From 072a5000d7b1158289d0be544db34e91f06f6563 Mon Sep 17 00:00:00 2001 From: Chenyao Yu <4844716+chenyaoy@users.noreply.github.com> Date: Thu, 27 Jun 2024 11:01:37 -0400 Subject: [PATCH] Fix vault orderbook flickering (#1742) --- .../dydxprotocol/indexer/events/events.ts | 83 ++- .../off_chain_updates/off_chain_updates.ts | 146 +++- .../dydxprotocol/indexer/events/events.proto | 8 + .../off_chain_updates/off_chain_updates.proto | 26 +- protocol/.github/workflows/release.yml | 1 - protocol/app/app.go | 5 +- protocol/indexer/events/events.pb.go | 612 +++++++++++++---- protocol/indexer/events/stateful_order.go | 17 + .../types/off_chain_updates.pb.go | 649 ++++++++++++++++-- protocol/mocks/ClobKeeper.go | 8 +- protocol/testutil/keeper/vault.go | 1 + .../x/clob/keeper/msg_server_cancel_orders.go | 25 +- .../x/clob/keeper/msg_server_place_order.go | 40 +- protocol/x/clob/types/clob_keeper.go | 1 + protocol/x/vault/keeper/keeper.go | 36 +- protocol/x/vault/keeper/orders.go | 39 +- protocol/x/vault/keeper/orders_test.go | 49 +- protocol/x/vault/types/expected_keepers.go | 1 + 18 files changed, 1490 insertions(+), 257 deletions(-) diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts index e90dd087b7..d73e35661c 100644 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts +++ b/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts @@ -624,6 +624,7 @@ export interface StatefulOrderEventV1 { conditionalOrderPlacement?: StatefulOrderEventV1_ConditionalOrderPlacementV1; conditionalOrderTriggered?: StatefulOrderEventV1_ConditionalOrderTriggeredV1; longTermOrderPlacement?: StatefulOrderEventV1_LongTermOrderPlacementV1; + orderReplacement?: StatefulOrderEventV1_LongTermOrderReplacementV1; } /** * StatefulOrderEvent message contains information about a change to a stateful @@ -638,6 +639,7 @@ export interface StatefulOrderEventV1SDKType { conditional_order_placement?: StatefulOrderEventV1_ConditionalOrderPlacementV1SDKType; conditional_order_triggered?: StatefulOrderEventV1_ConditionalOrderTriggeredV1SDKType; long_term_order_placement?: StatefulOrderEventV1_LongTermOrderPlacementV1SDKType; + order_replacement?: StatefulOrderEventV1_LongTermOrderReplacementV1SDKType; } /** A stateful order placement contains an order. */ @@ -709,6 +711,20 @@ export interface StatefulOrderEventV1_LongTermOrderPlacementV1 { export interface StatefulOrderEventV1_LongTermOrderPlacementV1SDKType { order?: IndexerOrderSDKType; } +/** A long term order replacement contains an old order ID and the new order. */ + +export interface StatefulOrderEventV1_LongTermOrderReplacementV1 { + /** vault replaces orders with a different order ID */ + oldOrderId?: IndexerOrderId; + order?: IndexerOrder; +} +/** A long term order replacement contains an old order ID and the new order. */ + +export interface StatefulOrderEventV1_LongTermOrderReplacementV1SDKType { + /** vault replaces orders with a different order ID */ + old_order_id?: IndexerOrderIdSDKType; + order?: IndexerOrderSDKType; +} /** * AssetCreateEventV1 message contains all the information about an new Asset on * the dYdX chain. @@ -2387,7 +2403,8 @@ function createBaseStatefulOrderEventV1(): StatefulOrderEventV1 { orderRemoval: undefined, conditionalOrderPlacement: undefined, conditionalOrderTriggered: undefined, - longTermOrderPlacement: undefined + longTermOrderPlacement: undefined, + orderReplacement: undefined }; } @@ -2413,6 +2430,10 @@ export const StatefulOrderEventV1 = { StatefulOrderEventV1_LongTermOrderPlacementV1.encode(message.longTermOrderPlacement, writer.uint32(58).fork()).ldelim(); } + if (message.orderReplacement !== undefined) { + StatefulOrderEventV1_LongTermOrderReplacementV1.encode(message.orderReplacement, writer.uint32(66).fork()).ldelim(); + } + return writer; }, @@ -2445,6 +2466,10 @@ export const StatefulOrderEventV1 = { message.longTermOrderPlacement = StatefulOrderEventV1_LongTermOrderPlacementV1.decode(reader, reader.uint32()); break; + case 8: + message.orderReplacement = StatefulOrderEventV1_LongTermOrderReplacementV1.decode(reader, reader.uint32()); + break; + default: reader.skipType(tag & 7); break; @@ -2461,6 +2486,7 @@ export const StatefulOrderEventV1 = { message.conditionalOrderPlacement = object.conditionalOrderPlacement !== undefined && object.conditionalOrderPlacement !== null ? StatefulOrderEventV1_ConditionalOrderPlacementV1.fromPartial(object.conditionalOrderPlacement) : undefined; message.conditionalOrderTriggered = object.conditionalOrderTriggered !== undefined && object.conditionalOrderTriggered !== null ? StatefulOrderEventV1_ConditionalOrderTriggeredV1.fromPartial(object.conditionalOrderTriggered) : undefined; message.longTermOrderPlacement = object.longTermOrderPlacement !== undefined && object.longTermOrderPlacement !== null ? StatefulOrderEventV1_LongTermOrderPlacementV1.fromPartial(object.longTermOrderPlacement) : undefined; + message.orderReplacement = object.orderReplacement !== undefined && object.orderReplacement !== null ? StatefulOrderEventV1_LongTermOrderReplacementV1.fromPartial(object.orderReplacement) : undefined; return message; } @@ -2701,6 +2727,61 @@ export const StatefulOrderEventV1_LongTermOrderPlacementV1 = { }; +function createBaseStatefulOrderEventV1_LongTermOrderReplacementV1(): StatefulOrderEventV1_LongTermOrderReplacementV1 { + return { + oldOrderId: undefined, + order: undefined + }; +} + +export const StatefulOrderEventV1_LongTermOrderReplacementV1 = { + encode(message: StatefulOrderEventV1_LongTermOrderReplacementV1, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { + if (message.oldOrderId !