add helius method to PriorityFeeSubscriber (#832)

* add helius method to PriorityFeeSubscriber

* eagerly convert PubicKey to string

* use helius from connection obj, or optional rpc url

* lints

sdk/src/priorityFee/averageOverSlotsStrategy.ts

@@ -1,7 +1,8 @@
+import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
 import { PriorityFeeStrategy } from './types';
 
 export class AverageOverSlotsStrategy implements PriorityFeeStrategy {
-	calculate(samples: { slot: number; prioritizationFee: number }[]): number {
+	calculate(samples: SolanaPriorityFeeResponse[]): number {
 		if (samples.length === 0) {
 			return 0;
 		}

sdk/src/priorityFee/averageStrategy.ts

@@ -1,7 +1,8 @@
+import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
 import { PriorityFeeStrategy } from './types';
 
 export class AverageStrategy implements PriorityFeeStrategy {
-	calculate(samples: { slot: number; prioritizationFee: number }[]): number {
+	calculate(samples: SolanaPriorityFeeResponse[]): number {
 		return (
 			samples.reduce((a, b) => {
 				return a + b.prioritizationFee;

sdk/src/priorityFee/ewmaStrategy.ts

@@ -1,3 +1,4 @@
+import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
 import { PriorityFeeStrategy } from './types';
 
 class EwmaStrategy implements PriorityFeeStrategy {
@@ -11,7 +12,7 @@ class EwmaStrategy implements PriorityFeeStrategy {
 	}
 
 	// samples provided in desc slot order
-	calculate(samples: { slot: number; prioritizationFee: number }[]): number {
+	calculate(samples: SolanaPriorityFeeResponse[]): number {
 		if (samples.length === 0) {
 			return 0;
 		}

sdk/src/priorityFee/heliusPriorityFeeMethod.ts

@@ -0,0 +1,51 @@
+import fetch from 'node-fetch';
+
+export enum HeliusPriorityLevel {
+	MIN = 'min', // 25th percentile
+	LOW = 'low', // 25th percentile
+	MEDIUM = 'medium', // 50th percentile
+	HIGH = 'high', // 75th percentile
+	VERY_HIGH = 'veryHigh', // 95th percentile
+	UNSAFE_MAX = 'unsafeMax', // 100th percentile
+}
+
+export type HeliusPriorityFeeLevels = {
+	[key in HeliusPriorityLevel]: number;
+};
+
+export type HeliusPriorityFeeResponse = {
+	jsonrpc: string;
+	result: {
+		priorityFeeEstimate?: number;
+		priorityFeeLevels?: HeliusPriorityFeeLevels;
+	};
+	id: string;
+};
+
+/// Fetches the priority fee from the Helius API
+/// https://docs.helius.dev/solana-rpc-nodes/alpha-priority-fee-api
+export async function fetchHeliusPriorityFee(
+	heliusRpcUrl: string,
+	lookbackDistance: number,
+	addresses: string[]
+): Promise<HeliusPriorityFeeResponse> {
+	const response = await fetch(heliusRpcUrl, {
+		method: 'POST',
+		headers: { 'Content-Type': 'application/json' },
+		body: JSON.stringify({
+			jsonrpc: '2.0',
+			id: '1',
+			method: 'getPriorityFeeEstimate',
+			params: [
+				{
+					accountKeys: addresses,
+					options: {
+						includeAllPriorityFeeLevels: true,
+						lookbackSlots: lookbackDistance,
+					},
+				},
+			],
+		}),
+	});
+	return await response.json();
+}

sdk/src/priorityFee/index.ts

@@ -4,4 +4,6 @@ export * from './ewmaStrategy';
 export * from './maxOverSlotsStrategy';
 export * from './maxStrategy';
 export * from './priorityFeeSubscriber';
+export * from './solanaPriorityFeeMethod';
+export * from './heliusPriorityFeeMethod';
 export * from './types';

sdk/src/priorityFee/maxOverSlotsStrategy.ts

@@ -1,7 +1,8 @@
+import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
 import { PriorityFeeStrategy } from './types';
 
 export class MaxOverSlotsStrategy implements PriorityFeeStrategy {
-	calculate(samples: { slot: number; prioritizationFee: number }[]): number {
+	calculate(samples: SolanaPriorityFeeResponse[]): number {
 		if (samples.length === 0) {
 			return 0;
 		}

sdk/src/priorityFee/priorityFeeSubscriber.ts

@@ -1,17 +1,31 @@
-import { Connection, PublicKey } from '@solana/web3.js';
-import { PriorityFeeStrategy } from './types';
+import { Connection } from '@solana/web3.js';
+import {
+	PriorityFeeMethod,
+	PriorityFeeStrategy,
+	PriorityFeeSubscriberConfig,
+} from './types';
 import { AverageOverSlotsStrategy } from './averageOverSlotsStrategy';
 import { MaxOverSlotsStrategy } from './maxOverSlotsStrategy';
+import { fetchSolanaPriorityFee } from './solanaPriorityFeeMethod';
+import {
+	HeliusPriorityFeeLevels,
+	HeliusPriorityLevel,
+	fetchHeliusPriorityFee,
+} from './heliusPriorityFeeMethod';
 
 export class PriorityFeeSubscriber {
 	connection: Connection;
 	frequencyMs: number;
-	addresses: PublicKey[];
+	addresses: string[];
 	customStrategy?: PriorityFeeStrategy;
 	averageStrategy = new AverageOverSlotsStrategy();
 	maxStrategy = new MaxOverSlotsStrategy();
+	priorityFeeMethod = PriorityFeeMethod.SOLANA;
 	lookbackDistance: number;
 
