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counterparty order ID in the level3 fill message #11

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eternalego opened this issue Apr 19, 2022 · 0 comments
Open

counterparty order ID in the level3 fill message #11

eternalego opened this issue Apr 19, 2022 · 0 comments

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@eternalego
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eternalego commented Apr 19, 2022

Greetings!

I am working on mango markets integration, and now looking at "fill" message fields. The main idea is to get some unique ID for each fill, as each order could be partially filled by a set of counterparty orders. At the moment, I can only use "timestamp" for that, hoping there won't be two partial fills having the same timestamp. In other hand, for each partial fill there should be only one counterparty order ID, so this one looks more reliable.
If we look at "trade" message, there are order ID numbers of both counterparties, what makes me think it shouldn't be difficult to make the similar thing for "fill" message of "level3" subscription. Is it correct?
I am new to solana protocol, and not so proficient in typescript, so I am not able to resolve this issue by myself at this moment, unfortunately.

In other hand, it also possible to combine two types of subcriptions - "trades" and "level3", to achieve the same goal.

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