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This commit is contained in:
wphan
2023-12-24 01:58:43 -08:00
parent eb4faa6cf1
commit dc4426268b
2 changed files with 19 additions and 12 deletions
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10
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -41,8 +41,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
constructor( constructor(
config: DLOBSubscriptionConfig & { config: DLOBSubscriptionConfig & {
redisClient: RedisClient; redisClient: RedisClient;
perpMarketsInfos: wsMarketInfo[]; perpMarketInfos: wsMarketInfo[];
spotMarketsInfos: wsMarketInfo[]; spotMarketInfos: wsMarketInfo[];
spotMarketSubscribers: SubscriberLookup; spotMarketSubscribers: SubscriberLookup;
} }
) { ) {
@@ -54,7 +54,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
this.lastSeenL2Formatted.set(MarketType.SPOT, new Map()); this.lastSeenL2Formatted.set(MarketType.SPOT, new Map());
this.lastSeenL2Formatted.set(MarketType.PERP, new Map()); this.lastSeenL2Formatted.set(MarketType.PERP, new Map());
for (const market of config.perpMarketsInfos) { for (const market of config.perpMarketInfos) {
this.marketL2Args.push({ this.marketL2Args.push({
marketIndex: market.marketIndex, marketIndex: market.marketIndex,
marketType: MarketType.PERP, marketType: MarketType.PERP,
@@ -66,7 +66,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
fallbackL2Generators: [], fallbackL2Generators: [],
}); });
} }
for (const market of config.spotMarketsInfos) { for (const market of config.spotMarketInfos) {
this.marketL2Args.push({ this.marketL2Args.push({
marketIndex: market.marketIndex, marketIndex: market.marketIndex,
marketType: MarketType.SPOT, marketType: MarketType.SPOT,
@@ -88,7 +88,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
try { try {
this.getL2AndSendMsg(l2Args); this.getL2AndSendMsg(l2Args);
} catch (error) { } catch (error) {
logger.error(error); console.error(error);
console.log(`Error getting L2 ${l2Args.marketName}`); console.log(`Error getting L2 ${l2Args.marketName}`);
} }
} }

21
src/publishers/dlobPublisher.ts
View File

@@ -16,6 +16,7 @@ import {
isVariant, isVariant,
OracleInfo, OracleInfo,
PerpMarketConfig, PerpMarketConfig,
SpotMarketConfig,
} from '@drift-labs/sdk'; } from '@drift-labs/sdk';
import { logger, setLogLevel } from '../utils/logger'; import { logger, setLogLevel } from '../utils/logger';
@@ -98,8 +99,11 @@ const getMarketsAndOraclesToLoad = (
const perpMarketInfos: wsMarketInfo[] = []; const perpMarketInfos: wsMarketInfo[] = [];
const spotMarketInfos: wsMarketInfo[] = []; const spotMarketInfos: wsMarketInfo[] = [];
if (PERP_MARKETS_TO_LOAD!.length > 0) { const perpIndexes = PERP_MARKETS_TO_LOAD
for (const idx of PERP_MARKETS_TO_LOAD) { ? PERP_MARKETS_TO_LOAD
: sdkConfig.PERP_MARKETS.map((m) => m.marketIndex);
if (perpIndexes.length > 0) {
for (const idx of perpIndexes) {
const perpMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig; const perpMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig;
if (!perpMarketConfig) { if (!perpMarketConfig) {
throw new Error(`Perp market config for ${idx} not found`); throw new Error(`Perp market config for ${idx} not found`);
@@ -123,9 +127,12 @@ const getMarketsAndOraclesToLoad = (
); );
} }
if (SPOT_MARKETS_TO_LOAD!.length > 0) { const spotIndexes = SPOT_MARKETS_TO_LOAD
for (const idx of SPOT_MARKETS_TO_LOAD) { ? SPOT_MARKETS_TO_LOAD
const spotMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig; : sdkConfig.SPOT_MARKETS.map((m) => m.marketIndex);
if (spotIndexes.length > 0) {
for (const idx of spotIndexes) {
const spotMarketConfig = sdkConfig.SPOT_MARKETS[idx] as SpotMarketConfig;
if (!spotMarketConfig) { if (!spotMarketConfig) {
throw new Error(`Spot market config for ${idx} not found`); throw new Error(`Spot market config for ${idx} not found`);
} }
@@ -369,8 +376,8 @@ const main = async () => {
updateFrequency: ORDERBOOK_UPDATE_INTERVAL, updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
redisClient, redisClient,
spotMarketSubscribers: MARKET_SUBSCRIBERS, spotMarketSubscribers: MARKET_SUBSCRIBERS,
perpMarketsInfos, perpMarketInfos,
spotMarketsInfos, spotMarketInfos,
}); });
await dlobSubscriber.subscribe(); await dlobSubscriber.subscribe();
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) { if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {