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Merge pull request #128 from drift-labs/master

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base precision correction
This commit is contained in:
Nour Alharithi
2024-04-03 14:07:35 -07:00
committed by GitHub
parent f70bd4fd1b 3f62309312
commit 7348550ec9
3 changed files with 14 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
package.json
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@@ -6,7 +6,7 @@
"license": "Apache-2.0", "license": "Apache-2.0",
"dependencies": { "dependencies": {
"@coral-xyz/anchor": "^0.29.0", "@coral-xyz/anchor": "^0.29.0",
"@drift-labs/sdk": "2.76.0-beta.2", "@drift-labs/sdk": "2.76.0-beta.3",
"@opentelemetry/api": "^1.1.0", "@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1", "@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0", "@opentelemetry/exporter-prometheus": "^0.31.0",

14
src/publishers/tradesPublisher.ts
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@@ -111,6 +111,10 @@ const main = async () => {
JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL) JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL)
), ),
map((fill: Event<OrderActionRecord>) => { map((fill: Event<OrderActionRecord>) => {
const basePrecision =
getVariant(fill.marketType) === 'spot'
? sdkConfig.SPOT_MARKETS[fill.marketIndex].precision
: BASE_PRECISION;
return { return {
ts: fill.ts.toNumber(), ts: fill.ts.toNumber(),
marketIndex: fill.marketIndex, marketIndex: fill.marketIndex,
@@ -124,7 +128,7 @@ const main = async () => {
), ),
baseAssetAmountFilled: convertToNumber( baseAssetAmountFilled: convertToNumber(
fill.baseAssetAmountFilled, fill.baseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
quoteAssetAmountFilled: convertToNumber( quoteAssetAmountFilled: convertToNumber(
fill.quoteAssetAmountFilled, fill.quoteAssetAmountFilled,
@@ -137,11 +141,11 @@ const main = async () => {
: undefined, : undefined,
takerOrderBaseAssetAmount: convertToNumber( takerOrderBaseAssetAmount: convertToNumber(
fill.takerOrderBaseAssetAmount, fill.takerOrderBaseAssetAmount,
BASE_PRECISION basePrecision
), ),
takerOrderCumulativeBaseAssetAmountFilled: convertToNumber( takerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeBaseAssetAmountFilled, fill.takerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeQuoteAssetAmountFilled, fill.takerOrderCumulativeQuoteAssetAmountFilled,
@@ -154,11 +158,11 @@ const main = async () => {
: undefined, : undefined,
makerOrderBaseAssetAmount: convertToNumber( makerOrderBaseAssetAmount: convertToNumber(
fill.makerOrderBaseAssetAmount, fill.makerOrderBaseAssetAmount,
BASE_PRECISION basePrecision
), ),
makerOrderCumulativeBaseAssetAmountFilled: convertToNumber( makerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeBaseAssetAmountFilled, fill.makerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeQuoteAssetAmountFilled, fill.makerOrderCumulativeQuoteAssetAmountFilled,

8
yarn.lock
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@@ -115,10 +115,10 @@
enabled "2.0.x" enabled "2.0.x"
kuler "^2.0.0" kuler "^2.0.0"
"@drift-labs/sdk@2.76.0-beta.2": "@drift-labs/sdk@2.76.0-beta.3":
version "2.76.0-beta.2" version "2.76.0-beta.3"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.76.0-beta.2.tgz#32309e99d7851fde56bfb7ebdf593eeb25d969b2" resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.76.0-beta.3.tgz#af455900f1c052e7ffe714a6424276646ab1e85c"
integrity sha512-f4HS/ouvp23ZxAlGnd9Yva64lSnBA72X367wrIJ3uaHJLGTo0el3kxFOvDg3Si8L62SZNgS71jMIHoloUDc91Q== integrity sha512-+B0fhFz47VAWZAsOPulWL5d2DlKsG5uFSx0LARy4z6f5CFEDOK7Eg2TtTUF1Mlgz3nmNthTJEM9cp8Y+SGjJcA==
dependencies: dependencies:
"@coral-xyz/anchor" "0.28.1-beta.2" "@coral-xyz/anchor" "0.28.1-beta.2"
"@ellipsis-labs/phoenix-sdk" "^1.4.2" "@ellipsis-labs/phoenix-sdk" "^1.4.2"