Add phoenix subscriber (#444)

* Add phoenix subscriber

* Address PR comments

sdk/examples/phoenix.ts

@@ -0,0 +1,40 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { PRICE_PRECISION, PhoenixSubscriber } from '../src';
+import { PROGRAM_ID } from '@ellipsis-labs/phoenix-sdk';
+
+export async function listenToBook(): Promise<void> {
+	const connection = new Connection('https://api.mainnet-beta.solana.com');
+
+	const phoenixSubscriber = new PhoenixSubscriber({
+		connection,
+		programId: PROGRAM_ID,
+		marketAddress: new PublicKey(
+			'4DoNfFBfF7UokCC2FQzriy7yHK6DY6NVdYpuekQ5pRgg'
+		),
+		accountSubscription: {
+			type: 'websocket',
+		},
+	});
+
+	await phoenixSubscriber.subscribe();
+
+	for (let i = 0; i < 10; i++) {
+		const bid = phoenixSubscriber.getBestBid().toNumber() / PRICE_PRECISION;
+		const ask = phoenixSubscriber.getBestAsk().toNumber() / PRICE_PRECISION;
+		console.log(`iter ${i}:`, bid.toFixed(3), '@', ask.toFixed(3));
+		await new Promise((r) => setTimeout(r, 2000));
+	}
+
+	await phoenixSubscriber.unsubscribe();
+}
+
+(async function () {
+	try {
+		await listenToBook();
+	} catch (err) {
+		console.log('Error: ', err);
+		process.exit(1);
+	}
+
+	process.exit(0);
+})();

sdk/package.json

@@ -36,6 +36,7 @@
 		"@coral-xyz/anchor": "0.26.0",
 		"@ellipsis-labs/phoenix-sdk": "^1.3.2",
 		"@project-serum/serum": "^0.13.38",
+		"@ellipsis-labs/phoenix-sdk": "^1.3.1",
 		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "1.73.2",

sdk/src/index.ts

@@ -55,6 +55,8 @@ export * from './config';
 export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
+export * from './phoenix/phoenixSubscriber';
+export * from './phoenix/phoenixFulfillmentConfigMap';
 export * from './tx/retryTxSender';
 export * from './util/computeUnits';
 export * from './util/tps';

sdk/src/phoenix/phoenixFulfillmentConfigMap.ts

@@ -0,0 +1,26 @@
+import { PublicKey } from '@solana/web3.js';
+import { PhoenixV1FulfillmentConfigAccount } from '../types';
+import { DriftClient } from '../driftClient';
+
+export class PhoenixFulfillmentConfigMap {
+	driftClient: DriftClient;
+	map = new Map<number, PhoenixV1FulfillmentConfigAccount>();
+
+	public constructor(driftClient: DriftClient) {
+		this.driftClient = driftClient;
+	}
+
+	public async add(
+		marketIndex: number,
+		phoenixMarketAddress: PublicKey
+	): Promise<void> {
+		const account = await this.driftClient.getPhoenixV1FulfillmentConfig(
+			phoenixMarketAddress
+		);
+		this.map.set(marketIndex, account);
+	}
+
+	public get(marketIndex: number): PhoenixV1FulfillmentConfigAccount {
+		return this.map.get(marketIndex);
+	}
+}

