frank/market & oracle maps

Cargo.toml

@@ -57,3 +57,4 @@ spl-associated-token-account = "1.1.2"
 anchor-client = "0.27.0"
 anchor-lang = "*"
 bytes = "*"
+futures = "0.3.30"

README.md

@@ -1,7 +1,7 @@
 <div align="center">
   <img height="120x" src="https://uploads-ssl.webflow.com/611580035ad59b20437eb024/616f97a42f5637c4517d0193_Logo%20(1)%20(1).png" />
 
-  <h1 style="margin-top:20px;">Drift Protocol v2 (Rust SDK)</h1>
+  <h1 style="margin-top:20px;">drift-rs</h1>
 
   <p>
     <a href="https://crates.io/crates/drift-sdk"><img alt="Crates.io" src="https://img.shields.io/crates/v/drift-sdk.img" /></a>
@@ -11,9 +11,9 @@
   </p>
 </div>
 
-# Drift Protocol v2 (Rust SDK)
+# drift-rs
 
-Rust SDK for building off chain clients for interacting with the [Drift V2](https://github.com/drift-labs/protocol-v2) protocol.
+Experimental, high performance Rust SDK for building off chain clients for interacting with the [Drift V2](https://github.com/drift-labs/protocol-v2) protocol.
 
 ## Setup
 

src/dlob/dlob.rs

@@ -14,7 +14,7 @@ use crate::dlob::dlob_node::{
 use crate::dlob::market::{get_order_lists, Exchange, Market, OpenOrders, SubType};
 use crate::event_emitter::Event;
 use crate::math::order::is_resting_limit_order;
-use crate::usermap::Usermap;
+use crate::usermap::UserMap;
 use crate::utils::market_type_to_string;
 
 #[derive(Clone)]
@@ -43,7 +43,7 @@ impl DLOB {
         }
     }
 
-    pub fn build_from_usermap(&mut self, usermap: &Usermap, slot: u64) {
+    pub fn build_from_usermap(&mut self, usermap: &UserMap, slot: u64) {
         usermap.usermap.iter().par_bridge().for_each(|user_ref| {
             let user = user_ref.value();
             let user_key = user_ref.key();
@@ -98,14 +98,14 @@ impl DLOB {
             .get_mut(&market_index)
             .expect(format!("Market index {} not found", market_index).as_str());
 
-        let (order_list, subtype, node_type) = market.get_info_for_order_insert(&order, slot);
+        let (order_list, subtype, node_type) = market.get_info_for_order_insert(order, slot);
 
-        let node = create_node(node_type, order.clone(), user_account);
+        let node = create_node(node_type, *order, user_account);
 
         if let Some(order_list) = order_list {
             match subtype {
-                SubType::Bid => order_list.insert_bid(node.clone()),
-                SubType::Ask => order_list.insert_ask(node.clone()),
+                SubType::Bid => order_list.insert_bid(node),
+                SubType::Ask => order_list.insert_ask(node),
                 _ => {}
             }
         } else {
@@ -117,7 +117,7 @@ impl DLOB {
         let order_signature = get_order_signature(order_id, user_account);
         for order_list in get_order_lists(&self.exchange) {
             if let Some(node) = order_list.get_node(&order_signature) {
-                return Some(node.get_order().clone());
+                return Some(*node.get_order());
             }
         }
 

src/dlob/dlob_builder.rs

@@ -1,14 +1,11 @@
 use crate::{
-    dlob::dlob::DLOB,
-    event_emitter::{Event, EventEmitter},
-    slot_subscriber::SlotSubscriber,
-    usermap::Usermap,
-    SdkResult,
+    dlob::dlob::DLOB, event_emitter::EventEmitter, slot_subscriber::SlotSubscriber,
+    usermap::UserMap, SdkResult,
 };
 
 pub struct DLOBBuilder {
     slot_subscriber: SlotSubscriber,
-    usermap: Usermap,
+    usermap: UserMap,
     rebuild_frequency: u64,
     dlob: DLOB,
     event_emitter: EventEmitter,
@@ -17,7 +14,7 @@ pub struct DLOBBuilder {
 impl DLOBBuilder {
     pub fn new(
         slot_subscriber: SlotSubscriber,
-        usermap: Usermap,
+        usermap: UserMap,
         rebuild_frequency: u64,
     ) -> DLOBBuilder {
         DLOBBuilder {
@@ -56,6 +53,7 @@ impl DLOBBuilder {
 #[cfg(test)]
 mod tests {
     use super::*;
+    use crate::memcmp::get_user_with_order_filter;
     use crate::utils::get_ws_url;
     use solana_sdk::commitment_config::CommitmentConfig;
     use solana_sdk::commitment_config::CommitmentLevel;
@@ -70,7 +68,12 @@ mod tests {
         };
 
