tatanka: Add orderbook db. #3164
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JoeGruffins
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Mesh nodes don't maintain any order books. Only clients.
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The db is not for clients? I assumed they would also keep track of things like reputation, bond validity using the db.
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Ah. The tatanka/db package is for server mesh nodes database needs. We'll need to create a client lexi DB too.
| type OrderBook struct { | ||
| orderBook *lexi.Table | ||
| orderBookOrderIDIdx *lexi.Index | ||
| orderBookStampIdx *lexi.Index | ||
| orderBookSellRateIdx *lexi.Index | ||
| } |
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Do orders need to be stored to disk?
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If there were a lot of orders, would you store them all in memory? I thought every client would do their best effort to keep up with the entire order book for whatever markets they are interested in. There could be many.
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An order is roughly 100 bytes
type Order struct {
From PeerID // 32 bytes
BaseID uint32 // 4
QuoteID uint32 // 4
Sell bool // 1
Qty uint64 // 8
Rate uint64 // 8
LotSize uint64 // 8
Stamp time.Time // 24, I think
Expiration time.Time // 24
}Let's say each market has 1000 orders per side. Then a market's footprint in memory will be 100 * 1000 * 2 bytes = 200 kB.
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Ok, no db just a map then. I'll rework this.
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part of #3115