[CLOB-1007] add protos for final settlement clob pair status and remo…

…val reason (#828)

* add protos for final settlement clob pair status and final settlement removal reason

* add missing indexer constants

* update proto formatting

* fix indexer test

* update comment and panic string

* update broken test

indexer/packages/postgres/src/constants.ts

@@ -110,6 +110,7 @@ Record<SpecifiedClobPairStatus, PerpetualMarketStatus> = {
   [ClobPairStatus.CLOB_PAIR_STATUS_PAUSED]: PerpetualMarketStatus.PAUSED,
   [ClobPairStatus.CLOB_PAIR_STATUS_POST_ONLY]: PerpetualMarketStatus.POST_ONLY,
   [ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING]: PerpetualMarketStatus.INITIALIZING,
+  [ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT]: PerpetualMarketStatus.FINAL_SETTLEMENT,
 };
 
 export const DEFAULT_POSTGRES_OPTIONS : Options = config.USE_READ_REPLICA

indexer/packages/postgres/src/types/perpetual-market-types.ts

@@ -60,4 +60,5 @@ export enum PerpetualMarketStatus {
   CANCEL_ONLY = 'CANCEL_ONLY',
   POST_ONLY = 'POST_ONLY',
   INITIALIZING = 'INITIALIZING',
+  FINAL_SETTLEMENT = 'FINAL_SETTLEMENT',
 }

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/clob_pair.ts

@@ -33,6 +33,14 @@ export enum ClobPair_Status {
    * both short-term and post-only.
    */
   STATUS_INITIALIZING = 5,
+
+  /**
+   * STATUS_FINAL_SETTLEMENT - STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
+   * and trading has ceased. All open positions will be closed by the
+   * protocol. Open stateful orders will be cancelled. Open short-term
+   * orders will be left to expire.
+   */
+  STATUS_FINAL_SETTLEMENT = 6,
   UNRECOGNIZED = -1,
 }
 /** Status of the CLOB. */
@@ -68,6 +76,14 @@ export enum ClobPair_StatusSDKType {
    * both short-term and post-only.
    */
   STATUS_INITIALIZING = 5,
+
+  /**
+   * STATUS_FINAL_SETTLEMENT - STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
+   * and trading has ceased. All open positions will be closed by the
+   * protocol. Open stateful orders will be cancelled. Open short-term
+   * orders will be left to expire.
+   */
+  STATUS_FINAL_SETTLEMENT = 6,
   UNRECOGNIZED = -1,
 }
 export function clobPair_StatusFromJSON(object: any): ClobPair_Status {
@@ -96,6 +112,10 @@ export function clobPair_StatusFromJSON(object: any): ClobPair_Status {
     case "STATUS_INITIALIZING":
       return ClobPair_Status.STATUS_INITIALIZING;
 
+    case 6:
+    case "STATUS_FINAL_SETTLEMENT":
+      return ClobPair_Status.STATUS_FINAL_SETTLEMENT;
+
     case -1:
     case "UNRECOGNIZED":
     default:
@@ -122,6 +142,9 @@ export function clobPair_StatusToJSON(object: ClobPair_Status): string {
     case ClobPair_Status.STATUS_INITIALIZING:
       return "STATUS_INITIALIZING";
 
+    case ClobPair_Status.STATUS_FINAL_SETTLEMENT:
+      return "STATUS_FINAL_SETTLEMENT";
+
     case ClobPair_Status.UNRECOGNIZED:
     default:
       return "UNRECOGNIZED";

indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/protocol/v1/clob.ts

@@ -307,6 +307,14 @@ export enum ClobPairStatus {
    * both short-term and post-only.
    */
   CLOB_PAIR_STATUS_INITIALIZING = 5,
+
+  /**
+   * CLOB_PAIR_STATUS_FINAL_SETTLEMENT - CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
+   * deactivated. Clob pairs in this state do not accept new orders and trading
+   * is blocked. All open positions are closed by the protocol when the clob
+   * pair gains this status.
+   */
+  CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6,
   UNRECOGNIZED = -1,
 }
 /**
@@ -348,6 +356,14 @@ export enum ClobPairStatusSDKType {
    * both short-term and post-only.
    */
   CLOB_PAIR_STATUS_INITIALIZING = 5,
+
+  /**
+   * CLOB_PAIR_STATUS_FINAL_SETTLEMENT - CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
+   * deactivated. Clob pairs in this state do not accept new orders and trading
+   * is blocked. All open positions are closed by the protocol when the clob
+   * pair gains this status.
+   */
+  CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6,
   UNRECOGNIZED = -1,
 }
 export function clobPairStatusFromJSON(object: any): ClobPairStatus {
@@ -376,6 +392,10 @@ export function clobPairStatusFromJSON(object: any): ClobPairStatus {
     case "CLOB_PAIR_STATUS_INITIALIZING":
       return ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING;
 
+    case 6:
+    case "CLOB_PAIR_STATUS_FINAL_SETTLEMENT":
+      return ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT;
+
     case -1:
     case "UNRECOGNIZED":
     default:
@@ -402,6 +422,9 @@ export function clobPairStatusToJSON(object: ClobPairStatus): string {
     case ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING:
       return "CLOB_PAIR_STATUS_INITIALIZING";
 
+    case ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT:
+      return "CLOB_PAIR_STATUS_FINAL_SETTLEMENT";
+
     case ClobPairStatus.UNRECOGNIZED:
     default:
       return "UNRECOGNIZED";

indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/shared/removal_reason.ts

