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De-dupe fills and trades from WebSocket. (#413)
Co-authored-by: mobile-build-bot-git <[email protected]>
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29 changes: 29 additions & 0 deletions
29
src/commonMain/kotlin/exchange.dydx.abacus/processor/base/MergeWithIds.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,29 @@ | ||
| package exchange.dydx.abacus.processor.base | ||
|
|
||
| /** | ||
| * Merge two lists of payloads, dropping older items if a new item with the same ID exists. | ||
| */ | ||
| fun mergeWithIds( | ||
| new: List<Any>, | ||
| existing: List<Any>, | ||
| id: (Any) -> String?, | ||
| ): List<Any> { | ||
| val ids = mutableSetOf<String>() | ||
| val merged = mutableListOf<Any>() | ||
| new.forEach { item -> | ||
| id(item)?.let { itemId -> | ||
| ids.add(itemId) | ||
| merged.add(item) | ||
| } | ||
| } | ||
| existing.forEach { item -> | ||
| id(item)?.let { itemId -> | ||
| if (!ids.contains(itemId)) { | ||
| ids.add(itemId) | ||
| merged.add(item) | ||
| } | ||
| } | ||
| } | ||
|
|
||
| return merged | ||
| } |
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17 changes: 6 additions & 11 deletions
17
src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/FillsProcessor.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,24 +1,19 @@ | ||
| package exchange.dydx.abacus.processor.wallet.account | ||
|
|
||
| import exchange.dydx.abacus.processor.base.BaseProcessor | ||
| import exchange.dydx.abacus.processor.base.mergeWithIds | ||
| import exchange.dydx.abacus.protocols.ParserProtocol | ||
|
|
||
| internal class FillsProcessor(parser: ParserProtocol) : BaseProcessor(parser) { | ||
| private val itemProcessor = FillProcessor(parser = parser) | ||
|
|
||
| override fun received(existing: List<Any>?, payload: List<Any>): List<Any>? { | ||
| val output = mutableListOf<Any>() | ||
| val newItems = payload.mapNotNull { | ||
| parser.asNativeMap(it)?.let { map -> | ||
| itemProcessor.received(null, map) | ||
| } | ||
| val new = payload.mapNotNull { eachPayload -> | ||
| parser.asNativeMap(eachPayload)?.let { eachPayloadData -> itemProcessor.received(null, eachPayloadData) } | ||
| } | ||
| if (newItems != null) { | ||
| output.addAll(newItems) | ||
| existing?.let { | ||
| return mergeWithIds(new, existing) { data -> parser.asNativeMap(data)?.let { parser.asString(it["id"]) } } | ||
| } | ||
| if (existing != null) { | ||
| output.addAll(existing) | ||
| } | ||
| return output | ||
| return new | ||
| } | ||
| } |
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111 changes: 111 additions & 0 deletions
111
src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4DuplicateWebsocketMessageTests.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,111 @@ | ||
| package exchange.dydx.abacus.payload.v4 | ||
|
|
||
| import exchange.dydx.abacus.tests.extensions.loadv4TradesChanged | ||
| import kotlin.test.Test | ||
|
|
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| class V4DuplicateWebsocketMessageTests : V4BaseTests() { | ||
|
|
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| @Test | ||
| fun testDuplicateFills() { | ||
| setup() | ||
|
|
||
| repeat(2) { | ||
| test( | ||
| { | ||
| perp.socket( | ||
| testWsUrl, | ||
| mock.batchedSubaccountsChannel.channel_batch_data_order_filled_1, | ||
| 0, | ||
| null, | ||
| ) | ||
| }, | ||
| """ | ||
| { | ||
| "wallet": { | ||
| "account": { | ||
| "tradingRewards": { | ||
| "total": 2800.8 | ||
| }, | ||
| "subaccounts": { | ||
| "0": { | ||
| "equity": { | ||
| }, | ||
| "freeCollateral": { | ||
| }, | ||
| "quoteBalance": { | ||
| "current": 1599696.37 | ||
| }, | ||
| "orders": { | ||
| }, | ||
| "fills":[ | ||
| { | ||
| "id":"a74830f8-d506-54b3-bf3b-1de791b8fe4e", | ||
| "fee":"-0.067364", | ||
| "side":"BUY", | ||
| "size":"82", | ||
| "type":"LIMIT", | ||
| "price":"9.128", | ||
| "orderId":"f7c9cd24-57cd-5240-a98d-3c9c3c11767d", | ||
| "createdAt":"2024-05-06T18:41:20.606Z", | ||
| "liquidity":"MAKER", | ||
| "clientMetadata":"0", | ||
| "marketId":"APT-USD" | ||
| }, | ||
| { | ||
| "id":"0d473eec-93b0-5c49-94ca-b8017454d769", | ||
| "fee":"-0.001643", | ||
| "side":"BUY", | ||
| "size":"2", | ||
| "type":"LIMIT", | ||
| "price":"9.128", | ||
| "orderId":"f7c9cd24-57cd-5240-a98d-3c9c3c11767d", | ||
| "createdAt":"2024-05-06T18:41:20.606Z", | ||
| "liquidity":"MAKER", | ||
| "clientMetadata":"0", | ||
| "marketId":"APT-USD" | ||
| } | ||
| ] | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
| """.trimIndent(), | ||
| ) | ||
| } | ||
| } | ||
|
|
||
| @Test | ||
| fun testDuplicateTrades() { | ||
| setup() | ||
|
|
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| repeat(2) { | ||
| test( | ||
| { | ||
| perp.loadv4TradesChanged(mock, testWsUrl) | ||
| }, | ||
| """ | ||
| { | ||
| "markets":{ | ||
| "markets":{ | ||
| "ETH-USD":{ | ||
| "trades": [ | ||
| { | ||
| "id": "8ee6d90d-272d-5edd-bf0f-2e4d6ae3d3b7", | ||
| "side": "BUY", | ||
| "size": 1.593707, | ||
| "price": 1255.949, | ||
| "createdAt": "2022-12-12T02:28:14.859Z", | ||
| "resources": { | ||
| } | ||
| } | ||
| ] | ||
| } | ||
| } | ||
| } | ||
| } | ||
| """.trimIndent(), | ||
| ) | ||
| } | ||
| } | ||
| } |
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