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frank/sequence & position enforcers #165

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frank/sequence & position enforcers #165

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7defd2a
factor out sequence enforcer logic
soundsonacid May 23, 2024
5d38bb2
very basic position enforcer
soundsonacid May 23, 2024
5084b8a
add devnet sequencer program config
soundsonacid May 23, 2024
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160 changes: 40 additions & 120 deletions src/driftpy/drift_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,8 @@
from driftpy.constants.numeric_constants import (
QUOTE_SPOT_MARKET_INDEX,
)
from driftpy.enforcers.position_enforcer import PositionEnforcer
from driftpy.enforcers.sequence_enforcer import SequenceEnforcer
from driftpy.decode.utils import decode_name
from driftpy.drift_user import DriftUser
from driftpy.accounts import *
Expand Down Expand Up @@ -92,6 +94,7 @@ def __init__(
market_lookup_table: Optional[Pubkey] = None,
jito_params: Optional[JitoParams] = None,
enforce_tx_sequencing: bool = False,
enforce_position_sizing: bool = False,
):
"""Initializes the drift client object

Expand Down Expand Up @@ -155,29 +158,13 @@ def __init__(

self.tx_version = tx_version if tx_version is not None else Legacy

self.enforce_tx_sequencing = enforce_tx_sequencing
if self.enforce_tx_sequencing is True:
file = Path(str(driftpy.__path__[0]) + "/idl/sequence_enforcer.json")
with file.open() as f:
raw = file.read_text()
idl = Idl.from_json(raw)

provider = Provider(connection, wallet, opts)
self.sequence_enforcer_pid = (
SEQUENCER_PROGRAM_ID
if env == "mainnet"
else DEVNET_SEQUENCER_PROGRAM_ID
)
self.sequence_enforcer_program = Program(
idl,
self.sequence_enforcer_pid,
provider,
)
self.sequence_number_by_subaccount = {}
self.sequence_bump_by_subaccount = {}
self.sequence_initialized_by_subaccount = {}
self.sequence_address_by_subaccount = {}
self.resetting_sequence = False
self.sequence_enforcer = None
if enforce_tx_sequencing is True:
self.sequence_enforcer = SequenceEnforcer(self.connection, self.wallet, env)

self.position_enforcer = None
if enforce_position_sizing is True:
self.position_enforcer = PositionEnforcer(self.connection, self.wallet)

if jito_params is not None:
from driftpy.tx.jito_tx_sender import JitoTxSender
Expand All @@ -199,8 +186,8 @@ def __init__(

async def subscribe(self):
await self.account_subscriber.subscribe()
if self.enforce_tx_sequencing:
await self.load_sequence_info()
if self.sequence_enforcer:
await self.sequence_enforcer.load_sequence_info(self.sub_account_ids)
for sub_account_id in self.sub_account_ids:
await self.add_user(sub_account_id)

Expand Down Expand Up @@ -357,12 +344,18 @@ async def send_ixs(
subaccount = sequencer_subaccount or self.active_sub_account_id

if (
self.enforce_tx_sequencing
and self.sequence_initialized_by_subaccount[subaccount]
and not self.resetting_sequence
self.sequence_enforcer
and self.sequence_enforcer.get_sequence_init_for_subaccount(subaccount)
is True
and not self.sequence_enforcer.get_resetting_sequence()
):
sequence_instruction = self.get_check_and_set_sequence_number_ix(
self.sequence_number_by_subaccount[subaccount], subaccount
sequence_instruction = (
self.sequence_enforcer.get_check_and_set_sequence_number_ix(
self.sequence_enforcer.get_sequence_number_for_subaccount(
subaccount
),
subaccount,
)
)
ixs.insert(len(compute_unit_instructions), sequence_instruction)

Expand Down Expand Up @@ -886,6 +879,7 @@ async def place_perp_order(
self,
order_params: OrderParams,
sub_account_id: int = None,
expected_size: Optional[int] = None,
):
tx_sig_and_slot = await self.send_ixs(
[
Expand Down Expand Up @@ -2846,106 +2840,32 @@ def get_update_prelaunch_oracle_ix(self, market_index: int):
)

async def init_sequence(self, subaccount: int = 0) -> Signature:
if self.sequence_enforcer is None:
raise Exception("Sequence enforcer is not initialized")
try:
sig = (await self.send_ixs([self.get_sequence_init_ix(subaccount)])).tx_sig
self.sequence_initialized_by_subaccount[subaccount] = True
sig = (
await self.send_ixs(
[self.sequence_enforcer.get_sequence_init_ix(subaccount)]
)
).tx_sig
self.sequence_enforcer.set_sequence_init_for_subaccount(subaccount, True)
return sig
except Exception as e:
print(f"WARNING: failed to initialize sequence: {e}")

def get_sequence_init_ix(self, subaccount: int = 0) -> Instruction:
if self.enforce_tx_sequencing is False:
raise ValueError("tx sequencing is disabled")
return self.sequence_enforcer_program.instruction["initialize"](
self.sequence_bump_by_subaccount[subaccount],
str(subaccount),
ctx=Context(
accounts={
"sequence_account": self.sequence_address_by_subaccount[subaccount],
"authority": self.wallet.payer.pubkey(),
"system_program": ID,
}
),
)