@@ -75,6 +75,9 @@ export enum OrderRemovalReason {
    * equity tier requirements.
    */
   ORDER_REMOVAL_REASON_EQUITY_TIER = 13,
+
+  /** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
+  ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14,
   UNRECOGNIZED = -1,
 }
 /** OrderRemovalReason is an enum of all the reasons an order was removed. */
@@ -155,6 +158,9 @@ export enum OrderRemovalReasonSDKType {
    * equity tier requirements.
    */
   ORDER_REMOVAL_REASON_EQUITY_TIER = 13,
+
+  /** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
+  ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14,
   UNRECOGNIZED = -1,
 }
 export function orderRemovalReasonFromJSON(object: any): OrderRemovalReason {
@@ -215,6 +221,10 @@ export function orderRemovalReasonFromJSON(object: any): OrderRemovalReason {
     case "ORDER_REMOVAL_REASON_EQUITY_TIER":
       return OrderRemovalReason.ORDER_REMOVAL_REASON_EQUITY_TIER;
 
+    case 14:
+    case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT":
+      return OrderRemovalReason.ORDER_REMOVAL_REASON_FINAL_SETTLEMENT;
+
     case -1:
     case "UNRECOGNIZED":
     default:
@@ -265,6 +275,9 @@ export function orderRemovalReasonToJSON(object: OrderRemovalReason): string {
     case OrderRemovalReason.ORDER_REMOVAL_REASON_EQUITY_TIER:
       return "ORDER_REMOVAL_REASON_EQUITY_TIER";
 
+    case OrderRemovalReason.ORDER_REMOVAL_REASON_FINAL_SETTLEMENT:
+      return "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT";
+
     case OrderRemovalReason.UNRECOGNIZED:
     default:
       return "UNRECOGNIZED";

indexer/services/comlink/public/api-documentation.md

@@ -2816,6 +2816,7 @@ or
 |*anonymous*|CANCEL_ONLY|
 |*anonymous*|POST_ONLY|
 |*anonymous*|INITIALIZING|
+|*anonymous*|FINAL_SETTLEMENT|
 
 ## PerpetualMarketResponseObject
 

indexer/services/comlink/public/swagger.json

@@ -686,7 +686,8 @@
           "PAUSED",
           "CANCEL_ONLY",
           "POST_ONLY",
-          "INITIALIZING"
+          "INITIALIZING",
+          "FINAL_SETTLEMENT"
         ],
         "type": "string"
       },

indexer/services/ender/src/scripts/dydx_clob_pair_status_to_market_status.sql

@@ -17,6 +17,7 @@ BEGIN
         WHEN '3'::jsonb THEN RETURN 'CANCEL_ONLY'; /** CLOB_PAIR_STATUS_CANCEL_ONLY */
         WHEN '4'::jsonb THEN RETURN 'POST_ONLY'; /** CLOB_PAIR_STATUS_POST_ONLY */
         WHEN '5'::jsonb THEN RETURN 'INITIALIZING'; /** CLOB_PAIR_STATUS_INITIALIZING */
+        WHEN '6'::jsonb THEN RETURN 'FINAL_SETTLEMENT'; /** CLOB_PAIR_STATUS_FINAL_SETTLEMENT */
         ELSE RAISE EXCEPTION 'Invalid clob pair status: %', status;
     END CASE;
 END;

proto/dydxprotocol/clob/clob_pair.proto

@@ -65,6 +65,11 @@ message ClobPair {
     // Clob pairs in this state only accept orders which are
     // both short-term and post-only.
     STATUS_INITIALIZING = 5;
+    // STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
+    // and trading has ceased. All open positions will be closed by the
+    // protocol. Open stateful orders will be cancelled. Open short-term
+    // orders will be left to expire.
+    STATUS_FINAL_SETTLEMENT = 6;
   }
 
   Status status = 7;

proto/dydxprotocol/indexer/protocol/v1/clob.proto

@@ -173,4 +173,9 @@ enum ClobPairStatus {
   // Clob pairs in this state only accept orders which are
   // both short-term and post-only.
   CLOB_PAIR_STATUS_INITIALIZING = 5;
+  // CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
+  // deactivated. Clob pairs in this state do not accept new orders and trading
+  // is blocked. All open positions are closed by the protocol when the clob
+  // pair gains this status.
+  CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6;
 }

proto/dydxprotocol/indexer/shared/removal_reason.proto

@@ -51,4 +51,6 @@ enum OrderRemovalReason {
   // The order has been removed since the subaccount does not satisfy the
   // equity tier requirements.
   ORDER_REMOVAL_REASON_EQUITY_TIER = 13;
+  // The order has been removed since its ClobPair has entered final settlement.
+  ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14;
 }

protocol/indexer/protocol/v1/v1_mappers.go

@@ -176,7 +176,14 @@ func ConvertToClobPairStatus(status clobtypes.ClobPair_Status) ClobPairStatus {
 		return ClobPairStatus_CLOB_PAIR_STATUS_POST_ONLY
 	case clobtypes.ClobPair_STATUS_INITIALIZING:
 		return ClobPairStatus_CLOB_PAIR_STATUS_INITIALIZING
+	case clobtypes.ClobPair_STATUS_FINAL_SETTLEMENT:
+		return ClobPairStatus_CLOB_PAIR_STATUS_FINAL_SETTLEMENT
 	default:
-		panic("invalid clob pair status")
+		panic(
+			fmt.Sprintf(
+				"ConvertToClobPairStatus: invalid clob pair status: %+v",
+				status,
+			),
+		)
 	}
 }