Compare commits
4 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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738e417167 | ||
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51f1511c8f | ||
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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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- Positive: execution is better than the user limit
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- Zero: execution lands exactly on 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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- `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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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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TxEventBuyFailed = "buy_failed"
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TxEventSellFailed = "sell_failed"
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TxEventSellFailed = "sell_failed"
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TxEventBurn = "burn"
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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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)
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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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// laserstream-mainnet-slc.helius-rpc.com:80
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ch := make(chan example.SubscriptionMessage, 1)
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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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// var tokenTxs = make(map[string]*types.Tx)
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// currentBlock := uint64(0)
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// currentBlock := uint64(0)
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for msg := range ch {
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for msg := range ch {
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@@ -51,9 +51,24 @@ func main() {
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//}
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//}
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// 处理交易
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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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if len(ptx.Swaps) > 0 {
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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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for _, swap := range ptx.Swaps {
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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 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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if len(ptx.Swaps) > 0 {
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_, err := parser.EncodeTxBinary(ptx)
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if err != nil {
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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())
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}
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}
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}
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}
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// currentBlock = ptx.Block
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// currentBlock = ptx.Block
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//
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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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firstMessage bool
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handler Handler
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handler Handler
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xToken string
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}
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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 subscription pb.SubscribeRequest
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//var failed = true
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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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Vote: &vote,
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}
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}
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subscription.Transactions["transactions_sub"].AccountInclude = []string{
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//subscription.Transactions["transactions_sub"].AccountInclude = []string{
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"pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
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// "pAMMBay6oceH9fJKBRHGP5D4bD4sWpmSwMn52FMfXEA", //Pump AMM
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"6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
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// "6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P", //Pump
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}
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//}
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subscription.BlocksMeta = make(map[string]*pb.SubscribeRequestFilterBlocksMeta)
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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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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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lastReceiveTime: time.Now(),
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subStatus: false,
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subStatus: false,
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subscription: &subscription,
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subscription: &subscription,
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xToken: xtoken,
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}
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}
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c.handler = NewPumpHandler(func(tx *types.Tx) {
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c.handler = NewPumpHandler(func(tx *types.Tx) {
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c.sendTx(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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return c
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}
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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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var client *Client
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if program == types.SolProgramRaydiumLaunchLab {
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if program == types.SolProgramRaydiumLaunchLab {
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client = NewClientWithLaunchLab(endpoint, ch)
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client = NewClientWithLaunchLab(endpoint, ch)
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} else {
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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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}
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for {
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for {
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select {
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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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log.Printf("Subscription request: %s", string(subscriptionJson))
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// Set up the subscription request
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// Set up the subscription request
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//if *token != "" {
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if c.xToken != "" {
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// md := metadata.New(map[string]string{"x-token": *token})
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fmt.Println("xtoken", c.xToken)
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// ctx = metadata.NewOutgoingContext(ctx, md)
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md := metadata.New(map[string]string{"x-token": c.xToken})
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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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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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stream, err := client.Subscribe(ctx)
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if err != nil {
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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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Amount1 uint64
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SwapMode uint8
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SwapMode uint8
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}) (swapMode SwapMode, fixedAmount decimal.Decimal, limitAmount decimal.Decimal, ok bool) {
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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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if params == nil {
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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}
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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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// - 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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// - ExactOut: amount0=amount_out, amount1=maximum_amount_in
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//
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//
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// The emitted event is normalized as token A <-> token B:
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// `SetSwapAmountInfo` derives sides from the normalized buy/sell event, so
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// - `sell` means A -> B, so A is the input side and B is the output side
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// the instruction parameters should stay in raw IDL order here.
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// - `buy` means B -> A, so B is the input side and A is the output side
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switch params.SwapMode {
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switch params.SwapMode {
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case 0, 1: // ExactIn / PartialFill
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case 0, 1: // ExactIn / PartialFill
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swapMode = SwapModeExactIn
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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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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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case 2: // ExactOut
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swapMode = SwapModeExactOut
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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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return swapMode, decimal.NewFromUint64(params.Amount0), decimal.NewFromUint64(params.Amount1), true
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default:
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default:
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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return SwapModeUnknown, decimal.Zero, decimal.Zero, false
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@@ -281,7 +281,7 @@ func orcaWhirPoolLiquidityParser(tx *Tx, instruction Instruction, innerInstructi
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return nil, increaseOffset(offset), InstructionIgnoredError
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return nil, increaseOffset(offset), InstructionIgnoredError
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}
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}
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if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
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if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
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instructionName += "_on_side"
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instructionName += "_one_side"
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}
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}
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if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
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if (baseTokenBalance == nil && !baseAmount.Equal(decimal.Zero)) || (quoteTokenBalance == nil && !quoteAmount.Equal(decimal.Zero)) {
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return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
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return nil, offset, fmt.Errorf("token balance is nil but amount is not zero")
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@@ -388,7 +388,7 @@ func orcaWhirPoolLiquidityV2Parser(tx *Tx, instruction Instruction, innerInstruc
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return nil, offset, InstructionIgnoredError
|
return nil, offset, InstructionIgnoredError
|
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}
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}
|
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if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
if baseAmount.Equal(decimal.Zero) || quoteAmount.Equal(decimal.Zero) {
|
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instructionName += "_on_side"
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instructionName += "_one_side"
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}
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}
|
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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)) {
|
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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")
|
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@@ -493,7 +493,7 @@ func orcaWhirPoolCollectFeeParser(tx *Tx, instruction Instruction, innerInstruct
|
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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) {
|
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instructionName += "_on_side"
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instructionName += "_one_side"
|
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}
|
}
|
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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)) {
|
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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")
|
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@@ -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")
|
||||||
|
|||||||
@@ -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 {
|
||||||
|
|||||||
62
tx_binary.go
62
tx_binary.go
@@ -80,8 +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
|
||||||
|
|
||||||
@@ -728,7 +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,
|
||||||
@@ -777,10 +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 {
|
||||||
@@ -878,8 +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),
|
||||||
@@ -918,6 +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
|
||||||
@@ -1063,6 +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)
|
||||||
@@ -1072,6 +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
|
||||||
}
|
}
|
||||||
@@ -1224,8 +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)
|
||||||
@@ -1720,10 +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 {
|
||||||
@@ -2055,6 +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"),
|
||||||
|
|||||||
Reference in New Issue
Block a user