Merge pull request #639 from binance-chain/max_depth

[R4R] add levels parameter to depth ABCI query

CHANGELOG_PENDING.md

@@ -5,4 +5,5 @@ BUG FIXES
 * [\#641](https://github.com/binance-chain/node/pull/641) [Dex] Add max lock time in time lock plugin
 
 IMPROVEMENTS
-* [\#638](https://github.com/binance-chain/node/pull/638) [Pub] BEP39 - add memo to transfer kafka message
+* [\#638](https://github.com/binance-chain/node/pull/638) [Pub] BEP39 - add memo to transfer kafka message
+* [\#639](https://github.com/binance-chain/node/pull/639) [ABCI] add levels parameter to depth ABCI query

plugins/dex/abci.go

@@ -15,7 +15,8 @@ import (
 )
 
 // TODO: improve, should be configurable
-const MaxDepthLevels = 100 // matches UI requirement
+const MaxDepthLevels = 1000    // matches UI requirement
+const DefaultDepthLevels = 100 // matches UI requirement
 
 func createAbciQueryHandler(keeper *DexKeeper) app.AbciQueryHandler {
 	return func(app app.ChainApp, req abci.RequestQuery, path []string) (res *abci.ResponseQuery) {
@@ -80,16 +81,32 @@ func createAbciQueryHandler(keeper *DexKeeper) app.AbciQueryHandler {
 				Value: bz,
 			}
 		case "orderbook": // args: ["dex", "orderbook"]
-			//TODO: sync lock, validate pair, level number
+			//TODO: sync lock, validate pair
 			if len(path) < 3 {
 				return &abci.ResponseQuery{
 					Code: uint32(sdk.CodeUnknownRequest),
-					Log:  "OrderBook query requires the pair symbol",
+					Log:  "OrderBook query requires the pair symbol and levels",
 				}
 			}
 			pair := path[2]
 			height := app.GetContextForCheckState().BlockHeight()
-			levels := keeper.GetOrderBookLevels(pair, MaxDepthLevels)
+			levelLimit := DefaultDepthLevels
+			if len(path) == 4 {
+				if l, err := strconv.Atoi(path[3]); err != nil {
+					return &abci.ResponseQuery{
+						Code: uint32(sdk.CodeUnknownRequest),
+						Log:  fmt.Sprintf("OrderBook query requires valid int levels parameter: %v", err),
+					}
+				} else if l <= 0 || l > MaxDepthLevels {
+					return &abci.ResponseQuery{
+						Code: uint32(sdk.CodeUnknownRequest),
+						Log:  "OrderBook query requires valid levels (>0 && <1000)",
+					}
+				} else {
+					levelLimit = l
+				}
+			}
+			levels := keeper.GetOrderBookLevels(pair, levelLimit)
 			book := store.OrderBook{
 				Height: height,
 				Levels: levels,

plugins/dex/client/cli/commands.go

@@ -9,6 +9,7 @@ import (
 
 const (
 	flagSymbol = "symbol"
+	flagLevels = "levels"
 )
 
 func AddCommands(cmd *cobra.Command, cdc *wire.Codec) {

plugins/dex/client/cli/tx.go

@@ -16,6 +16,7 @@ import (
 	"github.com/binance-chain/node/common/client"
 	"github.com/binance-chain/node/common/types"
 	"github.com/binance-chain/node/common/utils"
+	"github.com/binance-chain/node/plugins/dex"
 	"github.com/binance-chain/node/plugins/dex/order"
 	"github.com/binance-chain/node/plugins/dex/store"
 	"github.com/binance-chain/node/wire"
@@ -95,6 +96,7 @@ func newOrderCmd(cdc *wire.Codec) *cobra.Command {
 		},
 	}
 	cmd.Flags().StringP(flagSymbol, "l", "", "the listed trading pair, such as ADA_BNB")
+	cmd.Flags().IntP(flagLevels, "L", 100, "maximum level (1,5,10,20,50,100,500,1000) to return")
 	cmd.Flags().StringP(flagSide, "s", "", "side (buy as 1 or sell as 2) of the order")
 	cmd.Flags().StringP(flagPrice, "p", "", "price for the order")
 	cmd.Flags().StringP(flagQty, "q", "", "quantity for the order")
@@ -114,8 +116,12 @@ func showOrderBookCmd(cdc *wire.Codec) *cobra.Command {
 			if err != nil {
 				return err
 			}
+			levelsLimit := viper.GetInt(flagLevels)
+			if levelsLimit <= 0 || levelsLimit > dex.MaxDepthLevels {
+				return fmt.Errorf("%s should be greater than 0 and not exceed %d", flagLevels, dex.MaxDepthLevels)
+			}
 