== undefined) { + IndexerOrderId.encode(message.oldOrderId, writer.uint32(10).fork()).ldelim(); + } + + if (message.order !== undefined) { + IndexerOrder.encode(message.order, writer.uint32(18).fork()).ldelim(); + } + + return writer; + }, + + decode(input: _m0.Reader | Uint8Array, length?: number): StatefulOrderEventV1_LongTermOrderReplacementV1 { + const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); + let end = length === undefined ? reader.len : reader.pos + length; + const message = createBaseStatefulOrderEventV1_LongTermOrderReplacementV1(); + + while (reader.pos < end) { + const tag = reader.uint32(); + + switch (tag >>> 3) { + case 1: + message.oldOrderId = IndexerOrderId.decode(reader, reader.uint32()); + break; + + case 2: + message.order = IndexerOrder.decode(reader, reader.uint32()); + break; + + default: + reader.skipType(tag & 7); + break; + } + } + + return message; + }, + + fromPartial(object: DeepPartial): StatefulOrderEventV1_LongTermOrderReplacementV1 { + const message = createBaseStatefulOrderEventV1_LongTermOrderReplacementV1(); + message.oldOrderId = object.oldOrderId !== undefined && object.oldOrderId !== null ? IndexerOrderId.fromPartial(object.oldOrderId) : undefined; + message.order = object.order !== undefined && object.order !== null ? IndexerOrder.fromPartial(object.order) : undefined; + return message; + } + +}; + function createBaseAssetCreateEventV1(): AssetCreateEventV1 { return { id: 0, diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/off_chain_updates/off_chain_updates.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/off_chain_updates/off_chain_updates.ts index e66f9b0e5c..891d5f3c87 100644 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/off_chain_updates/off_chain_updates.ts +++ b/indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/off_chain_updates/off_chain_updates.ts @@ -1,7 +1,8 @@ import { IndexerOrder, IndexerOrderSDKType, IndexerOrderId, IndexerOrderIdSDKType } from "../protocol/v1/clob"; +import { Timestamp } from "../../../google/protobuf/timestamp"; import { OrderRemovalReason, OrderRemovalReasonSDKType } from "../shared/removal_reason"; import * as _m0 from "protobufjs/minimal"; -import { DeepPartial, Long } from "../../../helpers"; +import { toTimestamp, fromTimestamp, DeepPartial, Long } from "../../../helpers"; /** * OrderPlacementStatus is an enum for the resulting status after an order is * placed. @@ -220,12 +221,18 @@ export function orderRemoveV1_OrderRemovalStatusToJSON(object: OrderRemoveV1_Ord export interface OrderPlaceV1 { order?: IndexerOrder; placementStatus: OrderPlaceV1_OrderPlacementStatus; + /** The timestamp of the order placement. */ + + timeStamp?: Date; } /** OrderPlace messages contain the order placed/replaced. */ export interface OrderPlaceV1SDKType { order?: IndexerOrderSDKType; placement_status: OrderPlaceV1_OrderPlacementStatusSDKType; + /** The timestamp of the order placement. */ + + time_stamp?: Date; } /** * OrderRemove messages contain the id of the order removed, the reason for the @@ -236,6 +243,9 @@ export interface OrderRemoveV1 { removedOrderId?: IndexerOrderId; reason: OrderRemovalReason; removalStatus: OrderRemoveV1_OrderRemovalStatus; + /** The timestamp of the order removal. */ + + timeStamp?: Date; } /** * OrderRemove messages contain the id of the order removed, the reason for the @@ -246,6 +256,9 @@ export interface OrderRemoveV1SDKType { removed_order_id?: IndexerOrderIdSDKType; reason: OrderRemovalReasonSDKType; removal_status: OrderRemoveV1_OrderRemovalStatusSDKType; + /** The timestamp of the order removal. */ + + time_stamp?: Date; } /** * OrderUpdate messages contain the id of the order being updated, and the @@ -265,6 +278,24 @@ export interface OrderUpdateV1SDKType { order_id?: IndexerOrderIdSDKType; total_filled_quantums: Long; } +/** OrderReplace messages contain the old order ID and the replacement order. */ + +export interface OrderReplaceV1 { + /** vault replaces orders with a different order ID */ + oldOrderId?: IndexerOrderId; + order?: IndexerOrder; + placementStatus: OrderPlaceV1_OrderPlacementStatus; + timeStamp?: Date; +} +/** OrderReplace messages contain the old order ID and the replacement order. */ + +export interface OrderReplaceV1SDKType { + /** vault replaces orders with a different order ID */ + old_order_id?: IndexerOrderIdSDKType; + order?: IndexerOrderSDKType; + placement_status: OrderPlaceV1_OrderPlacementStatusSDKType; + time_stamp?: Date; +} /** * An OffChainUpdate message is the message type which will be sent on Kafka to * the Indexer. @@ -274,6 +305,7 @@ export interface OffChainUpdateV1 { orderPlace?: OrderPlaceV1; orderRemove?: OrderRemoveV1; orderUpdate?: OrderUpdateV1; + orderReplace?: OrderReplaceV1; } /** * An OffChainUpdate message is the message type which will be sent on Kafka to @@ -284,12 +316,14 @@ export interface OffChainUpdateV1SDKType { order_place?: OrderPlaceV1SDKType; order_remove?: OrderRemoveV1SDKType; order_update?: OrderUpdateV1SDKType; + order_replace?: OrderReplaceV1SDKType; } function createBaseOrderPlaceV1(): OrderPlaceV1 { return { order: undefined, - placementStatus: 0 + placementStatus: 0, + timeStamp: undefined }; } @@ -303,6 +337,10 @@ export const OrderPlaceV1 = { writer.uint32(16).int32(message.placementStatus); } + if (message.timeStamp !== undefined) { + Timestamp.encode(toTimestamp(message.timeStamp), writer.uint32(26).fork()).ldelim(); + } + return writer; }, @@ -323,6 +361,10 @@ export const OrderPlaceV1 = { message.placementStatus = (reader.int32() as any); break; + case 3: + message.timeStamp = fromTimestamp(Timestamp.decode(reader, reader.uint32())); + break; + default: reader.skipType(tag & 7); break; @@ -336,6 +378,7 @@ export const OrderPlaceV1 = { const message = createBaseOrderPlaceV1(); message.order = object.order !