raydium

README

Raydium Provider

The Raydium provider fetches prices from the Raydium dex via JSON-RPC requests to Solana nodes.

How It Works

For each ticker (i.e. RAY/SOL), we query 4 accounts:

• BaseTokenVault
• QuoteTokenVault
• AMMInfo
• OpenOrders

To calculate the price, we need to get the base and quote token balances, subtract PNL feels, and add the value of open orders.

With the above values, we calculate the price by dividing quote / base and multiplying by the scaling factor.

Documentation

Index

• Constants
• Variables
• func NoRaydiumMetadataForTickerError(ticker string) error
• func SolanaJSONRPCError(err error) error
• type AMMTokenVaultMetadata
• type APIPriceFetcher
  • func NewAPIPriceFetcher(logger *zap.Logger, api config.APIConfig, apiMetrics metrics.APIMetrics) (*APIPriceFetcher, error)
  • func NewAPIPriceFetcherWithClient(logger *zap.Logger, api config.APIConfig, client SolanaJSONRPCClient) (*APIPriceFetcher, error)
  • func (pf *APIPriceFetcher) Fetch(ctx context.Context, tickers []oracletypes.ProviderTicker) oracletypes.PriceResponse
• type JSONRPCClient
  • func (c *JSONRPCClient) GetMultipleAccountsWithOpts(ctx context.Context, accounts []solana.PublicKey, ...) (*rpc.GetMultipleAccountsResult, error)
• type MultiJSONRPCClient
  • func (c *MultiJSONRPCClient) GetMultipleAccountsWithOpts(ctx context.Context, accounts []solana.PublicKey, ...) (*rpc.GetMultipleAccountsResult, error)
• type SolanaJSONRPCClient
  • func NewJSONRPCClient(api config.APIConfig, apiMetrics metrics.APIMetrics) (SolanaJSONRPCClient, error)
  • func NewMultiJSONRPCClient(logger *zap.Logger, api config.APIConfig, apiMetrics metrics.APIMetrics, ...) SolanaJSONRPCClient
  • func NewMultiJSONRPCClientFromEndpoints(logger *zap.Logger, api config.APIConfig, apiMetrics metrics.APIMetrics) (SolanaJSONRPCClient, error)
• type TickerMetadata
  • func (metadata TickerMetadata) ValidateBasic() error

Constants

const (
	// Name is the name of the Raydium API.
	Name = "raydium_api"

	// NormalizedTokenAmountExponent.
	NormalizedTokenAmountExponent = 18
)

Variables

var DefaultAPIConfig = config.APIConfig{
	Enabled:          true,
	Name:             Name,
	Timeout:          2 * time.Second,
	Interval:         500 * time.Millisecond,
	ReconnectTimeout: 2000 * time.Millisecond,
	MaxQueries:       10,
	Atomic:           false,
	BatchSize:        25,
	Endpoints: []config.Endpoint{
		{
			URL: "https://api.mainnet-beta.solana.com",
		},
	},
	MaxBlockHeightAge: 30 * time.Second,
}

DefaultAPIConfig is the default configuration for the Raydium API price fetcher.

Functions

func NoRaydiumMetadataForTickerError

func NoRaydiumMetadataForTickerError(ticker string) error

NoRaydiumMetadataForTickerError is returned when there is no metadata associated with a given ticker.

func SolanaJSONRPCError

func SolanaJSONRPCError(err error) error

SolanaJSONRPCError is returned when there is an error querying the solana JSON-RPC client.

Types

type AMMTokenVaultMetadata

type AMMTokenVaultMetadata struct {
	// QuoteTokenAddress is the base58 encoded address of the serum token corresponding
	// to this market's quote address
	TokenVaultAddress string `json:"token_vault_address"`

	// TokenDecimals is the number of decimals used for the token, we use this for
	// normalizing the balance of tokens at the designated vault address
	TokenDecimals uint64 `json:"token_decimals"`
}

AMMTokenVaultMetadata represents the metadata associated with a raydium AMM pool's token vault. Specifically, we require the token vault address and the token decimals for the token that the vault is associated with.

type APIPriceFetcher

type APIPriceFetcher struct {
	// contains filtered or unexported fields
}

APIPriceFetcher is responsible for interacting with the solana API and querying information about the price of a given currency pair.

func NewAPIPriceFetcher

func NewAPIPriceFetcher(
	logger *zap.Logger,
	api config.APIConfig,
	apiMetrics metrics.APIMetrics,
) (*APIPriceFetcher, error)

NewAPIPriceFetcher returns a new APIPriceFetcher. This method constructs the default solana JSON-RPC client in accordance with the config's URL param.

