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include additional info in l2formatted (#463)

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This commit is contained in:
lowkeynicc
2025-07-23 23:00:09 -04:00
committed by GitHub
parent 68235a029e
commit a616aa6945
1 changed files with 6 additions and 1 deletions
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7
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -355,7 +355,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
} }
const l2 = this.getL2({ ...l2FuncArgs, includeVamm }); 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; const slot = l2.slot;
if (slot) { if (slot) {
@@ -382,6 +383,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
l2Formatted['ts'] = Date.now(); l2Formatted['ts'] = Date.now();
l2Formatted['slot'] = slot; l2Formatted['slot'] = slot;
l2Formatted['markPrice'] = markPrice?.toString(); l2Formatted['markPrice'] = markPrice?.toString();
l2Formatted['bestBidPrice'] = bestBidPrice?.toString();
l2Formatted['bestAskPrice'] = bestAskPrice?.toString();
l2Formatted['spreadPct'] = spreadPct?.toString();
l2Formatted['spreadQuote'] = spreadQuote?.toString();
addOracletoResponse( addOracletoResponse(
l2Formatted, l2Formatted,