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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; let indicativeOrderId = 0;
for (const marketArgs of this.marketArgs) { for (const marketArgs of this.marketArgs) {
try { try {
if (this.indicativeQuotesRedisClient) { // if (this.indicativeQuotesRedisClient) {
const marketType = isVariant(marketArgs.marketType, 'perp') // const marketType = isVariant(marketArgs.marketType, 'perp')
? 'perp' // ? 'perp'
: 'spot'; // : 'spot';
const mms = await this.indicativeQuotesRedisClient.smembers( // const mms = await this.indicativeQuotesRedisClient.smembers(
`market_mms_${marketType}_${marketArgs.marketIndex}` // `market_mms_${marketType}_${marketArgs.marketIndex}`
); // );
const mmQuotes = await Promise.all( // const mmQuotes = await Promise.all(
mms.map((mm) => { // mms.map((mm) => {
return this.indicativeQuotesRedisClient.get( // return this.indicativeQuotesRedisClient.get(
`mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}` // `mm_quotes_${marketType}_${marketArgs.marketIndex}_${mm}`
); // );
}) // })
); // );
const nowMinus1000Ms = Date.now() - 1000; // const nowMinus1000Ms = Date.now() - 1000;
for (const quote of mmQuotes) { // for (const quote of mmQuotes) {
if (Number(quote['ts']) > nowMinus1000Ms) { // if (Number(quote['ts']) > nowMinus1000Ms) {
const indicativeBaseOrder: Order = { // const indicativeBaseOrder: Order = {
status: OrderStatus.OPEN, // status: OrderStatus.OPEN,
orderType: OrderType.LIMIT, // orderType: OrderType.LIMIT,
orderId: 0, // orderId: 0,
slot: new BN(this.slotSource.getSlot()), // slot: new BN(this.slotSource.getSlot()),
marketIndex: marketArgs.marketIndex, // marketIndex: marketArgs.marketIndex,
marketType: marketArgs.marketType, // marketType: marketArgs.marketType,
baseAssetAmount: ZERO, // baseAssetAmount: ZERO,
immediateOrCancel: false, // immediateOrCancel: false,
direction: PositionDirection.LONG, // direction: PositionDirection.LONG,
oraclePriceOffset: 0, // oraclePriceOffset: 0,
maxTs: new BN(quote['ts'] + 1000), // maxTs: new BN(quote['ts'] + 1000),
reduceOnly: false, // reduceOnly: false,
triggerCondition: OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition.ABOVE,
price: ZERO, // price: ZERO,
userOrderId: 0, // userOrderId: 0,
postOnly: true, // postOnly: true,
auctionDuration: 0, // auctionDuration: 0,
auctionStartPrice: ZERO, // auctionStartPrice: ZERO,
auctionEndPrice: ZERO, // auctionEndPrice: ZERO,
// Rest are not necessary and set for type conforming // // Rest are not necessary and set for type conforming
existingPositionDirection: PositionDirection.LONG, // existingPositionDirection: PositionDirection.LONG,
triggerPrice: ZERO, // triggerPrice: ZERO,
baseAssetAmountFilled: ZERO, // baseAssetAmountFilled: ZERO,
quoteAssetAmountFilled: ZERO, // quoteAssetAmountFilled: ZERO,
quoteAssetAmount: ZERO, // quoteAssetAmount: ZERO,
bitFlags: 0, // bitFlags: 0,
postedSlotTail: 0, // postedSlotTail: 0,
}; // };
if (quote['bid_size'] && quote['bid_price'] != null) { // if (quote['bid_size'] && quote['bid_price'] != null) {
// Sanity check bid price and size // // Sanity check bid price and size
const indicativeBid: Order = Object.assign( // const indicativeBid: Order = Object.assign(
{}, // {},
indicativeBaseOrder, // indicativeBaseOrder,
{ // {
orderId: indicativeOrderId, // orderId: indicativeOrderId,
oraclePriceOffset: quote['is_oracle_offset'] // oraclePriceOffset: quote['is_oracle_offset']
? quote['bid_price'] // ? quote['bid_price']
: 0, // : 0,
price: quote['is_oracle_offset'] // price: quote['is_oracle_offset']
? 0 // ? 0
: new BN(quote['bid_price']), // : new BN(quote['bid_price']),
baseAssetAmount: new BN(quote['bid_size']), // baseAssetAmount: new BN(quote['bid_size']),
direction: PositionDirection.LONG, // direction: PositionDirection.LONG,
} // }
); // );
this.dlob.insertOrder( // this.dlob.insertOrder(
indicativeBid, // indicativeBid,
INDICATIVE_QUOTES_PUBKEY, // INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(), // this.slotSource.getSlot(),
false // false
); // );
indicativeOrderId += 1; // indicativeOrderId += 1;
} // }
if (quote['ask_size'] && quote['ask_price'] != null) { // if (quote['ask_size'] && quote['ask_price'] != null) {
const indicativeAsk: Order = Object.assign( // const indicativeAsk: Order = Object.assign(
{}, // {},
indicativeBaseOrder, // indicativeBaseOrder,
{ // {
orderId: indicativeOrderId, // orderId: indicativeOrderId,
oraclePriceOffset: quote['is_oracle_offset'] // oraclePriceOffset: quote['is_oracle_offset']
? quote['ask_price'] // ? quote['ask_price']
: 0, // : 0,
price: quote['is_oracle_offset'] // price: quote['is_oracle_offset']
? 0 // ? 0
: new BN(quote['ask_price']), // : new BN(quote['ask_price']),
baseAssetAmount: new BN(quote['ask_size']), // baseAssetAmount: new BN(quote['ask_size']),
direction: PositionDirection.SHORT, // direction: PositionDirection.SHORT,
} // }
); // );
this.dlob.insertOrder( // this.dlob.insertOrder(
indicativeAsk, // indicativeAsk,
INDICATIVE_QUOTES_PUBKEY, // INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(), // this.slotSource.getSlot(),
false // false
); // );
indicativeOrderId += 1; // indicativeOrderId += 1;
} // }
} // }
} // }
} // }
this.getL2AndSendMsg(marketArgs); this.getL2AndSendMsg(marketArgs);
this.getL3AndSendMsg(marketArgs); this.getL3AndSendMsg(marketArgs);
} catch (error) { } catch (error) {