From 8d6b6f5f38ac9b9b630712a76b25951ac87c4577 Mon Sep 17 00:00:00 2001
From: Riordan Panayides <riordan@panayid.es>
Date: Fri, 20 Jan 2023 16:50:39 +0000
Subject: [PATCH] Fix serum event change detection

---
 lib/src/fill_event_filter.rs | 56 +++++++++++++++++++++++++-----------
 1 file changed, 39 insertions(+), 17 deletions(-)

diff --git a/lib/src/fill_event_filter.rs b/lib/src/fill_event_filter.rs
index 5371ad6..2af48b7 100644
--- a/lib/src/fill_event_filter.rs
+++ b/lib/src/fill_event_filter.rs
@@ -424,32 +424,54 @@ fn publish_changes_serum(
                 }
 
                 match old_event_view {
-                    SpotEvent::Fill { .. } => {
-                        // every already published event is recorded in checkpoint
+                    SpotEvent::Fill { order_id, .. } => {
+                        if order_id != fill.order_id {
+                            debug!(
+                                "found changed id event {} idx {} seq_num {} header seq num {} old seq num {}",
+                                mkt_pk_string, idx, seq_num, header_seq_num, old_seq_num
+                            );
+    
+                            metric_events_change.increment();
+    
+    
+                            let old_fill = FillEvent::new_from_spot(old_event_view, timestamp, seq_num);
+                            // first revoke old event
+                            fill_update_sender
+                                .try_send(FillEventFilterMessage::Update(FillUpdate {
+                                    slot,
+                                    write_version,
+                                    event: old_fill,
+                                    status: FillUpdateStatus::Revoke,
+                                    market: mkt_pk_string.clone(),
+                                    queue: evq_pk_string.clone(),
+                                }))
+                                .unwrap(); // TODO: use anyhow to bubble up error
+    
+                            // then publish new
+                            fill_update_sender
+                                .try_send(FillEventFilterMessage::Update(FillUpdate {
+                                    slot,
+                                    write_version,
+                                    event: fill.clone(),
+                                    status: FillUpdateStatus::New,
+                                    market: mkt_pk_string.clone(),
+                                    queue: evq_pk_string.clone(),
+                                }))
+                                .unwrap(); // TODO: use anyhow to bubble up error
+                        }
+
+                        // record new event in checkpoint
                         checkpoint.push(fill);
                     }
                     SpotEvent::Out { .. } => {
                         debug!(
-                            "found changed event {} idx {} seq_num {} header seq num {} old seq num {}",
+                            "found changed type event {} idx {} seq_num {} header seq num {} old seq num {}",
                             mkt_pk_string, idx, seq_num, header_seq_num, old_seq_num
                         );
 
                         metric_events_change.increment();
 
-                        let old_fill = FillEvent::new_from_spot(old_event_view, timestamp, seq_num);
-                        // first revoke old event
-                        fill_update_sender
-                            .try_send(FillEventFilterMessage::Update(FillUpdate {
-                                slot,
-                                write_version,
-                                event: old_fill,
-                                status: FillUpdateStatus::Revoke,
-                                market: mkt_pk_string.clone(),
-                                queue: evq_pk_string.clone(),
-                            }))
-                            .unwrap(); // TODO: use anyhow to bubble up error
-
-                        // then publish new if its a fill and record in checkpoint
+                        // publish new fill and record in checkpoint
                         fill_update_sender
                             .try_send(FillEventFilterMessage::Update(FillUpdate {
                                 slot,