OBv2: Implement Event Heap

skynetcap · Dec 22, 2023 · 36d7dca · 36d7dca
1 parent 62eea8d
commit 36d7dca
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Showing 5 changed files with 89 additions and 19 deletions.
diff --git a/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookAnyEvent.java b/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookAnyEvent.java
@@ -1,12 +1,12 @@
 package com.mmorrell.openbook.model;
 
+import lombok.AllArgsConstructor;
 import lombok.Builder;
 import lombok.Data;
 
 import java.util.Arrays;
 
 @Data
-@Builder
 public class OpenBookAnyEvent {
 
     public static final int SIZE = 144;
@@ -16,9 +16,9 @@ public class OpenBookAnyEvent {
     private byte[] padding;
 
     public static OpenBookAnyEvent readOpenBookAnyEvent(byte[] data) {
-        return OpenBookAnyEvent.builder()
-                .eventType(data[0])
-                .padding(Arrays.copyOfRange(data, 1, SIZE))
-                .build();
+        OpenBookAnyEvent openBookAnyEvent = new OpenBookAnyEvent();
+        openBookAnyEvent.setEventType(data[0]);
+        openBookAnyEvent.setPadding(Arrays.copyOfRange(data, 1, SIZE));
+        return openBookAnyEvent;
     }
 }
diff --git a/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookEventHeap.java b/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookEventHeap.java
@@ -1,9 +1,9 @@
 package com.mmorrell.openbook.model;
 
-import com.mmorrell.openbook.OpenBookUtil;
 import lombok.Builder;
 import lombok.Data;
 import org.bitcoinj.core.Utils;
+import org.p2p.solanaj.core.PublicKey;
 import org.p2p.solanaj.utils.ByteUtils;
 
 import java.util.Arrays;
@@ -30,6 +30,7 @@ public class OpenBookEventHeap {
     // + EventNode x 600 (starts at offset 24)
     private static final int NUM_EVENT_NODES = 600;
     private List<OpenBookEventNode> eventNodes;
+    private List<OpenBookFillEvent> fillEvents;
 
     // + 64 bytes reserved
 
@@ -51,4 +52,20 @@ public static OpenBookEventHeap readOpenBookEventHeap(byte[] data) {
                 )
                 .build();
     }
+
+    public List<OpenBookFillEvent> getFillEvents() {
+        byte[] eventType = {0x00};
+        return eventNodes.stream()
+                .filter(openBookEventNode -> openBookEventNode.getEvent().getEventType() == (byte) 0)
+                .map(openBookEventNode -> {
+                    byte[] combined = new byte[eventType.length + openBookEventNode.getEvent().getPadding().length];
+                    System.arraycopy(eventType, 0, combined, 0, eventType.length);
+                    System.arraycopy(openBookEventNode.getEvent().getPadding(), 0, combined, eventType.length, openBookEventNode.getEvent().getPadding().length);
+                    return OpenBookFillEvent.readOpenBookFillEvent(combined);
+                })
+                .filter(openBookFillEvent -> !openBookFillEvent.getMaker().equals(new PublicKey(
+                        "11111111111111111111111111111111")))
+                .toList();
+
+    }
 }
diff --git a/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookEventNode.java b/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookEventNode.java
@@ -2,8 +2,8 @@
 
 import lombok.Builder;
 import lombok.Data;
+import org.bitcoinj.core.Utils;
 
-import java.nio.ByteBuffer;
 import java.util.ArrayList;
 import java.util.Arrays;
 import java.util.List;
@@ -31,18 +31,18 @@ public static List<OpenBookEventNode> readEventNodes(byte[] bytes) {
         int numNodes = bytes.length / SIZE;
         for (int i = 0; i < numNodes; i++) {
             byte[] nodeBytes = Arrays.copyOfRange(bytes, i * SIZE, (i + 1) * SIZE);
-            OpenBookEventNode node = OpenBookEventNode.builder()
-                    .next(ByteBuffer.wrap(nodeBytes, NEXT_OFFSET, 2).getShort())
-                    .prev(ByteBuffer.wrap(nodeBytes, PREV_OFFSET, 2).getShort())
-                    .event(
-                            OpenBookAnyEvent.readOpenBookAnyEvent(
-                                    Arrays.copyOfRange(
-                                            nodeBytes,
-                                            EVENT_OFFSET,
-                                            nodeBytes.length
-                                    )
-                            )
+            OpenBookAnyEvent anyEvent = OpenBookAnyEvent.readOpenBookAnyEvent(
+                    Arrays.copyOfRange(
+                            nodeBytes,
+                            EVENT_OFFSET,
+                            nodeBytes.length
                     )
+            );
+
+            OpenBookEventNode node = OpenBookEventNode.builder()
+                    .next((short) Utils.readUint16(nodeBytes, NEXT_OFFSET))
+                    .prev((short) Utils.readUint16(nodeBytes, PREV_OFFSET))
+                    .event(anyEvent)
                     .build();
             results.add(node);
         }

diff --git a/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookFillEvent.java b/openbook/src/main/java/com/mmorrell/openbook/model/OpenBookFillEvent.java
@@ -0,0 +1,49 @@
+package com.mmorrell.openbook.model;
+
+import lombok.Builder;
+import lombok.Data;
+import org.p2p.solanaj.core.PublicKey;
+import org.p2p.solanaj.utils.ByteUtils;
+
+@Data
+@Builder
+public class OpenBookFillEvent {
+
+    private byte eventType;
+    private byte takerSide;
+    private byte makerOut;
+    private byte makerSlot;
+
+    // 4 bytes padding
+    private long timeStamp;
+    private long seqNum;
+    private PublicKey maker;
+    private long makerTimeStamp;
+    private PublicKey taker;
+    private long takerClientOrderId;
+    private long price;
+    private long pegLimit;
+    private long quantity;
+    private long makerClientOrderId;
+    // 8 bytes reserved padding
+
+    public static OpenBookFillEvent readOpenBookFillEvent(byte[] data) {
+        return OpenBookFillEvent.builder()
+                .eventType((byte) 0)
+                .takerSide(data[1])
+                .makerOut(data[2])
+                .makerSlot(data[3])
+                .timeStamp(ByteUtils.readUint64(data, 8).longValue())
+                .seqNum(ByteUtils.readUint64(data, 16).longValue())
+                .maker(PublicKey.readPubkey(data, 24))
+                .makerTimeStamp(ByteUtils.readUint64(data, 56).longValue())
+                .taker(PublicKey.readPubkey(data, 64))
+                .takerClientOrderId(ByteUtils.readUint64(data, 96).longValue())
+                .price(ByteUtils.readUint64(data, 104).longValue())
+                .pegLimit(ByteUtils.readUint64(data, 112).longValue())
+                .quantity(ByteUtils.readUint64(data, 120).longValue())
+                .makerClientOrderId(ByteUtils.readUint64(data, 128).longValue())
+                .build();
+    }
+
+}
diff --git a/openbook/src/test/java/OpenBookTest.java b/openbook/src/test/java/OpenBookTest.java
@@ -4,6 +4,7 @@
 import com.mmorrell.openbook.model.LeafNode;
 import com.mmorrell.openbook.model.NodeTag;
 import com.mmorrell.openbook.model.OpenBookEventHeap;
+import com.mmorrell.openbook.model.OpenBookFillEvent;
 import com.mmorrell.openbook.model.OpenBookMarket;
 import com.mmorrell.openbook.program.OpenbookProgram;
 import lombok.extern.slf4j.Slf4j;
@@ -107,6 +108,9 @@ public void eventHeapTest() throws RpcException, IOException {
     public void openBookEventHeapTest(){
         // 2pMETA
         Optional<OpenBookEventHeap> eventHeap = openBookManager.getEventHeap(PublicKey.valueOf("5DviyqH9is6EwSjUETEh5XUe6xP9cpJu17cwiCuiGYQq"));
-        eventHeap.ifPresent(heap -> log.info("Event Heap: {}", heap));
+        //eventHeap.ifPresent(heap -> log.info("Event Heap: {}", heap));
+        eventHeap.get().getFillEvents().forEach(openBookFillEvent -> {
+            log.info("Fill: {}", openBookFillEvent.toString());
+        });
     }
 }