From f8a87f4557bc3864745307c6d568dc7a8febc5cf Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Fri, 3 Oct 2025 16:06:31 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E4=BC=98=E5=8C=96=20Lighter=20?=
 =?UTF-8?q?=E9=80=82=E9=85=8D=E5=99=A8=E7=9A=84=E8=AE=A2=E5=8D=95=E7=B0=BF?=
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---
 src/exchanges/lighter/gateway.ts | 24 ++++++++++++++++++++----
 1 file changed, 20 insertions(+), 4 deletions(-)

diff --git a/src/exchanges/lighter/gateway.ts b/src/exchanges/lighter/gateway.ts
index d632e69..98c327f 100644
--- a/src/exchanges/lighter/gateway.ts
+++ b/src/exchanges/lighter/gateway.ts
@@ -541,8 +541,8 @@ export class LighterGateway {
     const snapshot: LighterOrderBookSnapshot = {
       market_id: this.marketId ?? 0,
       offset: message.order_book.offset ?? Date.now(),
-      bids: normalizeLevels(message.order_book.bids ?? []),
-      asks: normalizeLevels(message.order_book.asks ?? []),
+      bids: sortAndTrimLevels(normalizeLevels(message.order_book.bids ?? []), "bid"),
+      asks: sortAndTrimLevels(normalizeLevels(message.order_book.asks ?? []), "ask"),
     };
     this.orderBook = snapshot;
     this.lastOrderBookOffset = snapshot.offset ?? incomingOffset ?? this.lastOrderBookOffset;
@@ -564,11 +564,11 @@ export class LighterGateway {
     if (!update) return;
     if (Array.isArray(update.asks)) {
       const asks = normalizeLevels(update.asks);
-      this.orderBook.asks = mergeLevels(this.orderBook.asks ?? [], asks);
+      this.orderBook.asks = sortAndTrimLevels(mergeLevels(this.orderBook.asks ?? [], asks), "ask");
     }
     if (Array.isArray(update.bids)) {
       const bids = normalizeLevels(update.bids);
-      this.orderBook.bids = mergeLevels(this.orderBook.bids ?? [], bids);
+      this.orderBook.bids = sortAndTrimLevels(mergeLevels(this.orderBook.bids ?? [], bids), "bid");
     }
     this.orderBook.offset = update.offset ?? this.orderBook.offset;
     this.lastOrderBookOffset = Number(this.orderBook.offset ?? incomingOffset ?? this.lastOrderBookOffset);
@@ -892,6 +892,22 @@ function normalizeLevels(raw: Array<LighterOrderBookLevel | [string | number, st
     .filter((lvl) => lvl.price != null && lvl.size != null);
 }
 
+// Ensure correct side ordering and limit depth size
+function sortAndTrimLevels(
+  levels: LighterOrderBookLevel[] | undefined,
+  side: "bid" | "ask",
+  limit: number = 200
+): LighterOrderBookLevel[] {
+  const list = Array.isArray(levels) ? levels.slice() : [];
+  list.sort((a, b) => {
+    const pa = Number(a.price);
+    const pb = Number(b.price);
+    if (!Number.isFinite(pa) || !Number.isFinite(pb)) return 0;
+    return side === "bid" ? pb - pa : pa - pb;
+  });
+  return list.slice(0, Math.max(1, limit));
+}
+
 function mapOrderType(type: OrderType): number {
   switch (type) {
     case "MARKET":