trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

pmm dlob server

Browse Source
This commit is contained in:
wphan
2025-01-30 14:43:12 -08:00
parent a5d8d81ec6
commit 3c7a934214
6 changed files with 109 additions and 78 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
src/index.ts
View File

@@ -520,7 +520,8 @@ const main = async (): Promise<void> => {
app.get('/l2', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType, depth } = req.query;
const { marketName, marketIndex, marketType, depth, includePmm } =
req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient,
@@ -535,14 +536,14 @@ const main = async (): Promise<void> => {
}
const isSpot = isVariant(normedMarketType, 'spot');
const includePmmStr = (includePmm as string)?.toLowerCase() === 'true';
const adjustedDepth = depth ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}`,
}_${normedMarketIndex}${includePmmStr ? '_pmm' : ''}`,
selectMostRecentBySlot
);
const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -604,6 +605,7 @@ const main = async (): Promise<void> => {
includePhoenix,
includeOpenbook,
includeOracle,
includePmm,
} = req.query;
const normedParams = normalizeBatchQueryParams({
@@ -615,6 +617,7 @@ 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,
});
if (normedParams === undefined) {
@@ -645,13 +648,14 @@ const main = async (): Promise<void> => {
}
const isSpot = isVariant(normedMarketType, 'spot');
const normedIncludePmm = normedParam['includePmm'] == 'true';
const adjustedDepth = normedParam['depth'] ?? '100';
let l2Formatted: any;
const redisL2 = await fetchFromRedis(
`last_update_orderbook_${
isSpot ? 'spot' : 'perp'
}_${normedMarketIndex}`,
}_${normedMarketIndex}${normedIncludePmm ? '_pmm' : ''}`,
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
@@ -721,7 +725,7 @@ const main = async (): Promise<void> => {
app.get('/l3', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType } = req.query;
const { marketName, marketIndex, marketType, includePmm } = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
driftClient,
@@ -736,9 +740,12 @@ const main = async (): Promise<void> => {
}
const marketTypeStr = getVariant(normedMarketType);
const normedIncludePmm = (includePmm as string)?.toLowerCase() === 'true';
const redisL3 = await fetchFromRedis(
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}`,
`last_update_orderbook_l3_${marketTypeStr}_${normedMarketIndex}${
normedIncludePmm ? '_pmm' : ''
}`,
selectMostRecentBySlot
);
if (redisL3) {