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fetch from redis

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This commit is contained in:
Nour Alharithi
2023-12-08 17:09:50 -08:00
parent 9abc31a32d
commit 5493351f40
3 changed files with 214 additions and 84 deletions
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30
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -62,8 +62,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
marketType: MarketType.PERP,
marketName: market.symbol,
depth: -1,
includeVamm: true,
numVammOrders: 100,
includeVamm: true,
updateOnChange: true,
fallbackL2Generators: [],
});
@@ -124,13 +124,39 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Args.marketType,
l2Args.marketIndex
);
const l2Formatted_depth100 = Object.assign({}, l2Formatted, {
bids: l2Formatted.bids.slice(0, 100),
asks: l2Formatted.asks.slice(0, 100),
});
const l2Formatted_depth20 = Object.assign({}, l2Formatted, {
bids: l2Formatted.bids.slice(0, 20),
asks: l2Formatted.asks.slice(0, 20),
});
const l2Formatted_depth5 = Object.assign({}, l2Formatted, {
bids: l2Formatted.bids.slice(0, 5),
asks: l2Formatted.asks.slice(0, 5),
});
this.redisClient.client.publish(
`orderbook_${marketType}_${l2Args.marketIndex}`,
JSON.stringify(l2Formatted)
);
this.redisClient.client.set(
`last_update_orderbook_${marketType}_${l2Args.marketIndex}`,
JSON.stringify(l2Formatted)
JSON.stringify(l2Formatted_depth100)
);
this.redisClient.client.set(
`last_update_orderbook_${marketType}_${l2Args.marketIndex}_depth_100`,
JSON.stringify(l2Formatted_depth100)
);
this.redisClient.client.set(
`last_update_orderbook_${marketType}_${l2Args.marketIndex}_depth_20`,
JSON.stringify(l2Formatted_depth20)
);
this.redisClient.client.set(
`last_update_orderbook_${marketType}_${l2Args.marketIndex}_depth_5`,
JSON.stringify(l2Formatted_depth5)
);
}
}