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feat(book+ux): deep limit order book (thousands of orders) + CEX-style advanced trading UI + load tests #102

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opened 2026-04-22 03:24:04 +00:00 by PlasticDigits · 8 comments

PlasticDigits commented

2026-04-22 03:24:04 +00:00

(Migrated from gitlab.com)

Summary

The on-chain order book is currently surfaced via limit-book-shallow (default 10 levels, max 20 per LIMIT_BOOK_SHALLOW_DEPTH_MAX in indexer/src/api/pairs.rs) and a minimal list UI in LimitOrdersPage. Product requirement: support thousands of resting orders with a full-depth (or paged) book API, performance-tested indexer/LCD access patterns, and an advanced trading UI comparable to what centralized spot exchanges offer for pro users.

CEX / pro spot trading: reference feature set (research baseline)

Typical advanced spot interfaces include (varying by venue): L2 / depth book (aggregated price levels or full order row depth), time & sales (tape) with filters, last price and 24h stats, order entry with limit/market (and sometimes stop-limit, post-only / maker, TIF/IOC/FOK-style where applicable — many are not on-chain in Cosmos; map honestly to cl8y capabilities), open orders and order history with cancel/replace, trades (user fills) and fees breakdown, chart integration (tradingview-style) with intervals and crosshair sync to book price, watchlists / favorites, depth chart (historical or cumulative depth visualization), hotkeys for power users, layout persistence (save panels), and export (CSV) for tax/analytics. Not all CEX features apply to on-chain; each item needs a “supported / out of scope / off-chain only” decision in implementation issues.

Requirements

Backend (indexer + LCD)

Replace or complement shallow with paged or streaming book walks that can handle 1000+ visible orders (subject to LCD rate limits and pair contract query costs) — strategies may include: cursor/continuation from order_book_head + next traversal, level aggregation by price tick, or keyset pagination with documented caps.
Load tests and unit/integration tests that simulate a wide book (contract test harness or large fixture data via mocks where LCD is stubbed).
SLOs: document max latency, error behavior when LCD throttles, and caching policy.

Frontend (advanced trading)

New /trade (or similar) advanced layout: resizable order book + chart + order ticket + trades/ tape; mobile-responsive degradation plan.
No “shallow” copy in user-facing UI for production — replace with “depth N” or full book with loading states.
Order placement and cancel flows from this surface without forcing users to the simple limits page.
Standard CEX affordances from the research list, scoped to what the chain + indexer actually support; document gaps.

Testing

Automated tests proving O(N) or bounded LCD calls for a deep book (see testing epic for environment).

Acceptance criteria

limit-book-shallow superseded or extended; max 20 no longer a hard product ceiling for “advanced” (even if a per-request cap remains for a single HTTP call, pagination must allow thousands cumulative).
docs/limit-orders.md and ADR 0002 updated to match new behavior.
Load or stress test in CI (or scheduled job) for indexer book endpoints.

References

indexer/src/api/pairs.rs — get_pair_limit_book_shallow, LIMIT_BOOK_SHALLOW_DEPTH_MAX
docs/limit-orders.md — shallow walk documentation
frontend-dapp/src/pages/LimitOrdersPage.tsx — getPairLimitBookShallow usage

Labels suggested

frontend, indexer, limit-orders, ux, performance, testing, launch-blocker

## Summary The on-chain order book is currently surfaced via **`limit-book-shallow`** (default **10** levels, **max 20** per `LIMIT_BOOK_SHALLOW_DEPTH_MAX` in `indexer/src/api/pairs.rs`) and a minimal list UI in `LimitOrdersPage`. Product requirement: **support thousands of resting orders** with a **full-depth** (or paged) book API, **performance-tested** indexer/LCD access patterns, and an **advanced trading** UI comparable to what **centralized spot exchanges** offer for pro users. ## CEX / pro spot trading: reference feature set (research baseline) *Typical* advanced spot interfaces include (varying by venue): **L2 / depth book** (aggregated price levels or full order row depth), **time & sales (tape)** with filters, **last price** and **24h** stats, **order entry** with **limit/market** (and sometimes **stop-limit**, **post-only / maker**, **TIF/IOC/FOK**-style where applicable — many are **not** on-chain in Cosmos; map honestly to cl8y capabilities), **open orders** and **order history** with cancel/replace, **trades** (user fills) and **fees** breakdown, **chart** integration (tradingview-style) with **intervals** and **crosshair** sync to book price, **watchlists** / **favorites**, **depth chart** (historical or cumulative depth visualization), **hotkeys** for power users, **layout persistence** (save panels), and **export** (CSV) for tax/analytics. **Not all** CEX features apply to on-chain; each item needs a **“supported / out of scope / off-chain only”** decision in implementation issues. ## Requirements ### Backend (indexer + LCD) - Replace or complement **shallow** with **paged** or **streaming** book walks that can handle **1000+** visible orders (subject to **LCD rate limits** and **pair contract** query costs) — strategies may include: **cursor/continuation** from `order_book_head` + `next` traversal, **level aggregation** by price tick, or **keyset pagination** with documented caps. - **Load tests** and **unit/integration tests** that simulate a **wide book** (contract test harness or large fixture data via mocks where LCD is stubbed). - **SLOs**: document max latency, error behavior when LCD throttles, and caching policy. ### Frontend (advanced trading) - New **/trade** (or similar) **advanced** layout: resizable **order book** + **chart** + **order ticket** + **trades/ tape**; mobile-responsive degradation plan. - **No “shallow” copy** in user-facing UI for production — replace with “depth N” or full book with loading states. - **Order placement** and **cancel** flows from this surface without forcing users to the simple limits page. - **Standard CEX affordances** from the research list, **scoped** to what the chain + indexer actually support; document gaps. ### Testing - **Automated** tests proving **O(N)** or bounded LCD calls for a **deep** book (see testing epic for environment). ## Acceptance criteria - [ ] `limit-book-shallow` **superseded or extended**; **max 20** no longer a hard product ceiling for “advanced” (even if a **per-request cap** remains for a single HTTP call, **pagination** must allow thousands cumulative). - [ ] `docs/limit-orders.md` and `ADR 0002` updated to match new behavior. - [ ] Load or stress test in CI (or scheduled job) for indexer book endpoints. ## References - `indexer/src/api/pairs.rs` — `get_pair_limit_book_shallow`, `LIMIT_BOOK_SHALLOW_DEPTH_MAX` - `docs/limit-orders.md` — shallow walk documentation - `frontend-dapp/src/pages/LimitOrdersPage.tsx` — `getPairLimitBookShallow` usage ## Labels suggested `frontend`, `indexer`, `limit-orders`, `ux`, `performance`, `testing`, `launch-blocker`

