Merge pull request #495 from drift-labs/master

mm oracle sdk bump

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -13,7 +13,7 @@ import {
 	PerpOperation,
 	PositionDirection,
 	ZERO,
-	calculateAMMBidAskPrice,
+	calculateBidAskPrice,
 	getLimitPrice,
 	isOperationPaused,
 	isVariant,
@@ -151,7 +151,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			try {
 				if (this.indicativeQuotesRedisClient) {
 					const oraclePriceData = isVariant(marketArgs.marketType, 'perp')
-						? this.driftClient.getOracleDataForPerpMarket(
+						? this.driftClient.getMMOracleDataForPerpMarket(
 								marketArgs.marketIndex
 						  )
 						: this.driftClient.getOracleDataForSpotMarket(
@@ -160,13 +160,17 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 					const bestDlobBid = dlob.getBestBid(
 						marketArgs.marketIndex,
 						this.slotSource.getSlot(),
-						marketArgs.marketType,
+						isVariant(marketArgs.marketType, 'perp')
+							? MarketType.PERP
+							: MarketType.SPOT,
 						oraclePriceData
 					);
 					const bestDlobAsk = dlob.getBestAsk(
 						marketArgs.marketIndex,
 						this.slotSource.getSlot(),
-						marketArgs.marketType,
+						isVariant(marketArgs.marketType, 'perp')
+							? MarketType.PERP
+							: MarketType.SPOT,
 						oraclePriceData
 					);
 
@@ -177,7 +181,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 					let bestBid = bestDlobBid;
 					let bestAsk = bestDlobAsk;
 					if (marketType === 'perp') {
-						const [bestVammBid, bestVammAsk] = calculateAMMBidAskPrice(
+						const [bestVammBid, bestVammAsk] = calculateBidAskPrice(
 							this.driftClient.getPerpMarketAccount(marketArgs.marketIndex).amm,
 							this.driftClient.getMMOracleDataForPerpMarket(
 								marketArgs.marketIndex
@@ -269,7 +273,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 											indicativeBid,
 											INDICATIVE_QUOTES_PUBKEY,
 											this.slotSource.getSlot(),
-											false
+											false,
+											indicativeBid.baseAssetAmount
 										);
 										indicativeOrderId += 1;
 									}
@@ -304,7 +309,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 											indicativeAsk,
 											INDICATIVE_QUOTES_PUBKEY,
 											this.slotSource.getSlot(),
-											false
+											false,
+											indicativeAsk.baseAssetAmount
 										);
 										indicativeOrderId += 1;
 									}
@@ -471,7 +477,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			const bids = this.dlob
 				.getBestMakers({
 					marketIndex: marketArgs.marketIndex,
-					marketType: marketArgs.marketType,
+					marketType: isVariant(marketArgs.marketType, 'perp')
+						? MarketType.PERP
+						: MarketType.SPOT,
 					direction: PositionDirection.LONG,
 					slot: slot,
 					oraclePriceData: oracleData,
@@ -481,7 +489,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			const asks = this.dlob
 				.getBestMakers({
 					marketIndex: marketArgs.marketIndex,
-					marketType: marketArgs.marketType,
+					marketType: isVariant(marketArgs.marketType, 'perp')
+						? MarketType.PERP
+						: MarketType.SPOT,
 					direction: PositionDirection.SHORT,
 					slot,
 					oraclePriceData: oracleData,

src/index.ts

@@ -22,6 +22,7 @@ import {
 	PRICE_PRECISION_EXP,
 	MarketTypeStr,
 	AssetType,
+	MarketType,
 } from '@drift-labs/sdk';
 import { RedisClient, RedisClientPrefix } from '@drift/common/clients';
 
@@ -384,7 +385,8 @@ const main = async (): Promise<void> => {
 				return;
 			}
 			const normedSide = (side as string).toLowerCase();
-			const oracle = driftClient.getOracleDataForPerpMarket(normedMarketIndex);
+			const oracle =
+				driftClient.getMMOracleDataForPerpMarket(normedMarketIndex);
 
 			let normedLimit = undefined;
 			if (limit) {
@@ -469,7 +471,9 @@ const main = async (): Promise<void> => {
 						.getRestingLimitBids(
 							normedMarketIndex,
 							dlobProvider.getSlot(),
-							normedMarketType,
+							isVariant(normedMarketType, 'perp')
+								? MarketType.PERP
+								: MarketType.SPOT,
 							oracle
 						)
 				);
@@ -480,7 +484,9 @@ const main = async (): Promise<void> => {
 						.getRestingLimitAsks(
 							normedMarketIndex,
 							dlobProvider.getSlot(),
-							normedMarketType,
+							isVariant(normedMarketType, 'perp')
+								? MarketType.PERP
+								: MarketType.SPOT,
 							oracle
 						)
 				);

src/publishers/dlobPublisher.ts

@@ -1,5 +1,3 @@
-import { program } from 'commander';
-
 import { Connection, Commitment, PublicKey, Keypair } from '@solana/web3.js';
 
 import {
@@ -101,7 +99,6 @@ metricsV2.finalizeObservables();
 const sdkConfig = initialize({ env: process.env.ENV });
 let driftClient: DriftClient;
 
-const opts = program.opts();
 setLogLevel('debug');
 
 const useGrpc = process.env.USE_GRPC?.toLowerCase() === 'true';
@@ -709,7 +706,8 @@ const main = async () => {
 				const dlob = await dlobProvider.getDLOB(slot);
 
 				// Get oracle data for the market
-				const oracleData = driftClient.getOracleDataForPerpMarket(marketIndex);
+				const oracleData =
+					driftClient.getMMOracleDataForPerpMarket(marketIndex);
 
 				// Get L3 orderbook to check TOB
 				const l3OrderBook = dlob.getL3({