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ts-sdk: add slot in order book responses (#673)
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wphan authored Nov 3, 2023
1 parent ba9d9a3 commit cd93e4f
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Showing 2 changed files with 4 additions and 0 deletions.
2 changes: 2 additions & 0 deletions sdk/src/dlob/DLOB.ts
Original file line number Diff line number Diff line change
Expand Up @@ -1725,6 +1725,7 @@ export class DLOB {
return {
bids,
asks,
slot,
};
}

Expand Down Expand Up @@ -1785,6 +1786,7 @@ export class DLOB {
return {
bids,
asks,
slot,
};
}

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2 changes: 2 additions & 0 deletions sdk/src/dlob/orderBookLevels.ts
Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,7 @@ export type L2Level = {
export type L2OrderBook = {
asks: L2Level[];
bids: L2Level[];
slot?: number;
};

export interface L2OrderBookGenerator {
Expand All @@ -46,6 +47,7 @@ export type L3Level = {
export type L3OrderBook = {
asks: L3Level[];
bids: L3Level[];
slot?: number;
};

export const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
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