auth-server: add order attrributes to bundle logs

renegade-fi · Jan 17, 2025 · 0baff09 · 0baff09
1 parent 809e954
commit 0baff09
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Showing 2 changed files with 39 additions and 4 deletions.
diff --git a/auth/auth-server/src/server/handle_external_match.rs b/auth/auth-server/src/server/handle_external_match.rs
@@ -17,6 +17,7 @@ use renegade_common::types::{token::Token, TimestampedPrice};
 
 use super::Server;
 use crate::error::AuthServerError;
+use crate::telemetry::helpers::calculate_implied_price;
 use crate::telemetry::{
     helpers::{
         await_settlement, record_endpoint_metrics, record_external_match_metrics, record_fill_ratio,
@@ -157,9 +158,10 @@ impl Server {
         let match_resp: ExternalMatchResponse =
             serde_json::from_slice(resp).map_err(AuthServerError::serde)?;
 
+        let request_id = uuid::Uuid::new_v4().to_string();
         let labels = vec![
             (KEY_DESCRIPTION_METRIC_TAG.to_string(), key.clone()),
-            (REQUEST_ID_METRIC_TAG.to_string(), uuid::Uuid::new_v4().to_string()),
+            (REQUEST_ID_METRIC_TAG.to_string(), request_id.clone()),
             (DECIMAL_CORRECTION_FIXED_METRIC_TAG.to_string(), "true".to_string()),
         ];
 
@@ -177,7 +179,7 @@ impl Server {
         }
 
         // Log the bundle and record metrics
-        self.log_bundle(resp)?;
+        self.log_bundle(&order, resp, &request_id)?;
         record_external_match_metrics(&order, match_resp, key, did_settle).await?;
 
         Ok(())
@@ -203,17 +205,48 @@ impl Server {
     }
 
     /// Log the bundle parameters
-    fn log_bundle(&self, bundle_bytes: &[u8]) -> Result<(), AuthServerError> {
+    fn log_bundle(
+        &self,
+        order: &ExternalOrder,
+        bundle_bytes: &[u8],
+        request_id: &str,
+    ) -> Result<(), AuthServerError> {
         let resp = serde_json::from_slice::<ExternalMatchResponse>(bundle_bytes)
             .map_err(AuthServerError::serde)?;
 
+        // Get the decimal-corrected price
+        let price = calculate_implied_price(&resp.match_bundle, true /* decimal_correct */)?;
+        let price_fixed = FixedPoint::from_f64_round_down(price);
+
         let match_result = resp.match_bundle.match_result;
         let is_buy = match_result.direction;
         let recv = resp.match_bundle.receive;
         let send = resp.match_bundle.send;
+
+        // Get the base fill ratio
+        let requested_base_amount = order.get_base_amount(price_fixed);
+        let response_base_amount = match_result.base_amount;
+        let base_fill_ratio = response_base_amount as f64 / requested_base_amount as f64;
+
+        // Get the quote fill ratio
+        let requested_quote_amount = order.get_quote_amount(price_fixed);
+        let matched_quote_amount = match_result.quote_amount;
+        let quote_fill_ratio = matched_quote_amount as f64 / requested_quote_amount as f64;
+
         info!(
+            requested_base_amount = requested_base_amount,
+            response_base_amount = response_base_amount,
+            requested_quote_amount = requested_quote_amount,
+            matched_quote_amount = matched_quote_amount,
+            base_fill_ratio = base_fill_ratio,
+            quote_fill_ratio = quote_fill_ratio,
+            request_id = request_id,
             "Sending bundle(is_buy: {}, recv: {} ({}), send: {} ({})) to client",
-            is_buy, recv.amount, recv.mint, send.amount, send.mint
+            is_buy,
+            recv.amount,
+            recv.mint,
+            send.amount,
+            send.mint
         );
 
         Ok(())

diff --git a/auth/auth-server/src/telemetry/helpers.rs b/auth/auth-server/src/telemetry/helpers.rs
@@ -247,6 +247,8 @@ pub(crate) async fn record_external_match_metrics(
 
     // Get decimal-corrected price
     let price = calculate_implied_price(&match_resp.match_bundle, true /* decimal_correct */)?;
+    let price_fixed = FixedPoint::from_f64_round_down(price);
+    let price_fixed_f64 = price_fixed.to_f64();
 
     // Record request metrics
     if let Err(e) = record_external_match_request_metrics(order, price, &labels) {