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Merge pull request #426 from drift-labs/master

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indicative quotes v2 (#420)
This commit is contained in:
moosecat
2025-06-16 09:48:49 -07:00
committed by GitHub
parent 34a0503a2a b4ed7cc31c
commit 2303326654
2 changed files with 121 additions and 109 deletions
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11
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -145,18 +145,20 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const mms = await this.indicativeQuotesRedisClient.smembers(
`market_mms_${marketType}_${marketArgs.marketIndex}`
);
const mmQuotes = await Promise.all(
let mmQuotes: any = await Promise.all(
mms.map((mm) => {
return this.indicativeQuotesRedisClient.get(
`mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}`
`mm_quotes_v2_${marketType}_${marketArgs.marketIndex}_${mm}`
);
})
);
mmQuotes = mmQuotes.filter((x) => !!x);
const nowMinus1000Ms = Date.now() - 1000;
for (const quote of mmQuotes) {
for (const quotes of mmQuotes) {
try {
if (Number(quote['ts']) > nowMinus1000Ms) {
if (Number(quotes['ts']) > nowMinus1000Ms) {
for (const quote of quotes['quotes']) {
const indicativeBaseOrder: Order = {
status: OrderStatus.OPEN,
orderType: OrderType.LIMIT,
@@ -239,6 +241,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
indicativeOrderId += 1;
}
}
}
} catch (error) {
console.log('skipping mmQuote: ', error);
}

43
src/index.ts
View File

@@ -786,14 +786,20 @@ const main = async (): Promise<void> => {
try {
// Check origin validation
const origin = req.get('Origin') || req.get('Referer');
const allowedOrigins = ['https://app.drift.trade', 'https://beta.drift.trade'];
const allowedOrigins = [
'https://app.drift.trade',
'https://beta.drift.trade',
];
const hasAuth = (
const hasAuth =
(req.headers.Authorization || req.headers.authorization) ===
process.env.INTERNAL_SECRET
)
process.env.INTERNAL_SECRET;
if (!hasAuth && (!origin || !allowedOrigins.some(allowed => origin.startsWith(allowed)))) {
if (
!hasAuth &&
(!origin ||
!allowedOrigins.some((allowed) => origin.startsWith(allowed)))
) {
res.status(403).json({ error: 'Forbidden: Invalid origin' });
return;
}
@@ -816,22 +822,19 @@ const main = async (): Promise<void> => {
jsonBinaryEncoding: 'hex',
};
const latestPriceRes = await fetch(
pythLazerEndpoint,
{
const latestPriceRes = await fetch(pythLazerEndpoint, {
method: 'POST',
headers: {
Authorization: `Bearer ${pythLazerDriftToken}`,
},
body: JSON.stringify(latestLazerPricePayload),
}
).then((res) => res.json());
}).then((res) => res.json());
const data = latestPriceRes.solana.data;
if (data) {
res.status(200).json({
data
data,
});
return;
@@ -848,14 +851,20 @@ const main = async (): Promise<void> => {
try {
// Check origin validation
const origin = req.get('Origin') || req.get('Referer');
const allowedOrigins = ['https://app.drift.trade', 'https://beta.drift.trade'];
const allowedOrigins = [
'https://app.drift.trade',
'https://beta.drift.trade',
];
const hasAuth = (
const hasAuth =
(req.headers.Authorization || req.headers.authorization) ===
process.env.INTERNAL_SECRET
)
process.env.INTERNAL_SECRET;
if (!hasAuth && (!origin || !allowedOrigins.some(allowed => origin.startsWith(allowed)))) {
if (
!hasAuth &&
(!origin ||
!allowedOrigins.some((allowed) => origin.startsWith(allowed)))
) {
res.status(403).json({ error: 'Forbidden: Invalid origin' });
return;
}
@@ -881,7 +890,7 @@ const main = async (): Promise<void> => {
if (data) {
res.status(200).json({
data
data,
});
return;