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prettify

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This commit is contained in:
Nour Alharithi
2023-10-25 11:16:07 -07:00
parent 9bb5c9c062
commit 99cd43c012
1 changed files with 43 additions and 36 deletions
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79
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -18,49 +18,49 @@ type wsMarketL2Args = {
marketName: string; marketName: string;
depth: number; depth: number;
includeVamm: boolean; includeVamm: boolean;
numVammOrders?: number; numVammOrders?: number;
grouping?: number; grouping?: number;
fallbackL2Generators?: L2OrderBookGenerator[]; fallbackL2Generators?: L2OrderBookGenerator[];
updateOnChange?: boolean; updateOnChange?: boolean;
}; };
export class DLOBSubscriberIO extends DLOBSubscriber { export class DLOBSubscriberIO extends DLOBSubscriber {
public marketL2Args: wsMarketL2Args[] = []; public marketL2Args: wsMarketL2Args[] = [];
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>; public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
io: Server; io: Server;
constructor(config: DLOBSubscriptionConfig) { constructor(config: DLOBSubscriptionConfig) {
super(config); super(config);
// Set up appropriate maps // Set up appropriate maps
this.lastSeenL2Formatted = new Map(); this.lastSeenL2Formatted = new Map();
this.lastSeenL2Formatted.set(MarketType.SPOT, new Map()); this.lastSeenL2Formatted.set(MarketType.SPOT, new Map());
this.lastSeenL2Formatted.set(MarketType.PERP, new Map()); this.lastSeenL2Formatted.set(MarketType.PERP, new Map());
// Add all active markets to the market L2Args // Add all active markets to the market L2Args
for (const market of MainnetPerpMarkets) { for (const market of MainnetPerpMarkets) {
this.marketL2Args.push({ this.marketL2Args.push({
marketIndex: market.marketIndex, marketIndex: market.marketIndex,
marketType: MarketType.PERP, marketType: MarketType.PERP,
marketName: market.symbol, marketName: market.symbol,
depth: 2, depth: 2,
includeVamm: true, includeVamm: true,
numVammOrders: 100, numVammOrders: 100,
updateOnChange: true, updateOnChange: true,
fallbackL2Generators: [] fallbackL2Generators: [],
}); });
} }
for (const market of MainnetSpotMarkets) { for (const market of MainnetSpotMarkets) {
this.marketL2Args.push({ this.marketL2Args.push({
marketIndex: market.marketIndex, marketIndex: market.marketIndex,
marketType: MarketType.SPOT, marketType: MarketType.SPOT,
marketName: market.symbol, marketName: market.symbol,
depth: 2, depth: 2,
includeVamm: false, includeVamm: false,
updateOnChange: true, updateOnChange: true,
fallbackL2Generators: [] fallbackL2Generators: [],
}); });
} }
} }
override async updateDLOB(): Promise<void> { override async updateDLOB(): Promise<void> {
@@ -73,7 +73,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
getL2AndSendMsg(l2Args: wsMarketL2Args): void { getL2AndSendMsg(l2Args: wsMarketL2Args): void {
const grouping = l2Args.grouping; const grouping = l2Args.grouping;
const l2 = this.getL2(l2Args); const l2 = this.getL2(l2Args);
let l2Formatted: any; let l2Formatted: any;
if (grouping) { if (grouping) {
const groupingBN = new BN(grouping); const groupingBN = new BN(grouping);
@@ -82,10 +82,17 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Formatted = l2WithBNToStrings(l2); l2Formatted = l2WithBNToStrings(l2);
} }
if (l2Args.updateOnChange && this.lastSeenL2Formatted.get(l2Args.marketType)?.get(l2Args.marketIndex) === JSON.stringify(l2Formatted)) { if (
return; l2Args.updateOnChange &&
} this.lastSeenL2Formatted
this.lastSeenL2Formatted.get(l2Args.marketType)?.set(l2Args.marketIndex, JSON.stringify(l2Formatted)); .get(l2Args.marketType)
?.get(l2Args.marketIndex) === JSON.stringify(l2Formatted)
) {
return;
}
this.lastSeenL2Formatted
.get(l2Args.marketType)
?.set(l2Args.marketIndex, JSON.stringify(l2Formatted));
l2Formatted['marketName'] = l2Args.marketName; l2Formatted['marketName'] = l2Args.marketName;
l2Formatted['marketType'] = l2Args.marketType; l2Formatted['marketType'] = l2Args.marketType;
l2Formatted['marketIndex'] = l2Args.marketIndex; l2Formatted['marketIndex'] = l2Args.marketIndex;