Events
All market events are logged to the Solana blockchain for easy data indexing and trader convenience. Events are logged in instruction data via a recursive CPI to the Log instruction of the Phoenix program to ensure no logs are dropped.
By subscribing to all transactions that touch a given market, one can create a stream of all market events as they are confirmed by the blockchain. The current preferred method to fetch market events from the blockchain is to call the getSignaturesForAddress RPC method on the relevant market, then parse the inner instructions as events. Sample code to parse market events from transactions can be found in the Phoenix SDK.
Event Schema
/// Enum representing the different types of events that can be logged.
#[derive(Debug, Copy, Clone, BorshDeserialize, BorshSerialize)]
pub enum PhoenixMarketEvent {
Uninitialized,
/// Header consisting of metadata about a set of events.
Header {
header: AuditLogHeader,
},
/// Represents a single cross order matching a single resting limit order.
Fill {
/// Index of the event in the list of events.
index: u16,
/// The Pubkey of the maker whose order was filled.
maker_id: Pubkey,
/// The order sequence number of the order that was filled.
/// The leading bit of this field indicates the direction of the trade.
/// If the leading bit is a 1, the trade is a sell.
/// If it is 0, the trade is a buy.
order_sequence_number: u64,
/// The price of the fill, in ticks.
price_in_ticks: u64,
/// The amount filled, in base lots.
base_lots_filled: u64,
/// The amount left in the resting order, in base lots.
base_lots_remaining: u64,
},
/// Represents a single limit order being placed.
Place {
/// Index of the event in the list of events.
index: u16,
/// The order sequence number of the order that was placed.
order_sequence_number: u64,
/// The client order id.
client_order_id: u128,
/// The price of the fill, in ticks.
price_in_ticks: u64,
/// The amount placed, in base lots.
base_lots_placed: u64,
},
/// Represents a single limit order that was reduced or cancelled.
Reduce {
/// Index of the event in the list of events.
index: u16,
/// The order sequence number of the order that was reduced or cancelled.
order_sequence_number: u64,
/// The price of the order that was reduced or cancelled.
price_in_ticks: u64,
/// The amount reduced, in base lots.
base_lots_removed: u64,
/// The amount left in the resting order, in base lots.
/// This field will be 0 if the order was cancelled.
base_lots_remaining: u64,
},
/// Represents a single limit order that was evicted. The least aggressive
/// order in the book is evicted when a new order is placed that would
/// cause the book to exceed its capacity.
Evict {
/// Index of the event in the list of events.
index: u16,
/// The Pubkey of the maker whose order was evicted.
maker_id: Pubkey,
/// The order sequence number of the order that was evicted.
order_sequence_number: u64,
/// The price of the order that was evicted, in ticks.
price_in_ticks: u64,
/// The amount of the order that was evicted, in base lots.
base_lots_evicted: u64,
},
/// Represents the total amount filled for a cross order.
FillSummary {
/// Index of the event in the list of events.
index: u16,
/// The client order id.
client_order_id: u128,
/// The total amount filled, in base lots.
total_base_lots_filled: u64,
/// The total amount filled, in quote lots.
total_quote_lots_filled: u64,
/// The total amount of fees paid, in quote lots.
total_fee_in_quote_lots: u64,
},
/// Represents the total amount of fees claimed when the CollectFees instruction
/// is executed
Fee {
/// Index of the event in the list of events.
pub index: u16,
/// Total fees collected in quote lots.
pub fees_collected_in_quote_lots: u64,
}
/// Represents the expiration parameters of a limit order that is placed with
/// time-in-force parameters
TimeInForce {
/// Index of the event in the list of events.
pub index: u16,
/// The order sequence number of the order that was placed.
pub order_sequence_number: u64,
/// The last slot before the placed order expires. This is guaranteed
/// to be nonzero
pub last_valid_slot: u64,
/// The last unix timestamp in seconds before the placed order expires.
/// This is guaranteed be nonzero
pub last_valid_unix_timestamp_in_seconds: u64,
}
/// Represents a single limit order that was expired. An expired order is
/// removed from the book if the last_valid_slot is less than the current slot or
/// if the last_valid_unix_timestamp_in_seconds is less than the current unix
/// timestamp.
///
/// ExpiredOrders are emitted when a new order (Post, Limit, or IOC) crosses with
/// an expired order on the book. These expired orders are removed from the book
/// and their locked funds are freed for withdrawal.
ExpiredOrder {
/// Index of the event in the list of events.
index: u16,
/// The Pubkey of the maker whose order was expired.
maker_id: Pubkey,
/// The order sequence number of the order that was evicted.
order_sequence_number: u64,
/// The price of the order that was evicted, in ticks.
price_in_ticks: u64,
/// The amount of the order that was evicted, in base lots.
base_lots_evicted: u64,
},
}
/// Struct representing metadata about a set of events from a single
/// market instruction.
#[derive(Debug, Copy, Clone, BorshDeserialize, BorshSerialize)]
pub struct AuditLogHeader {
/// The enum number value of the instruction that generated this log.
pub instruction: u8,
/// The market sequence number at the time of the instruction.
pub market_sequence_number: u64,
/// The timestamp of the instruction.
pub timestamp: i64,
/// The slot of the instruction.
pub slot: u64,
/// The Pubkey of the market the log is for.
pub market: Pubkey,
/// The Pubkey of the account that generated the log.
pub signer: Pubkey,
/// The number of events in the log.
pub total_events: u16,
}Last updated