Merge branch 'master' into mainnet-beta

This commit is contained in:
wphan
2023-10-11 17:20:15 -07:00
3 changed files with 80 additions and 14 deletions

View File

@@ -5,7 +5,7 @@
"main": "lib/index.js",
"license": "Apache-2.0",
"dependencies": {
"@drift-labs/sdk": "2.41.0-beta.2",
"@drift-labs/sdk": "2.42.0-beta.3",
"@opentelemetry/api": "^1.1.0",
"@opentelemetry/auto-instrumentations-node": "^0.31.1",
"@opentelemetry/exporter-prometheus": "^0.31.0",

View File

@@ -33,6 +33,7 @@ import {
groupL2,
L2OrderBook,
Wallet,
UserStatsMap,
} from '@drift-labs/sdk';
import { Mutex } from 'async-mutex';
@@ -391,6 +392,10 @@ const main = async () => {
false
);
await userMap.subscribe();
const userStatsMap = new UserStatsMap(
driftClient,
driftClient.userStatsAccountSubscriptionConfig
);
const dlobSubscriber = new DLOBSubscriber({
driftClient,
@@ -787,6 +792,7 @@ const main = async () => {
marketType,
side, // bid or ask
limit, // number of unique makers to return, if undefined will return all
includeUserStats,
} = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
@@ -817,7 +823,7 @@ const main = async () => {
normedLimit = parseInt(limit as string);
}
const topMakers: Set<string> = new Set();
const topMakers = new Set();
let foundMakers = 0;
const findMakers = (sideGenerator: Generator<DLOBNode>) => {
for (const side of sideGenerator) {
@@ -829,7 +835,15 @@ const main = async () => {
if (topMakers.has(maker)) {
continue;
} else {
topMakers.add(side.userAccount.toBase58());
if (`${includeUserStats}`.toLowerCase() === 'true') {
const userAccount = side.userAccount.toBase58();
const userStats = userStatsMap
.get(userAccount)
.userStatsAccountPublicKey.toBase58();
topMakers.add([userAccount, userStats]);
} else {
topMakers.add(side.userAccount.toBase58());
}
foundMakers++;
}
} else {
@@ -887,6 +901,21 @@ const main = async () => {
return l2;
};
const getOracleForMarket = (
marketType: MarketType,
marketIndex: number
): number => {
if (isVariant(marketType, 'spot')) {
return driftClient
.getOracleDataForSpotMarket(marketIndex)
.price.toNumber();
} else if (isVariant(marketType, 'perp')) {
return driftClient
.getOracleDataForPerpMarket(marketIndex)
.price.toNumber();
}
};
app.get('/l2', async (req, res, next) => {
try {
const {
@@ -899,6 +928,7 @@ const main = async () => {
includePhoenix,
includeSerum,
grouping, // undefined or PRICE_PRECISION
includeOracle,
} = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
@@ -945,14 +975,30 @@ const main = async () => {
return;
}
const groupingBN = new BN(parseInt(grouping as string));
res.writeHead(200);
res.end(
JSON.stringify(l2WithBNToStrings(groupL2(l2, groupingBN, finalDepth)))
const l2Formatted = l2WithBNToStrings(
groupL2(l2, groupingBN, finalDepth)
);
if (`${includeOracle}`.toLowerCase() === 'true') {
l2Formatted['oracle'] = getOracleForMarket(
normedMarketType,
normedMarketIndex
);
}
res.writeHead(200);
res.end(JSON.stringify(l2Formatted));
} else {
// make the BNs into strings
const l2Formatted = l2WithBNToStrings(l2);
if (`${includeOracle}`.toLowerCase() === 'true') {
l2Formatted['oracle'] = getOracleForMarket(
normedMarketType,
normedMarketIndex
);
}
res.writeHead(200);
res.end(JSON.stringify(l2WithBNToStrings(l2)));
res.end(JSON.stringify(l2Formatted));
}
} catch (err) {
next(err);
@@ -1109,10 +1155,26 @@ const main = async () => {
parseInt(normedParam['grouping'] as string)
);
return l2WithBNToStrings(groupL2(l2, groupingBN, finalDepth));
const l2Formatted = l2WithBNToStrings(
groupL2(l2, groupingBN, finalDepth)
);
if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
l2Formatted['oracle'] = getOracleForMarket(
normedMarketType,
normedMarketIndex
);
}
return l2Formatted;
} else {
// make the BNs into strings
return l2WithBNToStrings(l2);
const l2Formatted = l2WithBNToStrings(l2);
if (`${normedParam['includeOracle']}`.toLowerCase() === 'true') {
l2Formatted['oracle'] = getOracleForMarket(
normedMarketType,
normedMarketIndex
);
}
return l2Formatted;
}
});
@@ -1125,7 +1187,7 @@ const main = async () => {
app.get('/l3', async (req, res, next) => {
try {
const { marketName, marketIndex, marketType } = req.query;
const { marketName, marketIndex, marketType, includeOracle } = req.query;
const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
marketType as string,
@@ -1153,6 +1215,10 @@ const main = async () => {
}
}
if (`${includeOracle}`.toLowerCase() === 'true') {
l3['oracle'] = getOracleForMarket(normedMarketType, normedMarketIndex);
}
res.writeHead(200);
res.end(JSON.stringify(l3));
} catch (err) {

View File

@@ -80,10 +80,10 @@
enabled "2.0.x"
kuler "^2.0.0"
"@drift-labs/sdk@2.41.0-beta.2":
version "2.41.0-beta.2"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.41.0-beta.2.tgz#a91cac5bd5ae80ac3e7350bdb6fa337f67fab462"
integrity sha512-NdG4ip1af28i8539aZ3bY5Lb42dcPX6WfzG+vjqROzXiYP9s+Wm05fFYOQD3AoP0ZECWO5t5vrUzTSUvEAXSZA==
"@drift-labs/sdk@2.42.0-beta.3":
version "2.42.0-beta.3"
resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.42.0-beta.3.tgz#23be10343631a85f63a9a9c0ee0f9349992c838b"
integrity sha512-el2ylBRXk+MRqR6q4YjRd/7xRLsQUwOJPX5E8BL8S1iHf83wy80XDITeatDWefcbo0zeFyXOick0oK24JtLHdg==
dependencies:
"@coral-xyz/anchor" "0.28.1-beta.2"
"@ellipsis-labs/phoenix-sdk" "^1.4.2"