From af2d28e805a425deb4dde2e2893dab2b8c4c7137 Mon Sep 17 00:00:00 2001
From: Philippe Maes <philippe@ftx.com>
Date: Tue, 22 Sep 2020 16:14:51 +0200
Subject: [PATCH] Fix orderbook speed issues

---
 src/components/Orderbook.jsx | 49 ++++++++++++++++--------------------
 src/components/TradeForm.jsx |  4 +--
 src/pages/TradePage.jsx      | 12 ++++++---
 3 files changed, 31 insertions(+), 34 deletions(-)

diff --git a/src/components/Orderbook.jsx b/src/components/Orderbook.jsx
index 6b8b9eb..952ace6 100644
--- a/src/components/Orderbook.jsx
+++ b/src/components/Orderbook.jsx
@@ -52,9 +52,7 @@ export default function Orderbook({ smallScreen, depth = 7, onPrice, onSize }) {
   const currentOrderbookData = useRef(null);
   const lastOrderbookData = useRef(null);
 
-  const [asksToDisplay, setAsksToDisplay] = useState([]);
-  const [bidsToDisplay, setBidsToDisplay] = useState([]);
-  const [totalSize, setTotalSize] = useState(0);
+  const [orderbookData, setOrderbookData] = useState(null);
 
   useInterval(() => {
     if (
@@ -65,24 +63,19 @@ export default function Orderbook({ smallScreen, depth = 7, onPrice, onSize }) {
       let bids = orderbook?.bids || [];
       let asks = orderbook?.asks || [];
 
-      let [asksToDisplay, totalAskSize] = getCumulativeOrderbookSide(
-        asks,
-        true,
-      );
-      let [bidsToDisplay, totalBidSize] = getCumulativeOrderbookSide(
-        bids,
-        false,
-      );
-      let totalSize = totalAskSize + totalBidSize;
+      let sum = (total, [, size], index) =>
+        index < depth ? total + size : total;
+      let totalSize = bids.reduce(sum, 0) + asks.reduce(sum, 0);
 
-      setAsksToDisplay(asksToDisplay);
-      setBidsToDisplay(bidsToDisplay);
-      setTotalSize(totalSize);
+      let bidsToDisplay = getCumulativeOrderbookSide(bids, totalSize, false);
+      let asksToDisplay = getCumulativeOrderbookSide(asks, totalSize, true);
 
       currentOrderbookData.current = {
         bids: orderbook?.bids,
         asks: orderbook?.asks,
       };
+
+      setOrderbookData({ bids: bidsToDisplay, asks: asksToDisplay });
     }
   }, 250);
 
@@ -93,23 +86,23 @@ export default function Orderbook({ smallScreen, depth = 7, onPrice, onSize }) {
     };
   }, [orderbook]);
 
-  function getCumulativeOrderbookSide(orders, backwards = false) {
+  function getCumulativeOrderbookSide(orders, totalSize, backwards = false) {
     let cumulative = orders
       .slice(0, depth)
       .reduce((cumulative, [price, size], i) => {
+        const cumulativeSize = (cumulative[i - 1]?.cumulativeSize || 0) + size;
         cumulative.push({
           price,
           size,
-          cumulativeSize: (cumulative[i - 1]?.cumulativeSize || 0) + size,
+          cumulativeSize,
+          sizePercent: Math.round((cumulativeSize / (totalSize || 1)) * 100),
         });
         return cumulative;
       }, []);
     if (backwards) {
       cumulative = cumulative.reverse();
     }
-    let totalSize =
-      cumulative[backwards ? 0 : cumulative.length - 1]?.cumulativeSize || 0;
-    return [cumulative, totalSize];
+    return cumulative;
   }
 
