[CT-723] add block number + stage to grpc updates #1252
Conversation
WalkthroughThe recent updates aim to enhance the protocol's flexibility in handling order book updates by introducing additional context parameters and distinct execution modes. These changes provide more control over how order book updates are processed and dispatched, incorporating block height information and specific execution modes for different stages of protocol operations. Changes
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| @@ -1683,6 +1683,8 @@ func (app *App) PreBlocker(ctx sdk.Context, _ *abci.RequestFinalizeBlock) (*sdk. | |||
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| // BeginBlocker application updates every begin block | |||
| func (app *App) BeginBlocker(ctx sdk.Context) (sdk.BeginBlock, error) { | |||
| ctx = ctx.WithExecMode(lib.ExecModeBeginBlock) | |||
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wanna do
ctx = log.AddPersistentTagsToLogger(ctx,
log.Handler, XXXXXX,
log.BlockHeight, ctx.BlockHeight(),
)
while you are at it?
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use the strings not the ints though
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you mean to move this from x/clob's begin blocker to here?
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can just add some tags to the app-level app.go file
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going to punt on this for now so that I can merge. let's do this in a separate PR
| @@ -11,6 +11,13 @@ import ( | |||
| "github.com/dydxprotocol/v4-chain/protocol/lib/log" | |||
| ) | |||
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| // Custom exec modes | |||
| const ( | |||
| ExecModeBeginBlock = 100 | |||
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using ints for these values?
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these are meant to augment these
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Review Status
Actionable comments generated: 1
Configuration used: CodeRabbit UI
Files ignored due to path filters (1)
protocol/x/clob/types/query.pb.gois excluded by:!**/*.pb.go
Files selected for processing (15)
- proto/dydxprotocol/clob/query.proto (1 hunks)
- protocol/app/app.go (3 hunks)
- protocol/lib/context.go (1 hunks)
- protocol/mocks/ClobKeeper.go (1 hunks)
- protocol/mocks/MemClobKeeper.go (1 hunks)
- protocol/streaming/grpc/grpc_streaming_manager.go (3 hunks)
- protocol/streaming/grpc/noop_streaming_manager.go (2 hunks)
- protocol/streaming/grpc/types/manager.go (2 hunks)
- protocol/testutil/memclob/keeper.go (1 hunks)
- protocol/x/clob/abci.go (1 hunks)
- protocol/x/clob/keeper/keeper.go (1 hunks)
- protocol/x/clob/keeper/order_state.go (1 hunks)
- protocol/x/clob/memclob/memclob.go (3 hunks)
- protocol/x/clob/types/clob_keeper.go (1 hunks)
- protocol/x/clob/types/mem_clob_keeper.go (1 hunks)
Additional comments: 34
protocol/streaming/grpc/types/manager.go (1)
- 22-23: The addition of
blockHeightandexecModeparameters to theSendOrderbookUpdatesmethod in theGrpcStreamingManagerinterface aligns with the PR's objectives to enhance gRPC updates with additional data fields. This change will require updates in all implementations of this interface to accommodate the new method signature. The choice of types for these parameters seems appropriate and well-justified.protocol/streaming/grpc/noop_streaming_manager.go (1)
- 33-34: The update to the
SendOrderbookUpdatesmethod in theNoopGrpcStreamingManagerstruct, addingblockHeightandexecModeparameters, correctly reflects the changes made to theGrpcStreamingManagerinterface. This no-op implementation is consistent with the expected behavior of not performing any operation while fulfilling the interface contract.protocol/lib/context.go (1)
- 16-18: The introduction of custom execution modes (
ExecModeBeginBlock,ExecModeEndBlock, andExecModePrepareCheckState) with distinct values is a logical enhancement to the system's capabilities, likely supporting the broader goal of providing more context during block handling and state checks. This addition appears well-justified and consistent with the PR's objectives.protocol/x/clob/types/mem_clob_keeper.go (1)
- 119-119: The addition of the
ctx sdk.Contextparameter to theSendOrderbookUpdatesmethod in theMemClobKeeperinterface aligns with the PR's objectives to enhance context handling within the system. This change will require updates in all implementations of this interface to accommodate the new method signature. The inclusion of the context parameter is a standard and beneficial practice for passing request-scoped information.protocol/x/clob/types/clob_keeper.go (1)
- 150-150: The addition of the
ctx sdk.Contextparameter to theSendOrderbookUpdatesmethod in theClobKeeperinterface aligns with the PR's objectives to enhance context handling within the system. This change will require updates in all implementations of this interface to accommodate the new method signature. The inclusion of the context parameter is a standard and beneficial practice for passing request-scoped information.protocol/streaming/grpc/grpc_streaming_manager.go (1)
