SQS-412 | Active Orders Query: SSE

app/sidecar_query_server.go

@@ -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

delivery/http/event.go

@@ -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
+}
+
+// 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
+}
+
+// WriteEvent writes the given data to the given ResponseWriter as an Event.
+func WriteEvent(w *echo.Response, data any) error {
+	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
+}

delivery/http/http.go

@@ -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.
@@ -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)
+}

delivery/http/trace.go

@@ -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.
+}

domain/mocks/orderbook_usecase_mock.go

@@ -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 {
@@ -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")
+}

domain/mvc/orderbook.go

@@ -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 by multiple
+	// sender goroutines.
+	GetActiveOrdersStream(ctx context.Context, address string) <-chan orderbookdomain.OrderbookResult
 }

domain/orderbook/order.go

@@ -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"`
@@ -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
+}

orderbook/usecase/export_test.go

@@ -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,

orderbook/usecase/orderbook_usecase.go

@@ -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 = 5 * 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) {
+		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
+			}
+		}
+	}()
+
+	return c
+}
+
 // 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)
 	}
@@ -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()
 		}