Storing pre-interactions and Jit orders in quote metadata #3162
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mstrug
commented
Dec 13, 2024
| @@ -244,7 +245,7 @@ pub enum FindQuoteError { | |||
| NotFound(Option<QuoteId>), | |||
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| #[error("quote does not match parameters")] | |||
| ParameterMismatch(QuoteData), | |||
| ParameterMismatch(Box<QuoteData>), | |||
There was a problem hiding this comment.
I had to add Box because of clippy warning: https://rust-lang.github.io/rust-clippy/v0.0.212/index.html#large_enum_variant
squadgazzz
reviewed
Dec 13, 2024
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Description
Added storing of additional quote metadata: pre-interactions and jit orders.
Those data can be used for debugging/analysis of the quotes and orders executed by the winning auction.
Changes
Extended
QuoteMetadataV1struct with new fields (vectors):pre_interactionsandjit_orders.Extended
QuoteExecutionstruct in trade finding quote with same fields asQuoteMetadataV1.Added filling of
QuoteExecutionnew fields from price estimation results and then moving them toQuoteMetadataV1and storing in database as json.QuoteMetadataV1. Otherwise this PR needs to be updated to use new type:QuoteMetadataV2for properly handling version 1 data already stored in database.How to test
Existing tests. Also unit tests were updated to verify serializaion/deserialization of new fields.