serum-vial - npm Package Compare versions

Comparing version 1.3.3 to 1.3.4

dist/data_mapper.js

@@ -109,3 +109,3 @@ "use strict";
         if (this._initialized) {
-            const diffIsValid = this._validateL3DiffCorrectness(l3Diff);
+            const diffIsValid = this._validateL3DiffCorrectness(l3Diff, slot);
             if (diffIsValid === false) {
@@ -252,3 +252,3 @@ logger_1.logger.log('warn', 'PartitionDetected: invalid l3diff', {
             if (l3Diff.length === 0) {
-                logger_1.logger.log('warn', 'L2 diff without corresponding L3 diff', {
+                logger_1.logger.log('warn', 'PartitionDetected: L2 diff without corresponding L3 diff', {
                     market: this._options.symbol,
@@ -262,2 +262,4 @@ asksAccountExists: accountsData.asks !== undefined,
                 });
+                this._options.onPartitionDetected();
+                return;
             }
@@ -356,3 +358,3 @@ // since we have a diff it means snapshot has changed
     }
-    _validateL3DiffCorrectness(l3Diff) {
+    _validateL3DiffCorrectness(l3Diff, slot) {
         // first make sure we have initial snapshots to apply diffs to
@@ -388,3 +390,3 @@ if (this._localAsksOrdersMap === undefined && this._localBidsOrdersMap === undefined) {
                         fill: item,
-                        slot: item.slot
+                        slot
                     });
@@ -399,16 +401,2 @@ return false;
             if (item.type === 'done') {
-                if (item.reason === 'canceled') {
-                    const matchingOrder = ordersMap.get(item.orderId);
-                    if (matchingOrder !== undefined) {
-                        if (matchingOrder.size !== item.sizeRemaining) {
-                            logger_1.logger.log('warn', 'Done(cancel) message with incorrect sizeRemaining', {
-                                market: this._options.symbol,
-                                doneMessage: item,
-                                matchingOrder,
-                                slot: item.slot,
-                                l3Diff
-                            });
-                        }
-                    }
-                }
                 ordersMap.delete(item.orderId);
@@ -418,2 +406,8 @@ }
         if (this._bidsAccountOrders.length !== this._localBidsOrdersMap.size) {
+            logger_1.logger.log('warn', 'Bids orders count do not match', {
+                market: this._options.symbol,
+                currentBidsCount: this._bidsAccountOrders.length,
+                localBidsCount: this._localBidsOrdersMap.size,
+                slot
+            });
             return false;
@@ -426,2 +420,8 @@ }
                 matchingLocalBid.size !== bid.size) {
+                logger_1.logger.log('warn', 'Bid order do not match', {
+                    market: this._options.symbol,
+                    localBid: matchingLocalBid,
+                    currentBid: bid,
+                    slot
+                });
                 return false;
@@ -431,2 +431,8 @@ }
         if (this._asksAccountOrders.length !== this._localAsksOrdersMap.size) {
+            logger_1.logger.log('warn', 'Asks orders count do not match', {
+                market: this._options.symbol,
+                currentAsksCount: this._asksAccountOrders.length,
+                localAsksCount: this._localAsksOrdersMap.size,
+                slot
+            });
             return false;
@@ -439,2 +445,8 @@ }
                 matchingLocalAsk.size !== ask.size) {
+                logger_1.logger.log('warn', 'Bid order do not match', {
+                    market: this._options.symbol,
+                    localAsk: matchingLocalAsk,
+                    currentAsk: ask,
+                    slot
+                });
                 return false;
@@ -441,0 +453,0 @@ }

package.json

 {
   "name": "serum-vial",
-  "version": "1.3.3",
+  "version": "1.3.4",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=15"

src/data_mapper.ts

@@ -177,3 +177,3 @@ import { EVENT_QUEUE_LAYOUT, Market, Orderbook, getLayoutVersion } from '@project-serum/serum'
     if (this._initialized) {
-      const diffIsValid = this._validateL3DiffCorrectness(l3Diff)
+      const diffIsValid = this._validateL3DiffCorrectness(l3Diff, slot)
 
@@ -365,3 +365,3 @@ if (diffIsValid === false) {
       if (l3Diff.length === 0) {
-        logger.log('warn', 'L2 diff without corresponding L3 diff', {
+        logger.log('warn', 'PartitionDetected: L2 diff without corresponding L3 diff', {
           market: this._options.symbol,
@@ -375,2 +375,6 @@ asksAccountExists: accountsData.asks !== undefined,
         })
+
+        this._options.onPartitionDetected()
+
+        return
       }
@@ -492,3 +496,3 @@
 
-  private _validateL3DiffCorrectness(l3Diff: (Open | Fill | Done | Change)[]) {
+  private _validateL3DiffCorrectness(l3Diff: (Open | Fill | Done | Change)[], slot: number) {
     // first make sure we have initial snapshots to apply diffs to
@@ -502,3 +506,2 @@
     }
-
     for (const item of l3Diff) {
@@ -530,3 +533,3 @@ const ordersMap = (item.side === 'buy' ? this._localBidsOrdersMap : this._localAsksOrdersMap)!
             fill: item,
-            slot: item.slot
+            slot
           })
@@ -544,17 +547,2 @@
       if (item.type === 'done') {
-        if (item.reason === 'canceled') {
-          const matchingOrder = ordersMap.get(item.orderId)
-          if (matchingOrder !== undefined) {
-            if (matchingOrder.size !== item.sizeRemaining) {
-              logger.log('warn', 'Done(cancel) message with incorrect sizeRemaining', {
-                market: this._options.symbol,
-                doneMessage: item,
-                matchingOrder,
-                slot: item.slot,
-                l3Diff
-              })
-            }
-          }
-        }
-
         ordersMap.delete(item.orderId)
@@ -565,2 +553,9 @@ }
     if (this._bidsAccountOrders!.length !== this._localBidsOrdersMap!.size) {
+      logger.log('warn', 'Bids orders count do not match', {
+        market: this._options.symbol,
+        currentBidsCount: this._bidsAccountOrders!.length,
+        localBidsCount: this._localBidsOrdersMap!.size,
+        slot
+      })
+
       return false
@@ -576,2 +571,9 @@ }
       ) {
+        logger.log('warn', 'Bid order do not match', {
+          market: this._options.symbol,
+          localBid: matchingLocalBid,
+          currentBid: bid,
+          slot
+        })
+
         return false
@@ -582,2 +584,9 @@ }
     if (this._asksAccountOrders!.length !== this._localAsksOrdersMap!.size) {
+      logger.log('warn', 'Asks orders count do not match', {
+        market: this._options.symbol,
+        currentAsksCount: this._asksAccountOrders!.length,
+        localAsksCount: this._localAsksOrdersMap!.size,
+        slot
+      })
+
       return false
@@ -593,2 +602,9 @@ }
       ) {
+        logger.log('warn', 'Bid order do not match', {
+          market: this._options.symbol,
+          localAsk: matchingLocalAsk,
+          currentAsk: ask,
+          slot
+        })
+
         return false
@@ -595,0 +611,0 @@ }

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Improved metrics

Total package byte prevSize

304234

increased by0.43%

Lines of code

4508

increased by0.54%

No dependency changes