Merge branch 'main' into jonfung/threadMessageTimingThroughIndexer

.gitignore

@@ -10,4 +10,5 @@ v4-proto-js/node_modules
 v4-proto-js/src
 
 .idea
+.vscode
 **/.DS_Store

indexer/packages/kafka/src/websocket-helper.ts

@@ -41,12 +41,12 @@ export function getTriggerPrice(
   return undefined;
 }
 
-export function createSubaccountWebsocketMessage(
+export function generateSubaccountMessageContents(
   redisOrder: RedisOrder,
   order: OrderFromDatabase | undefined,
   perpetualMarket: PerpetualMarketFromDatabase,
   placementStatus: OrderPlaceV1_OrderPlacementStatus,
-): Buffer {
+): SubaccountMessageContents {
   const orderTIF: TimeInForce = protocolTranslations.protocolOrderTIFToTIF(
     redisOrder.order!.timeInForce,
   );
@@ -90,6 +90,21 @@ export function createSubaccountWebsocketMessage(
       },
     ],
   };
+  return contents;
+}
+
+export function createSubaccountWebsocketMessage(
+  redisOrder: RedisOrder,
+  order: OrderFromDatabase | undefined,
+  perpetualMarket: PerpetualMarketFromDatabase,
+  placementStatus: OrderPlaceV1_OrderPlacementStatus,
+): Buffer {
+  const contents: SubaccountMessageContents = generateSubaccountMessageContents(
+    redisOrder,
+    order,
+    perpetualMarket,
+    placementStatus,
+  );
 
   const subaccountMessage: SubaccountMessage = SubaccountMessage.fromPartial({
     contents: JSON.stringify(contents),

indexer/packages/postgres/__tests__/helpers/constants.ts

@@ -179,6 +179,16 @@ export const defaultAssetPositionId2: string = AssetPositionTable.uuid(
   defaultAssetPosition2.subaccountId,
   defaultAssetPosition2.assetId,
 );
+export const isolatedSubaccountAssetPosition: AssetPositionCreateObject = {
+  subaccountId: isolatedSubaccountId,
+  assetId: '0',
+  size: '5000',
+  isLong: true,
+};
+export const isolatedSubaccountAssetPositionId: string = AssetPositionTable.uuid(
+  isolatedSubaccountAssetPosition.subaccountId,
+  isolatedSubaccountAssetPosition.assetId,
+);
 
 // ============== PerpetualMarkets ==============
 
@@ -445,6 +455,28 @@ export const defaultPerpetualPositionId: string = PerpetualPositionTable.uuid(
   defaultPerpetualPosition.openEventId,
 );
 
+export const isolatedPerpetualPosition: PerpetualPositionCreateObject = {
+  subaccountId: isolatedSubaccountId,
+  perpetualId: isolatedPerpetualMarket.id,
+  side: PositionSide.LONG,
+  status: PerpetualPositionStatus.OPEN,
+  size: '10',
+  maxSize: '25',
+  entryPrice: '20000',
+  sumOpen: '10',
+  sumClose: '0',
+  createdAt: createdDateTime.toISO(),
+  createdAtHeight: createdHeight,
+  openEventId: defaultTendermintEventId,
+  lastEventId: defaultTendermintEventId2,
+  settledFunding: '200000',
+};
+
+export const isolatedPerpetualPositionId: string = PerpetualPositionTable.uuid(
+  isolatedPerpetualPosition.subaccountId,
+  isolatedPerpetualPosition.openEventId,
+);
+
 // ============== Fills ==============
 
 export const defaultFill: FillCreateObject = {
@@ -710,6 +742,22 @@ export const defaultFundingIndexUpdateId: string = FundingIndexUpdatesTable.uuid
   defaultFundingIndexUpdate.perpetualId,
 );
 
+export const isolatedMarketFundingIndexUpdate: FundingIndexUpdatesCreateObject = {
+  perpetualId: isolatedPerpetualMarket.id,
+  eventId: defaultTendermintEventId,
+  rate: '0.0004',
+  oraclePrice: '10000',
+  fundingIndex: '10200',
+  effectiveAt: createdDateTime.toISO(),
+  effectiveAtHeight: createdHeight,
+};
+
+export const isolatedMarketFundingIndexUpdateId: string = FundingIndexUpdatesTable.uuid(
+  isolatedMarketFundingIndexUpdate.effectiveAtHeight,
+  isolatedMarketFundingIndexUpdate.eventId,
+  isolatedMarketFundingIndexUpdate.perpetualId,
+);
+
 // ========= Compliance Data ==========
 
