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SerumScraper.go
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SerumScraper.go
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package scrapers
import (
"context"
"errors"
"fmt"
"math"
"sync"
"time"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
"github.com/diadata-org/diadata/pkg/utils"
solanav2 "github.com/gagliardetto/solana-go"
solanawsclient "github.com/gagliardetto/solana-go/rpc/ws"
"github.com/mr-tron/base58"
"github.com/streamingfast/solana-go"
"github.com/streamingfast/solana-go/programs/serum"
"github.com/streamingfast/solana-go/rpc"
)
const (
rpcEndpointSolana = ""
dexProgramAddress = "9xQeWvG816bUx9EPjHmaT23yvVM2ZWbrrpZb9PusVFin" // refer - https://github.com/project-serum/serum-dex
nameServiceProgramAddress = "namesLPneVptA9Z5rqUDD9tMTWEJwofgaYwp8cawRkX"
dotTokenTLD = "6NSu2tci4apRKQtt257bAVcvqYjB3zV2H1dWo56vgpa6"
marketDataSize = 388
uint32Modulo = 4294967296
)
type serumMarket struct {
market *serum.MarketV2
baseAsset tokenMeta
quoteAsset tokenMeta
}
type SerumScraper struct {
solanaRpcClient *rpc.Client
solanaWSClient *solanawsclient.Client
// signaling channels for session initialization and finishing
run bool
shutdown chan nothing
shutdownDone chan nothing
// error handling; to read error or closed, first acquire read lock
// only cleanup method should hold write lock
errorLock sync.RWMutex
error error
closed bool
// used to keep track of trading pairs that we subscribed to
pairScrapers map[string]*SerumPairScraper
exchangeName string
chanTrades chan *dia.Trade
waitTime int
db *models.RelDB
markets map[string]serumMarket
tokenNameRegistry map[string]tokenMeta
}
func NewSerumScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *SerumScraper {
wsclient, err := solanawsclient.Connect(context.Background(), utils.Getenv("SOLANA_URI_WS", rpcEndpointSolana))
if err != nil {
log.Errorln("error connecting wsclient", err)
}
markets := make(map[string]serumMarket)
tokenNameRegistry := make(map[string]tokenMeta)
s := &SerumScraper{
solanaRpcClient: rpc.NewClient(utils.Getenv("SOLANA_URI_REST", rpcEndpointSolana)),
solanaWSClient: wsclient,
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
errorLock: sync.RWMutex{},
pairScrapers: make(map[string]*SerumPairScraper),
exchangeName: exchange.Name,
chanTrades: make(chan *dia.Trade),
db: relDB,
markets: markets,
tokenNameRegistry: tokenNameRegistry,
}
timestart := time.Now()
serumMarkets, err := s.getMarkets()
if err != nil {
log.Error("get markets: ", err)
}
timeend := time.Now().Unix() - timestart.Unix()
log.Infoln("time spend to get markets: ", timeend)
log.Infoln("Total serumMarkets: ", len(serumMarkets))
for _, v := range serumMarkets {
s.tokenNameRegistry[v.BaseMint.String()] = tokenMeta{}
s.tokenNameRegistry[v.QuoteMint.String()] = tokenMeta{}
}
err = s.getTokenNames(s.tokenNameRegistry)
if err != nil {
log.Error("get token names: ", err)
}
log.Infoln("Total asset watching: ", len(s.tokenNameRegistry))
for _, market := range serumMarkets {
