forked from jl777/SuperNET
-
Notifications
You must be signed in to change notification settings - Fork 2
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge pull request jl777#844 from KomodoPlatform/mm2.1-orderbook-depth
Add orderbook_depth RPC jl777#700.
- Loading branch information
Showing
5 changed files
with
271 additions
and
4 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,101 @@ | ||
| use super::{orderbook_topic_from_base_rel, OrdermatchContext, OrdermatchRequest}; | ||
| use crate::mm2::lp_network::{request_any_relay, P2PRequest}; | ||
| use common::{log, mm_ctx::MmArc}; | ||
| use http::Response; | ||
| use serde_json::{self as json, Value as Json}; | ||
| use std::collections::HashMap; | ||
|
|
||
| #[derive(Debug, Deserialize)] | ||
| struct OrderbookDepthReq { | ||
| pairs: Vec<(String, String)>, | ||
| } | ||
|
|
||
| #[derive(Debug, Deserialize, Serialize)] | ||
| struct PairDepth { | ||
| asks: usize, | ||
| bids: usize, | ||
| } | ||
|
|
||
| #[derive(Debug, Deserialize, Serialize)] | ||
| struct OrderbookDepthP2PResponse { | ||
| depth: HashMap<(String, String), PairDepth>, | ||
| } | ||
|
|
||
| #[derive(Debug, Deserialize, Serialize)] | ||
| struct PairWithDepth { | ||
| pair: (String, String), | ||
| depth: PairDepth, | ||
| } | ||
|
|
||
| pub async fn orderbook_depth_rpc(ctx: MmArc, req: Json) -> Result<Response<Vec<u8>>, String> { | ||
| let ordermatch_ctx = OrdermatchContext::from_ctx(&ctx).unwrap(); | ||
| let req: OrderbookDepthReq = try_s!(json::from_value(req)); | ||
| let mut result = Vec::with_capacity(req.pairs.len()); | ||
|
|
||
| let orderbook = ordermatch_ctx.orderbook.lock().await; | ||
|
|
||
| // the Iter::filter uses &Self::Item, which is undesirable, we need owned pair | ||
| #[allow(clippy::unnecessary_filter_map)] | ||
| let to_request_from_relay: Vec<_> = req | ||
| .pairs | ||
| .into_iter() | ||
| .filter_map(|pair| { | ||
| let topic = orderbook_topic_from_base_rel(&pair.0, &pair.1); | ||
| if orderbook.is_subscribed_to(&topic) { | ||
| let asks = orderbook.unordered.get(&pair).map_or(0, |orders| orders.len()); | ||
| let reversed = (pair.1.clone(), pair.0.clone()); | ||
| let bids = orderbook.unordered.get(&reversed).map_or(0, |orders| orders.len()); | ||
| result.push(PairWithDepth { | ||
| pair, | ||
| depth: PairDepth { asks, bids }, | ||
| }); | ||
| None | ||
| } else { | ||
| Some(pair) | ||
| } | ||
| }) | ||
| .collect(); | ||
|
|
||
| // avoid locking orderbook for long time during P2P request | ||
| drop(orderbook); | ||
| if !to_request_from_relay.is_empty() { | ||
| let p2p_request = OrdermatchRequest::OrderbookDepth { | ||
| pairs: to_request_from_relay, | ||
| }; | ||
| log::debug!("Sending request_any_relay({:?})", p2p_request); | ||
| let p2p_response = try_s!( | ||
| request_any_relay::<OrderbookDepthP2PResponse>(ctx.clone(), P2PRequest::Ordermatch(p2p_request)).await | ||
| ); | ||
| log::debug!("Received response {:?}", p2p_response); | ||
| if let Some((response, _)) = p2p_response { | ||
| for (pair, depth) in response.depth { | ||
| result.push(PairWithDepth { pair, depth }); | ||
| } | ||
| } | ||
| } | ||
|
|
||
| let res = json!({ "result": result }); | ||
| Response::builder() | ||
| .body(json::to_vec(&res).expect("Serialization failed")) | ||
| .map_err(|e| ERRL!("{}", e)) | ||
| } | ||
|
|
||
| pub async fn process_orderbook_depth_p2p_request( | ||
| ctx: MmArc, | ||
| pairs: Vec<(String, String)>, | ||
| ) -> Result<Option<Vec<u8>>, String> { | ||
| let ordermatch_ctx = OrdermatchContext::from_ctx(&ctx).expect("ordermatch_ctx must exist at this point"); | ||
| let orderbook = ordermatch_ctx.orderbook.lock().await; | ||
| let depth = pairs | ||
| .into_iter() | ||
| .map(|pair| { | ||
| let asks = orderbook.unordered.get(&pair).map_or(0, |orders| orders.len()); | ||
| let reversed = (pair.1.clone(), pair.0.clone()); | ||
| let bids = orderbook.unordered.get(&reversed).map_or(0, |orders| orders.len()); | ||
| (pair, PairDepth { asks, bids }) | ||
| }) | ||
| .collect(); | ||
| let response = OrderbookDepthP2PResponse { depth }; | ||
| let encoded = rmp_serde::to_vec(&response).expect("rmp_serde::to_vec should not fail here"); | ||
| Ok(Some(encoded)) | ||
| } |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters