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feat: real time filtering

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Filip Dunder
2024-04-19 12:09:56 +02:00
parent 7186467d10
commit da9512b8bb
9 changed files with 110 additions and 46 deletions
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67
bot.ts
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@ -47,6 +47,9 @@ export interface BotConfig {
sellSlippage: number;
priceCheckInterval: number;
priceCheckDuration: number;
filterCheckInterval: number;
filterCheckDuration: number;
consecutiveMatchCount: number;
}
export class Bot {
@ -121,21 +124,21 @@ export class Bot {
}
try {
const shouldBuy = await this.poolFilters.execute(poolState);
const [market, mintAta] = await Promise.all([
this.marketStorage.get(poolState.marketId.toString()),
getAssociatedTokenAddress(poolState.baseMint, this.config.wallet.publicKey),
]);
const poolKeys: LiquidityPoolKeysV4 = createPoolKeys(accountId, poolState, market);
if (!shouldBuy) {
logger.debug({ mint: poolState.baseMint.toString() }, `Skipping buy because pool doesn't match filters`);
const match = await this.filterMatch(poolKeys);
if (!match) {
logger.trace({ mint: poolKeys.baseMint.toString() }, `Skipping buy because pool doesn't match filters`);
return;
}
for (let i = 0; i < this.config.maxBuyRetries; i++) {
try {
const [market, mintAta] = await Promise.all([
this.marketStorage.get(poolState.marketId.toString()),
getAssociatedTokenAddress(poolState.baseMint, this.config.wallet.publicKey),
]);
const poolKeys: LiquidityPoolKeysV4 = createPoolKeys(accountId, poolState, market);
logger.info(
{ mint: poolState.baseMint.toString() },
`Send buy transaction attempt: ${i + 1}/${this.config.maxBuyRetries}`,
@ -214,13 +217,13 @@ export class Bot {
await sleep(this.config.autoSellDelay);
}
const market = await this.marketStorage.get(poolData.state.marketId.toString());
const poolKeys: LiquidityPoolKeysV4 = createPoolKeys(new PublicKey(poolData.id), poolData.state, market);
await this.priceMatch(tokenAmountIn, poolKeys);
for (let i = 0; i < this.config.maxSellRetries; i++) {
try {
const market = await this.marketStorage.get(poolData.state.marketId.toString());
const poolKeys: LiquidityPoolKeysV4 = createPoolKeys(new PublicKey(poolData.id), poolData.state, market);
await this.priceMatch(tokenAmountIn, poolKeys);
logger.info(
{ mint: rawAccount.mint },
`Send sell transaction attempt: ${i + 1}/${this.config.maxSellRetries}`,
@ -342,6 +345,42 @@ export class Bot {
return this.txExecutor.executeAndConfirm(transaction, wallet, latestBlockhash);
}
private async filterMatch(poolKeys: LiquidityPoolKeysV4) {
if (this.config.filterCheckInterval === 0 || this.config.filterCheckDuration === 0) {
return;
}
const timesToCheck = this.config.filterCheckDuration / this.config.filterCheckInterval;
let timesChecked = 0;
let matchCount = 0;
do {
try {
const shouldBuy = await this.poolFilters.execute(poolKeys);
if (shouldBuy) {
matchCount++;
if (this.config.consecutiveMatchCount <= matchCount) {
logger.debug(
{ mint: poolKeys.baseMint.toString() },
`Filter match ${matchCount}/${this.config.consecutiveMatchCount}`,
);
return true;
}
} else {
matchCount = 0;
}
await sleep(this.config.filterCheckInterval);
} finally {
timesChecked++;
}
} while (timesChecked < timesToCheck);
return false;
}
private async priceMatch(amountIn: TokenAmount, poolKeys: LiquidityPoolKeysV4) {
if (this.config.priceCheckDuration === 0 || this.config.priceCheckInterval === 0) {
return;