trade/trade-drift-dlob
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

update sdk to use mm oracle

Browse Source
This commit is contained in:
Nour Alharithi
2025-08-18 09:27:00 -07:00
parent c5dac71b82
commit f6fc7ede42
3 changed files with 30 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

28
src/dlob-subscriber/DLOBSubscriberIO.ts
View File

@@ -13,7 +13,7 @@ import {
PerpOperation,
PositionDirection,
ZERO,
calculateAMMBidAskPrice,
calculateBidAskPrice,
getLimitPrice,
isOperationPaused,
isVariant,
@@ -151,7 +151,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
try {
if (this.indicativeQuotesRedisClient) {
const oraclePriceData = isVariant(marketArgs.marketType, 'perp')
? this.driftClient.getOracleDataForPerpMarket(
? this.driftClient.getMMOracleDataForPerpMarket(
marketArgs.marketIndex
)
: this.driftClient.getOracleDataForSpotMarket(
@@ -160,13 +160,17 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const bestDlobBid = dlob.getBestBid(
marketArgs.marketIndex,
this.slotSource.getSlot(),
marketArgs.marketType,
isVariant(marketArgs.marketType, 'perp')
? MarketType.PERP
: MarketType.SPOT,
oraclePriceData
);
const bestDlobAsk = dlob.getBestAsk(
marketArgs.marketIndex,
this.slotSource.getSlot(),
marketArgs.marketType,
isVariant(marketArgs.marketType, 'perp')
? MarketType.PERP
: MarketType.SPOT,
oraclePriceData
);
@@ -177,7 +181,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
let bestBid = bestDlobBid;
let bestAsk = bestDlobAsk;
if (marketType === 'perp') {
const [bestVammBid, bestVammAsk] = calculateAMMBidAskPrice(
const [bestVammBid, bestVammAsk] = calculateBidAskPrice(
this.driftClient.getPerpMarketAccount(marketArgs.marketIndex).amm,
this.driftClient.getMMOracleDataForPerpMarket(
marketArgs.marketIndex
@@ -269,7 +273,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
indicativeBid,
INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(),
false
false,
indicativeBid.baseAssetAmount
);
indicativeOrderId += 1;
}
@@ -304,7 +309,8 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
indicativeAsk,
INDICATIVE_QUOTES_PUBKEY,
this.slotSource.getSlot(),
false
false,
indicativeAsk.baseAssetAmount
);
indicativeOrderId += 1;
}
@@ -471,7 +477,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const bids = this.dlob
.getBestMakers({
marketIndex: marketArgs.marketIndex,
marketType: marketArgs.marketType,
marketType: isVariant(marketArgs.marketType, 'perp')
? MarketType.PERP
: MarketType.SPOT,
direction: PositionDirection.LONG,
slot: slot,
oraclePriceData: oracleData,
@@ -481,7 +489,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const asks = this.dlob
.getBestMakers({
marketIndex: marketArgs.marketIndex,
marketType: marketArgs.marketType,
marketType: isVariant(marketArgs.marketType, 'perp')
? MarketType.PERP
: MarketType.SPOT,
direction: PositionDirection.SHORT,
slot,
oraclePriceData: oracleData,