Bulk order cleanup per price level (#17785)

Author: sitalkedia

aptos-move/framework/aptos-experimental/doc/bulk_order_book.md

@@ -106,6 +106,7 @@ sophisticated order matching, cancellation, and reinsertion capabilities.
 -  [Function `cancel_bulk_order`](#0x7_bulk_order_book_cancel_bulk_order)
     -  [Arguments:](#@Arguments:_19)
     -  [Aborts:](#@Aborts:_20)
+-  [Function `get_bulk_order`](#0x7_bulk_order_book_get_bulk_order)
 -  [Function `get_remaining_size`](#0x7_bulk_order_book_get_remaining_size)
 -  [Function `get_prices`](#0x7_bulk_order_book_get_prices)
 -  [Function `get_sizes`](#0x7_bulk_order_book_get_sizes)
@@ -663,7 +664,7 @@ with the same order ID in the future.
 - If no order exists for the specified account
 
 
-<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book.md#0x7_bulk_order_book_cancel_bulk_order">cancel_bulk_order</a>&lt;M: <b>copy</b>, drop, store&gt;(self: &<b>mut</b> <a href="bulk_order_book.md#0x7_bulk_order_book_BulkOrderBook">bulk_order_book::BulkOrderBook</a>&lt;M&gt;, price_time_idx: &<b>mut</b> <a href="price_time_index.md#0x7_price_time_index_PriceTimeIndex">price_time_index::PriceTimeIndex</a>, <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>: <b>address</b>): (<a href="order_book_types.md#0x7_order_book_types_OrderIdType">order_book_types::OrderIdType</a>, u64, u64)
+<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book.md#0x7_bulk_order_book_cancel_bulk_order">cancel_bulk_order</a>&lt;M: <b>copy</b>, drop, store&gt;(self: &<b>mut</b> <a href="bulk_order_book.md#0x7_bulk_order_book_BulkOrderBook">bulk_order_book::BulkOrderBook</a>&lt;M&gt;, price_time_idx: &<b>mut</b> <a href="price_time_index.md#0x7_price_time_index_PriceTimeIndex">price_time_index::PriceTimeIndex</a>, <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>: <b>address</b>): <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrder">bulk_order_book_types::BulkOrder</a>&lt;M&gt;
 </code></pre>
 
 
@@ -676,20 +677,49 @@ with the same order ID in the future.
     self: &<b>mut</b> <a href="bulk_order_book.md#0x7_bulk_order_book_BulkOrderBook">BulkOrderBook</a>&lt;M&gt;,
     price_time_idx: &<b>mut</b> aptos_experimental::price_time_index::PriceTimeIndex,
     <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>: <b>address</b>
-): (OrderIdType, u64, u64) {
+): BulkOrder&lt;M&gt; {
     <b>if</b> (!self.orders.contains(&<a href="../../aptos-framework/doc/account.md#0x1_account">account</a>)) {
         <b>abort</b> <a href="bulk_order_book.md#0x7_bulk_order_book_EORDER_NOT_FOUND">EORDER_NOT_FOUND</a>;
     };
     // For cancellation, instead of removing the order, we will just cancel the active orders and set the sizes <b>to</b> 0.
     // This allows us <b>to</b> reuse the order id for the same <a href="../../aptos-framework/doc/account.md#0x1_account">account</a> in the future without creating a new order.
     <b>let</b> order = self.orders.remove(&<a href="../../aptos-framework/doc/account.md#0x1_account">account</a>);
-    <b>let</b> order_id = order.get_order_id();
-    <b>let</b> remaining_bid_size = order.get_total_remaining_size(<b>true</b>);
-    <b>let</b> remaining_ask_size = order.get_total_remaining_size(<b>false</b>);
+    <b>let</b> order_copy = order;
     <a href="bulk_order_book.md#0x7_bulk_order_book_cancel_active_orders">cancel_active_orders</a>(price_time_idx, &order);
     order.set_empty();
     self.orders.add(<a href="../../aptos-framework/doc/account.md#0x1_account">account</a>, order);
-    (order_id, remaining_bid_size, remaining_ask_size)
+    order_copy
+}
+</code></pre>
+
+
+
+</details>
+
+<a id="0x7_bulk_order_book_get_bulk_order"></a>
+
+## Function `get_bulk_order`
+
+
+
+<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book.md#0x7_bulk_order_book_get_bulk_order">get_bulk_order</a>&lt;M: <b>copy</b>, drop, store&gt;(self: &<a href="bulk_order_book.md#0x7_bulk_order_book_BulkOrderBook">bulk_order_book::BulkOrderBook</a>&lt;M&gt;, <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>: <b>address</b>): <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrder">bulk_order_book_types::BulkOrder</a>&lt;M&gt;
+</code></pre>
+
+
+
+<details>
+<summary>Implementation</summary>
+
+
+<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book.md#0x7_bulk_order_book_get_bulk_order">get_bulk_order</a>&lt;M: store + <b>copy</b> + drop&gt;(
+    self: &<a href="bulk_order_book.md#0x7_bulk_order_book_BulkOrderBook">BulkOrderBook</a>&lt;M&gt;,
+    <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>: <b>address</b>
+): BulkOrder&lt;M&gt; {
+    <b>if</b> (!self.orders.contains(&<a href="../../aptos-framework/doc/account.md#0x1_account">account</a>)) {
+        <b>abort</b> <a href="bulk_order_book.md#0x7_bulk_order_book_EORDER_NOT_FOUND">EORDER_NOT_FOUND</a>;
+    };
+
+    self.orders.get(&<a href="../../aptos-framework/doc/account.md#0x1_account">account</a>).destroy_some()
 }
 </code></pre>
 

