- return result;
439
- };
440
-
441
- /** Re-runs `setInitialData()`, re-fetching and re-emitting oracle price data. Does not re-fetch perp/spot market or `State` accounts — those are kept current via their live WebSocket streams. */
442
- public async fetch(): Promise<void> {
443
- await this.setInitialData();
444
- }
445
-
446
- /**
447
- * This is a no-op method that always returns true.
448
- * Unlike the previous implementation, we don't need to manually subscribe to individual perp markets
449
- * because we automatically receive updates for all program account changes via a single websocket subscription.
450
- * This means any new perp markets will automatically be included without explicit subscription.
451
- * @param marketIndex The perp market index to add (unused)
452
- * @returns Promise that resolves to true
453
- */
454
- public addPerpMarket(_marketIndex: number): Promise<boolean> {
455
- return Promise.resolve(true);
456
- }
457
-
458
- /**
459
- * This is a no-op method that always returns true.
460
- * Unlike the previous implementation, we don't need to manually subscribe to individual spot markets
461
- * because we automatically receive updates for all program account changes via a single websocket subscription.
462
- * This means any new spot markets will automatically be included without explicit subscription.
463
- * @param marketIndex The spot market index to add (unused)
464
- * @returns Promise that resolves to true
465
- */
466
- public addSpotMarket(_marketIndex: number): Promise<boolean> {
467
- return Promise.resolve(true);
468
- }
469
-
470
- // TODO: need more options to skip loading perp market and spot market data. Because of how we fetch within the program account subscribers, I am commenting this all out
471
- /**
472
- * Batch-fetches every tracked oracle account via chunked `getMultipleAccountsInfo` calls (100
473
- * pubkeys per chunk), decodes each with the source-appropriate `OracleClient`, stashes the
474
- * results in `initialOraclePriceData`, and immediately emits `oraclePriceUpdate`/`update` for
475
- * each. Unlike the v1 subscriber's `setInitialData`, does not seed perp/spot market data —
476
- * those markets are seeded directly by the program-account subscribers' own initial-account
477
- * list instead.
478
- */
479
- async setInitialData(): Promise<void> {
480
- const connection = this.program.provider.connection;
481
- // Profile oracle initial data setup
482
- const oracleSetupStartTime = performance.now();
483
- const oracleAccountPubkeyChunks = this.chunks(
484
- this.oracleInfos.map((oracleInfo) => oracleInfo.publicKey),
485
- 100
486
- );
487
- const oracleAccountInfos = (
488
- await Promise.all(
489
- oracleAccountPubkeyChunks.map((oracleAccountPublicKeysChunk) =>
490
- connection.getMultipleAccountsInfo(oracleAccountPublicKeysChunk)
491
- )
492
- )
493
- ).flat();
494
- this.initialOraclePriceData = new Map(
495
- this.oracleInfos.reduce(
496
- (result, oracleInfo, i) => {
497
- const oracleAccountInfo = oracleAccountInfos[i];
498
- if (!oracleAccountInfo) {
499
- return result;
500
- }
501
-
502
- const oracleClient = this.oracleClientCache.get(
503
- oracleInfo.source,
504
- connection,
505
- this.program
506
- );
507
- if (!oracleClient) {
508
- return result;
509
- }
510
-
511
- const oraclePriceData = oracleClient.getOraclePriceDataFromBuffer(
512
- oracleAccountInfo.data
513
- );
514
-
515
- result.push([
516
- getOracleId(oracleInfo.publicKey, oracleInfo.source),
517
- oraclePriceData,
518
- ]);
519
- return result;
520
- },
521
- [] as [string, OraclePriceData][]
522
- )
523
- );
524
- const oracleSetupEndTime = performance.now();
525
- const oracleSetupDuration = oracleSetupEndTime - oracleSetupStartTime;
526
- if (this.resubOpts?.logResubMessages) {
527
- console.log(
528
- `[PROFILING] Oracle initial data setup completed in ${oracleSetupDuration.toFixed(
529
- 2
530
- )}ms (${this.initialOraclePriceData.size} oracles)`
531
- );
532
- }
533
-
534
- // emit initial oracle price data
535
- Array.from(this.initialOraclePriceData.entries()).forEach(
536
- ([oracleId, oraclePriceData]) => {
537
- const { publicKey, source } =
538
- getPublicKeyAndSourceFromOracleId(oracleId);
539
- this.eventEmitter.emit(
540
- 'oraclePriceUpdate',
541
- publicKey,
542
- source,
543
- oraclePriceData
544
- );
545
- }
546
- );
547
- this.eventEmitter.emit('update');
548
- }
549
-
550
- /** Clears the seed data stashed by `setInitialData()`/`findAllMarketAndOracles` once consumed, freeing the memory. */
551
- removeInitialData() {
552
- this.initialPerpMarketAccountData = new Map();
553
- this.initialSpotMarketAccountData = new Map();
554
- this.initialOraclePriceData = new Map();
555
- }
556
-
557
- /** Subscribes a `WebSocketAccountSubscriberV2` for every tracked oracle not already subscribed, in parallel, skipping duplicates already present in `oracleSubscribers`. */
558
- async subscribeToOracles(): Promise<boolean> {
559
- const startTime = performance.now();
560
-
561
- // Filter out default oracles and duplicates to avoid unnecessary subscriptions
562
- const validOracleInfos = this.oracleInfos.filter(
563
- (oracleInfo) =>
564
- !this.oracleSubscribers.has(
565
- getOracleId(oracleInfo.publicKey, oracleInfo.source)
566
- )
567
- );
568
-
569
- await Promise.all(
570
- validOracleInfos.map((oracleInfo) => this.subscribeToOracle(oracleInfo))
571
- );
572
-
573
- const totalDuration = performance.now() - startTime;
574
- console.log(
575
- `[PROFILING] subscribeToOracles() completed in ${totalDuration.toFixed(
576
- 2
577
- )}ms`
578
- );
579
-
580
- return true;
581
- }
582
-
583
- /**
584
- * Creates and subscribes a `WebSocketAccountSubscriberV2` for one oracle, decoding buffers
585
- * with the source-appropriate `OracleClient`. Seeds from `initialOraclePriceData` if available
586
- * before subscribing.
587
- * @param oracleInfo Oracle pubkey and source to subscribe.
588
- * @returns `false` if no `OracleClient` is registered for `oracleInfo.source` or the subscribe call throws; otherwise `true`.
589
- */
590
- async subscribeToOracle(oracleInfo: OracleInfo): Promise<boolean> {
591
- try {
592
- const oracleId = getOracleId(oracleInfo.publicKey, oracleInfo.source);
593
-
594
- const client = this.oracleClientCache.get(
595
- oracleInfo.source,
596
- this.program.provider.connection,
597
- this.program
598
- );
599
- if (!client) {
600
- return false;
601
- }
602
- const accountSubscriber =
603
- new WebSocketAccountSubscriberV2<OraclePriceData>(
604
- 'oracle',
605
- this.program,
606
- oracleInfo.publicKey,
607
- (buffer: Buffer) => {
608
- return client.getOraclePriceDataFromBuffer(buffer);
609
- },
610
- this.resubOpts,
611
- this.commitment,
612
- this.rpcSubscriptions,
613
- this.rpc
614
- );
615
- const initialOraclePriceData = this.initialOraclePriceData?.get(oracleId);
616
- if (initialOraclePriceData) {
617
- accountSubscriber.setData(initialOraclePriceData);
618
- }
619
- await accountSubscriber.subscribe((data: OraclePriceData) => {
620
- this.eventEmitter.emit(
621
- 'oraclePriceUpdate',
622
- oracleInfo.publicKey,
623
- oracleInfo.source,
624
- data
625
- );
626
- this.eventEmitter.emit('update');
627
- });
628
-
629
- this.oracleSubscribers.set(oracleId, accountSubscriber);
630
-
631
- return true;
632
- } catch (error) {
633
- console.error(
634
- `Failed to subscribe to oracle ${oracleInfo.publicKey.toString()}:`,
635
- error
636
- );
637
- return false;
638
- }
639
- }
640
-
641
- /** Unsubscribes the single multiplexed perp-market program-account stream. */
642
- async unsubscribeFromMarketAccounts(): Promise<void> {
643
- await this.perpMarketAllAccountsSubscriber.unsubscribe();
644
- }
645
-
646
- /** Unsubscribes the single multiplexed spot-market program-account stream. */
647
- async unsubscribeFromSpotMarketAccounts(): Promise<void> {
648
- await this.spotMarketAllAccountsSubscriber.unsubscribe();
649
- }
650
-
651
- /** Unsubscribes every per-oracle `WebSocketAccountSubscriberV2`, in parallel. */
652
- async unsubscribeFromOracles(): Promise<void> {
653
- await Promise.all(
654
- Array.from(this.oracleSubscribers.values()).map((accountSubscriber) =>
655
- accountSubscriber.unsubscribe()
656
- )
657
- );
658
- }
659
-
660
- /** Tears down the `State` subscriber, both market program-account streams, and every oracle subscriber. A no-op if not subscribed. */
661
- public async unsubscribe(): Promise<void> {
662
- if (!this.isSubscribed) {
663
- return;
664
- }
665
-
666
- if (this.subscriptionPromise) {
667
- await this.subscriptionPromise;
668
- }
669
- await Promise.all([
670
- this.stateAccountSubscriber?.unsubscribe(),
671
- this.unsubscribeFromMarketAccounts(),
672
- this.unsubscribeFromSpotMarketAccounts(),
673
- this.unsubscribeFromOracles(),
674
- ]);
675
-
676
- this.isSubscribed = false;
677
- this.isSubscribing = false;
678
- this.subscriptionPromiseResolver = () => {};
679
- }
680
-
681
- /**
682
- * Adds an oracle to be tracked, subscribing a new `WebSocketAccountSubscriberV2` for it. A
683
- * no-op that resolves `true` immediately for the `PublicKey.default` sentinel (quote-asset "no
684
- * oracle") or an oracle already tracked.
685
- * @param oracleInfo Oracle pubkey and source to start tracking.
686
- */
687
- async addOracle(oracleInfo: OracleInfo): Promise<boolean> {
688
- const oracleId = getOracleId(oracleInfo.publicKey, oracleInfo.source);
689
- if (this.oracleSubscribers.has(oracleId)) {
690
- return true;
691
- }
692
-
693
- if (oracleInfo.publicKey.equals(PublicKey.default)) {
694
- return true;
695
- }
696
-
697
- return this.subscribeToOracle(oracleInfo);
698
- }
699
-
700
- /** Rebuilds `perpOracleMap`/`perpOracleStringMap` from currently cached perp markets, calling `addOracle` for any oracle not yet tracked. */
701
- async setPerpOracleMap() {
702
- const perpMarkets = this.getMarketAccountsAndSlots();
703
- const addOraclePromises = [];
704
- for (const perpMarket of perpMarkets) {
705
- if (!perpMarket || !perpMarket.data) {
706
- continue;
707
- }
708
- const perpMarketAccount = perpMarket.data;
709
- const perpMarketIndex = perpMarketAccount.marketIndex;
710
- const oracle = perpMarketAccount.oracle;
711
- const oracleId = getOracleId(oracle, perpMarket.data.oracleSource);
712
- if (!this.oracleSubscribers.has(oracleId)) {
713
- addOraclePromises.push(
714
- this.addOracle({
715
- publicKey: oracle,
716
- source: perpMarket.data.oracleSource,
717
- })
718
- );
719
- }
720
- this.perpOracleMap.set(perpMarketIndex, oracle);
721
- this.perpOracleStringMap.set(perpMarketIndex, oracleId);
722
- }
723
- await Promise.all(addOraclePromises);
724
- }
725
-
726
- /** Rebuilds `spotOracleMap`/`spotOracleStringMap` from currently cached spot markets, calling `addOracle` for any oracle not yet tracked. */
727
- async setSpotOracleMap() {
728
- const spotMarkets = this.getSpotMarketAccountsAndSlots();
729
- const addOraclePromises = [];
730
- for (const spotMarket of spotMarkets) {
731
- if (!spotMarket || !spotMarket.data) {
732
- continue;
733
- }
734
- const spotMarketAccount = spotMarket.data;
735
- const spotMarketIndex = spotMarketAccount.marketIndex;
736
- const oracle = spotMarketAccount.oracle;
737
- const oracleId = getOracleId(oracle, spotMarketAccount.oracleSource);
738
- if (!this.oracleSubscribers.has(oracleId)) {
739
- addOraclePromises.push(
740
- this.addOracle({
741
- publicKey: oracle,
742
- source: spotMarketAccount.oracleSource,
743
- })
744
- );
745
- }
746
- this.spotOracleMap.set(spotMarketIndex, oracle);
747
- this.spotOracleStringMap.set(spotMarketIndex, oracleId);
