From bf7c2317600e3c5bbc1572f34684f8d7687ee108 Mon Sep 17 00:00:00 2001 From: Chris Heaney Date: Sun, 15 Jun 2025 10:08:22 -0400 Subject: [PATCH] comment out indicative liq --- src/dlob-subscriber/DLOBSubscriberIO.ts | 196 ++++++++++++------------ 1 file changed, 98 insertions(+), 98 deletions(-) diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts index 5acbc7a..3bf5b76 100644 --- a/src/dlob-subscriber/DLOBSubscriberIO.ts +++ b/src/dlob-subscriber/DLOBSubscriberIO.ts @@ -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) {