Example cross market maker + byproduct utility functions #107
Conversation
waterquarks
commented
Jul 18, 2022
•
waterquarks
commented
- Adds an ensureOpenOrdersAccount function function, that creates an open orders account for the submitted Serum market if it doesn't already exist. This is tested against an example market maker which is to receive further updates.
- Install KrisM's risk check.
waterquarks
changed the title
src/scripts/xmm.ts
Outdated
|
|
||
| while (recentFills.length > 256) { | ||
| recentFills.shift() | ||
| } |
There was a problem hiding this comment.
not a big fan of this, a better solution would be to just filter the array and override it:
recentFills = recentFills.filter(fill => fill.slot > slot)
There was a problem hiding this comment.
Agreed, this is a much simpler solution
src/scripts/xmm.ts
Outdated
| const queuedBasePosition = perpEventQueue.getUnconsumedEvents() | ||
| .filter(event => event.fill !== undefined) | ||
| .map(event => event.fill) | ||
| // @ts-ignore |
There was a problem hiding this comment.
code shouldn't ignore any typescript compilation issues
src/scripts/xmm.ts
Outdated
| expiryTimestamp | ||
| ), | ||
| // @ts-ignore | ||
| // tx.add(riskChecker.makeCheckRiskInstruction(perpMarketConfig, perpMarket)) |
There was a problem hiding this comment.
risk check should be enabled
There was a problem hiding this comment.
Re-enabled, was just fixing compiler errors
src/scripts/xmm.ts
Outdated
| const slots = _.uniq([mangoAccountRaw.context.slot, perpEventQueueRaw.context.slot]) | ||
|
|
||
| if (slots.length !== 1) { | ||
| throw new Error('Inconsistent slots on Mango account monitor.') |
There was a problem hiding this comment.
this error is not correctly handled in the calling function, might cause "unhandled promise rejection" issues at runtime which can be really hard to trace, you can either handle the exception or switch to an optional return type
There was a problem hiding this comment.
Looked at the code for getMultipleAccounts - the context is the same for all elements in the result array: no need for this check, went ahead and removed it
src/scripts/xmm.ts
Outdated
|
|
||
| const recentBlockTime = await connection.getBlockTime( | ||
| await connection.getSlot('finalized') | ||
| ) |
There was a problem hiding this comment.
this is so stupidly inefficient, can you please open an issue on solana-labs/solana ?
src/scripts/xmm.ts
Outdated
| if (isSnapshot) { | ||
| for (const event of data.events.map(parseEvent)) { | ||
| const fill = perpMarket.parseFillEvent(event.fill) | ||
|
|
There was a problem hiding this comment.
a bit annoying we don't have the slot number here. in general better to remove this unused code and just
if (isSnapshot) return
There was a problem hiding this comment.
Yeah having slot number for each fill in the snapshot message would be handy in this case - removed this bit in the meantime
waterquarks
changed the title
