Update guard conditions for effectively serial

econia-labs · Oct 8, 2023 · 0eb778a · 0eb778a
1 parent e1423de
commit 0eb778a
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Showing 3 changed files with 10 additions and 18 deletions.
diff --git a/...14a33b1c8f435666f5f5f86d97acb311db42.json → ...57c3959f401fb7884a37ebbaf76cab817328.json b/...14a33b1c8f435666f5f5f86d97acb311db42.json → ...57c3959f401fb7884a37ebbaf76cab817328.json
diff --git a/...a19aba42e1e7812129ce7b86faeb1c528ab3.json → ...ce23aa68f7a6b421ca0e4e7d2d84db7a6fc3.json b/...a19aba42e1e7812129ce7b86faeb1c528ab3.json → ...ce23aa68f7a6b421ca0e4e7d2d84db7a6fc3.json
diff --git a/src/rust/aggregator/src/data/user_history.rs b/src/rust/aggregator/src/data/user_history.rs
@@ -53,6 +53,9 @@ impl Data for UserHistory {
         Some(std::time::Duration::from_secs(5))
     }
 
+    /// All database interactions are handled in a single atomic transaction. Processor insertions
+    /// are also handled in a single atomic transaction for each batch of transactions, such that
+    /// user history aggregation logic is effectively serialized across historical chain state.
     async fn process_and_save_internal(&mut self) -> DataAggregationResult {
         let mut transaction = self
             .pool
@@ -380,24 +383,15 @@ async fn aggregate_fill<'a>(
     market_id: &BigDecimal,
     time: &DateTime<Utc>,
 ) -> DataAggregationResult {
-    // To protect against unexpected asynchronous behavior, only update order status to closed upon
-    // remaining size hitting 0 if the order is not marked cancelled. Note that the cancel event and
-    // change event aggregators should enforce that orders are respectively marked cancelled and
-    // open whenever they are called, such that events can be aggregated out of order. This logic
-    // applies for limit orders that post only, take only, and take then post, as well as market
-    // orders and swaps.
     sqlx::query!(
         r#"
         UPDATE aggregator.user_history
         SET
             remaining_size = remaining_size - $1,
             total_filled = total_filled + $1,
-            order_status = CASE order_status
-                WHEN 'cancelled' THEN order_status
-                ELSE CASE remaining_size - $1
-                    WHEN 0 THEN 'closed'
-                    ELSE order_status
-                END
+            order_status = CASE remaining_size - $1
+                WHEN 0 THEN 'closed'
+                ELSE order_status
             END,
             last_updated_at = $4
         WHERE order_id = $2 AND market_id = $3
@@ -467,13 +461,11 @@ async fn aggregate_change<'a>(
         .await
         .map_err(|e| DataAggregationError::ProcessingError(anyhow!(e)))?;
     }
-    // Enforce that order status is set to open after a size change to guard against async issues
     sqlx::query!(
         r#"
             UPDATE aggregator.user_history
             SET
                 last_updated_at = $4,
-                order_status = 'open',
                 remaining_size = $1
             WHERE order_id = $2 AND market_id = $3;
         "#,