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gnosis / dex-services / 5600 / 3
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DEFAULT BRANCH: master
Ran 02 Dec 2020 10:37AM UTC
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02 Dec 2020 10:06AM UTC coverage: 28.362% (-0.02%) from 28.386%
OPEN_SOLVER_VERSION=v0.1.2 PRIVATE_SOLVER_VERSION=v0.8.7

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Add support for filtered orderbook in the price estimator (#1567)

One half of #1566 

This PR adds a "filter" command line argument to allow filtering tokens and accounts 

### Test Plan

Run the price estimator with a token filter:
```
$ cargo run -p price-estimator -- --orderbook-file target/stablex_orderbook_mainnet.bin --orderbook-filter '{"tokens": {"Blacklist": [158]}}'
```

Now check that you can successfully retrieve the orderbook
```
$ curl -s "http://localhost:8080/api/v1/markets/157-4?batchId=5355804" | jq '{ asks: (.asks | length), bids: (.bids | length) }'
{
  "asks": 10,
  "bids": 565
}
```

Previously, in debug mode, the server would error with:
```
ERRO [services_core::logging] thread ‘tokio-runtime-worker’ panicked at ‘assertion failed: num::is_strictly_positive_and_finite(value)’, pricegraph/src/orderbook/scalar.rs:172:5
```

In release mode, it would enter an **infinite loop**.

13799 of 56098 branches covered (24.6%)

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3804 of 5967 relevant lines covered (63.75%)

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