Benchmark trade streams

.gitignore

@@ -1,3 +1,5 @@
+*.json
+*.env_private_key
 .idea
 # Logs
 logs

examples/benchmark_submit_tx/benchmark_submit_tx_trader_api.ts

@@ -0,0 +1,46 @@
+import { readFileSync } from "fs"
+import {
+    loadFromEnv,
+    MAINNET_API_VIRGINIA_WS,
+    MAINNET_API_NY_WS,
+    TESTNET_API_WS,
+    WsProvider, LOCAL_API_WS
+} from "../../bxsolana"
+import * as fs from "fs"
+import { Type as GetPerpTradesResponse } from "../../bxsolana/proto/messages/api/GetPerpTradesResponse"
+
+const config = loadFromEnv()
+
+const provider = new WsProvider(
+    config.authHeader,
+    config.privateKey.toString(),
+    MAINNET_API_NY_WS
+    // LOCAL_API_WS
+)
+
+await provider.connect()
+const filePath = 'bx_api_data.json';
+await fs.truncate(filePath, (err) => {
+    if (err) {
+        console.error('Error deleting old content:', err);
+    } else {
+        console.log('Old content deleted.');
+    }
+});
+
+const numberOfSeconds = parseInt(process.argv[2], 10);
+console.log("numberOfSeconds to check : " + numberOfSeconds);
+
+const req = await provider.submitTradeSwap({
+        ownerAddress: ownerAddress,
+        inToken: "USDT",
+        outToken: "SOL",
+        inAmount: 0.01,
+        slippage: 0.1,
+        project: "P_RAYDIUM",
+    },
+    "P_SUBMIT_ALL",
+    true)
+
+
+

