mango-ui-v3/hooks/useMarkPrice.tsx

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import { useEffect } from 'react'
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import useMangoStore from '../stores/useMangoStore'
import useInterval from './useInterval'
import useSerumStore from '../stores/useSerumStore'
import useOrderbook from './useOrderbook'
import useConnection from './useConnection'
// const _FAST_REFRESH_INTERVAL = 1000;
const _SLOW_REFRESH_INTERVAL = 5 * 1000
// const _VERY_SLOW_REFRESH_INTERVAL = 5000 * 1000;
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export function _useUnfilteredTrades(limit = 10000) {
console.log('fetching unfiltered trades')
const market = useMangoStore((state) => state.market.current)
const { connection } = useConnection()
const setSerumStore = useSerumStore((state) => state.set)
useInterval(() => {
async function fetchFills() {
if (!market || !connection) {
return null
}
const loadedFills = await market.loadFills(connection, limit)
setSerumStore((state) => {
state.fills = loadedFills
})
}
fetchFills()
}, _SLOW_REFRESH_INTERVAL)
}
export function useTrades() {
const trades = useSerumStore((state) => state.fills)
if (!trades) {
return null
}
// Until partial fills are each given their own fill, use maker fills
return trades
.filter(({ eventFlags }) => eventFlags.maker)
.map((trade) => ({
...trade,
side: trade.side === 'buy' ? 'sell' : 'buy',
}))
}
export default function useMarkPrice() {
const setMangoStore = useMangoStore((s) => s.set)
const markPrice = useMangoStore((s) => s.market.markPrice)
const [orderbook] = useOrderbook()
const trades = useTrades()
useEffect(() => {
const bb = orderbook?.bids?.length > 0 && Number(orderbook.bids[0][0])
const ba = orderbook?.asks?.length > 0 && Number(orderbook.asks[0][0])
const last = trades && trades.length > 0 && trades[0].price
const newMarkPrice =
bb && ba
? last
? [bb, ba, last].sort((a, b) => a - b)[1]
: (bb + ba) / 2
: null
setMangoStore((state) => {
state.market.markPrice = newMarkPrice
})
}, [orderbook, trades])
return markPrice
}