trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: handle case where TOB is empty for bids or asks for TOB checker

Browse Source
This commit is contained in:
Lukas deConantsesznak
2025-08-03 10:40:50 -06:00
parent 6caec8e8e1
commit 1c165dd11a
1 changed files with 76 additions and 76 deletions
Download Patch File Download Diff File Expand all files Collapse all files

152
src/publishers/dlobPublisher.ts
View File

@@ -720,90 +720,90 @@ const main = async () => {
const bestBidOrder = l3OrderBook.bids[0];
const bestAskOrder = l3OrderBook.asks[0];
if (bestBidOrder && bestAskOrder) {
// Create order ID strings using maker (user account) and orderId
const currentBidOrderId = `${bestBidOrder.maker.toBase58()}-${
bestBidOrder.orderId
}`;
const currentAskOrderId = `${bestAskOrder.maker.toBase58()}-${
bestAskOrder.orderId
}`;
// Track each side independently, even if one side is empty
const currentBidOrderId = bestBidOrder
? `${bestBidOrder.maker.toBase58()}-${bestBidOrder.orderId}`
: '';
const currentAskOrderId = bestAskOrder
? `${bestAskOrder.maker.toBase58()}-${bestAskOrder.orderId}`
: '';
const currentTobOrderIds = {
bidOrderId: currentBidOrderId,
askOrderId: currentAskOrderId,
};
const lastTobOrderId = lastTobOrderIds.get(marketIndex);
const lastUpdate = lastTobUpdateTimes.get(marketIndex);
const currentTobOrderIds = {
bidOrderId: currentBidOrderId,
askOrderId: currentAskOrderId,
};
const lastTobOrderId = lastTobOrderIds.get(marketIndex);
const lastUpdate = lastTobUpdateTimes.get(marketIndex);
// Check if TOB orders have changed (not just prices)
const tobChanged =
!lastTobOrderId ||
lastTobOrderId.bidOrderId !== currentTobOrderIds.bidOrderId ||
lastTobOrderId.askOrderId !== currentTobOrderIds.askOrderId;
// Check if TOB orders have changed on either side
const tobChanged =
!lastTobOrderId ||
lastTobOrderId.bidOrderId !== currentTobOrderIds.bidOrderId ||
lastTobOrderId.askOrderId !== currentTobOrderIds.askOrderId;
if (tobChanged) {
// TOB orders changed, update tracking
lastTobOrderIds.set(marketIndex, currentTobOrderIds);
lastTobUpdateTimes.set(marketIndex, currentTime);
logger.debug(
`TOB orders updated for market ${marketIndex}: bidOrderId=${currentTobOrderIds.bidOrderId}, askOrderId=${currentTobOrderIds.askOrderId}`
);
} else if (
lastUpdate &&
currentTime - lastUpdate > TOB_STUCK_THRESHOLD
) {
// TOB has been stuck for too long, trigger resubscribe
const stuckDuration = (currentTime - lastUpdate) / 1000;
logger.warn(
`TOB stuck for market ${marketIndex} for ${stuckDuration}s, triggering resubscribe`
);
if (tobChanged) {
// TOB orders changed, update tracking
lastTobOrderIds.set(marketIndex, currentTobOrderIds);
lastTobUpdateTimes.set(marketIndex, currentTime);
logger.debug(
`TOB orders updated for market ${marketIndex}: bidOrderId=${
currentTobOrderIds.bidOrderId || 'none'
}, askOrderId=${currentTobOrderIds.askOrderId || 'none'}`
);
} else if (
lastUpdate &&
currentTime - lastUpdate > TOB_STUCK_THRESHOLD
) {
// TOB has been stuck for too long, trigger resubscribe
const stuckDuration = (currentTime - lastUpdate) / 1000;
logger.warn(
`TOB stuck for market ${marketIndex} for ${stuckDuration}s, triggering resubscribe`
);
// Update metrics
tobStuckGauge.setLatestValue(stuckDuration, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
});
// Update metrics
tobStuckGauge.setLatestValue(stuckDuration, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
});
// Get the OrderSubscriber instance for resubscribe
if (orderSubscriber) {
try {
// Resubscribe and fetch to clear stuck state
await orderSubscriber.unsubscribe();
await orderSubscriber.subscribe();
await orderSubscriber.fetch();
// Get the OrderSubscriber instance for resubscribe
if (orderSubscriber) {
try {
// Resubscribe and fetch to clear stuck state
await orderSubscriber.unsubscribe();
await orderSubscriber.subscribe();
await orderSubscriber.fetch();
logger.info(
`Successfully resubscribed OrderSubscriber for market ${marketIndex}`
);
// Update metrics
tobResubscribeCounter.add(1, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
success: 'true',
});
// Reset the timer after successful resubscribe
lastTobUpdateTimes.set(marketIndex, currentTime);
} catch (error) {
logger.error(
`Failed to resubscribe OrderSubscriber for market ${marketIndex}:`,
error
);
// Update metrics for failed resubscribe
tobResubscribeCounter.add(1, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
success: 'false',
});
}
} else {
logger.error(
`OrderSubscriber not available for market ${marketIndex}`
logger.info(
`Successfully resubscribed OrderSubscriber for market ${marketIndex}`
);
// Update metrics
tobResubscribeCounter.add(1, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
success: 'true',
});
// Reset the timer after successful resubscribe
lastTobUpdateTimes.set(marketIndex, currentTime);
} catch (error) {
logger.error(
`Failed to resubscribe OrderSubscriber for market ${marketIndex}:`,
error
);
// Update metrics for failed resubscribe
tobResubscribeCounter.add(1, {
marketIndex: marketIndex.toString(),
marketType: 'perp',
success: 'false',
});
}
} else {
logger.error(
`OrderSubscriber not available for market ${marketIndex}`
);
}
}
} catch (error) {