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SQS-412 | Active Orders Query: SSE #518

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Sep 24, 2024
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2 changes: 1 addition & 1 deletion app/sidecar_query_server.go
Original file line number Diff line number Diff line change
Expand Up @@ -203,7 +203,7 @@ func NewSideCarQueryServer(appCodec codec.Codec, config domain.Config, logger lo

// HTTP handlers
poolsHttpDelivery.NewPoolsHandler(e, poolsUseCase)
passthroughHttpDelivery.NewPassthroughHandler(e, passthroughUseCase, orderBookUseCase)
passthroughHttpDelivery.NewPassthroughHandler(e, passthroughUseCase, orderBookUseCase, logger)
systemhttpdelivery.NewSystemHandler(e, config, logger, chainInfoUseCase)
if err := tokenshttpdelivery.NewTokensHandler(e, *config.Pricing, tokensUseCase, pricingSimpleRouterUsecase, logger); err != nil {
return nil, err
Expand Down
98 changes: 98 additions & 0 deletions delivery/http/event.go
Original file line number Diff line number Diff line change
@@ -0,0 +1,98 @@
package http

import (
"bytes"
"encoding/json"
"fmt"
"io"

"github.com/labstack/echo/v4"
)

// Event represents Server-Sent Event.
// SSE explanation: https://developer.mozilla.org/en-US/docs/Web/API/Server-sent_events/Using_server-sent_events#event_stream_format
type Event struct {
// ID is used to set the EventSource object's last event ID value.
ID []byte
// Data field is for the message. When the EventSource receives multiple consecutive lines
// that begin with data:, it concatenates them, inserting a newline character between each one.
// Trailing newlines are removed.
Data []byte
// Event is a string identifying the type of event described. If this is specified, an event
// will be dispatched on the browser to the listener for the specified event name; the website
// source code should use addEventListener() to listen for named events. The onmessage handler
// is called if no event name is specified for a message.
Event []byte
// Retry is the reconnection time. If the connection to the server is lost, the browser will
// wait for the specified time before attempting to reconnect. This must be an integer, specifying
// the reconnection time in milliseconds. If a non-integer value is specified, the field is ignored.
Retry []byte
// Comment line can be used to prevent connections from timing out; a server can send a comment
// periodically to keep the connection alive.
Comment []byte
}
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// MarshalTo marshals Event to given Writer
func (ev *Event) MarshalTo(w io.Writer) error {
// Marshalling part is taken from: https://github.com/r3labs/sse/blob/c6d5381ee3ca63828b321c16baa008fd6c0b4564/http.go#L16
if len(ev.Data) == 0 && len(ev.Comment) == 0 {
return nil
}

if len(ev.Data) > 0 {
if _, err := fmt.Fprintf(w, "id: %s\n", ev.ID); err != nil {
return err
}

sd := bytes.Split(ev.Data, []byte("\n"))
for i := range sd {
if _, err := fmt.Fprintf(w, "data: %s\n", sd[i]); err != nil {
return err
}
}

if len(ev.Event) > 0 {
if _, err := fmt.Fprintf(w, "event: %s\n", ev.Event); err != nil {
return err
}
}

if len(ev.Retry) > 0 {
if _, err := fmt.Fprintf(w, "retry: %s\n", ev.Retry); err != nil {
return err
}
}
}

if len(ev.Comment) > 0 {
if _, err := fmt.Fprintf(w, ": %s\n", ev.Comment); err != nil {
return err
}
}

if _, err := fmt.Fprint(w, "\n"); err != nil {
return err
}

return nil
}
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// WriteEvent writes the given data to the given ResponseWriter as an Event.
func WriteEvent(w *echo.Response, data any) error {
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b, err := json.Marshal(data)
if err != nil {
return err
}

event := Event{
Data: b,
}

if err := event.MarshalTo(w); err != nil {
return err
}

w.Flush()

return nil
}
15 changes: 15 additions & 0 deletions delivery/http/http.go
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@ package http

import (
"github.com/labstack/echo/v4"
"github.com/osmosis-labs/sqs/validator"
)

// RequestUnmarshaler is any type capable to unmarshal data from HTTP request to itself.
Expand All @@ -13,3 +14,17 @@ type RequestUnmarshaler interface {
func UnmarshalRequest(c echo.Context, m RequestUnmarshaler) error {
return m.UnmarshalHTTPRequest(c)
}

// ParseRequest encapsulates the request unmarshalling and validation logic.
// It unmarshals the request and validates it if the request implements the Validator interface.
func ParseRequest(c echo.Context, req RequestUnmarshaler) error {
if err := UnmarshalRequest(c, req); err != nil {
return err
}

v, ok := req.(validator.Validator)
if !ok {
return nil
}
return validator.Validate(v)
}
23 changes: 23 additions & 0 deletions delivery/http/trace.go
Original file line number Diff line number Diff line change
@@ -0,0 +1,23 @@
package http

import (
"context"

