Merge pull request #75 from drift-labs/arb-bot

protoype bot

jitMaker.config.yaml

@@ -6,7 +6,7 @@ global:
   endpoint: 
   # custom websocket endpoint to use (if null will be determined from rpc endpoint)
   wsEndpoint:
-  resubTimeoutMs: 30000 # timeout for resubscribing to websocket
+  resubTimeoutMs: 10000 # timeout for resubscribing to websocket
 
   # Private key to use to sign transactions.
   # will load from KEEPER_PRIVATE_KEY env var if null
@@ -52,7 +52,7 @@ enabledBots:
   # - liquidator
 
   # Example maker bot that participates in JIT auction (caution: you will probably lose money)
-  - jitMaker
+  # - jitMaker
 
   # Example maker bot that posts floating oracle orders
   # - floatingMaker
@@ -63,14 +63,23 @@ enabledBots:
   # settles negative PnLs for users (may want to run with runOnce: true)
   # - userPnlSettler
 
+  # uncross the book to capture an arb
+  - uncrossArb
+
 # below are bot configs
 botConfigs:
-  jitMaker:
-    botId: "jitMaker"
+  # jitMaker:
+  #   botId: "jitMaker"
+  #   dryRun: false
+  #   # below, ordering is important: match the subaccountIds to perpMarketindices.
+  #   # e.g. to MM perp markets 0, 1 both on subaccount 0, then subaccounts=[0,0], perpMarketIndicies=[0,1]
+  #   #      to MM perp market 0 on subaccount 0 and perp market 1 on subaccount 1, then subaccounts=[0, 1], perpMarketIndicies=[0, 1]
+  #   # also, make sure all subaccounts are loaded in the global config subaccounts above to avoid errors
+  #   subaccounts: [0] 
+  #   perpMarketIndicies: [0]
+
+  uncrossArb:
+    botId: "uncrossArb"
     dryRun: false
-    # below, ordering is important: match the subaccountIds to perpMarketindices.
-    # e.g. to MM perp markets 0, 1 both on subaccount 0, then subaccounts=[0,0], perpMarketIndicies=[0,1]
-    #      to MM perp market 0 on subaccount 0 and perp market 1 on subaccount 1, then subaccounts=[0, 1], perpMarketIndicies=[0, 1]
-    # also, make sure all subaccounts are loaded in the global config subaccounts above to avoid errors
-    subaccounts: [0] 
-    perpMarketIndicies: [0]
+    driftEnv: "mainnet-beta"
+

src/bots/filler.ts

@@ -1,3 +1,4 @@
+/* eslint-disable @typescript-eslint/no-non-null-assertion */
 import {
 	ReferrerInfo,
 	isOracleValid,
@@ -250,6 +251,7 @@ export class FillerBot implements Bot {
 		slotSubscriber: SlotSubscriber,
 		bulkAccountLoader: BulkAccountLoader | undefined,
 		driftClient: DriftClient,
+		userMap: UserMap | undefined,
 		eventSubscriber: EventSubscriber | undefined,
 		runtimeSpec: RuntimeSpec,
 		config: FillerConfig,
@@ -284,6 +286,7 @@ export class FillerBot implements Bot {
 		if (this.metricsPort) {
 			this.initializeMetrics();
 		}
+		this.userMap = userMap;
 
 		this.transactionVersion = config.transactionVersion ?? undefined;
 		logger.info(
@@ -522,12 +525,14 @@ export class FillerBot implements Bot {
 	public async init() {
 		logger.info(`${this.name} initing`);
 
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
-		await this.userMap.subscribe();
+		if (!this.userMap) {
+			this.userMap = new UserMap(
+				this.driftClient,
+				this.driftClient.userAccountSubscriptionConfig,
+				false
+			);
+			await this.userMap.subscribe();
+		}
 
 		this.userStatsMap = new UserStatsMap(
 			this.driftClient,

src/bots/fillerLite.ts

@@ -37,6 +37,7 @@ export class FillerLiteBot extends FillerBot {
 			undefined,
 			driftClient,
 			undefined,
+			undefined,
 			runtimeSpec,
 			config,
 			jitoSearcherClient,

src/bots/jitMaker.ts

@@ -90,6 +90,7 @@ export class JitMaker implements Bot {
 	constructor(
 		driftClient: DriftClient, // driftClient needs to have correct number of subaccounts listed
 		jitter: JitterSniper | JitterShotgun,
+		userMap: UserMap,
 		config: JitMakerConfig,
 		driftEnv: DriftEnv
 	) {
@@ -103,12 +104,8 @@ export class JitMaker implements Bot {
 		this.name = config.botId;
 		this.dryRun = config.dryRun;
 		this.driftEnv = driftEnv;
+		this.userMap = userMap;
 
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
 		this.slotSubscriber = new SlotSubscriber(this.driftClient.connection);
 		this.dlobSubscriber = new DLOBSubscriber({
 			dlobSource: this.userMap,
@@ -125,7 +122,6 @@ export class JitMaker implements Bot {
 		logger.info(`${this.name} initing`);
 
