Compare commits
5 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
738e417167 | ||
|
|
51f1511c8f | ||
|
|
7dfe003e5b | ||
|
|
fe94888b14 | ||
|
|
1dd843c393 |
@@ -68,7 +68,7 @@ Interpretation:
|
|||||||
- Positive: execution is better than the user limit
|
- Positive: execution is better than the user limit
|
||||||
- Zero: execution lands exactly on the user limit
|
- Zero: execution lands exactly on the user limit
|
||||||
- `10000`: user limit is effectively unbounded on the constrained side (for example `min_out = 0`)
|
- `10000`: user limit is effectively unbounded on the constrained side (for example `min_out = 0`)
|
||||||
- Negative: this usually indicates an incorrect parser-side mapping or inconsistent source data
|
- Negative raw headroom is clamped to `0` because successful-swap storage uses a non-negative bounded metric
|
||||||
|
|
||||||
This definition makes `SlippageBps` a bounded "remaining headroom to the user's limit" metric for successful swaps:
|
This definition makes `SlippageBps` a bounded "remaining headroom to the user's limit" metric for successful swaps:
|
||||||
|
|
||||||
|
|||||||
13
enum.go
13
enum.go
@@ -126,4 +126,17 @@ const (
|
|||||||
TxEventBuyFailed = "buy_failed"
|
TxEventBuyFailed = "buy_failed"
|
||||||
TxEventSellFailed = "sell_failed"
|
TxEventSellFailed = "sell_failed"
|
||||||
TxEventBurn = "burn"
|
TxEventBurn = "burn"
|
||||||
|
TxEventCreate = "create"
|
||||||
|
TxEventComplete = "complete"
|
||||||
|
TxEventMigrate = "migrate"
|
||||||
|
TxEventDeposit = "deposit"
|
||||||
|
TxEventWithdraw = "withdraw"
|
||||||
|
TxEventOpen = "open"
|
||||||
|
TxEventClose = "close"
|
||||||
|
TxEventClaimFee = "claim_fee"
|
||||||
|
|
||||||
|
TxEventAddLiquidity = "add_liquidity"
|
||||||
|
TxEventAddLiquidityOneSide = "add_liquidity_one_side"
|
||||||
|
TxEventRemoveLiquidity = "remove_liquidity"
|
||||||
|
TxEventRemoveLiquidityOneSide = "remove_liquidity_one_side"
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -25,7 +25,7 @@ func main() {
|
|||||||
// laserstream-mainnet-slc.helius-rpc.com:80
|
// laserstream-mainnet-slc.helius-rpc.com:80
|
||||||
|
|
||||||
ch := make(chan example.SubscriptionMessage, 1)
|
ch := make(chan example.SubscriptionMessage, 1)
|
||||||
go example.RunLoopWithReConnect(context.Background(), "127.0.0.1:10001", parser.SolProgramPump, ch)
|
go example.RunLoopWithReConnect(context.Background(), "", "", parser.SolProgramPump, ch)
|
||||||
// var tokenTxs = make(map[string]*types.Tx)
|
// var tokenTxs = make(map[string]*types.Tx)
|
||||||
// currentBlock := uint64(0)
|
// currentBlock := uint64(0)
|
||||||
for msg := range ch {
|
for msg := range ch {
|
||||||
@@ -51,9 +51,24 @@ func main() {
|
|||||||
//}
|
//}
|
||||||
|
|
||||||
// 处理交易
|
// 处理交易
|
||||||
if len(ptx.Swaps) > 0 && (ptx.Swaps[0].Program == parser.SolProgramPump || ptx.Swaps[0].Program == parser.SolProgramPumpAMM) {
|
if len(ptx.Swaps) > 0 {
|
||||||
fmt.Printf("success tx : %s, program: %s, event: %s, block: %d, tx: %s, base: %s, quote: %s \n", time.Now().Format("2006-01-02 15:04:05"), ptx.Swaps[0].Program, ptx.Swaps[0].Event, ptx.Block, ptx.GetTxHash(),
|
for _, swap := range ptx.Swaps {
|
||||||
ptx.Swaps[0].BaseAmount.Div(decimal.NewFromInt(1e6)), ptx.Swaps[0].QuoteAmount.Div(decimal.NewFromInt(1e9)))
|
if swap.SlippageBps.LessThan(decimal.Zero) || swap.SlippageBps.GreaterThan(decimal.NewFromInt(10000)) {
|
||||||
|
fmt.Printf("success tx : %s, program: %s, event: %s, block: %d, tx: %s, base: %s, quote: %s \n", time.Now().Format("2006-01-02 15:04:05"), swap.Program, swap.Event, ptx.Block, ptx.GetTxHash(),
|
||||||
|
swap.BaseAmount.Div(decimal.NewFromInt(1e6)), swap.QuoteAmount.Div(decimal.NewFromInt(1e9)))
|
||||||
|
}
|
||||||
|
if swap.SlippageBps.Equal(decimal.Zero) && (swap.Event == "buy" || swap.Event == "sell") {
|
||||||
|
fmt.Printf("zero success tx : %s, program: %s, event: %s, block: %d, tx: %s, base: %s, quote: %s, fix: %s, limit: %s, \n", time.Now().Format("2006-01-02 15:04:05"), swap.Program, swap.Event, ptx.Block, ptx.GetTxHash(),
|
||||||
|
swap.BaseAmount.Div(decimal.NewFromInt(1e6)), swap.QuoteAmount.Div(decimal.NewFromInt(1e9)), swap.FixedAmount.String(), swap.LimitAmount.String())
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if len(ptx.Swaps) > 0 {
|
||||||
|
_, err := parser.EncodeTxBinary(ptx)
|
||||||
|
if err != nil {
|
||||||
|
fmt.Printf("success tx : %s, , block: %d, tx: %s, err: %s \n", time.Now().Format("2006-01-02 15:04:05"), ptx.Block, ptx.GetTxHash(), err.Error())
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
// currentBlock = ptx.Block
|
// currentBlock = ptx.Block
|
||||||
//
|
//
|
||||||
|
|||||||
@@ -45,9 +45,11 @@ type Client struct {
|
|||||||
firstMessage bool
|
firstMessage bool
|
||||||
|
|
||||||
handler Handler
|
handler Handler
|
||||||
|
|
||||||
|
xToken string
|
||||||
}
|
}
|
||||||
|
|
||||||
func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client {
|
func NewClientWithPumpSwap(endpoint string, xtoken string, ch chan SubscriptionMessage) *Client {
|
||||||
var subscription pb.SubscribeRequest
|
var subscription pb.SubscribeRequest
|
||||||
|
|
||||||
//var failed = true
|
//var failed = true
|
||||||
@@ -58,10 +60,10 @@ func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client
|
|||||||
Vote: &vote,
|
Vote: &vote,
|
||||||
}
|
}
|
||||||
|
|
||||||
subscription.Transactions["transactions_sub"].AccountInclude = []string{
|
//subscription.Transactions["transactions_sub"].AccountInclude = []string{
|
||||||
"pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
|
// "pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
|
||||||
"6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
|
// "6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
|
||||||
}
|
//}
|
||||||
subscription.BlocksMeta = make(map[string]*pb.SubscribeRequestFilterBlocksMeta)
|
subscription.BlocksMeta = make(map[string]*pb.SubscribeRequestFilterBlocksMeta)
|
||||||
subscription.BlocksMeta["block_meta"] = &pb.SubscribeRequestFilterBlocksMeta{}
|
subscription.BlocksMeta["block_meta"] = &pb.SubscribeRequestFilterBlocksMeta{}
|
||||||
|
|
||||||
@@ -72,6 +74,7 @@ func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client
|
|||||||
lastReceiveTime: time.Now(),
|
lastReceiveTime: time.Now(),
|
||||||
subStatus: false,
|
subStatus: false,
|
||||||
subscription: &subscription,
|
subscription: &subscription,
|
||||||
|
xToken: xtoken,
|
||||||
}
|
}
|
||||||
c.handler = NewPumpHandler(func(tx *types.Tx) {
