@clonegod/ttd-core 3.1.1 → 3.1.3

package/dist/quote/on_quote_response.d.ts

@@ -16,4 +16,19 @@ export interface PoolDepthData {
         tickMove?: string;
     }>;
 }
-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;
+export interface QuoteResponseOptions {
+    appConfig: AppConfig;
+    poolInfo: StandardPoolInfoType;
+    quoteAmountUsd: number;
+    streamTime: number;
+    quoteStartTime: number;
+    blockNumber: number;
+    quotes: [QuoteResultType, QuoteResultType];
+    txid: string;
+    pushPriceMessage?: boolean;
+    source?: string;
+    depth?: PoolDepthData;
+    tickLiquidity?: any;
+}
+export declare function on_quote_response(opts: QuoteResponseOptions): void;
+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

@@ -1,31 +1,34 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.on_quote_response = on_quote_response;
 exports.on_quote_respose = on_quote_respose;
 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 = "", depth) {
-    const quote_end_time = new Date().getTime();
-    const quote_ask_price = Number(result[0].price);
-    const quote_bid_price = Number(result[1].price);
-    const block_time = result[2];
-    const price_time = new Date().getTime();
+const TICK_LIQUIDITY_INTERVAL_MS = parseInt(process.env.TICK_CACHE_FORCE_FULL_REFRESH_INTERVAL || '60000', 10);
+const _tickLiquidityLastPush = new Map();
+function on_quote_response(opts) {
+    const { appConfig, poolInfo, quoteAmountUsd, streamTime, quoteStartTime, blockNumber, quotes, txid, pushPriceMessage = true, source = '', depth, tickLiquidity, } = opts;
+    const quoteEndTime = Date.now();
+    const quoteAskPrice = Number(quotes[0].price);
+    const quoteBidPrice = Number(quotes[1].price);
+    const priceTime = Date.now();
     const time = {
-        block_time,
-        stream_time,
-        quote_start_time,
-        quote_end_time,
-        price_time,
-        total_quote_time: price_time - stream_time
+        block_time: 0,
+        stream_time: streamTime,
+        quote_start_time: quoteStartTime,
+        quote_end_time: quoteEndTime,
+        price_time: priceTime,
+        total_quote_time: priceTime - streamTime
     };
-    (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)
+    (0, to_price_message_1.to_price_message)(appConfig, quoteAmountUsd, 0, quoteAskPrice, quoteBidPrice, poolInfo, time, String(blockNumber), source, depth)
         .then((price_msg) => {
-        if (push_price_message) {
+        if (pushPriceMessage) {
             (0, publish_quote_price_1.publish_quote_price)(appConfig, price_msg);
         }
-        (0, log_quote_price_1.log_quote_price)(slot_info, price_msg, txid);
-        (0, analyze_1.report_trade_analyze_data)('PriceMessageType', Object.assign(Object.assign({}, price_msg), { quote_source: { slot: slot_info, block: null, txid } }));
+        (0, log_quote_price_1.log_quote_price)(String(blockNumber), price_msg, txid);
+        (0, analyze_1.report_trade_analyze_data)('PriceMessageType', Object.assign(Object.assign({}, price_msg), { quote_source: { slot: String(blockNumber), block: null, txid } }));
         if (depth) {
             (0, analyze_1.report_trade_analyze_data)('DepthLevels', {
                 price_id: price_msg.price_id,
@@ -34,8 +37,34 @@ function on_quote_respose(appConfig, pool_info, quote_amount_usd, execution_pric
                 depth
             });
         }
+        if (tickLiquidity) {
+            const poolAddr = price_msg.pool_id || '';
+            const now = Date.now();
+            const lastPush = _tickLiquidityLastPush.get(poolAddr) || 0;
+            if (now - lastPush >= TICK_LIQUIDITY_INTERVAL_MS) {
+                _tickLiquidityLastPush.set(poolAddr, now);
+                tickLiquidity.pair = price_msg.pair;
+                tickLiquidity.protocolId = price_msg.dex_id;
+                (0, analyze_1.report_trade_analyze_data)('TickLiquidity', tickLiquidity);
+            }
+        }
     })
         .catch(err => {
         console.error(`[on_quote_response] error: ${(err === null || err === void 0 ? void 0 : err.message) || err}`);
     });
 }
+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) {
+    on_quote_response({
+        appConfig,
+        poolInfo: pool_info,
+        quoteAmountUsd: quote_amount_usd,
+        streamTime: stream_time,
+        quoteStartTime: quote_start_time,
+        blockNumber: parseInt(slot_info, 10) || 0,
+        quotes: [result[0], result[1]],
+        txid,
+        pushPriceMessage: push_price_message,
+        source,
+        depth,
+    });
+}

package/dist/trade/handle_order_message.js

@@ -11,6 +11,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.handle_order_message = exports.try_lock_order_msg = void 0;
 const __1 = require("..");
+const analyze_1 = require("../analyze");
 const logger = (0, __1.createLogger)(__filename);
 const trade_context_1 = require("./trade_context");
 const check_parse_order_msg = (appConfig, order_msg) => __awaiter(void 0, void 0, void 0, function* () {
@@ -108,10 +109,13 @@ const handle_order_message = (trade_appconfig, trade_instance, tx_result_checker
         };
     }
     finally {
-        trade_appconfig.arb_cache.cache_order_message(Object.assign(Object.assign({}, order_msg), { order_submit_result })).then(res => {
-        }).catch(err => {
+        const order_msg_with_result = Object.assign(Object.assign({}, order_msg), { order_submit_result });
+        trade_appconfig.arb_cache.cache_order_message(order_msg_with_result)
+            .then(() => { })
+            .catch(err => {
             logger.warn('cache order submit result, error!', { order_msg, order_submit_result, err });
         });
+        (0, analyze_1.report_trade_analyze_data)('OrderMessageType', order_msg_with_result);
     }
 });
 exports.handle_order_message = handle_order_message;

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@clonegod/ttd-core",
-    "version": "3.1.1",
+    "version": "3.1.3",
     "description": "Common types and utilities for trading systems - use `npm run push` to publish",
     "main": "dist/index.js",
     "types": "dist/index.d.ts",