 		// do stuff that takes some time
-		await this.userMap.subscribe();
 		await this.slotSubscriber.subscribe();
 		await this.dlobSubscriber.subscribe();
 

src/bots/liquidator.ts

@@ -284,7 +284,7 @@ export class LiquidatorBot implements Bot {
 	private perpMarketToSubaccount: Map<number, number>;
 	private spotMarketToSubaccount: Map<number, number>;
 	private intervalIds: Array<NodeJS.Timer> = [];
-	private userMap?: UserMap;
+	private userMap: UserMap;
 	private deriskMutex = new Uint8Array(new SharedArrayBuffer(1));
 	private runtimeSpecs: RuntimeSpec;
 	private serumFulfillmentConfigMap: SerumFulfillmentConfigMap;
@@ -305,6 +305,7 @@ export class LiquidatorBot implements Bot {
 
 	constructor(
 		driftClient: DriftClient,
+		userMap: UserMap,
 		runtimeSpec: RuntimeSpec,
 		config: LiquidatorConfig,
 		defaultSubaccountId: number
@@ -317,6 +318,7 @@ export class LiquidatorBot implements Bot {
 		this.serumFulfillmentConfigMap = new SerumFulfillmentConfigMap(
 			this.driftClient
 		);
+		this.userMap = userMap;
 
 		this.metricsPort = config.metricsPort;
 		if (this.metricsPort) {
@@ -537,12 +539,6 @@ export class LiquidatorBot implements Bot {
 
 	public async init() {
 		logger.info(`${this.name} initing`);
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
-		await this.userMap.subscribe();
 
 		const config = initialize({ env: this.runtimeSpecs.driftEnv as DriftEnv });
 		for (const spotMarketConfig of config.SPOT_MARKETS) {
@@ -1249,7 +1245,6 @@ export class LiquidatorBot implements Bot {
 	 * attempts to close out any open positions on this account. It starts by cancelling any open orders
 	 */
 	private async derisk() {
-		console.log('wtfwtfwtf');
 		if (!this.acquireMutex()) {
 			return;
 		}

src/bots/makerBidAskTwapCrank.ts

@@ -1,7 +1,6 @@
 import {
 	DLOB,
 	DriftClient,
-	DriftEnv,
 	UserMap,
 	SlotSubscriber,
 	MarketType,
@@ -72,7 +71,7 @@ export class MakerBidAskTwapCrank implements Bot {
 	constructor(
 		driftClient: DriftClient,
 		slotSubscriber: SlotSubscriber,
-		driftEnv: DriftEnv,
+		userMap: UserMap,
 		config: BaseBotConfig,
 		runOnce: boolean
 	) {
@@ -81,20 +80,13 @@ export class MakerBidAskTwapCrank implements Bot {
 		this.dryRun = config.dryRun;
 		this.runOnce = runOnce;
 		this.driftClient = driftClient;
+		this.userMap = userMap;
 	}
 
 	public async init() {
 		logger.info(`${this.name} initing, runOnce: ${this.runOnce}`);
 		this.lookupTableAccount =
 			await this.driftClient.fetchMarketLookupTableAccount();
-
-		// initialize userMap instance
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
-		await this.userMap.subscribe();
 	}
 
 	public async reset() {

src/bots/spotFiller.ts

@@ -145,7 +145,7 @@ export class SpotFillerBot implements Bot {
 
 	private dlobSubscriber?: DLOBSubscriber;
 
-	private userMap?: UserMap;
+	private userMap: UserMap;
 	private userStatsMap?: UserStatsMap;
 
 	private serumFulfillmentConfigMap: SerumFulfillmentConfigMap;
@@ -189,6 +189,7 @@ export class SpotFillerBot implements Bot {
 		slotSubscriber: SlotSubscriber,
 		bulkAccountLoader: BulkAccountLoader | undefined,
 		driftClient: DriftClient,
+		userMap: UserMap,
 		eventSubscriber: EventSubscriber,
 		runtimeSpec: RuntimeSpec,
 		config: FillerConfig
@@ -203,6 +204,7 @@ export class SpotFillerBot implements Bot {
 		this.slotSubscriber = slotSubscriber;
 		this.driftClient = driftClient;
 		this.eventSubscriber = eventSubscriber;
+		this.userMap = userMap;
 		this.bulkAccountLoader = bulkAccountLoader;
 		if (this.bulkAccountLoader) {
 			this.userStatsMapSubscriptionConfig = {
@@ -386,13 +388,6 @@ export class SpotFillerBot implements Bot {
 
 		const initPromises: Array<Promise<any>> = [];
 
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
-		initPromises.push(this.userMap.subscribe());
-
 		this.userStatsMap = new UserStatsMap(
 			this.driftClient,
 			this.userStatsMapSubscriptionConfig

src/bots/trigger.ts

@@ -54,7 +54,7 @@ export class TriggerBot implements Bot {
 	private triggeringNodes = new Map<string, number>();
 	private periodicTaskMutex = new Mutex();
 	private intervalIds: Array<NodeJS.Timer> = [];
-	private userMap?: UserMap;
+	private userMap: UserMap;
 
 	private priorityFeeCalculator: PriorityFeeCalculator;
 
@@ -76,12 +76,14 @@ export class TriggerBot implements Bot {
 	constructor(
 		driftClient: DriftClient,
 		slotSubscriber: SlotSubscriber,
+		userMap: UserMap,
 		runtimeSpec: RuntimeSpec,
 		config: BaseBotConfig
 	) {
 		this.name = config.botId;
 		this.dryRun = config.dryRun;
 		this.driftClient = driftClient;
+		this.userMap = userMap;
 		this.runtimeSpec = runtimeSpec;
 		this.slotSubscriber = slotSubscriber;
 
@@ -157,12 +159,6 @@ export class TriggerBot implements Bot {
 
 	public async init() {
 		logger.info(`${this.name} initing`);
-		this.userMap = new UserMap(
-			this.driftClient,
-			this.driftClient.userAccountSubscriptionConfig,
-			false
-		);
-		await this.userMap.subscribe();
 
 		this.dlobSubscriber = new DLOBSubscriber({
 			dlobSource: this.userMap,