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Consolidate orderbook updates into a single stream update (backport #1634) #1635

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merged 2 commits into from
Jun 6, 2024
Merged

Consolidate orderbook updates into a single stream update (backport #1634) #1635

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b964e71
Consolidate orderbook updates into a single stream update (#1634)
jayy04 Jun 6, 2024
9a334c7
fix merge conflict
jayy04 Jun 6, 2024
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84 changes: 53 additions & 31 deletions protocol/streaming/grpc/grpc_streaming_manager.go
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Original file line number Diff line number Diff line change
Expand Up @@ -113,26 +113,41 @@ func (sm *GrpcStreamingManagerImpl) SendOrderbookUpdates(
}

// Unmarshal each per-clob pair message to v1 updates.
updatesByClobPairId := make(map[uint32][]clobtypes.StreamUpdate)
updatesByClobPairId := make(map[uint32][]ocutypes.OffChainUpdateV1)
for clobPairId, update := range updates {
v1updates, err := GetOffchainUpdatesV1(update)
if err != nil {
panic(err)
}
updatesByClobPairId[clobPairId] = []clobtypes.StreamUpdate{
{
UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{
OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{
Updates: v1updates,
Snapshot: snapshot,
updatesByClobPairId[clobPairId] = v1updates
}

updatesBySubscriptionId := make(map[uint32][]clobtypes.StreamUpdate)
for id, subscription := range sm.orderbookSubscriptions {
// Consolidate orderbook updates into a single `StreamUpdate`.
v1updates := make([]ocutypes.OffChainUpdateV1, 0)
for _, clobPairId := range subscription.clobPairIds {
if update, ok := updatesByClobPairId[clobPairId]; ok {
v1updates = append(v1updates, update...)
}
}

if len(v1updates) > 0 {
updatesBySubscriptionId[id] = []clobtypes.StreamUpdate{
{
UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{
OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{
Updates: v1updates,
Snapshot: snapshot,
},
},
},
},
}
}
}

sm.sendStreamUpdate(
updatesByClobPairId,
updatesBySubscriptionId,
blockHeight,
execMode,
)
Expand Down Expand Up @@ -170,16 +185,28 @@ func (sm *GrpcStreamingManagerImpl) SendOrderbookFillUpdates(
updatesByClobPairId[clobPairId] = append(updatesByClobPairId[clobPairId], streamUpdate)
}

updatesBySubscriptionId := make(map[uint32][]clobtypes.StreamUpdate)
for id, subscription := range sm.orderbookSubscriptions {
streamUpdatesForSubscription := make([]clobtypes.StreamUpdate, 0)
for _, clobPairId := range subscription.clobPairIds {
if update, ok := updatesByClobPairId[clobPairId]; ok {
streamUpdatesForSubscription = append(streamUpdatesForSubscription, update...)
}
}

updatesBySubscriptionId[id] = streamUpdatesForSubscription
}

sm.sendStreamUpdate(
updatesByClobPairId,
updatesBySubscriptionId,
blockHeight,
execMode,
)
}

// sendStreamUpdate takes in a map of clob pair id to stream updates and emits them to subscribers.
func (sm *GrpcStreamingManagerImpl) sendStreamUpdate(
updatesByClobPairId map[uint32][]clobtypes.StreamUpdate,
updatesBySubscriptionId map[uint32][]clobtypes.StreamUpdate,
blockHeight uint32,
execMode sdk.ExecMode,
) {
Expand All @@ -194,26 +221,21 @@ func (sm *GrpcStreamingManagerImpl) sendStreamUpdate(
// Send updates to subscribers.
idsToRemove := make([]uint32, 0)
for id, subscription := range sm.orderbookSubscriptions {
streamUpdatesForSubscription := make([]clobtypes.StreamUpdate, 0)
for _, clobPairId := range subscription.clobPairIds {
if update, ok := updatesByClobPairId[clobPairId]; ok {
streamUpdatesForSubscription = append(streamUpdatesForSubscription, update...)
}
}

if len(streamUpdatesForSubscription) > 0 {
metrics.IncrCounter(
metrics.GrpcSendResponseToSubscriberCount,
1,
)
if err := subscription.srv.Send(
&clobtypes.StreamOrderbookUpdatesResponse{
Updates: streamUpdatesForSubscription,
BlockHeight: blockHeight,
ExecMode: uint32(execMode),
},
); err != nil {
idsToRemove = append(idsToRemove, id)
if streamUpdatesForSubscription, ok := updatesBySubscriptionId[id]; ok {
if len(streamUpdatesForSubscription) > 0 {
metrics.IncrCounter(
metrics.GrpcSendResponseToSubscriberCount,
1,
)
if err := subscription.srv.Send(
&clobtypes.StreamOrderbookUpdatesResponse{
Updates: streamUpdatesForSubscription,
BlockHeight: blockHeight,
ExecMode: uint32(execMode),
},
); err != nil {
idsToRemove = append(idsToRemove, id)
}
}
}
}
Expand Down
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