135 lines
3.7 KiB
TypeScript
135 lines
3.7 KiB
TypeScript
import { useEffect, useMemo, useState } from 'react';
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import { subscribeGraphqlWs } from '../../lib/graphqlWs';
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import { getLatestDlobTable } from './dlobSource';
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const ORDERBOOK_STATS_POLL_MS = 400;
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export type DlobStats = {
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marketName: string;
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markPrice: number | null;
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oraclePrice: number | null;
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bestBid: number | null;
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bestAsk: number | null;
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mid: number | null;
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spreadAbs: number | null;
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spreadBps: number | null;
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depthBidBase: number | null;
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depthAskBase: number | null;
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depthBidUsd: number | null;
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depthAskUsd: number | null;
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imbalance: number | null;
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updatedAt: string | null;
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};
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function toNum(v: unknown): number | null {
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if (v == null) return null;
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if (typeof v === 'number') return Number.isFinite(v) ? v : null;
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if (typeof v === 'string') {
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const s = v.trim();
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if (!s) return null;
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const n = Number(s);
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return Number.isFinite(n) ? n : null;
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}
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return null;
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}
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type HasuraDlobStatsRow = {
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market_name: string;
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mark_price?: unknown;
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oracle_price?: unknown;
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best_bid_price?: unknown;
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best_ask_price?: unknown;
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mid_price?: unknown;
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spread_quote?: unknown;
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spread_bps?: unknown;
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depth_bid_base?: unknown;
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depth_ask_base?: unknown;
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depth_bid_quote?: unknown;
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depth_ask_quote?: unknown;
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imbalance?: unknown;
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updated_at?: string | null;
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is_indicative?: boolean | null;
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};
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type SubscriptionData = Record<string, HasuraDlobStatsRow[] | undefined>;
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export function useDlobStats(marketName: string): { stats: DlobStats | null; connected: boolean; error: string | null } {
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const [stats, setStats] = useState<DlobStats | null>(null);
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const [connected, setConnected] = useState(false);
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const [error, setError] = useState<string | null>(null);
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const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
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useEffect(() => {
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if (!normalizedMarket) {
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setStats(null);
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setError(null);
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setConnected(false);
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return;
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}
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setError(null);
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const table = getLatestDlobTable(normalizedMarket);
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const query = `
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subscription DlobStats($market: String!) {
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${table}(
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where: {market_name: {_eq: $market}, is_indicative: {_eq: false}}
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limit: 1
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) {
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market_name
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mark_price
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oracle_price
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best_bid_price
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best_ask_price
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mid_price
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spread_quote
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spread_bps
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depth_bid_base
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depth_ask_base
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depth_bid_quote
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depth_ask_quote
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imbalance
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updated_at
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is_indicative
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}
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}
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`;
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const sub = subscribeGraphqlWs<SubscriptionData>({
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query,
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variables: { market: normalizedMarket },
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pollMs: ORDERBOOK_STATS_POLL_MS,
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onStatus: ({ connected }) => setConnected(connected),
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onError: (e) => setError(e),
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onData: (data) => {
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const row = data?.[table]?.[0];
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if (!row?.market_name) {
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setStats(null);
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return;
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}
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setStats({
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marketName: row.market_name,
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markPrice: toNum(row.mark_price),
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oraclePrice: toNum(row.oracle_price),
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bestBid: toNum(row.best_bid_price),
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bestAsk: toNum(row.best_ask_price),
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mid: toNum(row.mid_price),
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spreadAbs: toNum(row.spread_quote),
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spreadBps: toNum(row.spread_bps),
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depthBidBase: toNum(row.depth_bid_base),
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depthAskBase: toNum(row.depth_ask_base),
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depthBidUsd: toNum(row.depth_bid_quote),
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depthAskUsd: toNum(row.depth_ask_quote),
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imbalance: toNum(row.imbalance),
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updatedAt: row.updated_at ?? null,
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});
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},
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});
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return () => sub.unsubscribe();
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}, [normalizedMarket]);
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return { stats, connected, error };
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}
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