Compare commits
2 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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7dfe003e5b | ||
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fe94888b14 |
@@ -68,7 +68,7 @@ Interpretation:
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- Positive: execution is better than the user limit
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- Zero: execution lands exactly on the user limit
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- `10000`: user limit is effectively unbounded on the constrained side (for example `min_out = 0`)
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- Negative: this usually indicates an incorrect parser-side mapping or inconsistent source data
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- Negative raw headroom is clamped to `0` because successful-swap storage uses a non-negative bounded metric
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This definition makes `SlippageBps` a bounded "remaining headroom to the user's limit" metric for successful swaps:
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13
enum.go
13
enum.go
@@ -126,4 +126,17 @@ const (
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TxEventBuyFailed = "buy_failed"
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TxEventSellFailed = "sell_failed"
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TxEventBurn = "burn"
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TxEventCreate = "create"
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TxEventComplete = "complete"
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TxEventMigrate = "migrate"
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TxEventDeposit = "deposit"
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TxEventWithdraw = "withdraw"
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TxEventOpen = "open"
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TxEventClose = "close"
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TxEventClaimFee = "claim_fee"
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TxEventAddLiquidity = "add_liquidity"
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TxEventAddLiquidityOneSide = "add_liquidity_one_side"
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TxEventRemoveLiquidity = "remove_liquidity"
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TxEventRemoveLiquidityOneSide = "remove_liquidity_one_side"
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)
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@@ -25,7 +25,7 @@ func main() {
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// laserstream-mainnet-slc.helius-rpc.com:80
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ch := make(chan example.SubscriptionMessage, 1)
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go example.RunLoopWithReConnect(context.Background(), "127.0.0.1:10001", parser.SolProgramPump, ch)
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go example.RunLoopWithReConnect(context.Background(), "", "", parser.SolProgramPump, ch)
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// var tokenTxs = make(map[string]*types.Tx)
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// currentBlock := uint64(0)
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for msg := range ch {
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@@ -51,9 +51,18 @@ func main() {
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//}
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// 处理交易
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if len(ptx.Swaps) > 0 && (ptx.Swaps[0].Program == parser.SolProgramPump || ptx.Swaps[0].Program == parser.SolProgramPumpAMM) {
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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(),
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ptx.Swaps[0].BaseAmount.Div(decimal.NewFromInt(1e6)), ptx.Swaps[0].QuoteAmount.Div(decimal.NewFromInt(1e9)))
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if len(ptx.Swaps) > 0 {
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for _, swap := range ptx.Swaps {
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if swap.SlippageBps.LessThan(decimal.Zero) || swap.SlippageBps.GreaterThan(decimal.NewFromInt(10000)) {
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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(),
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swap.BaseAmount.Div(decimal.NewFromInt(1e6)), swap.QuoteAmount.Div(decimal.NewFromInt(1e9)))
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}
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if swap.SlippageBps.Equal(decimal.Zero) && (swap.Event == "buy" || swap.Event == "sell") {
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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(),
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swap.BaseAmount.Div(decimal.NewFromInt(1e6)), swap.QuoteAmount.Div(decimal.NewFromInt(1e9)), swap.FixedAmount.String(), swap.LimitAmount.String())
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}
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}
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}
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// currentBlock = ptx.Block
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//
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@@ -45,9 +45,11 @@ type Client struct {
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firstMessage bool
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handler Handler
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xToken string
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}
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func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client {
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func NewClientWithPumpSwap(endpoint string, xtoken string, ch chan SubscriptionMessage) *Client {
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var subscription pb.SubscribeRequest
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//var failed = true
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@@ -58,10 +60,10 @@ func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client
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Vote: &vote,
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}
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subscription.Transactions["transactions_sub"].AccountInclude = []string{
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"pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
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"6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
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}
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//subscription.Transactions["transactions_sub"].AccountInclude = []string{
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// "pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
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// "6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
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//}
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subscription.BlocksMeta = make(map[string]*pb.SubscribeRequestFilterBlocksMeta)
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subscription.BlocksMeta["block_meta"] = &pb.SubscribeRequestFilterBlocksMeta{}
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@@ -72,6 +74,7 @@ func NewClientWithPumpSwap(endpoint string, ch chan SubscriptionMessage) *Client
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lastReceiveTime: time.Now(),
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subStatus: false,
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subscription: &subscription,
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xToken: xtoken,
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}
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c.handler = NewPumpHandler(func(tx *types.Tx) {
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c.sendTx(tx)
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@@ -112,12 +115,12 @@ func NewClientWithLaunchLab(endpoint string, ch chan SubscriptionMessage) *Clien
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return c
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}
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func RunLoopWithReConnect(ctx context.Context, endpoint, program string, ch chan SubscriptionMessage) {
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func RunLoopWithReConnect(ctx context.Context, endpoint, token, program string, ch chan SubscriptionMessage) {
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var client *Client
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if program == types.SolProgramRaydiumLaunchLab {
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client = NewClientWithLaunchLab(endpoint, ch)
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} else {
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client = NewClientWithPumpSwap(endpoint, ch)
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client = NewClientWithPumpSwap(endpoint, token, ch)
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}
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for {
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select {
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@@ -206,12 +209,13 @@ func (c *Client) grpcSubscribe(ctx context.Context, conn *grpc.ClientConn) error
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log.Printf("Subscription request: %s", string(subscriptionJson))
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// Set up the subscription request
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//if *token != "" {
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// md := metadata.New(map[string]string{"x-token": *token})
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// ctx = metadata.NewOutgoingContext(ctx, md)
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//}
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md := metadata.New(map[string]string{"x-token": "5adcf1f9-5719-43d1-bf3f-c2d4e1e5f94d"})
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if c.xToken != "" {
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fmt.Println("xtoken", c.xToken)
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md := metadata.New(map[string]string{"x-token": c.xToken})
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ctx = metadata.NewOutgoingContext(ctx, md)
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}
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//md := metadata.New(map[string]string{"x-token": "5adcf1f9-5719-43d1-bf3f-c2d4e1e5f94d"})
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//ctx = metadata.NewOutgoingContext(ctx, md)
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stream, err := client.Subscribe(ctx)
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if err != nil {
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@@ -193,6 +193,7 @@ func meteoraDammSwapAmountInfo(event string, params *struct {
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Amount1 uint64
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SwapMode uint8
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}) (swapMode SwapMode, fixedAmount decimal.Decimal, limitAmount decimal.Decimal, ok bool) {
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_ = event
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if params == nil {
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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}
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@@ -203,21 +204,14 @@ func meteoraDammSwapAmountInfo(event string, params *struct {
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// - ExactIn / PartialFill: amount0=amount_in, amount1=minimum_amount_out
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// - ExactOut: amount0=amount_out, amount1=maximum_amount_in
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//
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// The emitted event is normalized as token A <-> token B:
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// - `sell` means A -> B, so A is the input side and B is the output side
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// - `buy` means B -> A, so B is the input side and A is the output side
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// `SetSwapAmountInfo` derives sides from the normalized buy/sell event, so
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// the instruction parameters should stay in raw IDL order here.
