Orders by Owner Pagination

[crnbarr93]

Closes: #28

What is the purpose of the change

The previous implementation of get_orders_by_owner did not employ pagination, leading to the possibility of DoS if a user placed a significant amount of orders. These changes add pagination in a cursor-like format by providing:

• Minimum limit order (including book and tick)
• Maximum limit order (including book and tick)
• Page size

The page size defaults to 50 and has a maximum of 100 (can be adjusted), and all three parameters are optional. A user could iterate through all orders by simply passing the (order.book_id, order.tick_id, order.order_id) of the last order in the previous page as the min parameter. Orders are ordered by the following priority:

1. Book ID
2. Tick ID
3. Order ID

Testing and Verifying

This change added tests and can be verified as follows:

cargo unit-test test_state

• Added a test for pagination in test_state

Future Work

The current implementation has a troubling ordering due to the tuple used to index orders. A potential approach is to use the multiindex for filtering orders to book/tick and have orders be a direct mapping between order id and the order itself, however this may incur execution overhead at the benefit of easier querying, cancellations and pagination.

[AlpinYukseloglu]

Nice, this should improve integrator/FE UX quite a bit