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base precision correction for spot filler

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This commit is contained in:
Nour Alharithi
2024-04-03 14:05:19 -07:00
parent a016d4f99d
commit 3f62309312
1 changed files with 9 additions and 5 deletions
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14
src/publishers/tradesPublisher.ts
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@@ -111,6 +111,10 @@ const main = async () => {
JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL)
),
map((fill: Event<OrderActionRecord>) => {
const basePrecision =
getVariant(fill.marketType) === 'spot'
? sdkConfig.SPOT_MARKETS[fill.marketIndex].precision
: BASE_PRECISION;
return {
ts: fill.ts.toNumber(),
marketIndex: fill.marketIndex,
@@ -124,7 +128,7 @@ const main = async () => {
),
baseAssetAmountFilled: convertToNumber(
fill.baseAssetAmountFilled,
BASE_PRECISION
basePrecision
),
quoteAssetAmountFilled: convertToNumber(
fill.quoteAssetAmountFilled,
@@ -137,11 +141,11 @@ const main = async () => {
: undefined,
takerOrderBaseAssetAmount: convertToNumber(
fill.takerOrderBaseAssetAmount,
BASE_PRECISION
basePrecision
),
takerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION
basePrecision
),
takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeQuoteAssetAmountFilled,
@@ -154,11 +158,11 @@ const main = async () => {
: undefined,
makerOrderBaseAssetAmount: convertToNumber(
fill.makerOrderBaseAssetAmount,
BASE_PRECISION
basePrecision
),
makerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION
basePrecision
),
makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeQuoteAssetAmountFilled,