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add oracle price to calculateSpreadBidAskMark

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Nick Caradonna
2025-10-22 12:27:00 -04:00
parent a7fa02dedd
commit 60b7fab7bc
1 changed files with 1 additions and 1 deletions
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src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -370,7 +370,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
latestSlot: new BN(this.slotSource.getSlot()), latestSlot: new BN(this.slotSource.getSlot()),
}); });
const { markPrice, bestBidPrice, bestAskPrice, spreadPct, spreadQuote } = const { markPrice, bestBidPrice, bestAskPrice, spreadPct, spreadQuote } =
COMMON_MATH.calculateSpreadBidAskMark(l2); COMMON_MATH.calculateSpreadBidAskMark(l2, oracleData?.price);
const slot = l2.slot; const slot = l2.slot;
if (slot) { if (slot) {