Merge pull request #129 from drift-labs/master

base precision correction for spot filler
This commit is contained in:
Nour Alharithi
2024-04-03 14:19:42 -07:00
committed by GitHub

View File

@@ -111,6 +111,10 @@ const main = async () => {
JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL) JSON.stringify(event.action) === JSON.stringify(OrderAction.FILL)
), ),
map((fill: Event<OrderActionRecord>) => { map((fill: Event<OrderActionRecord>) => {
const basePrecision =
getVariant(fill.marketType) === 'spot'
? sdkConfig.SPOT_MARKETS[fill.marketIndex].precision
: BASE_PRECISION;
return { return {
ts: fill.ts.toNumber(), ts: fill.ts.toNumber(),
marketIndex: fill.marketIndex, marketIndex: fill.marketIndex,
@@ -124,7 +128,7 @@ const main = async () => {
), ),
baseAssetAmountFilled: convertToNumber( baseAssetAmountFilled: convertToNumber(
fill.baseAssetAmountFilled, fill.baseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
quoteAssetAmountFilled: convertToNumber( quoteAssetAmountFilled: convertToNumber(
fill.quoteAssetAmountFilled, fill.quoteAssetAmountFilled,
@@ -137,11 +141,11 @@ const main = async () => {
: undefined, : undefined,
takerOrderBaseAssetAmount: convertToNumber( takerOrderBaseAssetAmount: convertToNumber(
fill.takerOrderBaseAssetAmount, fill.takerOrderBaseAssetAmount,
BASE_PRECISION basePrecision
), ),
takerOrderCumulativeBaseAssetAmountFilled: convertToNumber( takerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeBaseAssetAmountFilled, fill.takerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( takerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.takerOrderCumulativeQuoteAssetAmountFilled, fill.takerOrderCumulativeQuoteAssetAmountFilled,
@@ -154,11 +158,11 @@ const main = async () => {
: undefined, : undefined,
makerOrderBaseAssetAmount: convertToNumber( makerOrderBaseAssetAmount: convertToNumber(
fill.makerOrderBaseAssetAmount, fill.makerOrderBaseAssetAmount,
BASE_PRECISION basePrecision
), ),
makerOrderCumulativeBaseAssetAmountFilled: convertToNumber( makerOrderCumulativeBaseAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeBaseAssetAmountFilled, fill.makerOrderCumulativeBaseAssetAmountFilled,
BASE_PRECISION basePrecision
), ),
makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber( makerOrderCumulativeQuoteAssetAmountFilled: convertToNumber(
fill.makerOrderCumulativeQuoteAssetAmountFilled, fill.makerOrderCumulativeQuoteAssetAmountFilled,