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feat: pub-sub for dexalot
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@KanievskyiDanylo
KanievskyiDanylo committed Dec 18, 2024
1 parent f80c288 commit 43ae44a
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Showing 4 changed files with 245 additions and 197 deletions.
6 changes: 2 additions & 4 deletions src/dex/dexalot/constants.ts
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Original file line number Diff line number Diff line change
@@ -1,14 +1,12 @@
import BigNumber from 'bignumber.js';

export const DEXALOT_PRICES_CACHES_TTL_S = 3;

export const DEXALOT_PAIRS_CACHES_TTL_S = 21 * 60; // 21 mins
export const DEXALOT_PRICES_CACHES_TTL_S = 5;

export const DEXALOT_TOKENS_CACHES_TTL_S = 21 * 60; // 21 mins

export const DEXALOT_BLACKLIST_CACHES_TTL_S = 180 * 60; // 3 hours

export const DEXALOT_API_PRICES_POLLING_INTERVAL_MS = 1000;
export const DEXALOT_API_PRICES_POLLING_INTERVAL_MS = 2000;

export const DEXALOT_API_PAIRS_POLLING_INTERVAL_MS = 1000 * 60 * 10; // 10 mins

Expand Down
207 changes: 24 additions & 183 deletions src/dex/dexalot/dexalot.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -28,13 +28,10 @@ import {
ClobSide,
DexalotData,
PairData,
PairDataMap,
PriceDataMap,
DexalotRfqError,
DexalotAPIParameters,
RFQResponse,
RFQResponseError,
TokenAddrDataMap,
TokenDataMap,
} from './types';
import {
Expand All @@ -52,15 +49,10 @@ import {
DEXALOT_API_PRICES_POLLING_INTERVAL_MS,
DEXALOT_PRICES_CACHES_TTL_S,
DEXALOT_GAS_COST,
DEXALOT_PAIRS_CACHES_TTL_S,
DEXALOT_API_PAIRS_POLLING_INTERVAL_MS,
DEXALOT_TOKENS_CACHES_TTL_S,
DEXALOT_API_BLACKLIST_POLLING_INTERVAL_MS,
DEXALOT_RATE_LIMITED_TTL_S,
DEXALOT_MIN_SLIPPAGE_FACTOR_THRESHOLD_FOR_RESTRICTION,
DEXALOT_RESTRICTED_CACHE_KEY,
DEXALOT_RESTRICT_TTL_S,
DEXALOT_RATELIMIT_CACHE_VALUE,
DEXALOT_BLACKLIST_CACHES_TTL_S,
DEXALOT_FIRM_QUOTE_TIMEOUT_MS,
} from './constants';
Expand Down Expand Up @@ -130,7 +122,6 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
pricesReqParams: this.getAPIReqParams('api/rfq/prices', 'GET'),
blacklistReqParams: this.getAPIReqParams('api/rfq/blacklist', 'GET'),
pairsCacheKey: this.pairsCacheKey,
pairsCacheTTLSecs: DEXALOT_PAIRS_CACHES_TTL_S,
pricesCacheKey: this.pricesCacheKey,
pricesCacheTTLSecs: DEXALOT_PRICES_CACHES_TTL_S,
tokensAddrCacheKey: this.tokensAddrCacheKey,
Expand All @@ -144,10 +135,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
}

async initializePricing(blockNumber: number): Promise<void> {
if (!this.dexHelper.config.isSlave) {
this.rateFetcher.start();
}

this.rateFetcher.start();
return;
}

Expand All @@ -169,7 +157,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
return null;
}

const cachedTokens = (await this.getCachedTokens()) || {};
const cachedTokens = (await this.rateFetcher.getCachedTokens()) || {};
if (
!(normalizedSrcToken.address in cachedTokens) ||
!(normalizedDestToken.address in cachedTokens)
Expand All @@ -180,7 +168,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
normalizedDestToken.symbol =
cachedTokens[normalizedDestToken.address].symbol;

