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skip publishing markets with settlement or delisted status #499

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28 changes: 26 additions & 2 deletions src/dlob-subscriber/DLOBSubscriberIO.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -13,8 +13,10 @@ import {
PerpOperation,
PositionDirection,
ZERO,
calculateBidAskPrice,
calculateAMMBidAskPrice,
getLimitPrice,
getVariant,
isOneOfVariant,
isOperationPaused,
isVariant,
} from '@drift-labs/sdk';
Expand Down Expand Up @@ -108,6 +110,15 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const perpMarket = this.driftClient.getPerpMarketAccount(
market.marketIndex
);

if (isOneOfVariant(perpMarket.status, ['settlement', 'delisted'])) {
logger.info(
`Skipping perp ${
market.marketIndex
} because it has market status ${getVariant(perpMarket.status)}`
);
continue;
}
const includeVamm = !isOperationPaused(
perpMarket.pausedOperations,
PerpOperation.AMM_FILL
Expand All @@ -126,6 +137,19 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
});
}
for (const market of config.spotMarketInfos) {
const spotMarket = this.driftClient.getSpotMarketAccount(
market.marketIndex
);

if (isOneOfVariant(spotMarket.status, ['settlement', 'delisted'])) {
logger.info(
`Skipping spot ${
market.marketIndex
} because it has market status ${getVariant(spotMarket.status)}`
);
continue;
}

this.marketArgs.push({
marketIndex: market.marketIndex,
marketType: MarketType.SPOT,
Expand Down Expand Up @@ -181,7 +205,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
let bestBid = bestDlobBid;
let bestAsk = bestDlobAsk;
if (marketType === 'perp') {
const [bestVammBid, bestVammAsk] = calculateBidAskPrice(
const [bestVammBid, bestVammAsk] = calculateAMMBidAskPrice(
this.driftClient.getPerpMarketAccount(marketArgs.marketIndex).amm,
this.driftClient.getMMOracleDataForPerpMarket(
marketArgs.marketIndex
Expand Down
10 changes: 10 additions & 0 deletions src/publishers/dlobPublisher.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,8 @@ import {
decodeName,
WebSocketAccountSubscriberV2,
ONE,
isOneOfVariant,
getVariant,
} from '@drift-labs/sdk';
import { RedisClient, RedisClientPrefix } from '@drift/common/clients';

Expand Down Expand Up @@ -264,6 +266,14 @@ const initializeAllMarketSubscribers = async (driftClient: DriftClient) => {
const markets: SubscriberLookup = {};

for (const market of driftClient.getSpotMarketAccounts()) {
if (isOneOfVariant(market.status, ['settlement', 'delisted'])) {
logger.info(
`Skipping ${
market.marketIndex
} because it has market status ${getVariant(market.status)}`
);
continue;
}
markets[market.marketIndex] = {
phoenix: undefined,
};
Expand Down