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new market staleness

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This commit is contained in:
Nour Alharithi
2024-02-06 12:06:35 -08:00
parent 4720440c7c
commit d9317c8157
1 changed files with 10 additions and 7 deletions
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17
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -27,7 +27,8 @@ type wsMarketL2Args = {
updateOnChange?: boolean; 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 = { export type wsMarketInfo = {
marketIndex: number; marketIndex: number;
@@ -180,6 +181,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
} }
// Check if times and slots are too different for market // 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 ( if (
lastMarketSlotAndTime && lastMarketSlotAndTime &&
l2Formatted['marketSlot'] === lastMarketSlotAndTime.slot && l2Formatted['marketSlot'] === lastMarketSlotAndTime.slot &&
@@ -197,12 +202,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
console.log( console.log(
`Updating market slot for ${l2Args.marketName} with slot ${l2Formatted['marketSlot']}` `Updating market slot for ${l2Args.marketName} with slot ${l2Formatted['marketSlot']}`
); );
this.lastMarketSlotMap this.lastMarketSlotMap.get(l2Args.marketType).set(l2Args.marketIndex, {
.get(l2Args.marketType) slot: l2Formatted['marketSlot'],
.set(l2Args.marketIndex, { ts: Date.now(),
slot: l2Formatted['marketSlot'], });
ts: Date.now(),
});
} }
const l2Formatted_depth100 = Object.assign({}, l2Formatted, { const l2Formatted_depth100 = Object.assign({}, l2Formatted, {