Adam/ct 1059 address issue with orderbookmidprice calculation #2012
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WalkthroughThe recent changes enhance the precision and formatting of financial calculations within the order book management system. Notably, the return type of the Changes
Sequence Diagram(s)sequenceDiagram
participant User
participant OrderBook
participant RedisClient
User->>OrderBook: Request Mid Price
OrderBook->>RedisClient: Fetch Prices
RedisClient-->>OrderBook: Return Prices
OrderBook->>OrderBook: Calculate Mid Price
OrderBook-->>User: Return Mid Price as String
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Actionable comments posted: 0
Outside diff range, codebase verification and nitpick comments (1)
indexer/services/ender/src/lib/candles-generator.ts (1)
544-544: Ensure downstream processing handles the new format.The return statement now returns the price directly as a number instead of a string. Verify that all downstream processing, especially the test cases in
indexer/services/ender/__tests__/lib/candles-generator.test.ts, can handle this change.
indexer/services/ender/src/lib/candles-generator.ts: Ensure that the downstream processing oforderbookMidPriceMapcorrectly handles prices as numbers.indexer/services/ender/__tests__/lib/candles-generator.test.ts: Update the test cases to expect prices as numbers instead of strings.Analysis chain
Ensure downstream processing handles the new format.
The return statement now returns the price directly without converting it to a string. Verify that all downstream processing can handle this change.
Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Description: Verify all downstream processing of `getOrderbookMidPriceMap` handles the new format. # Test: Search for the function usage. Expect: Ensure all occurrences handle the new format. rg --type javascript -A 5 $'getOrderbookMidPriceMap'Length of output: 86
Script:
#!/bin/bash # Description: Verify all downstream processing of `getOrderbookMidPriceMap` handles the new format. # Test: Search for the function usage. Expect: Ensure all occurrences handle the new format. rg -A 5 'getOrderbookMidPriceMap'Length of output: 2813
Script:
#!/bin/bash # Description: Extract and review the relevant code sections from `candles-generator.ts` and `candles-generator.test.ts` to verify downstream processing. # Extract the relevant code section from `candles-generator.ts` rg -A 10 'const orderbookMidPriceMap = await getOrderbookMidPriceMap();' indexer/services/ender/src/lib/candles-generator.ts # Extract the relevant test cases from `candles-generator.test.ts` rg -A 10 'const map = await getOrderbookMidPriceMap();' indexer/services/ender/__tests__/lib/candles-generator.test.tsLength of output: 247
Script:
#!/bin/bash # Description: Extract and review the relevant code sections from `candles-generator.ts` and `candles-generator.test.ts` to verify downstream processing. # Extract the relevant code section from `candles-generator.ts` rg 'const orderbookMidPriceMap = await getOrderbookMidPriceMap();' -A 20 indexer/services/ender/src/lib/candles-generator.ts # Extract the relevant test cases from `candles-generator.test.ts` rg 'const map = await getOrderbookMidPriceMap();' -A 20 indexer/services/ender/__tests__/lib/candles-generator.test.tsLength of output: 247
Script:
#!/bin/bash # Description: Verify the presence and usage of `getOrderbookMidPriceMap` function across the entire repository. # Search for the function definition with increased context rg 'async function getOrderbookMidPriceMap' -A 20 # Search for the function usage with increased context rg 'getOrderbookMidPriceMap()' -A 20Length of output: 9367
Review details
Configuration used: CodeRabbit UI
Review profile: CHILL
Files selected for processing (3)
- indexer/packages/redis/tests/caches/orderbook-levels-cache.test.ts (1 hunks)
- indexer/packages/redis/src/caches/orderbook-levels-cache.ts (2 hunks)
- indexer/services/ender/src/lib/candles-generator.ts (1 hunks)
Additional comments not posted (7)
indexer/packages/redis/src/caches/orderbook-levels-cache.ts (3)
536-536: Update the function signature in documentation.The function signature has changed to return a
Promise<string | undefined>. Ensure that all relevant documentation reflects this change.
548-549: Use theBiglibrary for precise arithmetic operations.The use of the
Biglibrary for handlinghumanPricevalues enhances precision in arithmetic operations.
554-554: Return the mid-price as a string.The final return statement now returns a string formatted result using
toFixed(), reflecting a focus on precision and format.indexer/packages/redis/__tests__/caches/orderbook-levels-cache.test.ts (4)
747-747: Update test case to expect a string mid price.The expected value has been adjusted to a string type, reflecting the updated return type of the
getOrderBookMidPricefunction.
751-771: Add test case for very small numerical values.The new test case verifies the correct calculation of the mid price for very small numerical values, ensuring accurate computation.
773-792: Add test case for decimal precision.The new test case checks that the mid price calculation maintains appropriate decimal precision, ensuring precision in financial calculations.
793-795: Add test case for undefined mid price.The test case verifies that the function returns undefined if there are no bids or asks, ensuring correct handling of such cases.
adamfraser
deleted the
adam/ct-1059-address-issue-with-orderbookmidprice-calculation
branch
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@Mergifyio backport release/indexer/v5.x |
✅ Backports have been created
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(cherry picked from commit 9385c5a)
#2012) (#2015) Co-authored-by: Adam Fraser <[email protected]>
Changelist
Fixes an issue when calculating orderbookMidPrice that would occur if the prices were numbers with lots of decimal places.
Test Plan
Summary by CodeRabbit
New Features
Bug Fixes
Documentation