Trade logging

js/spl/create_users.js

@@ -31,7 +31,7 @@ async function storeUser(uid, kp) {
 
 async function main() {
     var users = []
-    for (var x = 0; x < 100; x++) {
+    for (var x = 0; x < 20; x++) {
         kp = anchor.web3.Keypair.generate()
         users.push({
             'pubkey': kp.publicKey.toString(),

js/spl/market_wsol_usdc_1.json

@@ -1,10 +1,10 @@
 {
     "tokenMint1": "So11111111111111111111111111111111111111112",
     "tokenMint2": "Gh9ZwEmdLJ8DscKNTkTqPbNwLNNBjuSzaG9Vp2KGtKJr",
-    "market": "BJohpKc6fsNp3zMNFdXFg5wLzn8qo9JF2szioM2RPixZ",
-    "marketState": "BhjDgYQuZbq4oaW7Qvw8aqyZidhKNE5uDp9486wZTCdk",
-    "orders": "5L2tXwNgFPXvgM733q2oKnp6K3aJMaeP8AVJdYd3ZjUL",
-    "tradeLog": "Toqjg81bPznQEUdDoMnfixxy9UmE4hX2rDSGepBSY8P",
-    "settle1": "7bHiNpWtzKCDWCAPYCnyiBM8RtyUXRma6kFrxXv9sKjR",
-    "settle2": "J79Xw1CURSBJcXr2aMXPkLouXJWVZfUBNv72AdVzvv96"
+    "market": "HmGNL7Gnww1c7n7MgpHAA1CvERxxiFid9mtXrnGa47nz",
+    "marketState": "HGe36WbsrNUUaLhxtM8ovC74e6JEtTBi9oeAgmhmq13",
+    "orders": "HEwL543Kfs5UCeZmgArVtDrLUxJABNGR17VcMDmoM34h",
+    "tradeLog": "8rfAFi5ZdY5zM6R5VwpK1YRCXpgJ3AJxPfbivhZtMK8s",
+    "settle1": "GN8T4rU8waYpF3anyouWH6QVbRZh5PdpTU3ubxhDzL8a",
+    "settle2": "74TmswUNDgg5nx7Uv4JHvezmB4vXUnS9FfQQrof9VTTz"
 }

js/spl/orders1.js

@@ -234,7 +234,8 @@ async function main() {
         var userWallet = importSecretKey(user.secret)
         var userToken1 = await associatedTokenAddress(userWallet.publicKey, tokenMint1)
         var userToken2 = await associatedTokenAddress(userWallet.publicKey, tokenMint2)
-        console.log(await limitOrder('bid', userWallet, resultData1, 1 * (10**9), 15 * (10**6)))
+        //console.log(await limitOrder('bid', userWallet, resultData1, 1 * (10**9), 15 * (10**6)))
+        console.log(await limitOrder('ask', userWallet, resultData1, 1 * (10**9), 15 * (10**6)))
         var res = await aquadex.account.tradeResult.fetch(resultData1.publicKey)
         console.log(formatOrder(res))
 

