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Implement depth level normalization in StandxGateway for improved order book handling. Refactor depth data processing to utilize the new normalizeDepthLevels function, ensuring consistent bid and ask sorting. Update symbol handling to accommodate fallback logic.

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discountry
2025-12-21 16:15:44 +08:00
parent 93c6409688
commit aa36b0cfdc
1 changed files with 22 additions and 7 deletions
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src/exchanges/standx/gateway.ts
+22 -7
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@@ -231,6 +231,16 @@ function extractOrders(payload: unknown): StandxOrder[] {
return [];
}
function normalizeDepthLevels(levels: [string, string][], side: "bid" | "ask"): [string, string][] {
const sorted = [...levels].sort((a, b) => {
const priceA = Number(a?.[0] ?? 0);
const priceB = Number(b?.[0] ?? 0);
if (!Number.isFinite(priceA) || !Number.isFinite(priceB)) return 0;
return side === "bid" ? priceB - priceA : priceA - priceB;
});
return sorted;
}
export class StandxGateway {
private readonly token: string;
private readonly baseUrl: string;
@@ -695,15 +705,18 @@ export class StandxGateway {
}
if (channel === "depth_book") {
const data = message.data as StandxDepthBook | undefined;
if (!data?.symbol) return;
const rawSymbol = data?.symbol ?? message?.symbol;
if (!rawSymbol) return;
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
const depth: AsterDepth = {
lastUpdateId: Number(message.seq ?? Date.now()),
bids: (data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]),
asks: (data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]),
bids,
asks,
eventTime: Date.now(),
symbol: data.symbol,
symbol: rawSymbol,
};
this.emitDepth(data.symbol, depth);
this.emitDepth(rawSymbol, depth);
return;
}
if (channel === "price") {
@@ -913,10 +926,12 @@ export class StandxGateway {
params: { symbol },
});
if (!data?.symbol) return;
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
const depth: AsterDepth = {
lastUpdateId: Date.now(),
bids: (data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]),
asks: (data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]),
bids,
asks,
eventTime: Date.now(),
symbol: data.symbol,
};