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add indicative in l2 queries

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This commit is contained in:
Nour Alharithi
2025-04-16 12:52:33 -07:00
parent 65f1ab350f
commit 2d886a1605
2 changed files with 16 additions and 11 deletions
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1
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -144,7 +144,6 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const mms = await this.indicativeQuotesRedisClient.smembers(
`market_mms_${marketType}_${marketArgs.marketIndex}`
);
console.log(mms);
const mmQuotes = await Promise.all(
mms.map((mm) => {
return this.indicativeQuotesRedisClient.get(

26
src/index.ts
View File

@@ -521,7 +521,7 @@ const main = async (): Promise<void> => {
app.get('/l2', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType, depth, includePmm } =
const { marketName, marketIndex, marketType, depth, includeIndicative } =
req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
@@ -537,14 +537,15 @@ const main = async (): Promise<void> => {
}
const isSpot = isVariant(normedMarketType, 'spot');
const includePmmStr = (includePmm as string)?.toLowerCase() === 'true';
const includeIndicativeStr =
(includeIndicative as string)?.toLowerCase() === 'true';
const adjustedDepth = depth ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}${includePmmStr ? '_pmm' : ''}`,
}_${normedMarketIndex}${includeIndicativeStr ? '_indicative' : ''}`,
selectMostRecentBySlot
);
const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -606,7 +607,7 @@ const main = async (): Promise<void> => {
includePhoenix,
includeOpenbook,
includeOracle,
includePmm,
includeIndicative,
} = req.query;
const normedParams = normalizeBatchQueryParams({
@@ -618,7 +619,7 @@ const main = async (): Promise<void> => {
includePhoenix: includePhoenix as string | undefined,
includeOpenbook: includeOpenbook as string | undefined,
includeOracle: includeOracle as string | undefined,
includePmm: includePmm as string | undefined,
includeIndicative: includeIndicative as string | undefined,
});
if (normedParams === undefined) {
@@ -649,14 +650,17 @@ const main = async (): Promise<void> => {
}
const isSpot = isVariant(normedMarketType, 'spot');
const normedIncludePmm = normedParam['includePmm'] == 'true';
const normedIncludeIndicative =
normedParam['includeIndicative'] == 'true';
const adjustedDepth = normedParam['depth'] ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}${normedIncludePmm ? '_pmm' : ''}`,
}_${normedMarketIndex}${
normedIncludeIndicative ? '_indicative' : ''
}`,
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -726,7 +730,8 @@ const main = async (): Promise<void> => {
app.get('/l3', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType, includePmm } = req.query;
const { marketName, marketIndex, marketType, includeIndicative } =
req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient,
@@ -741,11 +746,12 @@ const main = async (): Promise<void> => {
}
const marketTypeStr = getVariant(normedMarketType);
const normedIncludePmm = (includePmm as string)?.toLowerCase() === 'true';
const normedIncludeIndicative =
(includeIndicative as string)?.toLowerCase() === 'true';
const redisL3 = await fetchFromRedis(
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}${
normedIncludePmm ? '_pmm' : ''
normedIncludeIndicative ? '_indicative' : ''
}`,
selectMostRecentBySlot
);