js/spl/show_trade_log.js

@@ -0,0 +1,148 @@
+const { Buffer } = require('buffer')
+const { DateTime } = require("luxon")
+const { v4: uuidv4, parse: uuidparse, stringify: uuidstringify } = require('uuid')
+const { PublicKey, Keypair, SystemProgram, SYSVAR_RENT_PUBKEY } = require('@solana/web3.js')
+const { TOKEN_PROGRAM_ID } = require('@solana/spl-token')
+const { promisify } = require('util')
+const exec = promisify(require('child_process').exec)
+const fs = require('fs').promises
+const base32 = require("base32.js")
+const anchor = require('@project-serum/anchor')
+const lo = require('buffer-layout')
+const bigintConv = require('bigint-conversion')
+
+const provider = anchor.AnchorProvider.env()
+//const provider = anchor.Provider.local()
+anchor.setProvider(provider)
+
+const aquadex = anchor.workspace.AquaDex
+const aquadexPK = aquadex.programId
+
+function showData(spec) {
+    var r = {}
+    for (var i in spec) {
+        if (typeof spec[i] === 'object' && spec[i].constructor.name === 'Object') {
+            r[i] = showData(spec[i])
+        } else if (typeof spec[i].toString !== 'undefined') {
+            r[i] = spec[i].toString()
+        }
+    }
+    return r
+}
+
+function encodeOrderId(orderIdBuf) {
+    const enc = new base32.Encoder({ type: "crockford", lc: true })
+    var zflist = orderIdBuf.toJSON().data
+    var zflen = 16 - zflist.length
+    if (zflen > 0) {
+        zfprefix = Array(zflen).fill(0)
+        zflist = zfprefix.concat(zflist)
+    }
+    zflist.reverse()
+    return enc.write(new Uint8Array(zflist)).finalize()
+}
+
+function decodeTradeLogVec(pageTableEntry, pages) {
+    const headerSize = pageTableEntry['header_size']
+    const offsetSize = pageTableEntry['offset_size']
+    const stLogEntry = lo.struct([
+        lo.blob(16, 'event_type'),
+        lo.nu64('action_id'),
+        lo.nu64('trade_id'),
+        lo.blob(16, 'maker_order_id'),
+        lo.u8('maker_filled'),
+        lo.blob(32, 'maker'),
+        lo.blob(32, 'taker'),
+        lo.u8('taker_side'),
+        lo.nu64('amount'),
+        lo.nu64('price'),
+        lo.ns64('ts'),
+    ])
+    const instPerPage = Math.floor((16384 - (headerSize + offsetSize)) / stLogEntry.span)
+    const stSlabVec = lo.struct([
+        lo.blob(offsetSize),
+        lo.nu64('trade_count'),
+        lo.nu64('entry_max'),
+        lo.seq(stLogEntry, instPerPage, 'logs'),
+    ])
+    var totalPages = Math.floor(pageTableEntry['alloc_items'] / instPerPage)
+    if ((pageTableEntry['alloc_items'] % instPerPage) !== 0) {
+        totalPages = totalPages + 1
+    }
+    var vecPages = []
+    for (var p = 0; p < totalPages; p++) {
+        var pidx = pageTableEntry['alloc_pages'][p]
+        vecPages.push(pages[pidx])
+    }
+    var logSpec = {
+        'logs': [],
+    }
+    for (var i = 0; i < vecPages.length; i++) {
+        var res = stSlabVec.decode(vecPages[i])
+        if (i === 0) {
+            logSpec['trade_count'] = res['trade_count']
+            logSpec['entry_max'] = res['entry_max']
+        }
+        for (var logIdx = 0; logIdx < res['logs'].length; logIdx++) {
+            var item = res['logs'][logIdx]
+            if (item['trade_id'] === 0) {
+                continue
+            }
+            item['event_type'] = (new anchor.BN(item['event_type'])).toString()
+            item['maker_order_id'] = encodeOrderId(item['maker_order_id'])
+            item['maker'] = new PublicKey(item['maker']).toString()
+            item['taker'] = new PublicKey(item['taker']).toString()
+            logSpec['logs'].push(item)
+            if (logSpec['logs'].length === pageTableEntry['alloc_items']) {
+                i = vecPages.length
+                break
+            }
+        }
+    }
+    logSpec.logs.reverse()
+    return logSpec
+}
+
+function decodeTradeLog(data) {
+    const stTypedPage = lo.struct([
+        lo.nu64('header_size'),
+        lo.nu64('offset_size'),
+        lo.nu64('alloc_items'),
+        lo.seq(lo.u16('page_index'), 128, 'alloc_pages'), // TYPE_MAX_PAGES
+    ]);
+    const stSlabAlloc = lo.struct([
+        lo.u16('top_unused_page'),
+        lo.seq(stTypedPage, 16, 'type_page'), // TYPE_MAX
+        lo.seq(lo.blob(16384), 4, 'pages'), // PAGE_SIZE
+    ]);
+    var res = stSlabAlloc.decode(data)
+    //console.log(JSON.stringify(res['type_page']))
+    var logVec = res['type_page'][0]
+    var vecData = decodeTradeLogVec(logVec, res['pages'])
+    console.log('Trade Log Vec:')
+    console.log(vecData)
+
+    //console.log(res)
+    //var pageTableHeaderLen = 130
+    //var pageSize = 16384
+}
+
+async function main() {
+    var ndjs
+    var market = process.argv[2]
+    try {
+        ndjs = await fs.readFile(market)
+    } catch (error) {
+        console.error('File Error: ', error)
+    }
+    const mktData = JSON.parse(ndjs.toString())
+    const tradeLogPK = new PublicKey(mktData.tradeLog)
+    const tradeLog = await provider.connection.getAccountInfo(tradeLogPK)
+    //console.log(orderBook.data)
+    decodeTradeLog(tradeLog.data)
+}
+
+console.log('Begin')
+main().then(() => console.log('Success')).catch(error => {
+    console.log(error)
+})