@clonegod/ttd-core 3.0.13 → 3.0.15

package/dist/quote/on_quote_response.d.ts

@@ -1,3 +1,13 @@
 import { StandardPoolInfoType, QuoteResultType } from "../../types";
 import { AppConfig } from "../app_config";
-export declare function on_quote_respose(appConfig: AppConfig, pool_info: StandardPoolInfoType, quote_amount_usd: number, execution_price: number, stream_time: number, quote_start_time: number, slot_info: string, result: [QuoteResultType, QuoteResultType, number], txid: string, push_price_message?: boolean, source?: string): void;
+export interface PoolDepthData {
+    ask: Record<number, {
+        amount: number;
+        amountUsd: number;
+    }>;
+    bid: Record<number, {
+        amount: number;
+        amountUsd: number;
+    }>;
+}
+export declare function on_quote_respose(appConfig: AppConfig, pool_info: StandardPoolInfoType, quote_amount_usd: number, execution_price: number, stream_time: number, quote_start_time: number, slot_info: string, result: [QuoteResultType, QuoteResultType, number], txid: string, push_price_message?: boolean, source?: string, depth?: PoolDepthData): void;

package/dist/quote/on_quote_response.js

@@ -5,7 +5,7 @@ const analyze_1 = require("../analyze");
 const log_quote_price_1 = require("./log_quote_price");
 const publish_quote_price_1 = require("./publish_quote_price");
 const to_price_message_1 = require("./to_price_message");
-function on_quote_respose(appConfig, pool_info, quote_amount_usd, execution_price, stream_time, quote_start_time, slot_info, result, txid, push_price_message = true, source = "") {
+function on_quote_respose(appConfig, pool_info, quote_amount_usd, execution_price, stream_time, quote_start_time, slot_info, result, txid, push_price_message = true, source = "", depth) {
     const quote_end_time = new Date().getTime();
     const quote_ask_price = Number(result[0].price);
     const quote_bid_price = Number(result[1].price);
@@ -19,7 +19,7 @@ function on_quote_respose(appConfig, pool_info, quote_amount_usd, execution_pric
         price_time,
         total_quote_time: price_time - stream_time
     };
-    (0, to_price_message_1.to_price_message)(appConfig, quote_amount_usd, execution_price, quote_ask_price, quote_bid_price, pool_info, time, slot_info, source)
+    (0, to_price_message_1.to_price_message)(appConfig, quote_amount_usd, execution_price, quote_ask_price, quote_bid_price, pool_info, time, slot_info, source, depth)
         .then((price_msg) => {
         if (push_price_message) {
             (0, publish_quote_price_1.publish_quote_price)(appConfig, price_msg);

package/dist/quote/to_price_message.d.ts

@@ -1,5 +1,6 @@
 import { StandardPoolInfoType, QuoteTimeInfoType, PriceMessageType } from '../../types';
 import { AppConfig } from '../app_config';
+import { PoolDepthData } from './on_quote_response';
 export declare const get_quote_token_decimals: (pool_info: StandardPoolInfoType) => number;
-export declare function to_price_message(appConfig: AppConfig, quote_amount_usd: number, tx_price: number, quote_ask_price: number, quote_bid_price: number, pool_info: StandardPoolInfoType, time: QuoteTimeInfoType, slot?: string, source?: string): Promise<PriceMessageType>;
+export declare function to_price_message(appConfig: AppConfig, quote_amount_usd: number, tx_price: number, quote_ask_price: number, quote_bid_price: number, pool_info: StandardPoolInfoType, time: QuoteTimeInfoType, slot?: string, source?: string, depth?: PoolDepthData): Promise<PriceMessageType>;
 export declare function normalize_pair_name(priceMessage: PriceMessageType): void;

package/dist/quote/to_price_message.js

@@ -31,7 +31,7 @@ const get_quote_token_decimals = (pool_info) => {
 };
 exports.get_quote_token_decimals = get_quote_token_decimals;
 function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask_price_1, quote_bid_price_1, pool_info_1, time_1, slot_1) {
-    return __awaiter(this, arguments, void 0, function* (appConfig, quote_amount_usd, tx_price, quote_ask_price, quote_bid_price, pool_info, time, slot, source = "") {
+    return __awaiter(this, arguments, void 0, function* (appConfig, quote_amount_usd, tx_price, quote_ask_price, quote_bid_price, pool_info, time, slot, source = "", depth) {
         let { pool_address, tokenA, tokenB } = pool_info;
         let { dex_id, pool_name, fee_rate, is_reverse_token } = yield appConfig.arb_cache.get_one_pool_info(pool_address);
         let _dex_id = dex_id;
@@ -42,6 +42,24 @@ function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask
         let fee_rate_bps = fee_rate / 100100;
         let ask_price = getAskPrice(new decimal_js_1.default(quote_ask_price), fee_rate_bps * 0);
         let bid_price = getBidPrice(new decimal_js_1.default(quote_bid_price), fee_rate_bps * 0);
+        const askData = {
+            price: ask_price,
+            quantity: quote_amount_usd
+        };
+        const bidData = {
+            price: bid_price,
+            quantity: quote_amount_usd
+        };
+        if (depth) {
+            for (const [bps, data] of Object.entries(depth.ask)) {
+                askData[`depth_${bps}`] = data.amount.toFixed(6);
+                askData[`depth_${bps}_usd`] = data.amountUsd.toFixed(2);
+            }
+            for (const [bps, data] of Object.entries(depth.bid)) {
+                bidData[`depth_${bps}`] = data.amount.toFixed(6);
+                bidData[`depth_${bps}_usd`] = data.amountUsd.toFixed(2);
+            }
+        }
         let price_message = {
             chain_id,
             dex_id,
@@ -70,14 +88,8 @@ function to_price_message(appConfig_1, quote_amount_usd_1, tx_price_1, quote_ask
             },
             tx_price: tx_price === null || tx_price === void 0 ? void 0 : tx_price.toFixed(12),
             quote_amount_usd,
-            ask: {
-                price: ask_price,
-                quantity: quote_amount_usd
-            },
-            bid: {
-                price: bid_price,
-                quantity: quote_amount_usd
-            },
+            ask: askData,
+            bid: bidData,
             time,
             slot,
             blockNumber: slot ? parseInt(slot, 10) || undefined : undefined,

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@clonegod/ttd-core",
-    "version": "3.0.13",
+    "version": "3.0.15",
     "description": "Common types and utilities for trading systems - use `npm run push` to publish",
     "main": "dist/index.js",
     "types": "dist/index.d.ts",

package/types/index.d.ts

@@ -316,6 +316,8 @@ export interface UniqueOrderbookIdType {
 export interface PriceType {
     price: string
     quantity: number // ask: baseToken的挂单数量     bid: quoteToken的挂单数量
+    /** 动态深度字段：depth_{bps} = token 数量, depth_{bps}_usd = USD 估值 */
+    [key: string]: any
 }
 
 export interface QuoteTimeInfoType {
@@ -349,7 +351,7 @@ export interface Ladder {
     // 区块号
     blockNumber?: string
 
-    // ��格来源: "rpc:v1" | "{provider_id}:v2" | "{provider_id}:v3"
+    // 价格来源: "rpc:v1" | "{provider_id}:v2" | "{provider_id}:v3"
     source?: string
 
     // unique_orderbook_id 价格更新时间