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Merged
jordy25519 merged 2 commits into from
Dec 19, 2025
Merged

add safe get_l2/l3_snapshot functions #289

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91a4acb
add safe get_l2/l3_snapshot functions
0xahzam Dec 19, 2025
b893c5a
resolve dlob test fails
0xahzam Dec 19, 2025
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48 changes: 42 additions & 6 deletions crates/src/dlob/mod.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -471,28 +471,64 @@ impl DLOB {
.store(slot, std::sync::atomic::Ordering::Relaxed)
}

/// Get an L2 book of current orders
/// Get an L2 book of current orders at the current slot
///
/// It is valid at the current slot
/// # Panics
/// If orderbook doesn't exist. Use `get_l2_snapshot_safe` to handle missing orderbooks
pub fn get_l2_snapshot(&self, market_index: u16, market_type: MarketType) -> Arc<L2Book> {
let book = self
.markets
.get(&MarketId::new(market_index, market_type))
.expect("orderbook exists for market");
.expect(&format!(
"orderbook missing for market {}, {:?}",
market_index, market_type
));
book.l2_snapshot.read()
}

/// Get an L3 book of current orders
/// Get an L2 book of current orders at the current slot
///
/// Returns `None` if orderbook doesn't exist for this market
pub fn get_l2_snapshot_safe(
&self,
market_index: u16,
market_type: MarketType,
) -> Option<Arc<L2Book>> {
let book = self
.markets
.get(&MarketId::new(market_index, market_type))?;
Some(book.l2_snapshot.read())
}

/// Get an L3 book of current orders at the current slot
///
/// It is valid at the current slot
/// # Panics
/// If orderbook doesn't exist. Use `get_l3_snapshot_safe` to handle missing orderbooks
pub fn get_l3_snapshot(&self, market_index: u16, market_type: MarketType) -> Arc<L3Book> {
let book = self
.markets
.get(&MarketId::new(market_index, market_type))
.expect("orderbook exists for market");
.expect(&format!(
"orderbook missing for market {}, {:?}",
market_index, market_type
));
book.l3_snapshot.read()
}

/// Get an L3 book of current orders at the current slot
///
/// Returns `None` if orderbook doesn't exist for this market
pub fn get_l3_snapshot_safe(
&self,
market_index: u16,
market_type: MarketType,
) -> Option<Arc<L3Book>> {
let book = self
.markets
.get(&MarketId::new(market_index, market_type))?;
Some(book.l3_snapshot.read())
}

pub fn find_crossing_region(
&self,
oracle_price: u64,
Expand Down
50 changes: 25 additions & 25 deletions crates/src/dlob/tests.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -69,7 +69,7 @@ fn dlob_limit_order_sorting() {
// Build L3 snapshot to get sorted orders
let oracle_price = 1000;
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -397,7 +397,7 @@ fn dlob_find_crosses_for_taker_order_full_fill() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

// Create taker order to buy 7 units at 1000
Expand Down Expand Up @@ -437,7 +437,7 @@ fn dlob_find_crosses_for_taker_order_partial_fill() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

// Create taker order to buy 5 units at 1000
Expand Down Expand Up @@ -533,7 +533,7 @@ fn dlob_find_crosses_for_taker_order_floating_limit() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

// Create taker order to buy at 1000
Expand Down Expand Up @@ -574,7 +574,7 @@ fn dlob_find_crosses_for_taker_order_price_priority() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

// Create taker order to buy 5 units at 1000
Expand Down Expand Up @@ -855,7 +855,7 @@ fn dlob_find_crosses_for_auctions_market_orders() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

let crosses =
Expand Down Expand Up @@ -892,7 +892,7 @@ fn dlob_find_crosses_for_auctions_oracle_orders() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

let crosses =
Expand Down Expand Up @@ -929,7 +929,7 @@ fn dlob_find_crosses_for_auctions_no_crosses() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

let crosses =
Expand Down Expand Up @@ -1005,7 +1005,7 @@ fn dlob_find_crosses_for_auctions_comprehensive() {

// Update L3 view before finding crosses
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}

let crosses =
Expand Down Expand Up @@ -1668,7 +1668,7 @@ fn dlob_get_maker_bids_l3() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -1746,7 +1746,7 @@ fn dlob_get_maker_asks_l3() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -1819,7 +1819,7 @@ fn dlob_get_taker_bids_l3() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -1881,7 +1881,7 @@ fn dlob_get_taker_asks_l3() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -1978,7 +1978,7 @@ fn dlob_l3_functions_mixed_order_types() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2075,7 +2075,7 @@ fn l3book_bids_query_with_fixed_and_floating_orders() {

// Build L3 snapshot
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2136,7 +2136,7 @@ fn l3book_asks_query_with_fixed_and_floating_orders() {

// Build L3 snapshot
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2188,7 +2188,7 @@ fn l3book_bids_with_oracle_price_change() {

// Build L3 snapshot at initial oracle price
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(initial_oracle, &dlob.metadata);
book.update_l3_view(initial_oracle, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2243,7 +2243,7 @@ fn l3book_asks_with_oracle_price_change() {

// Build L3 snapshot at initial oracle price
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(initial_oracle, &dlob.metadata);
book.update_l3_view(initial_oracle, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2310,7 +2310,7 @@ fn l3book_top_bids_and_top_asks() {

// Build L3 snapshot
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2352,7 +2352,7 @@ fn l3book_empty_orderbook() {

// Build L3 snapshot with empty orderbook
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2407,7 +2407,7 @@ fn l3book_bids_includes_all_order_types() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2477,7 +2477,7 @@ fn l3book_vamm_orders_sorted_correctly() {
book.update_slot(query_slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2602,7 +2602,7 @@ fn l3book_vamm_orders_sorted_correctly() {
}
// Update L3 view again
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2722,7 +2722,7 @@ fn dlob_l3_order_flags_correctness() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down Expand Up @@ -2914,7 +2914,7 @@ fn dlob_l3_trigger_orders_by_price() {
book.update_slot(slot);
}
if let Some(book) = dlob.markets.get(&MarketId::new(0, MarketType::Perp)) {
book.update_l3_view(oracle_price, &dlob.metadata);
book.update_l3_view(oracle_price, &dlob.metadata, &dashmap::DashMap::default());
}
let l3book = dlob.get_l3_snapshot(0, MarketType::Perp);

Expand Down
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