publishing messages

src/dlob-subscriber/DLOBSubscriberIO.ts

@@ -3,6 +3,8 @@ import {
 	DLOBSubscriber,
 	DLOBSubscriptionConfig,
 	L2OrderBookGenerator,
+	MainnetPerpMarkets,
+	MainnetSpotMarkets,
 	MarketType,
 	groupL2,
 } from '@drift-labs/sdk';
@@ -16,16 +18,49 @@ type wsMarketL2Args = {
 	marketName: string;
 	depth: number;
 	includeVamm: boolean;
+  numVammOrders?: number;
 	grouping?: number;
 	fallbackL2Generators?: L2OrderBookGenerator[];
+  updateOnChange?: boolean;
 };
 
 export class DLOBSubscriberIO extends DLOBSubscriber {
 	public marketL2Args: wsMarketL2Args[] = [];
+  public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
 	io: Server;
 
 	constructor(config: DLOBSubscriptionConfig) {
 		super(config);
+
+    // Set up appropriate maps
+    this.lastSeenL2Formatted = new Map();
+    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 MainnetPerpMarkets) {
+      this.marketL2Args.push({
+        marketIndex: market.marketIndex,
+        marketType: MarketType.PERP,
+        marketName: market.symbol,
+        depth: 2,
+        includeVamm: true,
+        numVammOrders: 100,
+        updateOnChange: true,
+        fallbackL2Generators: []
+      });
+    }
+    for (const market of MainnetSpotMarkets) {
+      this.marketL2Args.push({
+        marketIndex: market.marketIndex,
+        marketType: MarketType.SPOT,
+        marketName: market.symbol,
+        depth: 2,
+        includeVamm: false,
+        updateOnChange: true,
+        fallbackL2Generators: []
+      });
+    }
 	}
 
 	override async updateDLOB(): Promise<void> {
@@ -38,7 +73,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 
 	getL2AndSendMsg(l2Args: wsMarketL2Args): void {
 		const grouping = l2Args.grouping;
-		const l2 = this.getL2(l2Args);
+    const l2 = this.getL2(l2Args);
 		let l2Formatted: any;
 		if (grouping) {
 			const groupingBN = new BN(grouping);
@@ -46,6 +81,11 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 		} else {
 			l2Formatted = l2WithBNToStrings(l2);
 		}
+
+    if (l2Args.updateOnChange && this.lastSeenL2Formatted.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['marketType'] = l2Args.marketType;
 		l2Formatted['marketIndex'] = l2Args.marketIndex;