== undefined && object.order !== null ? IndexerOrder.fromPartial(object.order) : undefined; message.placementStatus = object.placementStatus ?? 0; + message.timeStamp = object.timeStamp ?? undefined; return message; } @@ -345,7 +388,8 @@ function createBaseOrderRemoveV1(): OrderRemoveV1 { return { removedOrderId: undefined, reason: 0, - removalStatus: 0 + removalStatus: 0, + timeStamp: undefined }; } @@ -363,6 +407,10 @@ export const OrderRemoveV1 = { writer.uint32(24).int32(message.removalStatus); } + if (message.timeStamp !== undefined) { + Timestamp.encode(toTimestamp(message.timeStamp), writer.uint32(34).fork()).ldelim(); + } + return writer; }, @@ -387,6 +435,10 @@ export const OrderRemoveV1 = { message.removalStatus = (reader.int32() as any); break; + case 4: + message.timeStamp = fromTimestamp(Timestamp.decode(reader, reader.uint32())); + break; + default: reader.skipType(tag & 7); break; @@ -401,6 +453,7 @@ export const OrderRemoveV1 = { message.removedOrderId = object.removedOrderId !== undefined && object.removedOrderId !== null ? IndexerOrderId.fromPartial(object.removedOrderId) : undefined; message.reason = object.reason ?? 0; message.removalStatus = object.removalStatus ?? 0; + message.timeStamp = object.timeStamp ?? undefined; return message; } @@ -461,11 +514,87 @@ export const OrderUpdateV1 = { }; +function createBaseOrderReplaceV1(): OrderReplaceV1 { + return { + oldOrderId: undefined, + order: undefined, + placementStatus: 0, + timeStamp: undefined + }; +} + +export const OrderReplaceV1 = { + encode(message: OrderReplaceV1, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { + if (message.oldOrderId !== undefined) { + IndexerOrderId.encode(message.oldOrderId, writer.uint32(10).fork()).ldelim(); + } + + if (message.order !== undefined) { + IndexerOrder.encode(message.order, writer.uint32(18).fork()).ldelim(); + } + + if (message.placementStatus !== 0) { + writer.uint32(24).int32(message.placementStatus); + } + + if (message.timeStamp !== undefined) { + Timestamp.encode(toTimestamp(message.timeStamp), writer.uint32(34).fork()).ldelim(); + } + + return writer; + }, + + decode(input: _m0.Reader | Uint8Array, length?: number): OrderReplaceV1 { + const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); + let end = length === undefined ? reader.len : reader.pos + length; + const message = createBaseOrderReplaceV1(); + + while (reader.pos < end) { + const tag = reader.uint32(); + + switch (tag >>> 3) { + case 1: + message.oldOrderId = IndexerOrderId.decode(reader, reader.uint32()); + break; + + case 2: + message.order = IndexerOrder.decode(reader, reader.uint32()); + break; + + case 3: + message.placementStatus = (reader.int32() as any); + break; + + case 4: + message.timeStamp = fromTimestamp(Timestamp.decode(reader, reader.uint32())); + break; + + default: + reader.skipType(tag & 7); + break; + } + } + + return message; + }, + + fromPartial(object: DeepPartial): OrderReplaceV1 { + const message = createBaseOrderReplaceV1(); + message.oldOrderId = object.oldOrderId !== undefined && object.oldOrderId !== null ? IndexerOrderId.fromPartial(object.oldOrderId) : undefined; + message.order = object.order !== undefined && object.order !== null ? IndexerOrder.fromPartial(object.order) : undefined; + message.placementStatus = object.placementStatus ?? 0; + message.timeStamp = object.timeStamp ?? undefined; + return message; + } + +}; + function createBaseOffChainUpdateV1(): OffChainUpdateV1 { return { orderPlace: undefined, orderRemove: undefined, - orderUpdate: undefined + orderUpdate: undefined, + orderReplace: undefined }; } @@ -483,6 +612,10 @@ export const OffChainUpdateV1 = { OrderUpdateV1.encode(message.orderUpdate, writer.uint32(26).fork()).ldelim(); } + if (message.orderReplace !== undefined) { + OrderReplaceV1.encode(message.orderReplace, writer.uint32(34).fork()).ldelim(); + } + return writer; }, @@ -507,6 +640,10 @@ export const OffChainUpdateV1 = { message.orderUpdate = OrderUpdateV1.decode(reader, reader.uint32()); break; + case 4: + message.orderReplace = OrderReplaceV1.decode(reader, reader.uint32()); + break; + default: reader.skipType(tag & 7); break; @@ -521,6 +658,7 @@ export const OffChainUpdateV1 = { message.orderPlace = object.orderPlace !== undefined && object.orderPlace !== null ? OrderPlaceV1.fromPartial(object.orderPlace) : undefined; message.orderRemove = object.orderRemove !== undefined && object.orderRemove !== null ? OrderRemoveV1.fromPartial(object.orderRemove) : undefined; message.orderUpdate = object.orderUpdate !== undefined && object.orderUpdate !== null ? OrderUpdateV1.fromPartial(object.orderUpdate) : undefined; + message.orderReplace = object.orderReplace !== undefined && object.orderReplace !