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Merge pull request #495 from drift-labs/master

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mm oracle sdk bump
This commit is contained in:
moosecat
2025-08-18 09:50:24 -07:00
committed by GitHub
parent ab632256b1 547a3de419
commit 5e91b138b1
4 changed files with 31 additions and 17 deletions
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2
drift-common

Submodule drift-common updated: 5797c05073...011075d877

28
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -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,

12
src/index.ts
View File

@@ -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
)
);

6
src/publishers/dlobPublisher.ts
View File

@@ -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({