@velocity-exchange/sdk 0.4.0 → 0.6.1

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 (325) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +52 -0
  3. package/lib/browser/adminClient.js +97 -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 +191 -15
  9. package/lib/browser/idl/velocity.json +192 -16
  10. package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
  11. package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
  12. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  13. package/lib/browser/types.d.ts +6 -0
  14. package/lib/browser/user.d.ts +20 -3
  15. package/lib/browser/user.js +52 -4
  16. package/lib/browser/velocityClient.d.ts +46 -10
  17. package/lib/browser/velocityClient.js +107 -35
  18. package/lib/node/adminClient.d.ts +52 -0
  19. package/lib/node/adminClient.d.ts.map +1 -1
  20. package/lib/node/adminClient.js +97 -0
  21. package/lib/node/config.d.ts.map +1 -1
  22. package/lib/node/config.js +6 -7
  23. package/lib/node/constants/numericConstants.d.ts +1 -1
  24. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  25. package/lib/node/constants/numericConstants.js +1 -1
  26. package/lib/node/decode/user.d.ts.map +1 -1
  27. package/lib/node/decode/user.js +5 -1
  28. package/lib/node/idl/velocity.d.ts +191 -15
  29. package/lib/node/idl/velocity.d.ts.map +1 -1
  30. package/lib/node/idl/velocity.json +192 -16
  31. package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
  32. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  33. package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
  34. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  35. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  36. package/lib/node/types.d.ts +6 -0
  37. package/lib/node/types.d.ts.map +1 -1
  38. package/lib/node/user.d.ts +20 -3
  39. package/lib/node/user.d.ts.map +1 -1
  40. package/lib/node/user.js +52 -4
  41. package/lib/node/velocityClient.d.ts +46 -10
  42. package/lib/node/velocityClient.d.ts.map +1 -1
  43. package/lib/node/velocityClient.js +107 -35
  44. package/package.json +7 -3
  45. package/.prettierignore +0 -1
  46. package/CHANGELOG.md +0 -132
  47. package/build-browser.js +0 -58
  48. package/bunfig.toml +0 -3
  49. package/esbuild-shims.js +0 -12
  50. package/scripts/deposit-isolated-positions.ts +0 -110
  51. package/scripts/find-flagged-users.ts +0 -213
  52. package/scripts/grpc-client-test-comparison.ts +0 -372
  53. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  54. package/scripts/postbuild.js +0 -95
  55. package/scripts/single-grpc-client-test.ts +0 -284
  56. package/scripts/withdraw-isolated-positions.ts +0 -174
  57. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  58. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  59. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  60. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  61. package/src/accounts/bulkAccountLoader.ts +0 -358
  62. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  63. package/src/accounts/bulkUserSubscription.ts +0 -39
  64. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  65. package/src/accounts/fetch.ts +0 -200
  66. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  67. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  68. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  69. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  70. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  71. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  72. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  73. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  74. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  75. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  76. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  77. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  78. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  79. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  80. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  81. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  82. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  83. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  84. package/src/accounts/testBulkAccountLoader.ts +0 -59
  85. package/src/accounts/types.ts +0 -428
  86. package/src/accounts/utils.ts +0 -90
  87. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  88. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  89. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  90. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  91. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  92. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  93. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  94. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  95. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  96. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  97. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  98. package/src/addresses/marketAddresses.ts +0 -28
  99. package/src/addresses/pda.ts +0 -620
  100. package/src/adminClient.ts +0 -8136
  101. package/src/assert/assert.ts +0 -5
  102. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  103. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  104. package/src/auctionSubscriber/index.ts +0 -9
  105. package/src/auctionSubscriber/types.ts +0 -30
  106. package/src/bankrun/bankrunConnection.ts +0 -630
