feat: make limonade smart (#290)

* checkpoint

* go

* remove unncessary dep

* go

* go

* go

* go

* go

* timeout

* go

* go

* smart limonade

* improve description

* add error handling

* restore chagne

* hermes

* hermes

* added sample config

* clarify comment, make stalenessthreshold milliseconds

* add price band

* go

* add publish time

* only update if more recent price

* evaluate staleness in isOffMarket

* remove double negative

* add interval

* improve hermes timeout:

* refactor hermes timeout

* add readme

scripts/limonade/README.md

@@ -14,3 +14,9 @@ npm run limonade -- \
 --api-key <API_KEY_FOR_LIMO_PROFILE> \
 --rpc-endpoint <RPC_URL>
 ```
+
+## Using Hermes prices
+
+Limonade can use Hermes prices to only submit opportunities that are likely to be executed against (because their implied price is close to the current market price of the pair). This is done with the optional `--price-config` argument that takes in the path to a `price-config.yaml` with the assets whose prices you want subscribe to.
+
+Please see `price-config.sample.yaml` for a sample config. The `id` field corresponds to the [Pyth Price Feed Id](https://www.pyth.network/developers/price-feed-ids) of the asset and the `mint` is simply the SPL mint of the token.

scripts/limonade/package.json

@@ -1,6 +1,6 @@
 {
   "name": "limonade",
-  "version": "0.2.4",
+  "version": "0.3.0",
   "description": "This script is used to submit new opportunities fetched from the limo program to the express relay.",
   "main": "index.js",
   "scripts": {
@@ -16,17 +16,20 @@
   "devDependencies": {
     "@types/node": "catalog:",
     "@types/yargs": "catalog:",
-    "typescript": "catalog:",
-    "jest": "catalog:"
+    "jest": "catalog:",
+    "typescript": "catalog:"
   },
   "dependencies": {
     "@coral-xyz/anchor": "catalog:",
     "@coral-xyz/anchor-cli": "catalog:",
     "@kamino-finance/limo-sdk": "catalog:",
     "@pythnetwork/express-relay-js": "workspace:*",
+    "@pythnetwork/hermes-client": "^1.2.0",
+    "@solana/spl-token": "^0.4.9",
     "@solana/web3.js": "catalog:",
     "axios": "^1.7.3",
     "bs58": "^6.0.0",
+    "yaml": "^2.6.1",
     "yargs": "catalog:"
   }
 }

scripts/limonade/price-config.sample.yaml

@@ -0,0 +1,6 @@
+- alias: SOL
+  mint: So11111111111111111111111111111111111111112
+  id: ef0d8b6fda2ceba41da15d4095d1da392a0d2f8ed0c6c7bc0f4cfac8c280b56d
+- alias: USDC
+  mint: EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v
+  id: eaa020c61cc479712813461ce153894a96a6c00b21ed0cfc2798d1f9a9e9c94a