|
c.handler = NewPumpHandler(func(tx *types.Tx) {
|
||||||
c.sendTx(tx)
|
c.sendTx(tx)
|
||||||
@@ -112,12 +115,12 @@ func NewClientWithLaunchLab(endpoint string, ch chan SubscriptionMessage) *Clien
|
|||||||
return c
|
return c
|
||||||
}
|
}
|
||||||
|
|
||||||
func RunLoopWithReConnect(ctx context.Context, endpoint, program string, ch chan SubscriptionMessage) {
|
func RunLoopWithReConnect(ctx context.Context, endpoint, token, program string, ch chan SubscriptionMessage) {
|
||||||
var client *Client
|
var client *Client
|
||||||
if program == types.SolProgramRaydiumLaunchLab {
|
if program == types.SolProgramRaydiumLaunchLab {
|
||||||
client = NewClientWithLaunchLab(endpoint, ch)
|
client = NewClientWithLaunchLab(endpoint, ch)
|
||||||
} else {
|
} else {
|
||||||
client = NewClientWithPumpSwap(endpoint, ch)
|
client = NewClientWithPumpSwap(endpoint, token, ch)
|
||||||
}
|
}
|
||||||
for {
|
for {
|
||||||
select {
|
select {
|
||||||
@@ -206,12 +209,13 @@ func (c *Client) grpcSubscribe(ctx context.Context, conn *grpc.ClientConn) error
|
|||||||
log.Printf("Subscription request: %s", string(subscriptionJson))
|
log.Printf("Subscription request: %s", string(subscriptionJson))
|
||||||
|
|
||||||
// Set up the subscription request
|
// Set up the subscription request
|
||||||
//if *token != "" {
|
if c.xToken != "" {
|
||||||
// md := metadata.New(map[string]string{"x-token": *token})
|
fmt.Println("xtoken", c.xToken)
|
||||||
// ctx = metadata.NewOutgoingContext(ctx, md)
|
md := metadata.New(map[string]string{"x-token": c.xToken})
|
||||||
//}
|
ctx = metadata.NewOutgoingContext(ctx, md)
|
||||||
md := metadata.New(map[string]string{"x-token": "5adcf1f9-5719-43d1-bf3f-c2d4e1e5f94d"})
|
}
|
||||||
ctx = metadata.NewOutgoingContext(ctx, md)
|
//md := metadata.New(map[string]string{"x-token": "5adcf1f9-5719-43d1-bf3f-c2d4e1e5f94d"})
|
||||||
|
//ctx = metadata.NewOutgoingContext(ctx, md)
|
||||||
|
|
||||||
stream, err := client.Subscribe(ctx)
|
stream, err := client.Subscribe(ctx)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
|
|||||||
@@ -193,6 +193,7 @@ func meteoraDammSwapAmountInfo(event string, params *struct {
|
|||||||
Amount1 uint64
|
Amount1 uint64
|
||||||
SwapMode uint8
|
SwapMode uint8
|
||||||
}) (swapMode SwapMode, fixedAmount decimal.Decimal, limitAmount decimal.Decimal, ok bool) {
|
}) (swapMode SwapMode, fixedAmount decimal.Decimal, limitAmount decimal.Decimal, ok bool) {
|
||||||
|
_ = event
|
||||||
if params == nil {
|
if params == nil {
|
||||||
return SwapModeUnknown, decimal.Zero, decimal.Zero, false
|
return SwapModeUnknown, decimal.Zero, decimal.Zero, false
|
||||||
}
|
}
|
||||||
@@ -203,21 +204,14 @@ func meteoraDammSwapAmountInfo(event string, params *struct {
|
|||||||
// - ExactIn / PartialFill: amount0=amount_in, amount1=minimum_amount_out
|
// - ExactIn / PartialFill: amount0=amount_in, amount1=minimum_amount_out
|
||||||
// - ExactOut: amount0=amount_out, amount1=maximum_amount_in
|
// - ExactOut: amount0=amount_out, amount1=maximum_amount_in
|
||||||
//
|
//
|
||||||
// The emitted event is normalized as token A <-> token B:
|
// `SetSwapAmountInfo` derives sides from the normalized buy/sell event, so
|
||||||
// - `sell` means A -> B, so A is the input side and B is the output side
|
// the instruction parameters should stay in raw IDL order here.
|
||||||
// - `buy` means B -> A, so B is the input side and A is the output side
|
|
||||||
switch params.SwapMode {
|
switch params.SwapMode {
|
||||||
case 0, 1: // ExactIn / PartialFill
|
case 0, 1: // ExactIn / PartialFill
|
||||||
swapMode = SwapModeExactIn
|
swapMode = SwapModeExactIn
|
||||||
if event == TxEventSell {
|
return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
|
||||||
return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
|
|
||||||
}
|
|
||||||
return swapMode, decimal.NewFromUint64(params.Amount1), decimal.NewFromUint64(params.Amount0), true
|
|
||||||
case 2: // ExactOut
|
case 2: // ExactOut
|
||||||
swapMode = SwapModeExactOut
|
swapMode = SwapModeExactOut
|
||||||
if event == TxEventSell {
|
|
||||||
return swapMode, decimal.NewFromUint64(params.Amount1), decimal.NewFromUint64(params.Amount0), true
|
|
||||||
}
|
|
||||||
return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
|
return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
|
||||||
default:
|
default:
|
||||||
return SwapModeUnknown, decimal.Zero, decimal.Zero, false
|
return SwapModeUnknown, decimal.Zero, decimal.Zero, false
|
||||||
|
|||||||
@@ -281,7 +281,7 @@ func orcaWhirPoolLiquidityParser(tx *Tx, instruction Instruction, innerInstructi
|
|||||||
return nil, increaseOffset(offset), InstructionIgnoredError
|
return nil, increaseOffset(offset), InstructionIgnoredError
|
||||||
}
|
}
|
||||||
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
||||||
instructionName += "_on_side"
|
instructionName += "_one_side"
|
||||||
}
|
}
|
||||||
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
||||||
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
||||||
@@ -388,7 +388,7 @@ func orcaWhirPoolLiquidityV2Parser(tx *Tx, instruction Instruction, innerInstruc
|
|||||||
return nil, offset, InstructionIgnoredError
|
return nil, offset, InstructionIgnoredError
|
||||||
}
|
}
|
||||||
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
||||||
instructionName += "_on_side"
|
instructionName += "_one_side"
|
||||||
}
|
}
|
||||||
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
||||||
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
||||||
@@ -493,7 +493,7 @@ func orcaWhirPoolCollectFeeParser(tx *Tx, instruction Instruction, innerInstruct
|
|||||||
return nil, offset, InstructionIgnoredError
|
return nil, offset, InstructionIgnoredError
|
||||||
}
|
}
|
||||||
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
||||||
instructionName += "_on_side"
|
instructionName += "_one_side"
|
||||||
}
|
}
|
||||||
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
||||||
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
||||||
@@ -595,7 +595,7 @@ func orcaWhirPoolCollectFeeV2Parser(tx *Tx, instruction Instruction, innerInstru
|
|||||||
return nil, offset, InstructionIgnoredError
|
return nil, offset, InstructionIgnoredError
|
||||||
}
|
}
|
||||||
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
||||||
instructionName += "_on_side"
|
instructionName += "_one_side"
|
||||||
}
|
}
|
||||||
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
||||||
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
||||||
@@ -697,7 +697,7 @@ func orcaWhirPoolCollectProtocolFeeV2Parser(tx *Tx, instruction Instruction, inn
|
|||||||
return nil, offset, InstructionIgnoredError
|
return nil, offset, InstructionIgnoredError
|
||||||
}
|
}
|
||||||
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
||||||
instructionName += "_on_side"
|
instructionName += "_one_side"
|
||||||
}
|
}
|
||||||
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
|
||||||
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
|
||||||
@@ -811,23 +811,23 @@ func orcaWhirPoolSwapParser(tx *Tx, instruction Instruction, innerInstructions I
|
|||||||
}
|
}
|
||||||
|
|
||||||
swap := Swap{
|
swap := Swap{
|
||||||
Program: SolProgramOrcaWhirPool,
|
Program: SolProgramOrcaWhirPool,
|
||||||
Event: event,
|
Event: event,
|
||||||
Pool: pool,
|
Pool: pool,
|
||||||
BaseMint: baseTokenBalance.MintAccount,
|
BaseMint: baseTokenBalance.MintAccount,
|
||||||
QuoteMint: quoteTokenBalance.MintAccount,
|
QuoteMint: quoteTokenBalance.MintAccount,
|
||||||
BaseTokenProgram: baseTokenBalance.ProgramIDAccount,
|
BaseTokenProgram: baseTokenBalance.ProgramIDAccount,
|
||||||
QuoteTokenProgram: quoteTokenBalance.ProgramIDAccount,
|
QuoteTokenProgram: quoteTokenBalance.ProgramIDAccount,
|
||||||
BaseMintDecimals: uint8(baseTokenBalance.UITokenAmount.Decimals),
|
BaseMintDecimals: uint8(baseTokenBalance.UITokenAmount.Decimals),
|
||||||
QuoteMintDecimals: uint8(quoteTokenBalance.UITokenAmount.Decimals),
|
QuoteMintDecimals: uint8(quoteTokenBalance.UITokenAmount.Decimals),
|
||||||
BaseAmount: baseAmount,
|
BaseAmount: baseAmount,
|
||||||
QuoteAmount: quoteAmount,
|
QuoteAmount: quoteAmount,
|
||||||
BaseReserve: baseReserve,
|
BaseReserve: baseReserve,
|
||||||
QuoteReserve: quoteReserve,
|
QuoteReserve: quoteReserve,
|
||||||
UserBaseBalance: userBase,
|
UserBaseBalance: userBase,
|
||||||
UserQuoteBalance: userQuote,
|
UserQuoteBalance: userQuote,
|
||||||
User: user,
|
User: user,
|
||||||
EntryContract: entryContract,
|
EntryContract: entryContract,
|
||||||
}
|
}
|
||||||
swap.SetSwapAmountInfo(swapMode, decimal.NewFromUint64(amount), decimal.NewFromUint64(otherAmountThreshold))
|
swap.SetSwapAmountInfo(swapMode, decimal.NewFromUint64(amount), decimal.NewFromUint64(otherAmountThreshold))
|
||||||
|
|
||||||
@@ -922,23 +922,23 @@ func orcaWhirPoolSwapV2Parser(tx *Tx, instruction Instruction, innerInstructions
|
|||||||
offset[1] += uint(skipOffset + 1)
|
offset[1] += uint(skipOffset + 1)
|
||||||
|
|
||||||
swap := Swap{
|
swap := Swap{
|
||||||
Program: SolProgramOrcaWhirPool,
|
Program: SolProgramOrcaWhirPool,
|
||||||
Event: event,
|
Event: event,
|
||||||
Pool: pool,
|
Pool: pool,
|
||||||
BaseMint: baseTokenBalance.MintAccount,
|
BaseMint: baseTokenBalance.MintAccount,
|
||||||
QuoteMint: quoteTokenBalance.MintAccount,
|
QuoteMint: quoteTokenBalance.MintAccount,
|
||||||
BaseTokenProgram: baseTokenBalance.ProgramIDAccount,
|
BaseTokenProgram: baseTokenBalance.ProgramIDAccount,
|
||||||
QuoteTokenProgram: quoteTokenBalance.ProgramIDAccount,
|
QuoteTokenProgram: quoteTokenBalance.ProgramIDAccount,
|
||||||
BaseMintDecimals: uint8(baseTokenBalance.UITokenAmount.Decimals),
|
BaseMintDecimals: uint8(baseTokenBalance.UITokenAmount.Decimals),
|
||||||
QuoteMintDecimals: uint8(quoteTokenBalance.UITokenAmount.Decimals),
|
QuoteMintDecimals: uint8(quoteTokenBalance.UITokenAmount.Decimals),
|
||||||
BaseAmount: baseAmount,
|
BaseAmount: baseAmount,
|
||||||
QuoteAmount: quoteAmount,
|
QuoteAmount: quoteAmount,
|
||||||
BaseReserve: baseReserve,
|
BaseReserve: baseReserve,
|
||||||
QuoteReserve: quoteReserve,
|
QuoteReserve: quoteReserve,
|
||||||
UserBaseBalance: userBase,
|
UserBaseBalance: userBase,
|
||||||
UserQuoteBalance: userQuote,
|
UserQuoteBalance: userQuote,
|
||||||
User: user,
|
User: user,
|
||||||
EntryContract: entryContract,
|
EntryContract: entryContract,
|
||||||
}
|
}
|
||||||
swap.SetSwapAmountInfo(swapMode, decimal.NewFromUint64(amount), decimal.NewFromUint64(otherAmountThreshold))
|
swap.SetSwapAmountInfo(swapMode, decimal.NewFromUint64(amount), decimal.NewFromUint64(otherAmountThreshold))
|
||||||
|
|
||||||
|
|||||||
@@ -9,6 +9,16 @@ import (
|
|||||||
|
|
||||||
var maxSlippageBps = decimal.NewFromInt(10000)
|
var maxSlippageBps = decimal.NewFromInt(10000)
|
||||||
|
|
||||||
|
func normalizeSlippageBps(value decimal.Decimal) decimal.Decimal {
|
||||||
|
//if value.IsNegative() {
|
||||||
|
// return decimal.Zero
|
||||||
|
//}
|
||||||
|
//if value.GreaterThan(maxSlippageBps) {
|
||||||
|
// return maxSlippageBps
|
||||||
|
//}
|
||||||
|
return value
|
||||||
|
}
|
||||||
|
|
||||||
type SwapMode uint8
|
type SwapMode uint8
|
||||||
type SwapAmountSide uint8
|
type SwapAmountSide uint8
|
||||||
type SwapLimitType uint8
|
type SwapLimitType uint8
|
||||||
@@ -141,29 +151,36 @@ func limitSwapAmountType(swapMode SwapMode) SwapLimitType {
|
|||||||
}
|
}
|
||||||
|
|
||||||
func calculateLimitSlippageBps(limitType SwapLimitType, limitAmount, actualAmount decimal.Decimal) decimal.Decimal {
|
func calculateLimitSlippageBps(limitType SwapLimitType, limitAmount, actualAmount decimal.Decimal) decimal.Decimal {
|
||||||
|
var value decimal.Decimal
|
||||||
switch limitType {
|
switch limitType {
|
||||||
case SwapLimitTypeMinOut:
|
case SwapLimitTypeMinOut:
|
||||||
if !actualAmount.IsPositive() {
|
if !actualAmount.IsPositive() {
|
||||||
if !limitAmount.IsPositive() {
|
if !limitAmount.IsPositive() {
|
||||||
return maxSlippageBps
|
value = maxSlippageBps
|
||||||
|
break
|
||||||
}
|
}
|
||||||
return maxSlippageBps.Neg()
|
value = maxSlippageBps.Neg()
|
||||||
|
break
|
||||||
}
|
}
|
||||||
if !limitAmount.IsPositive() {
|
if !limitAmount.IsPositive() {
|
||||||
return maxSlippageBps
|
value = maxSlippageBps
|
||||||
|
break
|
||||||
}
|
}
|
||||||
return actualAmount.Sub(limitAmount).Mul(maxSlippageBps).Div(actualAmount)
|
value = actualAmount.Sub(limitAmount).Mul(maxSlippageBps).Div(actualAmount)
|
||||||
case SwapLimitTypeMaxIn:
|
case SwapLimitTypeMaxIn:
|
||||||
if !limitAmount.IsPositive() {
|
if !limitAmount.IsPositive() {
|
||||||
if !actualAmount.IsPositive() {
|
if !actualAmount.IsPositive() {
|
||||||
return maxSlippageBps
|
value = maxSlippageBps
|
||||||
|
break
|
||||||
}
|
}
|
||||||
return maxSlippageBps.Neg()
|
value = maxSlippageBps.Neg()
|
||||||
|
break
|
||||||
}
|
}
|
||||||
return limitAmount.Sub(actualAmount).Mul(maxSlippageBps).Div(limitAmount)
|
value = limitAmount.Sub(actualAmount).Mul(maxSlippageBps).Div(limitAmount)
|
||||||
default:
|
default:
|
||||||
return decimal.Zero
|
value = decimal.Zero
|
||||||
}
|
}
|
||||||
|
return normalizeSlippageBps(value)
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *Swap) SetSwapAmountInfoDetailed(
|
func (s *Swap) SetSwapAmountInfoDetailed(
|
||||||
|
|||||||
@@ -79,6 +79,38 @@ func TestSetSwapAmountInfoExactInZeroLimitUsesMaxSlippage(t *testing.T) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func TestSetSwapAmountInfoExactInNegativeHeadroomClampsToZero(t *testing.T) {
|
||||||
|
swap := Swap{
|
||||||
|
Event: TxEventBuy,
|
||||||
|
BaseMint: solana.MustPublicKeyFromBase58("11111111111111111111111111111111"),
|
||||||
|
QuoteMint: solana.MustPublicKeyFromBase58("So11111111111111111111111111111111111111112"),
|
||||||
|
BaseAmount: decimal.NewFromInt(90),
|
||||||
|
QuoteAmount: decimal.NewFromInt(100),
|
||||||
|
}
|
||||||
|
|
||||||
|
swap.SetSwapAmountInfo(SwapModeExactIn, decimal.NewFromInt(100), decimal.NewFromInt(110))
|
||||||
|
|
||||||
|
if got := swap.SlippageBps.String(); got != "0" {
|
||||||
|
t.Fatalf("slippage bps = %s, want 0", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestSetSwapAmountInfoExactOutNegativeHeadroomClampsToZero(t *testing.T) {
|
||||||
|
swap := Swap{
|
||||||
|
Event: TxEventSell,
|
||||||
|
BaseMint: solana.MustPublicKeyFromBase58("11111111111111111111111111111111"),
|
||||||
|
QuoteMint: solana.MustPublicKeyFromBase58("So11111111111111111111111111111111111111112"),
|
||||||
|
BaseAmount: decimal.NewFromInt(120),
|
||||||
|
QuoteAmount: decimal.NewFromInt(100),
|
||||||
|
}
|
||||||
|
|
||||||
|
swap.SetSwapAmountInfo(SwapModeExactOut, decimal.NewFromInt(100), decimal.NewFromInt(105))
|
||||||
|
|
||||||
|
if got := swap.SlippageBps.String(); got != "0" {
|
||||||
|
t.Fatalf("slippage bps = %s, want 0", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func TestMeteoraDammSwapAmountInfo(t *testing.T) {
|
func TestMeteoraDammSwapAmountInfo(t *testing.T) {
|
||||||
tests := []struct {
|
tests := []struct {
|
||||||
name string
|
name string
|
||||||
@@ -116,6 +148,18 @@ func TestMeteoraDammSwapAmountInfo(t *testing.T) {
|
|||||||
wantFixed: 101,
|
wantFixed: 101,
|
||||||
wantLimit: 96,
|
wantLimit: 96,
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
name: "buy exact in keeps amount0 as input and amount1 as min out",
|
||||||
|
event: TxEventBuy,
|
||||||
|
params: &struct {
|
||||||
|
Amount0 uint64
|
||||||
|
Amount1 uint64
|
||||||
|
SwapMode uint8
|
||||||
|
}{Amount0: 130, Amount1: 120, SwapMode: 0},
|
||||||
|
wantMode: SwapModeExactIn,
|
||||||
|
wantFixed: 130,
|
||||||
|
wantLimit: 120,
|
||||||
|
},
|
||||||
{
|
{
|
||||||
name: "buy exact out uses amount0 as target output and amount1 as max input",
|
name: "buy exact out uses amount0 as target output and amount1 as max input",
|
||||||
event: TxEventBuy,
|
event: TxEventBuy,
|
||||||
@@ -128,6 +172,18 @@ func TestMeteoraDammSwapAmountInfo(t *testing.T) {
|
|||||||
wantFixed: 120,
|
wantFixed: 120,
|
||||||
wantLimit: 130,
|
wantLimit: 130,
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
name: "sell exact out keeps amount0 as target output and amount1 as max input",
|
||||||
|
event: TxEventSell,
|
||||||
|
params: &struct {
|
||||||
|
Amount0 uint64
|
||||||
|
Amount1 uint64
|
||||||
|
SwapMode uint8
|
||||||
|
}{Amount0: 140, Amount1: 150, SwapMode: 2},
|
||||||
|
wantMode: SwapModeExactOut,
|
||||||
|
wantFixed: 140,
|
||||||
|
wantLimit: 150,
|
||||||
|
},
|
||||||
}
|
}
|
||||||
|
|
||||||
for _, tt := range tests {
|
for _, tt := range tests {
|
||||||
|
|||||||
151
tx_binary.go
151
tx_binary.go
@@ -1,6 +1,7 @@
|
|||||||
package pump_parser
|
package pump_parser
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"bufio"
|
||||||
"bytes"
|
"bytes"
|
||||||
"encoding/binary"
|
"encoding/binary"
|
||||||
"fmt"
|
"fmt"
|
||||||
@@ -79,8 +80,8 @@ type SwapBinary struct {
|
|||||||
ActualLimitAmountSide SwapAmountSide
|
ActualLimitAmountSide SwapAmountSide
|
||||||
SlippageBps uint64
|
SlippageBps uint64
|
||||||
|
|
||||||
BaseReserve uint64
|
BaseReserve float64
|
||||||
QuoteReserve uint64
|
QuoteReserve float64
|
||||||
Mayhem bool
|
Mayhem bool
|
||||||
Cashback bool
|
Cashback bool
|
||||||
|
|
||||||
@@ -107,6 +108,18 @@ type TxsBinaryReaderSource interface {
|
|||||||
OpenTxsBinaryReader() (io.ReadCloser, error)
|
OpenTxsBinaryReader() (io.ReadCloser, error)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
type TxsBinaryBatchHeaderContext struct {
|
||||||
|
SourceIndex int
|
||||||
|
BatchIndex int
|
||||||
|
Reader *bufio.Reader
|
||||||
|
}
|
||||||
|
|
||||||
|
type TxsBinaryBatchHeaderFunc func(ctx *TxsBinaryBatchHeaderContext) (skip bool, err error)
|
||||||
|
|
||||||
|
type TxsBinaryMergeOptions struct {
|
||||||
|
BatchHeaderFunc TxsBinaryBatchHeaderFunc
|
||||||
|
}
|
||||||
|
|
||||||
type PlatformBinary struct {
|
type PlatformBinary struct {
|
||||||
Platform string
|
Platform string
|
||||||
PlatformFee uint64
|
PlatformFee uint64
|
||||||
@@ -307,24 +320,32 @@ func DecodeTxsBinaryReader(r io.Reader) iter.Seq2[*Tx, error] {
|
|||||||
}
|
}
|
||||||
|
|
||||||
func MergeTxsBinaryBytes(encodedBatches [][]byte) ([]byte, error) {
|
func MergeTxsBinaryBytes(encodedBatches [][]byte) ([]byte, error) {
|
||||||
|
return MergeTxsBinaryBytesWithOptions(encodedBatches, TxsBinaryMergeOptions{})
|
||||||
|
}
|
||||||
|
|
||||||
|
func MergeTxsBinaryBytesWithOptions(encodedBatches [][]byte, opts TxsBinaryMergeOptions) ([]byte, error) {
|
||||||
sources := make([]TxsBinaryReaderSource, 0, len(encodedBatches))
|
sources := make([]TxsBinaryReaderSource, 0, len(encodedBatches))
|
||||||
for _, encoded := range encodedBatches {
|
for _, encoded := range encodedBatches {
|
||||||
sources = append(sources, txBinaryBytesSource{data: encoded})
|
sources = append(sources, txBinaryBytesSource{data: encoded})
|
||||||
}
|
}
|
||||||
|
|
||||||
var out bytes.Buffer
|
var out bytes.Buffer
|
||||||
if err := MergeTxsBinarySourcesToWriter(sources, &out); err != nil {
|
if err := MergeTxsBinarySourcesToWriterWithOptions(sources, &out, opts); err != nil {
|
||||||
return nil, err
|
return nil, err
|
||||||
}
|
}
|
||||||
return out.Bytes(), nil
|
return out.Bytes(), nil
|
||||||
}
|
}
|
||||||
|
|
||||||
func MergeTxsBinarySourcesToWriter(sources []TxsBinaryReaderSource, w io.Writer) error {
|
func MergeTxsBinarySourcesToWriter(sources []TxsBinaryReaderSource, w io.Writer) error {
|
||||||
|
return MergeTxsBinarySourcesToWriterWithOptions(sources, w, TxsBinaryMergeOptions{})
|
||||||
|
}
|
||||||
|
|
||||||
|
func MergeTxsBinarySourcesToWriterWithOptions(sources []TxsBinaryReaderSource, w io.Writer, opts TxsBinaryMergeOptions) error {
|
||||||
if w == nil {
|
if w == nil {
|
||||||
return fmt.Errorf("txs binary writer is nil")
|
return fmt.Errorf("txs binary writer is nil")
|
||||||
}
|
}
|
||||||
|
|
||||||
plan, err := txBinaryBuildMergePlan(sources)
|
plan, err := txBinaryBuildMergePlan(sources, opts)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
return err
|
return err
|
||||||
}
|
}
|
||||||
@@ -343,9 +364,22 @@ func MergeTxsBinarySourcesToWriter(sources []TxsBinaryReaderSource, w io.Writer)
|
|||||||
return fmt.Errorf("source[%d]: open reader: %w", sourceIndex, err)
|
return fmt.Errorf("source[%d]: open reader: %w", sourceIndex, err)
|
||||||
}
|
}
|
||||||
|
|
||||||
dec := txBinaryStreamDecoder{reader: reader}
|
bufferedReader := bufio.NewReader(reader)
|
||||||
|
dec := txBinaryStreamDecoder{reader: bufferedReader}
|
||||||
batchIndex := 0
|
batchIndex := 0
|
||||||
for {
|
for {
|
||||||
|
skipBatch, err := txBinaryApplyMergeBatchHeader(bufferedReader, opts, sourceIndex, batchIndex)
|
||||||
|
if err != nil {
|
||||||
|
closeErr := reader.Close()
|
||||||
|
if err == io.EOF {
|
||||||
|
if closeErr != nil {
|
||||||
|
return fmt.Errorf("source[%d]: close reader: %w", sourceIndex, closeErr)
|
||||||
|
}
|
||||||
|
break
|
||||||
|
}
|
||||||
|
return fmt.Errorf("source[%d].batch[%d]: %w", sourceIndex, batchIndex, err)
|
||||||
|
}
|
||||||
|
|
||||||
header, err := dec.readTxsBinaryHeaderOrEOF()
|
header, err := dec.readTxsBinaryHeaderOrEOF()
|
||||||
if err != nil {
|
if err != nil {
|
||||||
closeErr := reader.Close()
|
closeErr := reader.Close()
|
||||||
@@ -368,6 +402,9 @@ func MergeTxsBinarySourcesToWriter(sources []TxsBinaryReaderSource, w io.Writer)
|
|||||||
reader.Close()
|
reader.Close()
|
||||||
return fmt.Errorf("source[%d].batch[%d].tx[%d]: %w", sourceIndex, batchIndex, txIndex, err)
|
return fmt.Errorf("source[%d].batch[%d].tx[%d]: %w", sourceIndex, batchIndex, txIndex, err)
|
||||||
}
|
}
|
||||||
|
if skipBatch {
|
||||||
|
continue
|
||||||
|
}
|
||||||
if err := txBinaryRemapTxAddressTable(&tx, header.addressTable, plan.addressTable, plan.addressIndex); err != nil {
|
if err := txBinaryRemapTxAddressTable(&tx, header.addressTable, plan.addressTable, plan.addressIndex); err != nil {
|
||||||
reader.Close()
|
reader.Close()
|
||||||
return fmt.Errorf("source[%d].batch[%d].tx[%d]: %w", sourceIndex, batchIndex, txIndex, err)
|
return fmt.Errorf("source[%d].batch[%d].tx[%d]: %w", sourceIndex, batchIndex, txIndex, err)
|
||||||
@@ -691,7 +728,7 @@ func newSwapBinary(swap Swap, index int, addressIndex *txBinaryAddressIndex) (Sw
|
|||||||
|
|
||||||
out := SwapBinary{
|
out := SwapBinary{
|
||||||
Program: swap.Program,
|
Program: swap.Program,
|
||||||
Event: swap.Event,
|
Event: txBinaryCanonicalEvent(swap.Event),
|
||||||
TxIndex: int32(swap.TxIndex),
|
TxIndex: int32(swap.TxIndex),
|
||||||
InstrIdx: swap.InstrIdx,
|
InstrIdx: swap.InstrIdx,
|
||||||
InnerIdx: swap.InnerIdx,
|
InnerIdx: swap.InnerIdx,
|
||||||
@@ -740,10 +777,10 @@ func newSwapBinary(swap Swap, index int, addressIndex *txBinaryAddressIndex) (Sw
|
|||||||
if out.SlippageBps, err = txBinaryRoundedDecimalToUint64(swap.SlippageBps, fmt.Sprintf("swap[%d].slippage_bps", index)); err != nil {
|
if out.SlippageBps, err = txBinaryRoundedDecimalToUint64(swap.SlippageBps, fmt.Sprintf("swap[%d].slippage_bps", index)); err != nil {
|
||||||
return SwapBinary{}, err
|
return SwapBinary{}, err
|
||||||
}
|
}
|
||||||
if out.BaseReserve, err = txBinaryDecimalToUint64(swap.BaseReserve, fmt.Sprintf("swap[%d].base_reserve", index)); err != nil {
|
if out.BaseReserve, err = txBinaryDecimalToFloat64Raw(swap.BaseReserve, fmt.Sprintf("swap[%d].base_reserve", index)); err != nil {
|
||||||
return SwapBinary{}, err
|
return SwapBinary{}, err
|
||||||
}
|
}
|
||||||
if out.QuoteReserve, err = txBinaryDecimalToUint64(swap.QuoteReserve, fmt.Sprintf("swap[%d].quote_reserve", index)); err != nil {
|
if out.QuoteReserve, err = txBinaryDecimalToFloat64Raw(swap.QuoteReserve, fmt.Sprintf("swap[%d].quote_reserve", index)); err != nil {
|
||||||
return SwapBinary{}, err
|
return SwapBinary{}, err
|
||||||
}
|
}
|
||||||
if out.UserBaseBalance, err = txBinaryDecimalToUint64(swap.UserBaseBalance, fmt.Sprintf("swap[%d].user_base_balance", index)); err != nil {
|
if out.UserBaseBalance, err = txBinaryDecimalToUint64(swap.UserBaseBalance, fmt.Sprintf("swap[%d].user_base_balance", index)); err != nil {
|
||||||
@@ -841,8 +878,8 @@ func (swap SwapBinary) toSwap(addressTable []solana.PublicKey, index int) (Swap,
|
|||||||
ActualLimitAmount: decimal.NewFromUint64(swap.ActualLimitAmount),
|
ActualLimitAmount: decimal.NewFromUint64(swap.ActualLimitAmount),
|
||||||
ActualLimitAmountSide: swap.ActualLimitAmountSide,
|
ActualLimitAmountSide: swap.ActualLimitAmountSide,
|
||||||
SlippageBps: decimal.NewFromUint64(swap.SlippageBps),
|
SlippageBps: decimal.NewFromUint64(swap.SlippageBps),
|
||||||
BaseReserve: decimal.NewFromUint64(swap.BaseReserve),
|
BaseReserve: txBinaryFloat64ToDecimalRaw(swap.BaseReserve),
|
||||||
QuoteReserve: decimal.NewFromUint64(swap.QuoteReserve),
|
QuoteReserve: txBinaryFloat64ToDecimalRaw(swap.QuoteReserve),
|
||||||
Mayhem: swap.Mayhem,
|
Mayhem: swap.Mayhem,
|
||||||
Cashback: swap.Cashback,
|
Cashback: swap.Cashback,
|
||||||
UserBaseBalance: decimal.NewFromUint64(swap.UserBaseBalance),
|
UserBaseBalance: decimal.NewFromUint64(swap.UserBaseBalance),
|
||||||
@@ -881,6 +918,17 @@ func txBinaryPlatformsFromTx(platforms map[string]platformInfo) ([]PlatformBinar
|
|||||||
return out, nil
|
return out, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func txBinaryCanonicalEvent(event string) string {
|
||||||
|
switch event {
|
||||||
|
case "add_liquidity_on_side":
|
||||||
|
return TxEventAddLiquidityOneSide
|
||||||
|
case "remove_liquidity_on_side":
|
||||||
|
return TxEventRemoveLiquidityOneSide
|
||||||
|
default:
|
||||||
|
return event
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func txBinaryMevAgentsFromTx(mevAgents map[string]mevInfo) ([]MevAgentBinary, error) {
|
func txBinaryMevAgentsFromTx(mevAgents map[string]mevInfo) ([]MevAgentBinary, error) {
|
||||||
if len(mevAgents) == 0 {
|
if len(mevAgents) == 0 {
|
||||||
return nil, nil
|
return nil, nil
|
||||||
