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comment out indicative liq

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This commit is contained in:
Chris Heaney
2025-06-15 10:08:22 -04:00
parent 40c9d7c4f6
commit bf7c231760
1 changed files with 98 additions and 98 deletions
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196
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -137,109 +137,109 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
let indicativeOrderId = 0;
for (const marketArgs of this.marketArgs) {
try {
if (this.indicativeQuotesRedisClient) {
const marketType = isVariant(marketArgs.marketType, 'perp')
? 'perp'
: 'spot';
// if (this.indicativeQuotesRedisClient) {
// const marketType = isVariant(marketArgs.marketType, 'perp')
// ? 'perp'
// : 'spot';
const mms = await this.indicativeQuotesRedisClient.smembers(
`market_mms_${marketType}_${marketArgs.marketIndex}`
);
const mmQuotes = await Promise.all(
mms.map((mm) => {
return this.indicativeQuotesRedisClient.get(
`mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}`
);
})
);
// const mms = await this.indicativeQuotesRedisClient.smembers(
// `market_mms_${marketType}_${marketArgs.marketIndex}`
// );
// const mmQuotes = await Promise.all(
// mms.map((mm) => {
// return this.indicativeQuotesRedisClient.get(
// `mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}`
// );
// })
// );
const nowMinus1000Ms = Date.now() - 1000;
for (const quote of mmQuotes) {
if (Number(quote['ts']) > nowMinus1000Ms) {
const indicativeBaseOrder: Order = {
status: OrderStatus.OPEN,
orderType: OrderType.LIMIT,
orderId: 0,
slot: new BN(this.slotSource.getSlot()),
marketIndex: marketArgs.marketIndex,
marketType: marketArgs.marketType,
baseAssetAmount: ZERO,
immediateOrCancel: false,
direction: PositionDirection.LONG,
oraclePriceOffset: 0,
maxTs: new BN(quote['ts'] + 1000),
reduceOnly: false,
triggerCondition: OrderTriggerCondition.ABOVE,
price: ZERO,
userOrderId: 0,
postOnly: true,
auctionDuration: 0,
auctionStartPrice: ZERO,
auctionEndPrice: ZERO,
// Rest are not necessary and set for type conforming
existingPositionDirection: PositionDirection.LONG,
triggerPrice: ZERO,
baseAssetAmountFilled: ZERO,
quoteAssetAmountFilled: ZERO,
quoteAssetAmount: ZERO,
bitFlags: 0,
postedSlotTail: 0,
};
// const nowMinus1000Ms = Date.now() - 1000;
// for (const quote of mmQuotes) {
// if (Number(quote['ts']) > nowMinus1000Ms) {
// const indicativeBaseOrder: Order = {
// status: OrderStatus.OPEN,
// orderType: OrderType.LIMIT,
// orderId: 0,
// slot: new BN(this.slotSource.getSlot()),
// marketIndex: marketArgs.marketIndex,
// marketType: marketArgs.marketType,
// baseAssetAmount: ZERO,
// immediateOrCancel: false,
// direction: PositionDirection.LONG,
// oraclePriceOffset: 0,
// maxTs: new BN(quote['ts'] + 1000),
// reduceOnly: false,
// triggerCondition: OrderTriggerCondition.ABOVE,
// price: ZERO,
// userOrderId: 0,
// postOnly: true,
// auctionDuration: 0,
// auctionStartPrice: ZERO,
// auctionEndPrice: ZERO,
// // Rest are not necessary and set for type conforming
// existingPositionDirection: PositionDirection.LONG,
// triggerPrice: ZERO,
// baseAssetAmountFilled: ZERO,
// quoteAssetAmountFilled: ZERO,
// quoteAssetAmount: ZERO,
// bitFlags: 0,
// postedSlotTail: 0,
// };
if (quote['bid_size'] && quote['bid_price'] != null) {
// Sanity check bid price and size
// if (quote['bid_size'] && quote['bid_price'] != null) {
// // Sanity check bid price and size
const indicativeBid: Order = Object.assign(
{},
indicativeBaseOrder,
{
orderId: indicativeOrderId,
oraclePriceOffset: quote['is_oracle_offset']
? quote['bid_price']
: 0,
price: quote['is_oracle_offset']
? 0
: new BN(quote['bid_price']),
baseAssetAmount: new BN(quote['bid_size']),
direction: PositionDirection.LONG,
}
);
this.dlob.insertOrder(
indicativeBid,
INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(),
false
);
indicativeOrderId += 1;
}
// const indicativeBid: Order = Object.assign(
// {},
// indicativeBaseOrder,
// {
// orderId: indicativeOrderId,
// oraclePriceOffset: quote['is_oracle_offset']
// ? quote['bid_price']
// : 0,
// price: quote['is_oracle_offset']
// ? 0
// : new BN(quote['bid_price']),
// baseAssetAmount: new BN(quote['bid_size']),
// direction: PositionDirection.LONG,
// }
// );
// this.dlob.insertOrder(
// indicativeBid,
// INDICATIVE_QUOTES_PUBKEY,
// this.slotSource.getSlot(),
// false
// );
// indicativeOrderId += 1;
// }
if (quote['ask_size'] && quote['ask_price'] != null) {
const indicativeAsk: Order = Object.assign(
{},
indicativeBaseOrder,
{
orderId: indicativeOrderId,
oraclePriceOffset: quote['is_oracle_offset']
? quote['ask_price']
: 0,
price: quote['is_oracle_offset']
? 0
: new BN(quote['ask_price']),
baseAssetAmount: new BN(quote['ask_size']),
direction: PositionDirection.SHORT,
}
);
this.dlob.insertOrder(
indicativeAsk,
INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(),
false
);
indicativeOrderId += 1;
}
}
}
}
// if (quote['ask_size'] && quote['ask_price'] != null) {
// const indicativeAsk: Order = Object.assign(
// {},
// indicativeBaseOrder,
// {
// orderId: indicativeOrderId,
// oraclePriceOffset: quote['is_oracle_offset']
// ? quote['ask_price']
// : 0,
// price: quote['is_oracle_offset']
// ? 0
// : new BN(quote['ask_price']),
// baseAssetAmount: new BN(quote['ask_size']),
// direction: PositionDirection.SHORT,
// }
// );
// this.dlob.insertOrder(
// indicativeAsk,
// INDICATIVE_QUOTES_PUBKEY,
// this.slotSource.getSlot(),
// false
// );
// indicativeOrderId += 1;
// }
// }
// }
// }
this.getL2AndSendMsg(marketArgs);
this.getL3AndSendMsg(marketArgs);
} catch (error) {