sdk: PriorityFeeSubscriber init (#585)

* sdk: PriorityFeeSubscriber init * sdk: priority fee subscriber (fork) (#590) * sdk: release v2.37.1-beta.7 * program: fix place_and_make/take_spot * amm_spread.rs: add conf_component logic (#577) * amm_spread.rs: add conf_component logic * update CHANGELOG.md * order subscriber event emitter * renaming new to update * checking for length > 0 before emitting * fixing new orders bug * sdk: release v2.37.1-beta.8 * program: add lp shares rebase (#568) * start test * improve lp_delta_quote * improve per_lp_delta_quote * init per_lp_base * add rebase functions (wip) * rm err msg * add controller rebase to proper locations * add rebase cargo test * (wip) k out of wack * fix rebase test and add more asserts * format fix * incorp basic example to typescript tests * fix rebase math in position.rs (wip) * wip continue * working baseAssetAmountWithUnsettledLp * mvp encapsulation of update_lp_market_position * src/user.ts: add perLpBase to empty position * remove logs * simplify base unit logic more * add get_per_lp_base_unit * simplify per_lp_fee and add numbers to test * properly set per_lp_base for lp_share=0 in mint_lp_shares (and add sdk/test) * incorp feedback / format * tests/liquidityProvider.ts: work with sdk change * admin.rs: add constraint on per_lp_base range * add apply_lp_rebase_to_perp_position to simulate_settled_lp_position * use get_per_lp_base_unit consistently (wip sdk test for negative lp base) * cut excess return values in calculate_lp_delta * fix getPerpPositionWithLPSettle with negative perLpBase delta --------- Co-authored-by: Chris Heaney <[email protected]> * sdk: release v2.37.1-beta.9 * bigz/oracle-auction-oracle-validity-test (#584) * sdk: fixes for getHealthComponents * sdk: release v2.37.1-beta.10 * sdk: add option for marginCategory to getFreeCollateral (#573) * sdk: release v2.37.1-beta.11 * wip save work * sdk: updates to priorityfeesubscriber * 25 default batch size * tests: fix liquidateSpot health checks * sdk: add debug for bulk account loader handleAccountCallbacks (#592) * sdk: add debug for bulk account loader handleAccountCallbacks * log callbacks individually * sdk: release v2.37.1-beta.12 * configurable in polling config * sdk: release v2.37.1-beta.13 * tests/driftClient.ts: add sleep * bigz/fix-liquidatePerpAndLp-test (#593) * bigz/fix-liquidatePerpAndLp-test * uncomment out assert * perpLpJit.ts: longer sleep for rc ts test * perpLpJit.ts: longer sleep for rc ts test * perpLpJit.ts: rm redundant check * prepegMarketOrderBaseAssetAmount.ts: add sleep * merge master * v2.38.0 * sdk: release v2.38.1-beta.0 * feedback updates * sdk: catch decoding error in polling drift client account subscriber * sdk: release v2.38.1-beta.1 * Revert "sdk: catch decoding error in polling drift client account subscriber" This reverts commit 36e0f0f. * sdk: use decodeUnchecked in bulk account loader * sdk: release v2.38.1-beta.2 * sdk: use decodeUnchecked in more places * sdk: release v2.38.1-beta.3 * Revert "sdk: use decodeUnchecked in more places" This reverts commit f11a3b0. * sdk: use decodeUnchecked in PollingUserStatsAccountSubscriber * sdk: fetchUserStatsAccount use decodeUnchecked * sdk: update anchor to 0.28.1-beta.2 (#595) * try 0.28.0 * try updating top dir anchor * anchor 0.28.1-beta.2 * fix prettify * CHANGELOG * sdk: release v2.38.1-beta.4 --------- Co-authored-by: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Chris Heaney <[email protected]> Co-authored-by: bigzPubkey <[email protected]> Co-authored-by: Nour Alharithi <[email protected]> Co-authored-by: Evan Pipta <[email protected]> --------- Co-authored-by: lowkeynicc <[email protected]> Co-authored-by: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: bigzPubkey <[email protected]> Co-authored-by: Nour Alharithi <[email protected]> Co-authored-by: Evan Pipta <[email protected]> Co-authored-by: lowkeynicc <[email protected]>
drift-labs · Aug 28, 2023 · 3ff6dfd · 3ff6dfd
1 parent 2678a6f
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -10,6 +10,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Features
 
 - sdk: updated anchor to 0.28.1-beta.2
+- sdk: add priorityFeeSubscriber
 
 ### Fixes
 

diff --git a/sdk/src/index.ts b/sdk/src/index.ts
@@ -60,6 +60,7 @@ export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
 export * from './phoenix/phoenixSubscriber';
+export * from './priorityFee/priorityFeeSubscriber';
 export * from './phoenix/phoenixFulfillmentConfigMap';
 export * from './tx/fastSingleTxSender';
 export * from './tx/retryTxSender';

diff --git a/sdk/src/priorityFee/priorityFeeSubscriber.ts b/sdk/src/priorityFee/priorityFeeSubscriber.ts
@@ -0,0 +1,75 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+
+export class PriorityFeeSubscriber {
+	connection: Connection;
+	frequencyMs: number;
+	addresses: PublicKey[];
+	slotsToCheck: number;
+
+	intervalId?: NodeJS.Timer;
+
+	latestPriorityFee = 0;
+	// avg of last {slotsToCheck} slots
+	avgPriorityFee = 0;
+	// max of last {slotsToCheck} slots
+	maxPriorityFee = 0;
+	lastSlotSeen = 0;
+
+	public constructor({
+		connection,
+		frequencyMs,
+		addresses,
+		slotsToCheck = 10,
+	}: {
+		connection: Connection;
+		frequencyMs: number;
+		addresses: PublicKey[];
+		slotsToCheck?: number;
+	}) {
+		this.connection = connection;
+		this.frequencyMs = frequencyMs;
+		this.addresses = addresses;
+		this.slotsToCheck = slotsToCheck;
+	}
+
+	public async subscribe(): Promise<void> {
+		if (this.intervalId) {
+			return;
+		}
+
+		this.intervalId = setInterval(this.load.bind(this), this.frequencyMs);
+	}
+
+	public async load(): Promise<void> {
+		// @ts-ignore
+		const rpcJSONResponse: any = await this.connection._rpcRequest(
+			'getRecentPrioritizationFees',
+			[this.addresses]
+		);
+
+		const descResults: { slot: number; prioritizationFee: number }[] =
+			rpcJSONResponse?.result
+				?.sort((a, b) => b.slot - a.slot)
+				?.slice(0, this.slotsToCheck) ?? [];
+
+		if (!descResults?.length) return;
+
+		const mostRecentResult = descResults[0];
+		this.latestPriorityFee = mostRecentResult.prioritizationFee;
+		this.lastSlotSeen = mostRecentResult.slot;
+		this.avgPriorityFee =
+			descResults.reduce((a, b) => {
+				return a + b.prioritizationFee;
+			}, 0) / descResults.length;
+		this.maxPriorityFee = Math.max(
+			...descResults.map((result) => result.prioritizationFee)
+		);
+	}
+
+	public async unsubscribe(): Promise<void> {
+		if (this.intervalId) {
+			clearInterval(this.intervalId);
+			this.intervalId = undefined;
+		}
+	}
+}