From 60b7fab7bc1d3b41809c626bcdf8e7acb04662ff Mon Sep 17 00:00:00 2001 From: Nick Caradonna Date: Wed, 22 Oct 2025 12:27:00 -0400 Subject: [PATCH] add oracle price to calculateSpreadBidAskMark --- src/dlob-subscriber/DLOBSubscriberIO.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts index 67b2969..cbae41e 100644 --- a/src/dlob-subscriber/DLOBSubscriberIO.ts +++ b/src/dlob-subscriber/DLOBSubscriberIO.ts @@ -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) {