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snapshot.go
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snapshot.go
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// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package settlement
import (
"context"
"sort"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/num"
"code.vegaprotocol.io/vega/libs/proto"
"code.vegaprotocol.io/vega/logging"
)
type SnapshotEngine struct {
*Engine
stopped bool
}
func NewSnapshotEngine(log *logging.Logger, conf Config, product Product, market string, timeService TimeService, broker Broker, positionFactor num.Decimal) *SnapshotEngine {
return &SnapshotEngine{
Engine: New(log, conf, product, market, timeService, broker, positionFactor),
}
}
// StopSnapshots is called when the engines respective market no longer exists. We need to stop
// taking snapshots and communicate to the snapshot engine to remove us as a provider.
func (e *SnapshotEngine) StopSnapshots() {
e.log.Debug("market has been cleared, stopping snapshot production", logging.String("marketid", e.market))
e.stopped = true
}
func (e *SnapshotEngine) Stopped() bool {
return e.stopped
}
func (e *SnapshotEngine) Namespace() types.SnapshotNamespace {
return types.SettlementSnapshot
}
func (e *SnapshotEngine) Keys() []string {
return []string{e.market}
}
func (e *SnapshotEngine) GetState(k string) ([]byte, []types.StateProvider, error) {
if k != e.market {
return nil, nil, types.ErrSnapshotKeyDoesNotExist
}
state, err := e.serialise()
return state, nil, err
}
func (e *SnapshotEngine) LoadState(_ context.Context, payload *types.Payload) ([]types.StateProvider, error) {
if e.Namespace() != payload.Data.Namespace() {
return nil, types.ErrInvalidSnapshotNamespace
}
switch pl := payload.Data.(type) {
case *types.PayloadSettlement:
data := pl.SettlementState
e.log.Debug("loading settlement snapshot",
logging.Int("positions", len(data.PartyLastSettledPosition)),
logging.Int("trades", len(data.Trades)),
)
e.settledPosition = make(map[string]int64, len(data.PartyLastSettledPosition))
for _, psp := range data.PartyLastSettledPosition {
e.settledPosition[psp.Party] = psp.SettledPosition
}
e.lastMarkPrice = data.LastMarkPrice
// restore trades
tradeMap := map[string][]*settlementTrade{}
for _, trade := range data.Trades {
party := trade.Party
st := stTypeToInternal(trade)
ps, ok := tradeMap[party]
if !ok {
ps = make([]*settlementTrade, 0, 5) // some buffer
}
tradeMap[party] = append(ps, st)
}
e.trades = tradeMap
// we restored state just fine
return nil, nil
default:
return nil, types.ErrUnknownSnapshotType
}
}
func (e *SnapshotEngine) serialise() ([]byte, error) {
// we just use the embedded market positions type for the market ID
// positions aren't working correctly for some reason, we get them from positions engine
data := types.SettlementState{
MarketID: e.market,
LastMarkPrice: e.lastMarkPrice,
}
lastSettledPositions := make([]*types.PartySettledPosition, 0, len(e.settledPosition))
for k, v := range e.settledPosition {
lastSettledPositions = append(lastSettledPositions, &types.PartySettledPosition{Party: k, SettledPosition: v})
}
sort.Slice(lastSettledPositions, func(i, j int) bool { return lastSettledPositions[i].Party < lastSettledPositions[j].Party })
data.PartyLastSettledPosition = lastSettledPositions
// first get all parties that traded
tradeParties := make([]string, 0, len(e.trades))
tradeTotal := 0
// convert to correct type, keep that in a map
mapped := make(map[string][]*types.SettlementTrade, len(e.trades))
for k, trades := range e.trades {
tradeParties = append(tradeParties, k) // slice of parties
mapped[k] = internalSTToType(trades, k)
tradeTotal += len(trades) // keep track of the total trades
}
// get map keys sorted
sort.Strings(tradeParties)
// now do the trades
trades := make([]*types.SettlementTrade, 0, tradeTotal)
for _, p := range tradeParties {
pp := mapped[p]
// append trades for party
trades = append(trades, pp...)
}
data.Trades = trades
// now the payload type to serialise:
payload := types.Payload{
Data: &types.PayloadSettlement{
SettlementState: &data,
},
}
ser, err := proto.Marshal(payload.IntoProto())
if err != nil {
return nil, err
}
return ser, nil
}
func internalSTToType(trades []*settlementTrade, party string) []*types.SettlementTrade {
ret := make([]*types.SettlementTrade, 0, len(trades))
for _, t := range trades {
ret = append(ret, &types.SettlementTrade{
Price: t.price,
MarketPrice: t.marketPrice,
Size: t.size,
NewSize: t.newSize,
Party: party,
})
}
return ret
}
func stTypeToInternal(st *types.SettlementTrade) *settlementTrade {
return &settlementTrade{
size: st.Size,
newSize: st.NewSize,
price: st.Price,
marketPrice: st.MarketPrice,
}
}