feat(visualizer): add DLOB slippage subscription hook

apps/visualizer/src/features/market/useDlobSlippage.ts

@@ -0,0 +1,137 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type DlobSlippageRow = {
+  marketName: string;
+  side: 'buy' | 'sell';
+  sizeUsd: number;
+  midPrice: number | null;
+  vwapPrice: number | null;
+  worstPrice: number | null;
+  filledUsd: number | null;
+  filledBase: number | null;
+  impactBps: number | null;
+  levelsConsumed: number | null;
+  fillPct: number | null;
+  updatedAt: string | null;
+};
+
+function toNum(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? v : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number(s);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+function toInt(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number.parseInt(s, 10);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+type HasuraRow = {
+  market_name: string;
+  side: string;
+  size_usd: unknown;
+  mid_price?: unknown;
+  vwap_price?: unknown;
+  worst_price?: unknown;
+  filled_usd?: unknown;
+  filled_base?: unknown;
+  impact_bps?: unknown;
+  levels_consumed?: unknown;
+  fill_pct?: unknown;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_slippage_latest: HasuraRow[];
+};
+
+export function useDlobSlippage(marketName: string): { rows: DlobSlippageRow[]; connected: boolean; error: string | null } {
+  const [rows, setRows] = useState<DlobSlippageRow[]>([]);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setRows([]);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobSlippage($market: String!) {
+        dlob_slippage_latest(
+          where: { market_name: { _eq: $market } }
+          order_by: [{ side: asc }, { size_usd: asc }]
+        ) {
+          market_name
+          side
+          size_usd
+          mid_price
+          vwap_price
+          worst_price
+          filled_usd
+          filled_base
+          impact_bps
+          levels_consumed
+          fill_pct
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const out: DlobSlippageRow[] = [];
+        for (const r of data?.dlob_slippage_latest || []) {
+          if (!r?.market_name) continue;
+          const side = String(r.side || '').trim();
+          if (side !== 'buy' && side !== 'sell') continue;
+          const sizeUsd = toInt(r.size_usd);
+          if (sizeUsd == null || sizeUsd <= 0) continue;
+          out.push({
+            marketName: r.market_name,
+            side,
+            sizeUsd,
+            midPrice: toNum(r.mid_price),
+            vwapPrice: toNum(r.vwap_price),
+            worstPrice: toNum(r.worst_price),
+            filledUsd: toNum(r.filled_usd),
+            filledBase: toNum(r.filled_base),
+            impactBps: toNum(r.impact_bps),
+            levelsConsumed: toInt(r.levels_consumed),
+            fillPct: toNum(r.fill_pct),
+            updatedAt: r.updated_at ?? null,
+          });
+        }
+        setRows(out);
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket]);
+
+  return { rows, connected, error };
+}