baseToken, baseTokenValid := s.tokenNameRegistry[market.BaseMint.String()]
quoteToken, quoteTokenValid := s.tokenNameRegistry[market.QuoteMint.String()]
if baseTokenValid && quoteTokenValid {
marketName := baseToken.symbol + "/" + quoteToken.symbol
s.markets[marketName] = serumMarket{
market: market,
baseAsset: baseToken,
quoteAsset: quoteToken,
}
}
}
if scrape {
go s.mainLoop()
}
return s
}
func (s *SerumScraper) mainLoop() {
// lastSeqNo := make(map[string]uint32)
// scraperInitialized := make(map[string]bool)
wg := sync.WaitGroup{}
s.run = true
for s.run {
// if len(s.pairScrapers) == 0 {
// s.error = errors.New("no pairs to scrape provided")
// log.Error(s.error.Error())
// break
// }
for pair, _ := range s.markets {
if marketForPair, ok := s.markets[pair]; ok {
fmt.Println(pair)
wg.Add(1)
log.Infoln("subscribing ", pair)
accountID := solanav2.MustPublicKeyFromBase58(marketForPair.market.EventQueue.String())
ac, err := s.solanaWSClient.AccountSubscribe(accountID, "")
if err != nil {
log.Errorln("error on AccountSubscribe", err)
}
go func(k string, ac *solanawsclient.AccountSubscription) {
{
var eq serum.EventQueue
for {
result, err := ac.Recv()
if err != nil {
log.Errorf("error on recv %v for pair %s unsubscribing", err, k)
continue
}
err = eq.Decode(result.Value.Account.Data.GetBinary())
if err != nil {
log.Errorln("decoding databytes for pair: ", k)
continue
}
for _, event := range eq.Events {
if event.Flag.IsFill() && event.Flag.IsBid() {
volume, price := parseEvent(event, math.Pow10(int(marketForPair.baseAsset.decimals)), math.Pow10(int(marketForPair.quoteAsset.decimals)))
// Remark: base and quote token is used the other way around by serum dex than we do at DIA.
trade := dia.Trade{
Symbol: marketForPair.baseAsset.symbol,
Pair: k,
BaseToken: dia.Asset{
Symbol: marketForPair.quoteAsset.symbol,
Name: marketForPair.quoteAsset.name,
Address: marketForPair.quoteAsset.mint,
Decimals: marketForPair.quoteAsset.decimals,
Blockchain: dia.SOLANA,
},
QuoteToken: dia.Asset{
Symbol: marketForPair.baseAsset.symbol,
Name: marketForPair.baseAsset.name,
Address: marketForPair.baseAsset.mint,
Decimals: marketForPair.baseAsset.decimals,
Blockchain: dia.SOLANA,
},
Price: price,
Volume: volume,
Time: time.Now(),
ForeignTradeID: event.OrderID.HexString(false),
Source: s.exchangeName,
VerifiedPair: true,
}
log.Infof("got trade -- timestamp: %v, symbol: %s, pair: %s, price %v, volume: %v, tradeID: %s", trade.Time, trade.Symbol, trade.Pair, trade.Price, trade.Volume, trade.ForeignTradeID)
s.chanTrades <- &trade
}
}
}
}
}(pair, ac)
}
}
wg.Wait()
}
if s.error == nil {
s.error = errors.New("main loop terminated by Close()")
}
s.cleanup(nil)
}
func (s *SerumScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
serumMarkets, err := s.getMarkets()
if err != nil {
log.Error(err)
return
}
tokenNameRegistry := make(map[string]tokenMeta)
for _, v := range serumMarkets {
tokenNameRegistry[v.BaseMint.String()] = tokenMeta{}
tokenNameRegistry[v.QuoteMint.String()] = tokenMeta{}
