pass list of markets into DLOBSubscriberIO

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -2,16 +2,11 @@ import {
 	BN,
 	DLOBSubscriber,
 	DLOBSubscriptionConfig,
-	DevnetPerpMarkets,
-	DevnetSpotMarkets,
 	L2OrderBookGenerator,
-	MainnetPerpMarkets,
-	MainnetSpotMarkets,
 	MarketType,
 	groupL2,
 	isVariant,
 } from '@drift-labs/sdk';
-import { driftEnv } from '../publishers/dlobPublisher';
 import { RedisClient } from '../utils/redisClient';
 import {
 	SubscriberLookup,
@@ -33,6 +28,11 @@ type wsMarketL2Args = {
 	updateOnChange?: boolean;
 };
 
+export type wsMarketInfo = {
+	marketIndex: number;
+	marketName: string;
+};
+
 export class DLOBSubscriberIO extends DLOBSubscriber {
 	public marketL2Args: wsMarketL2Args[] = [];
 	public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
@@ -41,6 +41,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 	constructor(
 		config: DLOBSubscriptionConfig & {
 			redisClient: RedisClient;
+			perpMarketsInfos: wsMarketInfo[];
+			spotMarketsInfos: wsMarketInfo[];
 			spotMarketSubscribers: SubscriberLookup;
 		}
 	) {
@@ -52,17 +54,11 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 		this.lastSeenL2Formatted.set(MarketType.SPOT, new Map());
 		this.lastSeenL2Formatted.set(MarketType.PERP, new Map());
 
-		// Add all active markets to the market L2Args
+		for (const market of config.perpMarketsInfos) {
-		const perpMarkets =
-			driftEnv === 'devnet' ? DevnetPerpMarkets : MainnetPerpMarkets;
-		const spotMarkets =
-			driftEnv === 'devnet' ? DevnetSpotMarkets : MainnetSpotMarkets;
-
-		for (const market of perpMarkets) {
 			this.marketL2Args.push({
 				marketIndex: market.marketIndex,
 				marketType: MarketType.PERP,
-				marketName: market.symbol,
+				marketName: market.marketName,
 				depth: -1,
 				numVammOrders: 100,
 				includeVamm: true,
@@ -70,11 +66,11 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 				fallbackL2Generators: [],
 			});
 		}
-		for (const market of spotMarkets) {
+		for (const market of config.spotMarketsInfos) {
 			this.marketL2Args.push({
 				marketIndex: market.marketIndex,
 				marketType: MarketType.SPOT,
-				marketName: market.symbol,
+				marketName: market.marketName,
 				depth: -1,
 				includeVamm: false,
 				updateOnChange: true,

src/publishers/dlobPublisher.ts

@@ -25,7 +25,10 @@ import {
 	getSerumSubscriber,
 	sleep,
 } from '../utils/utils';
-import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO';
+import {
+	DLOBSubscriberIO,
+	wsMarketInfo,
+} from '../dlob-subscriber/DLOBSubscriberIO';
 import { RedisClient } from '../utils/redisClient';
 import {
 	DLOBProvider,
@@ -86,20 +89,17 @@ let MARKET_SUBSCRIBERS: SubscriberLookup = {};
 const getMarketsAndOraclesToLoad = (
 	sdkConfig: any
 ): {
-	perpMarketIndexes?: number[];
+	perpMarketInfos: wsMarketInfo[];
-	spotMarketIndexes?: number[];
+	spotMarketInfos: wsMarketInfo[];
 	oracleInfos?: OracleInfo[];
 } => {
 	const oracleInfos: OracleInfo[] = [];
 	const oraclesTracked = new Set();
-	let perpMarketIndexes: number[] = [];
+	const perpMarketInfos: wsMarketInfo[] = [];
-	let spotMarketIndexes: number[] = [];
+	const spotMarketInfos: wsMarketInfo[] = [];
 
 	if (PERP_MARKETS_TO_LOAD!.length > 0) {
-		perpMarketIndexes = PERP_MARKETS_TO_LOAD;
+		for (const idx of PERP_MARKETS_TO_LOAD) {
-		logger.info(`DlobPublisher tracking perp markets: ${perpMarketIndexes}`);
-
-		for (const idx of perpMarketIndexes) {
 			const perpMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig;
 			if (!perpMarketConfig) {
 				throw new Error(`Perp market config for ${idx} not found`);
@@ -113,14 +113,18 @@ const getMarketsAndOraclesToLoad = (
 				});
 				oraclesTracked.add(oracleKey);
 			}
+			perpMarketInfos.push({
+				marketIndex: perpMarketConfig.marketIndex,
+				marketName: perpMarketConfig.symbol,
+			});
 		}
+		logger.info(
+			`DlobPublisher tracking perp markets: ${JSON.stringify(perpMarketInfos)}`
+		);
 	}
 
 	if (SPOT_MARKETS_TO_LOAD!.length > 0) {
-		spotMarketIndexes = SPOT_MARKETS_TO_LOAD;
+		for (const idx of SPOT_MARKETS_TO_LOAD) {
-		logger.info(`DlobPublisher tracking spot markets: ${spotMarketIndexes}`);
-
-		for (const idx of spotMarketIndexes) {
 			const spotMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig;
 			if (!spotMarketConfig) {
 				throw new Error(`Spot market config for ${idx} not found`);
@@ -134,12 +138,19 @@ const getMarketsAndOraclesToLoad = (
 				});
 				oraclesTracked.add(oracleKey);
 			}
+			spotMarketInfos.push({
+				marketIndex: spotMarketConfig.marketIndex,
+				marketName: spotMarketConfig.symbol,
+			});
 		}
+		logger.info(
+			`DlobPublisher tracking spot markets: ${JSON.stringify(spotMarketInfos)}`
+		);
 	}
 
 	return {
-		perpMarketIndexes,
+		perpMarketInfos,
-		spotMarketIndexes,
+		spotMarketInfos,
 		oracleInfos,
 	};
 };
@@ -259,7 +270,7 @@ const main = async () => {
 		};
 	}
 
-	const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
+	const { perpMarketInfos, spotMarketInfos, oracleInfos } =
 		getMarketsAndOraclesToLoad(sdkConfig);
 	driftClient = new DriftClient({
 		connection,
@@ -267,8 +278,8 @@ const main = async () => {
 		programID: clearingHousePublicKey,
 		accountSubscription,
 		env: driftEnv,
-		perpMarketIndexes,
+		perpMarketIndexes: perpMarketInfos.map((m) => m.marketIndex),
-		spotMarketIndexes,
+		spotMarketIndexes: spotMarketInfos.map((m) => m.marketIndex),
 		oracleInfos,
 	});
 
@@ -358,6 +369,8 @@ const main = async () => {
 		updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
 		redisClient,
 		spotMarketSubscribers: MARKET_SUBSCRIBERS,
+		perpMarketsInfos,
+		spotMarketsInfos,
 	});
 	await dlobSubscriber.subscribe();
 	if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {