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feat: 在 Lighter 适配器中添加订单簿序列跟踪，优化 WebSocket 消息处理逻辑

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discountry
2025-10-03 02:40:09 +08:00
parent e478fb4330
commit 6273f3b94a
1 changed files with 24 additions and 0 deletions
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src/exchanges/lighter/gateway.ts
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@@ -184,6 +184,10 @@ export class LighterGateway {
private readonly tickerPollMs: number; private readonly tickerPollMs: number;
private readonly klinePollMs: number; private readonly klinePollMs: number;
// Track last applied order book sequence to drop stale WS messages
private lastOrderBookOffset: number = 0;
private lastOrderBookTimestamp: number = 0;
constructor(options: LighterGatewayOptions) { constructor(options: LighterGatewayOptions) {
this.displaySymbol = options.symbol; this.displaySymbol = options.symbol;
this.marketSymbol = (options.marketSymbol ?? options.symbol).toUpperCase(); this.marketSymbol = (options.marketSymbol ?? options.symbol).toUpperCase();
@@ -514,6 +518,14 @@ export class LighterGateway {
private handleOrderBookSnapshot(message: any): void { private handleOrderBookSnapshot(message: any): void {
if (!message?.order_book) return; if (!message?.order_book) return;
const incomingOffset = Number(message.offset ?? message.order_book?.offset ?? 0);
const incomingTs = Number(message.timestamp ?? 0);
if (this.lastOrderBookOffset && incomingOffset && incomingOffset < this.lastOrderBookOffset) {
return;
}
if (incomingOffset === this.lastOrderBookOffset && incomingTs && incomingTs <= this.lastOrderBookTimestamp) {
return;
}
const snapshot: LighterOrderBookSnapshot = { const snapshot: LighterOrderBookSnapshot = {
market_id: this.marketId ?? 0, market_id: this.marketId ?? 0,
offset: message.order_book.offset ?? Date.now(), offset: message.order_book.offset ?? Date.now(),
@@ -521,11 +533,21 @@ export class LighterGateway {
asks: normalizeLevels(message.order_book.asks ?? []), asks: normalizeLevels(message.order_book.asks ?? []),
}; };
this.orderBook = snapshot; this.orderBook = snapshot;
this.lastOrderBookOffset = snapshot.offset ?? incomingOffset ?? this.lastOrderBookOffset;
this.lastOrderBookTimestamp = incomingTs || Date.now();
this.emitDepth(); this.emitDepth();
} }
private handleOrderBookUpdate(message: any): void { private handleOrderBookUpdate(message: any): void {
if (!this.orderBook) return; if (!this.orderBook) return;
const incomingOffset = Number(message.offset ?? message.order_book?.offset ?? 0);
const incomingTs = Number(message.timestamp ?? 0);
if (this.lastOrderBookOffset && incomingOffset && incomingOffset < this.lastOrderBookOffset) {
return;
}
if (incomingOffset === this.lastOrderBookOffset && incomingTs && incomingTs <= this.lastOrderBookTimestamp) {
return;
}
const update = message?.order_book; const update = message?.order_book;
if (!update) return; if (!update) return;
if (Array.isArray(update.asks)) { if (Array.isArray(update.asks)) {
@@ -537,6 +559,8 @@ export class LighterGateway {
this.orderBook.bids = mergeLevels(this.orderBook.bids ?? [], bids); this.orderBook.bids = mergeLevels(this.orderBook.bids ?? [], bids);
} }
this.orderBook.offset = update.offset ?? this.orderBook.offset; this.orderBook.offset = update.offset ?? this.orderBook.offset;
this.lastOrderBookOffset = Number(this.orderBook.offset ?? incomingOffset ?? this.lastOrderBookOffset);
this.lastOrderBookTimestamp = incomingTs || Date.now();
this.emitDepth(); this.emitDepth();
} }