multi: encode recent matches to preserve order

This encoding preserves order. Matches are only binned if they
occur sequentially.

client/core/bookie.go

@@ -192,13 +192,12 @@ func (b *bookie) logEpochReport(note *msgjson.EpochReportNote) error {
 	}
 
 	marketID := marketName(b.base, b.quote)
-	b.SetMatchesSummary(note.MatchesSummarySell, note.EndStamp, true)
-	b.SetMatchesSummary(note.MatchesSummaryBuy, note.EndStamp, false)
-	if note.MatchesSummaryBuy != nil || note.MatchesSummarySell != nil {
+	matchSummaries := b.AddRecentMatches(note.MatchSummary, note.EndStamp)
+	if len(note.MatchSummary) > 0 {
 		b.send(&BookUpdate{
 			Action:   EpochMatchSummary,
 			MarketID: marketID,
-			Payload:  b.GetMatchesSummary(),
+			Payload:  matchSummaries,
 		})
 	}
 	for durStr, cache := range b.candleCaches {
@@ -365,9 +364,10 @@ func (b *bookie) send(u *BookUpdate) {
 func (b *bookie) book() *OrderBook {
 	buys, sells, epoch := b.Orders()
 	return &OrderBook{
-		Buys:  b.translateBookSide(buys),
-		Sells: b.translateBookSide(sells),
-		Epoch: b.translateBookSide(epoch),
+		Buys:          b.translateBookSide(buys),
+		Sells:         b.translateBookSide(sells),
+		Epoch:         b.translateBookSide(epoch),
+		RecentMatches: b.RecentMatches(),
 	}
 }
 
@@ -911,7 +911,7 @@ func (dc *dexConnection) refreshServerConfig() error {
 
 	assets, epochs, err := generateDEXMaps(dc.acct.host, cfg)
 	if err != nil {
-		return fmt.Errorf("Inconsistent 'config' response: %w", err)
+		return fmt.Errorf("inconsistent 'config' response: %w", err)
 	}
 
 	// Update dc.{marketMap,epoch,assets}

client/core/types.go

@@ -13,6 +13,7 @@ import (
 	"decred.org/dcrdex/client/asset"
 	"decred.org/dcrdex/client/comms"
 	"decred.org/dcrdex/client/db"
+	"decred.org/dcrdex/client/orderbook"
 	"decred.org/dcrdex/dex"
 	"decred.org/dcrdex/dex/calc"
 	"decred.org/dcrdex/dex/candles"
@@ -567,6 +568,8 @@ type OrderBook struct {
 	Sells []*MiniOrder `json:"sells"`
 	Buys  []*MiniOrder `json:"buys"`
 	Epoch []*MiniOrder `json:"epoch"`
+	// RecentMatches is a cache of up to 100 recent matches for a market.
+	RecentMatches []*orderbook.MatchSummary `json:"recentMatches"`
 }
 
 // MarketOrderBook is used as the BookUpdate's Payload with the FreshBookAction.

client/orderbook/orderbook.go

@@ -8,7 +8,6 @@ import (
 	"fmt"
 	"sync"
 	"sync/atomic"
-	"time"
 
 	"decred.org/dcrdex/dex"
 	"decred.org/dcrdex/dex/msgjson"
@@ -55,11 +54,14 @@ type rateSell struct {
 	sell bool
 }
 
+// MatchSummary summarizes one or more consecutive matches at a given rate and
+// buy/sell direction. Consecutive matches of the same rate and direction are
+// binned by the server.
 type MatchSummary struct {
-	Rate uint64    `json:"rate"`
-	Qty  uint64    `json:"qty"`
-	Age  time.Time `json:"age"`
-	Sell bool      `json:"sell"`
+	Rate  uint64 `json:"rate"`
+	Qty   uint64 `json:"qty"`
+	Stamp uint64 `json:"stamp"`
+	Sell  bool   `json:"sell"`
 }
 
 // OrderBook represents a client tracked order book.
@@ -616,57 +618,49 @@ func (ob *OrderBook) BestFillMarketBuy(qty, lotSize uint64) ([]*Fill, bool) {
 	return ob.sells.bestFill(qty, true, lotSize)
 }
 