}
err = s.getTokenNames(tokenNameRegistry)
if err != nil {
log.Error(err)
return
}
for _, market := range serumMarkets {
var quoteToken, baseToken dia.Asset
var quoteTokenValid, baseTokenValid bool
var pairName string
if tokenInfo, ok := tokenNameRegistry[market.BaseMint.String()]; ok {
baseToken = dia.Asset{
Symbol: tokenInfo.symbol,
Name: tokenInfo.name,
Address: tokenInfo.mint,
Decimals: tokenInfo.decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
baseTokenValid = true
pairName = pairName + tokenInfo.symbol
}
if tokenInfo, ok := tokenNameRegistry[market.QuoteMint.String()]; ok {
quoteToken = dia.Asset{
Symbol: tokenInfo.symbol,
Name: tokenInfo.name,
Address: tokenInfo.mint,
Decimals: tokenInfo.decimals,
Blockchain: Exchanges[s.exchangeName].BlockChain.Name,
}
quoteTokenValid = true
pairName = pairName + "/" + tokenInfo.symbol
}
if quoteTokenValid && baseTokenValid {
pair := dia.ExchangePair{
Symbol: baseToken.Name,
ForeignName: pairName,
Exchange: "Serum",
Verified: true,
UnderlyingPair: dia.Pair{BaseToken: baseToken, QuoteToken: quoteToken},
}
pairs = append(pairs, pair)
}
}
return
}
func (s *SerumScraper) getEvents(eventQueueAddr solana.PublicKey) (eventQueue solana.Data, err error) {
acctInfo, err := s.solanaRpcClient.GetAccountInfo(eventQueueAddr)
if err != nil {
return nil, fmt.Errorf("unable to get events:%w", err)
}
return acctInfo.Value.Data, nil
}
func parseEvent(e *serum.Event, baseMultiplier, quoteMultiplier float64) (volume, price float64) {
var priceBeforeFees float64
if e.Flag.IsBid() {
if e.Flag.IsMaker() {
priceBeforeFees = float64(e.NativeQtyPaid + e.NativeFeeOrRebate)
} else {
priceBeforeFees = float64(e.NativeQtyPaid - e.NativeFeeOrRebate)
}
if quoteMultiplier*float64(e.NativeQtyReleased) != 0 {
price = (priceBeforeFees * baseMultiplier) / (quoteMultiplier * float64(e.NativeQtyReleased))
}
volume = float64(e.NativeQtyReleased) / baseMultiplier
} else {
if e.Flag.IsMaker() {
priceBeforeFees = float64(e.NativeQtyReleased - e.NativeFeeOrRebate)
} else {
priceBeforeFees = float64(e.NativeQtyReleased + e.NativeFeeOrRebate)
}
if quoteMultiplier*float64(e.NativeQtyPaid) != 0 {
price = (priceBeforeFees * baseMultiplier) / (quoteMultiplier * float64(e.NativeQtyPaid))
}
volume = float64(e.NativeQtyPaid) / baseMultiplier
}
return
}
func (s *SerumScraper) getMarkets() ([]*serum.MarketV2, error) {
resp, err := s.solanaRpcClient.GetProgramAccounts(
solana.MustPublicKeyFromBase58(dexProgramAddress),
&rpc.GetProgramAccountsOpts{
Filters: []rpc.RPCFilter{
{
DataSize: marketDataSize,
},
},
},
)
if err != nil {
return nil, err
}
out := make([]*serum.MarketV2, 0)
for _, keyedAcct := range resp {
acct := keyedAcct.Account
marketV2 := &serum.MarketV2{}
if err := marketV2.Decode(acct.Data); err != nil {
return nil, fmt.Errorf("decoding market v2: %w", err)
}
out = append(out, marketV2)
}
return out, nil
}
func (s *SerumScraper) getTokenNames(names map[string]tokenMeta) error {
// tldPublicKey := solana.MustPublicKeyFromBase58(dotTokenTLD)
// resp, err := s.solanaRpcClient.GetProgramAccounts(
// solana.MustPublicKeyFromBase58(nameServiceProgramAddress),
// &rpc.GetProgramAccountsOpts{
// Filters: []rpc.RPCFilter{
// {
// Memcmp: &rpc.RPCFilterMemcmp{
// Bytes: tldPublicKey[:],
// },
// },
// },
// },
// )
// if err != nil {
// return nil, err
// }
// for _, keyedAcct := range resp {
// if t, ok := extractTokenMetaFromData(keyedAcct.Account.Data[96:]); ok {
// names[t.mint] = t
// }
// }
// for assetaddress, _ := range names {
// asset, err := s.db.GetAsset(assetaddress, "Solana")
// if err != nil {
// log.Warn("asset not exists address: ", assetaddress)
// delete(names, assetaddress)
// } else {
// names[assetaddress] = tokenMeta{name: asset.Name, symbol: asset.Symbol, decimals: asset.Decimals, mint: assetaddress}
// log.Infoln("asset : ", asset)
// }
// }
names["mSoLzYCxHdYgdzU16g5QSh3i5K3z3KZK7ytfqcJm7So"] = tokenMeta{name: "Marinade staked SOL (mSOL)", symbol: "mSOL", decimals: 9, mint: "mSoLzYCxHdYgdzU16g5QSh3i5K3z3KZK7ytfqcJm7So"}
names["So11111111111111111111111111111111111111112"] = tokenMeta{name: "Wrapped SOL", symbol: "SOL", decimals: 9, mint: "So11111111111111111111111111111111111111112"}
names["4k3Dyjzvzp8eMZWUXbBCjEvwSkkk59S5iCNLY3QrkX6R"] = tokenMeta{name: "Raydium", symbol: "RAY", decimals: 6, mint: "4k3Dyjzvzp8eMZWUXbBCjEvwSkkk59S5iCNLY3QrkX6R"}
names["8Yv9Jz4z7BUHP68dz8E8m3tMe6NKgpMUKn8KVqrPA6Fr"] = tokenMeta{name: "Wrapped USDC (Allbridge from Avalanche)", symbol: "aaUSDC", decimals: 9, mint: "8Yv9Jz4z7BUHP68dz8E8m3tMe6NKgpMUKn8KVqrPA6Fr"}
names["Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB"] = tokenMeta{name: "USDT", symbol: "USDT", decimals: 6, mint: "Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB"}
names["EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"] = tokenMeta{name: "USD Coin", symbol: "USDC", decimals: 6, mint: "8Yv9Jz4z7BUHP68dz8E8m3tMe6NKgpMUKn8KVqrPA6Fr"}
names["DubwWZNWiNGMMeeQHPnMATNj77YZPZSAz2WVR5WjLJqz"] = tokenMeta{name: "CropperFinance", symbol: "CRP", decimals: 9, mint: "DubwWZNWiNGMMeeQHPnMATNj77YZPZSAz2WVR5WjLJqz"}
names["7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU"] = tokenMeta{name: "Samoyed Coin", symbol: "SAMO", decimals: 9, mint: "7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU"}
names["kinXdEcpDQeHPEuQnqmUgtYykqKGVFq6CeVX5iAHJq6"] = tokenMeta{name: "KIN", symbol: "KIN", decimals: 5, mint: "kinXdEcpDQeHPEuQnqmUgtYykqKGVFq6CeVX5iAHJq6"}
names["DUSTawucrTsGU8hcqRdHDCbuYhCPADMLM2VcCb8VnFnQ"] = tokenMeta{name: "DUST Protocol", symbol: "DUST", decimals: 9, mint: "DUSTawucrTsGU8hcqRdHDCbuYhCPADMLM2VcCb8VnFnQ"}
names["USDH1SM1ojwWUga67PGrgFWUHibbjqMvuMaDkRJTgkX"] = tokenMeta{name: "USDH Hubble Stablecoin", symbol: "USDH", decimals: 6, mint: "USDH1SM1ojwWUga67PGrgFWUHibbjqMvuMaDkRJTgkX"}
names["5goWRao6a3yNC4d6UjMdQxonkCMvKBwdpubU3qhfcdf1"] = tokenMeta{name: "Tether USD (Portal from Polygon)", symbol: "USDTpo", decimals: 6, mint: "5goWRao6a3yNC4d6UjMdQxonkCMvKBwdpubU3qhfcdf1"}
