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feat: Add Raydium AMM V4 support and middleware system

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- Add Raydium AMM V4 trading protocol support
- Implement instruction middleware system for dynamic processing
- Refactor trade executors to support middleware parameters
- Add fee calculation and slippage protection mechanisms
- Maintain backward compatibility with optional middleware
This commit is contained in:
ysq
2025-08-19 18:07:21 +08:00
parent 4b74d3cfb4
commit d27a44735a
23 changed files with 1534 additions and 168 deletions
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src/trading/core/parallel.rs
+29 -9
View File
@@ -6,11 +6,14 @@ use tokio::task::JoinHandle;
use crate::{
common::PriorityFee,
swqos::{SwqosType, SwqosClient, TradeType},
trading::core::timer::TradeTimer,
trading::common::{
build_rpc_transaction, build_sell_tip_transaction_with_priority_fee,
build_sell_transaction, build_tip_transaction_with_priority_fee,
swqos::{SwqosClient, SwqosType, TradeType},
trading::{
common::{
build_rpc_transaction, build_sell_tip_transaction_with_priority_fee,
build_sell_transaction, build_tip_transaction_with_priority_fee,
},
core::timer::TradeTimer,
MiddlewareManager,
},
};
@@ -24,6 +27,9 @@ pub async fn parallel_execute_with_tips(
recent_blockhash: Hash,
data_size_limit: u32,
trade_type: TradeType,
middleware_manager: Option<Arc<MiddlewareManager>>,
protocol_name: String,
is_buy: bool,
) -> Result<()> {
let cores = core_affinity::get_core_ids().unwrap();
let mut handles: Vec<JoinHandle<Result<()>>> = vec![];
@@ -35,10 +41,14 @@ pub async fn parallel_execute_with_tips(
let mut priority_fee = priority_fee.clone();
let core_id = cores[i % cores.len()];
let middleware_manager = middleware_manager.clone();
let protocol_name = protocol_name.clone();
let handle = tokio::spawn(async move {
core_affinity::set_for_current(core_id);
let mut timer = TradeTimer::new(format!("构建交易指令: {:?}", swqos_client.get_swqos_type()));
let mut timer =
TradeTimer::new(format!("构建交易指令: {:?}", swqos_client.get_swqos_type()));
let transaction = if matches!(trade_type, TradeType::Sell)
&& swqos_client.get_swqos_type() == SwqosType::Default
@@ -49,6 +59,9 @@ pub async fn parallel_execute_with_tips(
instructions,
lookup_table_key,
recent_blockhash,
middleware_manager,
protocol_name,
is_buy,
)
.await?
} else if matches!(trade_type, TradeType::Sell)
@@ -63,6 +76,9 @@ pub async fn parallel_execute_with_tips(
&tip_account,
lookup_table_key,
recent_blockhash,
middleware_manager,
protocol_name,
is_buy,
)
.await?
} else if swqos_client.get_swqos_type() == SwqosType::Default {
@@ -73,6 +89,9 @@ pub async fn parallel_execute_with_tips(
lookup_table_key,
recent_blockhash,
data_size_limit,
middleware_manager,
protocol_name,
is_buy,
)
.await?
} else {
@@ -88,15 +107,16 @@ pub async fn parallel_execute_with_tips(
lookup_table_key,
recent_blockhash,
data_size_limit,
middleware_manager,
protocol_name,
is_buy,
)
.await?
};
timer.stage(format!("提交交易指令: {:?}", swqos_client.get_swqos_type()));
swqos_client
.send_transaction(trade_type, &transaction)
.await?;
swqos_client.send_transaction(trade_type, &transaction).await?;
timer.finish();
Ok::<(), anyhow::Error>(())