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Refactor order structures #111

Merged
merged 9 commits into from
Sep 18, 2023
Merged

Refactor order structures #111

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c353ed6
Refactor order structures
lumos42 Sep 15, 2023
3fa6abd
Fix tests and add new test
lumos42 Sep 15, 2023
981bb66
Merge branch 'main' into order_refactor
atvanguard Sep 17, 2023
ac9327e
update old order type
atvanguard Sep 17, 2023
d31a4c4
Review fixes
lumos42 Sep 17, 2023
5ba92b7
Review fixes
lumos42 Sep 17, 2023
2a179a3
Review fix
lumos42 Sep 17, 2023
182520f
Handle idx = -1
lumos42 Sep 18, 2023
039060a
Unit tests for Delete
lumos42 Sep 18, 2023
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2 changes: 1 addition & 1 deletion plugin/evm/limit_order.go
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Original file line number Diff line number Diff line change
Expand Up @@ -434,7 +434,7 @@ func (lop *limitOrderProcesser) UpdateLastPremiumFractionFromStorage() {
}
}

orderMap := lop.memoryDb.GetOrderBookData().OrderMap
orderMap := lop.memoryDb.GetOrderBookData().Orders
for orderHash, order := range orderMap {
if order.FilledBaseAssetQuantity.CmpAbs(order.BaseAssetQuantity) > 0 {
log.Info("Order map cleanup - deleting order", "hash", orderHash.String(), "baseAssetQuantity", order.BaseAssetQuantity, "filledBaseAssetQuantity", order.FilledBaseAssetQuantity)
Expand Down
24 changes: 12 additions & 12 deletions plugin/evm/orderbook/contract_events_processor.go
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Original file line number Diff line number Diff line change
Expand Up @@ -263,24 +263,24 @@ func (cep *ContractEventsProcessor) handleIOCOrderBookEvent(event *types.Log) {
}
orderId := event.Topics[2]
if !removed {
order := IOCOrder{}
order.DecodeFromRawOrder(args["order"])
limitOrder := Order{
iocOrder := IOCOrder{}
iocOrder.DecodeFromRawOrder(args["order"])
order := Order{
Id: orderId,
Market: Market(order.AmmIndex.Int64()),
PositionType: getPositionTypeBasedOnBaseAssetQuantity(order.BaseAssetQuantity),
Market: Market(iocOrder.AmmIndex.Int64()),
PositionType: getPositionTypeBasedOnBaseAssetQuantity(iocOrder.BaseAssetQuantity),
Trader: getAddressFromTopicHash(event.Topics[1]),
BaseAssetQuantity: order.BaseAssetQuantity,
BaseAssetQuantity: iocOrder.BaseAssetQuantity,
FilledBaseAssetQuantity: big.NewInt(0),
Price: order.Price,
RawOrder: &order,
Salt: order.Salt,
ReduceOnly: order.ReduceOnly,
Price: iocOrder.Price,
RawOrder: &iocOrder,
Salt: iocOrder.Salt,
ReduceOnly: iocOrder.ReduceOnly,
BlockNumber: big.NewInt(int64(event.BlockNumber)),
OrderType: IOC,
}
log.Info("IOCOrder/OrderPlaced", "order", limitOrder, "number", event.BlockNumber)
cep.database.Add(&limitOrder)
log.Info("IOCOrder/OrderPlaced", "order", order, "number", event.BlockNumber)
cep.database.Add(&order)
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} else {
log.Info("IOCOrder/OrderPlaced removed", "orderId", orderId.String(), "block", event.BlockHash.String(), "number", event.BlockNumber)
cep.database.Delete(orderId)
Expand Down
40 changes: 20 additions & 20 deletions plugin/evm/orderbook/contract_events_processor_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -66,10 +66,10 @@ func TestProcessEvents(t *testing.T) {
orderMatchedEventLog1 := getEventLog(OrderBookContractAddress, orderMatchedEventTopics1, orderMatchedEventData1, orderMatchedBlockNumber)
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog, shortOrderAcceptedEventLog, orderMatchedEventLog0, orderMatchedEventLog1})

actualLongOrder := db.OrderMap[getIdFromLimitOrder(longOrder)]
actualLongOrder := db.Orders[getIdFromLimitOrder(longOrder)]
assert.Equal(t, fillAmount, actualLongOrder.FilledBaseAssetQuantity)

actualShortOrder := db.OrderMap[getIdFromLimitOrder(shortOrder)]
actualShortOrder := db.Orders[getIdFromLimitOrder(shortOrder)]
assert.Equal(t, big.NewInt(0).Neg(fillAmount), actualShortOrder.FilledBaseAssetQuantity)
})

