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Merge pull request #79 from drift-labs/master

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consolidate conditions for killswitch
This commit is contained in:
Nour Alharithi
2024-01-23 13:27:06 -08:00
committed by GitHub
parent c090462698 b82cda8695
commit de3d5bdec0
2 changed files with 10 additions and 10 deletions
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14
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -15,8 +15,6 @@ import {
l2WithBNToStrings,
} from '../utils/utils';
const SLOT_DIFF_KILLSWITCH_THRESHOLD = 200;
type wsMarketL2Args = {
marketIndex: number;
marketType: MarketType;
@@ -38,7 +36,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
public marketL2Args: wsMarketL2Args[] = [];
public lastSeenL2Formatted: Map<MarketType, Map<number, any>>;
redisClient: RedisClient;
public marketKillSwitchSlotDiffThreshold: number;
public killSwitchSlotDiffThreshold: number;
constructor(
config: DLOBSubscriptionConfig & {
@@ -46,13 +44,13 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
perpMarketInfos: wsMarketInfo[];
spotMarketInfos: wsMarketInfo[];
spotMarketSubscribers: SubscriberLookup;
marketKillSwitchSlotDiffThreshold?: number;
killSwitchSlotDiffThreshold?: number;
}
) {
super(config);
this.redisClient = config.redisClient;
this.marketKillSwitchSlotDiffThreshold =
config.marketKillSwitchSlotDiffThreshold || 200;
this.killSwitchSlotDiffThreshold =
config.killSwitchSlotDiffThreshold || 200;
// Set up appropriate maps
this.lastSeenL2Formatted = new Map();
@@ -147,7 +145,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
if (
Math.abs(slot - parseInt(l2Formatted['oracleData']['slot'])) >
SLOT_DIFF_KILLSWITCH_THRESHOLD
this.killSwitchSlotDiffThreshold ||
Math.abs(slot - l2Formatted['marketSlot']) >
this.killSwitchSlotDiffThreshold
) {
console.log(`Killing process due to slot diffs:
dlobProvider slot: ${slot}

6
src/publishers/dlobPublisher.ts
View File

@@ -71,8 +71,8 @@ const ORDERBOOK_UPDATE_INTERVAL =
parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 1000;
const WS_FALLBACK_FETCH_INTERVAL = 10_000;
const MARKET_KILLSWITCH_SLOT_DIFF_THRESHOLD =
parseInt(process.env.MARKET_KILLSWITCH_SLOT_DIFF_THRESHOLD) || 300;
const KILLSWITCH_SLOT_DIFF_THRESHOLD =
parseInt(process.env.KILLSWITCH_SLOT_DIFF_THRESHOLD) || 200;
// comma separated list of perp market indexes to load: i.e. 0,1,2,3
const PERP_MARKETS_TO_LOAD =
@@ -398,7 +398,7 @@ const main = async () => {
spotMarketSubscribers: MARKET_SUBSCRIBERS,
perpMarketInfos,
spotMarketInfos,
marketKillSwitchSlotDiffThreshold: MARKET_KILLSWITCH_SLOT_DIFF_THRESHOLD,
killSwitchSlotDiffThreshold: KILLSWITCH_SLOT_DIFF_THRESHOLD,
});
await dlobSubscriber.subscribe();
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {