-
Notifications
You must be signed in to change notification settings - Fork 91
/
stat_internal_operations.go
197 lines (177 loc) · 6.4 KB
/
stat_internal_operations.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
package types
import (
gometrics "github.com/armon/go-metrics"
"github.com/cosmos/cosmos-sdk/telemetry"
"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
)
// OperationsStats is a struct that holds stats about a list of
// operations that were proposed in a block.
type OperationsStats struct {
// Stat fields.
MatchedShortTermOrdersCount uint
MatchedLongTermOrdersCount uint
MatchedConditionalOrdersCount uint
TakerOrdersCount uint
LiquidationOrdersCount uint
DeleveragingOperationsCount uint
TotalFillsCount uint
LongTermOrderRemovalsCount uint
ConditionalOrderRemovalsCount uint
UniqueSubaccountsLiquidated uint
UniqueSubaccountsDeleveraged uint
UniqueSubaccountsOffsettingDeleveraged uint
// Internal fields for calculating stats.
uniqueSubaccountsLiquidated map[satypes.SubaccountId]bool
uniqueSubaccountsDeleveraged map[satypes.SubaccountId]bool
uniqueSubaccountsOffsettingDeleveraged map[satypes.SubaccountId]bool
uniqueMatchedOrderIds map[OrderId]bool
}
// StatMsgProposedOperations generates statistics from a list of internal operations
// and returns them in an `OperationsStats` struct.
func StatMsgProposedOperations(
rawOperations []OperationRaw,
) OperationsStats {
stats := OperationsStats{
uniqueSubaccountsLiquidated: make(map[satypes.SubaccountId]bool),
uniqueSubaccountsDeleveraged: make(map[satypes.SubaccountId]bool),
uniqueSubaccountsOffsettingDeleveraged: make(map[satypes.SubaccountId]bool),
uniqueMatchedOrderIds: make(map[OrderId]bool),
}
for _, operation := range rawOperations {
switch castedOperation := operation.Operation.(type) {
case *OperationRaw_Match:
switch castedOperation.Match.Match.(type) {
case *ClobMatch_MatchOrders:
stats.TakerOrdersCount++
stats.statMatchedOrderId(castedOperation.Match.GetMatchOrders().GetTakerOrderId())
for _, makerOrderId := range castedOperation.Match.GetMatchOrders().GetFills() {
stats.TotalFillsCount++
stats.statMatchedOrderId(makerOrderId.GetMakerOrderId())
}
case *ClobMatch_MatchPerpetualLiquidation:
stats.LiquidationOrdersCount++
for _, makerOrderId := range castedOperation.Match.GetMatchPerpetualLiquidation().GetFills() {
stats.TotalFillsCount++
stats.statMatchedOrderId(makerOrderId.GetMakerOrderId())
}
liquidated := castedOperation.Match.GetMatchPerpetualLiquidation().GetLiquidated()
if _, exists := stats.uniqueSubaccountsLiquidated[liquidated]; !exists {
stats.UniqueSubaccountsLiquidated++
stats.uniqueSubaccountsLiquidated[liquidated] = true
}
case *ClobMatch_MatchPerpetualDeleveraging:
stats.DeleveragingOperationsCount++
deleveraged := castedOperation.Match.GetMatchPerpetualDeleveraging().GetLiquidated()
if _, exists := stats.uniqueSubaccountsDeleveraged[deleveraged]; !exists {
stats.UniqueSubaccountsDeleveraged++
stats.uniqueSubaccountsDeleveraged[deleveraged] = true
}
for _, makerFill := range castedOperation.Match.GetMatchPerpetualDeleveraging().GetFills() {
offsetting := makerFill.OffsettingSubaccountId
if _, exists := stats.
uniqueSubaccountsOffsettingDeleveraged[offsetting]; !exists {
stats.UniqueSubaccountsOffsettingDeleveraged++
stats.uniqueSubaccountsOffsettingDeleveraged[offsetting] = true
}
}
}
case *OperationRaw_OrderRemoval:
orderId := castedOperation.OrderRemoval.GetOrderId()
if orderId.IsConditionalOrder() {
stats.ConditionalOrderRemovalsCount++
}
if orderId.IsLongTermOrder() {
stats.LongTermOrderRemovalsCount++
}
}
}
return stats
}
// EmitStats emits stats about the internal operations. It includes the provided ABCI callback as a
// label in the stat.
func (stats *OperationsStats) EmitStats(abciCallback string) {
type Stat struct {
keys []string
value float32
}
statsList := []Stat{
{
keys: []string{ModuleName, metrics.NumMatchedShortTermOrders},
value: float32(stats.MatchedShortTermOrdersCount),
},
{
keys: []string{ModuleName, metrics.NumMatchedLongTermOrders},
value: float32(stats.MatchedLongTermOrdersCount),
},
{
keys: []string{ModuleName, metrics.NumMatchedConditionalOrders},
value: float32(stats.MatchedConditionalOrdersCount),
},
{
keys: []string{ModuleName, metrics.NumMatchTakerOrders},
value: float32(stats.TakerOrdersCount),
},
{
keys: []string{ModuleName, metrics.NumMatchedLiquidationOrders},
value: float32(stats.LiquidationOrdersCount),
},
{
keys: []string{ModuleName, metrics.NumMatchPerpDeleveragingOperations},
value: float32(stats.DeleveragingOperationsCount),
},
{
keys: []string{ModuleName, metrics.NumFills},
value: float32(stats.TotalFillsCount),
},
{
keys: []string{ModuleName, metrics.NumLongTermOrderRemovals},
value: float32(stats.LongTermOrderRemovalsCount),
},
{
keys: []string{ModuleName, metrics.NumConditionalOrderRemovals},
value: float32(stats.ConditionalOrderRemovalsCount),
},
{
keys: []string{ModuleName, metrics.NumUniqueSubaccountsLiquidated},
value: float32(stats.UniqueSubaccountsLiquidated),
},
{
keys: []string{ModuleName, metrics.NumUniqueSubaccountsDeleveraged},
value: float32(stats.UniqueSubaccountsDeleveraged),
},
{
keys: []string{ModuleName, metrics.NumUniqueSubaccountsOffsettingDeleveraged},
value: float32(stats.UniqueSubaccountsOffsettingDeleveraged),
},
}
for _, stat := range statsList {
telemetry.SetGaugeWithLabels(
stat.keys,
stat.value,
[]gometrics.Label{
metrics.GetLabelForStringValue(
metrics.Callback,
abciCallback,
),
},
)
}
}
// statMatchedOrderId updates the number of unique matched order IDs. If the order ID was already
// matched it will early return. Note this function should only be called with matched order IDs.
func (stats *OperationsStats) statMatchedOrderId(orderId OrderId) {
if _, exists := stats.uniqueMatchedOrderIds[orderId]; exists {
return
}
if orderId.IsShortTermOrder() {
stats.MatchedShortTermOrdersCount++
}
if orderId.IsLongTermOrder() {
stats.MatchedLongTermOrdersCount++
}
if orderId.IsConditionalOrder() {
stats.MatchedConditionalOrdersCount++
}
stats.uniqueMatchedOrderIds[orderId] = true
}