 export const blockedComplianceData: ComplianceDataCreateObject = {

indexer/packages/postgres/__tests__/lib/api-translations.test.ts

@@ -1,7 +1,5 @@
 import { APITimeInForce, TimeInForce } from '../../src/types';
 import {
-  getChildSubaccountNums,
-  getParentSubaccountNum,
   isOrderTIFPostOnly,
   orderTIFToAPITIF,
 } from '../../src/lib/api-translations';
@@ -36,41 +34,4 @@ describe('apiTranslations', () => {
       expect(isOrderTIFPostOnly(orderTimeInForce)).toEqual(expectedPostOnly);
     });
   });
-
-  describe('getChildSubaccountNums', () => {
-    it('Gets a list of all possible child subaccount numbers for a parent subaccount 0', () => {
-      const childSubaccounts = getChildSubaccountNums(0);
-      expect(childSubaccounts.length).toEqual(1000);
-      expect(childSubaccounts[0]).toEqual(0);
-      expect(childSubaccounts[1]).toEqual(128);
-      expect(childSubaccounts[999]).toEqual(128 * 999);
-    });
-    it('Gets a list of all possible child subaccount numbers for a parent subaccount 127', () => {
-      const childSubaccounts = getChildSubaccountNums(127);
-      expect(childSubaccounts.length).toEqual(1000);
-      expect(childSubaccounts[0]).toEqual(127);
-      expect(childSubaccounts[1]).toEqual(128 + 127);
-      expect(childSubaccounts[999]).toEqual(128 * 999 + 127);
-    });
-  });
-
-  describe('getChildSubaccountNums', () => {
-    it('Throws an error if the parent subaccount number is greater than or equal to the maximum parent subaccount number', () => {
-      expect(() => getChildSubaccountNums(128)).toThrowError('Parent subaccount number must be less than 128');
-    });
-  });
-
-  describe('getParentSubaccountNum', () => {
-    it('Gets the parent subaccount number from a child subaccount number', () => {
-      expect(getParentSubaccountNum(0)).toEqual(0);
-      expect(getParentSubaccountNum(128)).toEqual(0);
-      expect(getParentSubaccountNum(128 * 999 - 1)).toEqual(127);
-    });
-  });
-
-  describe('getParentSubaccountNum', () => {
-    it('Throws an error if the child subaccount number is greater than the max child subaccount number', () => {
-      expect(() => getParentSubaccountNum(128001)).toThrowError('Child subaccount number must be less than 128000');
-    });
-  });
 });

indexer/packages/postgres/src/lib/api-translations.ts

@@ -1,4 +1,4 @@
-import { TIME_IN_FORCE_TO_API_TIME_IN_FORCE, CHILD_SUBACCOUNT_MULTIPLIER, MAX_PARENT_SUBACCOUNTS } from '../constants';
+import { TIME_IN_FORCE_TO_API_TIME_IN_FORCE } from '../constants';
 import { APITimeInForce, TimeInForce } from '../types';
 
 /**
@@ -20,30 +20,3 @@ export function isOrderTIFPostOnly(timeInForce: TimeInForce): boolean {
 export function orderTIFToAPITIF(timeInForce: TimeInForce): APITimeInForce {
   return TIME_IN_FORCE_TO_API_TIME_IN_FORCE[timeInForce];
 }
-
-/**
- * Gets a list of all possible child subaccount numbers for a parent subaccount number
- * Child subaccounts = [128*0+parentSubaccount, 128*1+parentSubaccount ... 128*999+parentSubaccount]
- * @param parentSubaccount
- * @returns
- */
-export function getChildSubaccountNums(parentSubaccountNum: number): number[] {
-  if (parentSubaccountNum >= MAX_PARENT_SUBACCOUNTS) {
-    throw new Error(`Parent subaccount number must be less than ${MAX_PARENT_SUBACCOUNTS}`);
-  }
-  return Array.from({ length: CHILD_SUBACCOUNT_MULTIPLIER },
-    (_, i) => MAX_PARENT_SUBACCOUNTS * i + parentSubaccountNum);
-}
-
-/**
- * Gets the parent subaccount number from a child subaccount number
- * Parent subaccount = childSubaccount % 128
- * @param childSubaccountNum
- * @returns
- */
-export function getParentSubaccountNum(childSubaccountNum: number): number {
-  if (childSubaccountNum > MAX_PARENT_SUBACCOUNTS * CHILD_SUBACCOUNT_MULTIPLIER) {
-    throw new Error(`Child subaccount number must be less than ${MAX_PARENT_SUBACCOUNTS * CHILD_SUBACCOUNT_MULTIPLIER}`);
-  }
-  return childSubaccountNum % MAX_PARENT_SUBACCOUNTS;
-}

indexer/packages/redis/src/helpers/order-helper.ts

@@ -0,0 +1,28 @@
+import { OrderTable, PerpetualMarketFromDatabase, protocolTranslations } from '@dydxprotocol-indexer/postgres';
+import { IndexerOrder, RedisOrder, RedisOrder_TickerType } from '@dydxprotocol-indexer/v4-protos';
+
+/**
+ * Creates a `RedisOrder` given an `Order` and the corresponding `PerpetualMarket` for the `Order`.
+ * @param order
+ * @param perpetualMarket
+ * @returns
+ */
+export function convertToRedisOrder(
+  order: IndexerOrder,
+  perpetualMarket: PerpetualMarketFromDatabase,
+): RedisOrder {
+  return {
+    order,
+    id: OrderTable.orderIdToUuid(order.orderId!),
+    ticker: perpetualMarket.ticker,
+    tickerType: RedisOrder_TickerType.TICKER_TYPE_PERPETUAL,
+    price: protocolTranslations.subticksToPrice(
+      order.subticks.toString(),
+      perpetualMarket,
+    ),
+    size: protocolTranslations.quantumsToHumanFixedString(
+      order.quantums.toString(),
+      perpetualMarket.atomicResolution,
+    ),
+  };
+}

indexer/packages/redis/src/index.ts

@@ -15,6 +15,7 @@ export * as StateFilledQuantumsCache from './caches/state-filled-quantums-cache'
 export { placeOrder } from './caches/place-order';
 export { removeOrder } from './caches/remove-order';
 export { updateOrder } from './caches/update-order';
+export * from './helpers/order-helper';
 
 export * from './types';
 export { redisConfigSchema } from './config';

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);
+  });
+});

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 ||