"github.com/labstack/echo/v4"
"go.opentelemetry.io/otel/trace"
)

// Span returns the current span from the context.
func Span(c echo.Context) (context.Context, trace.Span) {
ctx := c.Request().Context()
span := trace.SpanFromContext(ctx)
return ctx, span
}

// RecordSpanError records an error ( if any ) for the span.
func RecordSpanError(ctx context.Context, span trace.Span, err error) {
if err != nil {
span.RecordError(err)
}
// Note: we do not end the span here as it is ended in the middleware.
}
14 changes: 11 additions & 3 deletions domain/mocks/orderbook_usecase_mock.go
Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,10 @@ var _ mvc.OrderBookUsecase = &OrderbookUsecaseMock{}

// OrderbookUsecaseMock is a mock implementation of the RouterUsecase interface
type OrderbookUsecaseMock struct {
ProcessPoolFunc func(ctx context.Context, pool sqsdomain.PoolI) error
GetAllTicksFunc func(poolID uint64) (map[int64]orderbookdomain.OrderbookTick, bool)
GetActiveOrdersFunc func(ctx context.Context, address string) ([]orderbookdomain.LimitOrder, bool, error)
ProcessPoolFunc func(ctx context.Context, pool sqsdomain.PoolI) error
GetAllTicksFunc func(poolID uint64) (map[int64]orderbookdomain.OrderbookTick, bool)
GetActiveOrdersFunc func(ctx context.Context, address string) ([]orderbookdomain.LimitOrder, bool, error)
GetActiveOrdersStreamFunc func(ctx context.Context, address string) <-chan orderbookdomain.OrderbookResult
}

func (m *OrderbookUsecaseMock) ProcessPool(ctx context.Context, pool sqsdomain.PoolI) error {
Expand All @@ -37,3 +38,10 @@ func (m *OrderbookUsecaseMock) GetActiveOrders(ctx context.Context, address stri
}
panic("unimplemented")
}

func (m *OrderbookUsecaseMock) GetActiveOrdersStream(ctx context.Context, address string) <-chan orderbookdomain.OrderbookResult {
if m.GetActiveOrdersStreamFunc != nil {
return m.GetActiveOrdersStreamFunc(ctx, address)
}
panic("unimplemented")
}
5 changes: 5 additions & 0 deletions domain/mvc/orderbook.go
Original file line number Diff line number Diff line change
Expand Up @@ -16,4 +16,9 @@ type OrderBookUsecase interface {

// GetOrder returns all active orderbook orders for a given address.
GetActiveOrders(ctx context.Context, address string) ([]orderbookdomain.LimitOrder, bool, error)

// GetActiveOrdersStream returns a channel for streaming limit orderbook orders for a given address.
// The caller should range over the channel, but note that channel is never closed since there may be multiple
// sender goroutines.
GetActiveOrdersStream(ctx context.Context, address string) <-chan orderbookdomain.OrderbookResult
}
9 changes: 9 additions & 0 deletions domain/orderbook/order.go
Original file line number Diff line number Diff line change
Expand Up @@ -72,6 +72,7 @@ type Asset struct {
Decimals int `json:"-"`
}

// LimitOrder represents a limit order in the orderbook.
type LimitOrder struct {
TickId int64 `json:"tick_id"`
OrderId int64 `json:"order_id"`
Expand All @@ -93,3 +94,11 @@ type LimitOrder struct {
BaseAsset Asset `json:"base_asset"`
PlacedTx *string `json:"placed_tx,omitempty"`
}

// OrderbookResult represents orderbook orders result.
type OrderbookResult struct {
LimitOrders []LimitOrder // The channel on which the orders are delivered.
PoolID uint64 // The PoolID ID.
IsBestEffort bool
Error error
}
7 changes: 7 additions & 0 deletions orderbook/usecase/export_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -2,10 +2,17 @@ package orderbookusecase

import (
"context"
"time"

"github.com/osmosis-labs/sqs/domain"
orderbookdomain "github.com/osmosis-labs/sqs/domain/orderbook"
)

// SetFetchActiveOrdersEveryDuration overrides the fetchActiveOrdersDuration for testing purposes
func (o *OrderbookUseCaseImpl) SetFetchActiveOrdersEveryDuration(duration time.Duration) {
fetchActiveOrdersDuration = duration
}

// CreateFormattedLimitOrder is an alias of createFormattedLimitOrder for testing purposes
func (o *OrderbookUseCaseImpl) CreateFormattedLimitOrder(
poolID uint64,
Expand Down
99 changes: 81 additions & 18 deletions orderbook/usecase/orderbook_usecase.go
Original file line number Diff line number Diff line change
Expand Up @@ -137,32 +137,95 @@ func (o *OrderbookUseCaseImpl) ProcessPool(ctx context.Context, pool sqsdomain.P
return nil
}

var (
// fetchActiveOrdersEvery is a duration in which orders are pushed to the client periodically
// This is an arbitrary number selected to avoid spamming the client
fetchActiveOrdersDuration = 10 * time.Second