== null ? OrderReplaceV1.fromPartial(object.orderReplace) : undefined; return message; } diff --git a/proto/dydxprotocol/indexer/events/events.proto b/proto/dydxprotocol/indexer/events/events.proto index c8af386296..ed3966c8e2 100644 --- a/proto/dydxprotocol/indexer/events/events.proto +++ b/proto/dydxprotocol/indexer/events/events.proto @@ -247,6 +247,7 @@ message StatefulOrderEventV1 { ConditionalOrderPlacementV1 conditional_order_placement = 5; ConditionalOrderTriggeredV1 conditional_order_triggered = 6; LongTermOrderPlacementV1 long_term_order_placement = 7; + LongTermOrderReplacementV1 order_replacement = 8; } // A stateful order placement contains an order. @@ -277,6 +278,13 @@ message StatefulOrderEventV1 { message LongTermOrderPlacementV1 { dydxprotocol.indexer.protocol.v1.IndexerOrder order = 1; } + + // A long term order replacement contains an old order ID and the new order. + message LongTermOrderReplacementV1 { + dydxprotocol.indexer.protocol.v1.IndexerOrderId old_order_id = + 1; // vault replaces orders with a different order ID + dydxprotocol.indexer.protocol.v1.IndexerOrder order = 2; + } } // AssetCreateEventV1 message contains all the information about an new Asset on diff --git a/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto b/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto index 1e80bddc6d..04ddda198b 100644 --- a/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto +++ b/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto @@ -3,6 +3,8 @@ package dydxprotocol.indexer.off_chain_updates; import "dydxprotocol/indexer/shared/removal_reason.proto"; import "dydxprotocol/indexer/protocol/v1/clob.proto"; +import "google/protobuf/timestamp.proto"; +import "gogoproto/gogo.proto"; option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types"; @@ -35,6 +37,10 @@ message OrderPlaceV1 { // out by protocol. ORDER_PLACEMENT_STATUS_OPENED = 2; } + + // The timestamp of the order placement. + google.protobuf.Timestamp time_stamp = 3 + [ (gogoproto.nullable) = true, (gogoproto.stdtime) = true ]; } // OrderRemove messages contain the id of the order removed, the reason for the @@ -69,6 +75,10 @@ message OrderRemoveV1 { // An order was fully-filled. Only sent by the Indexer for stateful orders. ORDER_REMOVAL_STATUS_FILLED = 3; } + + // The timestamp of the order removal. + google.protobuf.Timestamp time_stamp = 4 + [ (gogoproto.nullable) = true, (gogoproto.stdtime) = true ]; } // OrderUpdate messages contain the id of the order being updated, and the @@ -78,13 +88,27 @@ message OrderUpdateV1 { uint64 total_filled_quantums = 2; } +// OrderReplace messages contain the old order ID and the replacement order. +message OrderReplaceV1 { + dydxprotocol.indexer.protocol.v1.IndexerOrderId old_order_id = + 1; // vault replaces orders with a different order ID + dydxprotocol.indexer.protocol.v1.IndexerOrder order = 2; + dydxprotocol.indexer.off_chain_updates.OrderPlaceV1.OrderPlacementStatus + placement_status = 3; + + google.protobuf.Timestamp time_stamp = 4 + [ (gogoproto.nullable) = true, (gogoproto.stdtime) = true ]; +} + // An OffChainUpdate message is the message type which will be sent on Kafka to // the Indexer. message OffChainUpdateV1 { - // Contains one of an OrderPlaceV1, OrderRemoveV1, and OrderUpdateV1 message. + // Contains one of an OrderPlaceV1, OrderRemoveV1, OrderUpdateV1, and + // OrderReplaceV1 message. oneof update_message { OrderPlaceV1 order_place = 1; OrderRemoveV1 order_remove = 2; OrderUpdateV1 order_update = 3; + OrderReplaceV1 order_replace = 4; } } diff --git a/protocol/.github/workflows/release.yml b/protocol/.github/workflows/release.yml index b3437ed154..2630bccd6e 100644 --- a/protocol/.github/workflows/release.yml +++ b/protocol/.github/workflows/release.yml @@ -8,7 +8,6 @@ on: # yamllint disable-line rule:truthy - "v[0-9]+.[0-9]+.[0-9]+" # e.g.: v1.0.1 - "v[0-9]+.[0-9]+.[0-9]+-rc[0-9]+" # e.g.: v1.0.1-rc1 - jobs: build: permissions: diff --git a/protocol/app/app.go b/protocol/app/app.go index 369cc9ffd2..059f7c7a29 100644 --- a/protocol/app/app.go +++ b/protocol/app/app.go @@ -1089,6 +1089,7 @@ func New( app.PerpetualsKeeper, app.PricesKeeper, app.SubaccountsKeeper, + app.IndexerEventManager, []string{ lib.GovModuleAddress.String(), delaymsgmoduletypes.ModuleAddress.String(), @@ -1243,6 +1244,9 @@ func New( perpetualsmoduletypes.ModuleName, statsmoduletypes.ModuleName, satypes.ModuleName, + // should be before clob EndBlocker so that vault order cancels are + // processed before any vault order expirations (handled by clob) + vaultmoduletypes.ModuleName, clobmoduletypes.ModuleName, sendingmoduletypes.ModuleName, vestmoduletypes.ModuleName, @@ -1250,7 +1254,6 @@ func New( epochsmoduletypes.ModuleName, govplusmoduletypes.ModuleName, delaymsgmoduletypes.ModuleName, - vaultmoduletypes.ModuleName, authz.ModuleName, // No-op. blocktimemoduletypes.ModuleName, // Must be last ) diff --git a/protocol/indexer/events/events.pb.go b/protocol/indexer/events/events.pb.go index 42758bacda..1beb328980 100644 --- a/protocol/indexer/events/events.pb.go +++ b/protocol/indexer/events/events.pb.go @@ -1128,6 +1128,7 @@ type StatefulOrderEventV1 struct { // *StatefulOrderEventV1_ConditionalOrderPlacement // *StatefulOrderEventV1_ConditionalOrderTriggered // *StatefulOrderEventV1_LongTermOrderPlacement + // *StatefulOrderEventV1_OrderReplacement Event isStatefulOrderEventV1_Event `protobuf_oneof:"event"` } @@ -1185,12 +1186,16 @@ type StatefulOrderEventV1_ConditionalOrderTriggered struct { type StatefulOrderEventV1_LongTermOrderPlacement struct { LongTermOrderPlacement *StatefulOrderEventV1_LongTermOrderPlacementV1 `protobuf:"bytes,7,opt,name=long_term_order_placement,json=longTermOrderPlacement,proto3,oneof" json:"long_term_order_placement,omitempty"` } +type StatefulOrderEventV1_OrderReplacement struct { + OrderReplacement *StatefulOrderEventV1_LongTermOrderReplacementV1 `protobuf:"bytes,8,opt,name=order_replacement,json=orderReplacement,proto3,oneof" json:"order_replacement,omitempty"` +} func (*StatefulOrderEventV1_OrderPlace) isStatefulOrderEventV1_Event() {} func (*StatefulOrderEventV1_OrderRemoval) isStatefulOrderEventV1_Event() {} func (*StatefulOrderEventV1_ConditionalOrderPlacement) isStatefulOrderEventV1_Event() {} func (*StatefulOrderEventV1_ConditionalOrderTriggered) isStatefulOrderEventV1_Event() {} func (*StatefulOrderEventV1_LongTermOrderPlacement) isStatefulOrderEventV1_Event() {} +func (*StatefulOrderEventV1_OrderReplacement) isStatefulOrderEventV1_Event() {} func (m *StatefulOrderEventV1) GetEvent() isStatefulOrderEventV1_Event { if m != nil { @@ -1234,6 +1239,13 @@ func (m *StatefulOrderEventV1) GetLongTermOrderPlacement() *StatefulOrderEventV1 return nil } +func (m *StatefulOrderEventV1) GetOrderReplacement() *StatefulOrderEventV1_LongTermOrderReplacementV1 { + if x, ok := m.GetEvent().(*StatefulOrderEventV1_OrderReplacement); ok { + return x.OrderReplacement + } + return nil +} + // XXX_OneofWrappers is for the internal use of the proto package. func (*StatefulOrderEventV1) XXX_OneofWrappers() []interface{} { return []interface{}{ @@ -1242,6 +1254,7 @@ func (*StatefulOrderEventV1) XXX_OneofWrappers() []interface{} { (*StatefulOrderEventV1_ConditionalOrderPlacement)(nil), (*StatefulOrderEventV1_ConditionalOrderTriggered)(nil), (*StatefulOrderEventV1_LongTermOrderPlacement)(nil), + (*StatefulOrderEventV1_OrderReplacement)(nil), } } @@ -1501,6 +1514,63 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacementV1) GetOrder() *types.Indexe return nil } +// A long term order replacement contains an old order ID and the new order. +type StatefulOrderEventV1_LongTermOrderReplacementV1 struct { + OldOrderId *types.IndexerOrderId `protobuf:"bytes,1,opt,name=old_order_id,json=oldOrderId,proto3" json:"old_order_id,omitempty"` + Order *types.IndexerOrder `protobuf:"bytes,2,opt,name=order,proto3" json:"order,omitempty"` +} + +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) Reset() { + *m = StatefulOrderEventV1_LongTermOrderReplacementV1{} +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) String() string { + return proto.CompactTextString(m) +} +func (*StatefulOrderEventV1_LongTermOrderReplacementV1) ProtoMessage() {} +func (*StatefulOrderEventV1_LongTermOrderReplacementV1) Descriptor() ([]byte, []int) { + return fileDescriptor_6331dfb59c6fd2bb, []int{13, 5} +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) XXX_Unmarshal(b []byte) error { + return m.Unmarshal(b) +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { + if deterministic { + return xxx_messageInfo_StatefulOrderEventV1_LongTermOrderReplacementV1.Marshal(b, m, deterministic) + } else { + b = b[:cap(b)] + n, err := m.MarshalToSizedBuffer(b) + if err != nil { + return nil, err + } + return b[:n], nil + } +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) XXX_Merge(src proto.Message) { + xxx_messageInfo_StatefulOrderEventV1_LongTermOrderReplacementV1.Merge(m, src) +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) XXX_Size() int { + return m.Size() +} +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) XXX_DiscardUnknown() { + xxx_messageInfo_StatefulOrderEventV1_LongTermOrderReplacementV1.DiscardUnknown(m) +} + +var xxx_messageInfo_StatefulOrderEventV1_LongTermOrderReplacementV1 proto.InternalMessageInfo + +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) GetOldOrderId() *types.IndexerOrderId { + if m != nil { + return m.OldOrderId + } + return nil +} + +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) GetOrder() *types.IndexerOrder { + if m != nil { + return m.Order + } + return nil +} + // AssetCreateEventV1 message contains all the information about an new Asset on // the dYdX chain. type AssetCreateEventV1 struct { @@ -2485,6 +2555,7 @@ func init() { proto.RegisterType((*StatefulOrderEventV1_ConditionalOrderPlacementV1)(nil), "dydxprotocol.indexer.events.StatefulOrderEventV1.ConditionalOrderPlacementV1") proto.RegisterType((*StatefulOrderEventV1_ConditionalOrderTriggeredV1)(nil), "dydxprotocol.indexer.events.StatefulOrderEventV1.ConditionalOrderTriggeredV1") proto.RegisterType((*StatefulOrderEventV1_LongTermOrderPlacementV1)(nil), "dydxprotocol.indexer.events.StatefulOrderEventV1.LongTermOrderPlacementV1") + proto.RegisterType((*StatefulOrderEventV1_LongTermOrderReplacementV1)(nil), "dydxprotocol.indexer.events.StatefulOrderEventV1.LongTermOrderReplacementV1") proto.RegisterType((*AssetCreateEventV1)(nil), "dydxprotocol.indexer.events.AssetCreateEventV1") proto.RegisterType((*PerpetualMarketCreateEventV1)(nil), "dydxprotocol.indexer.events.PerpetualMarketCreateEventV1") proto.RegisterType((*PerpetualMarketCreateEventV2)(nil), "dydxprotocol.indexer.events.PerpetualMarketCreateEventV2") @@ -2503,149 +2574,152 @@ func init() { } var fileDescriptor_6331dfb59c6fd2bb = []byte{ - // 2269 bytes of a gzipped FileDescriptorProto + // 2316 bytes of a gzipped FileDescriptorProto 0x1f, 0x8b, 0x08, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02, 0xff, 0xec, 0x59, 0xcd, 0x6f, 0x23, 0x49, 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-3569,6 +3643,27 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacement) MarshalToSizedBuffer(dAtA } return len(dAtA) - i, nil } +func (m *StatefulOrderEventV1_OrderReplacement) MarshalTo(dAtA []byte) (int, error) { + size := m.Size() + return m.MarshalToSizedBuffer(dAtA[:size]) +} + +func (m *StatefulOrderEventV1_OrderReplacement) MarshalToSizedBuffer(dAtA []byte) (int, error) { + i := len(dAtA) + if m.OrderReplacement != nil { + { + size, err := m.OrderReplacement.