[ECO-616] Add assorted order book PR tweaks

src/docker/compose.dss.yaml

@@ -37,7 +37,8 @@ services:
       - postgres
     environment:
       - PGWS_DB_URI=postgres://econia:econia@postgres/econia
-      - PGWS_JWT_SECRET=conjunctivodacryocystorhinostomy
+      # This has to be at least 32 characters long.
+      - PGWS_JWT_SECRET=econia_0000000000000000000000000
       - PGWS_CHECK_LISTENER_INTERVAL=1000
       - PGWS_LISTEN_CHANNEL=econiaws
     ports:

src/rust/aggregator/README.md

@@ -49,4 +49,5 @@ For example, a 1-minute candle stick data flow would follow the following princi
 
 # SQLX
 
-The aggregator uses SQLX. In order for the requests to be checked and the crate to be compiled when the database is offline, you have to run `cargo sqlx prepare --workspace` from the Rust root (`src/rust`) when updating or creating a request.
+The aggregator uses [SQLx](https://github.com/launchbadge/sqlx/blob/main/README.md).
+In order for the requests to be checked and the crate to be compiled when the database is offline, you have to run `cargo sqlx prepare --workspace` from the Rust root (`src/rust`) when updating or creating a request.

src/rust/aggregator/src/data/user_history.rs

@@ -1,10 +1,13 @@
 use anyhow::anyhow;
-use bigdecimal::{BigDecimal, Zero, num_bigint::ToBigInt};
+use bigdecimal::{num_bigint::ToBigInt, BigDecimal, Zero};
 use chrono::{DateTime, Duration, Utc};
 use sqlx::{PgConnection, PgPool, Postgres, Transaction};
 
 use super::{Data, DataAggregationError, DataAggregationResult};
 
+/// Number of bits to shift when encoding transaction version.
+const SHIFT_TXN_VERSION: u8 = 64;
+
 #[derive(sqlx::Type, Debug)]
 #[sqlx(type_name = "order_status", rename_all = "lowercase")]
 pub enum OrderStatus {
@@ -137,8 +140,19 @@ impl Data for UserHistory {
         .await
         .map_err(|e| DataAggregationError::ProcessingError(anyhow!(e)))?;
         for x in &limit_events {
-            let txn = x.txn_version.to_bigint().ok_or(DataAggregationError::ProcessingError(anyhow!("txn_version not integer")))? << 64;
-            let event = x.event_idx.to_bigint().ok_or(DataAggregationError::ProcessingError(anyhow!("event_idx not integer")))?;
+            let txn = x
+                .txn_version
+                .to_bigint()
+                .ok_or(DataAggregationError::ProcessingError(anyhow!(
+                    "txn_version not integer"
+                )))?
+                << SHIFT_TXN_VERSION;
+            let event = x
+                .event_idx
+                .to_bigint()
+                .ok_or(DataAggregationError::ProcessingError(anyhow!(
+                    "event_idx not integer"
+                )))?;
             let txn_event: BigDecimal = BigDecimal::from(txn | event);
             sqlx::query!(
                 r#"
@@ -425,8 +439,17 @@ async fn aggregate_change<'a>(
         (record.order_type, record.remaining_size);
     // If its a limit order and needs reordering
     if matches!(order_type, OrderType::Limit) && &original_size < new_size {
-        let txn = txn_version.to_bigint().ok_or(DataAggregationError::ProcessingError(anyhow!("txn_version not integer")))? << 64;
-        let event = event_idx.to_bigint().ok_or(DataAggregationError::ProcessingError(anyhow!("event_idx not integer")))?;
+        let txn = txn_version
+            .to_bigint()
+            .ok_or(DataAggregationError::ProcessingError(anyhow!(
+                "txn_version not integer"
+            )))?
+            << SHIFT_TXN_VERSION;
+        let event = event_idx
+            .to_bigint()
+            .ok_or(DataAggregationError::ProcessingError(anyhow!(
+                "event_idx not integer"
+            )))?;
         let txn_event: BigDecimal = BigDecimal::from(txn & event);
         sqlx::query!(
             r#"

src/rust/dbv2/migrations/2023-09-04-113144_postgrest/up.sql

@@ -25,5 +25,5 @@ CREATE EXTENSION pgjwt CASCADE;
 
 
 CREATE FUNCTION api.jwt (json) RETURNS TEXT AS $$
-  SELECT sign((CONCAT(CONCAT('{"mode": "r","channels": ', $1->>'channels'::text),'}'))::json, 'conjunctivodacryocystorhinostomy')
+  SELECT sign((CONCAT(CONCAT('{"mode": "r","channels": ', $1->>'channels'::text),'}'))::json, 'econia_0000000000000000000000000')
 $$ LANGUAGE SQL;