cherry-pick vulcan change (#1236)

dydxprotocol · Mar 25, 2024 · 1033ffd · 1033ffd
1 parent 5b5e26f
commit 1033ffd
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Showing 5 changed files with 76 additions and 4 deletions.
diff --git a/indexer/packages/v4-proto-parser/__tests__/order-helpers.test.ts b/indexer/packages/v4-proto-parser/__tests__/order-helpers.test.ts
@@ -1,5 +1,5 @@
 import { IndexerOrderId } from '@dydxprotocol-indexer/v4-protos';
-import { getOrderIdHash, isStatefulOrder } from '../src/order-helpers';
+import { getOrderIdHash, isLongTermOrder, isStatefulOrder } from '../src/order-helpers';
 import { ORDER_FLAG_CONDITIONAL, ORDER_FLAG_LONG_TERM, ORDER_FLAG_SHORT_TERM } from '../src';
 
 describe('getOrderIdHash', () => {
@@ -65,3 +65,23 @@ describe('isStatefulOrder', () => {
     expect(isStatefulOrder(flag)).toEqual(isStateful);
   });
 });
+
+describe('isLongTermOrder', () => {
+  it.each([
+    [ORDER_FLAG_SHORT_TERM.toString(), 'string', false],
+    ['4', 'string', false],
+    [ORDER_FLAG_CONDITIONAL.toString(), 'string', false],
+    [ORDER_FLAG_LONG_TERM.toString(), 'string', true],
+    [ORDER_FLAG_SHORT_TERM, 'number', false],
+    [3, 'number', false],
+    [ORDER_FLAG_CONDITIONAL, 'number', false],
+    [ORDER_FLAG_LONG_TERM, 'number', true],
+    ['abc', 'string', false],
+  ])('Checks if flag %s with type %s is a long term order', (
+    flag: number | string,
+    _type: string,
+    isLongTerm: boolean,
+  ) => {
+    expect(isLongTermOrder(flag)).toEqual(isLongTerm);
+  });
+});
diff --git a/indexer/packages/v4-proto-parser/src/order-helpers.ts b/indexer/packages/v4-proto-parser/src/order-helpers.ts
@@ -24,6 +24,15 @@ export function isStatefulOrder(orderFlag: number | String): boolean {
   return numberOrderFlag === ORDER_FLAG_CONDITIONAL || numberOrderFlag === ORDER_FLAG_LONG_TERM;
 }
 
+export function isLongTermOrder(orderFlag: number | String): boolean {
+  const numberOrderFlag: number = Number(orderFlag);
+  // A string that is not a number will be converted to NaN, and should return false.
+  if (Number.isNaN(numberOrderFlag)) {
+    return false;
+  }
+  return numberOrderFlag === ORDER_FLAG_LONG_TERM;
+}
+
 export function requiresImmediateExecution(tif: IndexerOrder_TimeInForce): boolean {
   return (
     tif === IndexerOrder_TimeInForce.TIME_IN_FORCE_FILL_OR_KILL ||

diff --git a/indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts b/indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
@@ -61,7 +61,8 @@ import { onMessage } from '../../src/lib/on-message';
 import { expectCanceledOrderStatus, expectOpenOrderIds, handleInitialOrderPlace } from '../helpers/helpers';
 import { expectOffchainUpdateMessage, expectWebsocketOrderbookMessage, expectWebsocketSubaccountMessage } from '../helpers/websocket-helpers';
 import { OrderbookSide } from '../../src/lib/types';
-import { getOrderIdHash, isStatefulOrder } from '@dydxprotocol-indexer/v4-proto-parser';
+import { getOrderIdHash, isLongTermOrder, isStatefulOrder } from '@dydxprotocol-indexer/v4-proto-parser';
+import config from '../../src/config';
 
 jest.mock('@dydxprotocol-indexer/base', () => ({
   ...jest.requireActual('@dydxprotocol-indexer/base'),
@@ -82,6 +83,10 @@ describe('order-place-handler', () => {
     jest.useRealTimers();
   });
 
