frank/dlob #12
frank/dlob #12
Conversation
There was a problem hiding this comment.
- Assuming we will rebuild the node list frequently the Box allocations (and deallocations) will become expensive
Suggest using something like https://crates.io/crates/typed-arena or an object pool to reuse allocations
- not sure the trait and distinct structs for each node type is helpful?
struct DlobNode {
order: Order,
user_account: Account,
kind: NodeKind,
next: Option<*mut DlobNode>,
prev: Option<*mut DlobNode>
}- can't comment on the use of the raw pointers as I haven't used them much
| } else if is_one_of_variant( | ||
| &order.order_type, | ||
| &[ | ||
| OrderType::Market, |
There was a problem hiding this comment.
bit flags could help here (probably another PR): https://docs.rs/bitflags/latest/bitflags/#working-with-flags-values
There was a problem hiding this comment.
sure will do down the line, just need this merged in for jit maker rn
| if self.order_sigs.contains_key(&order_sig) { | ||
| self.order_sigs.remove(&order_sig); | ||
| return Some(node); | ||
| } |
There was a problem hiding this comment.
| if self.order_sigs.contains_key(&order_sig) { | |
| self.order_sigs.remove(&order_sig); | |
| return Some(node); | |
| } | |
| return self.order_sigs.remove(&order_sig) | |
| } |
same for asks
There was a problem hiding this comment.
i don't really like this because dashmap remove returns Option<K, V> so i'm getting Option<String, Node> out of here when all i actually want is Option Node and I can't transform Option<String, Node> with something annoying
| } | ||
| } | ||
|
|
||
| pub(crate) type Exchange = DashMap<String, DashMap<u16, Market>>; |
There was a problem hiding this comment.
not sure if hashmap makes sense vs. e.g a struct
struct Exchange {
perp: DashMap<u16, Market>>,
spot: DashMap<u16, Market>>,
}| } | ||
|
|
||
| pub(crate) fn get_order_signature(order_id: u32, user_account: Pubkey) -> String { | ||
| format!("{}-{}", order_id, user_account.to_string()) |
There was a problem hiding this comment.
not sure about the string key, something like this with Display/to_string method may be better
#[derive(Eq, Hash, PartialEq)]
struct OrderKey {
user: Pubkey,
order_id: u32,
}pub type OrderKey = (Pubkey, u32); could also work
There was a problem hiding this comment.
i like the string key, i think for simplicity it makes a lot of sense
No description provided.