+	heliusRpcUrl?: string;
+	lastHeliusSample?: HeliusPriorityFeeLevels;
+
 	intervalId?: ReturnType<typeof setTimeout>;
 
 	latestPriorityFee = 0;
@@ -20,76 +34,112 @@ export class PriorityFeeSubscriber {
 	lastMaxStrategyResult = 0;
 	lastSlotSeen = 0;
 
-	/**
-	 * @param props
-	 * customStrategy : strategy to return the priority fee to use based on recent samples. defaults to AVERAGE.
-	 */
-	public constructor({
-		connection,
-		frequencyMs,
-		addresses,
-		customStrategy,
-		slotsToCheck = 10,
-	}: {
-		connection: Connection;
-		frequencyMs: number;
-		addresses: PublicKey[];
-		customStrategy?: PriorityFeeStrategy;
-		slotsToCheck?: number;
-	}) {
-		this.connection = connection;
-		this.frequencyMs = frequencyMs;
-		this.addresses = addresses;
-		if (!customStrategy) {
-			this.customStrategy = new AverageOverSlotsStrategy();
+	public constructor(config: PriorityFeeSubscriberConfig) {
+		this.connection = config.connection;
+		this.frequencyMs = config.frequencyMs;
+		this.addresses = config.addresses.map((address) => address.toBase58());
+		if (config.customStrategy) {
+			this.customStrategy = config.customStrategy;
 		} else {
-			this.customStrategy = customStrategy;
+			this.customStrategy = this.averageStrategy;
+		}
+		this.lookbackDistance = config.slotsToCheck ?? 50;
+		if (config.priorityFeeMethod) {
+			this.priorityFeeMethod = config.priorityFeeMethod;
+
+			if (this.priorityFeeMethod === PriorityFeeMethod.HELIUS) {
+				if (config.heliusRpcUrl === undefined) {
+					if (this.connection.rpcEndpoint.includes('helius')) {
+						this.heliusRpcUrl = this.connection.rpcEndpoint;
+					} else {
+						throw new Error(
+							'Connection must be helius, or heliusRpcUrl must be provided to use PriorityFeeMethod.HELIUS'
+						);
+					}
+				}
+			}
+		}
+
+		if (this.priorityFeeMethod === PriorityFeeMethod.SOLANA) {
+			if (this.connection === undefined) {
+				throw new Error(
+					'connection must be provided to use SOLANA priority fee API'
+				);
+			}
 		}
-		this.lookbackDistance = slotsToCheck;
 	}
 
 	public async subscribe(): Promise<void> {
 		if (this.intervalId) {
 			return;
 		}
 
+		await this.load();
 		this.intervalId = setInterval(this.load.bind(this), this.frequencyMs);
 	}
 
-	public async load(): Promise<void> {
-		try {
-			// @ts-ignore
-			const rpcJSONResponse: any = await this.connection._rpcRequest(
-				'getRecentPrioritizationFees',
-				[this.addresses]
-			);
+	private async loadForSolana(): Promise<void> {
+		const samples = await fetchSolanaPriorityFee(
+			this.connection!,
+			this.lookbackDistance,
+			this.addresses
+		);
+		this.latestPriorityFee = samples[0].prioritizationFee;
+		this.lastSlotSeen = samples[0].slot;
 
-			const results: { slot: number; prioritizationFee: number }[] =
-				rpcJSONResponse?.result;
+		this.lastAvgStrategyResult = this.averageStrategy.calculate(samples);
+		this.lastMaxStrategyResult = this.maxStrategy.calculate(samples);
+		if (this.customStrategy) {
+			this.lastCustomStrategyResult = this.customStrategy.calculate(samples);
+		}
+	}
 
-			if (!results.length) return;
+	private async loadForHelius(): Promise<void> {
+		const sample = await fetchHeliusPriorityFee(
+			this.heliusRpcUrl,
+			this.lookbackDistance,
+			this.addresses
+		);
+		this.lastHeliusSample = sample?.result?.priorityFeeLevels ?? undefined;
+	}
 
-			// # Sort and filter results based on the slot lookback setting
-			const descResults = results.sort((a, b) => b.slot - a.slot);
-			const mostRecentResult = descResults[0];
-			const cutoffSlot = mostRecentResult.slot - this.lookbackDistance;
+	public getHeliusPriorityFeeLevel(
+		level: HeliusPriorityLevel = HeliusPriorityLevel.MEDIUM
+	): number {
+		if (this.lastHeliusSample === undefined) {
+			return 0;
+		}
+		return this.lastHeliusSample[level];
+	}
 
-			const resultsToUse = descResults.filter(
-				(result) => result.slot >= cutoffSlot
-			);
+	public getCustomStrategyResult(): number {
+		return this.lastCustomStrategyResult;
+	}
 
-			// # Handle results
-			this.latestPriorityFee = mostRecentResult.prioritizationFee;
-			this.lastSlotSeen = mostRecentResult.slot;
+	public getAvgStrategyResult(): number {
+		return this.lastAvgStrategyResult;
+	}
 
-			this.lastAvgStrategyResult = this.averageStrategy.calculate(resultsToUse);
-			this.lastMaxStrategyResult = this.maxStrategy.calculate(resultsToUse);
-			if (this.customStrategy) {
-				this.lastCustomStrategyResult =
-					this.customStrategy.calculate(resultsToUse);
+	public getMaxStrategyResult(): number {
+		return this.lastMaxStrategyResult;
+	}
+
+	public async load(): Promise<void> {
+		try {
+			if (this.priorityFeeMethod === PriorityFeeMethod.SOLANA) {
+				await this.loadForSolana();
+			} else if (this.priorityFeeMethod === PriorityFeeMethod.HELIUS) {
+				await this.loadForHelius();
+			} else {
+				throw new Error(`${this.priorityFeeMethod} load not implemented`);
 			}
 		} catch (err) {
-			// It's possible to get here with "TypeError: failed to fetch"
+			const e = err as Error;
+			console.error(
+				`Error loading priority fee ${this.priorityFeeMethod}: ${e.message}\n${
+					e.stack ? e.stack : ''
+				}`
+			);
 			return;
 		}
 	}

sdk/src/priorityFee/solanaPriorityFeeMethod.ts

@@ -0,0 +1,28 @@
+import { Connection } from '@solana/web3.js';
+
+export type SolanaPriorityFeeResponse = {
+	slot: number;
+	prioritizationFee: number;
+};
+
+export async function fetchSolanaPriorityFee(
+	connection: Connection,
+	lookbackDistance: number,
+	addresses: string[]
+): Promise<SolanaPriorityFeeResponse[]> {
+	// @ts-ignore
+	const rpcJSONResponse: any = await connection._rpcRequest(
+		'getRecentPrioritizationFees',
+		[addresses]
+	);
+
+	const results: SolanaPriorityFeeResponse[] = rpcJSONResponse?.result;
+
+	if (!results.length) return;
+
+	// Sort and filter results based on the slot lookback setting
+	const descResults = results.sort((a, b) => b.slot - a.slot);
+	const cutoffSlot = descResults[0].slot - lookbackDistance;
+
+	return descResults.filter((result) => result.slot >= cutoffSlot);
+}

sdk/src/priorityFee/types.ts

@@ -1,5 +1,33 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { SolanaPriorityFeeResponse } from './solanaPriorityFeeMethod';
+import { HeliusPriorityFeeResponse } from './heliusPriorityFeeMethod';
+
 export interface PriorityFeeStrategy {
 	// calculate the priority fee for a given set of samples.
 	// expect samples to be sorted in descending order (by slot)
-	calculate(samples: { slot: number; prioritizationFee: number }[]): number;
+	calculate(
+		samples: SolanaPriorityFeeResponse[] | HeliusPriorityFeeResponse
+	): number;
 }
+
+export enum PriorityFeeMethod {
+	SOLANA = 'solana',
+	HELIUS = 'helius',
+}
+
+export type PriorityFeeSubscriberConfig = {
+	/// rpc connection, optional if using priorityFeeMethod.HELIUS
+	connection?: Connection;
+	/// frequency to make RPC calls to update priority fee samples, in milliseconds
+	frequencyMs: number;
+	/// addresses you plan to write lock, used to determine priority fees
+	addresses: PublicKey[];
+	/// custom strategy to calculate priority fees, defaults to AVERAGE
+	customStrategy?: PriorityFeeStrategy;
+	/// method for fetching priority fee samples
+	priorityFeeMethod?: PriorityFeeMethod;
+	/// lookback window to determine priority fees, in slots.
+	slotsToCheck?: number;
+	/// url for helius rpc, required if using priorityFeeMethod.HELIUS
+	heliusRpcUrl?: string;
+};

sdk/tests/tx/priorityFeeStrategy.ts

@@ -76,7 +76,7 @@ describe('PriorityFeeStrategy', () => {
 			{ slot: 1, prioritizationFee: 1000 },
 		];
 		const maxOverSlots = maxOverSlotsStrategy.calculate(samples);
-		expect(maxOverSlots).to.equal(832);
+		expect(maxOverSlots).to.equal(1000);
 	});
 
 	it('AverageOverSlotsStrategy should calculate the average prioritization fee over slots', () => {
@@ -90,6 +90,6 @@ describe('PriorityFeeStrategy', () => {
 			{ slot: 1, prioritizationFee: 1000 },
 		];
 		const averageOverSlots = averageOverSlotsStrategy.calculate(samples);
-		expect(averageOverSlots).to.equal(454.4);
+		expect(averageOverSlots).to.approximately(545.33333, 0.00001);
 	});
 });