Merge pull request #86 from drift-labs/master

market staleness for slot + perp
drift-labs · Feb 6, 2024 · 659ad7a · 659ad7a
2 parents 54e815e + bfd5689
commit 659ad7a
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Showing 3 changed files with 15 additions and 12 deletions.
diff --git a/package.json b/package.json
@@ -6,7 +6,7 @@
   "license": "Apache-2.0",
   "dependencies": {
     "@coral-xyz/anchor": "^0.29.0",
-    "@drift-labs/sdk": "2.60.0-beta.4",
+    "@drift-labs/sdk": "2.60.0-beta.13",
     "@opentelemetry/api": "^1.1.0",
     "@opentelemetry/auto-instrumentations-node": "^0.31.1",
     "@opentelemetry/exporter-prometheus": "^0.31.0",

diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts
@@ -27,7 +27,8 @@ type wsMarketL2Args = {
 	updateOnChange?: boolean;
 };
 
-const MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
+const PERP_MAKRET_STALENESS_THRESHOLD = 10 * 60 * 1000;
+const SPOT_MAKRET_STALENESS_THRESHOLD = 20 * 60 * 1000;
 
 export type wsMarketInfo = {
 	marketIndex: number;
@@ -180,6 +181,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 		}
 
 		// Check if times and slots are too different for market
+		const MAKRET_STALENESS_THRESHOLD =
+			marketType === 'perp'
+				? PERP_MAKRET_STALENESS_THRESHOLD
+				: SPOT_MAKRET_STALENESS_THRESHOLD;
 		if (
 			lastMarketSlotAndTime &&
 			l2Formatted['marketSlot'] === lastMarketSlotAndTime.slot &&
@@ -197,12 +202,10 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			console.log(
 				`Updating market slot for ${l2Args.marketName} with slot ${l2Formatted['marketSlot']}`
 			);
-			this.lastMarketSlotMap
-				.get(l2Args.marketType)
-				.set(l2Args.marketIndex, {
-					slot: l2Formatted['marketSlot'],
-					ts: Date.now(),
-				});
+			this.lastMarketSlotMap.get(l2Args.marketType).set(l2Args.marketIndex, {
+				slot: l2Formatted['marketSlot'],
+				ts: Date.now(),
+			});
 		}
 
 		const l2Formatted_depth100 = Object.assign({}, l2Formatted, {

diff --git a/yarn.lock b/yarn.lock
@@ -115,10 +115,10 @@
     enabled "2.0.x"
     kuler "^2.0.0"
 
-"@drift-labs/[email protected].4":
-  version "2.60.0-beta.4"
-  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.60.0-beta.4.tgz#c77a17195a803fc977e8c7b63d9ec498ae2464ef"
-  integrity sha512-ulFf20M4KGqxOSqsBX9IImWI0ulejPUTKZiuZGnbq1OmffEM+oB17Mn92PA2dHcXFVNEX4J79H9AT5Z3alf86A==
+"@drift-labs/[email protected].13":
+  version "2.60.0-beta.13"
+  resolved "https://registry.yarnpkg.com/@drift-labs/sdk/-/sdk-2.60.0-beta.13.tgz#8abb3b0f6bc0341b071f3b769067c9d7e286444f"
+  integrity sha512-UJuZ72nSN8IUl7t1X/hQmnRtz2x86yTrNEY6lQtYXjCsovgOWGune4TlvF+BNBZ/L83uY4wwWETSWqwEJ5C0iA==
   dependencies:
     "@coral-xyz/anchor" "0.28.1-beta.2"
     "@ellipsis-labs/phoenix-sdk" "^1.4.2"