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mango-transaction-scraper-v3
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Bugfix on fill event price parsing.

This commit is contained in:
Nicholas Clarke 2021-12-22 09:29:17 -08:00
parent d35e0107b1
commit 3f6c14c111
1 changed files with 4 additions and 1 deletions
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5
src/anchorParsers.ts
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@ -557,13 +557,16 @@ function parseFillLog(
let lotSizes = perpLotSizes[mangoGroupPk][perpMarket.name] let lotSizes = perpLotSizes[mangoGroupPk][perpMarket.name]
const nativeToUi = Math.pow(10, perpMarket.baseDecimals - perpMarket.quoteDecimals);
const lotsToNative = lotSizes.quoteLotSize / lotSizes.baseLotSize
const fill = { const fill = {
event_num: instructionNum, event_num: instructionNum,
maker: eventData.maker.toString(), maker: eventData.maker.toString(),
maker_fee: new I80F48(eventData.makerFee).toNumber(), maker_fee: new I80F48(eventData.makerFee).toNumber(),
maker_order_id: eventData.makerOrderId.toString(), maker_order_id: eventData.makerOrderId.toString(),
maker_client_order_id: eventData.makerClientOrderId.toString(), maker_client_order_id: eventData.makerClientOrderId.toString(),
price: eventData.price.toNumber() / lotSizes.quoteLotSize, price: eventData.price.toNumber() * lotsToNative * nativeToUi,
// Storing both price and quantity in UI terms to be consistent with db // Storing both price and quantity in UI terms to be consistent with db
quantity: eventData.quantity.toNumber() * lotSizes.baseLotSize / Math.pow(10, perpMarket.baseDecimals), quantity: eventData.quantity.toNumber() * lotSizes.baseLotSize / Math.pow(10, perpMarket.baseDecimals),