[CT-875] Simplify indexer messages for short term order replacement #1593
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WalkthroughThe recent changes enhance the Changes
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Files selected for processing (1)
- protocol/x/clob/memclob/memclob.go (1 hunks)
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protocol/x/clob/memclob/memclob.go (1)
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Learnings (1)
protocol/x/clob/memclob/memclob.go (1)
User: jonfung-dydx PR: dydxprotocol/v4-chain#1009 File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108 Timestamp: 2024-02-05T20:01:55.204Z Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
Additional comments not posted (1)
protocol/x/clob/memclob/memclob.go (1)
495-515: The changes from lines 495 to 515 introduce logic to handle order replacements with different prices by sending an order removal message before the new order placement. This aligns with the PR objectives to manage order replacements more effectively in the indexer. However, ensure that theCreateOrderRemoveMessageWithReasonandCreateOrderPlaceMessagefunctions handle errors appropriately and that their failure does not impact the critical path of order processing.
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Files selected for processing (4)
- protocol/x/clob/memclob/memclob.go (1 hunks)
- protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (2 hunks)
- protocol/x/clob/memclob/memclob_place_order_test.go (8 hunks)
- protocol/x/clob/memclob/memclob_test_util.go (1 hunks)
Files skipped from review as they are similar to previous changes (4)
- protocol/x/clob/memclob/memclob.go
- protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go
- protocol/x/clob/memclob/memclob_place_order_test.go
- protocol/x/clob/memclob/memclob_test_util.go
protocol/x/clob/memclob/memclob.go
Outdated
| // If this is a replacement order, then ensure we send the appropriate replacement message. | ||
| // If existing order ID is found and the price of the existing order is different from the new order, | ||
| // create an order removal message and then an order place message. | ||
| // If the price of the existing order is the same as the new order, don't send any messages here because |
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Not sure I follow why no message needs to be sent if price is the same.
What if the replaced order isn't matched? Will an update not be sent?
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I think that will get handled by the Order Update message sent at the end of this function
chenyaoy
changed the title
| headers, | ||
| }; | ||
| sendMessageWrapper(orderbookMessage, KafkaTopics.TO_WEBSOCKETS_ORDERBOOKS); | ||
| } |
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Removing because this is sending a websocket message to remove the unfilled amount of the original order from the orderbook price level. This is not expected to be called currently (before my changes) because we expect order removal to always happen before order place so the updatedQuantums should always be undefined (because an existing order in the Orders Cache should have already been removed at this point)
On order replacement there are 2 cases:
- If the price is different, we expect an order removal message first so the original order shouldn't exist at this point, so we don't need this here
- When the price is the same, we shouldn't remove the unfilled amount of the original order from the orderbook and then re-add the replacement order size to the orderbook via the Order Update message because this is 2 websocket messages and will cause flickering. We should just wait for the update message we expect after this order place to update the orderbook price-level size
I am concerned that the data sent through socks will not match the data in OpenOrdersCache and OrderbookLevelsCache for the short amount of time between this handler and when the Order Update Handler finishes running, I'm not sure if this is okay or not.
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Outside diff range and nitpick comments (1)
indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
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63-63: Avoid using non-null assertions.Non-null assertions have been used extensively throughout the code. While TypeScript allows non-null assertions, they can lead to runtime errors if not handled properly. Consider adding appropriate checks or handling potential null values gracefully to ensure robustness and maintainability of the code.
Also applies to: 64-64, 65-65, 69-69, 91-91, 113-113, 136-136, 137-137, 181-181, 214-214, 215-215, 232-232, 234-234, 275-275
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Files selected for processing (2)
- indexer/services/vulcan/src/handlers/order-place-handler.ts (1 hunks)
- protocol/x/clob/memclob/memclob.go (1 hunks)
Files skipped from review as they are similar to previous changes (1)
- protocol/x/clob/memclob/memclob.go
Additional context used
Path-based instructions (1)
indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
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**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.
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indexer/services/vulcan/src/handlers/order-place-handler.ts
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Additional comments not posted (4)
indexer/services/vulcan/src/handlers/order-place-handler.ts (4)
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63-275: The changes in thehandlemethod align with the PR objectives to simplify the handling of indexer messages.However, consider improving the handling of potential null values as mentioned in the previous comment.
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181-275: TheupdatePriceLevelmethod correctly handles price level updates based on the order placement result.
