Merge pull request #195 from Lercerss/lercerss/bug_tob_graph_incorrec…

…t_data

[#190] Fixed incorrect data in Top of Book graph

core/graphelier-service/db/mongo.go

@@ -415,7 +415,7 @@ func (c *Connector) GetTopOfBookByInterval(instrument string, startTimestamp uin
 		if pointDistance == 0 {
 			pointDistance = 1
 		}
-		log.Tracef("Applying messages to keep points at every %d", pointDistance)
+		log.Tracef("Applying messages to keep points at every %d\n", pointDistance)
 		results = orderbook.TopBookPerXNano(messagesInterval, uint64(pointDistance), startTimestamp, endTimestamp)
 	}
 

core/graphelier-service/models/orderbooks.go

@@ -174,7 +174,7 @@ func (orderbook *Orderbook) getOrderIndex(index int, message *Message) (int, boo
 
 	for ; i < len(orders); i++ {
 		lastID = orders[i].ID
-		if lastID >= message.OrderID {
+		if lastID == message.OrderID {
 			break
 		}
 	}

core/graphelier-service/models/orderbooks_test.go

@@ -493,3 +493,21 @@ func TestMessagesZero(t *testing.T) {
 	assert.Equal(t, uint64(102), topbook[1].Timestamp)
 	assert.Equal(t, uint64(104), topbook[2].Timestamp)
 }
+
+func TestOrderIdsNotSorted(t *testing.T) {
+	// Orders were incorrectly assumed to be sorted by ID
+	// This stopped `Orderbook.getOrderIndex` from finding some orders
+	// As a result, some valid messages were being ignored which invalidated the order book state
+	setupExistingOrders()
+	orderbook.Asks[0].Orders[0].ID = 3
+	orderbook.Asks[0].Orders[1].ID = 2
+	orderbook.Asks[0].Orders[2].ID = 1
+
+	orderbook.ApplyMessagesToOrderbook([]*Message{
+		MakeMsg(DirectionAsk, OrderID(1), TypeDelete),
+		MakeMsg(DirectionAsk, OrderID(2), TypeDelete),
+	})
+
+	assert.Equal(t, 1, len(orderbook.Asks[0].Orders))
+	assert.Equal(t, uint64(3), orderbook.Asks[0].Orders[0].ID)
+}