748
- }
749
- await Promise.all(addOraclePromises);
750
- }
751
-
752
- /**
753
- * Applies `delistedMarketSetting` to any oracle backing a currently `status: delisted` perp
754
- * market (and not still used by a live spot market, per `findDelistedPerpMarketsAndOracles`):
755
- * unsubscribes the oracle's subscriber, and additionally drops it from `oracleSubscribers` if
756
- * the setting is `Discard`. A no-op if the setting is `Subscribe`. Note this only manages
757
- * oracle subscriptions — delisted market accounts themselves cannot be selectively unsubscribed
758
- * from the shared perp/spot program-account stream; instead the `subscribe()` update callback
759
- * drops any incoming update for a `status: delisted` market unless `delistedMarketSetting` is
760
- * `Subscribe`, freezing that market's cached data at its last pre-delisting state.
761
- */
762
- async handleDelistedMarketOracles(): Promise<void> {
763
- if (this.delistedMarketSetting === DelistedMarketSetting.Subscribe) {
764
- return;
765
- }
766
-
767
- const { oracles } = findDelistedPerpMarketsAndOracles(
768
- this.getMarketAccountsAndSlots(),
769
- this.getSpotMarketAccountsAndSlots()
770
- );
771
-
772
- for (const oracle of oracles) {
773
- const oracleId = getOracleId(oracle.publicKey, oracle.source);
774
- const subscriber = this.oracleSubscribers.get(oracleId);
775
- if (subscriber) {
776
- await subscriber.unsubscribe();
777
- if (this.delistedMarketSetting === DelistedMarketSetting.Discard) {
778
- this.oracleSubscribers.delete(oracleId);
779
- }
780
- }
781
- }
782
- }
783
-
784
- /** Throws `NotSubscribedError` if `subscribe()` has not been called. */
785
- assertIsSubscribed(): void {
786
- if (!this.isSubscribed) {
787
- throw new NotSubscribedError(
788
- 'You must call `subscribe` before using this function'
789
- );
790
- }
791
- }
792
-
793
- /** Throws `NotSubscribedError` if not subscribed, or a generic `Error` (via `assertDataAndSlot`) if subscribed but the `State` account hasn't loaded yet. */
794
- public getStateAccountAndSlot(): DataAndSlot<StateAccount> {
795
- this.assertIsSubscribed();
796
- return assertDataAndSlot(
797
- this.stateAccountSubscriber?.dataAndSlot,
798
- 'State account data not available'
799
- );
800
- }
801
-
802
- /** Throws `NotSubscribedError` if not subscribed. Returns undefined if `marketIndex` hasn't been observed yet on the perp program-account stream. */
803
- public getMarketAccountAndSlot(
804
- marketIndex: number
805
- ): DataAndSlot<PerpMarketAccount> | undefined {
806
- this.assertIsSubscribed();
807
- return this.perpMarketAccountLatestData.get(marketIndex);
808
- }
809
-
810
- /** Returns every currently cached (loaded) perp market. Does not throw `NotSubscribedError`. */
811
- public getMarketAccountsAndSlots(): DataAndSlot<PerpMarketAccount>[] {
812
- return Array.from(this.perpMarketAccountLatestData.values());
813
- }
814
-
815
- /** Throws `NotSubscribedError` if not subscribed. Returns undefined if `marketIndex` hasn't been observed yet on the spot program-account stream. */
816
- public getSpotMarketAccountAndSlot(
817
- marketIndex: number
818
- ): DataAndSlot<SpotMarketAccount> | undefined {
819
- this.assertIsSubscribed();
820
- return this.spotMarketAccountLatestData.get(marketIndex);
821
- }
822
-
823
- /** Returns every currently cached (loaded) spot market. Does not throw `NotSubscribedError`. */
824
- public getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[] {
825
- return Array.from(this.spotMarketAccountLatestData.values());
826
- }
827
-
828
- /**
829
- * Looks up cached oracle price data by oracle id (see `getOracleId`). Special-cases the
830
- * quote-asset default oracle id, returning the constant `QUOTE_ORACLE_PRICE_DATA` at slot 0
831
- * rather than a subscriber lookup, since that oracle is never actually subscribed to.