- 116-125: > 📝 NOTE
This review was outside the diff hunks and was mapped to the diff hunk with the greatest overlap. Original lines [80-122]
The update to the
SendOrderbookUpdatesmethod in theGrpcStreamingManagerImplstruct, addingblockHeightandexecModeparameters, correctly reflects the changes made to theGrpcStreamingManagerinterface. The method's updated logic to incorporate these parameters into theStreamOrderbookUpdatesResponsealigns with the PR's objectives to enhance the granularity and context of order book updates streamed via gRPC. This implementation is well-executed and enhances the system's capabilities.proto/dydxprotocol/clob/query.proto (1)
- 159-162: The addition of
block_heightandexec_modefields to theStreamOrderbookUpdatesResponsemessage significantly enhances the protocol's gRPC streaming capabilities by providing additional context regarding the state of the order book at the time of the update. These changes are well-aligned with the PR's objectives and are correctly implemented within the protobuf definition.protocol/x/clob/keeper/keeper.go (1)
- 236-254: The update to the
SendOrderbookUpdatesmethod in theKeeperstruct, adding actx sdk.Contextparameter, and its updated invocation inInitializeNewGrpcStreamscorrectly reflect the changes made to enhance context handling within the system. This change enhances the method's capability to provide more detailed context in orderbook updates, aligning with the PR's objectives. The implementation is well-executed and enhances the system's capabilities.protocol/x/clob/abci.go (1)
- 178-178: The addition of the context parameter
ctxto theSendOrderbookUpdatesfunction call aligns with the PR objectives of enhancing the gRPC updates mechanism. This change is crucial for incorporating the additional context into the streaming updates mechanism.protocol/x/clob/keeper/order_state.go (1)
- 303-303: The addition of the context parameter
ctxto theSendOrderbookUpdatesfunction call within thePruneStateFillAmountsForShortTermOrdersfunction is a necessary update to enhance the gRPC updates mechanism. This change ensures that the additional context is seamlessly integrated into the protocol's operational flow.protocol/testutil/memclob/keeper.go (1)
- 516-516: The addition of the context parameter
ctxto theSendOrderbookUpdatesfunction in theFakeMemClobKeeperstruct is consistent with the overarching goal of enhancing the gRPC updates mechanism. This change ensures that the test utilities are aligned with the modifications made to the main implementation.protocol/mocks/MemClobKeeper.go (1)
- 437-439: The addition of the
ctxparameter to theSendOrderbookUpdatesfunction aligns with the PR objectives of enhancing the gRPC updates mechanism by introducing additional data fields. This change ensures that the mock implementation remains consistent with the actual interface, which is crucial for accurate testing and simulation. It's important to ensure that all usages of this mock function in tests are updated accordingly to include the newctxparameter.protocol/mocks/ClobKeeper.go (1)
- 1138-1140: The addition of the
ctxparameter to theSendOrderbookUpdatesfunction aligns well with Go's conventions for context passing and supports the PR's objectives for enhanced context handling. This change is correctly implemented.protocol/x/clob/memclob/memclob.go (21)
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [72-85]
The constructor
NewMemClobPriceTimePriorityinitializesgenerateOrderbookUpdatestofalsedirectly. If this behavior is intentional and critical to the system's operation, consider documenting this choice for clarity.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [87-91]
The
SetClobKeepermethod correctly sets theclobKeeperfield. This is a straightforward setter method with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [93-97]
The
SetGenerateOrderbookUpdatesmethod correctly sets thegenerateOrderbookUpdatesfield. This is a straightforward setter method with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [99-169]
The
CancelOrdermethod correctly handles the cancellation of short-term orders, including state updates and off-chain message generation. However, its complexity could impact maintainability. Consider refactoring it into smaller functions for better readability and maintainability. Additionally, ensure consistent use of telemetry counters throughout the codebase.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [171-185]
The
CreateOrderbookmethod correctly initializes an orderbook for a givenclobPairId. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [187-207]
The
CountSubaccountShortTermOrdersmethod correctly counts the number of open short-term orders for a given subaccount. However, the method name could be more descriptive of its specific functionality. Consider renaming it toCountSubaccountOpenShortTermOrdersfor clarity.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [209-215]
The
GetOrdermethod correctly retrieves an order by its ID and returns it along with a boolean indicating whether the order was found. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [217-223]
The
GetCancelOrdermethod correctly retrieves thetilBlockexpiry of an order cancellation and returns a boolean indicating whether the expiry exists. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [225-237]
The
GetOrderFilledAmountmethod correctly retrieves the total filled amount of an order from state. It appropriately handles the case where the order does not exist in state by returning a filled amount of 0. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [239-257]
The
GetSubaccountOrdersmethod correctly retrieves all of a subaccount's orders on a specific CLOB and side. However, it could potentially throw a panic if the side is invalid or the orderbook does not exist. Consider improving error handling by returning an error in these cases for better robustness and clarity.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [259-269]
The
InsertZeroFillDeleveragingIntoOperationsQueuemethod correctly inserts a zero-fill deleveraging operation into the operations queue. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [271-429]
The
mustUpdateMemclobStateWithMatchesmethod correctly updates the memclob state by applying matches to all bookkeeping data structures. However, its complexity could impact maintainability. Consider refactoring it into smaller functions for better readability and maintainability. Additionally, consider improving error handling by using error returns instead of panics where possible.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [431-477]
The
SetMemclobGaugesmethod correctly sets gauges for each orderbook and the operations queue based on current memclob state. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [479-507]
The
mustRemoveOrdermethod correctly removes an order from all data structures for tracking open orders in the memclob. However, it uses panic for error handling if the order does not exist. Consider improving error handling by returning an error in this case for better robustness and clarity.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [509-539]
The
mustUpdateOrderbookStateWithMatchedMakerOrdermethod correctly updates the orderbook with a matched maker order, including removing the order if it's fully filled. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [541-548]
The
updateResultToOrderStatushelper function correctly translates the result of a collateralization check into a resulting order status. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [550-564]
The
GetOrderRemainingAmountmethod correctly calculates the remaining amount of an order by subtracting its filled amount from its size. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [566-588]
The
RemoveOrderIfFilledmethod correctly removes an order from the orderbook if it's fully filled in state. However, it uses panic for error handling if the order has no remaining amount. Consider improving error handling by returning an error in this case for better robustness and clarity.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [590-628]
The
maybeCancelReduceOnlyOrdersmethod correctly cancels all open reduce-only orders on the CLOB pair if the new fill would change the position side of the subaccount. This is a straightforward implementation with no issues.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [630-650]
The
GetMidPricemethod correctly calculates the mid price of the orderbook for a given clob pair. However, consider reviewing the use of telemetry counters in this context to ensure it aligns with the overall telemetry strategy.
- 1523-1529: > 📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [652-688]
The
getImpactPriceSubticksmethod correctly calculates the impact ask or bid price given the clob pair and orderbook. However, its complexity could impact maintainability. Consider refactoring it into smaller functions for better readability and maintainability.
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| // BeginBlocker application updates every begin block | ||
| func (app *App) BeginBlocker(ctx sdk.Context) (sdk.BeginBlock, error) { | ||
| ctx = ctx.WithExecMode(lib.ExecModeBeginBlock) | ||
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| // Update the proposer address in the logger for the panic logging middleware. | ||
| proposerAddr := sdk.ConsAddress(ctx.BlockHeader().ProposerAddress) | ||
| middleware.Logger = ctx.Logger().With("proposer_cons_addr", proposerAddr.String()) |
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📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [738-738]
The gRPC server is initialized without specifying credentials, which could potentially expose the server to unencrypted connections. It's recommended to secure the gRPC server by using SSL/TLS credentials.
- app.Server = daemonserver.NewServer(logger, grpc.NewServer(), &daemontypes.FileHandlerImpl{}, daemonFlags.Shared.SocketAddress)
+ creds, err := credentials.NewServerTLSFromFile("cert.pem", "cert.key")
+ if err != nil {
+ log.Fatalf("Failed to generate credentials %v", err)
+ }
+ app.Server = daemonserver.NewServer(logger, grpc.NewServer(grpc.Creds(creds)), &daemontypes.FileHandlerImpl{}, daemonFlags.Shared.SocketAddress)| offchainUpdates *types.OffchainUpdates, | ||
| snapshot bool, | ||
| ) { | ||
| if len(offchainUpdates.Messages) == 0 { | ||
| return | ||
| } | ||
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| k.GetGrpcStreamingManager().SendOrderbookUpdates(offchainUpdates, snapshot) | ||
| k.GetGrpcStreamingManager().SendOrderbookUpdates( |
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don't really feel strongly at all but why don't we pass in the ctx instead of the blockheight and exec mode
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I think we can abstract away the context from the streaming manager. logic to get block height/exec mode doesn't really belong there.
let me know if you have a preference
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Review Status
Actionable comments generated: 0
Configuration used: CodeRabbit UI
Files selected for processing (1)
- indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts (6 hunks)
Additional comments: 3
indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts (3)
- 236-244: The addition of
blockHeightandexecModefields toStreamOrderbookUpdatesResponsealigns with the PR objectives to enhance gRPC updates with additional data fields. Ensure that the data types of these fields are consistent with their expected values and usage throughout the application.- 262-270: Similarly, the addition of
block_heightandexec_modetoStreamOrderbookUpdatesResponseSDKTypeis consistent with the changes made to the non-SDK type version. It's good practice to maintain parallel structure between these types for clarity and maintainability.- 938-951: > 📝 NOTE
This review was outside the diff hunks and was mapped to the diff hunk with the greatest overlap. Original lines [925-991]
Initialization of
blockHeightandexecModeto0increateBaseStreamOrderbookUpdatesResponseis appropriate for numeric fields. However, consider documenting the significance of the initial value0for these fields, especially if they have specific meanings or implications in the context of order book updates.Consider adding comments to explain the choice of initial values for
blockHeightandexecMode, especially if0has specific implications in the application's context.
* [CT-723] add block number + stage to grpc updates * add indexer changes
* [CT-723] add block number + stage to grpc updates * add indexer changes
* [CT-645] Move off chain updates and v1 to a different package (#1131) * [CT-645] Add protos for orderbook stream query service * move removal reasons to a separate package * [CT-645] Add protos for orderbook stream query service (#1133) * [CT-645] Add protos for orderbook stream query service * make update not nullable * fix build * [CT-644] instantiate grpc stream manager (#1134) * [CT-644] instantiate grpc stream manager * update type * update channel type * [CT-646] stream offchain updates through stream manager (#1138) * [CT-646] stream offchain updates through stream manager * comments * fix lint * get rid of finished * comments * comments * [CT-652] add command line flag for full node streaming (#1145) * [CT-647] construct the initial orderbook snapshot (#1147) * [CT-647] construct the initial orderbook snapshot * [CT-647] initialize new streams and send orderbook snapshot (#1152) * [CT-647] initialize new streams and send orderbook snapshot * use sync once * comments * [CT-700] separate indexer and grpc streaming events (#1209) * [CT-700] separate indexer and grpc streaming events * fix tests * comments * update * [CT-700] only send response when there is at least one update (#1216) * [CT-712] send order update when short term order state fill amounts are pruned (#1241) * [CT-712] send fill amount updates for reverted operations (#1240) * [CT-723] add block number + stage to grpc updates (#1252) * [CT-723] add block number + stage to grpc updates * add indexer changes * [CT-727] avoid state reads when sending updates (#1261)
…#1269) * [CT-700] separate indexer and grpc streaming events (#1209) * [CT-700] separate indexer and grpc streaming events * fix tests * comments * update * [CT-700] only send response when there is at least one update (#1216) * [CT-712] send order update when short term order state fill amounts are pruned (#1241) * [CT-712] send fill amount updates for reverted operations (#1240) * [CT-723] add block number + stage to grpc updates (#1252) * [CT-723] add block number + stage to grpc updates * add indexer changes * [CT-727] avoid state reads when sending updates (#1261) * fix lint| * [CT-712] send updates for both normal order matches and liquidation (#1280) * fix test * fix test * update type
* [CT-645] Move off chain updates and v1 to a different package (#1131) * [CT-645] Add protos for orderbook stream query service * move removal reasons to a separate package * [CT-645] Add protos for orderbook stream query service (#1133) * [CT-645] Add protos for orderbook stream query service * make update not nullable * fix build * [CT-644] instantiate grpc stream manager (#1134) * [CT-644] instantiate grpc stream manager * update type * update channel type * [CT-646] stream offchain updates through stream manager (#1138) * [CT-646] stream offchain updates through stream manager * comments * fix lint * get rid of finished * comments * comments * [CT-652] add command line flag for full node streaming (#1145) * [CT-647] construct the initial orderbook snapshot (#1147) * [CT-647] construct the initial orderbook snapshot * [CT-647] initialize new streams and send orderbook snapshot (#1152) * [CT-647] initialize new streams and send orderbook snapshot * use sync once * comments * [CT-700] separate indexer and grpc streaming events (#1209) * [CT-700] separate indexer and grpc streaming events * fix tests * comments * update * [CT-700] only send response when there is at least one update (#1216) * [CT-712] send order update when short term order state fill amounts are pruned (#1241) * [CT-712] send fill amount updates for reverted operations (#1240) * [CT-723] add block number + stage to grpc updates (#1252) * [CT-723] add block number + stage to grpc updates * add indexer changes * [CT-727] avoid state reads when sending updates (#1261)
* [OTE-221] Add query for PendingSendPacket (backport #1176) (#1221) --------- Co-authored-by: Teddy Ding <teddy@dydx.exchange> (cherry picked from commit e545bbf) # Conflicts: # indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts # indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts # indexer/packages/v4-protos/src/codegen/google/bundle.ts # protocol/go.mod * fix protos * update go.mod --------- Co-authored-by: Mohammed Affan <affanmd@nyu.edu> Co-authored-by: affan <affan@dydx.exchange> * [Backport v4.x] backport full node streaming to v4.x branch (#1270) * [CT-645] Move off chain updates and v1 to a different package (#1131) * [CT-645] Add protos for orderbook stream query service * move removal reasons to a separate package * [CT-645] Add protos for orderbook stream query service (#1133) * [CT-645] Add protos for orderbook stream query service * make update not nullable * fix build * [CT-644] instantiate grpc stream manager (#1134) * [CT-644] instantiate grpc stream manager * update type * update channel type * [CT-646] stream offchain updates through stream manager (#1138) * [CT-646] stream offchain updates through stream manager * comments * fix lint * get rid of finished * comments * comments * [CT-652] add command line flag for full node streaming (#1145) * [CT-647] construct the initial orderbook snapshot (#1147) * [CT-647] construct the initial orderbook snapshot * [CT-647] initialize new streams and send orderbook snapshot (#1152) * [CT-647] initialize new streams and send orderbook snapshot * use sync once * comments * [CT-700] separate indexer and grpc streaming events (#1209) * [CT-700] separate indexer and grpc streaming events * fix tests * comments * update * [CT-700] only send response when there is at least one update (#1216) * [CT-712] send order update when short term order state fill amounts are pruned (#1241) * [CT-712] send fill amount updates for reverted operations (#1240) * [CT-723] add block number + stage to grpc updates (#1252) * [CT-723] add block number + stage to grpc updates * add indexer changes * [CT-727] avoid state reads when sending updates (#1261) * [CT-712] send updates for both normal order matches and liquidation (#1280) (#1281) * Fix lib.ErrorLogWithError: properly pass in args (#1306) (#1310) (cherry picked from commit a91c1ca) Co-authored-by: Jonathan Fung <121899091+jonfung-dydx@users.noreply.github.com> * fix broken tests (#1312) (#1316) (cherry picked from commit 5ec37d2) Co-authored-by: Jonathan Fung <121899091+jonfung-dydx@users.noreply.github.com> --------- Co-authored-by: mergify[bot] <37929162+mergify[bot]@users.noreply.github.com> Co-authored-by: Mohammed Affan <affanmd@nyu.edu> Co-authored-by: affan <affan@dydx.exchange> Co-authored-by: jayy04 <103467857+jayy04@users.noreply.github.com> Co-authored-by: Jonathan Fung <121899091+jonfung-dydx@users.noreply.github.com>
Changelist
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Test Plan
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Author/Reviewer Checklist
state-breakinglabel.indexer-postgres-breakinglabel.PrepareProposalorProcessProposal, manually add the labelproposal-breaking.feature:[feature-name].backport/[branch-name].refactor,chore,bug.