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frank/more vat improvements #194

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Jul 25, 2024
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13 changes: 10 additions & 3 deletions src/driftpy/market_map/market_map.py
Original file line number Diff line number Diff line change
Expand Up @@ -103,7 +103,7 @@ def clear(self):
def get_last_dump_filepath(self) -> str:
return f"{market_type_to_string(self.market_type)}_{self.latest_slot}.pkl"

async def dump(self):
async def pre_dump(self) -> dict[str, bytes]:
try:
filters = []
if is_variant(self.market_type, "Perp"):
Expand Down Expand Up @@ -142,13 +142,20 @@ async def dump(self):
raw_bytes = base64.b64decode(market["account"]["data"][0])
raw[str(pubkey)] = raw_bytes

return raw

except Exception as e:
print(f"error in marketmap pre-dump: {e}")

def dump(self, raw: dict[str, bytes], filename: Optional[str] = None):
try:
markets = []
for pubkey, market in raw.items():
markets.append(PickledData(pubkey=pubkey, data=compress(market)))
filename = (
path = filename or (
f"{market_type_to_string(self.market_type)}_{self.latest_slot}.pkl"
)
with open(filename, "wb") as f:
with open(path, "wb") as f:
pickle.dump(markets, f)

except Exception as e:
Expand Down
84 changes: 67 additions & 17 deletions src/driftpy/pickle/vat.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import asyncio
import pickle
import os
from dataclasses import dataclass
Expand All @@ -15,7 +16,7 @@ def __init__(
self,
drift_client: DriftClient,
users: UserMap,
user_stats: Optional[UserStatsMap],
user_stats: UserStatsMap,
spot_markets: MarketMap,
perp_markets: MarketMap,
):
Expand All @@ -28,18 +29,37 @@ def __init__(
self.perp_oracles = {}
self.spot_oracles = {}

async def pickle(self):
await self.users.sync()
self.users.dump()
async def pickle(self, file_prefix: Optional[str] = None) -> dict[str, str]:
users_sync = asyncio.create_task(self.users.sync())
user_stats_sync = asyncio.create_task(self.user_stats.sync())
spot_markets_pre_dump = asyncio.create_task(self.spot_markets.pre_dump())
perp_markets_pre_dump = asyncio.create_task(self.perp_markets.pre_dump())
register_oracle_slot = asyncio.create_task(self.register_oracle_slot())

await asyncio.gather(
users_sync,
user_stats_sync,
spot_markets_pre_dump,
perp_markets_pre_dump,
register_oracle_slot,
)

spot_market_raw = spot_markets_pre_dump.result()
perp_market_raw = perp_markets_pre_dump.result()

filenames = self.get_filenames(file_prefix)

self.users.dump(filenames["users"])

if self.user_stats is not None:
await self.user_stats.sync()
self.user_stats.dump()
self.user_stats.dump(filenames["userstats"])

await self.spot_markets.dump()
await self.perp_markets.dump()
self.spot_markets.dump(spot_market_raw, filenames["spot_markets"])

await self.dump_oracles()
self.perp_markets.dump(perp_market_raw, filenames["perp_markets"])

self.dump_oracles(filenames["spot_oracles"], filenames["perp_oracles"])

return filenames

async def unpickle(
self,
Expand All @@ -56,8 +76,7 @@ async def unpickle(
self.perp_markets.clear()

await self.users.load(users_filename)
if self.user_stats is not None:
await self.user_stats.load(user_stats_filename)
await self.user_stats.load(user_stats_filename)
await self.spot_markets.load(spot_markets_filename)
await self.perp_markets.load(perp_markets_filename)

