trade/trade-drift-dlob
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no market fix for l2/batchL2

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This commit is contained in:
Nour Alharithi
2024-12-10 12:00:34 -08:00
parent 8cae88822d
commit 551fc34217
2 changed files with 53 additions and 5 deletions
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56
src/index.ts
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@@ -546,10 +546,34 @@ const main = async (): Promise<void> => {
selectMostRecentBySlot
);
const depthToUse = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depthToUse);
redisL2['asks'] = redisL2['asks']?.slice(0, depthToUse);
if (redisL2) {
redisL2['bids'] = redisL2['bids']?.slice(0, depthToUse);
redisL2['asks'] = redisL2['asks']?.slice(0, depthToUse);
l2Formatted = JSON.stringify(redisL2);
} else {
const oracleData = isSpot
? driftClient.getOracleDataForSpotMarket(normedMarketIndex)
: driftClient.getOracleDataForPerpMarket(normedMarketIndex);
const response = {
bids: [],
asks: [],
marketType: normedMarketType,
marketIndex: normedMarketIndex,
marketName: undefined,
slot: dlobProvider.getSlot(),
oracle: oracleData.price.toNumber(),
oracleData: {
price: oracleData.price.toNumber(),
slot: oracleData.slot.toNumber(),
confidence: oracleData.confidence.toNumber(),
hasSufficientNumberOfDataPoints: true,
twap: oracleData.twap.toNumber(),
twapConfidence: oracleData.twapConfidence.toNumber(),
},
ts: Date.now(),
marketSlot: dlobProvider.getSlot(),
};
l2Formatted = JSON.stringify(response);
}
if (l2Formatted) {
@@ -636,10 +660,34 @@ const main = async (): Promise<void> => {
selectMostRecentBySlot
);
const depth = Math.min(parseInt(adjustedDepth as string) ?? 1, 100);
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
if (redisL2) {
redisL2['bids'] = redisL2['bids']?.slice(0, depth);
redisL2['asks'] = redisL2['asks']?.slice(0, depth);
l2Formatted = redisL2;
} else {
const oracleData = isSpot
? driftClient.getOracleDataForSpotMarket(normedMarketIndex)
: driftClient.getOracleDataForPerpMarket(normedMarketIndex);
const response = {
bids: [],
asks: [],
marketType: normedMarketType,
marketIndex: normedMarketIndex,
marketName: undefined,
slot: dlobProvider.getSlot(),
oracle: oracleData.price.toNumber(),
oracleData: {
price: oracleData.price.toNumber(),
slot: oracleData.slot.toNumber(),
confidence: oracleData.confidence.toNumber(),
hasSufficientNumberOfDataPoints: true,
twap: oracleData.twap.toNumber(),
twapConfidence: oracleData.twapConfidence.toNumber(),
},
ts: Date.now(),
marketSlot: dlobProvider.getSlot(),
};
l2Formatted = JSON.stringify(response);
}
if (l2Formatted) {