trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

remove market slot kill switch

Browse Source
This commit is contained in:
Nour Alharithi
2024-01-22 18:03:28 -08:00
parent 0cb8ada461
commit 5fd1f7172d
2 changed files with 10 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -15,7 +15,7 @@ import {
l2WithBNToStrings,
} from '../utils/utils';
const SLOT_DIFF_KILLSWITCH_THRESHOLD = 50;
const SLOT_DIFF_KILLSWITCH_THRESHOLD = 100;
type wsMarketL2Args = {
marketIndex: number;
@@ -38,6 +38,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
public marketL2Args: wsMarketL2Args[] = [];
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
redisClient: RedisClient;
public marketKillSwitchSlotDiffThreshold: number;
constructor(
config: DLOBSubscriptionConfig & {
@@ -45,10 +46,13 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
perpMarketInfos: wsMarketInfo[];
spotMarketInfos: wsMarketInfo[];
spotMarketSubscribers: SubscriberLookup;
marketKillSwitchSlotDiffThreshold?: number;
}
) {
super(config);
this.redisClient = config.redisClient;
this.marketKillSwitchSlotDiffThreshold =
config.marketKillSwitchSlotDiffThreshold || 200;
// Set up appropriate maps
this.lastSeenL2Formatted = new Map();
@@ -142,15 +146,12 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
);
if (
Math.abs(slot - l2Formatted['marketSlot']) >
SLOT_DIFF_KILLSWITCH_THRESHOLD ||
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
SLOT_DIFF_KILLSWITCH_THRESHOLD
SLOT_DIFF_KILLSWITCH_THRESHOLD
) {
console.log(`Killing process due to slot diffs:
dlobProvider slot: ${slot}
oracle slot: ${l2Formatted['oracleData']['slot']}
market slot: ${l2Formatted['marketSlot']}
`);
process.exit(1);
}