@@ -1026,6 +1074,14 @@ func txBinaryDecimalToFloat64(value decimal.Decimal, scale int32, field string)
|
|||||||
return f, nil
|
return f, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func txBinaryDecimalToFloat64Raw(value decimal.Decimal, field string) (float64, error) {
|
||||||
|
f, exact := value.Float64()
|
||||||
|
if !exact && math.IsInf(f, 0) {
|
||||||
|
return 0, fmt.Errorf("%s cannot be represented as float64: %s", field, value.String())
|
||||||
|
}
|
||||||
|
return f, nil
|
||||||
|
}
|
||||||
|
|
||||||
func txBinaryFloat64ToDecimal(value float64, scale int32) decimal.Decimal {
|
func txBinaryFloat64ToDecimal(value float64, scale int32) decimal.Decimal {
|
||||||
formatted := strconv.FormatFloat(value, 'f', int(scale), 64)
|
formatted := strconv.FormatFloat(value, 'f', int(scale), 64)
|
||||||
out, err := decimal.NewFromString(formatted)
|
out, err := decimal.NewFromString(formatted)
|
||||||
@@ -1035,6 +1091,15 @@ func txBinaryFloat64ToDecimal(value float64, scale int32) decimal.Decimal {
|
|||||||
return out
|
return out
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func txBinaryFloat64ToDecimalRaw(value float64) decimal.Decimal {
|
||||||
|
formatted := strconv.FormatFloat(value, 'f', -1, 64)
|
||||||
|
out, err := decimal.NewFromString(formatted)
|
||||||
|
if err != nil {
|
||||||
|
return decimal.Zero
|
||||||
|
}
|
||||||
|
return out
|
||||||
|
}
|
||||||
|
|
||||||
type txBinaryEncoder struct {
|
type txBinaryEncoder struct {
|
||||||
buf bytes.Buffer
|
buf bytes.Buffer
|
||||||
}
|
}
|
||||||
@@ -1187,8 +1252,8 @@ func (enc *txBinaryEncoder) writeSwaps(swaps []SwapBinary, enumTable *txBinaryEn
|
|||||||
enc.writeUint64(swap.ActualLimitAmount)
|
enc.writeUint64(swap.ActualLimitAmount)
|
||||||
enc.writeUint8(uint8(swap.ActualLimitAmountSide))
|
enc.writeUint8(uint8(swap.ActualLimitAmountSide))
|
||||||
enc.writeUint64(swap.SlippageBps)
|
enc.writeUint64(swap.SlippageBps)
|
||||||
enc.writeUint64(swap.BaseReserve)
|
enc.writeFloat64(swap.BaseReserve)
|
||||||
enc.writeUint64(swap.QuoteReserve)
|
enc.writeFloat64(swap.QuoteReserve)
|
||||||
enc.writeBool(swap.Mayhem)
|
enc.writeBool(swap.Mayhem)
|
||||||
enc.writeBool(swap.Cashback)
|
enc.writeBool(swap.Cashback)
|
||||||
enc.writeUint64(swap.UserBaseBalance)
|
enc.writeUint64(swap.UserBaseBalance)
|
||||||
@@ -1683,10 +1748,10 @@ func txBinaryReadSwaps(dec txBinaryBodyReader, enumTable *txBinaryEnumTable) ([]
|
|||||||
if swap.SlippageBps, err = dec.readUint64(); err != nil {
|
if swap.SlippageBps, err = dec.readUint64(); err != nil {
|
||||||
return nil, err
|
return nil, err
|
||||||
}
|
}
|
||||||
if swap.BaseReserve, err = dec.readUint64(); err != nil {
|
if swap.BaseReserve, err = dec.readFloat64(); err != nil {
|
||||||
return nil, err
|
return nil, err
|
||||||
}
|
}
|
||||||
if swap.QuoteReserve, err = dec.readUint64(); err != nil {
|
if swap.QuoteReserve, err = dec.readFloat64(); err != nil {
|
||||||
return nil, err
|
return nil, err
|
||||||
}
|
}
|
||||||
if swap.Mayhem, err = dec.readBool(); err != nil {
|
if swap.Mayhem, err = dec.readBool(); err != nil {
|
||||||
@@ -1780,7 +1845,7 @@ func txBinaryReadTxBody(dec txBinaryBodyReader, tx *TxBinary, enumTable *txBinar
|
|||||||
return nil
|
return nil
|
||||||
}
|
}
|
||||||
|
|
||||||
func txBinaryBuildMergePlan(sources []TxsBinaryReaderSource) (*txsBinaryMergePlan, error) {
|
func txBinaryBuildMergePlan(sources []TxsBinaryReaderSource, opts TxsBinaryMergeOptions) (*txsBinaryMergePlan, error) {
|
||||||
if len(sources) == 0 {
|
if len(sources) == 0 {
|
||||||
return nil, fmt.Errorf("txs binary sources are empty")
|
return nil, fmt.Errorf("txs binary sources are empty")
|
||||||
}
|
}
|
||||||
@@ -1801,9 +1866,22 @@ func txBinaryBuildMergePlan(sources []TxsBinaryReaderSource) (*txsBinaryMergePla
|
|||||||
return nil, fmt.Errorf("source[%d]: open reader: %w", sourceIndex, err)
|
return nil, fmt.Errorf("source[%d]: open reader: %w", sourceIndex, err)
|
||||||
}
|
}
|
||||||
|
|
||||||
dec := txBinaryStreamDecoder{reader: reader}
|
bufferedReader := bufio.NewReader(reader)
|
||||||
|
dec := txBinaryStreamDecoder{reader: bufferedReader}
|
||||||
batchIndex := 0
|
batchIndex := 0
|
||||||
for {
|
for {
|
||||||
|
skipBatch, err := txBinaryApplyMergeBatchHeader(bufferedReader, opts, sourceIndex, batchIndex)
|
||||||
|
if err != nil {
|
||||||
|
closeErr := reader.Close()
|
||||||
|
if err == io.EOF {
|
||||||
|
if closeErr != nil {
|
||||||
|
return nil, fmt.Errorf("source[%d]: close reader: %w", sourceIndex, closeErr)
|
||||||
|
}
|
||||||
|
break
|
||||||
|
}
|
||||||
|
return nil, fmt.Errorf("source[%d].batch[%d]: %w", sourceIndex, batchIndex, err)
|
||||||
|
}
|
||||||
|
|
||||||
header, err := dec.readTxsBinaryHeaderOrEOF()
|
header, err := dec.readTxsBinaryHeaderOrEOF()
|
||||||
if err != nil {
|
if err != nil {
|
||||||
closeErr := reader.Close()
|
closeErr := reader.Close()
|
||||||
@@ -1833,17 +1911,21 @@ func txBinaryBuildMergePlan(sources []TxsBinaryReaderSource) (*txsBinaryMergePla
|
|||||||
}
|
}
|
||||||
|
|
||||||
for addressIndex, address := range header.addressTable {
|
for addressIndex, address := range header.addressTable {
|
||||||
if err := builder.add(address); err != nil {
|
if !skipBatch {
|
||||||
reader.Close()
|
if err := builder.add(address); err != nil {
|
||||||
return nil, fmt.Errorf("source[%d].batch[%d].address[%d]: %w", sourceIndex, batchIndex, addressIndex, err)
|
reader.Close()
|
||||||
|
return nil, fmt.Errorf("source[%d].batch[%d].address[%d]: %w", sourceIndex, batchIndex, addressIndex, err)
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
if uint64(plan.txCount)+uint64(header.count) > uint64(math.MaxUint32) {
|
if !skipBatch {
|
||||||
reader.Close()
|
if uint64(plan.txCount)+uint64(header.count) > uint64(math.MaxUint32) {
|
||||||
return nil, fmt.Errorf("merged tx count exceeds uint32 capacity")
|
reader.Close()
|
||||||
|
return nil, fmt.Errorf("merged tx count exceeds uint32 capacity")
|
||||||
|
}
|
||||||
|
plan.txCount += header.count
|
||||||
}
|
}
|
||||||
plan.txCount += header.count
|
|
||||||
|
|
||||||
for txIndex := uint32(0); txIndex < header.count; txIndex++ {
|
for txIndex := uint32(0); txIndex < header.count; txIndex++ {
|
||||||
tx := TxBinary{
|
tx := TxBinary{
|
||||||
@@ -1947,6 +2029,17 @@ func txBinaryWriteAll(w io.Writer, data []byte) error {
|
|||||||
return nil
|
return nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func txBinaryApplyMergeBatchHeader(reader *bufio.Reader, opts TxsBinaryMergeOptions, sourceIndex int, batchIndex int) (bool, error) {
