Add missing fields to perpetual markets kafka update (#2539)

Signed-off-by: Shrenuj Bansal <[email protected]>
dydxprotocol · Oct 25, 2024 · 15aa042 · 15aa042
1 parent 317a74e
commit 15aa042
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diff --git a/indexer/packages/postgres/src/types/websocket-message-types.ts b/indexer/packages/postgres/src/types/websocket-message-types.ts
@@ -223,6 +223,10 @@ export interface TradingPerpetualMarketMessage {
   volume24H?: string,
   trades24H?: number,
   nextFundingRate?: string,
+
+  // Derived fields
+  tickSize?: string,
+  stepSize?: string,
 }
 
 export type OraclePriceMarketMessageContentsMapping = {

diff --git a/indexer/services/ender/src/helpers/kafka-helper.ts b/indexer/services/ender/src/helpers/kafka-helper.ts
@@ -21,6 +21,7 @@ import {
   PerpetualPositionFromDatabase,
   PerpetualPositionSubaccountMessageContents,
   PositionSide,
+  protocolTranslations,
   SubaccountMessageContents,
   SubaccountTable,
   TradingMarketMessageContents,
@@ -328,6 +329,7 @@ export function generatePerpetualMarketMessage(
         atomicResolution: perpetualMarket.atomicResolution,
         subticksPerTick: perpetualMarket.subticksPerTick,
         stepBaseQuantums: perpetualMarket.stepBaseQuantums,
+        marketType: perpetualMarket.marketType,
         initialMarginFraction: helpers.ppmToString(Number(liquidityTier.initialMarginPpm)),
         maintenanceMarginFraction: helpers.ppmToString(
           helpers.getMaintenanceMarginPpm(
@@ -337,6 +339,14 @@ export function generatePerpetualMarketMessage(
         ),
         openInterestLowerCap: liquidityTier.openInterestLowerCap,
         openInterestUpperCap: liquidityTier.openInterestUpperCap,
+        tickSize: protocolTranslations.getTickSize(perpetualMarket),
+        stepSize: protocolTranslations.getStepSize(perpetualMarket),
+        priceChange24H: perpetualMarket.priceChange24H,
+        volume24H: perpetualMarket.volume24H,
+        trades24H: perpetualMarket.trades24H,
+        nextFundingRate: perpetualMarket.nextFundingRate,
+        openInterest: perpetualMarket.openInterest,
+        baseOpenInterest: perpetualMarket.baseOpenInterest,
       };
     })
     .value();