aptos-move/framework/aptos-experimental/doc/bulk_order_book_types.md

@@ -310,30 +310,6 @@ both original and remaining sizes for tracking purposes.
 </dt>
 <dd>
 
-</dd>
-<dt>
-<code>orig_bid_size: u64</code>
-</dt>
-<dd>
-
-</dd>
-<dt>
-<code>orig_ask_size: u64</code>
-</dt>
-<dd>
-
-</dd>
-<dt>
-<code>total_remaining_bid_size: u64</code>
-</dt>
-<dd>
-
-</dd>
-<dt>
-<code>total_remaining_ask_size: u64</code>
-</dt>
-<dd>
-
 </dd>
 <dt>
 <code>bid_prices: <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;</code>
@@ -481,18 +457,11 @@ A new <code><a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrde
     } <b>else</b> {
         (ask_prices, ask_sizes)
     };
-    // Original bid and ask sizes are the sum of the sizes at each price level
-    <b>let</b> orig_bid_size = bid_sizes.fold(0, |acc, size| acc + size);
-    <b>let</b> orig_ask_size = ask_sizes.fold(0, |acc, size| acc + size);
     BulkOrder::V1 {
         order_id,
         <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>,
         unique_priority_idx,
         order_sequence_number,
-        orig_bid_size,
-        orig_ask_size,
-        total_remaining_bid_size: orig_bid_size, // Initially, the remaining size is the original size
-        total_remaining_ask_size: orig_ask_size, // Initially, the remaining size is the original size
         bid_prices: post_only_bid_prices,
         bid_sizes: post_only_bid_sizes,
         ask_prices: post_only_ask_prices,
@@ -936,10 +905,10 @@ A <code>SingleBulkOrderMatch</code> containing the match details.
     is_bid: bool,
     matched_size: u64
 ): OrderMatch&lt;M&gt; {
-    <b>let</b> price = <b>if</b> (is_bid) {
-        order.bid_prices[0]
+    <b>let</b> (price, remaining_size) = <b>if</b> (is_bid) {
+        (order.bid_prices[0], order.bid_sizes[0]  - matched_size)
     } <b>else</b> {
-        order.ask_prices[0]
+        (order.ask_prices[0], order.ask_sizes[0] - matched_size)
     };
     new_order_match&lt;M&gt;(
         new_order_match_details&lt;M&gt;(
@@ -948,8 +917,8 @@ A <code>SingleBulkOrderMatch</code> containing the match details.
             <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/option.md#0x1_option_none">option::none</a>(),
             order.<a href="bulk_order_book_types.md#0x7_bulk_order_book_types_get_unique_priority_idx">get_unique_priority_idx</a>(),
             price,
-            order.orig_bid_size + order.orig_ask_size,
-            order.total_remaining_bid_size + order.total_remaining_ask_size - matched_size,
+            0, // Original size is not applicable for bulk orders
+            remaining_size,
             is_bid,
             good_till_cancelled(),
             order.metadata,
@@ -984,9 +953,9 @@ A <code>SingleBulkOrderMatch</code> containing the match details.
     is_bid: bool,
 ): u64 {
     <b>if</b> (is_bid) {
-        self.total_remaining_bid_size
+        self.bid_sizes.fold(0, |acc, size| acc + size)
     } <b>else</b> {
-        self.total_remaining_ask_size
+        self.ask_sizes.fold(0, |acc, size| acc + size)
     }
 }
 </code></pre>
@@ -1315,21 +1284,19 @@ the size; otherwise, it inserts the new price level at the front.
     other: &OrderMatchDetails&lt;M&gt;,
 ) {
     // Reinsert the order into the bulk order
-    <b>let</b> (prices, sizes, total_remaining) = <b>if</b> (other.is_bid_from_match_details()) {
-        (&<b>mut</b> self.bid_prices, &<b>mut</b> self.bid_sizes, &<b>mut</b> self.total_remaining_bid_size)
+    <b>let</b> (prices, sizes) = <b>if</b> (other.is_bid_from_match_details()) {
+        (&<b>mut</b> self.bid_prices, &<b>mut</b> self.bid_sizes)
     } <b>else</b> {
-        (&<b>mut</b> self.ask_prices, &<b>mut</b> self.ask_sizes, &<b>mut</b> self.total_remaining_ask_size)
+        (&<b>mut</b> self.ask_prices, &<b>mut</b> self.ask_sizes)
     };
     // Reinsert the price and size at the front of the respective vectors - <b>if</b> the price already <b>exists</b>, we ensure that
     // it is same <b>as</b> the reinsertion price and we just increase the size
     // If the price does not exist, we insert it at the front.
     <b>if</b> (prices.length() &gt; 0 && prices[0] == other.get_price_from_match_details()) {
         sizes[0] += other.get_remaining_size_from_match_details(); // Increase the size at the first price level
-        *total_remaining += other.get_remaining_size_from_match_details(); // Increase the total remaining size
     } <b>else</b> {
         prices.insert(0, other.get_price_from_match_details()); // Insert the new price at the front
         sizes.insert(0, other.get_remaining_size_from_match_details()); // Insert the new size at the front
-        *total_remaining += other.get_remaining_size_from_match_details(); // Set the total remaining size <b>to</b> the new size
     }
 }
 </code></pre>
@@ -1385,14 +1352,13 @@ A tuple containing the next active price and size as options.
     is_bid: bool,
     matched_size: u64,
 ): (Option&lt;u64&gt;, Option&lt;u64&gt;) {
-    <b>let</b> (prices, sizes, total_remaining) = <b>if</b> (is_bid) {
-        (&<b>mut</b> self.bid_prices, &<b>mut</b> self.bid_sizes, &<b>mut</b> self.total_remaining_bid_size)
+    <b>let</b> (prices, sizes) = <b>if</b> (is_bid) {
+        (&<b>mut</b> self.bid_prices, &<b>mut</b> self.bid_sizes)
     } <b>else</b> {
-        (&<b>mut</b> self.ask_prices, &<b>mut</b> self.ask_sizes, &<b>mut</b> self.total_remaining_ask_size)
+        (&<b>mut</b> self.ask_prices, &<b>mut</b> self.ask_sizes)
     };
     <b>assert</b>!(matched_size &lt;= sizes[0], <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_EUNEXPECTED_MATCH_SIZE">EUNEXPECTED_MATCH_SIZE</a>); // Ensure the remaining size is not more than the size at the first price level
     sizes[0] -= matched_size; // Decrease the size at the first price level by the matched size
-    *total_remaining -= matched_size; // Decrease the total remaining size
     <b>if</b> (sizes[0] == 0) {
         // If the size at the first price level is now 0, remove this price level
         prices.remove(0);
@@ -1436,8 +1402,6 @@ Sets the bulk order to empty state by clearing all sizes.
 <pre><code><b>public</b>(<b>friend</b>) <b>fun</b> <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_set_empty">set_empty</a>&lt;M: store + <b>copy</b> + drop&gt;(
     self: &<b>mut</b> <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrder">BulkOrder</a>&lt;M&gt;
 ) {
-    self.total_remaining_bid_size = 0;
-    self.total_remaining_ask_size = 0;
     self.bid_sizes = <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector_empty">vector::empty</a>();
     self.ask_sizes = <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector_empty">vector::empty</a>();
     self.bid_prices = <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector_empty">vector::empty</a>();
@@ -1455,7 +1419,7 @@ Sets the bulk order to empty state by clearing all sizes.
 
