ts: add seenOrders to jitter to avoid queuing 2 of the same orders

drift-labs · Jan 24, 2024 · fd7cb35 · fd7cb35
1 parent 64e874b
commit fd7cb35
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Showing 3 changed files with 22 additions and 11 deletions.
diff --git a/ts/sdk/src/jitter/baseJitter.ts b/ts/sdk/src/jitter/baseJitter.ts
@@ -44,6 +44,7 @@ export abstract class BaseJitter {
 	perpParams = new Map<number, JitParams>();
 	spotParams = new Map<number, JitParams>();
 
+	seenOrders = new Set<string>();
 	onGoingAuctions = new Map<string, Promise<void>>();
 
 	userFilter: UserFilter;
@@ -107,6 +108,11 @@ export abstract class BaseJitter {
 						order.orderId
 					);
 
+					if (this.seenOrders.has(orderSignature)) {
+						continue;
+					}
+					this.seenOrders.add(orderSignature);
+
 					if (this.onGoingAuctions.has(orderSignature)) {
 						continue;
 					}
@@ -175,6 +181,11 @@ export abstract class BaseJitter {
 		throw new Error('Not implemented');
 	}
 
+	deleteOnGoingAuction(orderSignature: string): void {
+		this.onGoingAuctions.delete(orderSignature);
+		this.seenOrders.delete(orderSignature);
+	}
+
 	getOrderSignatures(takerKey: string, orderId: number): string {
 		return `${takerKey}-${orderId}`;
 	}

diff --git a/ts/sdk/src/jitter/jitterShotgun.ts b/ts/sdk/src/jitter/jitterShotgun.ts
@@ -57,7 +57,7 @@ export class JitterShotgun extends BaseJitter {
 			while (i < 10) {
 				const params = this.perpParams.get(order.marketIndex);
 				if (!params) {
-					this.onGoingAuctions.delete(orderSignature);
+					this.deleteOnGoingAuction(orderSignature);
 					return;
 				}
 
@@ -90,7 +90,7 @@ export class JitterShotgun extends BaseJitter {
 
 					console.log(`Filled ${orderSignature} txSig ${txSig}`);
 					await sleep(10000);
-					this.onGoingAuctions.delete(orderSignature);
+					this.deleteOnGoingAuction(orderSignature);
 					return;
 				} catch (e) {
 					console.error(`Failed to fill ${orderSignature}`);
@@ -102,15 +102,15 @@ export class JitterShotgun extends BaseJitter {
 						console.log('Oracle invalid, retrying');
 					} else {
 						await sleep(10000);
-						this.onGoingAuctions.delete(orderSignature);
+						this.deleteOnGoingAuction(orderSignature);
 						return;
 					}
 				}
 				await sleep(200);
 				i++;
 			}
 
-			this.onGoingAuctions.delete(orderSignature);
+			this.deleteOnGoingAuction(orderSignature);
 		};
 	}
 }

diff --git a/ts/sdk/src/jitter/jitterSniper.ts b/ts/sdk/src/jitter/jitterSniper.ts
@@ -65,7 +65,7 @@ export class JitterSniper extends BaseJitter {
 		return async () => {
 			const params = this.perpParams.get(order.marketIndex);
 			if (!params) {
-				this.onGoingAuctions.delete(orderSignature);
+				this.deleteOnGoingAuction(orderSignature);
 				return;
 			}
 
@@ -100,7 +100,7 @@ export class JitterSniper extends BaseJitter {
 								order.marketType
 							)}-${order.marketIndex}) too much`
 						);
-						this.onGoingAuctions.delete(orderSignature);
+						this.deleteOnGoingAuction(orderSignature);
 						return;
 					}
 				} else if (
@@ -113,7 +113,7 @@ export class JitterSniper extends BaseJitter {
 								order.marketType
 							)}-${order.marketIndex}) too much`
 						);
-						this.onGoingAuctions.delete(orderSignature);
+						this.deleteOnGoingAuction(orderSignature);
 						return;
 					}
 				}
@@ -152,7 +152,7 @@ export class JitterSniper extends BaseJitter {
 			).then(async ({ slot, updatedDetails }) => {
 				if (slot === -1) {
 					console.log('Auction expired without crossing');
-					this.onGoingAuctions.delete(orderSignature);
+					this.deleteOnGoingAuction(orderSignature);
 					return;
 				}
 
@@ -209,7 +209,7 @@ export class JitterSniper extends BaseJitter {
 
 						console.log(`Filled ${orderSignature} txSig ${txSig}`);
 						await sleep(3000);
-						this.onGoingAuctions.delete(orderSignature);
+						this.deleteOnGoingAuction(orderSignature);
 						return;
 					} catch (e) {
 						console.error(`Failed to fill ${orderSignature}`);
@@ -221,15 +221,15 @@ export class JitterSniper extends BaseJitter {
 							console.log('Oracle invalid');
 						} else {
 							await sleep(3000);
-							this.onGoingAuctions.delete(orderSignature);
+							this.deleteOnGoingAuction(orderSignature);
 							return;
 						}
 					}
 					await sleep(200);
 					i++;
 				}
 			});
-			this.onGoingAuctions.delete(orderSignature);
+			this.deleteOnGoingAuction(orderSignature);
 		};
 	}