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214-275: ThevalidateOrderPlacemethod performs essential validations for order placement.Consider improving the handling of potential null values as mentioned in previous comments.
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232-275: TheshouldSendSubaccountMessagemethod correctly determines when to send subaccount websocket messages.
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Outside diff range and nitpick comments (5)
indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
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63-63: Avoid using non-null assertions unless absolutely necessary.Non-null assertions have been used extensively throughout the code. This practice can lead to runtime errors if the asserted values are actually null or undefined. Consider adding proper null checks or handling potential null values gracefully.
Also applies to: 64-64, 65-65, 69-69, 91-91, 113-113, 136-136, 137-137, 181-181, 214-214, 215-215, 232-232, 234-234, 275-275
indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (4)
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204-208: Consider usingfor...ofinstead offorEachfor better performance and readability.Using
for...ofallows for better handling of asynchronous operations within loops and can improve the readability of the code.
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582-582: Avoid using non-null assertions unless absolutely necessary.Similar to the previous file, non-null assertions are used extensively. It's safer to handle potential null values explicitly to avoid runtime errors.
Also applies to: 717-717, 803-803, 920-920, 1194-1194, 1196-1196, 1201-1201, 1204-1204, 1206-1206
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1012-1012: Specify a more explicit type instead ofany.Using
anytype defeats the purpose of TypeScript's static typing. It's better to specify a more explicit type to benefit from type checking during compile time.
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1140-1140: Remove unnecessary type annotations.These type annotations are trivially inferred from their initialization and can be safely removed to clean up the code.
Also applies to: 1169-1169, 1181-1181
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Files selected for processing (5)
- indexer/services/vulcan/tests/handlers/order-place-handler.test.ts (1 hunks)
- indexer/services/vulcan/src/handlers/order-place-handler.ts (2 hunks)
- protocol/x/clob/memclob/memclob.go (1 hunks)
- protocol/x/clob/memclob/memclob_place_order_test.go (8 hunks)
- protocol/x/clob/memclob/memclob_test_util.go (1 hunks)
Files skipped from review as they are similar to previous changes (3)
- protocol/x/clob/memclob/memclob.go
- protocol/x/clob/memclob/memclob_place_order_test.go
- protocol/x/clob/memclob/memclob_test_util.go
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indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
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**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (1)
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**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.
Biome
indexer/services/vulcan/src/handlers/order-place-handler.ts
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indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
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Outside diff range and nitpick comments (4)
indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (4)
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201-205: Prefer usingfor...ofinstead offorEachfor better readability and performance in modern JavaScript.- [replacementMessage, replacementMessageGoodTilBlockTime, replacementMessageConditional, - replacementMessageFok, replacementMessageIoc].forEach((message) => { - // eslint-disable-next-line no-param-reassign - message.headers = defaultKafkaHeaders; - }); + for (const message of [replacementMessage, replacementMessageGoodTilBlockTime, replacementMessageConditional, + replacementMessageFok, replacementMessageIoc]) { + // eslint-disable-next-line no-param-reassign + message.headers = defaultKafkaHeaders; + }
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575-575: Avoid using non-null assertions. They bypass TypeScript's strict null checks and can lead to runtime errors if assumptions about non-nullability prove incorrect.Consider adding null checks or ensuring that the variable cannot be null before usage.
Also applies to: 704-704, 790-790, 907-907, 1181-1181, 1183-1183, 1188-1188, 1191-1191, 1193-1193
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999-999: Specify a more precise type instead of usingany.Using
anydisables TypeScript's type checking, which can lead to runtime errors. Define a more specific type for better type safety.
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1127-1127: This type annotation is trivially inferred from its initialization and can be omitted for cleaner code.- const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis(); + const producerSendSpy = jest.spyOn(producer, 'send').mockReturnThis();Also applies to: 1156-1156, 1168-1168
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Files selected for processing (1)
- indexer/services/vulcan/tests/handlers/order-place-handler.test.ts (5 hunks)
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Path-based instructions (1)
indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (1)
Pattern
**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.
Biome
indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
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Outside diff range and nitpick comments (4)
indexer/services/vulcan/src/handlers/order-place-handler.ts (2)
Line range hint
62-62: Consider handling potential null values explicitly instead of using non-null assertions.Using non-null assertions (
!) forces TypeScript to ignore null and undefined checks, which can lead to runtime errors if the assumptions are incorrect. It's safer to handle these cases explicitly, either by checking for null or undefined values or by using optional chaining (?.) where appropriate.Also applies to: 63-63, 64-64, 68-68, 90-90, 116-116, 117-117, 161-161, 194-194, 195-195, 212-212, 255-255, 261-261
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161-161: Track or resolve the TODO comment regarding the removal of logic.There's a TODO comment about removing logic once best-effort-open is not sent for stateful orders. Consider creating a task or issue in your project management tool to track this, ensuring it doesn't get overlooked.
indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (2)
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569-569: Consider handling potential null values explicitly in tests instead of using non-null assertions.The tests use non-null assertions extensively, which might lead to false positives if the assumptions about non-null values are incorrect. Consider handling these cases explicitly in your tests to ensure they are robust and reliable.
Also applies to: 686-686, 772-772, 889-889, 981-981, 1104-1104, 1133-1133, 1145-1145, 1158-1158, 1160-1160, 1165-1165, 1168-1168, 1170-1170
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200-204: ReplaceforEachwithfor...offor better handling of asynchronous operations.The use of
forEachcan lead to issues when dealing with asynchronous operations within the loop. Consider usingfor...ofinstead, which handlesawaitmore intuitively and is generally easier to debug.
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Files selected for processing (3)
- indexer/services/vulcan/tests/handlers/order-place-handler.test.ts (7 hunks)
- indexer/services/vulcan/src/handlers/order-place-handler.ts (2 hunks)
- protocol/x/clob/memclob/memclob.go (1 hunks)
Files skipped from review as they are similar to previous changes (1)
- protocol/x/clob/memclob/memclob.go
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Path-based instructions (2)
indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
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**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts (1)
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**/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.
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indexer/services/vulcan/src/handlers/order-place-handler.ts
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indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
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Outside diff range and nitpick comments (2)
indexer/services/vulcan/src/handlers/order-place-handler.ts (2)
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58-58: Remove non-null assertions to ensure robust error handling.- const orderPlace: OrderPlaceV1 = update.orderPlace!; + const orderPlace: OrderPlaceV1 = update.orderPlace; + if (!orderPlace) { + logger.error('OrderPlace is undefined'); + return; + }Apply similar changes to other non-null assertions throughout the file.
Also applies to: 59-59, 60-60, 64-64, 86-86, 112-112, 113-113, 174-174, 180-180, 240-240
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2-9: Optimize import statements by using type-only imports where applicable.- import { OrderFromDatabase, OrderTable, PerpetualMarketFromDatabase, perpetualMarketRefresher } from '@dydxprotocol-indexer/postgres'; + import type { OrderFromDatabase, OrderTable, PerpetualMarketFromDatabase, perpetualMarketRefresher } from '@dydxprotocol-indexer/postgres';Apply similar changes to other relevant imports.
Also applies to: 9-16, 22-30, 30-31
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- indexer/services/vulcan/src/handlers/order-place-handler.ts (5 hunks)
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Biome
indexer/services/vulcan/src/handlers/order-place-handler.ts
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Additional comments not posted (1)
indexer/services/vulcan/src/handlers/order-place-handler.ts (1)
Line range hint
161-161: The changes align with the PR objectives to simplify the websocket message flow. However, monitor for potential data mismatches as noted in your comment.
chenyaoy
deleted the
chenyao/short-term-order-replacement-indexer-messages
branch
Changelist
For short term order replacements, we don't actually need to send an order replacement message (and doing so would complicate the logic). In the case where the new order's price is different, we want to keep the existing flow of sending the order cancel before the order place. This does not affect flickering because price changes will always require 2 visual updates (2 websocket messages) to the orderbook. Otherwise, send just the order place message. Indexer's order place handler already handles new orders and replacement orders.
Also changed Indexer's order place handler to not send websocket message if order is replaced because we expect the order update handler to send the correct size right after. This allows us to send a single websocket message for order replacements instead of 2
Test Plan
[Describe how this PR was tested (if applicable)]
Author/Reviewer Checklist
state-breakinglabel.indexer-postgres-breakinglabel.PrepareProposalorProcessProposal, manually add the labelproposal-breaking.feature:[feature-name].backport/[branch-name].refactor,chore,bug.Summary by CodeRabbit
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