BEP67 Price-based Order Expiration #704

EnderCrypto · 2020-03-09T15:39:46Z

Description

expiration time unchanged (3 days), but keep orders in the best 500 price levels on both ask and bid for at most 1 month.

Rationale

tell us why we need these changes...

Some users want to keep their open orders more than 3 days.
add a way user can extend the order life to stay longer than 72 hours

add an example CLI or API response...

Changes

Notable changes:

Add RemoveOrdersBiasedly in Orderbook for the new expire order approach

Preflight checks

build passed (make build)
tests passed (make test)
integration tests passed (make integration_test)
manual transaction test passed (cli invoke)

Already reviewed by

...

Related issues

... reference related issue #'s here ...

rickyyangz · 2020-03-10T04:26:10Z

plugins/dex/matcheng/unrolledlinkedlist.go

@@ -433,3 +433,51 @@ func (ull *ULList) UpdateForEach(updater LevelIter) {
 		b = oldNext
 	}
 }
+
+func (ull *ULList) UpdateForEachBiasedly(preferenceSize int, preferenceUpdater LevelIter, updater LevelIter) {


can we reuse the original UpdateForEach, I think we can change the updater function itself.

rickyyangz · 2020-04-06T15:16:47Z

plugins/dex/matcheng/types.go

@@ -190,7 +190,7 @@ func (overlapped *OverLappedLevel) HasSellTaker() bool {
 	return overlapped.SellTakerStartIdx < len(overlapped.SellOrders)
 }

-type LevelIter func(*PriceLevel)
+type LevelIter func(priceLevel *PriceLevel, currentLevel int)


I suggest renaming the currentLevel to levelIndex

rickyyangz · 2020-04-06T15:24:08Z

plugins/dex/matcheng/orderbook.go

+	return nil
+}
+
+func (ob *OrderBookOnULList) UpdateForEachPriceLevel(side int8, updater func(priceLevel *PriceLevel, currentLevel int)) {


just use LevelIter as the updater's type

rickyyangz · 2020-04-06T15:53:48Z

plugins/dex/order/keeper.go

@@ -831,6 +832,17 @@ func (kp *Keeper) expireOrders(ctx sdk.Context, blockTime time.Time) []chan Tran
 		return nil
 	}

+	var forceExpireHeight int64
+	var err2 error


err2 is not a good name, actually you can just reuse the err

rickyyangz · 2020-04-06T15:55:33Z

plugins/dex/order/keeper.go

+	numPricesStored          = 2000
+	pricesStoreEvery         = 1000
+	minimalNumPrices         = 500
+	bep2PreferencePriceLevel = 500


why add a bep2 prefix

Mini-token may have less price levels for orders living longer than 3 days

remove bep2 prefix first. You can change that when you really need it in mini token PR

rickyyangz · 2020-04-06T15:59:27Z

plugins/dex/matcheng/orderbook.go

@@ -20,7 +20,8 @@ type OrderBookInterface interface {
 	GetOrder(id string, side int8, price int64) (OrderPart, error)
 	RemoveOrder(id string, side int8, price int64) (OrderPart, error)
 	RemoveOrders(beforeTime int64, side int8, cb func(OrderPart)) error
-	UpdateForEachPriceLevel(side int8, updater func(*PriceLevel))
+	RemoveOrdersBiasedly(beforeTime int64, forceTime int64, preferenceSize int, side int8, removeCallback func(ord OrderPart)) error


the method name is confusing, so are the parameter names.

rickyyangz · 2020-04-06T16:01:13Z

common/upgrade/upgrade.go

@@ -8,6 +8,7 @@ var Mgr = sdk.UpgradeMgr
 // bugfix: fix
 // improvement: (maybe bep ?)
 const (
+	BEPX = "BEPX" //placeholder for expire order extension


since we do not have a corresponding BEP, just give it a meaningful name.
Also, you need to register the upgrade with an upgrade height

rickyyangz · 2020-04-19T13:50:57Z

app/app.go

@@ -253,6 +253,7 @@ func NewBinanceChain(logger log.Logger, db dbm.DB, traceStore io.Writer, baseApp
 // setUpgradeConfig will overwrite default upgrade config
 func SetUpgradeConfig(upgradeConfig *config.UpgradeConfig) {
 	// register upgrade height
+	upgrade.Mgr.AddUpgradeHeight(upgrade.BEP67, upgradeConfig.BEP6Height)


put the upgrade config in the right order.

rickyyangz · 2020-04-19T13:51:09Z

app/config/config.go

@@ -47,6 +47,8 @@ orderKeeperConcurrency = {{ .BaseConfig.OrderKeeperConcurrency }}
 breatheBlockDaysCountBack = {{ .BaseConfig.BreatheBlockDaysCountBack }}

 [upgrade]
+# Block height of BEP67 upgrade
+BEP67Height = {{ .UpgradeConfig.BEP67Height }}


rickyyangz · 2020-04-19T14:06:17Z

plugins/dex/order/keeper.go

+		const forceExpireDays = 30
+		forceExpireHeight, err = kp.GetBreatheBlockHeight(ctx, blockTime, forceExpireDays)
+		if err != nil {
+			kp.logger.Info(err.Error())


let's use kp.logger.Error. Also for the #831

rickyyangz · 2020-04-19T14:08:55Z

plugins/dex/order/keeper.go

+			kp.logger.Info(err.Error())
+			forceExpireHeight = -1
+		}
+	}


it's better to extract a method get the expireHeight and forceExpireHeight.
e.g. func getExpireHeight(...) (expireHeight, forceExpireHeight int64)

ForceExpireHeight is only needed after BEP67

rickyyangz · 2020-04-19T14:09:55Z

plugins/dex/matcheng/unrolledlinkedlist.go

@@ -395,6 +395,7 @@ func (ull *ULList) GetPriceLevel(p int64) *PriceLevel {
 func (ull *ULList) UpdateForEach(updater LevelIter) {
 	b := ull.begin
 	var last *bucket
+	iteratedCount := 0


levelIndex may be better

rickyyangz · 2020-04-19T14:13:59Z

plugins/dex/matcheng/types.go

@@ -190,7 +190,7 @@ func (overlapped *OverLappedLevel) HasSellTaker() bool {
 	return overlapped.SellTakerStartIdx < len(overlapped.SellOrders)
 }

-type LevelIter func(*PriceLevel)
+type LevelIter func(priceLevel *PriceLevel, levelIndex int)


the type of levelIndex should be int64.

Max level Index is int
func (ob *OrderBookOnULList) ShowDepth(maxLevels int, iterBuy LevelIter, iterSell LevelIter) {
ob.buyQueue.Iterate(maxLevels, iterBuy)
ob.sellQueue.Iterate(maxLevels, iterSell)
}

fix & test format extract preference size as param format: refactor updator fix format rename arg refactor

EnderCrypto requested review from rickyyangz, ackratos, fletcher142 and forcodedancing March 9, 2020 15:40

EnderCrypto changed the base branch from master to develop March 9, 2020 15:44

rickyyangz reviewed Mar 10, 2020

View reviewed changes

EnderCrypto force-pushed the expire_order_opt branch from 6dec50f to f68f997 Compare March 15, 2020 10:17

EnderCrypto requested a review from FitzLu March 15, 2020 10:27

rickyyangz reviewed Apr 6, 2020

View reviewed changes

EnderCrypto force-pushed the expire_order_opt branch from 3f809f0 to acd72cb Compare April 7, 2020 10:57

EnderCrypto requested a review from rickyyangz April 7, 2020 10:59

rickyyangz reviewed Apr 19, 2020

View reviewed changes

EnderCrypto force-pushed the expire_order_opt branch 3 times, most recently from 2435876 to 8f86d0e Compare April 21, 2020 14:08

expire orders by price level

81875bd

fix & test format extract preference size as param format: refactor updator fix format rename arg refactor

EnderCrypto force-pushed the expire_order_opt branch from 8f86d0e to 81875bd Compare April 21, 2020 14:23

EnderCrypto merged commit 4ab7320 into develop Apr 22, 2020

EnderCrypto changed the title ~~Expire order opt~~ BEP67 Price-based Order Expiration Jun 2, 2020

EnderCrypto mentioned this pull request Jun 2, 2020

0.7 Upgrade #744

Merged

unclezoro deleted the expire_order_opt branch May 10, 2022 06:11

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BEP67 Price-based Order Expiration #704

BEP67 Price-based Order Expiration #704

EnderCrypto commented Mar 9, 2020 •

edited by forcodedancing

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rickyyangz Mar 10, 2020 •

edited

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BEP67 Price-based Order Expiration #704

BEP67 Price-based Order Expiration #704

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EnderCrypto commented Mar 9, 2020 • edited by forcodedancing Loading

Description

Rationale

Changes

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Related issues

rickyyangz Mar 10, 2020 • edited Loading

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EnderCrypto commented Mar 9, 2020 •

edited by forcodedancing

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rickyyangz Mar 10, 2020 •

edited

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rickyyangz Apr 6, 2020 •

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rickyyangz Apr 19, 2020 •

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