Scale down in-flight partially fillable orders #152
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MartinquaXD
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Apr 14, 2022
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| pub fn u256_to_big_uint(input: &U256) -> BigUint { | ||
| let mut bytes = [0; 32]; | ||
| input.to_big_endian(&mut bytes); | ||
| BigUint::from_bytes_be(&bytes) | ||
| } |
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I copied this from /orderbook/src/conversions to /shared/src/conversions. At some point we should move everything to the shared version.
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Codecov Report
@@ Coverage Diff @@
## main #152 +/- ##
==========================================
+ Coverage 65.10% 65.26% +0.15%
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Files 183 183
Lines 38199 38340 +141
==========================================
+ Hits 24871 25021 +150
+ Misses 13328 13319 -9 |
vkgnosis
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Apr 14, 2022
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| .inspect(|(trade, _)| { | ||
| uids.push(trade.order.metadata.uid); | ||
| }) |
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Nit: I slightly prefer doing this in an extra for loop to make it clear that we need this side effect.
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sunce86
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Apr 18, 2022
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Fixes #123
The driver currently filters out all solvable orders for which it knows that a trade referring to it is in-flight at the moment.
This is overly pessimistic for partially fillable orders because you could issue many trades using liquidity from that order as long as they don't exceed the executable amount from that order.
The improved approach is to sum up the executed amounts of all in-flight trades for a partially filled order and add that to the last "confirmed" executed amount of that order. "Confirmed" in this case means the
executed_(buy|sell|fee)_amountfields from the order metadata. Data within that field gets calculated by our database and should probably be used as the source of truth in case trades for the same order show up across multiple auctions.If a partially fillable order is actually filled completely the order gets dropped from the
Auction.Test Plan
Update existing unit test and extend it.