Expand Down Expand Up @@ -164,7 +164,7 @@ func TestOrderBookMarginAccountClearingHouseEventInLog(t *testing.T) {
cep.ProcessAcceptedEvents([]*types.Log{marginAccountLog, clearingHouseLog}, true)

//OrderBook log - OrderAccepted
actualLimitOrder := *db.GetOrderBookData().OrderMap[getIdFromLimitOrder(order)]
actualLimitOrder := *db.GetOrderBookData().Orders[getIdFromLimitOrder(order)]
args := map[string]interface{}{}
orderBookABI.UnpackIntoMap(args, "OrderAccepted", orderAcceptedEventData)
assert.Equal(t, Market(ammIndex.Int64()), actualLimitOrder.Market)
Expand Down Expand Up @@ -208,7 +208,7 @@ func TestHandleOrderBookEvent(t *testing.T) {
orderAcceptedEventData := []byte{}
log := getEventLog(OrderBookContractAddress, topics, orderAcceptedEventData, blockNumber)
cep.ProcessEvents([]*types.Log{log})
actualLimitOrder := db.GetOrderBookData().OrderMap[orderId]
actualLimitOrder := db.GetOrderBookData().Orders[orderId]
assert.Nil(t, actualLimitOrder)
})
t.Run("When data in log unpack succeeds", func(t *testing.T) {
Expand All @@ -219,7 +219,7 @@ func TestHandleOrderBookEvent(t *testing.T) {
log := getEventLog(OrderBookContractAddress, topics, orderAcceptedEventData, blockNumber)
cep.ProcessEvents([]*types.Log{log})

actualLimitOrder := db.GetOrderBookData().OrderMap[orderId]
actualLimitOrder := db.GetOrderBookData().Orders[orderId]
args := map[string]interface{}{}
orderBookABI.UnpackIntoMap(args, "OrderAccepted", orderAcceptedEventData)
assert.Equal(t, Market(ammIndex.Int64()), actualLimitOrder.Market)
Expand Down Expand Up @@ -260,15 +260,15 @@ func TestHandleOrderBookEvent(t *testing.T) {
log := getEventLog(OrderBookContractAddress, topics, orderCancelAcceptedEventData, blockNumber)
cep.ProcessEvents([]*types.Log{log})
orderId := getIdFromOrder(*limitOrder)
actualLimitOrder := db.GetOrderBookData().OrderMap[orderId]
actualLimitOrder := db.GetOrderBookData().Orders[orderId]
assert.Equal(t, limitOrder, actualLimitOrder)
})
t.Run("When data in log unpack succeeds", func(t *testing.T) {
orderCancelAcceptedEventData, _ := event.Inputs.NonIndexed().Pack(timestamp)
log := getEventLog(OrderBookContractAddress, topics, orderCancelAcceptedEventData, blockNumber)
orderId := getIdFromOrder(*limitOrder)
cep.ProcessEvents([]*types.Log{log})
actualLimitOrder := db.GetOrderBookData().OrderMap[orderId]
actualLimitOrder := db.GetOrderBookData().Orders[orderId]
assert.Equal(t, Cancelled, actualLimitOrder.getOrderStatus().Status)
})
})
Expand Down Expand Up @@ -643,20 +643,20 @@ func TestRemovedEvents(t *testing.T) {
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog})

// order exists in memory now
assert.Equal(t, db.OrderMap[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.Orders[longOrderId].Salt, longOrder.Salt)