func NewAPIPriceFetcherWithClient

func NewAPIPriceFetcherWithClient(
	logger *zap.Logger,
	api config.APIConfig,
	client SolanaJSONRPCClient,
) (*APIPriceFetcher, error)

NewAPIPriceFetcherWithClient returns a new APIPriceFetcher. This method requires that the given market + config are valid, otherwise a nil implementation + an error will be returned.

func (*APIPriceFetcher) Fetch

func (pf *APIPriceFetcher) Fetch(
	ctx context.Context,
	tickers []oracletypes.ProviderTicker,
) oracletypes.PriceResponse

Fetch fetches prices from the solana JSON-RPC API for the given currency-pairs. Specifically for each currency-pair,

• Query the raydium API base (coin) / quote (pc) token vault addresses
• Normalize the token balances by 1e18
• Calculate the price as quote / base, and scale by ticker.Decimals

type JSONRPCClient

type JSONRPCClient struct {
	// contains filtered or unexported fields
}

JSONRPCClient is an implementation of the Solana JSON RPC client with additional functionality for metrics and logging.

func (*JSONRPCClient) GetMultipleAccountsWithOpts

func (c *JSONRPCClient) GetMultipleAccountsWithOpts(
	ctx context.Context,
	accounts []solana.PublicKey,
	opts *rpc.GetMultipleAccountsOpts,
) (*rpc.GetMultipleAccountsResult, error)

GetMultipleAccountsWithOpts is a wrapper around the solana-go GetMultipleAccountsWithOpts method.

type MultiJSONRPCClient

type MultiJSONRPCClient struct {
	// contains filtered or unexported fields
}

MultiJSONRPCClient is an implementation of the SolanaJSONRPCClient interface that delegates requests to multiple underlying clients, and aggregates over all provided responses.

func (*MultiJSONRPCClient) GetMultipleAccountsWithOpts

func (c *MultiJSONRPCClient) GetMultipleAccountsWithOpts(
	ctx context.Context,
	accounts []solana.PublicKey,
	opts *rpc.GetMultipleAccountsOpts,
) (*rpc.GetMultipleAccountsResult, error)

GetMultipleAccountsWithOpts delegates the request to all underlying clients and applies a filter to the responses.

type SolanaJSONRPCClient

type SolanaJSONRPCClient interface {
	GetMultipleAccountsWithOpts(
		ctx context.Context,
		accounts []solana.PublicKey,
		opts *rpc.GetMultipleAccountsOpts,
	) (out *rpc.GetMultipleAccountsResult, err error)
}

SolanaJSONRPCClient is the expected interface for a solana JSON-RPC client according to the APIPriceFetcher.

func NewJSONRPCClient

func NewJSONRPCClient(
	api config.APIConfig,
	apiMetrics metrics.APIMetrics,
) (SolanaJSONRPCClient, error)

NewJSONRPCClient returns a new JSONRPCClient.

func NewMultiJSONRPCClient

func NewMultiJSONRPCClient(
	logger *zap.Logger,
	api config.APIConfig,
	apiMetrics metrics.APIMetrics,
	clients []SolanaJSONRPCClient,
) SolanaJSONRPCClient

NewMultiJSONRPCClient returns a new MultiJSONRPCClient.

func NewMultiJSONRPCClientFromEndpoints

func NewMultiJSONRPCClientFromEndpoints(
	logger *zap.Logger,
	api config.APIConfig,
	apiMetrics metrics.APIMetrics,
) (SolanaJSONRPCClient, error)

NewMultiJSONRPCClientFromEndpoints creates a new MultiJSONRPCClient from a list of endpoints.

type TickerMetadata

type TickerMetadata struct {
	// BaseTokenVault is the metadata associated with the base token's token vault
	BaseTokenVault AMMTokenVaultMetadata `json:"base_token_vault"`

	// QuoteTokenVault is the metadata associated with the quote token's token vault
	QuoteTokenVault AMMTokenVaultMetadata `json:"quote_token_vault"`

	// AMMInfoAddress is the address of the AMMInfo account for this raydium pool
	AMMInfoAddress string `json:"amm_info_address"`

	// OpenOrdersAddress is the address of the open orders account for this raydium pool
	OpenOrdersAddress string `json:"open_orders_address"`
}

TickerMetadata represents the metadata associated with a ticker's corresponding raydium pool.

func (TickerMetadata) ValidateBasic

func (metadata TickerMetadata) ValidateBasic() error

ValidateBasic checks that the solana token vault addresses are valid.