examples/benchmark_submit_tx_helius.ts

@@ -0,0 +1,267 @@
+import { Connection, Keypair } from "@solana/web3.js"
+import base58 from "bs58"
+import { readFileSync } from "fs"
+import {
+    loadFromEnv,
+    MAINNET_API_NY_WS,
+    // MAINNET_API_UK_WS,
+    PostSubmitRequestEntry, PostSubmitResponse,
+    signTx,
+    signTxMessage,
+    WsProvider
+} from "../bxsolana"
+import { randomInt } from "crypto"
+
+const httpHeaders = { }
+const endpoint = 'https://proud-fabled-crater.solana-mainnet.quiknode.pro/e3bfb432b5b982fb3e296b8fd1ec3a2d91124d76/'
+// const endpoint = 'https://mainnet.competitor-rpc.com/?api-key=88e7c870-b0e3-4a59-b80f-8d78f01e5e4a'
+const connection = new Connection(
+    endpoint,
+    {httpHeaders});
+
+const config = loadFromEnv()
+
+const provider = new WsProvider(
+    config.authHeader,
+    config.privateKey.toString(),
+    MAINNET_API_NY_WS
+    // MAINNET_API_UK_WS,
+    // LOCAL_API_WS
+)
+
+type RequestPair = {
+    tPromise: Promise<PostSubmitResponse>;
+    hPromise: Promise<string>;
+    tBlockNumber: number;
+    hBlockNumber: number;
+    tSignature: string;
+    hSignature: string;
+};
+let blx_win = 0;
+let competitor_win = 0;
+let equal = 0;
+let total_diff = 0;
+const noOfComparisons = 100;
+const dataArray: { diff: number; trader_api_slot: number; competitor_slot: number; tSignature: string, hSignature: string}[] = [];
+console.log("connecting to trader api")
+await provider.connect()
+console.log("connected to trader api")
+function sleep(ms: number): Promise<void> {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+
+function getRandomNumber(): number {
+
+    const randomValue = Math.random();
+    const minValue = 1.00;
+    const maxValue = 2.00;
+    const randomInRange = minValue + (randomValue * (maxValue - minValue));
+    // console.log("randomInRange : ", randomInRange)
+    return randomInRange;
+}
+
+async function submitTx() {
+    const config = loadFromEnv()
+    const privateKey = Keypair.fromSecretKey(
+        base58.decode(config.privateKey.toString())
+    )
+    const requestPairs: RequestPair[] = []
+    const BONK = "DezXAZ8z7PnrnRJjz3wXBoRgixCa6xjnB7YaB1pPB263"
+    for (let i = 1; i <= noOfComparisons; i++) {
+        const rescompetitor = await provider.postTradeSwap({
+            ownerAddress: config.publicKey,
+            inToken: BONK,
+            outToken: "USDC",
+            inAmount: getRandomNumber(),
+            slippage: 30,
+            project: "P_RAYDIUM",
+        })
+
+        const resTraderAPI = await provider.postTradeSwap({
+            ownerAddress: config.publicKey,
+            inToken: BONK,
+            outToken: "USDC",
+            inAmount: getRandomNumber(),
+            slippage: 30,
+            project: "P_RAYDIUM",
+        })
+
+        const serializedTransactionsTraderAPI = resTraderAPI.transactions.map((tx) => signTxMessage(
+            tx,
+            privateKey,
+        ));
+
+
+        const serializedTransactions = rescompetitor.transactions.map((tx) => signTxMessage(
+            tx,
+            privateKey,
+        ));
+
+        const tx = serializedTransactionsTraderAPI.pop()
+        let txContent = "";
+        if (tx) {
+            txContent = tx.content;
+        }
+
+        const txH = serializedTransactions.pop()
+        let txHContent = "";
+        if (txH) {
+            txHContent = txH.content;
+        }
+        const hPromise = connection.sendEncodedTransaction(txHContent, {
+            preflightCommitment: 'processed',
+
+        });
+        const tPromise = provider.postSubmit({
+            transaction: {
+                content: txContent,
+                isCleanup: false,
+            },
+            skipPreFlight: true,
+        })
+        const newPair: RequestPair = {
+            tPromise,
+            hPromise,
+            hBlockNumber : 0,
+            tBlockNumber : 0,
+            tSignature: "",
+            hSignature: "",
+        };
+        requestPairs.push(newPair);
+        console.log("submitted tx to trader api and competitor : " + i)
+    } // for loop
+    const allResults = []
+    const wait = 60000
+    console.log("sleeping for ", wait , " millis ")
+    await sleep(wait);
+    let tSignature
+    for (const requestPair of requestPairs) {
+        console.log("waiting for tx from competitor")
+        let hSignature = ""
+        for (let i = 0; i < 10; i++) {
+            try {
+                hSignature = await requestPair.hPromise
+                break
+            } catch (e) {
+                await sleep(10000)
+                console.log(e)
+            }
+        }
+        let tSignature : PostSubmitResponse = {signature: ""}
+        for (let i = 0; i < 10; i++) {
+            try {
+                tSignature = await requestPair.tPromise
+                break
+            } catch (e) {
+                await sleep(10000)
+                console.log(e)
+            }
+        }
+        console.log("waiting for tx from trader api")
+        for (let i = 0; i < 10; i++) {
+            try {
+                await connection.confirmTransaction(hSignature)
+                break
+            } catch (e) {
+            await sleep(10000)
+            console.log(e)
+            }
+        }
+        for (let i = 0; i < 10; i++) {
+            try {
+                await connection.confirmTransaction(tSignature.signature)
+                break
+            } catch (e) {
+                await sleep(10000)
+                console.log(e)
+            }
+        }
+
+        allResults.push({
+            tResult: tSignature,
+            hResult: hSignature,
+            tSignature: tSignature.signature,
+            hSignature: hSignature,
+            tBlockNumber: requestPair.tBlockNumber,
+            hBlockNumber: requestPair.hBlockNumber
+        })
+    }
+
+
+    for (const res of allResults) {
+        const tBlockNumber = await getBlockNumber(res.tResult.signature)
+        if (tBlockNumber) {
+            if (tBlockNumber == -1) {
+                continue
+            }
+            res.tBlockNumber = tBlockNumber
+        }
+
+        const hBlockNumber = await getBlockNumber(res.hResult)
+        if (hBlockNumber) {
+            if (hBlockNumber == -1) {
+                continue
+            }
+
+            res.hBlockNumber = hBlockNumber
+        }
+
+        if (res.tBlockNumber < res.hBlockNumber) {
+            blx_win++
+        } else if (res.tBlockNumber > res.hBlockNumber) {
+            competitor_win++
+        } else {
+            equal++
+        }
+
+        total_diff += res.tBlockNumber - res.hBlockNumber
+
+        dataArray.push({
+            diff : res.tBlockNumber - res.hBlockNumber,
+            trader_api_slot: res.tBlockNumber,
+            competitor_slot: res.hBlockNumber,
+            tSignature: res.tSignature,
+            hSignature: res.hSignature,
+        })
+
+    }
+
+}
+
+async function getBlockNumber(signature: string) {
+    for (let i = 0; i < 2; i++) {
+        try {
+            const transactionInfo = await connection.getTransaction(signature, {
+                commitment: 'confirmed',
+            });
+
+            const blockNumber = transactionInfo?.slot;
+
+            if (blockNumber !== undefined) {
+                // console.log(`Transaction with signature ${signature} confirmed in block number ${blockNumber}`);
+            } else {
+                // console.log(`Transaction with signature ${signature} not found or not confirmed yet.`);
+            }
+
+            return blockNumber;
+        } catch (e) {
+            await sleep(10000)
+            console.log(e)
+        }
+    }
+
+    return -1
+}
+
+await submitTx()
+console.table(dataArray);
+console.log("endpoint : " + endpoint)
+console.log("blx_win : " + blx_win)
+console.log("blx_win % : " + blx_win * 100 / noOfComparisons)
+console.log("competitor_win : " + competitor_win)
+console.log("competitor_win % : " + competitor_win * 100 / noOfComparisons)
+console.log("equal : " + equal)
+console.log("equal % : " + equal * 100 / noOfComparisons)
+console.log("total_diff on avg(block distance): " + total_diff / noOfComparisons)
+console.log("numOfComparisons : " + noOfComparisons)
+process.exit(0);

examples/index.ts

@@ -57,6 +57,7 @@ const openOrdersAddress = "DwoXdF8kjt9RS6yPfpzp1yHBKtFMDpHQPCRgy1JhKgFt"
 const baseTokenWallet = config.publicKey
 const quoteTokenWallet = "4raJjCwLLqw8TciQXYruDEF4YhDkGwoEnwnAdwJSjcgv"
 
+
 const testOrder: PostOrderRequestV2 = {
     ownerAddress: ownerAddress,
     payerAddress: payerAddress,