  107. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  108. package/src/blockhashSubscriber/index.ts +0 -6
  109. package/src/blockhashSubscriber/types.ts +0 -13
  110. package/src/clock/clockSubscriber.ts +0 -146
  111. package/src/config.ts +0 -312
  112. package/src/constants/index.ts +0 -9
  113. package/src/constants/numericConstants.ts +0 -194
  114. package/src/constants/perpMarkets.ts +0 -127
  115. package/src/constants/spotMarkets.ts +0 -104
  116. package/src/constants/txConstants.ts +0 -2
  117. package/src/constituentMap/constituentMap.ts +0 -305
  118. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  119. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  120. package/src/core/VelocityCore.ts +0 -606
  121. package/src/core/index.ts +0 -12
  122. package/src/core/instructions/deposit.ts +0 -64
  123. package/src/core/instructions/fill.ts +0 -51
  124. package/src/core/instructions/funding.ts +0 -33
  125. package/src/core/instructions/liquidation.ts +0 -55
  126. package/src/core/instructions/orders.ts +0 -84
  127. package/src/core/instructions/perpOrders.ts +0 -312
  128. package/src/core/instructions/settlement.ts +0 -40
  129. package/src/core/instructions/trigger.ts +0 -41
  130. package/src/core/instructions/withdraw.ts +0 -65
  131. package/src/core/remainingAccounts.ts +0 -320
  132. package/src/core/signedMsg.ts +0 -109
  133. package/src/decode/customCoder.ts +0 -148
  134. package/src/decode/user.ts +0 -401
  135. package/src/dlob/DLOB.ts +0 -2793
  136. package/src/dlob/DLOBNode.ts +0 -305
  137. package/src/dlob/DLOBSubscriber.ts +0 -269
  138. package/src/dlob/NodeList.ts +0 -244
  139. package/src/dlob/orderBookLevels.ts +0 -695
  140. package/src/dlob/types.ts +0 -37
  141. package/src/events/eventList.ts +0 -114
  142. package/src/events/eventSubscriber.ts +0 -521
  143. package/src/events/eventsServerLogProvider.ts +0 -189
  144. package/src/events/fetchLogs.ts +0 -219
  145. package/src/events/parse.ts +0 -271
  146. package/src/events/pollingLogProvider.ts +0 -113
  147. package/src/events/sort.ts +0 -51
  148. package/src/events/txEventCache.ts +0 -92
  149. package/src/events/types.ts +0 -337
  150. package/src/events/webSocketLogProvider.ts +0 -152
  151. package/src/factory/bigNum.ts +0 -709
  152. package/src/factory/oracleClient.ts +0 -73
  153. package/src/idl/pyth.json +0 -142
  154. package/src/idl/pyth.ts +0 -97
  155. package/src/idl/pyth_solana_receiver.json +0 -628
  156. package/src/idl/token_faucet.json +0 -229
  157. package/src/idl/token_faucet.ts +0 -197
  158. package/src/idl/velocity.json +0 -23974
  159. package/src/idl/velocity.ts +0 -23980
  160. package/src/index.ts +0 -150
  161. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  162. package/src/isomorphic/README.md +0 -19
  163. package/src/isomorphic/anchor.browser.ts +0 -44
  164. package/src/isomorphic/anchor.node.ts +0 -1
  165. package/src/isomorphic/anchor.ts +0 -1
  166. package/src/isomorphic/anchor29.browser.ts +0 -24
  167. package/src/isomorphic/anchor29.node.ts +0 -1
  168. package/src/isomorphic/anchor29.ts +0 -1
  169. package/src/isomorphic/grpc.browser.ts +0 -4
  170. package/src/isomorphic/grpc.node.ts +0 -130
  171. package/src/isomorphic/grpc.ts +0 -1
  172. package/src/jupiter/jupiterClient.ts +0 -502
  173. package/src/keypair.ts +0 -32
  174. package/src/margin/README.md +0 -138
  175. package/src/marginCalculation.ts +0 -407
  176. package/src/marinade/idl/idl.json +0 -1962
  177. package/src/marinade/index.ts +0 -73
  178. package/src/marinade/types.ts +0 -3925
  179. package/src/math/amm.ts +0 -1758
  180. package/src/math/auction.ts +0 -480
  181. package/src/math/bankruptcy.ts +0 -138
  182. package/src/math/builder.ts +0 -130
  183. package/src/math/conversion.ts +0 -45
  184. package/src/math/exchangeStatus.ts +0 -261
  185. package/src/math/funding.ts +0 -498
  186. package/src/math/insurance.ts +0 -171
  187. package/src/math/liquidation.ts +0 -433
  188. package/src/math/margin.ts +0 -327
  189. package/src/math/market.ts +0 -487
  190. package/src/math/oracles.ts +0 -477
  191. package/src/math/orders.ts +0 -500
  192. package/src/math/position.ts +0 -381
  193. package/src/math/repeg.ts +0 -223
  194. package/src/math/spotBalance.ts +0 -996
  195. package/src/math/spotMarket.ts +0 -115
  196. package/src/math/spotPosition.ts +0 -263
  197. package/src/math/state.ts +0 -71
  198. package/src/math/superStake.ts +0 -602
  199. package/src/math/tiers.ts +0 -73
  200. package/src/math/trade.ts +0 -879
  201. package/src/math/utils.ts +0 -183
  202. package/src/memcmp.ts +0 -279
  203. package/src/oracles/oracleClientCache.ts +0 -41
  204. package/src/oracles/oracleId.ts +0 -99
  205. package/src/oracles/prelaunchOracleClient.ts +0 -63
  206. package/src/oracles/pythClient.ts +0 -125
  207. package/src/oracles/pythLazerClient.ts +0 -141
  208. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  209. package/src/oracles/strictOraclePrice.ts +0 -40
  210. package/src/oracles/types.ts +0 -82
  211. package/src/oracles/utils.ts +0 -45
  212. package/src/orderParams.ts +0 -117
  213. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  214. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  215. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  216. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  217. package/src/orderSubscriber/index.ts +0 -7
  218. package/src/orderSubscriber/types.ts +0 -64
