[CT-712] send fill amount updates for reverted operations in prepare check state

[jayy04]

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[linear]

CT-712 Send order updates in prepare check state for reverted local operations

[coderabbitai]

Walkthrough

The recent update introduces enhanced functionality in the PrepareCheckState function within abci.go, focusing on the improvement of orderbook updates via grpc streams. Specifically, it now ensures that any reverted local operations, alongside proposed and filled orders from the previous block, are communicated through these streams. This adjustment aims to provide more accurate and timely information to participants, improving the overall reliability and efficiency of the system.

Changes

File(s)	Summary
protocol/x/clob/abci.go	Enhanced PrepareCheckState to send updates on reverted local operations, proposed orders, and filled orders in the last block via grpc streams for orderbook updates.

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Review Status

Actionable comments generated: 0

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Commits

Files that changed from the base of the PR and between 82c2dec and 2f88b80.

Files selected for processing (1)

• protocol/x/clob/abci.go (1 hunks)

Additional comments: 1

protocol/x/clob/abci.go (1)

• 172-191: The changes from lines 172 to 191 introduce logic to send updates for reverted local operations and orders that were proposed or filled in the last block to the grpc streams for orderbook updates. This is a crucial enhancement for maintaining the accuracy and integrity of the orderbook, especially in scenarios where operations are reverted. The implementation uses a map to track order IDs that need updates and iterates over different sources of these IDs, including reverted local operations and orders filled in the last block.

While the logic appears sound, there are a few considerations for improvement and verification:

1. Performance Consideration: The use of a map to track order IDs and the subsequent iteration over this map to send updates is efficient for avoiding duplicate updates. However, the size of the operations and the frequency with which this code block will be executed should be considered. If the number of operations is large, this could introduce a performance bottleneck. It might be beneficial to analyze the average and peak sizes of localValidatorOperationsQueue and processProposerMatchesEvents.OrderIdsFilledInLastBlock to ensure that this implementation scales well.

2. Error Handling: The current implementation does not explicitly handle errors that might occur during the sending of orderbook updates (keeper.SendOrderbookUpdates(allUpdates, false)). While it's possible that SendOrderbookUpdates internally handles all errors gracefully, it's important to verify this assumption. If there are scenarios where errors should be bubbled up or logged, they should be addressed here.

3. Testing and Verification: Given the critical nature of this update mechanism for the integrity of the orderbook, it's essential to ensure comprehensive testing. This includes unit tests covering various scenarios of reverted operations and orders, as well as integration tests to verify the correct behavior in a more realistic environment. If not already in place, adding such tests would significantly enhance confidence in the correctness and robustness of this feature.

Consider analyzing the performance implications of the current implementation, especially under high load. Additionally, ensure that error handling in SendOrderbookUpdates is robust and that comprehensive testing is in place for this critical functionality.

[jonfung-dydx]

just double checking when we replay the orders we will send keeper.MemClob.GetOrderbookUpdatesForOrderUpdate(ctx, orderId) during the regular place order flow right?

[jayy04]

yup -

for orders in processProposerMatchesEvents.OrderIdsFilledInLastBlock, the intention is to send an update for orders that are included by BP but not in local queue.

for orders in local operations queue, the intention is to send an update for orders that are still on the book (link). replay would fail b/c the order already exists, so no updates are sent.