Expand All @@ -67,7 +86,12 @@ async def unpickle(
self.spot_markets, self.perp_markets, self.spot_oracles, self.perp_oracles
)

async def dump_oracles(self):
async def register_oracle_slot(self):
self.last_oracle_slot = (await self.drift_client.connection.get_slot()).value

def dump_oracles(
self, spot_filepath: Optional[str] = None, perp_filepath: Optional[str] = None
):
perp_oracles = []
for market in self.drift_client.get_perp_market_accounts():
oracle_price_data = self.drift_client.get_oracle_price_data_for_perp_market(
Expand All @@ -86,12 +110,12 @@ async def dump_oracles(self):
PickledData(pubkey=market.market_index, data=oracle_price_data)
)

self.last_oracle_slot = (await self.drift_client.connection.get_slot()).value

with open(f"perporacles_{self.last_oracle_slot}.pkl", "wb") as f:
perp_path = perp_filepath or f"perporacles_{self.last_oracle_slot}.pkl"
with open(perp_path, "wb") as f:
pickle.dump(perp_oracles, f)

with open(f"spotoracles_{self.last_oracle_slot}.pkl", "wb") as f:
spot_path = spot_filepath or f"spotoracles_{self.last_oracle_slot}.pkl"
with open(spot_path, "wb") as f:
pickle.dump(spot_oracles, f)

def load_oracles(
Expand Down Expand Up @@ -121,3 +145,29 @@ def load_oracles(
) # oracle.pubkey is actually a market index
else:
raise FileNotFoundError(f"File {spot_filename} not found")

def get_filenames(self, prefix: Optional[str]) -> dict[str, str]:
filenames = {}

usermap_slot = self.users.get_slot()
userstats_slot = self.user_stats.latest_slot
spot_markets_slot = self.spot_markets.latest_slot
perp_markets_slot = self.perp_markets.latest_slot
oracle_slot = self.last_oracle_slot

if prefix:
filenames["users"] = f"{prefix}usermap_{usermap_slot}.pkl"
filenames["userstats"] = f"{prefix}userstats_{userstats_slot}.pkl"
filenames["spot_markets"] = f"{prefix}spot_{spot_markets_slot}.pkl"
filenames["perp_markets"] = f"{prefix}perp_{perp_markets_slot}.pkl"
filenames["spot_oracles"] = f"{prefix}spotoracles_{oracle_slot}.pkl"
filenames["perp_oracles"] = f"{prefix}perporacles_{oracle_slot}.pkl"
else:
filenames["users"] = f"usermap_{usermap_slot}.pkl"
filenames["userstats"] = f"userstats_{userstats_slot}.pkl"
filenames["spot_markets"] = f"spot_{spot_markets_slot}.pkl"
filenames["perp_markets"] = f"perp_{perp_markets_slot}.pkl"
filenames["spot_oracles"] = f"spotoracles_{oracle_slot}.pkl"
filenames["perp_oracles"] = f"perporacles_{oracle_slot}.pkl"

return filenames
4 changes: 2 additions & 2 deletions src/driftpy/user_map/user_map.py
Original file line number Diff line number Diff line change
Expand Up @@ -249,6 +249,6 @@ def dump(self, filename: Optional[str] = None):
for pubkey, user in self.raw.items():
users.append(PickledData(pubkey=pubkey, data=compress(user)))
self.last_dumped_slot = self.get_slot()
filename = filename or f"usermap_{self.last_dumped_slot}.pkl"
with open(filename, "wb") as f:
path = filename or f"usermap_{self.last_dumped_slot}.pkl"
with open(path, "wb") as f:
pickle.dump(users, f, pickle.HIGHEST_PROTOCOL)
6 changes: 3 additions & 3 deletions src/driftpy/user_map/userstats_map.py
Original file line number Diff line number Diff line change
Expand Up @@ -266,13 +266,13 @@ async def load(self, filename: Optional[str] = None):
Pubkey.from_string(str(user_stat.pubkey)), DataAndSlot(slot, data)
)

def dump(self):
def dump(self, filename: Optional[str] = None):
user_stats = []
for _pubkey, user_stat in self.raw.items():
decoded: UserStatsAccount = decode_user_stat(user_stat)
auth = decoded.authority
user_stats.append(PickledData(pubkey=auth, data=compress(user_stat)))
self.last_dumped_slot = self.latest_slot
filename = f"userstats_{self.last_dumped_slot}.pkl"
with open(filename, "wb") as f:
path = filename or f"userstats_{self.last_dumped_slot}.pkl"
with open(path, "wb") as f:
pickle.dump(user_stats, f, pickle.HIGHEST_PROTOCOL)
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