// order should be deleted if OrderAccepted log is removed
longOrderAcceptedEventLog.Removed = true
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog})
assert.Nil(t, db.OrderMap[longOrderId])
assert.Nil(t, db.Orders[longOrderId])
})

t.Run("un-cancel an order when OrderCancelAccepted is removed", func(t *testing.T) {
longOrderAcceptedEventLog := getEventLog(OrderBookContractAddress, longOrderAcceptedEventTopics, longOrderAcceptedEventData, blockNumber.Uint64())
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog})

// order exists in memory now
assert.Equal(t, db.OrderMap[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.Orders[longOrderId].Salt, longOrder.Salt)

// cancel it
orderCancelAcceptedEvent := getEventFromABI(limitOrderrderBookABI, "OrderCancelAccepted")
Expand All @@ -665,12 +665,12 @@ func TestRemovedEvents(t *testing.T) {
orderCancelAcceptedLog := getEventLog(OrderBookContractAddress, orderCancelAcceptedEventTopics, orderCancelAcceptedEventData, blockNumber.Uint64()+2)
cep.ProcessEvents([]*types.Log{orderCancelAcceptedLog})

assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Cancelled)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Cancelled)

// now uncancel it
orderCancelAcceptedLog.Removed = true
cep.ProcessEvents([]*types.Log{orderCancelAcceptedLog})
assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Placed)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Placed)
})

t.Run("un-fulfill an order when OrderMatched is removed", func(t *testing.T) {
Expand All @@ -679,8 +679,8 @@ func TestRemovedEvents(t *testing.T) {
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog, shortOrderAcceptedEventLog})

// orders exist in memory now
assert.Equal(t, db.OrderMap[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.OrderMap[shortOrderId].Salt, shortOrder.Salt)
assert.Equal(t, db.Orders[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.Orders[shortOrderId].Salt, shortOrder.Salt)

// fulfill them
orderMatchedEvent := getEventFromABI(orderBookABI, "OrderMatched")
Expand All @@ -689,12 +689,12 @@ func TestRemovedEvents(t *testing.T) {
orderMatchedLog := getEventLog(OrderBookContractAddress, orderMatchedEventTopics, orderMatchedEventData, blockNumber.Uint64()+2)
cep.ProcessEvents([]*types.Log{orderMatchedLog})

assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, FulFilled)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, FulFilled)

// now un-fulfill it
orderMatchedLog.Removed = true
cep.ProcessEvents([]*types.Log{orderMatchedLog})
assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Placed)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Placed)
})

t.Run("revert state of an order when OrderMatchingError is removed", func(t *testing.T) {
Expand All @@ -707,8 +707,8 @@ func TestRemovedEvents(t *testing.T) {
cep.ProcessEvents([]*types.Log{longOrderAcceptedEventLog})

// orders exist in memory now
assert.Equal(t, db.OrderMap[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Placed)
assert.Equal(t, db.Orders[longOrderId].Salt, longOrder.Salt)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Placed)

// fail matching
orderMatchingError := getEventFromABI(orderBookABI, "OrderMatchingError")
Expand All @@ -717,12 +717,12 @@ func TestRemovedEvents(t *testing.T) {
orderMatchingErrorLog := getEventLog(OrderBookContractAddress, orderMatchingErrorTopics, orderMatchingErrorData, blockNumber.Uint64()+2)
cep.ProcessEvents([]*types.Log{orderMatchingErrorLog})

assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Execution_Failed)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Execution_Failed)

// now un-fail it
orderMatchingErrorLog.Removed = true
cep.ProcessEvents([]*types.Log{orderMatchingErrorLog})
assert.Equal(t, db.OrderMap[longOrderId].getOrderStatus().Status, Placed)
assert.Equal(t, db.Orders[longOrderId].getOrderStatus().Status, Placed)
})
}

Expand Down
8 changes: 0 additions & 8 deletions plugin/evm/orderbook/matching_pipeline.go
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Original file line number Diff line number Diff line change
Expand Up @@ -325,11 +325,3 @@ func removeOrdersWithIds(orders []Order, orderIds map[common.Hash]struct{}) []Or
}
return filteredOrders
}

func formatHashSlice(hashes []common.Hash) []string {
var formattedHashes []string
for _, hash := range hashes {
formattedHashes = append(formattedHashes, hash.String())
}
return formattedHashes
}
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