   return (
@@ -127,27 +120,27 @@ export default function Orderbook({ smallScreen, depth = 7, onPrice, onSize }) {
           Price ({quoteCurrency})
         </Col>
       </SizeTitle>
-      {asksToDisplay.map(({ price, size, cumulativeSize }) => (
+      {orderbookData?.asks.map(({ price, size, sizePercent }) => (
         <OrderbookRow
           key={price + ''}
           price={price}
           size={size}
           side={'sell'}
-          sizePercent={(cumulativeSize / (totalSize || 1)) * 100}
-          onSizeClick={() => onSize(size)}
+          sizePercent={sizePercent}
           onPriceClick={() => onPrice(price)}
+          onSizeClick={() => onSize(size)}
         />
       ))}
       <MarkPriceComponent markPrice={markPrice} />
-      {bidsToDisplay.map(({ price, size, cumulativeSize }) => (
+      {orderbookData?.bids.map(({ price, size, sizePercent }) => (
         <OrderbookRow
           key={price + ''}
           price={price}
           size={size}
           side={'buy'}
-          sizePercent={(cumulativeSize / (totalSize || 1)) * 100}
-          onSizeClick={() => onSize(size)}
+          sizePercent={sizePercent}
           onPriceClick={() => onPrice(price)}
+          onSizeClick={() => onSize(size)}
         />
       ))}
     </FloatingElement>
@@ -168,7 +161,7 @@ const OrderbookRow = React.memo(
         () =>
           element.current?.classList.contains('flash') &&
           element.current?.classList.remove('flash'),
-        500,
+        250,
       );
     }, [price, size]);
 
@@ -202,7 +195,7 @@ const OrderbookRow = React.memo(
     );
   },
   (prevProps, nextProps) =>
-    isEqual(prevProps, nextProps, ['side', 'price', 'size', 'sizePercent']),
+    isEqual(prevProps, nextProps, ['price', 'size', 'sizePercent']),
 );
 
 const MarkPriceComponent = React.memo(
diff --git a/src/components/TradeForm.jsx b/src/components/TradeForm.jsx
index a2a24d3..cf0fe77 100644
--- a/src/components/TradeForm.jsx
+++ b/src/components/TradeForm.jsx
@@ -77,7 +77,7 @@ export default function TradeForm({ style, setChangeOrderRef }) {
   }, [setChangeOrderRef]);
 
   useEffect(() => {
-    onSliderChange(sizeFraction);
+    baseSize && price && onSliderChange(sizeFraction);
     // eslint-disable-next-line react-hooks/exhaustive-deps
   }, [side]);
 
@@ -221,7 +221,7 @@ export default function TradeForm({ style, setChangeOrderRef }) {
           style={{ textAlign: 'right', paddingBottom: 8 }}
           addonBefore={<div style={{ width: '30px' }}>Price</div>}
           suffix={
-            <span style={{ fontSize: 10, opacity: 0.5 }}>{baseCurrency}</span>
+            <span style={{ fontSize: 10, opacity: 0.5 }}>{quoteCurrency}</span>
           }
           value={price}
           type="number"
diff --git a/src/pages/TradePage.jsx b/src/pages/TradePage.jsx
index 585a072..8dd86ef 100644
--- a/src/pages/TradePage.jsx
+++ b/src/pages/TradePage.jsx
@@ -58,10 +58,14 @@ export default function TradePage() {
   const width = dimensions?.width;
   const componentProps = {
     onChangeOrderRef: (ref) => (changeOrderRef.current = ref),
-    onPrice: (price) =>
-      changeOrderRef.current && changeOrderRef.current({ price }),
-    onSize: (size) =>
-      changeOrderRef.current && changeOrderRef.current({ size }),
+    onPrice: useCallback(
+      (price) => changeOrderRef.current && changeOrderRef.current({ price }),
+      [],
+    ),
+    onSize: useCallback(
+      (size) => changeOrderRef.current && changeOrderRef.current({ size }),
+      [],
+    ),
   };
   const getComponent = useCallback(() => {
     if (handleDeprecated) {