diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts index 1149945..20c2867 100644 --- a/src/dlob-subscriber/DLOBSubscriberIO.ts +++ b/src/dlob-subscriber/DLOBSubscriberIO.ts @@ -355,7 +355,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber { } const l2 = this.getL2({ ...l2FuncArgs, includeVamm }); - const { markPrice } = COMMON_MATH.calculateSpreadBidAskMark(l2); + const { markPrice, bestBidPrice, bestAskPrice, spreadPct, spreadQuote } = + COMMON_MATH.calculateSpreadBidAskMark(l2); const slot = l2.slot; if (slot) { @@ -382,6 +383,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber { l2Formatted['ts'] = Date.now(); l2Formatted['slot'] = slot; l2Formatted['markPrice'] = markPrice?.toString(); + l2Formatted['bestBidPrice'] = bestBidPrice?.toString(); + l2Formatted['bestAskPrice'] = bestAskPrice?.toString(); + l2Formatted['spreadPct'] = spreadPct?.toString(); + l2Formatted['spreadQuote'] = spreadQuote?.toString(); addOracletoResponse( l2Formatted,