DLOB (Decentralized Limit Order Book)

import { DLOB } from '@drift-labs/sdk';

const dlob = new DLOB();

await dlob.initFromUserMap(userMap, currentSlot);

dlob.insertOrder(
  order,
  userAccountPubkey,
  slot,
  isProtectedMaker,
  baseAssetAmount
);

dlob.clear();

const l2 = dlob.getL2({
  marketIndex: 0,
  marketType: MarketType.PERP,
  slot: currentSlot,
  oraclePriceData: mmOraclePriceData,
  depth: 20,
  fallbackL2Generators: [vammGenerator],
});

console.log('Best bid:', l2.bids[0].price.toString());
console.log('Best ask:', l2.asks[0].price.toString());

const l3 = dlob.getL3({
  marketIndex: 0,
  marketType: MarketType.PERP,
  slot: currentSlot,
  oraclePriceData: oraclePriceData,
});

for (const bid of l3.bids) {
  console.log(`Order ${bid.orderId} from ${bid.maker}: ${bid.size} @ ${bid.price}`);
}

const bestBid = dlob.getBestBid(
  marketIndex,
  slot,
  MarketType.PERP,
  oraclePriceData
);

const bestAsk = dlob.getBestAsk(
  marketIndex,
  slot,
  MarketType.PERP,
  oraclePriceData
);

if (bestBid && bestAsk) {
  const spread = bestAsk.sub(bestBid);
  console.log('Spread:', spread.toString());
}

const nodesToFill = dlob.findNodesToFill(
  marketIndex,
  fallbackBid,
  fallbackAsk,
  slot,
  timestamp,
  MarketType.PERP,
  oraclePriceData,
  stateAccount,
  perpMarketAccount
);

for (const nodeToFill of nodesToFill) {
  console.log('Fillable order:', nodeToFill.node.order.orderId);
  console.log('Maker nodes:', nodeToFill.makerNodes.length);
}

const nodesToTrigger = dlob.findNodesToTrigger(
  marketIndex,
  slot,
  oraclePrice,
  MarketType.PERP,
  stateAccount
);

for (const trigger of nodesToTrigger) {
  console.log('Trigger order:', trigger.node.order.orderId);
}

for (const stopLoss of dlob.getStopLosses(
  marketIndex,
  MarketType.PERP,
  PositionDirection.LONG
)) {
  console.log('Stop loss:', stopLoss.order.triggerPrice.toString());
}

for (const takeProfit of dlob.getTakeProfits(
  marketIndex,
  MarketType.PERP,
  PositionDirection.LONG
)) {
  console.log('Take profit:', takeProfit.order.triggerPrice.toString());
}

import { DLOBSubscriber, UserMap } from '@drift-labs/sdk';

const userMap = new UserMap({
  driftClient,
  subscriptionConfig: {
    type: 'websocket',
    resubTimeoutMs: 30_000,
  },
});

const dlobSubscriber = new DLOBSubscriber({
  driftClient,
  dlobSource: userMap,
  slotSource: userMap,
  updateFrequency: 1000, // Update every 1 second
  protectedMakerView: false,
});

// Start subscribing
await dlobSubscriber.subscribe();

// Listen for updates
dlobSubscriber.eventEmitter.on('update', (dlob) => {
  console.log('DLOB updated');
});

dlobSubscriber.eventEmitter.on('error', (error) => {
  console.error('DLOB error:', error);
});

// Get current DLOB
const dlob = dlobSubscriber.getDLOB();

// Stop subscribing
await dlobSubscriber.unsubscribe();

const l2 = dlobSubscriber.getL2({
  marketName: 'SOL-PERP',
  depth: 20,
  includeVamm: true,
});

const l3 = dlobSubscriber.getL3({
  marketIndex: 0,
  marketType: MarketType.PERP,
});

import { DLOBSubscriber, MarketType } from '@drift-labs/sdk';

// Subscribe to DLOB
const dlobSubscriber = new DLOBSubscriber({
  driftClient,
  dlobSource: userMap,
  slotSource: userMap,
  updateFrequency: 1000,
});

await dlobSubscriber.subscribe();

// Monitor order book
dlobSubscriber.eventEmitter.on('update', (dlob) => {
  const l2 = dlobSubscriber.getL2({
    marketName: 'SOL-PERP',
    depth: 5,
    includeVamm: true,
  });
  
  if (l2.bids.length > 0 && l2.asks.length > 0) {
    const bestBid = l2.bids[0].price;
    const bestAsk = l2.asks[0].price;
    const midPrice = bestBid.add(bestAsk).divn(2);
    
    console.log('Mid price:', midPrice.toString());
    console.log('Spread:', bestAsk.sub(bestBid).toString());
    
    // Place orders based on mid price...
  }
});