Class DLOB

Hierarchy

DLOB

Index

Constructors

Properties

initialized maxSlotForRestingLimitOrders openOrders orderLists

Methods

addOrderList clear delete determineMakerAndTaker estimateFillExactBaseAmountInForSide estimateFillWithExactBaseAmount findCrossingRestingLimitOrders findExpiredNodesToFill findJitAuctionNodesToFill findNodesCrossingFallbackLiquidity findNodesToFill findNodesToTrigger findRestingLimitOrderNodesToFill findTakingNodesCrossingMakerNodes findTakingNodesToFill getAsks getBestAsk getBestBid getBestMakers getBestNode getBids getDLOBOrders getL2 getL3 getListForOrder getMakerRebate getNodeLists getOrder getRestingLimitAsks getRestingLimitBids getStopLossLimits getStopLossMarkets getStopLosses getTakeProfitLimits getTakeProfitMarkets getTakeProfits getTakingAsks getTakingBids handleOrderActionRecord handleOrderRecord init initFromOrders initFromUserMap insertOrder mergeNodesToFill printTop trigger updateOrder updateRestingLimitOrders updateRestingLimitOrdersForMarketType

Constructors

constructor

new DLOB(): DLOB
Returns DLOB
- Defined in sdk/src/dlob/DLOB.ts:107

Properties

initialized

initialized: boolean = false

maxSlotForRestingLimitOrders

maxSlotForRestingLimitOrders: number = 0

openOrders

openOrders: Map<MarketTypeStr, Set<string>> = ...

orderLists

orderLists: Map<MarketTypeStr, Map<number, MarketNodeLists>> = ...

Methods

addOrderList

addOrderList(marketType: MarketTypeStr, marketIndex: number): void
Parameters
- marketType: MarketTypeStr
- marketIndex: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:283

clear

clear(): void
Returns void
- Defined in sdk/src/dlob/DLOB.ts:118

delete

delete(order: Order, userAccount: PublicKey, slot: number, onDelete?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- Optional onDelete: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:370

determineMakerAndTaker

determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
makerNode: DLOBNode;
takerNode: DLOBNode;
}
Parameters
- askNode: DLOBNode
- bidNode: DLOBNode
Returns {
makerNode: DLOBNode;
takerNode: DLOBNode;
}
- makerNode: DLOBNode
- takerNode: DLOBNode
- Defined in sdk/src/dlob/DLOB.ts:1439

`Private` estimateFillExactBaseAmountInForSide

estimateFillExactBaseAmountInForSide(baseAmountIn: BN, oraclePriceData: OraclePriceData, slot: number, dlobSide: Generator<DLOBNode, any, unknown>): BN
Parameters
- baseAmountIn: BN
- oraclePriceData: OraclePriceData
- slot: number
- dlobSide: Generator<DLOBNode, any, unknown>
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1938

estimateFillWithExactBaseAmount

estimateFillWithExactBaseAmount(__namedParameters: {
    baseAmount: BN;
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    orderDirection: PositionDirection;
    slot: number;
}): BN
Returns
the estimated quote amount filled: QUOTE_PRECISION
Parameters
- __namedParameters: {
      baseAmount: BN;
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      orderDirection: PositionDirection;
      slot: number;
  }
  - baseAmount: BN
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - orderDirection: PositionDirection
  - slot: number
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1977

findCrossingRestingLimitOrders

findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:1351

findExpiredNodesToFill

findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType): NodeToFill[]
Parameters
- marketIndex: number
- ts: number
- marketType: MarketType
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:957

findJitAuctionNodesToFill

findJitAuctionNodesToFill(marketIndex: number, slot: number, oraclePriceData: OraclePriceData, marketType: MarketType): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- oraclePriceData: OraclePriceData
- marketType: MarketType
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:1011

findNodesCrossingFallbackLiquidity

findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode, any, unknown>, doesCross: ((nodePrice: BN) => boolean), minAuctionDuration: number): NodeToFill[]
Parameters
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
- nodeGenerator: Generator<DLOBNode, any, unknown>
- doesCross: ((nodePrice: BN) => boolean)
  - - (nodePrice: BN): boolean
    - Parameters
      
      nodePrice: BN
      
      Returns boolean
- minAuctionDuration: number
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:911

findNodesToFill

findNodesToFill(marketIndex: number, fallbackBid: BN, fallbackAsk: BN, slot: number, ts: number, marketType: MarketType, oraclePriceData: OraclePriceData, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): NodeToFill[]
Parameters
- marketIndex: number
- fallbackBid: BN
- fallbackAsk: BN
- slot: number
- ts: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- stateAccount: StateAccount
- marketAccount: PerpMarketAccount | SpotMarketAccount
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:491

findNodesToTrigger

findNodesToTrigger(marketIndex: number, slot: number, oraclePrice: BN, marketType: MarketType, stateAccount: StateAccount): NodeToTrigger[]
Parameters
- marketIndex: number
- slot: number
- oraclePrice: BN
- marketType: MarketType
- stateAccount: StateAccount
Returns NodeToTrigger[]
- Defined in sdk/src/dlob/DLOB.ts:1615

findRestingLimitOrderNodesToFill

findRestingLimitOrderNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, makerRebateNumerator: number, makerRebateDenominator: number, fallbackAsk: BN, fallbackBid: BN): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- isAmmPaused: boolean
- minAuctionDuration: number
- makerRebateNumerator: number
- makerRebateDenominator: number
- fallbackAsk: BN
- fallbackBid: BN
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:616

findTakingNodesCrossingMakerNodes

findTakingNodesCrossingMakerNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode, any, unknown>, makerNodeGeneratorFn: ((marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData) => Generator<DLOBNode, any, unknown>), doesCross: ((takerPrice: BN, makerPrice: BN) => boolean)): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- takerNodeGenerator: Generator<DLOBNode, any, unknown>
- makerNodeGeneratorFn: ((marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData) => Generator<DLOBNode, any, unknown>)
  - - (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
    - Parameters
      
      marketIndex: number
      
      slot: number
      
      marketType: MarketType
      
      oraclePriceData: OraclePriceData
      
      Returns Generator<DLOBNode, any, unknown>
- doesCross: ((takerPrice: BN, makerPrice: BN) => boolean)
  - - (takerPrice: BN, makerPrice: BN): boolean
    - Parameters
      
      takerPrice: BN
      
      makerPrice: BN
      
      Returns boolean
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:826

findTakingNodesToFill

findTakingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: BN, fallbackBid?: BN): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- isAmmPaused: boolean
- minAuctionDuration: number
- fallbackAsk: BN
- Optional fallbackBid: BN
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:700

getAsks

getAsks(marketIndex: number, fallbackAsk: BN, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- fallbackAsk: BN
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1243

getBestAsk

getBestAsk(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1475

getBestBid

getBestBid(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1494

getBestMakers

getBestMakers(__namedParameters: {
    direction: PositionDirection;
    marketIndex: number;
    marketType: MarketType;
    numMakers: number;
    oraclePriceData: OraclePriceData;
    slot: number;
}): PublicKey[]
Parameters
- __namedParameters: {
      direction: PositionDirection;
      marketIndex: number;
      marketType: MarketType;
      numMakers: number;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - direction: PositionDirection
  - marketIndex: number
  - marketType: MarketType
  - numMakers: number
  - oraclePriceData: OraclePriceData
  - slot: number
Returns PublicKey[]
- Defined in sdk/src/dlob/DLOB.ts:2009

`Protected` getBestNode

getBestNode(generatorList: Generator<DLOBNode, any, unknown>[], oraclePriceData: OraclePriceData, slot: number, compareFcn: ((bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData) => boolean), filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- generatorList: Generator<DLOBNode, any, unknown>[]
- oraclePriceData: OraclePriceData
- slot: number
- compareFcn: ((bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData) => boolean)
  - - (bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData): boolean
    - Parameters
      
      bestDLOBNode: DLOBNode
      
      currentDLOBNode: DLOBNode
      
      slot: number
      
      oraclePriceData: OraclePriceData
      
      Returns boolean
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1107

getBids

getBids(marketIndex: number, fallbackBid: BN, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- fallbackBid: BN
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1297

getDLOBOrders

getDLOBOrders(): DLOBOrders
Returns DLOBOrders
- Defined in sdk/src/dlob/DLOB.ts:1762

getL2

getL2(__namedParameters: {
    depth: number;
    fallbackL2Generators?: L2OrderBookGenerator[];
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    slot: number;
}): L2OrderBook
Get an L2 view of the order book for a given market.
Parameters
- __namedParameters: {
      depth: number;
      fallbackL2Generators?: L2OrderBookGenerator[];
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - depth: number
  - Optional fallbackL2Generators?: L2OrderBookGenerator[]
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - slot: number
Returns L2OrderBook
- Defined in sdk/src/dlob/DLOB.ts:1815

getL3

getL3(__namedParameters: {
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    slot: number;
}): L3OrderBook
Get an L3 view of the order book for a given market. Does not include fallback liquidity sources
Parameters
- __namedParameters: {
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - slot: number
Returns L3OrderBook
- Defined in sdk/src/dlob/DLOB.ts:1885

getListForOrder

getListForOrder(order: Order, slot: number): NodeList<any>
Parameters
- order: Order
- slot: number
Returns NodeList<any>
- Defined in sdk/src/dlob/DLOB.ts:388

getMakerRebate

getMakerRebate(marketType: MarketType, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): {
makerRebateDenominator: number;
makerRebateNumerator: number;
}
Parameters
- marketType: MarketType
- stateAccount: StateAccount
- marketAccount: PerpMarketAccount | SpotMarketAccount
Returns {
makerRebateDenominator: number;
makerRebateNumerator: number;
}
- makerRebateDenominator: number
- makerRebateNumerator: number
- Defined in sdk/src/dlob/DLOB.ts:554

getNodeLists

getNodeLists(): Generator<NodeList<DLOBNodeType>, any, unknown>
Returns Generator<NodeList<DLOBNodeType>, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1777

getOrder

getOrder(orderId: number, userAccount: PublicKey): Order
Parameters
- orderId: number
- userAccount: PublicKey
Returns Order
- Defined in sdk/src/dlob/DLOB.ts:479

getRestingLimitAsks

getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1167

getRestingLimitBids

getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1205

getStopLossLimits

getStopLossLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1548

getStopLossMarkets

getStopLossMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1536

getStopLosses

getStopLosses(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1513

getTakeProfitLimits

getTakeProfitLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1599

getTakeProfitMarkets

getTakeProfitMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1583

getTakeProfits

getTakeProfits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- direction: PositionDirection
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1560

getTakingAsks

getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1076

getTakingBids

getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
- Optional filterFcn: DLOBFilterFcn
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1045

handleOrderActionRecord

handleOrderActionRecord(record: OrderActionRecord, slot: number): void
Parameters
- record: OrderActionRecord
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:188

handleOrderRecord

handleOrderRecord(record: OrderRecord, slot: number): void
Parameters
- record: OrderRecord
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:184

`Private` init

init(): void
Returns void
- Defined in sdk/src/dlob/DLOB.ts:111

initFromOrders

initFromOrders(dlobOrders: DLOBOrders, slot: number): boolean
Parameters
- dlobOrders: DLOBOrders
- slot: number
Returns boolean
- Defined in sdk/src/dlob/DLOB.ts:171

initFromUserMap

initFromUserMap(userMap: UserMap, slot: number): Promise<boolean>
initializes a new DLOB instance

Returns
a promise that resolves when the DLOB is initialized
Parameters
- userMap: UserMap
- slot: number
Returns Promise<boolean>
- Defined in sdk/src/dlob/DLOB.ts:148

insertOrder

insertOrder(order: Order, userAccount: string, slot: number, onInsert?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: string
- slot: number
- Optional onInsert: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:251

mergeNodesToFill

mergeNodesToFill(restingLimitOrderNodesToFill: NodeToFill[], takingOrderNodesToFill: NodeToFill[]): NodeToFill[]
Parameters
- restingLimitOrderNodesToFill: NodeToFill[]
- takingOrderNodesToFill: NodeToFill[]
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:582

printTop

printTop(driftClient: DriftClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void
Parameters
- driftClient: DriftClient
- slotSubscriber: SlotSubscriber
- marketIndex: number
- marketType: MarketType
Returns void
- Defined in sdk/src/dlob/DLOB.ts:1663

trigger

trigger(order: Order, userAccount: PublicKey, slot: number, onTrigger?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- Optional onTrigger: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:338

updateOrder

updateOrder(order: Order, userAccount: PublicKey, slot: number, cumulativeBaseAssetAmountFilled: BN, onUpdate?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- cumulativeBaseAssetAmountFilled: BN
- Optional onUpdate: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:308

updateRestingLimitOrders

updateRestingLimitOrders(slot: number): void
Parameters
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:427

updateRestingLimitOrdersForMarketType

updateRestingLimitOrdersForMarketType(slot: number, marketTypeStr: MarketTypeStr): void
Parameters
- slot: number
- marketTypeStr: MarketTypeStr
Returns void
- Defined in sdk/src/dlob/DLOB.ts:439

Class DLOB

Hierarchy

Index

Constructors

Properties

Methods

Constructors

constructor

Returns DLOB

Properties

initialized

maxSlotForRestingLimitOrders

openOrders

orderLists

Methods

addOrderList

Parameters

marketType: MarketTypeStr

marketIndex: number

Returns void

clear

Returns void

delete

Parameters

order: Order

userAccount: PublicKey

slot: number

Optional onDelete: OrderBookCallback

Returns void

determineMakerAndTaker

Parameters

askNode: DLOBNode

bidNode: DLOBNode

Returns { makerNode: DLOBNode; takerNode: DLOBNode; }

makerNode: DLOBNode

takerNode: DLOBNode

Private estimateFillExactBaseAmountInForSide

Parameters

baseAmountIn: BN

oraclePriceData: OraclePriceData

slot: number

dlobSide: Generator<DLOBNode, any, unknown>

Returns BN

estimateFillWithExactBaseAmount

Returns

Parameters

__namedParameters: { baseAmount: BN; marketIndex: number; marketType: MarketType; oraclePriceData: OraclePriceData; orderDirection: PositionDirection; slot: number; }

baseAmount: BN

marketIndex: number

marketType: MarketType

oraclePriceData: OraclePriceData

orderDirection: PositionDirection

slot: number

Returns BN

findCrossingRestingLimitOrders

Parameters

marketIndex: number

slot: number

marketType: MarketType

oraclePriceData: OraclePriceData

Returns NodeToFill[]

findExpiredNodesToFill

Parameters

marketIndex: number

ts: number

marketType: MarketType

Returns NodeToFill[]

findJitAuctionNodesToFill

Parameters

marketIndex: number

slot: number

oraclePriceData: OraclePriceData

marketType: MarketType

Returns NodeToFill[]

findNodesCrossingFallbackLiquidity

Parameters

marketType: MarketType

slot: number

oraclePriceData: OraclePriceData

nodeGenerator: Generator<DLOBNode, any, unknown>

`Optional` onDelete: OrderBookCallback

Returns {
makerNode: DLOBNode;
takerNode: DLOBNode;
}

`Private` estimateFillExactBaseAmountInForSide

__namedParameters: {
baseAmount: BN;
marketIndex: number;
marketType: MarketType;
oraclePriceData: OraclePriceData;
orderDirection: PositionDirection;
slot: number;
}

`Optional` fallbackBid: BN