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snapshot.go
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/
snapshot.go
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// Copyright (c) 2022 Gobalsky Labs Limited
//
// Use of this software is governed by the Business Source License included
// in the LICENSE.VEGA file and at https://www.mariadb.com/bsl11.
//
// Change Date: 18 months from the later of the date of the first publicly
// available Distribution of this version of the repository, and 25 June 2022.
//
// On the date above, in accordance with the Business Source License, use
// of this software will be governed by version 3 or later of the GNU General
// Public License.
package matching
import (
"context"
"log"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/proto"
"code.vegaprotocol.io/vega/logging"
)
func (b *OrderBook) StopSnapshots() {
b.log.Debug("market has been cleared, stopping snapshot production", logging.String("marketid", b.marketID))
b.stopped = true
}
func (b *OrderBook) Keys() []string {
return []string{b.snapshot.Key()}
}
func (b *OrderBook) Stopped() bool {
return b.stopped
}
func (b OrderBook) Namespace() types.SnapshotNamespace {
return types.MatchingSnapshot
}
func (b *OrderBook) GetState(key string) ([]byte, []types.StateProvider, error) {
if key != b.snapshot.Key() {
return nil, nil, types.ErrSnapshotKeyDoesNotExist
}
if b.stopped {
return nil, nil, nil
}
// Copy all the state into a domain object
payload := b.buildPayload()
s, err := proto.Marshal(payload.IntoProto())
return s, nil, err
}
func (b *OrderBook) buildPayload() *types.Payload {
return &types.Payload{
Data: &types.PayloadMatchingBook{
MatchingBook: &types.MatchingBook{
MarketID: b.marketID,
Buy: b.copyOrders(b.buy),
Sell: b.copyOrders(b.sell),
LastTradedPrice: b.lastTradedPrice,
Auction: b.auction,
BatchID: b.batchID,
},
},
}
}
func (b *OrderBook) copyOrders(obs *OrderBookSide) []*types.Order {
orders := make([]*types.Order, 0)
pricelevels := obs.getLevels()
for _, pl := range pricelevels {
for _, order := range pl.orders {
orders = append(orders, order.Clone())
}
}
return orders
}
func (b *OrderBook) LoadState(_ context.Context, payload *types.Payload) ([]types.StateProvider, error) {
if b.Namespace() != payload.Namespace() {
return nil, types.ErrInvalidSnapshotNamespace
}
var mb *types.MatchingBook
switch pl := payload.Data.(type) {
case *types.PayloadMatchingBook:
mb = pl.MatchingBook
default:
return nil, types.ErrUnknownSnapshotType
}
// Check we have an empty book here or else we should panic
if len(b.buy.levels) > 0 || len(b.sell.levels) > 0 {
log.Panic("orderbook is not empty so we should not be loading snapshot state")
}
b.marketID = mb.MarketID
b.batchID = mb.BatchID
b.auction = mb.Auction
b.lastTradedPrice = mb.LastTradedPrice
for _, o := range mb.Buy {
b.buy.addOrder(o)
b.add(o)
}
for _, o := range mb.Sell {
b.sell.addOrder(o)
b.add(o)
}
// If we are in an auction we need to build the IP&V structure
if b.auction {
b.indicativePriceAndVolume = NewIndicativePriceAndVolume(b.log, b.buy, b.sell)
}
return nil, nil
}