python jit sdk (#11)

* feat: jit proxy client, base jitter, jitter shotgun

* fix: jitter event subscriptions

* fix: jitter event subs

* feat: jit sniper, better jit shotgun

* fix: add missing accounts in proxy client ixs

* fix: missing jit sniper return

* feat: examples for sniper & shotgun

* chore: fmt & better logging

* chore: remove unused fn

* chore: fmt imports

* fix: await sniper try fill

* chore: streamline

* merge

* fix: wrong variable in sniper

* fix: missed await

* fix: get rid of keyerrors

* Delete python/sdk/jit_proxy/__pycache__ directory

* Delete python/sdk/jit_proxy/jitter/__pycache__ directory

* fix: gitignore, remove unused files

* chore: black fmt everything

* chore: update readme

* chore: update main README

* chore: update driftpy to 0.7.6

.gitignore

@@ -10,4 +10,10 @@ migrations
 ts/sdk/lib/
 ts/sdk/src/**/*.js
 ts/sdk/src/**/*.js.map
-package-lock.json
+package-lock.json
+python/sdk/examples/.env
+python/poetry.lock
+__pycache__/
+*.pyc
+*.pyo
+*.pyd

README.md

@@ -2,4 +2,4 @@
 
 The jit proxy is a solana program that aims to make it easier to provide jit liquidity on drift v2. The jit proxy uses an MM's market and maximum position size to automatically create drift perp and spot orders. 
 
-For more information on how interact with the Jit Proxy program, see the Readme for the [typescript sdk](ts/sdk/Readme.md)
+For more information on how interact with the Jit Proxy program, see the README for the [typescript sdk](ts/sdk/Readme.md) or the [python sdk](python/README.md)

python/README.md

@@ -0,0 +1,45 @@
+# Python JIT Proxy SDK
+
+## QuickStart Guide
+
+1. Add ```.env``` file in ```/sdk/examples``` with your ```RPC_URL``` and ```PRIVATE_KEY``` as a byte array
+2. Customize ```JitParams``` in either ```shotgun.py``` or ```sniper.py```
+3. Run ```python sniper.py``` or ```python shotgun.py``` while in the ```examples``` directory
+
+## Shotgun vs Sniper
+
+The ```JitterShotgun``` will immediately spray transactions when it detects an eligible auction.
+It'll try up to 10 times to fulfill the order, retrying if the order doesn't yet cross or the oracle is stale.
+
+The ```JitterSniper``` will wait until it detects an order that has a high chance of crossing the ```JitParams``` and retry up to 3 times on errors.  It won't send transactions immediately like the ```JitterShotgun``` does, but will try to determine that the order will cross the bid/ask during the auction before sending a transaction.
+
+
+## How to set up a ```JitProxyClient``` and ```Jitter```
+
+This example uses the ```JitterShotgun```, but the same logic follows for the ```JitterSniper```.
+
+However, the ```JitterSniper``` also requires a ```SlotSubscriber``` in its constructor.
+
+```
+    jit_proxy_client = JitProxyClient(
+        drift_client,
+        # JIT program ID
+        Pubkey.from_string("J1TnP8zvVxbtF5KFp5xRmWuvG9McnhzmBd9XGfCyuxFP"),
+    )
+
+    jitter_shotgun = JitterShotgun(drift_client, auction_subscriber, jit_proxy_client)
+
+    jit_params = JitParams(
+        bid=-1_000_000,
+        ask=1_010_000,
+        min_position=0,
+        max_position=2,
+        price_type=PriceType.Oracle(),
+        sub_account_id=None,
+    )
+
+    # Add your parameters to the Jitter before subscribing
+    jitter_shotgun.update_perp_params(0, jit_params)
+
+    await jitter_shotgun.subscribe()
+```

python/pyproject.toml

@@ -0,0 +1,22 @@
+[tool.poetry]
+name = "jit_proxy"
+version = "0.1.0"
+description = "python sdk for drift protocol v2 jit proxy program"
+authors = ["Frank <[email protected]>"]
+readme = "README.md"
+packages = [
+    { include = "jit_proxy", from = "sdk" }
+]
+
+[tool.poetry.dependencies]
+python = "^3.10"
+python-dotenv = "^1.0.0"
+solana = "^0.30.1"
+anchorpy = "^0.17.1"
+driftpy = "0.7.6"
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"
+
+# 