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintEvents(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0x42 + } + return len(dAtA) - i, nil +} func (m *StatefulOrderEventV1_StatefulOrderPlacementV1) Marshal() (dAtA []byte, err error) { size := m.Size() dAtA = make([]byte, size) @@ -3749,6 +3844,53 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacementV1) MarshalToSizedBuffer(dAt return len(dAtA) - i, nil } +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) Marshal() (dAtA []byte, err error) { + size := m.Size() + dAtA = make([]byte, size) + n, err := m.MarshalToSizedBuffer(dAtA[:size]) + if err != nil { + return nil, err + } + return dAtA[:n], nil +} + +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) MarshalTo(dAtA []byte) (int, error) { + size := m.Size() + return m.MarshalToSizedBuffer(dAtA[:size]) +} + +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) MarshalToSizedBuffer(dAtA []byte) (int, error) { + i := len(dAtA) + _ = i + var l int + _ = l + if m.Order != nil { + { + size, err := m.Order.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintEvents(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0x12 + } + if m.OldOrderId != nil { + { + size, err := m.OldOrderId.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintEvents(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0xa + } + return len(dAtA) - i, nil +} + func (m *AssetCreateEventV1) Marshal() (dAtA []byte, err error) { size := m.Size() dAtA = make([]byte, size) @@ -4742,6 +4884,18 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacement) Size() (n int) { } return n } +func (m *StatefulOrderEventV1_OrderReplacement) Size() (n int) { + if m == nil { + return 0 + } + var l int + _ = l + if m.OrderReplacement != nil { + l = m.OrderReplacement.Size() + n += 1 + l + sovEvents(uint64(l)) + } + return n +} func (m *StatefulOrderEventV1_StatefulOrderPlacementV1) Size() (n int) { if m == nil { return 0 @@ -4810,6 +4964,23 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacementV1) Size() (n int) { return n } +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) Size() (n int) { + if m == nil { + return 0 + } + var l int + _ = l + if m.OldOrderId != nil { + l = m.OldOrderId.Size() + n += 1 + l + sovEvents(uint64(l)) + } + if m.Order != nil { + l = m.Order.Size() + n += 1 + l + sovEvents(uint64(l)) + } + return n +} + func (m *AssetCreateEventV1) Size() (n int) { if m == nil { return 0 @@ -7200,6 +7371,41 @@ func (m *StatefulOrderEventV1) Unmarshal(dAtA []byte) error { } m.Event = &StatefulOrderEventV1_LongTermOrderPlacement{v} iNdEx = postIndex + case 8: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field OrderReplacement", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowEvents + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthEvents + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthEvents + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + v := &StatefulOrderEventV1_LongTermOrderReplacementV1{} + if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + m.Event = &StatefulOrderEventV1_OrderReplacement{v} + iNdEx = postIndex default: iNdEx = preIndex skippy, err := skipEvents(dAtA[iNdEx:]) @@ -7670,6 +7876,128 @@ func (m *StatefulOrderEventV1_LongTermOrderPlacementV1) Unmarshal(dAtA []byte) e } return nil } +func (m *StatefulOrderEventV1_LongTermOrderReplacementV1) Unmarshal(dAtA []byte) error { + l := len(dAtA) + iNdEx := 0 + for iNdEx < l { + preIndex := iNdEx + var wire uint64 + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowEvents + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + wire |= uint64(b&0x7F) << shift + if b < 0x80 { + break + } + } + fieldNum := int32(wire >> 3) + wireType := int(wire & 0x7) + if wireType == 4 { + return fmt.Errorf("proto: LongTermOrderReplacementV1: wiretype end group for non-group") + } + if fieldNum <= 0 { + return fmt.Errorf("proto: LongTermOrderReplacementV1: illegal tag %d (wire type %d)", fieldNum, wire) + } + switch fieldNum { + case 1: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field OldOrderId", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowEvents + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthEvents + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthEvents + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.OldOrderId == nil { + m.OldOrderId = &types.IndexerOrderId{} + } + if err := m.OldOrderId.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex + case 2: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field Order", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowEvents + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthEvents + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthEvents + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.Order == nil { + m.Order = &types.IndexerOrder{} + } + if err := m.Order.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex + default: + iNdEx = preIndex + skippy, err := skipEvents(dAtA[iNdEx:]) + if err != nil { + return err + } + if (skippy < 0) || (iNdEx+skippy) < 0 { + return ErrInvalidLengthEvents + } + if (iNdEx + skippy) > l { + return io.ErrUnexpectedEOF + } + iNdEx += skippy + } + } + + if iNdEx > l { + return io.ErrUnexpectedEOF + } + return nil +} func (m *AssetCreateEventV1) Unmarshal(dAtA []byte) error { l := len(dAtA) iNdEx := 0 diff --git a/protocol/indexer/events/stateful_order.go b/protocol/indexer/events/stateful_order.go index f1a0d029db..d5cc0c537d 100644 --- a/protocol/indexer/events/stateful_order.go +++ b/protocol/indexer/events/stateful_order.go @@ -20,6 +20,23 @@ func NewLongTermOrderPlacementEvent( } } +func NewLongTermOrderReplacementEvent( + oldOrderId clobtypes.OrderId, + order clobtypes.Order, +) *StatefulOrderEventV1 { + oldIndexerOrderId := v1.OrderIdToIndexerOrderId(oldOrderId) + indexerOrder := v1.OrderToIndexerOrder(order) + orderReplace := StatefulOrderEventV1_LongTermOrderReplacementV1{ + OldOrderId: &oldIndexerOrderId, + Order: &indexerOrder, + } + return &StatefulOrderEventV1{ + Event: &StatefulOrderEventV1_OrderReplacement{ + OrderReplacement: &orderReplace, + }, + } +} + func NewStatefulOrderRemovalEvent( removedOrderId clobtypes.OrderId, reason sharedtypes.OrderRemovalReason, diff --git a/protocol/indexer/off_chain_updates/types/off_chain_updates.pb.go b/protocol/indexer/off_chain_updates/types/off_chain_updates.pb.go index b2dddf6dd2..a10262e6b3 100644 --- a/protocol/indexer/off_chain_updates/types/off_chain_updates.pb.go +++ b/protocol/indexer/off_chain_updates/types/off_chain_updates.pb.go @@ -5,18 +5,23 @@ package types import ( fmt "fmt" + _ "github.com/cosmos/gogoproto/gogoproto" proto "github.com/cosmos/gogoproto/proto" + _ "github.com/cosmos/gogoproto/types" + github_com_cosmos_gogoproto_types "github.com/cosmos/gogoproto/types" types "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1/types" - types1 "github.com/dydxprotocol/v4-chain/protocol/indexer/shared/types" + types2 "github.com/dydxprotocol/v4-chain/protocol/indexer/shared/types" io "io" math "math" math_bits "math/bits" + time "time" ) // Reference imports to suppress errors if they are not otherwise used. var _ = proto.Marshal var _ = fmt.Errorf var _ = math.Inf +var _ = time.Kitchen // This is a compile-time assertion to ensure that this generated file // is compatible with the proto package it is being compiled against. @@ -122,6 +127,8 @@ func (OrderRemoveV1_OrderRemovalStatus) EnumDescriptor() ([]byte, []int) { type OrderPlaceV1 struct { Order *types.IndexerOrder `protobuf:"bytes,1,opt,name=order,proto3" json:"order,omitempty"` PlacementStatus OrderPlaceV1_OrderPlacementStatus `protobuf:"varint,2,opt,name=placement_status,json=placementStatus,proto3,enum=dydxprotocol.indexer.off_chain_updates.OrderPlaceV1_OrderPlacementStatus" json:"placement_status,omitempty"` + // The timestamp of the order placement. + TimeStamp *time.Time `protobuf:"bytes,3,opt,name=time_stamp,json=timeStamp,proto3,stdtime" json:"time_stamp,omitempty"` } func (m *OrderPlaceV1) Reset() { *m = OrderPlaceV1{} } @@ -171,12 +178,21 @@ func (m *OrderPlaceV1) GetPlacementStatus() OrderPlaceV1_OrderPlacementStatus { return OrderPlaceV1_ORDER_PLACEMENT_STATUS_UNSPECIFIED } +func (m *OrderPlaceV1) GetTimeStamp() *time.Time { + if m != nil { + return m.TimeStamp + } + return nil +} + // OrderRemove messages contain the id of the order removed, the reason for the // removal and the resulting status from the removal. type OrderRemoveV1 struct { RemovedOrderId *types.IndexerOrderId `protobuf:"bytes,1,opt,name=removed_order_id,json=removedOrderId,proto3" json:"removed_order_id,omitempty"` - Reason types1.OrderRemovalReason `protobuf:"varint,2,opt,name=reason,proto3,enum=dydxprotocol.indexer.shared.OrderRemovalReason" json:"reason,omitempty"` + Reason types2.OrderRemovalReason `protobuf:"varint,2,opt,name=reason,proto3,enum=dydxprotocol.indexer.shared.OrderRemovalReason" json:"reason,omitempty"` RemovalStatus OrderRemoveV1_OrderRemovalStatus `protobuf:"varint,3,opt,name=removal_status,json=removalStatus,proto3,enum=dydxprotocol.indexer.off_chain_updates.OrderRemoveV1_OrderRemovalStatus" json:"removal_status,omitempty"` + // The timestamp of the order removal. + TimeStamp *time.Time `protobuf:"bytes,4,opt,name=time_stamp,json=timeStamp,proto3,stdtime" json:"time_stamp,omitempty"` } func (m *OrderRemoveV1) Reset() { *m = OrderRemoveV1{} } @@ -219,11 +235,11 @@ func (m *OrderRemoveV1) GetRemovedOrderId() *types.IndexerOrderId { return nil } -func (m *OrderRemoveV1) GetReason() types1.OrderRemovalReason { +func (m *OrderRemoveV1) GetReason() types2.OrderRemovalReason { if m != nil { return m.Reason } - return types1.OrderRemovalReason_ORDER_REMOVAL_REASON_UNSPECIFIED + return types2.OrderRemovalReason_ORDER_REMOVAL_REASON_UNSPECIFIED } func (m *OrderRemoveV1) GetRemovalStatus() OrderRemoveV1_OrderRemovalStatus { @@ -233,6 +249,13 @@ func (m *OrderRemoveV1) GetRemovalStatus() OrderRemoveV1_OrderRemovalStatus { return OrderRemoveV1_ORDER_REMOVAL_STATUS_UNSPECIFIED } +func (m *OrderRemoveV1) GetTimeStamp() *time.Time { + if m != nil { + return m.TimeStamp + } + return nil +} + // OrderUpdate messages contain the id of the order being updated, and the // updated total filled quantums of the order. type OrderUpdateV1 struct { @@ -287,15 +310,87 @@ func (m *OrderUpdateV1) GetTotalFilledQuantums() uint64 { return 0 } +// OrderReplace messages contain the old order ID and the replacement order. +type OrderReplaceV1 struct { + OldOrderId *types.IndexerOrderId `protobuf:"bytes,1,opt,name=old_order_id,json=oldOrderId,proto3" json:"old_order_id,omitempty"` + Order *types.IndexerOrder `protobuf:"bytes,2,opt,name=order,proto3" json:"order,omitempty"` + PlacementStatus OrderPlaceV1_OrderPlacementStatus `protobuf:"varint,3,opt,name=placement_status,json=placementStatus,proto3,enum=dydxprotocol.indexer.off_chain_updates.OrderPlaceV1_OrderPlacementStatus" json:"placement_status,omitempty"` + TimeStamp *time.Time `protobuf:"bytes,4,opt,name=time_stamp,json=timeStamp,proto3,stdtime" json:"time_stamp,omitempty"` +} + +func (m *OrderReplaceV1) Reset() { *m = OrderReplaceV1{} } +func (m *OrderReplaceV1) String() string { return proto.CompactTextString(m) } +func (*OrderReplaceV1) ProtoMessage() {} +func (*OrderReplaceV1) Descriptor() ([]byte, []int) { + return fileDescriptor_a3058c1b66f59e98, []int{3} +} +func (m *OrderReplaceV1) XXX_Unmarshal(b []byte) error { + return m.Unmarshal(b) +} +func (m *OrderReplaceV1) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { + if deterministic { + return