-// SetMatchesSummary set matches summary. If the matches summary length grows
-// bigger than 100, it will slice out the ones first added.
-func (ob *OrderBook) SetMatchesSummary(matches map[uint64]uint64, ts uint64, sell bool) {
+// AddRecentMatches adds the recent matches. If the recent matches cache length
+// grows bigger than 100, it will slice out the ones first added.
+func (ob *OrderBook) AddRecentMatches(matches [][2]int64, ts uint64) []*MatchSummary {
 	if matches == nil {
-		return
-	}
-	newMatchesSummary := make([]*MatchSummary, len(matches))
-	i := 0
-	for rate, qty := range matches {
-		newMatchesSummary[i] = &MatchSummary{
-			Rate: rate,
-			Qty:  qty,
-			Age:  time.UnixMilli(int64(ts)),
-			Sell: sell,
+		return nil
+	}
+	newMatches := make([]*MatchSummary, len(matches))
+	for i, m := range matches {
+		rate, qty := m[0], m[1]
+		// negative qty means maker is a sell
+		sell := true
+		if qty < 0 {
+			qty *= -1
+			sell = false
+		}
+		newMatches[i] = &MatchSummary{
+			Rate:  uint64(rate),
+			Qty:   uint64(qty),
+			Stamp: ts,
+			Sell:  sell,
 		}
-		i++
+	}
+
+	// Put the newest first.
+	for i, j := 0, len(newMatches)-1; i < j; i, j = i+1, j-1 {
+		newMatches[i], newMatches[j] = newMatches[j], newMatches[i]
 	}
 
 	ob.matchSummaryMtx.Lock()
 	defer ob.matchSummaryMtx.Unlock()
-	if ob.matchesSummary == nil {
-		ob.matchesSummary = newMatchesSummary
-		return
-	}
-	ob.matchesSummary = append(newMatchesSummary, ob.matchesSummary...)
-	maxLength := 100
+	ob.matchesSummary = append(newMatches, ob.matchesSummary...)
+	const maxLength = 100
 	// if ob.matchesSummary length is greater than max length, we slice the array
 	// to maxLength, removing values first added.
 	if len(ob.matchesSummary) > maxLength {
 		ob.matchesSummary = ob.matchesSummary[:maxLength]
 	}
+	return newMatches
 }
 
-// GetMatchesSummary returns a deep copy of MatchesSummary
-func (ob *OrderBook) GetMatchesSummary() []MatchSummary {
+// RecentMatches returns up to 100 recent matches, newest first.
+func (ob *OrderBook) RecentMatches() []*MatchSummary {
 	ob.matchSummaryMtx.Lock()
 	defer ob.matchSummaryMtx.Unlock()
-	matchesSummary := make([]MatchSummary, len(ob.matchesSummary))
-	for i := 0; i < len(ob.matchesSummary); i++ {
-		matchesSummary[i] = ob.matchesSummary[i].copy()
-	}
-	return matchesSummary
-}
-
-// makes a copy of a MatchSummary
-func (ob *MatchSummary) copy() MatchSummary {
-	matchSummary := MatchSummary{
-		Rate: ob.Rate,
-		Qty:  ob.Qty,
-		Age:  ob.Age,
-		Sell: ob.Sell,
-	}
-	return matchSummary
+	return ob.matchesSummary
 }

client/webserver/site/src/html/bodybuilder.tmpl

@@ -8,7 +8,7 @@
   <link rel="icon" href="/img/favicon.png?v=AK4XS4">
   <meta name="description" content="Decred DEX Client Web Portal">
   <title>{{.Title}}</title>
-  <link href="/css/style.css?v=RQIW8192" rel="stylesheet">
+  <link href="/css/style.css?v=RQIW8193" rel="stylesheet">
 </head>
 <body {{if .UserInfo.DarkMode}} class="dark"{{end}}>
   <div class="popup-notes" id="popupNotes">
@@ -86,7 +86,7 @@
 {{end}}
 
