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Merge pull request #424 from drift-labs/master

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master -> mainnet
This commit is contained in:
lowkeynicc
2025-06-15 11:09:24 -04:00
committed by GitHub
parent bf7c231760 2bfe3e1f47
commit 34a0503a2a
1 changed files with 102 additions and 98 deletions
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200
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -137,109 +137,113 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
let indicativeOrderId = 0; let indicativeOrderId = 0;
for (const marketArgs of this.marketArgs) { for (const marketArgs of this.marketArgs) {
try { try {
// if (this.indicativeQuotesRedisClient) { if (this.indicativeQuotesRedisClient) {
// const marketType = isVariant(marketArgs.marketType, 'perp') const marketType = isVariant(marketArgs.marketType, 'perp')
// ? 'perp' ? 'perp'
// : 'spot'; : 'spot';
// const mms = await this.indicativeQuotesRedisClient.smembers( const mms = await this.indicativeQuotesRedisClient.smembers(
// `market_mms_${marketType}_${marketArgs.marketIndex}` `market_mms_${marketType}_${marketArgs.marketIndex}`
// ); );
// const mmQuotes = await Promise.all( const mmQuotes = await Promise.all(
// mms.map((mm) => { mms.map((mm) => {
// return this.indicativeQuotesRedisClient.get( return this.indicativeQuotesRedisClient.get(
// `mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}` `mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}`
// ); );
// }) })
// ); );
// const nowMinus1000Ms = Date.now() - 1000; const nowMinus1000Ms = Date.now() - 1000;
// for (const quote of mmQuotes) { for (const quote of mmQuotes) {
// if (Number(quote['ts']) > nowMinus1000Ms) { try {
// const indicativeBaseOrder: Order = { if (Number(quote['ts']) > nowMinus1000Ms) {
// status: OrderStatus.OPEN, const indicativeBaseOrder: Order = {
// orderType: OrderType.LIMIT, status: OrderStatus.OPEN,
// orderId: 0, orderType: OrderType.LIMIT,
// slot: new BN(this.slotSource.getSlot()), orderId: 0,
// marketIndex: marketArgs.marketIndex, slot: new BN(this.slotSource.getSlot()),
// marketType: marketArgs.marketType, marketIndex: marketArgs.marketIndex,
// baseAssetAmount: ZERO, marketType: marketArgs.marketType,
// immediateOrCancel: false, baseAssetAmount: ZERO,
// direction: PositionDirection.LONG, immediateOrCancel: false,
// oraclePriceOffset: 0, direction: PositionDirection.LONG,
// maxTs: new BN(quote['ts'] + 1000), oraclePriceOffset: 0,
// reduceOnly: false, maxTs: new BN(quote['ts'] + 1000),
// triggerCondition: OrderTriggerCondition.ABOVE, reduceOnly: false,
// price: ZERO, triggerCondition: OrderTriggerCondition.ABOVE,
// userOrderId: 0, price: ZERO,
// postOnly: true, userOrderId: 0,
// auctionDuration: 0, postOnly: true,
// auctionStartPrice: ZERO, auctionDuration: 0,
// auctionEndPrice: ZERO, auctionStartPrice: ZERO,
// // Rest are not necessary and set for type conforming auctionEndPrice: ZERO,
// existingPositionDirection: PositionDirection.LONG, // Rest are not necessary and set for type conforming
// triggerPrice: ZERO, existingPositionDirection: PositionDirection.LONG,
// baseAssetAmountFilled: ZERO, triggerPrice: ZERO,
// quoteAssetAmountFilled: ZERO, baseAssetAmountFilled: ZERO,
// quoteAssetAmount: ZERO, quoteAssetAmountFilled: ZERO,
// bitFlags: 0, quoteAssetAmount: ZERO,
// postedSlotTail: 0, bitFlags: 0,
// }; postedSlotTail: 0,
};
// if (quote['bid_size'] && quote['bid_price'] != null) { if (quote['bid_size'] && quote['bid_price'] != null) {
// // Sanity check bid price and size // Sanity check bid price and size
// const indicativeBid: Order = Object.assign( const indicativeBid: Order = Object.assign(
// {}, {},
// indicativeBaseOrder, indicativeBaseOrder,
// { {
// orderId: indicativeOrderId, orderId: indicativeOrderId,
// oraclePriceOffset: quote['is_oracle_offset'] oraclePriceOffset: quote['is_oracle_offset']
// ? quote['bid_price'] ? quote['bid_price']
// : 0, : 0,
// price: quote['is_oracle_offset'] price: quote['is_oracle_offset']
// ? 0 ? 0
// : new BN(quote['bid_price']), : new BN(quote['bid_price']),
// baseAssetAmount: new BN(quote['bid_size']), baseAssetAmount: new BN(quote['bid_size']),
// direction: PositionDirection.LONG, direction: PositionDirection.LONG,
// } }
// ); );
// this.dlob.insertOrder( this.dlob.insertOrder(
// indicativeBid, indicativeBid,
// INDICATIVE_QUOTES_PUBKEY, INDICATIVE_QUOTES_PUBKEY,
// this.slotSource.getSlot(), this.slotSource.getSlot(),
// false false
// ); );
// indicativeOrderId += 1; indicativeOrderId += 1;
// } }
// if (quote['ask_size'] && quote['ask_price'] != null) { if (quote['ask_size'] && quote['ask_price'] != null) {
// const indicativeAsk: Order = Object.assign( const indicativeAsk: Order = Object.assign(
// {}, {},
// indicativeBaseOrder, indicativeBaseOrder,
// { {
// orderId: indicativeOrderId, orderId: indicativeOrderId,
// oraclePriceOffset: quote['is_oracle_offset'] oraclePriceOffset: quote['is_oracle_offset']
// ? quote['ask_price'] ? quote['ask_price']
// : 0, : 0,
// price: quote['is_oracle_offset'] price: quote['is_oracle_offset']
// ? 0 ? 0
// : new BN(quote['ask_price']), : new BN(quote['ask_price']),
// baseAssetAmount: new BN(quote['ask_size']), baseAssetAmount: new BN(quote['ask_size']),
// direction: PositionDirection.SHORT, direction: PositionDirection.SHORT,
// } }
// ); );
// this.dlob.insertOrder( this.dlob.insertOrder(
// indicativeAsk, indicativeAsk,
// INDICATIVE_QUOTES_PUBKEY, INDICATIVE_QUOTES_PUBKEY,
// this.slotSource.getSlot(), this.slotSource.getSlot(),
// false false
// ); );
// indicativeOrderId += 1; indicativeOrderId += 1;
// } }
// } }
// } } catch (error) {
// } console.log('skipping mmQuote: ', error);
}
}
}
this.getL2AndSendMsg(marketArgs); this.getL2AndSendMsg(marketArgs);
this.getL3AndSendMsg(marketArgs); this.getL3AndSendMsg(marketArgs);
} catch (error) { } catch (error) {