sdk/src/phoenix/phoenixSubscriber.ts

@@ -0,0 +1,156 @@
+import { Connection, PublicKey, SYSVAR_CLOCK_PUBKEY } from '@solana/web3.js';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+import {
+	MarketData,
+	Client,
+	deserializeMarketData,
+	deserializeClockData,
+	toNum,
+	getMarketUiLadder,
+} from '@ellipsis-labs/phoenix-sdk';
+import { PRICE_PRECISION } from '../constants/numericConstants';
+import { BN } from '@coral-xyz/anchor';
+
+export type PhoenixMarketSubscriberConfig = {
+	connection: Connection;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	accountSubscription:
+		| {
+				// enables use to add web sockets in the future
+				type: 'polling';
+				accountLoader: BulkAccountLoader;
+		  }
+		| {
+				type: 'websocket';
+		  };
+};
+
+export class PhoenixSubscriber {
+	connection: Connection;
+	client: Client;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	subscriptionType: 'polling' | 'websocket';
+	accountLoader: BulkAccountLoader | undefined;
+	market: MarketData;
+	marketCallbackId: string | number;
+	clockCallbackId: string | number;
+
+	subscribed: boolean;
+	lastSlot: number;
+	lastUnixTimestamp: number;
+
+	public constructor(config: PhoenixMarketSubscriberConfig) {
+		this.connection = config.connection;
+		this.programId = config.programId;
+		this.marketAddress = config.marketAddress;
+		if (config.accountSubscription.type === 'polling') {
+			this.subscriptionType = 'polling';
+			this.accountLoader = config.accountSubscription.accountLoader;
+		} else {
+			this.subscriptionType = 'websocket';
+		}
+		this.lastSlot = 0;
+		this.lastUnixTimestamp = 0;
+	}
+
+	public async subscribe(): Promise<void> {
+		if (this.subscribed) {
+			return;
+		}
+
+		this.market = deserializeMarketData(
+			(await this.connection.getAccountInfo(this.marketAddress, 'confirmed'))
+				.data
+		);
+
+		const clock = deserializeClockData(
+			(await this.connection.getAccountInfo(SYSVAR_CLOCK_PUBKEY, 'confirmed'))
+				.data
+		);
+		this.lastUnixTimestamp = toNum(clock.unixTimestamp);
+
+		if (this.subscriptionType === 'websocket') {
+			this.marketCallbackId = this.connection.onAccountChange(
+				this.marketAddress,
+				(accountInfo, _ctx) => {
+					this.market = deserializeMarketData(accountInfo.data);
+				}
+			);
+			this.clockCallbackId = this.connection.onAccountChange(
+				SYSVAR_CLOCK_PUBKEY,
+				(accountInfo, ctx) => {
+					this.lastSlot = ctx.slot;
+					const clock = deserializeClockData(accountInfo.data);
+					this.lastUnixTimestamp = toNum(clock.unixTimestamp);
+				}
+			);
+		} else {
+			this.marketCallbackId = await this.accountLoader.addAccount(
+				this.marketAddress,
+				(buffer, slot) => {
+					this.lastSlot = slot;
+					this.market = deserializeMarketData(buffer);
+				}
+			);
+			this.clockCallbackId = await this.accountLoader.addAccount(
+				SYSVAR_CLOCK_PUBKEY,
+				(buffer, slot) => {
+					this.lastSlot = slot;
+					const clock = deserializeClockData(buffer);
+					this.lastUnixTimestamp = toNum(clock.unixTimestamp);
+				}
+			);
+		}
+
+		this.subscribed = true;
+	}
+
+	public getBestBid(): BN {
+		const ladder = getMarketUiLadder(
+			this.market,
+			this.lastSlot,
+			this.lastUnixTimestamp,
+			1
+		);
+		return new BN(Math.floor(ladder.bids[0][0] * PRICE_PRECISION));
+	}
+
+	public getBestAsk(): BN {
+		const ladder = getMarketUiLadder(
+			this.market,
+			this.lastSlot,
+			this.lastUnixTimestamp,
+			1
+		);
+		return new BN(Math.floor(ladder.asks[0][0] * PRICE_PRECISION));
+	}
+
+	public async unsubscribe(): Promise<void> {
+		if (!this.subscribed) {
+			return;
+		}
+
+		// remove listeners
+		if (this.subscriptionType === 'websocket') {
+			await this.connection.removeAccountChangeListener(
+				this.marketCallbackId as number
+			);
+			await this.connection.removeAccountChangeListener(
+				this.clockCallbackId as number
+			);
+		} else {
+			this.accountLoader.removeAccount(
+				this.marketAddress,
+				this.marketCallbackId as string
+			);
+			this.accountLoader.removeAccount(
+				SYSVAR_CLOCK_PUBKEY,
+				this.clockCallbackId as string
+			);
+		}
+
+		this.subscribed = false;
+	}
+}