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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,235 @@ | ||
| //! JIT proxy client | ||
| //! | ||
| //! Routes JIT maker orders via onchain jit-proxy program | ||
| use anchor_lang::InstructionData; | ||
| use drift::{ | ||
| math::constants::QUOTE_SPOT_MARKET_INDEX, | ||
| state::user::{MarketType, User}, | ||
| }; | ||
| use jit_proxy::state::{PostOnlyParam, PriceType}; | ||
| use solana_sdk::{ | ||
| compute_budget::ComputeBudgetInstruction, | ||
| instruction::{AccountMeta, Instruction}, | ||
| message::v0, | ||
| signature::Signature, | ||
| }; | ||
|
|
||
| use crate::{ | ||
| build_accounts, | ||
| constants::{state_account, PROGRAM_ID}, | ||
| types::{MarketId, ReferrerInfo, RpcSendTransactionConfig, VersionedMessage}, | ||
| AccountProvider, DriftClient, Pubkey, SdkResult, Wallet, | ||
| }; | ||
|
|
||
| /// Ix parameters for jit-proxy program | ||
| pub struct JitIxParams { | ||
| taker_key: Pubkey, | ||
| taker_stats_key: Pubkey, | ||
| taker: User, | ||
| taker_order_id: u32, | ||
| max_position: i64, | ||
| min_position: i64, | ||
| bid: i64, | ||
| ask: i64, | ||
| price_type: Option<PriceType>, | ||
| referrer_info: Option<ReferrerInfo>, | ||
| post_only: Option<PostOnlyParam>, | ||
| } | ||
|
|
||
| impl JitIxParams { | ||
| pub fn new( | ||
| taker_key: Pubkey, | ||
| taker_stats_key: Pubkey, | ||
| taker: User, | ||
| taker_order_id: u32, | ||
| max_position: i64, | ||
| min_position: i64, | ||
| bid: i64, | ||
| ask: i64, | ||
| price_type: Option<PriceType>, | ||
| referrer_info: Option<ReferrerInfo>, | ||
| post_only: Option<PostOnlyParam>, | ||
| ) -> Self { | ||
| Self { | ||
| taker_key, | ||
| taker_stats_key, | ||
| taker, | ||
| taker_order_id, | ||
| max_position, | ||
| min_position, | ||
| bid, | ||
| ask, | ||
| price_type, | ||
| referrer_info, | ||
| post_only, | ||
| } | ||
| } | ||
| } | ||
|
|
||
| #[derive(Clone)] | ||
| pub struct JitProxyClient<T: AccountProvider> { | ||
| drift_client: DriftClient<T>, | ||
| config: Option<RpcSendTransactionConfig>, | ||
| cu_params: Option<ComputeBudgetParams>, | ||
| } | ||
|
|
||
| impl<T: AccountProvider> JitProxyClient<T> { | ||
| pub fn new( | ||
| drift_client: DriftClient<T>, | ||
| config: Option<RpcSendTransactionConfig>, | ||
| cu_params: Option<ComputeBudgetParams>, | ||
| ) -> Self { | ||
| Self { | ||
| drift_client, | ||
| config, | ||
| cu_params, | ||
| } | ||
| } | ||
|
|
||
| pub fn update_config(&mut self, config: RpcSendTransactionConfig) { | ||
| self.config = Some(config); | ||
| } | ||
|
|
||
| pub fn update_cu_params(&mut self, cu_params: ComputeBudgetParams) { | ||
| self.cu_params = Some(cu_params); | ||
| } | ||
|
|
||
| pub async fn jit( | ||
| &self, | ||
| params: JitIxParams, | ||
| sub_account_id: Option<u16>, | ||
| ) -> SdkResult<Signature> { | ||
| let wallet = self.drift_client.wallet(); | ||
| if let Some(order) = params | ||
| .taker | ||
| .orders | ||
| .iter() | ||
| .find(|order| order.order_id == params.taker_order_id) | ||
| { | ||
| let tx_builder = self | ||
| .drift_client | ||
| .init_tx(&wallet.sub_account(sub_account_id.unwrap_or(0)), false) | ||
| .await | ||
| .unwrap(); | ||
| let program_data = tx_builder.program_data(); | ||
| let account_data = tx_builder.account_data(); | ||
|
|
||
| let writable_markets = match order.market_type { | ||
| MarketType::Perp => { | ||
| vec![MarketId::perp(order.market_index)] | ||
| } | ||
| MarketType::Spot => { | ||
| vec![MarketId::spot(order.market_index), MarketId::QUOTE_SPOT] | ||
| } | ||
| }; | ||
|
|
||
| let mut accounts = build_accounts( | ||
| program_data, | ||
| jit_proxy::accounts::Jit { | ||
| state: *state_account(), | ||
| user: wallet.default_sub_account(), | ||
| user_stats: Wallet::derive_stats_account(wallet.authority(), &PROGRAM_ID), | ||
| taker: params.taker_key, | ||
| taker_stats: params.taker_stats_key, | ||
| authority: *wallet.authority(), | ||
| drift_program: PROGRAM_ID, | ||
| }, | ||
| &[¶ms.taker, account_data], | ||
| &[], | ||
| writable_markets.as_slice(), | ||
| ); | ||
|
|
||
| if let Some(referrer_info) = params.referrer_info { | ||
| accounts.push(AccountMeta::new(referrer_info.referrer(), false)); | ||
| accounts.push(AccountMeta::new(referrer_info.referrer_stats(), false)); | ||
| } | ||
|
|
||
| if order.market_type == MarketType::Spot { | ||
| let spot_market_vault = self | ||
| .drift_client | ||
| .get_spot_market_info(order.market_index) | ||
| .await? | ||
| .vault; | ||
| let quote_spot_market_vault = self | ||
| .drift_client | ||
| .get_spot_market_info(QUOTE_SPOT_MARKET_INDEX) | ||
| .await? | ||
| .vault; | ||
| accounts.push(AccountMeta::new_readonly(spot_market_vault, false)); | ||
| accounts.push(AccountMeta::new_readonly(quote_spot_market_vault, false)); | ||
| } | ||
|
|
||
| let jit_params = jit_proxy::instructions::JitParams { | ||
| taker_order_id: params.taker_order_id, | ||
| max_position: params.max_position, | ||
| min_position: params.min_position, | ||
| bid: params.bid, | ||
| ask: params.ask, | ||
| price_type: params.price_type.unwrap(), | ||
| post_only: params.post_only, | ||
| }; | ||
|
|
||
| let ix = Instruction { | ||
| program_id: jit_proxy::id(), | ||
| accounts, | ||
| data: jit_proxy::instruction::Jit { params: jit_params }.data(), | ||
| }; | ||
|
|
||
| let mut ixs = Vec::with_capacity(3); | ||
| if let Some(cu_params) = self.cu_params { | ||
| let cu_limit_ix = ComputeBudgetInstruction::set_compute_unit_price( | ||
| cu_params.microlamports_per_cu(), | ||
| ); | ||
| let cu_price_ix = | ||
| ComputeBudgetInstruction::set_compute_unit_limit(cu_params.cu_limit()); | ||
|
|
||
| ixs.push(cu_limit_ix); | ||
| ixs.push(cu_price_ix); | ||
| } | ||
| ixs.push(ix); | ||
|
|
||
| let lut = program_data.lookup_table.clone(); | ||
|
|
||
| let message = v0::Message::try_compile( | ||
| self.drift_client.wallet().authority(), | ||
| ixs.as_slice(), | ||
| &[lut], | ||
| Default::default(), | ||
| ) | ||
| .expect("failed to compile message"); | ||
|
|
||
| let tx = VersionedMessage::V0(message); | ||
|
|
||
| self.drift_client | ||
| .sign_and_send_with_config(tx, self.config.unwrap_or_default()) | ||
| .await | ||
| } else { | ||
| log::warn!("Order: {} not found", params.taker_order_id); | ||
| Ok(Signature::default()) // this is checked against in the jitters, a default signature isn't a successful fill, i just don't want to return errors | ||
| } | ||
| } | ||
| } | ||
|
|
||
| #[derive(Clone, Copy)] | ||
| pub struct ComputeBudgetParams { | ||
| microlamports_per_cu: u64, | ||
| cu_limit: u32, | ||
| } | ||
|
|
||
| impl ComputeBudgetParams { | ||
| pub fn new(microlamports_per_cu: u64, cu_limit: u32) -> Self { | ||
| Self { | ||
| microlamports_per_cu, | ||
| cu_limit, | ||
| } | ||
| } | ||
|
|
||
| pub fn microlamports_per_cu(&self) -> u64 { | ||
| self.microlamports_per_cu | ||
| } | ||
|
|
||
| pub fn cu_limit(&self) -> u32 { | ||
| self.cu_limit | ||
| } | ||
| } |
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