aljaz/zksync-lite-market-maker
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use bid-ask instead of lastprice for spreads

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vixidev99
2022-03-02 14:10:56 +05:30
parent f73ff181f5
commit c4e613b04c
1 changed files with 4 additions and 3 deletions
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7
marketmaker.js
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@@ -534,7 +534,7 @@ async function cryptowatchWsSetup(cryptowatchMarketIds) {
subscriptionMsg.subscribe.subscriptions.push({
"streamSubscription": {
"resource": `markets:${cryptowatchMarketId}:trades`
"resource": `markets:${cryptowatchMarketId}:book:spread`
}
})
}
@@ -552,8 +552,9 @@ async function cryptowatchWsSetup(cryptowatchMarketIds) {
if (!msg.marketUpdate) return;
const marketId = "cryptowatch:" + msg.marketUpdate.market.marketId;
let trades = msg.marketUpdate.tradesUpdate.trades;
let price = trades[trades.length - 1].priceStr / 1;
let ask = msg.marketUpdate.orderBookSpreadUpdate.ask.priceStr;
let bid = msg.marketUpdate.orderBookSpreadUpdate.bid.priceStr;
let price = ask / 2 + bid / 2;
PRICE_FEEDS[marketId] = price;
}
function onclose () {