Class DLOBSubscriber

Hierarchy

  • DLOBSubscriber

Constructors

Properties

dlob: DLOB = ...
dlobSource: DLOBSource
driftClient: DriftClient
eventEmitter: StrictEventEmitter<EventEmitter<DefaultEventMap>, DLOBSubscriberEvents, DLOBSubscriberEvents, "addEventListener" | "removeEventListener", "on" | "addListener" | "removeListener" | "once" | "emit">
intervalId?: Timeout
slotSource: SlotSource
updateFrequency: number

Methods

  • Get the L2 order book for a given market.

    Parameters

    • __namedParameters: {
          depth?: number;
          fallbackL2Generators?: L2OrderBookGenerator[];
          includeVamm?: boolean;
          marketIndex?: number;
          marketName?: string;
          marketType?: MarketType;
          numVammOrders?: number;
      }
      • Optional depth?: number
      • Optional fallbackL2Generators?: L2OrderBookGenerator[]
      • Optional includeVamm?: boolean
      • Optional marketIndex?: number
      • Optional marketName?: string
      • Optional marketType?: MarketType
      • Optional numVammOrders?: number

    Returns L2OrderBook

  • Get the L3 order book for a given market.

    Parameters

    • __namedParameters: {
          marketIndex?: number;
          marketName?: string;
          marketType?: MarketType;
      }
      • Optional marketIndex?: number
      • Optional marketName?: string
      • Optional marketType?: MarketType

    Returns L3OrderBook

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