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Lighter & Binance trade support with keep window - #187
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hacheigriega
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hacheigriega
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hacheigriega
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October 8, 2026 18:36
Thomasvdam
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Oct 12, 2026
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Motivation
Monaco OP may assess the health of a market by checking the number of recent trades.
Explanation of Changes
Note Lighter’s trade objects include a lot of miscellaneous fields we probably won’t need. Also, Lighter returns separate arrays for
tradesandliquidation_trades. Whileliquidation_tradesis rarely used, the doc is not clear about whether it contains objects that are distinct from the objects intrades. I noticed in one occasion the two arrays contained duplicate lists of trades, but in all other observations, they contained distinct sets of trade objects.To honor the principle of the proxy being true to its name, I left the proxy to return the arrays and their objects’ fields as they are.
The Binance module follows the same pattern to support trades data as well.
Testing
Related PRs and Issues
Related: #183