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

add oracle price to calculateSpreadBidAskMark

Browse Source
This commit is contained in:
Nick Caradonna
2025-10-22 12:27:00 -04:00
parent a7fa02dedd
commit 60b7fab7bc
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -370,7 +370,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
latestSlot: new BN(this.slotSource.getSlot()),
});
const { markPrice, bestBidPrice, bestAskPrice, spreadPct, spreadQuote } =
COMMON_MATH.calculateSpreadBidAskMark(l2);
COMMON_MATH.calculateSpreadBidAskMark(l2, oracleData?.price);
const slot = l2.slot;
if (slot) {