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fix: avoid websocket snapshot hash allocation

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floor-licker
2026-06-22 20:55:11 -04:00
parent d6a87636c9
commit 13fc277f98
2 changed files with 87 additions and 7 deletions
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src/book.rs
+19 -7
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@@ -208,11 +208,11 @@ pub struct OrderBook {
/// Snapshot generation used to retain book levels without rescanning input payloads.
snapshot_generation: u64,
/// Last accepted full-book snapshot hash, when the feed provides one.
/// Last accepted full-book snapshot hash fingerprint, when the feed provides one.
///
/// This is used as a tie-breaker for same-millisecond snapshots. If the timestamp is equal
/// but the hash differs, the snapshot can still represent a newer book state.
last_snapshot_hash: Option<String>,
/// but the hash fingerprint differs, the snapshot can still represent a newer book state.
last_snapshot_hash_fingerprint: Option<u64>,
/// Minimum tick size for this market in ticks (like 10 for $0.001 increments)
/// Some markets only allow certain price increments
@@ -255,7 +255,7 @@ impl OrderBook {
bids: BookSide::new(BookSideKind::Bid, max_depth), // Empty to start
asks: BookSide::new(BookSideKind::Ask, max_depth), // Empty to start
snapshot_generation: 0,
last_snapshot_hash: None,
last_snapshot_hash_fingerprint: None,
tick_size_ticks: None, // We'll set this later when we learn about the market
max_depth,
}
@@ -620,7 +620,7 @@ impl OrderBook {
}
self.last_snapshot_timestamp_ms = update.timestamp;
self.last_snapshot_hash = update.hash.clone();
self.last_snapshot_hash_fingerprint = update.hash.as_deref().map(snapshot_hash_fingerprint);
self.timestamp = chrono::DateTime::<Utc>::from_timestamp_millis(update.timestamp as i64)
.unwrap_or_else(Utc::now);
self.begin_snapshot();
@@ -730,7 +730,9 @@ impl OrderBook {
return false;
}
hash.is_some_and(|hash| self.last_snapshot_hash.as_deref() != Some(hash))
hash.is_some_and(|hash| {
self.last_snapshot_hash_fingerprint != Some(snapshot_hash_fingerprint(hash))
})
}
#[inline]
@@ -769,7 +771,7 @@ impl OrderBook {
}
self.last_snapshot_timestamp_ms = timestamp;
self.last_snapshot_hash = hash.map(str::to_owned);
self.last_snapshot_hash_fingerprint = hash.map(snapshot_hash_fingerprint);
self.timestamp = chrono::DateTime::<Utc>::from_timestamp_millis(timestamp as i64)
.unwrap_or_else(Utc::now);
self.begin_snapshot();
@@ -1005,6 +1007,16 @@ struct BookShard {
books: RwLock<HashMap<String, OrderBook>>,
}
#[inline]
fn snapshot_hash_fingerprint(hash: &str) -> u64 {
let mut fingerprint = 0xcbf2_9ce4_8422_2325u64;
for &byte in hash.as_bytes() {
fingerprint ^= byte as u64;
fingerprint = fingerprint.wrapping_mul(0x0000_0100_0000_01b3);
}
fingerprint
}
#[inline]
fn shard_index(token_id: &str, shard_count: usize) -> usize {
debug_assert!(shard_count > 0);