[Events Orderbook] Implement querying the orderbook at the latest block #735
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e00E
approved these changes
May 6, 2020
fleupold
approved these changes
May 6, 2020
| @@ -132,7 +133,10 @@ export class StreamedOrderbook { | |||
| * Retrieves the current open orders in the orderbook. | |||
| */ | |||
| public getOpenOrders(): IndexedOrder<bigint>[] { | |||
| return this.state.getOrders(this.batch) | |||
| this.throwOnInvalidState() | |||
| * Creates a copy of the auction state that can apply events independently | ||
| * without modifying the original state. | ||
| */ | ||
| public copy(): AuctionState { |
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Cool! Can we add a unit test that this actually creates a deep copy? It seems to work because bigint seems to be an
immutable type (I think with BN we would have to also copy the data of the maps).
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Let me know if you think the test is sufficient.
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This PR implements querying the latest open orderbook.
This is implemented by keeping a separate "confirmed" auction state, built from events that are part of confirmed blocks, and not subject to reorgs, and a "latest" auction state that is built by cloning the "confirmed" state and applying events in between the confirmed block and the latest block.
The "latest" state is implemented to be discardable and rebuilt on every update so that it is not prone to errors stemming from reorgs, nor does complex logic for rolling back events need to be implemented. Unfortunately, the current implementation is slightly inefficient. I created #734 as an issue to capture a potential solution to the problem.
This closes #719
Test Plan
Run the e2e test to ensure the event based orderbook on the latest block matches the onchain queried orderbook: