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Merge pull request #85 from drift-labs/new-market-staleness-threshold

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new market staleness
This commit is contained in:
Nour Alharithi
2024-02-06 14:13:43 -08:00
committed by GitHub
parent bae3769b64 d9317c8157
commit bfd5689df4
1 changed files with 10 additions and 7 deletions
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11
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -27,7 +27,8 @@ type wsMarketL2Args = {
updateOnChange?: boolean;
};
const MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
const PERP_MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
const SPOT_MAKRET_STALENESS_THRESHOLD = 20 * 60 * 1000;
export type wsMarketInfo = {
marketIndex: number;
@@ -180,6 +181,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
}
// Check if times and slots are too different for market
const MAKRET_STALENESS_THRESHOLD =
marketType === 'perp'
? PERP_MAKRET_STALENESS_THRESHOLD
: SPOT_MAKRET_STALENESS_THRESHOLD;
if (
lastMarketSlotAndTime &&
l2Formatted['marketSlot'] === lastMarketSlotAndTime.slot &&
@@ -197,9 +202,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
console.log(
`Updating market slot for ${l2Args.marketName} with slot ${l2Formatted['marketSlot']}`
);
this.lastMarketSlotMap
.get(l2Args.marketType)
.set(l2Args.marketIndex, {
this.lastMarketSlotMap.get(l2Args.marketType).set(l2Args.marketIndex, {
slot: l2Formatted['marketSlot'],
ts: Date.now(),
});