[ECO-484] Add order book state

[CRBl69]

• add a prev column to limit orders
• updated views (when updating the underlying tables, views need
  to be updated)
• fix bigdecimal dependency
• fix sdk (broke by aptos update)
• fix fills (orders would not go into 'closed' mode)

Order is implemented with a field named last_increase_stamp. This is a number where the order with the lowest last_increase_stamp is the highest priority one. It is computed as (txn_version << 64) | event_idx.

The limit_orders endpoint is basically the order book state endpoint.

Example query: `http://0.0.0.0:3001/limit_orders?order=price.desc,last_increase_stamp.asc&market_id=eq.3&side=eq.ask&order_status=eq.open&limit=3

Example result:

[
  {
    "market_id": 3,
    "order_id": 866997112223312137760,
    "user": "0x9538c839fe490ccfaf32ad9f7491b5e84e610ff6edc110ff883f06ebde82463d",
    "custodian_id": 0,
    "self_matching_behavior": 3,
    "restriction": 0,
    "created_at": "2023-09-14T04:39:15.732539+00:00",
    "last_updated_at": null,
    "integrator": "0xd718181a753f5b759518d9b896018dd7eb3d77d80bf90ba77fffaf678f781929",
    "total_filled": 0,
    "remaining_size": 10000,
    "order_status": "open",
    "order_type": "limit",
    "price": 20000,
    "last_increase_stamp": 12466419366246665406505811969,
    "side": "ask"
  },
  {
    "market_id": 3,
    "order_id": 1272825481853512207904,
    "user": "0x9538c839fe490ccfaf32ad9f7491b5e84e610ff6edc110ff883f06ebde82463d",
    "custodian_id": 0,
    "self_matching_behavior": 3,
    "restriction": 0,
    "created_at": "2023-09-16T07:45:30.393582+00:00",
    "last_updated_at": null,
    "integrator": "0xd718181a753f5b759518d9b896018dd7eb3d77d80bf90ba77fffaf678f781929",
    "total_filled": 0,
    "remaining_size": 10000,
    "order_status": "open",
    "order_type": "limit",
    "price": 20000,
    "last_increase_stamp": 12514843600519911097390596097,
    "side": "ask"
  },
  {
    "market_id": 3,
    "order_id": 1291272225935811694112,
    "user": "0x9538c839fe490ccfaf32ad9f7491b5e84e610ff6edc110ff883f06ebde82463d",
    "custodian_id": 0,
    "self_matching_behavior": 3,
    "restriction": 0,
    "created_at": "2023-09-16T07:48:19.409595+00:00",
    "last_updated_at": null,
    "integrator": "0xd718181a753f5b759518d9b896018dd7eb3d77d80bf90ba77fffaf678f781929",
    "total_filled": 0,
    "remaining_size": 10000,
    "order_status": "open",
    "order_type": "limit",
    "price": 20000,
    "last_increase_stamp": 12514871842485087946714120193,
    "side": "ask"
  }
]

Config used:

health_check_port: 8085
server_config:
  processor_config:
    type: econia_transaction_processor
    econia_address: 0xc0de11113b427d35ece1d8991865a941c0578b0f349acabbe9753863c24109ff
  postgres_connection_string: postgres://econia:econia@postgres:5432/econia
  indexer_grpc_data_service_address: https://grpc.testnet.aptoslabs.com:443
  indexer_grpc_http2_ping_interval_in_secs: 60
  indexer_grpc_http2_ping_timeout_in_secs: 10
  auth_token: TOKEN
  starting_version: 649555969

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Name	Status	Preview	Comments	Updated (UTC)
econia	❌ Failed (Inspect)			Oct 5, 2023 4:25pm

[alnoki]

Additional TODOs that I could not attach directly to comments

1. Take out the aptos-indexer-processors submodule update
2. When ready to merge and all comments addressed, add in the description a printout like the one in [ECO-486][ECO-538] Add balance update support  #511
   a. Show the config used for global testing and some of the printouts (e.g. screenshots like in [ECO-486][ECO-538] Add balance update support aptos-indexer-processors#9 (comment))
   b. Potentially use a more recent version number to hit relevant functionality
   c. Also run the local DSS per the docker readme to verify it works, since that docker compose has changed

[elliottdehn]

Need to account for change size (increase) event, reconsider use of persistent data structure.

[elliottdehn]

How does this handle bids/asks having separate books? I think the data structure assumes all markets have just one book which isn't true.

[elliottdehn]

You should be able to provide two views: order_book_asks and order_book_bids which are simply a select of all orders where side is (given, constant) and market id is (given, optional) and status is OPEN, ordered by price (asc/desc depends on side), transaction version ascending. Version is updated on order change size increases. No need for the persistent linked list or any next/previous logic.

[elliottdehn]

@CRBl69 It doesn't look like you de-duplicate fill events in this code here. There two fill events emitted for every fill, one for the maker and one for the taker. You can de-duplicated them using the order id field (I believe).

[elliottdehn]

@CRBl69 You mean (txn << 64) | (event)

[CRBl69]

The << 64 is done at line 140.