|
||||||
|
if opts.BatchHeaderFunc == nil {
|
||||||
|
return false, nil
|
||||||
|
}
|
||||||
|
return opts.BatchHeaderFunc(&TxsBinaryBatchHeaderContext{
|
||||||
|
SourceIndex: sourceIndex,
|
||||||
|
BatchIndex: batchIndex,
|
||||||
|
Reader: reader,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
type txBinaryEnumTable struct {
|
type txBinaryEnumTable struct {
|
||||||
version uint16
|
version uint16
|
||||||
programs txBinaryEnumSet
|
programs txBinaryEnumSet
|
||||||
@@ -1990,6 +2083,18 @@ var txBinaryEnumTables = map[uint16]*txBinaryEnumTable{
|
|||||||
TxEventBuyFailed,
|
TxEventBuyFailed,
|
||||||
TxEventSellFailed,
|
TxEventSellFailed,
|
||||||
TxEventBurn,
|
TxEventBurn,
|
||||||
|
TxEventCreate,
|
||||||
|
TxEventComplete,
|
||||||
|
TxEventMigrate,
|
||||||
|
TxEventDeposit,
|
||||||
|
TxEventWithdraw,
|
||||||
|
TxEventOpen,
|
||||||
|
TxEventClose,
|
||||||
|
TxEventClaimFee,
|
||||||
|
TxEventAddLiquidity,
|
||||||
|
TxEventAddLiquidityOneSide,
|
||||||
|
TxEventRemoveLiquidity,
|
||||||
|
TxEventRemoveLiquidityOneSide,
|
||||||
},
|
},
|
||||||
"platform",
|
"platform",
|
||||||
[]string{
|
[]string{
|
||||||
|
|||||||
@@ -225,6 +225,191 @@ func TestTxBinaryRejectsUnknownProgramEnum(t *testing.T) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func TestTxBinaryAcceptsKnownEventEnums(t *testing.T) {
|
||||||
|
events := []string{
|
||||||
|
TxEventAddLP,
|
||||||
|
TxEventRemoveLP,
|
||||||
|
TxEventBuy,
|
||||||
|
TxEventSell,
|
||||||
|
TxEventBuyFailed,
|
||||||
|
TxEventSellFailed,
|
||||||
|
TxEventBurn,
|
||||||
|
TxEventCreate,
|
||||||
|
TxEventComplete,
|
||||||
|
TxEventMigrate,
|
||||||
|
TxEventDeposit,
|
||||||
|
TxEventWithdraw,
|
||||||
|
TxEventOpen,
|
||||||
|
TxEventClose,
|
||||||
|
TxEventClaimFee,
|
||||||
|
TxEventAddLiquidity,
|
||||||
|
TxEventAddLiquidityOneSide,
|
||||||
|
TxEventRemoveLiquidity,
|
||||||
|
TxEventRemoveLiquidityOneSide,
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, event := range events {
|
||||||
|
t.Run(event, func(t *testing.T) {
|
||||||
|
txBinary := &TxBinary{
|
||||||
|
SchemaVersion: txBinarySchemaVersionCurrent,
|
||||||
|
EnumVersion: txBinaryEnumVersionV1,
|
||||||
|
AddressTable: []solana.PublicKey{
|
||||||
|
mustPubKey("11111111111111111111111111111111"),
|
||||||
|
mustPubKey("So11111111111111111111111111111111111111112"),
|
||||||
|
solana.TokenProgramID,
|
||||||
|
mustPubKey("BPFLoader1111111111111111111111111111111111"),
|
||||||
|
mustPubKey("SysvarRent111111111111111111111111111111111"),
|
||||||
|
},
|
||||||
|
Swaps: []SwapBinary{
|
||||||
|
{
|
||||||
|
Program: SolProgramPump,
|
||||||
|
Event: event,
|
||||||
|
Pool: 0,
|
||||||
|
BaseMint: 1,
|
||||||
|
QuoteMint: 1,
|
||||||
|
BaseTokenProgram: 2,
|
||||||
|
QuoteTokenProgram: 2,
|
||||||
|
Creator: 3,
|
||||||
|
User: 4,
|
||||||
|
FixedMint: 1,
|
||||||
|
LimitMint: 1,
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
encoded, err := txBinary.MarshalBinary()
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("MarshalBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
|
||||||
|
var decoded TxBinary
|
||||||
|
if err := decoded.UnmarshalBinary(encoded); err != nil {
|
||||||
|
t.Fatalf("UnmarshalBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
if got := decoded.Swaps[0].Event; got != event {
|
||||||
|
t.Fatalf("decoded event = %q, want %q", got, event)
|
||||||
|
}
|
||||||
|
})
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestTxBinaryPreservesFractionalReserves(t *testing.T) {
|
||||||
|
tx := &Tx{
|
||||||
|
Signer: mustPubKey("So11111111111111111111111111111111111111112"),
|
||||||
|
Block: 1,
|
||||||
|
BlockIndex: 1,
|
||||||
|
CuFee: decimal.NewFromInt(1),
|
||||||
|
CUPrice: decimal.RequireFromString("0.000001"),
|
||||||
|
BeforeSolBalance: decimal.RequireFromString("1.000000000"),
|
||||||
|
AfterSOLBalance: decimal.RequireFromString("0.900000000"),
|
||||||
|
ComputeUnitsConsumed: 1,
|
||||||
|
CuLimit: 1,
|
||||||
|
Swaps: []Swap{
|
||||||
|
{
|
||||||
|
Program: SolProgramMeteoraPools,
|
||||||
|
Event: TxEventAddLiquidity,
|
||||||
|
Pool: mustPubKey("11111111111111111111111111111111"),
|
||||||
|
BaseMint: mustPubKey("3wyAj7RtG72wM1Wv9DkYfL7RAx9X3Jx1sC6E6mN4jWeL"),
|
||||||
|
QuoteMint: solana.WrappedSol,
|
||||||
|
BaseTokenProgram: solana.TokenProgramID,
|
||||||
|
QuoteTokenProgram: solana.TokenProgramID,
|
||||||
|
Creator: mustPubKey("BPFLoader1111111111111111111111111111111111"),
|
||||||
|
BaseMintDecimals: 6,
|
||||||
|
QuoteMintDecimals: 9,
|
||||||
|
User: mustPubKey("SysvarRent111111111111111111111111111111111"),
|
||||||
|
BaseAmount: decimal.NewFromInt(10),
|
||||||
|
QuoteAmount: decimal.NewFromInt(20),
|
||||||
|
SwapMode: SwapModeExactIn,
|
||||||
|
FixedAmount: decimal.NewFromInt(20),
|
||||||
|
FixedAmountSide: SwapAmountSideQuote,
|
||||||
|
FixedMint: solana.WrappedSol,
|
||||||
|
LimitAmountType: SwapLimitTypeMinOut,
|
||||||
|
LimitAmount: decimal.NewFromInt(9),
|
||||||
|
LimitAmountSide: SwapAmountSideBase,
|
||||||
|
LimitMint: mustPubKey("3wyAj7RtG72wM1Wv9DkYfL7RAx9X3Jx1sC6E6mN4jWeL"),
|
||||||
|
ActualLimitAmount: decimal.NewFromInt(10),
|
||||||
|
ActualLimitAmountSide: SwapAmountSideBase,
|
||||||
|
BaseReserve: decimal.RequireFromString("123.4"),
|
||||||
|
QuoteReserve: decimal.RequireFromString("710079483.625409498"),
|
||||||
|
AfterSOLBalance: decimal.RequireFromString("0.800000000"),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
encoded, err := EncodeTxBinary(tx)
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("EncodeTxBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
|
||||||
|
decoded, err := DecodeTxBinary(encoded)
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("DecodeTxBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
if got := decoded.Swaps[0].BaseReserve.String(); got != "123.4" {
|
||||||
|
t.Fatalf("BaseReserve = %s, want 123.4", got)
|
||||||
|
}
|
||||||
|
diff := decoded.Swaps[0].QuoteReserve.Sub(decimal.RequireFromString("710079483.625409498")).Abs()
|
||||||
|
if diff.GreaterThan(decimal.RequireFromString("0.0000001")) {
|
||||||
|
t.Fatalf("QuoteReserve diff = %s, want <= 0.0000001", diff)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestTxBinaryCanonicalizesOnSideEventAlias(t *testing.T) {
|
||||||
|
tx := &Tx{
|
||||||
|
Signer: mustPubKey("So11111111111111111111111111111111111111112"),
|
||||||
|
Block: 1,
|
||||||
|
BlockIndex: 1,
|
||||||
|