PlasticDigits commented

2026-04-22 03:24:50 +00:00

(Migrated from gitlab.com)

mentioned in issue #107

PlasticDigits commented

2026-04-22 04:59:55 +00:00

(Migrated from gitlab.com)

mentioned in commit 844607a438

mentioned in commit 844607a43804ca154ecdb789267e326c961bb657

PlasticDigits commented

2026-04-22 05:00:52 +00:00

(Migrated from gitlab.com)

mentioned in issue #106

PlasticDigits commented

2026-04-22 05:34:13 +00:00

(Migrated from gitlab.com)

mentioned in commit fc75387c38

mentioned in commit fc75387c38e348ae9a50adc3c21ce91cfec5311c

PlasticDigits commented

2026-04-22 05:34:13 +00:00

(Migrated from gitlab.com)

mentioned in commit 9de855211f

mentioned in commit 9de855211fb21168f291f6c4e6608f0206cfb144

PlasticDigits commented

2026-04-22 05:34:31 +00:00

(Migrated from gitlab.com)

Implemented GitLab #102 (deep limit book + advanced trade UI). @brouie please verify when you can.

Indexer

New GET /api/v1/pairs/{addr}/limit-book with keyset pagination (limit default 50, max 100; optional after_order_id from next_after_order_id). Shared LCD walk in indexer/src/api/limit_book_lcd.rs; limit-book-shallow kept as legacy preview.
Integration tests in indexer/tests/api_limit_book_deep.rs (deep chain, bad cursor, side mismatch, concurrent page fetches; serial_test + wiremock). Existing shallow mock tests unchanged.

Frontend

New /trade and /trade/:pairAddr with react-resizable-panels (desktop): order book (load-more depth), chart, trades tape, limit ticket. Mobile: stacked layout.
getPairLimitBookPage + types; Limits page uses paginated preview (20 levels) and removes "shallow" UX copy.
Nav: Trade; e2e navigation spec updated.

Docs

docs/limit-orders.md, ADR 0002, docs/indexer-invariants.md updated for pagination and SLO-style LCD cost notes.

Merged to main and pushed. CI: indexer tests need Postgres (TEST_DATABASE_URL / GHA service).

Implemented GitLab #102 (deep limit book + advanced trade UI). @brouie please verify when you can. **Indexer** - New `GET /api/v1/pairs/{addr}/limit-book` with keyset pagination (`limit` default 50, max 100; optional `after_order_id` from `next_after_order_id`). Shared LCD walk in `indexer/src/api/limit_book_lcd.rs`; `limit-book-shallow` kept as legacy preview. - Integration tests in `indexer/tests/api_limit_book_deep.rs` (deep chain, bad cursor, side mismatch, concurrent page fetches; `serial_test` + wiremock). Existing shallow mock tests unchanged. **Frontend** - New `/trade` and `/trade/:pairAddr` with `react-resizable-panels` (desktop): order book (load-more depth), chart, trades tape, limit ticket. Mobile: stacked layout. - `getPairLimitBookPage` + types; Limits page uses paginated preview (20 levels) and removes "shallow" UX copy. - Nav: Trade; e2e navigation spec updated. **Docs** - `docs/limit-orders.md`, ADR 0002, `docs/indexer-invariants.md` updated for pagination and SLO-style LCD cost notes. Merged to `main` and pushed. CI: indexer tests need Postgres (`TEST_DATABASE_URL` / GHA service).

Brouie commented

2026-04-24 07:47:41 +00:00

(Migrated from gitlab.com)

mentioned in issue #114

PlasticDigits (Migrated from gitlab.com) closed this issue

2026-04-24 12:21:24 +00:00

PlasticDigits commented

2026-05-26 07:59:51 +00:00

(Migrated from gitlab.com)

mentioned in issue #194