From 0f5923dc2ee751a9479951b3b8107bbee9fcd62e Mon Sep 17 00:00:00 2001
From: martonp <marci93@gmail.com>
Date: Mon, 11 Sep 2023 03:06:25 -0400
Subject: [PATCH] client/{core,mm}: Rebalance on EpochMatchSummary instead of
 new epoch

Updates the basic market maker to rebalance when the order book receives
an EpochMatchSummary notification from the server instead of when an
`EpochNotification` arrives. When the `EpochNotification` arrives, the
orderbook has not yet been updated with the matches of the previous epoch.
---
 client/core/bookie.go                           | 17 ++++++++++-------
 client/core/types.go                            |  5 +++++
 client/mm/mm_basic.go                           | 12 +++++-------
 client/webserver/site/src/html/bodybuilder.tmpl |  2 +-
 client/webserver/site/src/js/markets.ts         |  2 +-
 5 files changed, 22 insertions(+), 16 deletions(-)

diff --git a/client/core/bookie.go b/client/core/bookie.go
index d1bc0845e6..541b15848a 100644
--- a/client/core/bookie.go
+++ b/client/core/bookie.go
@@ -184,13 +184,16 @@ func (b *bookie) logEpochReport(note *msgjson.EpochReportNote) error {
 
 	marketID := marketName(b.base, b.quote)
 	matchSummaries := b.AddRecentMatches(note.MatchSummary, note.EndStamp)
-	if len(note.MatchSummary) > 0 {
-		b.send(&BookUpdate{
-			Action:   EpochMatchSummary,
-			MarketID: marketID,
-			Payload:  matchSummaries,
-		})
-	}
+
+	b.send(&BookUpdate{
+		Action:   EpochMatchSummary,
+		MarketID: marketID,
+		Payload: &EpochMatchSummaryPayload{
+			MatchSummaries: matchSummaries,
+			Epoch:          note.Epoch,
+		},
+	})
+
 	for durStr, cache := range b.candleCaches {
 		c, ok := cache.addCandle(&note.Candle)
 		if !ok {
diff --git a/client/core/types.go b/client/core/types.go
index 102b56798b..9fa94d278f 100644
--- a/client/core/types.go
+++ b/client/core/types.go
@@ -743,6 +743,11 @@ type CandlesPayload struct {
 	Candles      []msgjson.Candle `json:"candles"`
 }
 
+type EpochMatchSummaryPayload struct {
+	MatchSummaries []*orderbook.MatchSummary `json:"matchSummaries"`
+	Epoch          uint64                    `json:"epoch"`
+}
+
 // dexAccount is the core type to represent the client's account information for
 // a DEX.
 type dexAccount struct {
diff --git a/client/mm/mm_basic.go b/client/mm/mm_basic.go
index 249128c6e0..0869a664df 100644
--- a/client/mm/mm_basic.go
+++ b/client/mm/mm_basic.go
@@ -716,8 +716,6 @@ func (m *basicMarketMaker) handleNotification(note core.Notification) {
 			return
 		}
 		m.processTrade(ord)
-	case *core.EpochNotification:
-		go m.rebalance(n.Epoch)
 	case *core.FiatRatesNote:
 		go m.processFiatRates(n.FiatRates)
 	}
@@ -803,11 +801,11 @@ func (m *basicMarketMaker) run() {
 		defer wg.Done()
 		for {
 			select {
-			case <-bookFeed.Next():
-				// Really nothing to do with the updates. We just need to keep
-				// the subscription live in order to get a mid-gap rate when
-				// needed. We could use this to trigger rebalances mid-epoch
-				// though, which I think would provide some advantage.
+			case n := <-bookFeed.Next():
+				if n.Action == core.EpochMatchSummary {
+					payload := n.Payload.(*core.EpochMatchSummaryPayload)
+					m.rebalance(payload.Epoch + 1)
+				}
 			case <-m.ctx.Done():
 				return
 			}
diff --git a/client/webserver/site/src/html/bodybuilder.tmpl b/client/webserver/site/src/html/bodybuilder.tmpl
index 0726783d84..ea413e7cc6 100644
--- a/client/webserver/site/src/html/bodybuilder.tmpl
+++ b/client/webserver/site/src/html/bodybuilder.tmpl
@@ -103,7 +103,7 @@
 {{end}}
 
 {{define "bottom"}}
-<script src="/js/entry.js?v=0a518229|5c5461e5"></script>
+<script src="/js/entry.js?v=faadd923|2e83f47d"></script>
 </body>
 </html>
 {{end}}
diff --git a/client/webserver/site/src/js/markets.ts b/client/webserver/site/src/js/markets.ts
index c43cbae2da..46b5703c0d 100644
--- a/client/webserver/site/src/js/markets.ts
+++ b/client/webserver/site/src/js/markets.ts
@@ -1812,7 +1812,7 @@ export default class MarketsPage extends BasePage {
   }
 
   handleEpochMatchSummary (data: BookUpdate) {
-    this.addRecentMatches(data.payload)
+    this.addRecentMatches(data.payload.matchSummaries)
     this.refreshRecentMatchesTable()
   }