names["2FPyTwcZLUg1MDrwsyoP4D6s1tM7hAkHYRjkNb5w6Pxk"] = tokenMeta{name: "Wrapped Ethereum (Sollet)", symbol: "soETH", decimals: 6, mint: "2FPyTwcZLUg1MDrwsyoP4D6s1tM7hAkHYRjkNb5w6Pxk"}
names["BQcdHdAQW1hczDbBi9hiegXAR7A98Q9jx3X3iBBBDiq4"] = tokenMeta{name: "Wrapped USDT (Sollet)", symbol: "soUSDT", decimals: 6, mint: "BQcdHdAQW1hczDbBi9hiegXAR7A98Q9jx3X3iBBBDiq4"}
names["SRMuApVNdxXokk5GT7XD5cUUgXMBCoAz2LHeuAoKWRt"] = tokenMeta{name: "Serum", symbol: "SRM", decimals: 6, mint: "SRMuApVNdxXokk5GT7XD5cUUgXMBCoAz2LHeuAoKWRt"}
return nil
}
type tokenMeta struct {
name string
symbol string
mint string
decimals uint8
}
func extractTokenMetaFromData(data []byte) (tokenMeta, bool) {
var t tokenMeta
if len(data) > 0 {
nameSize := int(data[0])
nameStart := 4
nameEnd := nameStart + nameSize
if len(data) > nameEnd {
t.name = string(data[nameStart:nameEnd])
symbolSize := int(data[nameEnd])
symbolStart := 4 + nameEnd
symbolEnd := symbolStart + symbolSize
if len(data) > symbolEnd {
t.symbol = string(data[symbolStart:symbolEnd])
mintSize := 32
mintStart := symbolEnd
mintEnd := mintStart + mintSize
if len(data) > mintEnd {
t.mint = base58.Encode(data[mintStart:mintEnd])
t.decimals = data[mintEnd]
return t, true
}
}
}
}
return tokenMeta{}, false
}
func (s *SerumScraper) FillSymbolData(symbol string) (dia.Asset, error) {
return dia.Asset{}, nil
}
func (s *SerumScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
return pair, nil
}
func (s *SerumScraper) Channel() chan *dia.Trade {
return s.chanTrades
}
func (s *SerumScraper) cleanup(err error) {
s.errorLock.Lock()
defer s.errorLock.Unlock()
if err != nil {
s.error = err
}
s.closed = true
close(s.shutdownDone)
}
func (s *SerumScraper) Close() error {
// close the pair scraper channels
s.run = false
for _, pairScraper := range s.pairScrapers {
pairScraper.closed = true
}
close(s.shutdown)
<-s.shutdownDone
return nil
}
func (s *SerumScraper) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
s.errorLock.RLock()
defer s.errorLock.RUnlock()
if s.error != nil {
return nil, s.error
}
if s.closed {
return nil, errors.New("SerumScraper: Call ScrapePair on closed scraper")
}
ps := &SerumPairScraper{
parent: s,
pair: pair,
}
s.pairScrapers[pair.ForeignName] = ps
return ps, nil
}
// SerumPairScraper implements PairScraper for Serum
type SerumPairScraper struct {
parent *SerumScraper
pair dia.ExchangePair
closed bool
}
// Close stops listening for trades of the pair associated with s
func (sps *SerumPairScraper) Close() error {
sps.parent.errorLock.RLock()
defer sps.parent.errorLock.RUnlock()
sps.closed = true
return nil
}
// Channel returns a channel that can be used to receive trades
func (sps *SerumPairScraper) Channel() chan *dia.Trade {
return sps.parent.Channel()
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (sps *SerumPairScraper) Error() error {
s := sps.parent
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// Pair returns the pair this scraper is subscribed to
func (sps *SerumPairScraper) Pair() dia.ExchangePair {
return sps.pair
}