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fix: level2 book status validation #16919

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Mar 28, 2024
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fix: level2 book status validation #16919

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200bd9d
fix: level2 book status validation
leecchh Mar 28, 2024
2a1aed0
md and snapshot added
leecchh Mar 28, 2024
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32 changes: 27 additions & 5 deletions crates/sui-framework/docs/deepbook/clob_v2.md
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Original file line number Diff line number Diff line change
Expand Up @@ -3830,8 +3830,19 @@ The latter is the corresponding depth list

<b>if</b> (price_low &lt; price_low_) price_low = price_low_;
<b>if</b> (price_high &gt; price_high_) price_high = price_high_;
price_low = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.bids, price_low);
price_high = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.bids, price_high);
<b>let</b> closest_low = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.bids, price_low);
<b>let</b> closest_high = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.bids, price_high);
<b>if</b> (price_low &lt;= closest_low){
price_low = closest_low;
} <b>else</b> {
(price_low, _) = <a href="critbit.md#0xdee9_critbit_next_leaf">critbit::next_leaf</a>(&pool.bids, closest_low);
};
<b>if</b> (price_high &gt;= closest_high){
price_high = closest_high;
} <b>else</b> {
(price_high, _) = <a href="critbit.md#0xdee9_critbit_previous_leaf">critbit::previous_leaf</a>(&pool.bids, closest_high);
};

<b>while</b> (price_low &lt;= price_high) {
<b>let</b> depth = <a href="clob_v2.md#0xdee9_clob_v2_get_level2_book_status">get_level2_book_status</a>(
&pool.bids,
Expand Down Expand Up @@ -3883,17 +3894,28 @@ The latter is the corresponding depth list
<b>let</b> <b>mut</b> depth_vec = <a href="../move-stdlib/vector.md#0x1_vector_empty">vector::empty</a>&lt;u64&gt;();
<b>if</b> (<a href="critbit.md#0xdee9_critbit_is_empty">critbit::is_empty</a>(&pool.asks)) { <b>return</b> (price_vec, depth_vec) };
<b>let</b> (price_low_, _) = <a href="critbit.md#0xdee9_critbit_min_leaf">critbit::min_leaf</a>(&pool.asks);
<b>let</b> (price_high_, _) = <a href="critbit.md#0xdee9_critbit_max_leaf">critbit::max_leaf</a>(&pool.asks);

// Price_high is less than the lowest leaf in the tree then we <b>return</b> an empty array
<b>if</b> (price_high &lt; price_low_) {
<b>return</b> (price_vec, depth_vec)
};

<b>if</b> (price_low &lt; price_low_) price_low = price_low_;
<b>let</b> (price_high_, _) = <a href="critbit.md#0xdee9_critbit_max_leaf">critbit::max_leaf</a>(&pool.asks);
<b>if</b> (price_high &gt; price_high_) price_high = price_high_;
price_low = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.asks, price_low);
price_high = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.asks, price_high);
<b>let</b> closest_low = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.asks, price_low);
<b>let</b> closest_high = <a href="critbit.md#0xdee9_critbit_find_closest_key">critbit::find_closest_key</a>(&pool.asks, price_high);
<b>if</b> (price_low &lt;= closest_low){
price_low = closest_low;
} <b>else</b> {
(price_low, _) = <a href="critbit.md#0xdee9_critbit_next_leaf">critbit::next_leaf</a>(&pool.bids, closest_low);
};
<b>if</b> (price_high &gt;= closest_high){
price_high = closest_high;
} <b>else</b> {
(price_high, _) = <a href="critbit.md#0xdee9_critbit_previous_leaf">critbit::previous_leaf</a>(&pool.bids, closest_high);
};

<b>while</b> (price_low &lt;= price_high) {
<b>let</b> depth = <a href="clob_v2.md#0xdee9_clob_v2_get_level2_book_status">get_level2_book_status</a>(
&pool.asks,
Expand Down
32 changes: 27 additions & 5 deletions crates/sui-framework/packages/deepbook/sources/clob_v2.move
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Original file line number Diff line number Diff line change
Expand Up @@ -2022,8 +2022,19 @@ module deepbook::clob_v2 {

if (price_low < price_low_) price_low = price_low_;
if (price_high > price_high_) price_high = price_high_;
price_low = critbit::find_closest_key(&pool.bids, price_low);
price_high = critbit::find_closest_key(&pool.bids, price_high);
let closest_low = critbit::find_closest_key(&pool.bids, price_low);
let closest_high = critbit::find_closest_key(&pool.bids, price_high);
if (price_low <= closest_low){
price_low = closest_low;
} else {
(price_low, _) = critbit::next_leaf(&pool.bids, closest_low);
};
if (price_high >= closest_high){
price_high = closest_high;
} else {
(price_high, _) = critbit::previous_leaf(&pool.bids, closest_high);
};

while (price_low <= price_high) {
let depth = get_level2_book_status(
&pool.bids,
Expand Down Expand Up @@ -2055,17 +2066,28 @@ module deepbook::clob_v2 {
let mut depth_vec = vector::empty<u64>();
if (critbit::is_empty(&pool.asks)) { return (price_vec, depth_vec) };
let (price_low_, _) = critbit::min_leaf(&pool.asks);
let (price_high_, _) = critbit::max_leaf(&pool.asks);

