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chore: add mark price to dlob response (#462)

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This commit is contained in:
jack
2025-07-24 12:17:14 +10:00
committed by GitHub
parent 0ea0ae9aa4
commit 68235a029e
1 changed files with 8 additions and 0 deletions
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8
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -31,6 +31,7 @@ import {
import { OffloadQueue } from '../utils/offload'; import { OffloadQueue } from '../utils/offload';
import { setHealthStatus, HEALTH_STATUS } from '../core/healthCheck'; import { setHealthStatus, HEALTH_STATUS } from '../core/healthCheck';
import { CounterValue } from '../core/metricsV2'; import { CounterValue } from '../core/metricsV2';
import { COMMON_MATH } from '@drift/common';
export type wsMarketArgs = { export type wsMarketArgs = {
marketIndex: number; marketIndex: number;
@@ -354,6 +355,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
} }
const l2 = this.getL2({ ...l2FuncArgs, includeVamm }); const l2 = this.getL2({ ...l2FuncArgs, includeVamm });
const { markPrice } = COMMON_MATH.calculateSpreadBidAskMark(l2);
const slot = l2.slot; const slot = l2.slot;
if (slot) { if (slot) {
@@ -379,6 +381,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Formatted['marketIndex'] = marketArgs.marketIndex; l2Formatted['marketIndex'] = marketArgs.marketIndex;
l2Formatted['ts'] = Date.now(); l2Formatted['ts'] = Date.now();
l2Formatted['slot'] = slot; l2Formatted['slot'] = slot;
l2Formatted['markPrice'] = markPrice?.toString();
addOracletoResponse( addOracletoResponse(
l2Formatted, l2Formatted,
this.driftClient, this.driftClient,
@@ -392,6 +396,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
marketArgs.marketIndex marketArgs.marketIndex
); );
if (!markPrice) {
l2Formatted['markPrice'] = l2Formatted['oracle'];
}
// Check if slot diffs are too large for oracle // Check if slot diffs are too large for oracle
const skipSlotCheck = const skipSlotCheck =
(marketType === 'perp' && (marketType === 'perp' &&