47 lines
1.3 KiB
TypeScript
47 lines
1.3 KiB
TypeScript
import { useEffect } from 'react'
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import useMangoStore from '../stores/useMangoStore'
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import useSerumStore from '../stores/useSerumStore'
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import useOrderbook from './useOrderbook'
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export function useTrades() {
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const trades = useSerumStore((state) => state.fills)
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if (!trades) {
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return null
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}
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// Until partial fills are each given their own fill, use maker fills
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return trades
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.filter(({ eventFlags }) => eventFlags.maker)
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.map((trade) => ({
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...trade,
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side: trade.side === 'buy' ? 'sell' : 'buy',
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}))
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}
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export default function useMarkPrice() {
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const setMangoStore = useMangoStore((s) => s.set)
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const markPrice = useMangoStore((s) => s.market.markPrice)
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const [orderbook] = useOrderbook()
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const trades = useTrades()
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useEffect(() => {
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const bb = orderbook?.bids?.length > 0 && Number(orderbook.bids[0][0])
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const ba = orderbook?.asks?.length > 0 && Number(orderbook.asks[0][0])
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const last = trades && trades.length > 0 && trades[0].price
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const newMarkPrice =
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bb && ba
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? last
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? [bb, ba, last].sort((a, b) => a - b)[1]
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: (bb + ba) / 2
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: null
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if (newMarkPrice !== markPrice) {
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setMangoStore((state) => {
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state.market.markPrice = newMarkPrice
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})
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}
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}, [orderbook, trades])
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return markPrice
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}
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