From 2c78aef965e0b6f0644d07e5a8abb94fbfb8842b Mon Sep 17 00:00:00 2001 From: Nour Alharithi Date: Thu, 29 May 2025 17:39:30 -0700 Subject: [PATCH] change indicative quotes id --- src/dlob-subscriber/DLOBSubscriberIO.ts | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts index ad5ac28..5acbc7a 100644 --- a/src/dlob-subscriber/DLOBSubscriberIO.ts +++ b/src/dlob-subscriber/DLOBSubscriberIO.ts @@ -134,6 +134,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber { override async updateDLOB(): Promise { await super.updateDLOB(); + let indicativeOrderId = 0; for (const marketArgs of this.marketArgs) { try { if (this.indicativeQuotesRedisClient) { @@ -185,13 +186,14 @@ export class DLOBSubscriberIO extends DLOBSubscriber { postedSlotTail: 0, }; - if (quote['bid_size'] && quote['bid_price']) { + if (quote['bid_size'] && quote['bid_price'] != null) { // Sanity check bid price and size const indicativeBid: Order = Object.assign( {}, indicativeBaseOrder, { + orderId: indicativeOrderId, oraclePriceOffset: quote['is_oracle_offset'] ? quote['bid_price'] : 0, @@ -208,13 +210,15 @@ export class DLOBSubscriberIO extends DLOBSubscriber { this.slotSource.getSlot(), false ); + indicativeOrderId += 1; } - if (quote['ask_size'] && quote['ask_price']) { + if (quote['ask_size'] && quote['ask_price'] != null) { const indicativeAsk: Order = Object.assign( {}, indicativeBaseOrder, { + orderId: indicativeOrderId, oraclePriceOffset: quote['is_oracle_offset'] ? quote['ask_price'] : 0, @@ -231,6 +235,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber { this.slotSource.getSlot(), false ); + indicativeOrderId += 1; } } }