const cachedPairs = (await this.getCachedPairs()) || {};
const cachedPairs = (await this.rateFetcher.getCachedPairs()) || {};

const potentialPairs = [
{
Expand Down Expand Up @@ -228,7 +216,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
return [];
}

const tokensAddr = (await this.getCachedTokensAddr()) || {};
const tokensAddr = (await this.rateFetcher.getCachedTokensAddr()) || {};

return [
this.getIdentifier(
Expand All @@ -238,62 +226,6 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
];
}

async getCachedPairs(): Promise<PairDataMap | null> {
const cachedPairs = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.pairsCacheKey,
);

if (cachedPairs) {
return JSON.parse(cachedPairs) as PairDataMap;
}

return null;
}

async getCachedPrices(): Promise<PriceDataMap | null> {
const cachedPrices = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.pricesCacheKey,
);

if (cachedPrices) {
return JSON.parse(cachedPrices) as PriceDataMap;
}

return null;
}

async getCachedTokensAddr(): Promise<TokenAddrDataMap | null> {
const cachedTokensAddr = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.tokensAddrCacheKey,
);

if (cachedTokensAddr) {
return JSON.parse(cachedTokensAddr) as TokenAddrDataMap;
}

return null;
}

async getCachedTokens(): Promise<TokenDataMap | null> {
const cachedTokens = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.tokensCacheKey,
);

if (cachedTokens) {
return JSON.parse(cachedTokens) as TokenDataMap;
}

return null;
}

normalizeAddress(address: string): string {
return address.toLowerCase() === ETHER_ADDRESS
? NULL_ADDRESS
Expand Down Expand Up @@ -439,7 +371,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
const normalizedSrcToken = this.normalizeToken(srcToken);
const normalizedDestToken = this.normalizeToken(destToken);

this.tokensMap = (await this.getCachedTokens()) || {};
this.tokensMap = (await this.rateFetcher.getCachedTokens()) || {};
if (normalizedSrcToken.address === normalizedDestToken.address) {
return null;
}
Expand All @@ -456,7 +388,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
: await this.getPoolIdentifiers(srcToken, destToken, side, blockNumber);

pools = await Promise.all(
pools.map(async p => !(await this.isRestrictedPool(p))),
pools.map(async p => !(await this.rateFetcher.isRestrictedPool(p))),
).then(res => pools.filter((_v, i) => res[i]));
if (pools.length === 0) {
return null;
Expand All @@ -470,12 +402,12 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
return null;
}

const priceMap = await this.getCachedPrices();
const priceMap = await this.rateFetcher.getCachedPrices();
if (!priceMap) {
return null;
}

const tokensAddr = (await this.getCachedTokensAddr()) || {};
const tokensAddr = (await this.rateFetcher.getCachedTokensAddr()) || {};
const pairKey = `${pairData.base}/${pairData.quote}`.toLowerCase();
if (
!(pairKey in priceMap) ||
Expand Down Expand Up @@ -558,7 +490,7 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
side: SwapSide,
options: PreprocessTransactionOptions,
): Promise<[OptimalSwapExchange<DexalotData>, ExchangeTxInfo]> {
if (await this.isBlacklisted(options.txOrigin)) {
if (await this.rateFetcher.isBlacklisted(options.txOrigin)) {
this.logger.warn(
`${this.dexKey}-${this.network}: blacklisted TX Origin address '${options.txOrigin}' trying to build a transaction. Bailing...`,
);
Expand Down Expand Up @@ -728,9 +660,12 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
this.logger.warn(
`${this.dexKey}-${this.network}: Encountered rate limited user=${options.userAddress}. Adding to local rate limit cache`,
);
await this.setRateLimited(options.userAddress, errorData.RetryAfter);
await this.rateFetcher.setRateLimited(
options.userAddress,
errorData.RetryAfter,
);
} else {
await this.setBlacklist(options.userAddress);
await this.rateFetcher.setBlacklist(options.userAddress);
this.logger.error(
`${this.dexKey}-${this.network}: Failed to fetch RFQ for ${swapIdentifier}: ${errorData.Reason}`,
);
Expand All @@ -751,7 +686,9 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
`${this.dexKey}-${this.network}: protocol is restricted for pools ${poolIdentifiers} due to swap: ${swapIdentifier}`,
);
await Promise.all(
poolIdentifiers.map(async p => await this.restrictPool(p)),
poolIdentifiers.map(
async p => await this.rateFetcher.restrictPool(p),
),
);
}
}
Expand Down Expand Up @@ -837,106 +774,6 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
};
}