 {{define "bottom"}}
-<script src="/js/entry.js?v=RQIW8192"></script>
+<script src="/js/entry.js?v=RQIW8193"></script>
 </body>
 </html>
 {{end}}

client/webserver/site/src/js/markets.ts

@@ -751,7 +751,6 @@ export default class MarketsPage extends BasePage {
       this.maxEstimateTimer = null
     }
     const mktId = marketID(baseCfg.symbol, quoteCfg.symbol)
-    this.setToRecentMatches(dex.markets[mktId].recentmatches)
     this.market = {
       dex: dex,
       sid: mktId, // A string market identifier used by the DEX.
@@ -780,7 +779,6 @@ export default class MarketsPage extends BasePage {
       if (dex.candleDurs.indexOf(this.candleDur) === -1) this.candleDur = dex.candleDurs[0]
       this.loadCandles()
     }
-    this.refreshRecentMatchesTable()
     this.setLoaderMsgVisibility()
     this.setRegistrationStatusVisibility()
     this.resolveOrderFormVisibility()
@@ -1087,6 +1085,8 @@ export default class MarketsPage extends BasePage {
       return
     }
     this.depthChart.set(this.book, cfg.lotsize, cfg.ratestep, baseUnitInfo, quoteUnitInfo)
+    this.recentMatches = data.book.recentMatches ?? []
+    this.refreshRecentMatchesTable()
   }
 
   /*
@@ -1384,7 +1384,7 @@ export default class MarketsPage extends BasePage {
   }
 
   handleEpochMatchSummary (data: BookUpdate) {
-    this.setToRecentMatches(data.payload)
+    this.addRecentMatches(data.payload)
     this.refreshRecentMatchesTable()
   }
 
@@ -1892,7 +1892,7 @@ export default class MarketsPage extends BasePage {
       case 'qty':
         return (a: RecentMatch, b: RecentMatch) => this.recentMatchesSortDirection * (a.qty - b.qty)
       case 'age':
-        return (a: RecentMatch, b:RecentMatch) => this.recentMatchesSortDirection * (a.age.getTime() - b.age.getTime())
+        return (a: RecentMatch, b:RecentMatch) => this.recentMatchesSortDirection * (a.stamp - b.stamp)
     }
   }
 
@@ -1910,20 +1910,15 @@ export default class MarketsPage extends BasePage {
       updateDataCol(row, 'rate', Doc.formatCoinValue(match.rate / this.market.rateConversionFactor))
       // change rate color based if is sell or not.
       updateDataCol(row, 'qty', Doc.formatCoinValue(match.qty, this.market.baseUnitInfo))
-      updateDataCol(row, 'age', match.age.toLocaleTimeString())
+      updateDataCol(row, 'age', new Date(match.stamp).toLocaleTimeString())
       row.classList.add(match.sell ? 'sellcolor' : 'buycolor')
 
       page.recentMatchesLiveList.append(row)
     }
   }
 
-  setToRecentMatches (matches: RecentMatch[]) {
-    // if does not have new matches, just skip.
-    if (!matches) return
-    for (let i = 0; i < matches.length; i++) {
-      matches[i].age = new Date(matches[i].age)
-    }
-    this.recentMatches = matches
+  addRecentMatches (matches: RecentMatch[]) {
+    this.recentMatches = [...matches, ...this.recentMatches].slice(0, 100)
   }
 
   setBalanceVisibility () {

client/webserver/site/src/js/registry.ts

@@ -56,7 +56,6 @@ export interface Market {
   buybuffer: number
   orders: Order[]
   spot: Spot
-  recentmatches: RecentMatch[]
 }
 
 export interface Order {
@@ -319,7 +318,7 @@ export interface OrderNote extends CoreNote {
 export interface RecentMatch {
   rate: number
   qty: number
-  age: Date
+  stamp: number
   sell: boolean
 }
 
