patch trades and move last update

drift-labs · Nov 20, 2023 · 6ce59a1 · 6ce59a1
1 parent 613f4cc
commit 6ce59a1
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Showing 3 changed files with 9 additions and 7 deletions.
diff --git a/src/dlob-subscriber/DLOBSubscriberIO.ts b/src/dlob-subscriber/DLOBSubscriberIO.ts
@@ -115,5 +115,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 			`orderbook_${marketType}_${l2Args.marketIndex}`,
 			JSON.stringify(l2Formatted)
 		);
+		this.redisClient.client.set(
+			`last_update_orderbook_${marketType}_${l2Args.marketIndex}`,
+			JSON.stringify(l2Formatted)
+		);
 	}
 }
diff --git a/src/publishers/tradesPublisher.ts b/src/publishers/tradesPublisher.ts
@@ -17,6 +17,7 @@ import {
 	QUOTE_PRECISION,
 	PRICE_PRECISION,
 	getVariant,
+	ZERO,
 } from '@drift-labs/sdk';
 
 import { logger, setLogLevel } from '../utils/logger';
@@ -181,7 +182,10 @@ const main = async () => {
 					slot: fill.slot,
 					action: 'fill',
 					actionExplanation: getVariant(fill.actionExplanation),
-					referrerReward: convertToNumber(fill.referrerReward, QUOTE_PRECISION),
+					referrerReward: convertToNumber(
+						fill.referrerReward ?? ZERO,
+						QUOTE_PRECISION
+					),
 				};
 			})
 		)

diff --git a/src/wsConnectionManager.ts b/src/wsConnectionManager.ts
@@ -93,12 +93,6 @@ async function main() {
 		subscribers.forEach((ws) => {
 			ws.send(JSON.stringify({ channel: subscribedChannel, data: message }));
 		});
-
-		// Save and persist last message
-		lastMessageRetriever.client.set(
-			`last_update_${subscribedChannel}`,
-			message
-		);
 	});
 
 	redisClient.client.on('error', (error) => {