osmosis
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SQS Ingester: Add Orderbook amount in to exhaust liquidity
What is the purpose of the change
Precompute and ingest BidAmountToExhaustAskLiquidity & AskAmountToExhaustBidLiquidity through OrderbookData. This reduces the need to iterate all the ticks if the requested amount in is over these threshold based on order direction.
Testing and Verifying
- unit tested for
updateOrderbookInfofunction - more comprehensive test cases for calculation are already covered in
sqsdomain
Walkthrough
This update enhances the ingest/sqs module by incorporating calculations for bid and ask amounts to exhaust liquidity within the OrderbookData structure. This functionality is implemented in the updateOrderbookInfo method of the poolTransformer struct. Corresponding updates to tests ensure that these new fields are covered. The result is an enriched dataset for order book analysis, improving liquidity tracking.
Changes
| File Path | Change Summary |
|---|---|
ingest/sqs/CHANGELOG.md |
Added a note about the new feature for order book exhaustion calculations as per pull request #8458. |
ingest/sqs/pools/transformer/orderbook.go |
Updated updateOrderbookInfo to include bid/ask amounts to exhaust liquidity in OrderbookData. |
ingest/sqs/pools/transformer/orderbook_test.go |
Added constants and test cases to validate the bid/ask liquidity exhaustion calculations within OrderbookData. |
Sequence Diagram(s)
sequenceDiagram
participant Client
participant SQSModule as SQS Module
participant PoolTransformer as Pool Transformer
participant OrderbookData
Client->>SQSModule: Request to update order book info
SQSModule->>PoolTransformer: Call updateOrderbookInfo
PoolTransformer->>OrderbookData: Compute bid/ask amounts to exhaust liquidity
OrderbookData-->>PoolTransformer: Return updated OrderbookData
PoolTransformer-->>SQSModule: Return with updated OrderbookData
SQSModule-->>Client: Response with updated order book info
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