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feat: transaction reordering checks #686

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merged 2 commits into from
Jul 23, 2024

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cdummett
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Summary

Rather than defaulting all markets to use reordering, PR switches fuzzing run to have at least one market with reordering enabled and one with reordering disabled for each product type (FUTR, FCAP, PERP, SPOT).

A new agent is added to check whether reordering is working correctly.

  1. Agent submits an aggressive order
  2. Agent submits a passive order

Continue sim execution and once both orders appear on the book, if...

  • transaction reordering enabled, check aggressive order created after passive order (i.e. later block)
  • transaction reordering disabled, check aggressive order created at same time as passive order (i.e. same block)

Fuzzing runs not capable of checking reordering of cancellations, passive transactions, and aggressive transactions as the sequence in which orders are executed within a block cannot be checked through APIs.

@cdummett cdummett self-assigned this Jul 19, 2024
@cdummett cdummett requested a review from a team as a code owner July 19, 2024 15:18
@cdummett cdummett force-pushed the feat/transaction_ordering_checks branch from 8fc7fab to 5215942 Compare July 19, 2024 15:19
@cdummett cdummett merged commit 3bf2e17 into develop Jul 23, 2024
6 of 7 checks passed
@cdummett cdummett deleted the feat/transaction_ordering_checks branch July 23, 2024 09:42
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2 participants