pass list of markets into DLOBSubscriberIO

This commit is contained in:
wphan
2023-12-24 01:35:17 -08:00
parent 70d9227b6c
commit eb4faa6cf1
2 changed files with 42 additions and 33 deletions

View File

@@ -25,7 +25,10 @@ import {
getSerumSubscriber,
sleep,
} from '../utils/utils';
import { DLOBSubscriberIO } from '../dlob-subscriber/DLOBSubscriberIO';
import {
DLOBSubscriberIO,
wsMarketInfo,
} from '../dlob-subscriber/DLOBSubscriberIO';
import { RedisClient } from '../utils/redisClient';
import {
DLOBProvider,
@@ -86,20 +89,17 @@ let MARKET_SUBSCRIBERS: SubscriberLookup = {};
const getMarketsAndOraclesToLoad = (
sdkConfig: any
): {
perpMarketIndexes?: number[];
spotMarketIndexes?: number[];
perpMarketInfos: wsMarketInfo[];
spotMarketInfos: wsMarketInfo[];
oracleInfos?: OracleInfo[];
} => {
const oracleInfos: OracleInfo[] = [];
const oraclesTracked = new Set();
let perpMarketIndexes: number[] = [];
let spotMarketIndexes: number[] = [];
const perpMarketInfos: wsMarketInfo[] = [];
const spotMarketInfos: wsMarketInfo[] = [];
if (PERP_MARKETS_TO_LOAD!.length > 0) {
perpMarketIndexes = PERP_MARKETS_TO_LOAD;
logger.info(`DlobPublisher tracking perp markets: ${perpMarketIndexes}`);
for (const idx of perpMarketIndexes) {
for (const idx of PERP_MARKETS_TO_LOAD) {
const perpMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig;
if (!perpMarketConfig) {
throw new Error(`Perp market config for ${idx} not found`);
@@ -113,14 +113,18 @@ const getMarketsAndOraclesToLoad = (
});
oraclesTracked.add(oracleKey);
}
perpMarketInfos.push({
marketIndex: perpMarketConfig.marketIndex,
marketName: perpMarketConfig.symbol,
});
}
logger.info(
`DlobPublisher tracking perp markets: ${JSON.stringify(perpMarketInfos)}`
);
}
if (SPOT_MARKETS_TO_LOAD!.length > 0) {
spotMarketIndexes = SPOT_MARKETS_TO_LOAD;
logger.info(`DlobPublisher tracking spot markets: ${spotMarketIndexes}`);
for (const idx of spotMarketIndexes) {
for (const idx of SPOT_MARKETS_TO_LOAD) {
const spotMarketConfig = sdkConfig.PERP_MARKETS[idx] as PerpMarketConfig;
if (!spotMarketConfig) {
throw new Error(`Spot market config for ${idx} not found`);
@@ -134,12 +138,19 @@ const getMarketsAndOraclesToLoad = (
});
oraclesTracked.add(oracleKey);
}
spotMarketInfos.push({
marketIndex: spotMarketConfig.marketIndex,
marketName: spotMarketConfig.symbol,
});
}
logger.info(
`DlobPublisher tracking spot markets: ${JSON.stringify(spotMarketInfos)}`
);
}
return {
perpMarketIndexes,
spotMarketIndexes,
perpMarketInfos,
spotMarketInfos,
oracleInfos,
};
};
@@ -259,7 +270,7 @@ const main = async () => {
};
}
const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
const { perpMarketInfos, spotMarketInfos, oracleInfos } =
getMarketsAndOraclesToLoad(sdkConfig);
driftClient = new DriftClient({
connection,
@@ -267,8 +278,8 @@ const main = async () => {
programID: clearingHousePublicKey,
accountSubscription,
env: driftEnv,
perpMarketIndexes,
spotMarketIndexes,
perpMarketIndexes: perpMarketInfos.map((m) => m.marketIndex),
spotMarketIndexes: spotMarketInfos.map((m) => m.marketIndex),
oracleInfos,
});
@@ -358,6 +369,8 @@ const main = async () => {
updateFrequency: ORDERBOOK_UPDATE_INTERVAL,
redisClient,
spotMarketSubscribers: MARKET_SUBSCRIBERS,
perpMarketsInfos,
spotMarketsInfos,
});
await dlobSubscriber.subscribe();
if (useWebsocket && !FEATURE_FLAGS.DISABLE_GPA_REFRESH) {