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feat(funding): Add defaultFunding8hrPpm field to Perpetual Create/Update indexer events #2674

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merged 6 commits into from
Jan 21, 2025
Merged

feat(funding): Add defaultFunding8hrPpm field to Perpetual Create/Update indexer events #2674

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84dc866
Default funding
teddyding Jan 14, 2025
a2cf22c
fix workflow
teddyding Jan 14, 2025
ca540a6
fix lint
teddyding Jan 15, 2025
817c64e
Rename handler
teddyding Jan 15, 2025
1545dc5
comments
teddyding Jan 21, 2025
2442cad
fix typo
teddyding Jan 21, 2025
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2 changes: 2 additions & 0 deletions indexer/packages/postgres/README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,8 @@ Add a knex migration by running `pnpm run migrate:make <create_fake_table>`

Run the migration with `pnpm run migrate`

In `__tests__/db/migrations.test.ts`, test cases may be expected to fail (and hence should be commented out) if a model is modified due to the latest migration.

In order to migrate in dev and staging, you must redeploy and run bazooka.

TODO(CORE-512): Add info/resources around bazooka. [Doc](https://www.notion.so/dydx/Engineering-Runbook-15064661da9643188ce33e341b68e7bb#cb2283d80ef14a51924f3bd1a538fd82).
25 changes: 19 additions & 6 deletions indexer/packages/postgres/__tests__/db/migrations.test.ts
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Expand Up @@ -10,8 +10,6 @@ import {
} from '../helpers/constants';
import { seedData } from '../helpers/mock-generators';

// NOTE: If a model is modified for a migration then these
// tests must be skipped until the following migration
describe('Test new migration', () => {
beforeEach(async () => {
await migrate();
Expand All @@ -25,29 +23,44 @@ describe('Test new migration', () => {
await teardown();
});

it('test adding most recent migration', async () => {
it('test UP and DOWN for most recent migration without seed data', async () => {
// remove latest migration
await multiDown(1);

// re-add latest migration
await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });

// re-remove latest migration
await multiDown(1);
});

// NOTE: If a model is modified for a migration then these
// tests must be skipped until the following migration
it.skip('[Will fail if a model is modified for migration - see README] test adding most recent migration', async () => {
// remove latest migration
await multiDown(1);

// add data to verify you can roll up and then later roll down
await seedData();

// readd latest migration
// re-add latest migration
await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });

// re-remove latest migration
await multiDown(1);
});

it('test adding most recent migration with rows that fail index that should only be applied going forward', async () => {
// NOTE: If a model is modified for a migration then these
// tests must be skipped until the following migration
it.skip('[Will fail if a model is modified for migration - see README] test adding most recent migration with rows that fail index that should only be applied going forward', async () => {
// remove latest migration
await multiDown(1);

// add data to verify you can roll up and then later roll down
await seedData();
await OrderTable.create(defaultOrder);

// readd latest migration
// re-add latest migration
await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });

// re-remove latest migration
Expand Down
5 changes: 5 additions & 0 deletions indexer/packages/postgres/__tests__/helpers/constants.ts
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Expand Up @@ -285,6 +285,7 @@ export const defaultPerpetualMarket: PerpetualMarketCreateObject = {
liquidityTierId: 0,
marketType: PerpetualMarketType.CROSS,
baseOpenInterest: '100000',
defaultFundingRate1H: '0',
};
export const defaultPerpetualMarket2: PerpetualMarketCreateObject = {
id: '1',
Expand All @@ -304,6 +305,7 @@ export const defaultPerpetualMarket2: PerpetualMarketCreateObject = {
liquidityTierId: 0,
marketType: PerpetualMarketType.CROSS,
baseOpenInterest: '100000',
defaultFundingRate1H: '0',
};
export const defaultPerpetualMarket3: PerpetualMarketCreateObject = {
id: '2',
Expand All @@ -323,6 +325,7 @@ export const defaultPerpetualMarket3: PerpetualMarketCreateObject = {
liquidityTierId: 0,
marketType: PerpetualMarketType.CROSS,
baseOpenInterest: '100000',
defaultFundingRate1H: '0',
};

export const isolatedPerpetualMarket: PerpetualMarketCreateObject = {
Expand All @@ -343,6 +346,7 @@ export const isolatedPerpetualMarket: PerpetualMarketCreateObject = {
liquidityTierId: 0,
marketType: PerpetualMarketType.ISOLATED,
baseOpenInterest: '100000',
defaultFundingRate1H: '0.0001',
};

export const isolatedPerpetualMarket2: PerpetualMarketCreateObject = {
Expand All @@ -363,6 +367,7 @@ export const isolatedPerpetualMarket2: PerpetualMarketCreateObject = {
liquidityTierId: 0,
marketType: PerpetualMarketType.ISOLATED,
baseOpenInterest: '100000',
defaultFundingRate1H: '0.0001',
};

// ============== Orders ==============
Expand Down
13 changes: 13 additions & 0 deletions ...postgres/src/db/migrations/migration_files/20250107145033_default_1hr_funding_for_perp.ts
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@@ -0,0 +1,13 @@
import * as Knex from 'knex';

export async function up(knex: Knex): Promise<void> {
await knex.schema.alterTable('perpetual_markets', (table) => {
table.decimal('defaultFundingRate1H', null).defaultTo(0);
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🛠️ Refactor suggestion

Specify decimal precision for funding rate column.

The decimal type without precision and scale could lead to data truncation or inconsistency. Consider specifying appropriate precision and scale parameters based on the expected range of funding rates.

-    table.decimal('defaultFundingRate1H', null).defaultTo(0);
+    table.decimal('defaultFundingRate1H', 30, 18).defaultTo(0);
📝 Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

Suggested change
table.decimal('defaultFundingRate1H', null).defaultTo(0);
table.decimal('defaultFundingRate1H', 30, 18).defaultTo(0);

});
}

export async function down(knex: Knex): Promise<void> {
await knex.schema.alterTable('perpetual_markets', (table) => {
table.dropColumn('defaultFundingRate1H');
});
}
4 changes: 4 additions & 0 deletions indexer/packages/postgres/src/models/perpetual-market-model.ts
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Expand Up @@ -86,6 +86,7 @@ export default class PerpetualMarketModel extends Model {
liquidityTierId: { type: 'integer' },
marketType: { type: 'string' },
baseOpenInterest: { type: 'string', pattern: NumericPattern },
defaultFundingRate1H: { type: ['string', 'null'], default: null, pattern: NumericPattern },
},
};
}
Expand Down Expand Up @@ -115,6 +116,7 @@ export default class PerpetualMarketModel extends Model {
liquidityTierId: 'integer',
marketType: 'string',
baseOpenInterest: 'string',
defaultFundingRate1H: 'string',
};
}

Expand Down Expand Up @@ -151,4 +153,6 @@ export default class PerpetualMarketModel extends Model {
marketType!: PerpetualMarketType;

baseOpenInterest!: string;

defaultFundingRate1H?: string;
}
1 change: 1 addition & 0 deletions indexer/packages/postgres/src/types/db-model-types.ts
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Expand Up @@ -95,6 +95,7 @@ export interface PerpetualMarketFromDatabase {
liquidityTierId: number,
marketType: PerpetualMarketType,
baseOpenInterest: string,
defaultFundingRate1H?: string,
}

export interface FillFromDatabase {
Expand Down
2 changes: 2 additions & 0 deletions indexer/packages/postgres/src/types/perpetual-market-types.ts
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Expand Up @@ -18,6 +18,7 @@ export interface PerpetualMarketCreateObject {
liquidityTierId: number,
marketType: PerpetualMarketType,
baseOpenInterest: string,
defaultFundingRate1H: string,
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⚠️ Potential issue

Add defaultFundingRate1H to PerpetualMarketUpdateObject.

The defaultFundingRate1H field is added to PerpetualMarketCreateObject but missing from PerpetualMarketUpdateObject. If this field should be updatable, add it to the update interface:

 export interface PerpetualMarketUpdateObject {
   // ... existing fields ...
   liquidityTierId?: number,
+  defaultFundingRate1H?: string,
 }

Also applies to: 24-41

}

export interface PerpetualMarketUpdateObject {
Expand Down Expand Up @@ -54,6 +55,7 @@ export enum PerpetualMarketColumns {
subticksPerTick = 'subticksPerTick',
stepBaseQuantums = 'stepBaseQuantums',
liquidityTierId = 'liquidityTierId',
defaultFundingRate1H = 'defaultFundingRate1H',
}

export enum PerpetualMarketStatus {
Expand Down
1 change: 1 addition & 0 deletions indexer/packages/postgres/src/types/websocket-message-types.ts
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Expand Up @@ -217,6 +217,7 @@ export interface TradingPerpetualMarketMessage {
openInterestLowerCap?: string,
openInterestUpperCap?: string,
baseOpenInterest?: string,
defaultFundingRate1H?: string,

// Fields that are likely to change
priceChange24H?: string,
Expand Down
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