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

@@ -0,0 +1,123 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type DlobStats = {
+  marketName: string;
+  markPrice: number | null;
+  oraclePrice: number | null;
+  bestBid: number | null;
+  bestAsk: number | null;
+  mid: number | null;
+  spreadAbs: number | null;
+  spreadBps: number | null;
+  depthBidBase: number | null;
+  depthAskBase: number | null;
+  depthBidUsd: number | null;
+  depthAskUsd: number | null;
+  imbalance: 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;
+}
+
+type HasuraDlobStatsRow = {
+  market_name: string;
+  mark_price?: string | null;
+  oracle_price?: string | null;
+  best_bid_price?: string | null;
+  best_ask_price?: string | null;
+  mid_price?: string | null;
+  spread_abs?: string | null;
+  spread_bps?: string | null;
+  depth_bid_base?: string | null;
+  depth_ask_base?: string | null;
+  depth_bid_usd?: string | null;
+  depth_ask_usd?: string | null;
+  imbalance?: string | null;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_stats_latest: HasuraDlobStatsRow[];
+};
+
+export function useDlobStats(marketName: string): { stats: DlobStats | null; connected: boolean; error: string | null } {
+  const [stats, setStats] = useState<DlobStats | null>(null);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setStats(null);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobStats($market: String!) {
+        dlob_stats_latest(where: {market_name: {_eq: $market}}, limit: 1) {
+          market_name
+          mark_price
+          oracle_price
+          best_bid_price
+          best_ask_price
+          mid_price
+          spread_abs
+          spread_bps
+          depth_bid_base
+          depth_ask_base
+          depth_bid_usd
+          depth_ask_usd
+          imbalance
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const row = data?.dlob_stats_latest?.[0];
+        if (!row?.market_name) return;
+        setStats({
+          marketName: row.market_name,
+          markPrice: toNum(row.mark_price),
+          oraclePrice: toNum(row.oracle_price),
+          bestBid: toNum(row.best_bid_price),
+          bestAsk: toNum(row.best_ask_price),
+          mid: toNum(row.mid_price),
+          spreadAbs: toNum(row.spread_abs),
+          spreadBps: toNum(row.spread_bps),
+          depthBidBase: toNum(row.depth_bid_base),
+          depthAskBase: toNum(row.depth_ask_base),
+          depthBidUsd: toNum(row.depth_bid_usd),
+          depthAskUsd: toNum(row.depth_ask_usd),
+          imbalance: toNum(row.imbalance),
+          updatedAt: row.updated_at ?? null,
+        });
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket]);
+
+  return { stats, connected, error };
+}