 
 
-<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_destroy_bulk_order">destroy_bulk_order</a>&lt;M: <b>copy</b>, drop, store&gt;(self: <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrder">bulk_order_book_types::BulkOrder</a>&lt;M&gt;): (<a href="order_book_types.md#0x7_order_book_types_OrderIdType">order_book_types::OrderIdType</a>, <b>address</b>, <a href="order_book_types.md#0x7_order_book_types_UniqueIdxType">order_book_types::UniqueIdxType</a>, u64, u64, u64, u64, u64, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, M)
+<pre><code><b>public</b> <b>fun</b> <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_destroy_bulk_order">destroy_bulk_order</a>&lt;M: <b>copy</b>, drop, store&gt;(self: <a href="bulk_order_book_types.md#0x7_bulk_order_book_types_BulkOrder">bulk_order_book_types::BulkOrder</a>&lt;M&gt;): (<a href="order_book_types.md#0x7_order_book_types_OrderIdType">order_book_types::OrderIdType</a>, <b>address</b>, <a href="order_book_types.md#0x7_order_book_types_UniqueIdxType">order_book_types::UniqueIdxType</a>, u64, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;, M)
 </code></pre>
 
 
@@ -1471,10 +1435,6 @@ Sets the bulk order to empty state by clearing all sizes.
     <b>address</b>,
     UniqueIdxType,
     u64,
-    u64,
-    u64,
-    u64,
-    u64,
     <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;,
     <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;,
     <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/vector.md#0x1_vector">vector</a>&lt;u64&gt;,
@@ -1486,10 +1446,6 @@ Sets the bulk order to empty state by clearing all sizes.
         <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>,
         unique_priority_idx,
         order_sequence_number,
-        orig_bid_size,
-        orig_ask_size,
-        total_remaining_bid_size,
-        total_remaining_ask_size,
         bid_prices,
         bid_sizes,
         ask_prices,
@@ -1501,10 +1457,6 @@ Sets the bulk order to empty state by clearing all sizes.
         <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>,
         unique_priority_idx,
         order_sequence_number,
-        orig_bid_size,
-        orig_ask_size,
-        total_remaining_bid_size,
-        total_remaining_ask_size,
         bid_prices,
         bid_sizes,
         ask_prices,

aptos-move/framework/aptos-experimental/doc/market_bulk_order.md

@@ -85,7 +85,7 @@ Returns:
         ask_sizes,
         metadata,
     ));
-    <b>let</b> (order_id, _, _, _, _, _, _, _, bid_sizes, bid_prices, ask_sizes, ask_prices, _ ) = bulk_order.destroy_bulk_order(); // We don't need <b>to</b> keep the bulk order <b>struct</b> after placement
+    <b>let</b> (order_id, _, _, _, bid_sizes, bid_prices, ask_sizes, ask_prices, _ ) = bulk_order.destroy_bulk_order(); // We don't need <b>to</b> keep the bulk order <b>struct</b> after placement
     // Emit an <a href="../../aptos-framework/doc/event.md#0x1_event">event</a> for the placed bulk order
     market.emit_event_for_bulk_order_placed(order_id, <a href="../../aptos-framework/doc/account.md#0x1_account">account</a>, bid_sizes, bid_prices, ask_sizes, ask_prices);
     <a href="../../aptos-framework/../aptos-stdlib/../move-stdlib/doc/option.md#0x1_option_some">option::some</a>(order_id)
@@ -153,9 +153,17 @@ Parameters:
     user: <b>address</b>,
     callbacks: &MarketClearinghouseCallbacks&lt;M, R&gt;
 ) {
-    <b>let</b> (order_id, remaining_bid_size, remaining_ask_size) = market.get_order_book_mut().<a href="market_bulk_order.md#0x7_market_bulk_order_cancel_bulk_order">cancel_bulk_order</a>(user);
-    <b>if</b> (remaining_bid_size &gt; 0 || remaining_ask_size &gt; 0) {
-        callbacks.cleanup_bulk_orders(user, order_id);
+    <b>let</b> cancelled_bulk_order = market.get_order_book_mut().<a href="market_bulk_order.md#0x7_market_bulk_order_cancel_bulk_order">cancel_bulk_order</a>(user);
+    <b>let</b> (order_id, _, _, _, bid_sizes, bid_prices, ask_sizes, ask_prices, _ ) = cancelled_bulk_order.destroy_bulk_order();
+    <b>let</b> i = 0;
+    <b>while</b> (i &lt; bid_sizes.length()) {
+        callbacks.cleanup_bulk_order_at_price(user, order_id, <b>true</b>, bid_prices[i], bid_sizes[i]);
+        i += 1;
+    };
+    <b>let</b> j = 0;
+    <b>while</b> (j &lt; ask_sizes.length()) {
+        callbacks.cleanup_bulk_order_at_price(user, order_id, <b>false</b>, ask_prices[j], ask_sizes[j]);
+        j += 1;
     };
     market.emit_event_for_bulk_order_cancelled(order_id, user);
 }