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switch params.SwapMode {
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case 0, 1: // ExactIn / PartialFill
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swapMode = SwapModeExactIn
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if event == TxEventSell {
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return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
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}
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return swapMode, decimal.NewFromUint64(params.Amount1), decimal.NewFromUint64(params.Amount0), true
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case 2: // ExactOut
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swapMode = SwapModeExactOut
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if event == TxEventSell {
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return swapMode, decimal.NewFromUint64(params.Amount1), decimal.NewFromUint64(params.Amount0), true
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}
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return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
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default:
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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@@ -9,6 +9,16 @@ import (
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var maxSlippageBps = decimal.NewFromInt(10000)
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func normalizeSlippageBps(value decimal.Decimal) decimal.Decimal {
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//if value.IsNegative() {
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// return decimal.Zero
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//}
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//if value.GreaterThan(maxSlippageBps) {
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// return maxSlippageBps
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//}
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return value
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}
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type SwapMode uint8
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type SwapAmountSide uint8
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type SwapLimitType uint8
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@@ -141,29 +151,36 @@ func limitSwapAmountType(swapMode SwapMode) SwapLimitType {
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}
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func calculateLimitSlippageBps(limitType SwapLimitType, limitAmount, actualAmount decimal.Decimal) decimal.Decimal {
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var value decimal.Decimal
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switch limitType {
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case SwapLimitTypeMinOut:
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if !actualAmount.IsPositive() {
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if !limitAmount.IsPositive() {
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return maxSlippageBps
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value = maxSlippageBps
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break
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}
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return maxSlippageBps.Neg()
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value = maxSlippageBps.Neg()
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break
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}
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if !limitAmount.IsPositive() {
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return maxSlippageBps
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value = maxSlippageBps
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break
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}
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return actualAmount.Sub(limitAmount).Mul(maxSlippageBps).Div(actualAmount)
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value = actualAmount.Sub(limitAmount).Mul(maxSlippageBps).Div(actualAmount)
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case SwapLimitTypeMaxIn:
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if !limitAmount.IsPositive() {
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if !actualAmount.IsPositive() {
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return maxSlippageBps
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value = maxSlippageBps
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break
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}
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return maxSlippageBps.Neg()
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value = maxSlippageBps.Neg()
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break
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}
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return limitAmount.Sub(actualAmount).Mul(maxSlippageBps).Div(limitAmount)
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value = limitAmount.Sub(actualAmount).Mul(maxSlippageBps).Div(limitAmount)
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default:
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return decimal.Zero
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value = decimal.Zero
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}
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return normalizeSlippageBps(value)
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}
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func (s *Swap) SetSwapAmountInfoDetailed(
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@@ -79,6 +79,38 @@ func TestSetSwapAmountInfoExactInZeroLimitUsesMaxSlippage(t *testing.T) {
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}
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}
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func TestSetSwapAmountInfoExactInNegativeHeadroomClampsToZero(t *testing.T) {
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swap := Swap{
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Event: TxEventBuy,
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BaseMint: solana.MustPublicKeyFromBase58("11111111111111111111111111111111"),
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QuoteMint: solana.MustPublicKeyFromBase58("So11111111111111111111111111111111111111112"),
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BaseAmount: decimal.NewFromInt(90),
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QuoteAmount: decimal.NewFromInt(100),
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}
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swap.SetSwapAmountInfo(SwapModeExactIn, decimal.NewFromInt(100), decimal.NewFromInt(110))
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if got := swap.SlippageBps.String(); got != "0" {
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t.Fatalf("slippage bps = %s, want 0", got)
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}
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}
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func TestSetSwapAmountInfoExactOutNegativeHeadroomClampsToZero(t *testing.T) {
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swap := Swap{
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Event: TxEventSell,
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BaseMint: solana.MustPublicKeyFromBase58("11111111111111111111111111111111"),
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QuoteMint: solana.MustPublicKeyFromBase58("So11111111111111111111111111111111111111112"),
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BaseAmount: decimal.NewFromInt(120),
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QuoteAmount: decimal.NewFromInt(100),
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}
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swap.SetSwapAmountInfo(SwapModeExactOut, decimal.NewFromInt(100), decimal.NewFromInt(105))
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if got := swap.SlippageBps.String(); got != "0" {
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t.Fatalf("slippage bps = %s, want 0", got)
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}
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}
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func TestMeteoraDammSwapAmountInfo(t *testing.T) {
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tests := []struct {
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name string
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@@ -116,6 +148,18 @@ func TestMeteoraDammSwapAmountInfo(t *testing.T) {
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wantFixed: 101,
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wantLimit: 96,
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},
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{
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name: "buy exact in keeps amount0 as input and amount1 as min out",
