Merge pull request #291 from drift-labs/master

partition markets

package.json

@@ -5,8 +5,8 @@
 	"main": "lib/index.js",
 	"license": "Apache-2.0",
 	"dependencies": {
-		"@drift-labs/jit-proxy": "0.11.35",
-		"@drift-labs/sdk": "2.100.0-beta.10",
+		"@drift-labs/jit-proxy": "0.11.36",
+		"@drift-labs/sdk": "2.100.0-beta.11",
 		"@opentelemetry/api": "^1.1.0",
 		"@opentelemetry/auto-instrumentations-node": "^0.31.1",
 		"@opentelemetry/exporter-prometheus": "^0.31.0",

src/bots/pythCranker.ts

@@ -128,7 +128,20 @@ export class PythCrankerBot implements Bot {
 			await this.driftClient.fetchMarketLookupTableAccount()
 		);
 
-		for (const marketConfig of PerpMarkets[this.globalConfig.driftEnv]) {
+		const perpMarketIndexes = this.driftClient
+			.getPerpMarketAccounts()
+			.map((market) => market.marketIndex);
+		const perpMarketConfigs = PerpMarkets[this.globalConfig.driftEnv].filter(
+			(market) => perpMarketIndexes.includes(market.marketIndex)
+		);
+		const spotMarketIndexes = this.driftClient
+			.getSpotMarketAccounts()
+			.map((market) => market.marketIndex);
+		const spotMarketConfigs = SpotMarkets[this.globalConfig.driftEnv].filter(
+			(market) => spotMarketIndexes.includes(market.marketIndex)
+		);
+
+		for (const marketConfig of perpMarketConfigs) {
 			const feedId = marketConfig.pythFeedId;
 			if (!feedId) {
 				logger.warn(`No pyth feed id for market ${marketConfig.symbol}`);
@@ -165,7 +178,7 @@ export class PythCrankerBot implements Bot {
 			});
 		}
 
-		for (const marketConfig of SpotMarkets[this.globalConfig.driftEnv]) {
+		for (const marketConfig of spotMarketConfigs) {
 			if (
 				this.feedIdsToCrank.findIndex(
 					(feedId) => feedId.baseSymbol === marketConfig.symbol

src/config.ts

@@ -3,6 +3,7 @@ import YAML from 'yaml';
 import {
 	loadCommaDelimitToArray,
 	loadCommaDelimitToStringArray,
+	parsePositiveIntArray,
 } from './utils';
 import { OrderExecutionAlgoType } from './types';
 import {
@@ -21,17 +22,6 @@ export type BaseBotConfig = {
 	runOnce?: boolean;
 };
 
-export type JitMakerConfig = BaseBotConfig & {
-	subaccounts?: Array<number>;
-	marketType: string;
-	/// @deprecated, use {@link JitMakerConfig.marketIndexes} and {@link JitMakerConfig.marketType}
-	perpMarketIndicies?: Array<number>;
-	marketIndexes?: Array<number>;
-	targetLeverage?: number;
-	aggressivenessBps?: number;
-	jitCULimit?: number;
-};
-
 export type UserPnlSettlerConfig = BaseBotConfig & {
 	/// perp market indexes to filter for settling pnl
 	perpMarketIndicies?: Array<number>;
@@ -137,14 +127,12 @@ export type BotConfigMap = {
 	trigger?: BaseBotConfig;
 	liquidator?: LiquidatorConfig;
 	floatingMaker?: BaseBotConfig;
-	jitMaker?: JitMakerConfig;
 	ifRevenueSettler?: BaseBotConfig;
 	fundingRateUpdater?: BaseBotConfig;
 	userPnlSettler?: UserPnlSettlerConfig;
 	userLpSettler?: BaseBotConfig;
 	userIdleFlipper?: BaseBotConfig;
 	markTwapCrank?: BaseBotConfig;
-	uncrossArb?: BaseBotConfig;
 	pythCranker?: PythCrankerBotConfig;
 	switchboardCranker?: SwitchboardCrankerBotConfig;
 	swiftTaker?: BaseBotConfig;
@@ -160,6 +148,10 @@ export interface GlobalConfig {
 	hermesEndpoint?: string;
 	numNonActiveOraclesToPush?: number;
 
+	// Optional to specify markets loaded by drift client
+	perpMarketsToLoad?: Array<number>;
+	spotMarketsToLoad?: Array<number>;
+
 	/// helius endpoint to use helius priority fee strategy
 	heliusEndpoint?: string;
 	/// additional rpc endpoints to send transactions to
@@ -232,6 +224,9 @@ const defaultConfig: Partial<Config> = {
 		debug: false,
 		subaccounts: [0],
 
+		perpMarketsToLoad: parsePositiveIntArray(process.env.PERP_MARKETS_TO_LOAD),
+		spotMarketsToLoad: parsePositiveIntArray(process.env.SPOT_MARKETS_TO_LOAD),
+
 		eventSubscriberPollingInterval: 5000,
 		bulkAccountLoaderPollingInterval: 5000,
 
@@ -455,21 +450,6 @@ export function loadConfigFromOpts(opts: any): Config {
 			runOnce: opts.runOnce ?? false,
 		};
 	}
-	if (opts.jitMaker) {
-		config.enabledBots.push('jitMaker');
-		config.botConfigs!.jitMaker = {
-			dryRun: opts.dryRun ?? false,
-			botId: process.env.BOT_ID ?? 'jitMaker',
-			metricsPort: 9464,
-			runOnce: opts.runOnce ?? false,
-			perpMarketIndicies: loadCommaDelimitToArray(opts.perpMarketIndicies) ?? [
-				0,
-			],
-			subaccounts: loadCommaDelimitToArray(opts.subaccounts) ?? [0],
-			marketType: opts.marketType ?? 'perp',
-			targetLeverage: 1,
-		};
-	}
 	if (opts.ifRevenueSettler) {
 		config.enabledBots.push('ifRevenueSettler');
 		config.botConfigs!.ifRevenueSettler = {
@@ -528,17 +508,6 @@ export function loadConfigFromOpts(opts: any): Config {
 			runOnce: opts.runOnce ?? false,
 		};
 	}
-
-	if (opts.uncrossArb) {
-		config.enabledBots.push('uncrossArb');
-		config.botConfigs!.uncrossArb = {
-			dryRun: opts.dryRun ?? false,
-			botId: process.env.BOT_ID ?? 'uncrossArb',
-			metricsPort: 9464,
-			runOnce: opts.runOnce ?? false,
-		};
-	}
-
 	return mergeDefaults(defaultConfig, config) as Config;
 }
 

src/experimental-bots/swift/takerExample.ts

@@ -9,6 +9,7 @@ import {
 } from '@drift-labs/sdk';
 import { RuntimeSpec } from 'src/metrics';
 import * as axios from 'axios';
+import { sleepMs } from '../../utils';
 
 const CONFIRM_TIMEOUT = 30_000;
 
@@ -34,26 +35,32 @@ export class SwiftTaker {
 	}
 
 	async startInterval() {
+		const marketIndexes = [0, 1, 2, 3, 4, 5, 6];
 		this.interval = setInterval(async () => {
+			await sleepMs(Math.random() * 1000); // Randomize for different grafana metrics
 			const slot = await this.driftClient.connection.getSlot();
 			const direction =
 				Math.random() > 0.5 ? PositionDirection.LONG : PositionDirection.SHORT;
-			const oracleInfo = this.driftClient.getOracleDataForPerpMarket(0);
 
-			const highPrice = oracleInfo.price.muln(102).divn(100);
-			const lowPrice = oracleInfo.price.muln(101).divn(100);
+			const marketIndex =
+				marketIndexes[Math.floor(Math.random() * marketIndexes.length)];
+
+			const oracleInfo =
+				this.driftClient.getOracleDataForPerpMarket(marketIndex);
+			const highPrice = oracleInfo.price.muln(101).divn(100);
+			const lowPrice = oracleInfo.price;
 
 			const orderMessage = {
 				swiftOrderParams: getMarketOrderParams({
-					marketIndex: 0,
+					marketIndex,
 					marketType: MarketType.PERP,
 					direction,
 					baseAssetAmount: BASE_PRECISION,
 					auctionStartPrice: isVariant(direction, 'long')
 						? lowPrice
 						: highPrice,
 					auctionEndPrice: isVariant(direction, 'long') ? highPrice : lowPrice,
-					auctionDuration: 100,
+					auctionDuration: 30,
 				}),
 				subAccountId: 0,
 				stopLossOrderParams: null,
@@ -70,7 +77,7 @@ export class SwiftTaker {
 			const response = await axios.default.post(
 				'https://master.swift.drift.trade/orders',
 				{
-					market_index: 0,
+					market_index: marketIndex,
 					market_type: 'perp',
 					message: this.driftClient
 						.encodeSwiftOrderParamsMessage(orderMessage)