feat: apply filter policy before adding an order #176
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anxolin
commented
Dec 10, 2024
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| // Apply the filter policy, in case this order should be dropped | ||
| if (filterPolicy) { | ||
| const filterResult = filterPolicy.preFilter({ |
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key part of this PR. We apply the filtering.
anxolin
commented
Dec 10, 2024
| conditionalOrderParams, | ||
| }); | ||
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| if (filterResult === policy.FilterAction.DROP) { |
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we only handle DROP, because for SKIP we should add the order
alfetopito
approved these changes
Dec 13, 2024
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| blockNumber: number, | ||
| context: ChainContext |
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Please update the docstring as well
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Description
We are not respecting the filter policy in order to add or not add orders from events.
Context
I noticed how staging indexed this an order of an owner that shouldn't have. However, in the next block got dropped because we apply the filtering using the policies at the beginning of processing a block.
This explain this increment + decreement:
You can also see this in the logs:
Chages
This pr applies the filter policy before adding an order, so we don't add it in the first place.
Test
You can create one TWAP using any account and see how now we don't get this increment and decrement in Grafana.