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event: TxEventBuy,
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params: &struct {
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Amount0 uint64
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Amount1 uint64
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SwapMode uint8
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}{Amount0: 130, Amount1: 120, SwapMode: 0},
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wantMode: SwapModeExactIn,
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wantFixed: 130,
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wantLimit: 120,
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},
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{
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name: "buy exact out uses amount0 as target output and amount1 as max input",
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event: TxEventBuy,
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@@ -128,6 +172,18 @@ func TestMeteoraDammSwapAmountInfo(t *testing.T) {
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wantFixed: 120,
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wantLimit: 130,
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},
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{
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name: "sell exact out keeps amount0 as target output and amount1 as max input",
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event: TxEventSell,
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params: &struct {
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Amount0 uint64
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Amount1 uint64
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SwapMode uint8
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}{Amount0: 140, Amount1: 150, SwapMode: 2},
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wantMode: SwapModeExactOut,
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wantFixed: 140,
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wantLimit: 150,
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},
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}
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for _, tt := range tests {
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12
tx_binary.go
12
tx_binary.go
@@ -2055,6 +2055,18 @@ var txBinaryEnumTables = map[uint16]*txBinaryEnumTable{
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TxEventBuyFailed,
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TxEventSellFailed,
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TxEventBurn,
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TxEventCreate,
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TxEventComplete,
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TxEventMigrate,
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TxEventDeposit,
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TxEventWithdraw,
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TxEventOpen,
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TxEventClose,
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TxEventClaimFee,
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TxEventAddLiquidity,
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TxEventAddLiquidityOneSide,
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TxEventRemoveLiquidity,
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TxEventRemoveLiquidityOneSide,
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},
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"platform",
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[]string{
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@@ -225,6 +225,74 @@ func TestTxBinaryRejectsUnknownProgramEnum(t *testing.T) {
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}
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}
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func TestTxBinaryAcceptsKnownEventEnums(t *testing.T) {
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events := []string{
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TxEventAddLP,
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TxEventRemoveLP,
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TxEventBuy,
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TxEventSell,
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TxEventBuyFailed,
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TxEventSellFailed,
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TxEventBurn,
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TxEventCreate,
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TxEventComplete,
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TxEventMigrate,
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TxEventDeposit,
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TxEventWithdraw,
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TxEventOpen,
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TxEventClose,
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TxEventClaimFee,
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TxEventAddLiquidity,
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TxEventAddLiquidityOneSide,
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TxEventRemoveLiquidity,
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TxEventRemoveLiquidityOneSide,
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}
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for _, event := range events {
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t.Run(event, func(t *testing.T) {
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txBinary := &TxBinary{
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SchemaVersion: txBinarySchemaVersionCurrent,
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EnumVersion: txBinaryEnumVersionV1,
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AddressTable: []solana.PublicKey{
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mustPubKey("11111111111111111111111111111111"),
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mustPubKey("So11111111111111111111111111111111111111112"),
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solana.TokenProgramID,
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mustPubKey("BPFLoader1111111111111111111111111111111111"),
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mustPubKey("SysvarRent111111111111111111111111111111111"),
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},
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Swaps: []SwapBinary{
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{
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Program: SolProgramPump,
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Event: event,
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Pool: 0,
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BaseMint: 1,
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QuoteMint: 1,
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BaseTokenProgram: 2,
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QuoteTokenProgram: 2,
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Creator: 3,
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User: 4,
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FixedMint: 1,
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LimitMint: 1,
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},
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},
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}
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encoded, err := txBinary.MarshalBinary()
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if err != nil {
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t.Fatalf("MarshalBinary() error = %v", err)
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}
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var decoded TxBinary
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if err := decoded.UnmarshalBinary(encoded); err != nil {
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t.Fatalf("UnmarshalBinary() error = %v", err)
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}
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if got := decoded.Swaps[0].Event; got != event {
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t.Fatalf("decoded event = %q, want %q", got, event)
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}
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})
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}
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}
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func TestTxsBinaryRoundTripWithSharedAddressTable(t *testing.T) {
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tx1 := Tx{
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Signer: mustPubKey("So11111111111111111111111111111111111111112"),
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|
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Reference in New Issue
Block a user