chore: add market-depth-provider unit tests (#1839)

libs/market-depth/src/lib/depth-chart.tsx

@@ -7,7 +7,7 @@ import {
   ThemeContext,
   getNumberFormat,
 } from '@vegaprotocol/react-helpers';
-import dataProvider from './market-depth-provider';
+import { marketDepthProvider } from './market-depth-provider';
 import {
   useCallback,
   useEffect,
@@ -115,7 +115,7 @@ export const DepthChartContainer = ({ marketId }: DepthChartManagerProps) => {
   );
 
   const { data, error, loading } = useDataProvider({
-    dataProvider,
+    dataProvider: marketDepthProvider,
     update,
     variables,
   });

libs/market-depth/src/lib/index.ts

@@ -1,6 +1,6 @@
 export * from './__generated___/MarketDepth';
 export * from './depth-chart';
-export * from './market-depth-provider';
+export { marketDepthProvider } from './market-depth-provider';
 export * from './orderbook-container';
 export * from './orderbook-data';
 export * from './orderbook-manager';

libs/market-depth/src/lib/market-depth-provider.spec.ts

@@ -0,0 +1,76 @@
+import { update } from './market-depth-provider';
+import { captureException } from '@sentry/react';
+
+const reload = jest.fn();
+jest.mock('@sentry/react', () => {
+  const original = jest.requireActual('@sentry/react'); // Step 2.
+  return {
+    ...original,
+    captureException: jest.fn(),
+  };
+});
+
+jest.mock('./orderbook-data', () => ({
+  updateLevels: jest.fn((arg) => arg),
+}));
+
+describe('market depth provider update', () => {
+  it('omits overlapping updates', () => {
+    const data = {
+      id: '1',
+      depth: {
+        sequenceNumber: '1',
+      },
+    };
+    const delta = {
+      marketId: '2',
+      sequenceNumber: '',
+      previousSequenceNumber: '',
+    };
+    const updatedData = update(data, [delta], reload);
+    expect(updatedData).toBe(data);
+  });
+
+  it('omits not matching market', () => {
+    const data = {
+      id: '1',
+      depth: {
+        sequenceNumber: '10',
+      },
+    };
+    const delta = [
+      {
+        marketId: '1',
+        sequenceNumber: '5',
+        previousSequenceNumber: '',
+      },
+      {
+        marketId: '1',
+        sequenceNumber: '10',
+        previousSequenceNumber: '',
+      },
+    ];
+    expect(update(data, delta.slice(0, 1), reload)).toBe(data);
+    expect(update(data, delta.slice(1, 2), reload)).toBe(data);
+  });
+
+  it('restarts and captureException when there is gap in updates', () => {
+    const data = {
+      id: '1',
+      depth: {
+        sequenceNumber: '10',
+      },
+    };
+    const delta = [
+      {
+        marketId: '1',
+        sequenceNumber: '16',
+        previousSequenceNumber: '12',
+      },
+    ];
+    const updatedData = update(data, delta, reload);
+    expect(updatedData).toBe(data);
+    expect(reload).toBeCalled();
+    expect(captureException).toBeCalled();
+  });
+});

libs/market-depth/src/lib/market-depth-provider.ts

@@ -12,40 +12,34 @@ import type {
   MarketDepthUpdateSubscription,
 } from './__generated___/MarketDepth';
 
-const sequenceNumbers: Record<string, number> = {};
+export const update: Update<
-
-const update: Update<
   ReturnType<typeof getData>,
   ReturnType<typeof getDelta>
 > = (data, deltas, reload) => {
   if (!data) {
-    return;
+    return data;
   }
   for (const delta of deltas) {
     if (delta.marketId !== data.id) {
       continue;
     }
-    const currentSequenceNumber = Number(delta.sequenceNumber);
+    if (Number(delta.sequenceNumber) <= Number(data.depth.sequenceNumber)) {
-    if (currentSequenceNumber <= sequenceNumbers[delta.marketId]) {
       return data;
     }
-    if (
+    if (delta.previousSequenceNumber !== data.depth.sequenceNumber) {
-      delta.previousSequenceNumber !==
-      sequenceNumbers[delta.marketId].toString()
-    ) {
       captureException(
         new Error(
           `Sequence number gap in marketsDepthUpdate for {data.id}, {sequenceNumbers[delta.marketId]} - {delta.previousSequenceNumber}`
         )
       );
-      delete sequenceNumbers[delta.marketId];
       reload();
-      return;
+      return data;
     }
-    sequenceNumbers[delta.marketId] = Number(currentSequenceNumber);
     const updatedData = {
       ...data,
-      depth: { ...data.depth },
+      depth: {
+        ...data.depth,
+      },
     };
     if (delta.buy) {
       updatedData.depth.buy = updateLevels(data.depth.buy ?? [], delta.buy);
@@ -53,19 +47,14 @@ const update: Update<
     if (delta.sell) {
       updatedData.depth.sell = updateLevels(data.depth.sell ?? [], delta.sell);
     }
+    updatedData.depth.sequenceNumber = delta.sequenceNumber;
     return updatedData;
   }
   return data;
 };
 
-const getData = (responseData: MarketDepthQuery) => {
+const getData = (responseData: MarketDepthQuery) => responseData.market;
-  if (responseData.market?.id) {
+
-    sequenceNumbers[responseData.market.id] = Number(
-      responseData.market.depth.sequenceNumber
-    );
-  }
-  return responseData.market;
-};
 const getDelta = (subscriptionData: MarketDepthUpdateSubscription) =>
   subscriptionData.marketsDepthUpdate;
 
@@ -76,5 +65,3 @@ export const marketDepthProvider = makeDataProvider({
   getData,
   getDelta,
 });
-
-export default marketDepthProvider;

libs/market-depth/src/lib/orderbook-manager.tsx

@@ -2,7 +2,7 @@ import throttle from 'lodash/throttle';
 import { AsyncRenderer } from '@vegaprotocol/ui-toolkit';
 import { Orderbook } from './orderbook';
 import { useDataProvider } from '@vegaprotocol/react-helpers';
-import marketDepthProvider from './market-depth-provider';
+import { marketDepthProvider } from './market-depth-provider';
 import { marketDataProvider, marketProvider } from '@vegaprotocol/market-list';
 import type { MarketData } from '@vegaprotocol/market-list';
 import { useCallback, useEffect, useMemo, useRef, useState } from 'react';

libs/market-depth/src/lib/use-orderbook-data.ts

@@ -1,7 +1,7 @@
 import { useCallback, useEffect, useRef, useState } from 'react';
 import throttle from 'lodash/throttle';
 import { useDataProvider } from '@vegaprotocol/react-helpers';
-import dataProvider from './market-depth-provider';
+import { marketDepthProvider } from './market-depth-provider';
 import type { MarketDepthQuery } from './__generated___/MarketDepth';
 
 interface Props {
@@ -39,7 +39,7 @@ export const useOrderBookData = ({
   );
 
   const { data, error, loading } = useDataProvider({
-    dataProvider,
+    dataProvider: marketDepthProvider,
     update,
     variables,
   });