getRestrictedPoolKey(poolIdentifier: string): string {
return `${DEXALOT_RESTRICTED_CACHE_KEY}-${poolIdentifier}`;
}

async restrictPool(
poolIdentifier: string,
ttl: number = DEXALOT_RESTRICT_TTL_S,
): Promise<boolean> {
await this.dexHelper.cache.setex(
this.dexKey,
this.network,
this.getRestrictedPoolKey(poolIdentifier),
ttl,
'true',
);
return true;
}

async isRestrictedPool(poolIdentifier: string): Promise<boolean> {
const result = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.getRestrictedPoolKey(poolIdentifier),
);

return result === 'true';
}

async setBlacklist(
txOrigin: Address,
ttl: number = DEXALOT_BLACKLIST_CACHES_TTL_S,
): Promise<boolean> {
const cachedBlacklist = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.blacklistCacheKey,
);

let blacklist: string[] = [];
if (cachedBlacklist) {
blacklist = JSON.parse(cachedBlacklist);
}

blacklist.push(txOrigin.toLowerCase());

this.dexHelper.cache.setex(
this.dexKey,
this.network,
this.blacklistCacheKey,
ttl,
JSON.stringify(blacklist),
);

return true;
}

async isBlacklisted(txOrigin: Address): Promise<boolean> {
const cachedBlacklist = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.blacklistCacheKey,
);

if (cachedBlacklist) {
const blacklist = JSON.parse(cachedBlacklist) as string[];
return blacklist.includes(txOrigin.toLowerCase());
}

// To not show pricing for rate limited users
if (await this.isRateLimited(txOrigin)) {
return true;
}

return false;
}

getRateLimitedKey(address: Address) {
return `rate_limited_${address}`.toLowerCase();
}

async isRateLimited(txOrigin: Address): Promise<boolean> {
const result = await this.dexHelper.cache.get(
this.dexKey,
this.network,
this.getRateLimitedKey(txOrigin),
);
return result === DEXALOT_RATELIMIT_CACHE_VALUE;
}

async setRateLimited(txOrigin: Address, ttl = DEXALOT_RATE_LIMITED_TTL_S) {
await this.dexHelper.cache.setex(
this.dexKey,
this.network,
this.getRateLimitedKey(txOrigin),
ttl,
DEXALOT_RATELIMIT_CACHE_VALUE,
);
return true;
}

async getSimpleParam(
srcToken: string,
destToken: string,
Expand Down Expand Up @@ -1037,9 +874,9 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
limit: number,
): Promise<PoolLiquidity[]> {
const normalizedTokenAddress = this.normalizeAddress(tokenAddress);
const pairs = (await this.getCachedPairs()) || {};
this.tokensMap = (await this.getCachedTokens()) || {};
const tokensAddr = (await this.getCachedTokensAddr()) || {};
const pairs = (await this.rateFetcher.getCachedPairs()) || {};
this.tokensMap = (await this.rateFetcher.getCachedTokens()) || {};
const tokensAddr = (await this.rateFetcher.getCachedTokensAddr()) || {};
const token = this.getTokenFromAddress(normalizedTokenAddress);
if (!token) {
return [];
Expand Down Expand Up @@ -1104,4 +941,8 @@ export class Dexalot extends SimpleExchange implements IDex<DexalotData> {
this.rateFetcher.stop();
}
}

async isBlacklisted(userAddress: string): Promise<boolean> {
return this.rateFetcher.isBlacklisted(userAddress);
}
}
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