+  afterEach(() => {
+    config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS = true;
+  });
+
   describe('handle', () => {
     const replacementOrder: IndexerOrder = {
       ...redisTestConstants.defaultOrder,
@@ -830,19 +835,38 @@ describe('order-place-handler', () => {
         redisTestConstants.defaultOrderGoodTilBlockTime,
         redisTestConstants.defaultRedisOrderGoodTilBlockTime,
         dbOrderGoodTilBlockTime,
+        false,
       ],
       [
         'conditional',
         redisTestConstants.defaultConditionalOrder,
         redisTestConstants.defaultRedisOrderConditional,
         dbConditionalOrder,
+        false,
+      ],
+      [
+        'good-til-block-time',
+        redisTestConstants.defaultOrderGoodTilBlockTime,
+        redisTestConstants.defaultRedisOrderGoodTilBlockTime,
+        dbOrderGoodTilBlockTime,
+        true,
+      ],
+      [
+        'conditional',
+        redisTestConstants.defaultConditionalOrder,
+        redisTestConstants.defaultRedisOrderConditional,
+        dbConditionalOrder,
+        true,
       ],
     ])('handles order place with OPEN placement status, exists initially (with %s)', async (
       _name: string,
       orderToPlace: IndexerOrder,
       expectedRedisOrder: RedisOrder,
       placedOrder: OrderFromDatabase,
+      sendSubaccountWebsocketMessage: boolean,
     ) => {
+      // eslint-disable-next-line max-len
+      config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS = sendSubaccountWebsocketMessage;
       synchronizeWrapBackgroundTask(wrapBackgroundTask);
       const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis();
       // Handle the order place event for the initial order with BEST_EFFORT_OPENED
@@ -883,7 +907,9 @@ describe('order-place-handler', () => {
         testConstants.defaultPerpetualMarket,
         APIOrderStatusEnum.OPEN,
         // Subaccount messages should be sent for stateful order with OPEN status
-        true,
+        !(
+          isLongTermOrder(expectedRedisOrder.order!.orderId!.orderFlags) &&
+          !sendSubaccountWebsocketMessage),
       );
 
       expect(logger.error).not.toHaveBeenCalled();

diff --git a/indexer/services/vulcan/src/config.ts b/indexer/services/vulcan/src/config.ts
@@ -30,6 +30,9 @@ export const configSchema = {
   SEND_WEBSOCKET_MESSAGES: parseBoolean({
     default: true,
   }),
+  SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS: parseBoolean({
+    default: true,
+  }),
 };
 
 export default parseSchema(configSchema);
diff --git a/indexer/services/vulcan/src/handlers/order-place-handler.ts b/indexer/services/vulcan/src/handlers/order-place-handler.ts
@@ -19,6 +19,7 @@ import {
 import {
   getOrderIdHash,
   isStatefulOrder,
+  isLongTermOrder,
   ORDER_FLAG_SHORT_TERM,
   requiresImmediateExecution,
 } from '@dydxprotocol-indexer/v4-proto-parser';
@@ -120,7 +121,12 @@ export class OrderPlaceHandler extends Handler {
 
     // TODO(CLOB-597): Remove this logic and log erorrs once best-effort-open is not sent for
     // stateful orders in the protocol
-    if (this.shouldSendSubaccountMessage(orderPlace, placeOrderResult, placementStatus)) {
+    if (this.shouldSendSubaccountMessage(
+      orderPlace,
+      placeOrderResult,
+      placementStatus,
+      redisOrder,
+    )) {
       // TODO(IND-171): Determine whether we should always be sending a message, even when the cache
       // isn't updated.
       // For stateful and conditional orders, look the order up in the db for the createdAtHeight
@@ -273,7 +279,15 @@ export class OrderPlaceHandler extends Handler {
     orderPlace: OrderPlaceV1,
     placeOrderResult: PlaceOrderResult,
     placementStatus: OrderPlaceV1_OrderPlacementStatus,
+    redisOrder: RedisOrder,
   ): boolean {
+    if (
+      isLongTermOrder(redisOrder.order!.orderId!.orderFlags) &&
+      !config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS
+    ) {
+      return false;
+    }
+
     const orderFlags: number = orderPlace.order!.orderId!.orderFlags;
     const status: OrderPlaceV1_OrderPlacementStatus = orderPlace.placementStatus;
     // Best-effort-opened status should only be sent for short-term orders