agnostic-orderbook
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Storing a total base_qty value in slab headers
It may be useful for some use cases to store a value which tracks the total base_qty currently listed on a given slab.
While this could be tracked on the calling program side, I would suggest this is also an asset / use-case agnostic feature that might be useful for a number of cases.
An example case might be where a market order (or any order for that matter) should be capped so as not to take more than some % of the available volume. It may be generally useful to have an easily accessible metric/summary of volume available on the book.
Suggested approach would be to:
- Increment this value by base_qty
base_quantity
of the newLeaf_Node
posted - Decrement this value each time
Out.base_size
each time an Out is generated
Personally just had this convo w/ Henry a bit back. This adds a lot of overhead to the orders account and while it does have huge UX benefits there is a pretty severe cost to adding so many bytes to the slab.
I am personally in favor of this change though.