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feat: amm market depth perf - only calculate levels if they change an… #11494

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merged 4 commits into from
Jul 25, 2024

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wwestgarth
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This should help the datanode performance on the AMM auction uncrossing tests in the overnight system-tests runs. Changes are:

  • expansion price levels for market-depth are only calculated up to the widest AMM (previously we'd expand fully based on the config parameters, then later ignore levels)
  • we cache the calculation levels since if the mid-price doesn't change, nor does the expansion levels so we can just pull out ones we already have

@wwestgarth wwestgarth marked this pull request as ready for review July 24, 2024 16:09
@wwestgarth wwestgarth requested a review from a team as a code owner July 24, 2024 16:09
@jeremyletang jeremyletang merged commit 9278fc8 into develop Jul 25, 2024
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@jeremyletang jeremyletang deleted the amm-depth-perf branch July 25, 2024 16:32
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