@@ -468,6 +467,7 @@ export interface CoreOrderBook {
   sells: MiniOrder[]
   buys: MiniOrder[]
   epoch: MiniOrder[]
+  recentMatches: RecentMatch[]
 }
 
 export interface MarketOrderBook {

dex/msgjson/types.go

@@ -1177,9 +1177,9 @@ type EpochReportNote struct {
 	Epoch        uint64 `json:"epoch"`
 	BaseFeeRate  uint64 `json:"baseFeeRate"`
 	QuoteFeeRate uint64 `json:"quoteFeeRate"`
-	// quantity of matches by rate: [rate]qty
-	MatchesSummaryBuy  map[uint64]uint64 `json:"matchesSummaryBuy"`
-	MatchesSummarySell map[uint64]uint64 `json:"matchesSummarySell"`
+	// MatchSummary: [rate, quantity]. Quantity is signed. Negative means that
+	// the maker was a sell order.
+	MatchSummary [][2]int64 `json:"matchSummary"`
 	Candle
 }
 

server/market/bookrouter.go

@@ -104,14 +104,13 @@ type sigDataEpochOrder sigDataOrder
 type sigDataUpdateRemaining sigDataOrder
 
 type sigDataEpochReport struct {
-	epochIdx           int64
-	epochDur           int64
-	stats              *matcher.MatchCycleStats
-	spot               *msgjson.Spot
-	baseFeeRate        uint64
-	quoteFeeRate       uint64
-	matchesSummaryBuy  map[uint64]uint64
-	matchesSummarySell map[uint64]uint64
+	epochIdx     int64
+	epochDur     int64
+	stats        *matcher.MatchCycleStats
+	spot         *msgjson.Spot
+	baseFeeRate  uint64
+	quoteFeeRate uint64
+	matches      [][2]int64
 }
 
 type sigDataNewEpoch struct {
@@ -430,8 +429,7 @@ out:
 						StartRate:   stats.StartRate,
 						EndRate:     stats.EndRate,
 					},
-					MatchesSummaryBuy:  sigData.matchesSummaryBuy,
-					MatchesSummarySell: sigData.matchesSummarySell,
+					MatchSummary: sigData.matches,
 				}
 
 			case sigDataEpochOrder:

server/market/market.go

@@ -2599,33 +2599,37 @@ func (m *Market) processReadyEpoch(epoch *readyEpoch, notifyChan chan<- *updateS
 		log.Errorf("Error updating API data collector: %v", err)
 	}
 
-	basicMatchesSell := make(map[uint64]uint64)
-	basicMatchesBuy := make(map[uint64]uint64)
+	matchReport := make([][2]int64, 0, len(matches))
+	var lastRate uint64
+	var lastSide bool
 	for _, matchSet := range matches {
 		for _, match := range matchSet.Matches() {
-			// skip cancel order types
-			if _, ok := match.Taker.(*order.CancelOrder); ok {
+			t := match.Taker.Trade()
+			if t == nil {
 				continue
 			}
-			if match.Taker.Trade() != nil && match.Taker.Trade().Sell {
-				basicMatchesSell[match.Rate] += match.Quantity
+			if match.Rate != lastRate || t.Sell != lastSide {
+				matchReport = append(matchReport, [2]int64{int64(match.Rate), 0})
+				lastRate, lastSide = match.Rate, t.Sell
+			}
+			if t.Sell {
+				matchReport[len(matchReport)-1][1] += int64(match.Quantity)
 			} else {
-				basicMatchesBuy[match.Rate] += match.Quantity
+				matchReport[len(matchReport)-1][1] -= int64(match.Quantity)
 			}
 		}
 	}
 	// Send "epoch_report" notifications.
 	notifyChan <- &updateSignal{
 		action: epochReportAction,
 		data: sigDataEpochReport{
-			epochIdx:           epoch.Epoch,
-			epochDur:           epoch.Duration,
-			spot:               spot,
-			stats:              stats,
-			baseFeeRate:        feeRateBase,
-			quoteFeeRate:       feeRateQuote,
-			matchesSummaryBuy:  basicMatchesBuy,
-			matchesSummarySell: basicMatchesSell,
+			epochIdx:     epoch.Epoch,
+			epochDur:     epoch.Duration,
+			spot:         spot,
+			stats:        stats,
+			baseFeeRate:  feeRateBase,
+			quoteFeeRate: feeRateQuote,
+			matches:      matchReport,
 		},
 	}