trade/trade-drift-dlob
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add implementation

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This commit is contained in:
wphan
2023-12-15 16:44:26 -08:00
parent 0db35808fc
commit 9d857385c4
2 changed files with 68 additions and 4 deletions
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15
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -19,6 +19,7 @@ import {
l2WithBNToStrings,
} from '../utils/utils';
import { logger } from '../utils/logger';
import { webhookMessage } from '../utils/webhook';
type wsMarketL2Args = {
marketIndex: number;
@@ -144,12 +145,18 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
asks: l2Formatted.asks.slice(0, 5),
});
// START HACK FOR DEBUGGING FAILURE WEBSOCKET CONNECTIONS
const orderSubscriberSlot = this.slotSource.getSlot();
const dlobOracleSlot = l2Formatted['oracle']['slot'];
if (Math.abs(orderSubscriberSlot - dlobOracleSlot) > 50) {
noticeSlack('dlobsubscirber kiling itstelf slot breakokren')
process.exit(420);
const dlobOracleSlot = parseInt(l2Formatted['oracleData']['slot']);
const slotDiff = Math.abs(orderSubscriberSlot - dlobOracleSlot);
if (slotDiff > 50) {
const msg = `DlobPublisher bad slot in ${l2Formatted['marketType']} market ${l2Formatted['marketName']}! abs(oracleSlot (${dlobOracleSlot}) - orderSubscriberSlot (${orderSubscriberSlot})) = ${slotDiff} > 50`;
logger.error(msg);
webhookMessage(msg).then(() => {
process.exit(1);
});
}
// END HACK FOR DEBUGGING FAILURE WEBSOCKET CONNECTIONS
this.redisClient.client.publish(
`orderbook_${marketType}_${l2Args.marketIndex}`,