python/sdk/examples/shotgun.py

@@ -0,0 +1,76 @@
+import asyncio
+import os
+
+from dotenv import load_dotenv
+
+from solana.rpc.async_api import AsyncClient
+from solders.pubkey import Pubkey
+
+from anchorpy import Wallet
+
+from driftpy.drift_client import DriftClient
+from driftpy.account_subscription_config import AccountSubscriptionConfig
+from driftpy.auction_subscriber.auction_subscriber import AuctionSubscriber
+from driftpy.auction_subscriber.types import AuctionSubscriberConfig
+from driftpy.keypair import load_keypair
+
+from jit_proxy.jitter.jitter_shotgun import JitterShotgun
+from jit_proxy.jitter.base_jitter import JitParams
+from jit_proxy.jit_proxy_client import JitProxyClient, PriceType
+
+
+async def main():
+    load_dotenv()
+    secret = os.getenv("PRIVATE_KEY")
+    url = os.getenv("RPC_URL")
+
+    kp = load_keypair(secret)
+    wallet = Wallet(kp)
+
+    connection = AsyncClient(url)
+    drift_client = DriftClient(
+        connection,
+        wallet,
+        "mainnet",
+        account_subscription=AccountSubscriptionConfig("websocket"),
+    )
+
+    auction_subscriber_config = AuctionSubscriberConfig(drift_client)
+    auction_subscriber = AuctionSubscriber(auction_subscriber_config)
+
+    jit_proxy_client = JitProxyClient(
+        drift_client,
+        # JIT program ID
+        Pubkey.from_string("J1TnP8zvVxbtF5KFp5xRmWuvG9McnhzmBd9XGfCyuxFP"),
+    )
+
+    jitter_shotgun = JitterShotgun(drift_client, auction_subscriber, jit_proxy_client)
+
+    jit_params = JitParams(
+        bid=-1_000_000,
+        ask=1_010_000,
+        min_position=0,
+        max_position=2,
+        price_type=PriceType.Oracle(),
+        sub_account_id=None,
+    )
+
+    jitter_shotgun.update_spot_params(0, jit_params)
+    jitter_shotgun.update_perp_params(0, jit_params)
+
+    print(f"Added JitParams: {jit_params} to JitterShotgun")
+
+    await jitter_shotgun.subscribe()
+
+    print("Subscribed to JitterShotgun successfully!")
+
+    # quick & dirty way to keep event loop open
+    try:
+        while True:
+            await asyncio.sleep(3600)
+    except asyncio.CancelledError:
+        pass
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

python/sdk/examples/sniper.py

@@ -0,0 +1,81 @@
+import asyncio
+import os
+
+from dotenv import load_dotenv
+
+from solana.rpc.async_api import AsyncClient
+from solders.pubkey import Pubkey
+
+from anchorpy import Wallet
+
+from driftpy.drift_client import DriftClient
+from driftpy.account_subscription_config import AccountSubscriptionConfig
+from driftpy.auction_subscriber.auction_subscriber import AuctionSubscriber
+from driftpy.auction_subscriber.types import AuctionSubscriberConfig
+from driftpy.slot.slot_subscriber import SlotSubscriber
+from driftpy.keypair import load_keypair
+
+from jit_proxy.jitter.jitter_sniper import JitterSniper
+from jit_proxy.jitter.base_jitter import JitParams
+from jit_proxy.jit_proxy_client import JitProxyClient, PriceType
+
+
+async def main():
+    load_dotenv()
+    secret = os.getenv("PRIVATE_KEY")
+    url = os.getenv("RPC_URL")
+
+    kp = load_keypair(secret)
+    wallet = Wallet(kp)
+
+    connection = AsyncClient(url)
+    drift_client = DriftClient(
+        connection,
+        wallet,
+        "mainnet",
+        account_subscription=AccountSubscriptionConfig("websocket"),
+    )
+
+    auction_subscriber_config = AuctionSubscriberConfig(drift_client)
+    auction_subscriber = AuctionSubscriber(auction_subscriber_config)
+
+    slot_subscriber = SlotSubscriber(drift_client)
+
+    jit_proxy_client = JitProxyClient(
+        drift_client,
+        # JIT program ID
+        Pubkey.from_string("J1TnP8zvVxbtF5KFp5xRmWuvG9McnhzmBd9XGfCyuxFP"),
+    )
+
+    jitter_sniper = JitterSniper(
+        drift_client, slot_subscriber, auction_subscriber, jit_proxy_client
+    )
+
+    jit_params = JitParams(
+        bid=-1_000_000,
+        ask=1_010_000,
+        min_position=0,
+        max_position=2,
+        price_type=PriceType.Oracle(),
+        sub_account_id=None,
+    )
+
+    jitter_sniper.update_spot_params(1, jit_params)
+    jitter_sniper.update_perp_params(1, jit_params)
+
+    print(f"Added JitParams: {jit_params} to JitterSniper")
+
+    await jitter_sniper.subscribe()
+
+    print("Subscribed to JitterSniper successfully!")
+
+    # quick & dirty way to keep event loop open
+    try:
+        while True:
+            await asyncio.sleep(3600)
+    except asyncio.CancelledError:
+        pass
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

python/sdk/jit_proxy/__init__.py

@@ -0,0 +1 @@
+__version__ = "0.1.0"