832
- * @param oracleId Oracle id string from `getOracleId(publicKey, source)`.
833
- * @returns Cached price data/slot, or undefined if not tracked. Throws `NotSubscribedError` if not subscribed.
834
- */
835
- public getOraclePriceDataAndSlot(
836
- oracleId: string
837
- ): DataAndSlot<OraclePriceData> | undefined {
838
- this.assertIsSubscribed();
839
- if (oracleId === ORACLE_DEFAULT_ID) {
840
- return {
841
- data: QUOTE_ORACLE_PRICE_DATA,
842
- slot: 0,
843
- };
844
- }
845
- return this.oracleSubscribers.get(oracleId)?.dataAndSlot;
846
- }
847
-
848
- /**
849
- * Convenience lookup: resolves the oracle price data currently mapped to a perp market's
850
- * oracle. If the cached market's oracle pubkey has drifted from (or isn't yet in)
851
- * `perpOracleMap`, triggers a background `setPerpOracleMap()` refresh and still returns the
852
- * (possibly stale) mapping for this call.
853
- * @param marketIndex Perp market index whose oracle price to look up.
854
- */
855
- public getOraclePriceDataAndSlotForPerpMarket(
856
- marketIndex: number
857
- ): DataAndSlot<OraclePriceData> | undefined {
858
- const perpMarketAccount = this.getMarketAccountAndSlot(marketIndex);
859
- const oracle = this.perpOracleMap.get(marketIndex);
860
- const oracleId = this.perpOracleStringMap.get(marketIndex);
861
- if (!perpMarketAccount || !oracleId) {
862
- return undefined;
863
- }
864
-
865
- if (!oracle || !perpMarketAccount.data.oracle.equals(oracle)) {
866
- // If the oracle has changed (or not yet cached), update the oracle map in background
867
- this.setPerpOracleMap();
868
- }
869
-
870
- return this.getOraclePriceDataAndSlot(oracleId);
871
- }
872
-
873
- /**
874
- * Convenience lookup: resolves the oracle price data currently mapped to a spot market's
875
- * oracle. If the cached market's oracle pubkey has drifted from (or isn't yet in)
876
- * `spotOracleMap`, triggers a background `setSpotOracleMap()` refresh and still returns the
877
- * (possibly stale) mapping for this call.
878
- * @param marketIndex Spot market index whose oracle price to look up.
879
- */
880
- public getOraclePriceDataAndSlotForSpotMarket(
881
- marketIndex: number
882
- ): DataAndSlot<OraclePriceData> | undefined {
883
- const spotMarketAccount = this.getSpotMarketAccountAndSlot(marketIndex);
884
- const oracle = this.spotOracleMap.get(marketIndex);
885
- const oracleId = this.spotOracleStringMap.get(marketIndex);
886
- if (!spotMarketAccount || !oracleId) {
887
- return undefined;
888
- }
889
-
890
- if (!oracle || !spotMarketAccount.data.oracle.equals(oracle)) {
891
- // If the oracle has changed (or not yet cached), update the oracle map in background
892
- this.setSpotOracleMap();
893
- }
894
-
895
- return this.getOraclePriceDataAndSlot(oracleId);
896
- }
897
- }