Crispheaney/python improvements (#32)

* jit: dont let maker fill at worse price than vamm * fix build * init
drift-labs · Jan 29, 2024 · 24f457c · 24f457c
1 parent bc22dcc
commit 24f457c
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Showing 4 changed files with 28 additions and 12 deletions.
diff --git a/python/sdk/jit_proxy/jit_proxy_client.py b/python/sdk/jit_proxy/jit_proxy_client.py
@@ -98,6 +98,22 @@ async def jit(self, params: JitIxParams):
             else [],
         )
 
+        if params.referrer_info is not None:
+            remaining_accounts.append(
+                AccountMeta(
+                    pubkey=params.referrer_info.referrer,
+                    is_writable=True,
+                    is_signer=False,
+                )
+            )
+            remaining_accounts.append(
+                AccountMeta(
+                    pubkey=params.referrer_info.referrer_stats,
+                    is_writable=True,
+                    is_signer=False,
+                )
+            )
+
         if is_variant(order.market_type, "Spot"):
             remaining_accounts.append(
                 AccountMeta(

diff --git a/python/sdk/jit_proxy/jitter/base_jitter.py b/python/sdk/jit_proxy/jitter/base_jitter.py
@@ -79,13 +79,9 @@ async def on_account_update(self, taker: UserAccount, taker_key: Pubkey, slot: i
 
         for order in taker.orders:
             if not is_variant(order.status, "Open"):
-                self.logger.info("Order is closed.")
-                self.logger.info("----------------------------")
                 continue
 
             if not has_auction_price(order, slot):
-                self.logger.info("Order does not have auction price.")
-                self.logger.info("----------------------------")
                 continue
 
             if self.user_filter is not None:

diff --git a/python/sdk/jit_proxy/jitter/jitter_shotgun.py b/python/sdk/jit_proxy/jitter/jitter_shotgun.py
@@ -37,7 +37,13 @@ async def create_try_fill(
         self.logger.info("JitterShotgun: Creating Try Fill")
 
         async def try_fill():
-            for i in range(10):
+            taker_stats = await get_user_stats_account(
+                self.drift_client.program, taker.authority
+            )
+
+            referrer_info = self.get_referrer_info(taker_stats)
+
+            for i in range(order.auction_duration):
                 params = (
                     self.perp_params.get(order.market_index)
                     if is_variant(order.market_type, "Perp")
@@ -48,12 +54,6 @@ async def try_fill():
                     self.ongoing_auctions.pop(order_sig)
                     return
 
-                taker_stats = await get_user_stats_account(
-                    self.drift_client.program, taker.authority
-                )
-
-                referrer_info = self.get_referrer_info(taker_stats)
-
                 self.logger.info(f"Trying to fill {order_sig} -> Attempt: {i + 1}")
 
                 try:
@@ -73,7 +73,7 @@ async def try_fill():
                             params.price_type,
                             referrer_info,
                             params.sub_account_id,
-                            PostOnlyParams.TryPostOnly(),
+                            PostOnlyParams.MustPostOnly(),
                         )
                     )
 
@@ -86,6 +86,8 @@ async def try_fill():
                     self.logger.error(f"Failed to fill Order: {order_sig}")
                     if "0x1770" in str(e) or "0x1771" in str(e):
                         self.logger.error(f"Order: {order_sig} does not cross params yet, retrying")
+                    elif "0x1779" in str(e):
+                        self.logger.error(f"Order: {order_sig} could not fill, retrying")
                     elif "0x1793" in str(e):
                         self.logger.error("Oracle invalid, retrying")
                     elif "0x1772" in str(e):

diff --git a/python/sdk/jit_proxy/jitter/jitter_sniper.py b/python/sdk/jit_proxy/jitter/jitter_sniper.py
@@ -205,6 +205,8 @@ async def try_fill():
                     self.logger.error(f"Failed to fill {order_sig}: {e}")
                     if "0x1770" in str(e) or "0x1771" in str(e):
                         self.logger.error("Order does not cross params yet")
+                    elif "0x1779" in str(e):
+                        self.logger.error("Order could not fill, retrying")
                     elif "0x1793" in str(e):
                         self.logger.error("Oracle invalid")
                     elif "0x1772" in str(e):