  219. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  220. package/src/priorityFee/averageStrategy.ts +0 -13
  221. package/src/priorityFee/ewmaStrategy.ts +0 -51
  222. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  223. package/src/priorityFee/index.ts +0 -16
  224. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  225. package/src/priorityFee/maxStrategy.ts +0 -8
  226. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  227. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  228. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  229. package/src/priorityFee/types.ts +0 -82
  230. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  231. package/src/pyth/constants.ts +0 -9
  232. package/src/pyth/index.ts +0 -15
  233. package/src/pyth/pythLazerSubscriber.ts +0 -365
  234. package/src/pyth/types.ts +0 -4451
  235. package/src/pyth/utils.ts +0 -13
  236. package/src/slot/SlotSubscriber.ts +0 -126
  237. package/src/slot/SlothashSubscriber.ts +0 -163
  238. package/src/swap/UnifiedSwapClient.ts +0 -315
  239. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  240. package/src/swift/index.ts +0 -10
  241. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  242. package/src/swift/swiftOrderSubscriber.ts +0 -351
  243. package/src/testClient.ts +0 -42
  244. package/src/titan/titanClient.ts +0 -438
  245. package/src/token/index.ts +0 -13
  246. package/src/tokenFaucet.ts +0 -296
  247. package/src/tx/baseTxSender.ts +0 -651
  248. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  249. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  250. package/src/tx/blockhashFetcher/types.ts +0 -9
  251. package/src/tx/fastSingleTxSender.ts +0 -200
  252. package/src/tx/forwardOnlyTxSender.ts +0 -193
  253. package/src/tx/priorityFeeCalculator.ts +0 -117
  254. package/src/tx/reportTransactionError.ts +0 -176
  255. package/src/tx/retryTxSender.ts +0 -177
  256. package/src/tx/txHandler.ts +0 -1009
  257. package/src/tx/txParamProcessor.ts +0 -225
  258. package/src/tx/types.ts +0 -117
  259. package/src/tx/utils.ts +0 -133
  260. package/src/tx/whileValidTxSender.ts +0 -377
  261. package/src/types.ts +0 -2575
  262. package/src/user.ts +0 -5316
  263. package/src/userConfig.ts +0 -38
  264. package/src/userMap/PollingSubscription.ts +0 -61
  265. package/src/userMap/WebsocketSubscription.ts +0 -93
  266. package/src/userMap/grpcSubscription.ts +0 -93
  267. package/src/userMap/referrerMap.ts +0 -360
  268. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  269. package/src/userMap/userMap.ts +0 -784
  270. package/src/userMap/userMapConfig.ts +0 -82
  271. package/src/userMap/userStatsMap.ts +0 -393
  272. package/src/userName.ts +0 -37
  273. package/src/userStats.ts +0 -159
  274. package/src/userStatsConfig.ts +0 -35
  275. package/src/util/TransactionConfirmationManager.ts +0 -333
  276. package/src/util/chainClock.ts +0 -65
  277. package/src/util/computeUnits.ts +0 -101
  278. package/src/util/digest.ts +0 -33
  279. package/src/util/ed25519Utils.ts +0 -95
  280. package/src/util/promiseTimeout.ts +0 -23
  281. package/src/velocityClient.ts +0 -14802
  282. package/src/velocityClientConfig.ts +0 -119
  283. package/src/wallet.ts +0 -91
  284. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  285. package/tests/VelocityCore/decode.test.ts +0 -16
  286. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  287. package/tests/VelocityCore/instructions.test.ts +0 -46
  288. package/tests/VelocityCore/pdas.test.ts +0 -30
  289. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  290. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  291. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  292. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  293. package/tests/amm/test.ts +0 -2402
  294. package/tests/auctions/test.ts +0 -81
  295. package/tests/bn/test.ts +0 -355
  296. package/tests/builder/builderFee.test.ts +0 -42
  297. package/tests/ci/verifyConstants.ts +0 -393
  298. package/tests/decode/test.ts +0 -262
  299. package/tests/decode/userAccountBufferStrings.ts +0 -102
  300. package/tests/dlob/helpers.ts +0 -748
  301. package/tests/dlob/test.ts +0 -6969
  302. package/tests/dlob/tickSizeStandardization.ts +0 -545
  303. package/tests/events/parseLogsForCuUsage.ts +0 -139
  304. package/tests/exchangeStatus/test.ts +0 -45
  305. package/tests/insurance/test.ts +0 -40
  306. package/tests/liquidation/test.ts +0 -125
  307. package/tests/oracles/mmOracleGate.test.ts +0 -379
  308. package/tests/oracles/pythPegSnap.test.ts +0 -76
  309. package/tests/sdkParity/enumParity.test.ts +0 -84
  310. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  311. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  312. package/tests/spot/test.ts +0 -281
  313. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  314. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  315. package/tests/tx/priorityFeeCalculator.ts +0 -77
  316. package/tests/tx/priorityFeeStrategy.ts +0 -95
  317. package/tests/user/bankruptcy.ts +0 -165
  318. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  319. package/tests/user/getMarginCalculation.ts +0 -586
  320. package/tests/user/helpers.ts +0 -184
  321. package/tests/user/liquidations.ts +0 -129
  322. package/tests/user/marginCalculations.test.ts +0 -321
  323. package/tests/user/test.ts +0 -833
  324. package/tsconfig.browser.json +0 -18
  325. 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
- }