// Price_high is less than the lowest leaf in the tree then we return an empty array
if (price_high < price_low_) {
return (price_vec, depth_vec)
};

if (price_low < price_low_) price_low = price_low_;
let (price_high_, _) = critbit::max_leaf(&pool.asks);
if (price_high > price_high_) price_high = price_high_;
price_low = critbit::find_closest_key(&pool.asks, price_low);
price_high = critbit::find_closest_key(&pool.asks, price_high);
let closest_low = critbit::find_closest_key(&pool.asks, price_low);
let closest_high = critbit::find_closest_key(&pool.asks, price_high);
if (price_low <= closest_low){
price_low = closest_low;
} else {
(price_low, _) = critbit::next_leaf(&pool.bids, closest_low);
};
if (price_high >= closest_high){
price_high = closest_high;
} else {
(price_high, _) = critbit::previous_leaf(&pool.bids, closest_high);
};

while (price_low <= price_high) {
let depth = get_level2_book_status(
&pool.asks,
Expand Down
29 changes: 14 additions & 15 deletions ...ui-swarm-config/tests/snapshots/snapshot_tests__populated_genesis_snapshot_matches-2.snap
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Original file line number Diff line number Diff line change
Expand Up @@ -240,56 +240,56 @@ validators:
next_epoch_worker_address: ~
extra_fields:
id:
id: "0x22d2d8fa7ef42ab775c601971f3923a2ef5439f74960041fca227a60cfeac20a"
id: "0x62adcc806020b4f9e7fb7ab1cf0448e0b0ad926d136971d67bb372cfc8475885"
size: 0
voting_power: 10000
operation_cap_id: "0x647055b796d1ab16354639748fe365d0d480555396435a93c741d6c28395d2c8"
operation_cap_id: "0x25e08da45b8c058b43e780186294e035dbfb9d577fb344816bfb88dc02e5fb13"
gas_price: 1000
staking_pool:
id: "0x6bb471f4066b8dfababbab53472894ac4aabc2e89d175e0407ee7701e7494a3d"
id: "0x36a34b5a3e61721e569b93c83376471739d996323bac81bb62cf692b6d356340"
activation_epoch: 0
deactivation_epoch: ~
sui_balance: 20000000000000000
rewards_pool:
value: 0
pool_token_balance: 20000000000000000
exchange_rates:
id: "0xf9eef9bd1dbc59e4317acc477661094774714e7dc07cf2f45129514955b22281"
id: "0x3b70ffe10f9a22714e5ec0567fe1dad8e0467aefc280dcb9398991a8a1f6ec9a"
size: 1
pending_stake: 0
pending_total_sui_withdraw: 0
pending_pool_token_withdraw: 0
extra_fields:
id:
id: "0x10b3dae6a81ced3f5ce3630c63022207f8097582b0bc13ec27b60385495f3b5e"
id: "0x8a687d88204a80df85c6383bdb4abb685586b464975267a88ea43a06fef5f302"
size: 0
commission_rate: 200
next_epoch_stake: 20000000000000000
next_epoch_gas_price: 1000
next_epoch_commission_rate: 200
extra_fields:
id:
id: "0xaf494d0503c4b3a9559ffa1fc635d7b28cce50f0c26a6dfbafc7f0c404b1bf1c"
id: "0xa162660b14cb002551bccdf2ae81c2b200e4e084a93a85e79e6848e1aef0f5bf"
size: 0
pending_active_validators:
contents:
id: "0x66a5a4237f935174431d03e19cd16750229a479434d4d1d49d9b4c293c6cd0c3"
id: "0x5e122abc785d560c494c783bd1f892cbe48103e843217a9b882a613fb9d189da"
size: 0
pending_removals: []
staking_pool_mappings:
id: "0xe31c94b834c60f7dd250fabb150717e609b514eb840c6cd406cd866260520938"
id: "0x2ea44ba530bf36481ba58f8a7a8243dfb09c09e17fa0422df4848a96db2d440e"
size: 1
inactive_validators:
id: "0x86862a8220f49117291980e11f6ca9a53c48df3e504ba07068305c694103282b"
id: "0xa1f670083f6cef392b4d0929884ef729f974c751b37f885f736f3eac0f380cd1"
size: 0
validator_candidates:
id: "0xdad41c6f028bd1e333ec7a18a97fb18036a70295868ffa437164b063e853dbef"
id: "0x447b9c369379682d1896b52353358f467d4862d6ea1077096f954a86dfcb254d"
size: 0
at_risk_validators:
contents: []
extra_fields:
id:
id: "0x8a1553175f20baa24bbd029acb2bd0f254e3979560e6e5d4873ff7b6c892c81f"
id: "0x64f2da6bfbb4200affb071f702572c37b6cdbd2f2024cb66ad8baae21d8d649e"
size: 0
storage_fund:
total_object_storage_rebates:
Expand All @@ -306,7 +306,7 @@ parameters:
validator_low_stake_grace_period: 7
extra_fields:
id:
id: "0x5bc4f37d5cc1b6a77399d5757b9f4ec57c637f419469cdbd97381e5c8c33c9a6"
id: "0x45887eac71d53ee6791b8d4b0e6b6bbe2b441f32f210b7d433a12b4904c8f7d2"
size: 0
reference_gas_price: 1000
validator_report_records:
Expand All @@ -320,7 +320,7 @@ stake_subsidy:
stake_subsidy_decrease_rate: 1000
extra_fields:
id:
id: "0xdeb70ba1d5870a66d0ffa47936cf3d85f5692c3e1cc0c3bb4061f03c90a2cd79"
id: "0x4e7f9e8c7cd03b5a1ab909968e70b8c4acad298a54077646183e07bbde02a0f2"
size: 0
safe_mode: false
safe_mode_storage_rewards:
Expand All @@ -332,6 +332,5 @@ safe_mode_non_refundable_storage_fee: 0
epoch_start_timestamp_ms: 10
extra_fields:
id:
id: "0xe4cd3f3777509f9d4c174116337f8991b968eb50fe1d5f3b9c743fb09b69edf1"
id: "0xc86804d07944a1c0d99e897e22725556a2bff112f2c9f670f977f030cd332666"
size: 0

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