-			ob, err := store.GetOrderBook(cdc, ctx, symbol)
+			ob, err := store.GetOrderBook(cdc, ctx, symbol, levelsLimit)
 			if err != nil {
 				return err
 			}

plugins/dex/client/rest/getdepth.go

@@ -4,7 +4,6 @@ import (
 	"errors"
 	"net/http"
 	"strconv"
-	"strings"
 
 	"github.com/cosmos/cosmos-sdk/client/context"
 
@@ -13,12 +12,10 @@ import (
 	"github.com/binance-chain/node/wire"
 )
 
-const allowedLimits = "5,10,20,50,100"
-const defaultLimit = "100"
+var allowedLimits = [7]int{5, 10, 20, 50, 100, 500, 1000}
 
 // DepthReqHandler creates an http request handler to show market depth data
 func DepthReqHandler(cdc *wire.Codec, ctx context.CLIContext) http.HandlerFunc {
-	allowedLimitsA := strings.Split(allowedLimits, ",")
 
 	type params struct {
 		symbol string
@@ -36,24 +33,24 @@ func DepthReqHandler(cdc *wire.Codec, ctx context.CLIContext) http.HandlerFunc {
 
 	return func(w http.ResponseWriter, r *http.Request) {
 		limitStr := r.FormValue("limit")
+		limit, err := strconv.Atoi(limitStr)
+		if err != nil {
+			throw(w, http.StatusExpectationFailed, errors.New("invalid limit, supported limits: [5,10,20,50,100,500,1000]"))
+			return
+		}
 
 		// validate limit param
-		limitStrOk := defaultLimit
-		for _, lmt := range allowedLimitsA {
-			if lmt == limitStr {
-				limitStrOk = limitStr
+		limitOk := -1
+		for _, lmt := range allowedLimits {
+			if lmt == limit {
+				limitOk = lmt
 				break
 			}
 		}
 
-		limit, _ := strconv.Atoi(defaultLimit)
-		if len(limitStrOk) > 0 {
-			var err error
-			limit, err = strconv.Atoi(limitStrOk)
-			if err != nil {
-				throw(w, http.StatusExpectationFailed, errors.New("invalid limit"))
-				return
-			}
+		if limitOk == -1 {
+			throw(w, http.StatusExpectationFailed, errors.New("invalid limit, supported limits: [5,10,20,50,100,500,1000]"))
+			return
 		}
 
 		// collect params
@@ -63,14 +60,14 @@ func DepthReqHandler(cdc *wire.Codec, ctx context.CLIContext) http.HandlerFunc {
 		}
 
 		// validate pair
-		err := store.ValidatePairSymbol(params.symbol)
+		err = store.ValidatePairSymbol(params.symbol)
 		if err != nil {
 			throw(w, http.StatusNotFound, err)
 			return
 		}
 
 		// query order book (includes block height)
-		ob, err := store.GetOrderBook(cdc, ctx, params.symbol)
+		ob, err := store.GetOrderBook(cdc, ctx, params.symbol, params.limit)
 		if err != nil {
 			throw(w, http.StatusInternalServerError, err)
 			return

plugins/dex/store/codec.go

@@ -9,8 +9,8 @@ import (
 )
 
 // queryOrderBook queries the store for the serialized order book for a given pair.
-func queryOrderBook(cdc *wire.Codec, ctx context.CLIContext, pair string) (*[]byte, error) {
-	bz, err := ctx.Query(fmt.Sprintf("dex/orderbook/%s", pair), nil)
+func queryOrderBook(cdc *wire.Codec, ctx context.CLIContext, pair string, levels int) (*[]byte, error) {
+	bz, err := ctx.Query(fmt.Sprintf("dex/orderbook/%s/%d", pair, levels), nil)
 	if err != nil {
 		return nil, err
 	}
@@ -28,8 +28,8 @@ func decodeOrderBook(cdc *wire.Codec, bz *[]byte) (*OrderBook, error) {
 }
 
 // GetOrderBook decodes the order book from the serialized store
-func GetOrderBook(cdc *wire.Codec, ctx context.CLIContext, pair string) (*OrderBook, error) {
-	bz, err := queryOrderBook(cdc, ctx, pair)
+func GetOrderBook(cdc *wire.Codec, ctx context.CLIContext, pair string, levels int) (*OrderBook, error) {
+	bz, err := queryOrderBook(cdc, ctx, pair, levels)
 	if err != nil {
 		return nil, err
 	}