async def reset_sequence_number(
self, sequence_number: int = 0, subaccount: int = 0
) -> Signature:
if self.sequence_enforcer is None:
raise Exception("Sequence enforcer is not initialized")
try:
ix = self.get_reset_sequence_number_ix(sequence_number)
self.resetting_sequence = True
ix = self.sequence_enforcer.get_reset_sequence_number_ix(sequence_number)
self.sequence_enforcer.set_resetting_sequence(True)
sig = (await self.send_ixs(ix)).tx_sig
self.resetting_sequence = False
self.sequence_number_by_subaccount[subaccount] = sequence_number
self.sequence_enforcer.set_resetting_sequence(False)
self.sequence_enforcer.set_sequence_number_for_subaccount(
subaccount, sequence_number
)
return sig
except Exception as e:
print(f"WARNING: failed to reset sequence number: {e}")

def get_reset_sequence_number_ix(
self, sequence_number: int, subaccount: int = 0
) -> Instruction:
if self.enforce_tx_sequencing is False:
raise ValueError("tx sequencing is disabled")
return self.sequence_enforcer_program.instruction["reset_sequence_number"](
sequence_number,
ctx=Context(
accounts={
"sequence_account": self.sequence_address_by_subaccount[subaccount],
"authority": self.wallet.payer.pubkey(),
}
),
)

def get_check_and_set_sequence_number_ix(
self, sequence_number: Optional[int] = None, subaccount: int = 0
):
if self.enforce_tx_sequencing is False:
raise ValueError("tx sequencing is disabled")
sequence_number = (
sequence_number or self.sequence_number_by_subaccount[subaccount]
)

if (
sequence_number < self.sequence_number_by_subaccount[subaccount] - 1
): # we increment after creating the ix, so we check - 1
print(
f"WARNING: sequence number {sequence_number} < last used {self.sequence_number_by_subaccount[subaccount] - 1}"
)

ix = self.sequence_enforcer_program.instruction[
"check_and_set_sequence_number"
](
sequence_number,
ctx=Context(
accounts={
"sequence_account": self.sequence_address_by_subaccount[subaccount],
"authority": self.wallet.payer.pubkey(),
}
),
)

self.sequence_number_by_subaccount[subaccount] += 1
return ix

async def load_sequence_info(self):
for subaccount in self.sub_account_ids:
address, bump = get_sequencer_public_key_and_bump(
self.sequence_enforcer_pid, self.wallet.payer.pubkey(), subaccount
)
try:
sequence_account_raw = await self.sequence_enforcer_program.account[
"SequenceAccount"
].fetch(address)
except anchorpy.error.AccountDoesNotExistError as e:
self.sequence_address_by_subaccount[subaccount] = address
self.sequence_number_by_subaccount[subaccount] = 1
self.sequence_bump_by_subaccount[subaccount] = bump
self.sequence_initialized_by_subaccount[subaccount] = False
continue
sequence_account = cast(SequenceAccount, sequence_account_raw)
self.sequence_number_by_subaccount[subaccount] = (
sequence_account.sequence_num + 1
)
self.sequence_bump_by_subaccount[subaccount] = bump
self.sequence_initialized_by_subaccount[subaccount] = True
self.sequence_address_by_subaccount[subaccount] = address
68 changes: 68 additions & 0 deletions src/driftpy/enforcers/position_enforcer.py
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Original file line number Diff line number Diff line change
@@ -0,0 +1,68 @@
from typing import Union
from driftpy.types import (
OrderParams,
SpotPosition,
PerpPosition,
MarketType,
UserAccount,
is_variant,
)


class PositionEnforcer:
def __init__(self):
pass

def set_and_check_order_params(
self, expected_size: int, order_params: OrderParams, user: UserAccount
) -> OrderParams:
size_adjustment = self._get_size_adjustment(
expected_size, order_params.market_index, order_params.market_type, user
)
order_params.base_asset_amount = max(
order_params.base_asset_amount + size_adjustment, 0
)
if order_params.base_asset_amount == 0:
print("WARNING: PositionEnforcer has reduced order size to ZERO.")
return order_params

def _get_size_adjustment(
self,
expected_size: int,
market_index: int,
market_type: MarketType,
user: UserAccount,
) -> int:
position: Union[SpotPosition, PerpPosition]
if is_variant(market_type, "Perp"):
position = next(
(
pos
for pos in user.perp_positions
if pos.market_index == market_index
),
None,
)
if position is None:
raise Exception(
f"Position market_index: {market_index} market_type: {market_type} not found"
)

difference = position.base_asset_amount - expected_size
return difference * -1 # positive if too short, negative if too long
else:
position = next(
(
pos
for pos in user.spot_positions
if pos.market_index == market_index
),
None,
)
if position is None:
raise Exception(
f"Position market_index: {market_index} market_type: {market_type} not found"
)

difference = position.scaled_balance - expected_size
return difference * -1 # positive if too short, negative if too long
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