         let slot_subscriber = SlotSubscriber::new(get_ws_url(&endpoint.clone()).unwrap());
-        let usermap = Usermap::new(commitment, endpoint, true);
+        let mut usermap = UserMap::new(
+            commitment,
+            endpoint,
+            true,
+            Some(vec![get_user_with_order_filter()]),
+        );
         let mut dlob_builder = DLOBBuilder::new(slot_subscriber, usermap, 30);
 
         dlob_builder
@@ -90,13 +93,18 @@ mod tests {
     #[tokio::test]
     #[cfg(rpc_tests)]
     async fn test_build_time() {
-        let endpoint = "url".to_string();
+        let endpoint = "rpc".to_string();
         let commitment = CommitmentConfig {
             commitment: CommitmentLevel::Processed,
         };
 
         let mut slot_subscriber = SlotSubscriber::new(get_ws_url(&endpoint.clone()).unwrap());
-        let mut usermap = Usermap::new(commitment, endpoint, true);
+        let mut usermap = UserMap::new(
+            commitment,
+            endpoint,
+            true,
+            Some(vec![get_user_with_order_filter()]),
+        );
         let _ = slot_subscriber.subscribe().await;
         let _ = usermap.subscribe().await;
 

src/dlob/dlob_node.rs

@@ -298,7 +298,7 @@ pub(crate) fn create_node(node_type: NodeType, order: Order, user_account: Pubke
 }
 
 pub(crate) fn get_order_signature(order_id: u32, user_account: Pubkey) -> String {
-    format!("{}-{}", order_id, user_account.to_string())
+    format!("{}-{}", order_id, user_account)
 }
 
 #[cfg(test)]

src/dlob/market.rs

@@ -61,12 +61,10 @@ impl Market {
             NodeType::Market
         } else if order.oracle_price_offset != 0 {
             NodeType::FloatingLimit
+        } else if is_resting_limit_order(order, slot) {
+            NodeType::RestingLimit
         } else {
-            if is_resting_limit_order(order, slot) {
-                NodeType::RestingLimit
-            } else {
-                NodeType::TakingLimit
-            }
+            NodeType::TakingLimit
         };
 
         let order_list = match node_type {

src/dlob/order_list.rs

@@ -26,20 +26,20 @@ impl Orderlist {
 
     pub fn insert_bid(&mut self, node: Node) {
         let order_sig = get_order_signature(node.get_order().order_id, node.get_user_account());
-        self.order_sigs.insert(order_sig.clone(), node.clone());
+        self.order_sigs.insert(order_sig.clone(), node);
         let directional = DirectionalNode::new(node, self.bid_sort_direction);
         self.bids.push(directional);
     }
 
     pub fn insert_ask(&mut self, node: Node) {
         let order_sig = get_order_signature(node.get_order().order_id, node.get_user_account());
-        self.order_sigs.insert(order_sig.clone(), node.clone());
+        self.order_sigs.insert(order_sig.clone(), node);
         let directional = DirectionalNode::new(node, self.ask_sort_direction);
         self.asks.push(directional);
     }
 
     pub fn get_best_bid(&mut self) -> Option<Node> {
-        if let Some(node) = self.bids.pop().map(|node| node.node.clone()) {
+        if let Some(node) = self.bids.pop().map(|node| node.node) {
             let order_sig = get_order_signature(node.get_order().order_id, node.get_user_account());
             if self.order_sigs.contains_key(&order_sig) {
                 self.order_sigs.remove(&order_sig);
@@ -50,7 +50,7 @@ impl Orderlist {
     }
 
     pub fn get_best_ask(&mut self) -> Option<Node> {
-        if let Some(node) = self.asks.pop().map(|node| node.node.clone()) {
+        if let Some(node) = self.asks.pop().map(|node| node.node) {
             let order_sig = get_order_signature(node.get_order().order_id, node.get_user_account());
             if self.order_sigs.contains_key(&order_sig) {
                 self.order_sigs.remove(&order_sig);
@@ -61,7 +61,7 @@ impl Orderlist {
     }
 
     pub fn get_node(&self, order_sig: &String) -> Option<Node> {
-        self.order_sigs.get(order_sig).map(|node| node.clone())
+        self.order_sigs.get(order_sig).map(|node| *node)
     }
 
     pub fn bids_empty(&self) -> bool {