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new trades publisher

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This commit is contained in:
Nour Alharithi
2023-11-16 10:54:50 -08:00
parent c53f5d6672
commit 16197130d3
6 changed files with 289 additions and 24 deletions
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13
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -9,10 +9,11 @@ import {
MainnetSpotMarkets,
MarketType,
groupL2,
isVariant,
} from '@drift-labs/sdk';
import { getOracleForMarket, l2WithBNToStrings } from '../utils/utils';
import { RedisClient } from '../utils/redisClient';
import { driftEnv } from '../wsPublish';
import { driftEnv } from '../publishers/dlobPublisher';
type wsMarketL2Args = {
marketIndex: number;
@@ -82,6 +83,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const grouping = l2Args.grouping;
const { marketName, ...l2FuncArgs } = l2Args;
const l2 = this.getL2(l2FuncArgs);
const marketType = isVariant(l2Args.marketType, 'perp') ? 'perp' : 'spot';
let l2Formatted: any;
if (grouping) {
const groupingBN = new BN(grouping);
@@ -101,14 +103,17 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
this.lastSeenL2Formatted
.get(l2Args.marketType)
?.set(l2Args.marketIndex, JSON.stringify(l2Formatted));
l2Formatted['marketName'] = marketName;
l2Formatted['marketType'] = l2Args.marketType;
l2Formatted['marketName'] = marketName?.toUpperCase();
l2Formatted['marketType'] = marketType?.toLowerCase();
l2Formatted['marketIndex'] = l2Args.marketIndex;
l2Formatted['oracle'] = getOracleForMarket(
this.driftClient,
l2Args.marketType,
l2Args.marketIndex
);
this.redisClient.client.publish(marketName, JSON.stringify(l2Formatted));
this.redisClient.client.publish(
`orderbook_${marketType}_${l2Args.marketIndex}`,
JSON.stringify(l2Formatted)
);
}
}