// getActiveOrdersStreamChanLen is the length of the channel for active orders stream
// length is arbitrary number selected to avoid blocking
getActiveOrdersStreamChanLen = 50
)

// GetActiveOrdersStream implements mvc.OrderBookUsecase.
func (o *OrderbookUseCaseImpl) GetActiveOrdersStream(ctx context.Context, address string) <-chan orderbookdomain.OrderbookResult {
// Result channel
c := make(chan orderbookdomain.OrderbookResult, getActiveOrdersStreamChanLen)

// Function to fetch orders
fetchOrders := func(ctx context.Context) {
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Is there any way we could reuse this in GetActiveOrders to reduce code duplication?

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I think atm code is quite opimised it for duplication: we're reusing common data structures; I think further optmisations would add not significant improvements vs time spent finding right abstractions due smalll differences between fetchOrders and GetActiveOrders. For example in fetchOrders we skip empty results, have additional logging specifc for this method.

orderbooks, err := o.poolsUsecease.GetAllCanonicalOrderbookPoolIDs()
if err != nil {
c <- orderbookdomain.OrderbookResult{
Error: types.FailedGetAllCanonicalOrderbookPoolIDsError{Err: err},
}
return
}

for _, orderbook := range orderbooks {
go func(orderbook domain.CanonicalOrderBooksResult) {
limitOrders, isBestEffort, err := o.processOrderBookActiveOrders(ctx, orderbook, address)
if len(limitOrders) == 0 && err == nil {
return // skip empty orders
}

if err != nil {
telemetry.ProcessingOrderbookActiveOrdersErrorCounter.Inc()
o.logger.Error(telemetry.ProcessingOrderbookActiveOrdersErrorMetricName, zap.Any("pool_id", orderbook.PoolID), zap.Any("err", err))
}

select {
case c <- orderbookdomain.OrderbookResult{
PoolID: orderbook.PoolID,
IsBestEffort: isBestEffort,
LimitOrders: limitOrders,
Error: err,
}:
case <-ctx.Done():
return
}
}(orderbook)
}
}

// Fetch orders immediately on start
go fetchOrders(ctx)

// Pull orders periodically based on duration
go func() {
ticker := time.NewTicker(fetchActiveOrdersDuration)
defer ticker.Stop()
for {
select {
case <-ticker.C:
fetchOrders(ctx)
case <-ctx.Done():
return
}
}
}()
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return c
}
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// GetActiveOrders implements mvc.OrderBookUsecase.
func (o *OrderbookUseCaseImpl) GetActiveOrders(ctx context.Context, address string) ([]orderbookdomain.LimitOrder, bool, error) {
orderbooks, err := o.poolsUsecease.GetAllCanonicalOrderbookPoolIDs()
if err != nil {
return nil, false, types.FailedGetAllCanonicalOrderbookPoolIDsError{Err: err}
}

type orderbookResult struct {
isBestEffort bool
orderbookID uint64
limitOrders []orderbookdomain.LimitOrder
err error
}

results := make(chan orderbookResult, len(orderbooks))
results := make(chan orderbookdomain.OrderbookResult, len(orderbooks))

// Process orderbooks concurrently
for _, orderbook := range orderbooks {
go func(orderbook domain.CanonicalOrderBooksResult) {
limitOrders, isBestEffort, err := o.processOrderBookActiveOrders(ctx, orderbook, address)

results <- orderbookResult{
isBestEffort: isBestEffort,
orderbookID: orderbook.PoolID,
limitOrders: limitOrders,
err: err,
results <- orderbookdomain.OrderbookResult{
IsBestEffort: isBestEffort,
PoolID: orderbook.PoolID,
LimitOrders: limitOrders,
Error: err,
}
}(orderbook)
}
Expand All @@ -174,14 +237,14 @@ func (o *OrderbookUseCaseImpl) GetActiveOrders(ctx context.Context, address stri
for i := 0; i < len(orderbooks); i++ {
select {
case result := <-results:
if result.err != nil {
if result.Error != nil {
telemetry.ProcessingOrderbookActiveOrdersErrorCounter.Inc()
o.logger.Error(telemetry.ProcessingOrderbookActiveOrdersErrorMetricName, zap.Any("orderbook_id", result.orderbookID), zap.Any("err", result.err))
o.logger.Error(telemetry.ProcessingOrderbookActiveOrdersErrorMetricName, zap.Any("pool_id", result.PoolID), zap.Any("err", result.Error))
}

isBestEffort = isBestEffort || result.isBestEffort
isBestEffort = isBestEffort || result.IsBestEffort

finalResults = append(finalResults, result.limitOrders...)
finalResults = append(finalResults, result.LimitOrders...)
case <-ctx.Done():
return nil, false, ctx.Err()
}
Expand Down
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