Merge pull request #65 from drift-labs/dlob-diff-check

strip slot from dlob diff check
This commit is contained in:
Nour Alharithi
2024-01-18 15:48:13 -08:00
committed by GitHub
2 changed files with 28 additions and 1 deletions

View File

@@ -10,6 +10,7 @@ import {
import { RedisClient } from '../utils/redisClient';
import {
SubscriberLookup,
addMarketSlotToResponse,
addOracletoResponse,
l2WithBNToStrings,
} from '../utils/utils';
@@ -96,6 +97,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const grouping = l2Args.grouping;
const { marketName, ...l2FuncArgs } = l2Args;
const l2 = this.getL2(l2FuncArgs);
const slot = l2.slot;
if (slot) {
delete l2.slot;
}
const marketType = isVariant(l2Args.marketType, 'perp') ? 'perp' : 'spot';
let l2Formatted: any;
if (grouping) {
@@ -119,13 +124,20 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Formatted['marketName'] = marketName?.toUpperCase();
l2Formatted['marketType'] = marketType?.toLowerCase();
l2Formatted['marketIndex'] = l2Args.marketIndex;
l2Formatted['slot'] = slot;
addOracletoResponse(
l2Formatted,
this.driftClient,
l2Args.marketType,
l2Args.marketIndex
);
addMarketSlotToResponse(
l2Formatted,
this.driftClient,
l2Args.marketType,
l2Args.marketIndex
);
const l2Formatted_depth100 = Object.assign({}, l2Formatted, {
bids: l2Formatted.bids.slice(0, 100),
asks: l2Formatted.asks.slice(0, 100),

View File

@@ -132,6 +132,21 @@ export const addOracletoResponse = (
}
};
export const addMarketSlotToResponse = (
response: L2OrderBook | L3OrderBook,
driftClient: DriftClient,
marketType: MarketType,
marketIndex: number
): void => {
let marketSlot: number;
if (isVariant(marketType, 'perp')) {
marketSlot = driftClient.accountSubscriber.getMarketAccountAndSlot(marketIndex).slot;
} else {
marketSlot = driftClient.accountSubscriber.getSpotMarketAccountAndSlot(marketIndex).slot;
}
response['marketSlot'] = marketSlot;
};
/**
* Takes in a req.query like: `{
* marketName: 'SOL-PERP,BTC-PERP,ETH-PERP',