apps/visualizer/src/features/market/useDlobL2.ts

@@ -0,0 +1,158 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type OrderbookRow = {
+  price: number;
+  size: number;
+  total: number;
+};
+
+export type DlobL2 = {
+  marketName: string;
+  bids: OrderbookRow[];
+  asks: OrderbookRow[];
+  bestBid: number | null;
+  bestAsk: number | null;
+  mid: number | null;
+  updatedAt: string | null;
+};
+
+function envNumber(name: string): number | undefined {
+  const raw = (import.meta as any).env?.[name];
+  if (raw == null) return undefined;
+  const n = Number(raw);
+  return Number.isFinite(n) ? n : undefined;
+}
+
+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 normalizeJson(v: unknown): unknown {
+  if (typeof v !== 'string') return v;
+  const s = v.trim();
+  if (!s) return null;
+  try {
+    return JSON.parse(s);
+  } catch {
+    return v;
+  }
+}
+
+function parseLevels(raw: unknown, pricePrecision: number, basePrecision: number): Array<{ price: number; size: number }> {
+  const v = normalizeJson(raw);
+  if (!Array.isArray(v)) return [];
+
+  const out: Array<{ price: number; size: number }> = [];
+  for (const item of v) {
+    const priceInt = toNum((item as any)?.price);
+    const sizeInt = toNum((item as any)?.size);
+    if (priceInt == null || sizeInt == null) continue;
+
+    const price = priceInt / pricePrecision;
+    const size = sizeInt / basePrecision;
+    if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
+    out.push({ price, size });
+  }
+
+  return out;
+}
+
+function withTotals(levels: Array<{ price: number; size: number }>): OrderbookRow[] {
+  let total = 0;
+  return levels.map((l) => {
+    total += l.size;
+    return { ...l, total };
+  });
+}
+
+type HasuraDlobL2Row = {
+  market_name: string;
+  bids?: unknown;
+  asks?: unknown;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_l2_latest: HasuraDlobL2Row[];
+};
+
+export function useDlobL2(
+  marketName: string,
+  opts?: { levels?: number }
+): { l2: DlobL2 | null; connected: boolean; error: string | null } {
+  const [l2, setL2] = useState<DlobL2 | null>(null);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+  const levels = useMemo(() => Math.max(1, opts?.levels ?? 14), [opts?.levels]);
+
+  const pricePrecision = useMemo(() => envNumber('VITE_DLOB_PRICE_PRECISION') ?? 1_000_000, []);
+  const basePrecision = useMemo(() => envNumber('VITE_DLOB_BASE_PRECISION') ?? 1_000_000_000, []);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setL2(null);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobL2($market: String!) {
+        dlob_l2_latest(where: {market_name: {_eq: $market}}, limit: 1) {
+          market_name
+          bids
+          asks
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const row = data?.dlob_l2_latest?.[0];
+        if (!row?.market_name) return;
+
+        const bidsRaw = parseLevels(row.bids, pricePrecision, basePrecision).slice(0, levels);
+        const asksRaw = parseLevels(row.asks, pricePrecision, basePrecision).slice(0, levels);
+
+        const bids = withTotals(bidsRaw);
+        const asks = withTotals(asksRaw).slice().reverse();
+
+        const bestBid = bidsRaw.length ? bidsRaw[0].price : null;
+        const bestAsk = asksRaw.length ? asksRaw[0].price : null;
+        const mid = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null;
+
+        setL2({
+          marketName: row.market_name,
+          bids,
+          asks,
+          bestBid,
+          bestAsk,
+          mid,
+          updatedAt: row.updated_at ?? null,
+        });
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket, levels, pricePrecision, basePrecision]);
+
+  return { l2, connected, error };
+}