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honor grouping and depth in get l2

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This commit is contained in:
wphan
2023-05-31 22:54:34 -07:00
parent a92935f253
commit 0ec7d800f5
3 changed files with 17 additions and 7 deletions
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2
package.json
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@@ -5,7 +5,7 @@
"main": "lib/index.js", "main": "lib/index.js",
"license": "Apache-2.0", "license": "Apache-2.0",
"dependencies": { "dependencies": {
"@drift-labs/sdk": "2.31.0-beta.4", "@drift-labs/sdk": "2.31.0-beta.5",
"@opentelemetry/api": "^1.1.0", "@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1", "@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0", "@opentelemetry/exporter-prometheus": "^0.31.0",

14
src/index.ts
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@@ -906,10 +906,17 @@ const main = async () => {
const isSpot = isVariant(normedMarketType, 'spot'); const isSpot = isVariant(normedMarketType, 'spot');
let adjustedDepth = depth ?? '10';
if (grouping !== undefined) {
// If grouping is also supplied, we want the entire book depth.
// we will apply depth after grouping
adjustedDepth = '-1';
}
const l2 = dlobSubscriber.getL2({ const l2 = dlobSubscriber.getL2({
marketIndex: normedMarketIndex, marketIndex: normedMarketIndex,
marketType: normedMarketType, marketType: normedMarketType,
depth: depth ? parseInt(depth as string) : 10, depth: parseInt(adjustedDepth as string),
includeVamm: `${includeVamm}`.toLowerCase() === 'true', includeVamm: `${includeVamm}`.toLowerCase() === 'true',
fallbackL2Generators: isSpot fallbackL2Generators: isSpot
? [ ? [
@@ -922,6 +929,7 @@ const main = async () => {
}); });
if (grouping) { if (grouping) {
const finalDepth = depth ? parseInt(depth as string) : 10;
if (isNaN(parseInt(grouping as string))) { if (isNaN(parseInt(grouping as string))) {
res res
.status(400) .status(400)
@@ -930,7 +938,9 @@ const main = async () => {
} }
const groupingBN = new BN(parseInt(grouping as string)); const groupingBN = new BN(parseInt(grouping as string));
res.writeHead(200); res.writeHead(200);
res.end(JSON.stringify(l2WithBNToStrings(groupL2(l2, groupingBN)))); res.end(
JSON.stringify(l2WithBNToStrings(groupL2(l2, groupingBN, finalDepth)))
);
} else { } else {
// make the BNs into strings // make the BNs into strings
res.writeHead(200); res.writeHead(200);

8
yarn.lock
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@@ -80,10 +80,10 @@
enabled "2.0.x" enabled "2.0.x"
kuler "^2.0.0" kuler "^2.0.0"
"@drift-labs/sdk@2.31.0-beta.4": "@drift-labs/sdk@2.31.0-beta.5":
version "2.31.0-beta.4" version "2.31.0-beta.5"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.31.0-beta.4.tgz#e03d7dc40078f9ccf63cb3899ea07994ef7a2b74" resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.31.0-beta.5.tgz#d95092a5e3e689c2a05e95012cc93b86892f8285"
integrity sha512-3tiNn6LTyUENNu+7TjLJvbPlWXDohRsONYAQOC4DVljXk8jUVFo0tLTyKXkZe9EJsMS+TE3WikIgf9jYJIGHjg== integrity sha512-WP1DAgo4gb03tMBUl3ApyeUxmctcLQuzGMjDhER5fPR+HbEi01P7s6bAwdrGlqINdlnqNm2uutxh3Re5VAkCqg==
dependencies: dependencies:
"@coral-xyz/anchor" "0.26.0" "@coral-xyz/anchor" "0.26.0"
"@ellipsis-labs/phoenix-sdk" "^1.4.2" "@ellipsis-labs/phoenix-sdk" "^1.4.2"