serum-vial - npm Package Compare versions

Comparing version 1.3.7 to 1.3.8

dist/data_mapper.js

@@ -58,18 +58,27 @@ "use strict";
                     if (hasMatchingOpenOrder === false) {
-                        const openMessage = {
-                            type: 'open',
-                            market: this._options.symbol,
-                            timestamp,
-                            slot,
-                            version: this._version,
-                            orderId: makerFill.orderId,
-                            clientId: makerFill.clientId,
-                            side: makerFill.side,
-                            price: makerFill.price,
-                            size: makerFill.size,
-                            account: makerFill.account,
-                            accountSlot: makerFill.accountSlot,
-                            feeTier: makerFill.feeTier
-                        };
-                        l3Diff.push(openMessage);
+                        const matchingOpenOrder = l3Diff.find((l) => l.orderId === makerFill.orderId && l.type === 'open');
+                        if (matchingOpenOrder !== undefined) {
+                            // check if we've already added an open order to the l3Diff as single maker order that was
+                            // matched in the same slot could be matched by multiple fills
+                            ;
+                            matchingOpenOrder.size = (Number(makerFill.size) + Number(matchingOpenOrder.size)).toFixed(this._options.sizeDecimalPlaces);
+                        }
+                        else {
+                            const openMessage = {
+                                type: 'open',
+                                market: this._options.symbol,
+                                timestamp,
+                                slot,
+                                version: this._version,
+                                orderId: makerFill.orderId,
+                                clientId: makerFill.clientId,
+                                side: makerFill.side,
+                                price: makerFill.price,
+                                size: makerFill.size,
+                                account: makerFill.account,
+                                accountSlot: makerFill.accountSlot,
+                                feeTier: makerFill.feeTier
+                            };
+                            l3Diff.push(openMessage);
+                        }
                     }
@@ -76,0 +85,0 @@ }

package.json

 {
   "name": "serum-vial",
-  "version": "1.3.7",
+  "version": "1.3.8",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=15"

src/data_mapper.ts

@@ -115,19 +115,29 @@ import { EVENT_QUEUE_LAYOUT, Market, Orderbook, getLayoutVersion } from '@project-serum/serum'
           if (hasMatchingOpenOrder === false) {
-            const openMessage: Open = {
-              type: 'open',
-              market: this._options.symbol,
-              timestamp,
-              slot,
-              version: this._version,
-              orderId: makerFill.orderId,
-              clientId: makerFill.clientId,
-              side: makerFill.side,
-              price: makerFill.price,
-              size: makerFill.size,
-              account: makerFill.account,
-              accountSlot: makerFill.accountSlot,
-              feeTier: makerFill.feeTier
+            const matchingOpenOrder = l3Diff.find((l) => l.orderId === makerFill.orderId && l.type === 'open')
+
+            if (matchingOpenOrder !== undefined) {
+              // check if we've already added an open order to the l3Diff as single maker order that was
+              // matched in the same slot could be matched by multiple fills
+              ;(matchingOpenOrder as any).size = (
+                Number(makerFill.size) + Number((matchingOpenOrder as any).size)
+              ).toFixed(this._options.sizeDecimalPlaces)
+            } else {
+              const openMessage: Open = {
+                type: 'open',
+                market: this._options.symbol,
+                timestamp,
+                slot,
+                version: this._version,
+                orderId: makerFill.orderId,
+                clientId: makerFill.clientId,
+                side: makerFill.side,
+                price: makerFill.price,
+                size: makerFill.size,
+                account: makerFill.account,
+                accountSlot: makerFill.accountSlot,
+                feeTier: makerFill.feeTier
+              }
+
+              l3Diff.push(openMessage)
             }
-
-            l3Diff.push(openMessage)
           }
@@ -134,0 +144,0 @@ }

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Improved metrics

Total package byte prevSize

306089

increased by0.57%

Lines of code

4530

increased by0.4%

No dependency changes