From 391570a213126ce3e7951144b57fb17d4c2d6102 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Tue, 14 Oct 2025 19:12:26 +0000 Subject: [PATCH 1/9] Bumping drift-common to 1d06b3334905e485709089855cd8928334f88d3b --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 3ffd92f..1d06b33 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 3ffd92fa2b0c4b7483baf64b869f1e3f4f70c06d +Subproject commit 1d06b3334905e485709089855cd8928334f88d3b From 3d76ad16b46cd409cb0467903370074f54f1ce64 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Tue, 14 Oct 2025 21:03:54 +0000 Subject: [PATCH 2/9] Bumping drift-common to a7dc8065d9c07b1910bc02f38ae9b3c8f1875ad9 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 1d06b33..a7dc806 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 1d06b3334905e485709089855cd8928334f88d3b +Subproject commit a7dc8065d9c07b1910bc02f38ae9b3c8f1875ad9 From 298e265e8f1da46b7aaaee4557bcf94db5aa6bb8 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 03:03:33 +0000 Subject: [PATCH 3/9] Bumping drift-common to 5e4b27ebb8a07597338982462911b300ebcf52cf --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index a7dc806..5e4b27e 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit a7dc8065d9c07b1910bc02f38ae9b3c8f1875ad9 +Subproject commit 5e4b27ebb8a07597338982462911b300ebcf52cf From e9d6dcd3dcb82f496ce7f7ce8733a09cc3407b65 Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:20:09 +0000 Subject: [PATCH 4/9] Bumping drift-common to 9e6e9892624d474b641683bab50c8c97a5fe75cb --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 5e4b27e..9e6e989 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 5e4b27ebb8a07597338982462911b300ebcf52cf +Subproject commit 9e6e9892624d474b641683bab50c8c97a5fe75cb From fba6722c703be8b181dbaa8f744355cce7c7e1ce Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:41:24 +0000 Subject: [PATCH 5/9] Bumping drift-common to 6f8cf928b389cb1cd9983a65b74b297d348a49df --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 9e6e989..6f8cf92 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 9e6e9892624d474b641683bab50c8c97a5fe75cb +Subproject commit 6f8cf928b389cb1cd9983a65b74b297d348a49df From bafe3d51b3c4846ae84360d382fe4d758960d96f Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 18:35:58 +0000 Subject: [PATCH 6/9] Bumping drift-common to 8814f480d2e41160bf17fd29da34490a7218f7a2 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 6f8cf92..8814f48 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 6f8cf928b389cb1cd9983a65b74b297d348a49df +Subproject commit 8814f480d2e41160bf17fd29da34490a7218f7a2 From 7592af32024670906ec51f548cc2146ce2563f1c Mon Sep 17 00:00:00 2001 From: Jack Waller Date: Thu, 16 Oct 2025 11:08:53 +1100 Subject: [PATCH 7/9] chore: add logging to group aggregation --- src/utils/utils.ts | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/src/utils/utils.ts b/src/utils/utils.ts index 9c69345..d8a1d56 100644 --- a/src/utils/utils.ts +++ b/src/utils/utils.ts @@ -312,6 +312,11 @@ export function publishGroupings( asks: aggregatedAsks, }); + if(aggregatedBids.length == 20 || aggregatedAsks.length == 20) { + logger.error(`Error aggregating dlob levels: group=${group}, bids=${fullAggregatedBids.length}, asks=${fullAggregatedAsks.length}`) + logger.error(`Response: ${JSON.stringify(l2Formatted_grouped20)}`) + } + redisClient.publish( `${clientPrefix}orderbook_${marketType}_${ marketArgs.marketIndex From 70685f901a7358445d788deae5572650fdea709c Mon Sep 17 00:00:00 2001 From: GitHub Actions <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 16 Oct 2025 00:21:05 +0000 Subject: [PATCH 8/9] Bumping drift-common to 874bacac7414eaa77934b6e153497bf8e108c1e4 --- drift-common | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/drift-common b/drift-common index 8814f48..874baca 160000 --- a/drift-common +++ b/drift-common @@ -1 +1 @@ -Subproject commit 8814f480d2e41160bf17fd29da34490a7218f7a2 +Subproject commit 874bacac7414eaa77934b6e153497bf8e108c1e4 From 73278e02ea649a72a4556e5575a78ce1291c6bb4 Mon Sep 17 00:00:00 2001 From: Jack Waller Date: Thu, 16 Oct 2025 11:31:50 +1100 Subject: [PATCH 9/9] chore: update to only look at majors --- src/utils/utils.ts | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/src/utils/utils.ts b/src/utils/utils.ts index d8a1d56..610e69a 100644 --- a/src/utils/utils.ts +++ b/src/utils/utils.ts @@ -311,8 +311,9 @@ export function publishGroupings( bids: aggregatedBids, asks: aggregatedAsks, }); + - if(aggregatedBids.length == 20 || aggregatedAsks.length == 20) { + if(['SOL-PERP', 'BTC-PERP', 'ETH-PERP'].includes(l2Formatted_grouped20.marketName) && aggregatedBids.length !== 20 || aggregatedAsks.length !== 20) { logger.error(`Error aggregating dlob levels: group=${group}, bids=${fullAggregatedBids.length}, asks=${fullAggregatedAsks.length}`) logger.error(`Response: ${JSON.stringify(l2Formatted_grouped20)}`) }