[Metrics] Matched order classification counts (#1243)

* add new batch metrics for matched order classification counts

* remove all metrics involved cancelled orders

Co-authored-by: Nicholas Rodrigues Lordello <nlordell@gmail.com>

solver/src/driver.rs

@@ -27,6 +27,7 @@ use shared::{
     token_list::TokenList,
     Web3,
 };
+use std::str::FromStr;
 use std::{
     collections::{HashMap, HashSet},
     sync::Arc,
@@ -288,23 +289,43 @@ impl Driver {
         }
     }
 
-    // Record metric with the amount of orders that were matched but not settled in this runloop (effectively queued for the next one)
-    // Should help us to identify how much we can save by parallelizing execution.
-    fn report_matched_but_unsettled_orders(
+    /// Record metrics on the matched orders from a single batch. Specifically we report on
+    /// the number of orders that were;
+    ///  - matched but not settled in this runloop (effectively queued for the next one)
+    ///  - matched but coming from known liquidity providers.
+    /// Should help us to identify how much we can save by parallelizing execution.
+    fn report_matched_orders(
         &self,
         submitted: &Settlement,
         all: impl Iterator<Item = RatedSettlement>,
+        orders: Vec<LimitOrder>,
     ) {
         let submitted: HashSet<_> = submitted
             .trades()
             .iter()
             .map(|trade| trade.order.order_meta_data.uid)
             .collect();
-        let all_matched: HashSet<_> = all
+        let all_matched_orders: HashSet<_> = all
             .flat_map(|solution| solution.settlement.trades().to_vec())
-            .map(|trade| trade.order.order_meta_data.uid)
+            .map(|trade| trade.order)
+            .collect();
+        let all_matched_ids: HashSet<_> = all_matched_orders
+            .iter()
+            .map(|order| order.order_meta_data.uid)
+            .collect();
+        let matched_but_not_settled = all_matched_ids.difference(&submitted).copied().collect();
+        let liquidity_order_ids: HashSet<_> = orders
+            .into_iter()
+            .filter_map(|order| match order.is_liquidity_order {
+                true => OrderUid::from_str(&order.id).ok(),
+                false => None,
+            })
             .collect();
-        let matched_but_not_settled: HashSet<_> = all_matched.difference(&submitted).collect();
+        let matched_but_unsettled_liquidity_ids: HashSet<_> = liquidity_order_ids
+            .intersection(&matched_but_not_settled)
+            .collect();
+        self.metrics
+            .orders_matched_but_liquidity(matched_but_unsettled_liquidity_ids.len());
         self.metrics
             .orders_matched_but_not_settled(matched_but_not_settled.len())
     }
@@ -403,7 +424,7 @@ impl Driver {
 
         let auction = Auction {
             id: self.next_auction_id(),
-            orders,
+            orders: orders.clone(),
             liquidity,
             gas_price: gas_price.effective_gas_price(),
             deadline: Instant::now() + self.solver_time_limit,
@@ -493,9 +514,10 @@ impl Driver {
                     .collect::<HashSet<OrderUid>>();
             }
 
-            self.report_matched_but_unsettled_orders(
+            self.report_matched_orders(
                 &settlement.settlement,
                 rated_settlements.into_iter().map(|(_, solution)| solution),
+                orders,
             );
         }
 

solver/src/metrics.rs

@@ -29,6 +29,7 @@ pub trait SolverMetrics {
     fn settlement_simulation_failed_on_latest(&self, solver: &'static str);
     fn settlement_simulation_failed(&self, solver: &'static str);
     fn settlement_submitted(&self, successful: bool, solver: &'static str);
+    fn orders_matched_but_liquidity(&self, count: usize);
     fn orders_matched_but_not_settled(&self, count: usize);
     fn runloop_completed(&self);
 }
@@ -41,6 +42,7 @@ pub struct Metrics {
     liquidity: IntGaugeVec,
     settlement_simulations: IntCounterVec,
     settlement_submissions: IntCounterVec,
+    matched_but_liquidity: IntCounter,
     matched_but_unsettled_orders: IntCounter,
     transport_requests: HistogramVec,
     pool_cache_hits: IntCounter,
@@ -94,6 +96,12 @@ impl Metrics {
         )?;
         registry.register(Box::new(settlement_submissions.clone()))?;
 
+        let matched_but_liquidity = IntCounter::new(
+            "orders_matched_liquidity",
+            "Counter for the number of orders for which at least one solver computed an execution which was from a known liquidity provider",
+        )?;
+        registry.register(Box::new(matched_but_liquidity.clone()))?;
+
         let matched_but_unsettled_orders = IntCounter::new(
             "orders_matched_not_settled",
             "Counter for the number of orders for which at least one solver computed an execution which was not chosen in this run-loop",
@@ -126,6 +134,7 @@ impl Metrics {
             liquidity,
             settlement_simulations,
             settlement_submissions,
+            matched_but_liquidity,
             matched_but_unsettled_orders,
             transport_requests,
             pool_cache_hits,
@@ -202,6 +211,10 @@ impl SolverMetrics for Metrics {
             .inc()
     }
 
+    fn orders_matched_but_liquidity(&self, count: usize) {
+        self.matched_but_liquidity.inc_by(count as u64);
+    }
+
     fn orders_matched_but_not_settled(&self, count: usize) {
         self.matched_but_unsettled_orders.inc_by(count as u64);
     }
@@ -262,6 +275,7 @@ impl SolverMetrics for NoopMetrics {
     fn settlement_simulation_failed_on_latest(&self, _: &'static str) {}
     fn settlement_simulation_failed(&self, _: &'static str) {}
     fn settlement_submitted(&self, _: bool, _: &'static str) {}
+    fn orders_matched_but_liquidity(&self, _: usize) {}
     fn orders_matched_but_not_settled(&self, _: usize) {}
     fn runloop_completed(&self) {}
 }