add grouping query to /l2

package.json

@@ -5,7 +5,7 @@
   "main": "lib/index.js",
   "license": "Apache-2.0",
   "dependencies": {
-    "@drift-labs/sdk": "2.30.0",
+    "@drift-labs/sdk": "2.31.0-beta.4",
     "@opentelemetry/api": "^1.1.0",
     "@opentelemetry/auto-instrumentations-node": "^0.31.1",
     "@opentelemetry/exporter-prometheus": "^0.31.0",

src/index.ts

@@ -29,6 +29,9 @@ import {
 	SerumSubscriber,
 	DLOBNode,
 	isVariant,
+	BN,
+	groupL2,
+	L2OrderBook,
 } from '@drift-labs/sdk';
 
 import { Mutex } from 'async-mutex';
@@ -860,45 +863,7 @@ const main = async () => {
 		}
 	});
 
-	app.get('/l2', handleResponseTime, async (req, res, next) => {
+	const l2WithBNToStrings = (l2: L2OrderBook): any => {
-		try {
-			const {
-				marketName,
-				marketIndex,
-				marketType,
-				depth,
-				includeVamm,
-				includePhoenix,
-				includeSerum,
-			} = req.query;
-
-			const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
-				marketType as string,
-				marketIndex as string,
-				marketName as string
-			);
-			if (error) {
-				res.status(400).send(error);
-				return;
-			}
-
-			const isSpot = isVariant(normedMarketType, 'spot');
-
-			const l2 = await dlobSubscriber.getL2({
-				marketIndex: normedMarketIndex,
-				marketType: normedMarketType,
-				depth: depth ? parseInt(depth as string) : 10,
-				includeVamm: `${includeVamm}`.toLowerCase() === 'true',
-				fallbackL2Generators: isSpot
-					? [
-							`${includePhoenix}`.toLowerCase() === 'true' &&
-								MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
-							`${includeSerum}`.toLowerCase() === 'true' &&
-								MARKET_SUBSCRIBERS[normedMarketIndex].serum,
-					  ].filter((a) => !!a)
-					: [],
-			});
-
 		for (const key of Object.keys(l2)) {
 			for (const idx in l2[key]) {
 				const level = l2[key][idx];
@@ -913,9 +878,64 @@ const main = async () => {
 				};
 			}
 		}
+		return l2;
+	};
 
+	app.get('/l2', handleResponseTime, async (req, res, next) => {
+		try {
+			const {
+				marketName,
+				marketIndex,
+				marketType,
+				depth,
+				includeVamm,
+				includePhoenix,
+				includeSerum,
+				grouping, // undefined or PRICE_PRECISION
+			} = req.query;
+
+			const { normedMarketType, normedMarketIndex, error } = validateDlobQuery(
+				marketType as string,
+				marketIndex as string,
+				marketName as string
+			);
+			if (error) {
+				res.status(400).send(error);
+				return;
+			}
+
+			const isSpot = isVariant(normedMarketType, 'spot');
+
+			const l2 = dlobSubscriber.getL2({
+				marketIndex: normedMarketIndex,
+				marketType: normedMarketType,
+				depth: depth ? parseInt(depth as string) : 10,
+				includeVamm: `${includeVamm}`.toLowerCase() === 'true',
+				fallbackL2Generators: isSpot
+					? [
+							`${includePhoenix}`.toLowerCase() === 'true' &&
+								MARKET_SUBSCRIBERS[normedMarketIndex].phoenix,
+							`${includeSerum}`.toLowerCase() === 'true' &&
+								MARKET_SUBSCRIBERS[normedMarketIndex].serum,
+					  ].filter((a) => !!a)
+					: [],
+			});
+
+			if (grouping) {
+				if (isNaN(parseInt(grouping as string))) {
+					res
+						.status(400)
+						.send('Bad Request: grouping must be a number if supplied');
+					return;
+				}
+				const groupingBN = new BN(parseInt(grouping as string));
 				res.writeHead(200);
-			res.end(JSON.stringify(l2));
+				res.end(JSON.stringify(l2WithBNToStrings(groupL2(l2, groupingBN))));
+			} else {
+				// make the BNs into strings
+				res.writeHead(200);
+				res.end(JSON.stringify(l2WithBNToStrings(l2)));
+			}
 		} catch (err) {
 			next(err);
 		}

yarn.lock

@@ -80,10 +80,10 @@
     enabled "2.0.x"
     kuler "^2.0.0"
 
-"@drift-labs/sdk@2.30.0":
+"@drift-labs/sdk@2.31.0-beta.4":
-  version "2.30.0"
+  version "2.31.0-beta.4"
-  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.30.0.tgz#68aa67c5f351d53453c850222c16480350853dd1"
+  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.31.0-beta.4.tgz#e03d7dc40078f9ccf63cb3899ea07994ef7a2b74"
-  integrity sha512-tyIZ0zi4Ap3KI+tmLecusgcjd/soAzV4gzYKFcRxEuy/o5vbuXMpEsZDvAOhwokP+8AZwFZgp2EhHrxh0obn2w==
+  integrity sha512-3tiNn6LTyUENNu+7TjLJvbPlWXDohRsONYAQOC4DVljXk8jUVFo0tLTyKXkZe9EJsMS+TE3WikIgf9jYJIGHjg==
   dependencies:
     "@coral-xyz/anchor" "0.26.0"
     "@ellipsis-labs/phoenix-sdk" "^1.4.2"