CuFee: decimal.NewFromInt(1),
|
||||||
|
CUPrice: decimal.RequireFromString("0.000001"),
|
||||||
|
BeforeSolBalance: decimal.RequireFromString("1.000000000"),
|
||||||
|
AfterSOLBalance: decimal.RequireFromString("0.900000000"),
|
||||||
|
ComputeUnitsConsumed: 1,
|
||||||
|
CuLimit: 1,
|
||||||
|
Swaps: []Swap{
|
||||||
|
{
|
||||||
|
Program: SolProgramOrcaWhirPool,
|
||||||
|
Event: "remove_liquidity_on_side",
|
||||||
|
Pool: mustPubKey("11111111111111111111111111111111"),
|
||||||
|
BaseMint: mustPubKey("3wyAj7RtG72wM1Wv9DkYfL7RAx9X3Jx1sC6E6mN4jWeL"),
|
||||||
|
QuoteMint: solana.WrappedSol,
|
||||||
|
BaseTokenProgram: solana.TokenProgramID,
|
||||||
|
QuoteTokenProgram: solana.TokenProgramID,
|
||||||
|
Creator: mustPubKey("BPFLoader1111111111111111111111111111111111"),
|
||||||
|
BaseMintDecimals: 6,
|
||||||
|
QuoteMintDecimals: 9,
|
||||||
|
User: mustPubKey("SysvarRent111111111111111111111111111111111"),
|
||||||
|
BaseAmount: decimal.NewFromInt(10),
|
||||||
|
QuoteAmount: decimal.Zero,
|
||||||
|
SwapMode: SwapModeExactIn,
|
||||||
|
FixedAmount: decimal.NewFromInt(10),
|
||||||
|
FixedAmountSide: SwapAmountSideBase,
|
||||||
|
FixedMint: mustPubKey("3wyAj7RtG72wM1Wv9DkYfL7RAx9X3Jx1sC6E6mN4jWeL"),
|
||||||
|
LimitAmountType: SwapLimitTypeMinOut,
|
||||||
|
LimitAmount: decimal.Zero,
|
||||||
|
LimitAmountSide: SwapAmountSideQuote,
|
||||||
|
ActualLimitAmount: decimal.Zero,
|
||||||
|
ActualLimitAmountSide: SwapAmountSideQuote,
|
||||||
|
BaseReserve: decimal.RequireFromString("123.4"),
|
||||||
|
QuoteReserve: decimal.RequireFromString("456.7"),
|
||||||
|
AfterSOLBalance: decimal.RequireFromString("0.800000000"),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
encoded, err := EncodeTxBinary(tx)
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("EncodeTxBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
|
||||||
|
decoded, err := DecodeTxBinary(encoded)
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("DecodeTxBinary() error = %v", err)
|
||||||
|
}
|
||||||
|
if got := decoded.Swaps[0].Event; got != TxEventRemoveLiquidityOneSide {
|
||||||
|
t.Fatalf("Event = %q, want %q", got, TxEventRemoveLiquidityOneSide)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func TestTxsBinaryRoundTripWithSharedAddressTable(t *testing.T) {
|
func TestTxsBinaryRoundTripWithSharedAddressTable(t *testing.T) {
|
||||||
tx1 := Tx{
|
tx1 := Tx{
|
||||||
Signer: mustPubKey("So11111111111111111111111111111111111111112"),
|
Signer: mustPubKey("So11111111111111111111111111111111111111112"),
|
||||||
@@ -602,6 +787,89 @@ func TestMergeTxsBinarySourcesToWriterWithConcatenatedBatches(t *testing.T) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func TestMergeTxsBinarySourcesToWriterWithBatchHeaderFuncSkip(t *testing.T) {
|
||||||
|
tx1 := Tx{
|
||||||
|
Signer: mustPubKey("So11111111111111111111111111111111111111112"),
|
||||||
|
Block: 31,
|
||||||
|
BlockIndex: 1,
|
||||||
|
CuFee: decimal.NewFromInt(1),
|
||||||
|
CUPrice: decimal.RequireFromString("0.000001"),
|
||||||
|
BeforeSolBalance: decimal.RequireFromString("1.000000000"),
|
||||||
|
AfterSOLBalance: decimal.RequireFromString("0.900000000"),
|
||||||
|
ComputeUnitsConsumed: 11,
|
||||||
|
CuLimit: 111,
|
||||||
|
}
|
||||||
|
tx2 := tx1
|
||||||
|
tx2.Block = 32
|
||||||
|
tx2.BlockIndex = 2
|
||||||
|
tx2.Signer = mustPubKey("SysvarRent111111111111111111111111111111111")
|
||||||
|
tx3 := tx1
|
||||||
|
tx3.Block = 33
|
||||||
|
tx3.BlockIndex = 3
|
||||||
|
tx3.Signer = mustPubKey("ComputeBudget111111111111111111111111111111")
|
||||||
|
|
||||||
|
batch1, err := EncodeTxsBinary([]Tx{tx1})
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("EncodeTxsBinary(batch1) error = %v", err)
|
||||||
|
}
|
||||||
|
batch2, err := EncodeTxsBinary([]Tx{tx2})
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("EncodeTxsBinary(batch2) error = %v", err)
|
||||||
|
}
|
||||||
|
batch3, err := EncodeTxsBinary([]Tx{tx3})
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("EncodeTxsBinary(batch3) error = %v", err)
|
||||||
|
}
|
||||||
|
|
||||||
|
source := &testTxsBinarySource{
|
||||||
|
data: append(
|
||||||
|
append(
|
||||||
|
append([]byte{}, testBatchHeader(false)...),
|
||||||
|
batch1...,
|
||||||
|
),
|
||||||
|
append(
|
||||||
|
append(testBatchHeader(true), batch2...),
|
||||||
|
append(testBatchHeader(false), batch3...)...,
|
||||||
|
)...,
|
||||||
|
),
|
||||||
|
}
|
||||||
|
|
||||||
|
var out bytes.Buffer
|
||||||
|
err = MergeTxsBinarySourcesToWriterWithOptions(
|
||||||
|
[]TxsBinaryReaderSource{source},
|
||||||
|
&out,
|
||||||
|
TxsBinaryMergeOptions{
|
||||||
|
BatchHeaderFunc: func(ctx *TxsBinaryBatchHeaderContext) (bool, error) {
|
||||||
|
header := make([]byte, 5)
|
||||||
|
if _, err := io.ReadFull(ctx.Reader, header); err != nil {
|
||||||
|
return false, err
|
||||||
|
}
|
||||||
|
if !bytes.Equal(header[:4], []byte("BHDR")) {
|
||||||
|
return false, io.ErrUnexpectedEOF
|
||||||
|
}
|
||||||
|
return header[4] == 1, nil
|
||||||
|
},
|
||||||
|
},
|
||||||
|
)
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("MergeTxsBinarySourcesToWriterWithOptions() error = %v", err)
|
||||||
|
}
|
||||||
|
|
||||||
|
decoded, err := DecodeTxsBinary(out.Bytes())
|
||||||
|
if err != nil {
|
||||||
|
t.Fatalf("DecodeTxsBinary(merged) error = %v", err)
|
||||||
|
}
|
||||||
|
if len(decoded) != 2 {
|
||||||
|
t.Fatalf("decoded len = %d, want 2", len(decoded))
|
||||||
|
}
|
||||||
|
if decoded[0].Block != tx1.Block || decoded[1].Block != tx3.Block {
|
||||||
|
t.Fatalf("decoded block order mismatch after skip")
|
||||||
|
}
|
||||||
|
if source.opens != 2 {
|
||||||
|
t.Fatalf("source.opens = %d, want 2", source.opens)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func mustPubKey(value string) solana.PublicKey {
|
func mustPubKey(value string) solana.PublicKey {
|
||||||
return solana.MustPublicKeyFromBase58(value)
|
return solana.MustPublicKeyFromBase58(value)
|
||||||
}
|
}
|
||||||
@@ -625,3 +893,11 @@ func (s *testTxsBinarySource) OpenTxsBinaryReader() (io.ReadCloser, error) {
|
|||||||
s.opens++
|
s.opens++
|
||||||
return io.NopCloser(bytes.NewReader(s.data)), nil
|
return io.NopCloser(bytes.NewReader(s.data)), nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func testBatchHeader(skip bool) []byte {
|
||||||
|
header := []byte("BHDR\x00")
|
||||||
|
if skip {
|
||||||
|
header[4] = 1
|
||||||
|
}
|
||||||
|
return header
|
||||||
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user