xxx_messageInfo_OrderReplaceV1.Marshal(b, m, deterministic) + } else { + b = b[:cap(b)] + n, err := m.MarshalToSizedBuffer(b) + if err != nil { + return nil, err + } + return b[:n], nil + } +} +func (m *OrderReplaceV1) XXX_Merge(src proto.Message) { + xxx_messageInfo_OrderReplaceV1.Merge(m, src) +} +func (m *OrderReplaceV1) XXX_Size() int { + return m.Size() +} +func (m *OrderReplaceV1) XXX_DiscardUnknown() { + xxx_messageInfo_OrderReplaceV1.DiscardUnknown(m) +} + +var xxx_messageInfo_OrderReplaceV1 proto.InternalMessageInfo + +func (m *OrderReplaceV1) GetOldOrderId() *types.IndexerOrderId { + if m != nil { + return m.OldOrderId + } + return nil +} + +func (m *OrderReplaceV1) GetOrder() *types.IndexerOrder { + if m != nil { + return m.Order + } + return nil +} + +func (m *OrderReplaceV1) GetPlacementStatus() OrderPlaceV1_OrderPlacementStatus { + if m != nil { + return m.PlacementStatus + } + return OrderPlaceV1_ORDER_PLACEMENT_STATUS_UNSPECIFIED +} + +func (m *OrderReplaceV1) GetTimeStamp() *time.Time { + if m != nil { + return m.TimeStamp + } + return nil +} + // An OffChainUpdate message is the message type which will be sent on Kafka to // the Indexer. type OffChainUpdateV1 struct { - // Contains one of an OrderPlaceV1, OrderRemoveV1, and OrderUpdateV1 message. + // Contains one of an OrderPlaceV1, OrderRemoveV1, OrderUpdateV1, and + // OrderReplaceV1 message. // // Types that are valid to be assigned to UpdateMessage: + // // *OffChainUpdateV1_OrderPlace // *OffChainUpdateV1_OrderRemove // *OffChainUpdateV1_OrderUpdate + // *OffChainUpdateV1_OrderReplace UpdateMessage isOffChainUpdateV1_UpdateMessage `protobuf_oneof:"update_message"` } @@ -303,7 +398,7 @@ func (m *OffChainUpdateV1) Reset() { *m = OffChainUpdateV1{} } func (m *OffChainUpdateV1) String() string { return proto.CompactTextString(m) } func (*OffChainUpdateV1) ProtoMessage() {} func (*OffChainUpdateV1) Descriptor() ([]byte, []int) { - return fileDescriptor_a3058c1b66f59e98, []int{3} + return fileDescriptor_a3058c1b66f59e98, []int{4} } func (m *OffChainUpdateV1) XXX_Unmarshal(b []byte) error { return m.Unmarshal(b) @@ -347,10 +442,14 @@ type OffChainUpdateV1_OrderRemove struct { type OffChainUpdateV1_OrderUpdate struct { OrderUpdate *OrderUpdateV1 `protobuf:"bytes,3,opt,name=order_update,json=orderUpdate,proto3,oneof" json:"order_update,omitempty"` } +type OffChainUpdateV1_OrderReplace struct { + OrderReplace *OrderReplaceV1 `protobuf:"bytes,4,opt,name=order_replace,json=orderReplace,proto3,oneof" json:"order_replace,omitempty"` +} -func (*OffChainUpdateV1_OrderPlace) isOffChainUpdateV1_UpdateMessage() {} -func (*OffChainUpdateV1_OrderRemove) isOffChainUpdateV1_UpdateMessage() {} -func (*OffChainUpdateV1_OrderUpdate) isOffChainUpdateV1_UpdateMessage() {} +func (*OffChainUpdateV1_OrderPlace) isOffChainUpdateV1_UpdateMessage() {} +func (*OffChainUpdateV1_OrderRemove) isOffChainUpdateV1_UpdateMessage() {} +func (*OffChainUpdateV1_OrderUpdate) isOffChainUpdateV1_UpdateMessage() {} +func (*OffChainUpdateV1_OrderReplace) isOffChainUpdateV1_UpdateMessage() {} func (m *OffChainUpdateV1) GetUpdateMessage() isOffChainUpdateV1_UpdateMessage { if m != nil { @@ -380,12 +479,20 @@ func (m *OffChainUpdateV1) GetOrderUpdate() *OrderUpdateV1 { return nil } +func (m *OffChainUpdateV1) GetOrderReplace() *OrderReplaceV1 { + if x, ok := m.GetUpdateMessage().(*OffChainUpdateV1_OrderReplace); ok { + return x.OrderReplace + } + return nil +} + // XXX_OneofWrappers is for the internal use of the proto package. func (*OffChainUpdateV1) XXX_OneofWrappers() []interface{} { return []interface{}{ (*OffChainUpdateV1_OrderPlace)(nil), (*OffChainUpdateV1_OrderRemove)(nil), (*OffChainUpdateV1_OrderUpdate)(nil), + (*OffChainUpdateV1_OrderReplace)(nil), } } @@ -395,6 +502,7 @@ func init() { proto.RegisterType((*OrderPlaceV1)(nil), "dydxprotocol.indexer.off_chain_updates.OrderPlaceV1") proto.RegisterType((*OrderRemoveV1)(nil), "dydxprotocol.indexer.off_chain_updates.OrderRemoveV1") proto.RegisterType((*OrderUpdateV1)(nil), "dydxprotocol.indexer.off_chain_updates.OrderUpdateV1") + proto.RegisterType((*OrderReplaceV1)(nil), "dydxprotocol.indexer.off_chain_updates.OrderReplaceV1") proto.RegisterType((*OffChainUpdateV1)(nil), "dydxprotocol.indexer.off_chain_updates.OffChainUpdateV1") } @@ -403,47 +511,55 @@ func init() { } var fileDescriptor_a3058c1b66f59e98 = []byte{ - // 626 bytes of a gzipped FileDescriptorProto - 0x1f, 0x8b, 0x08, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02, 0xff, 0xa4, 0x55, 0xc1, 0x6e, 0xda, 0x4a, - 0x14, 0xb5, 0xc9, 0x7b, 0x69, 0x35, 0x49, 0xa8, 0x35, 0x6d, 0xa5, 0x28, 0x55, 0xdd, 0xd4, 0xaa, - 0xa2, 0x54, 0x55, 0xec, 0x40, 0xd3, 0x6d, 0x25, 0x02, 0xa6, 0xb1, 0x4a, 0x30, 0x1d, 0x48, 0x2a, - 0xb1, 0x19, 0x19, 0x7b, 0x08, 0x48, 0x86, 0xa1, 0xb6, 0x41, 0xc9, 0x5f, 0xe4, 0x47, 0xba, 0xec, - 0x3f, 0x74, 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0x4d, 0xdd, 0xc6, 0x3c, 0x47, 0x3e, 0xfb, 0x19, 0x00, 0x00, 0xff, 0xff, 0xa5, 0x4c, 0xe4, 0xe6, + 0xbf, 0x08, 0x00, 0x00, } func (m *OrderPlaceV1) Marshal() (dAtA []byte, err error) { @@ -466,6 +582,16 @@ func (m *OrderPlaceV1) MarshalToSizedBuffer(dAtA []byte) (int, error) { _ = i var l int _ = l + if m.TimeStamp != nil { + n1, err1 := github_com_cosmos_gogoproto_types.StdTimeMarshalTo(*m.TimeStamp, dAtA[i-github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp):]) + if err1 != nil { + return 0, err1 + } + i -= n1 + i = encodeVarintOffChainUpdates(dAtA, i, uint64(n1)) + i-- + dAtA[i] = 0x1a + } if m.PlacementStatus != 0 { i = encodeVarintOffChainUpdates(dAtA, i, uint64(m.PlacementStatus)) i-- @@ -506,6 +632,16 @@ func (m *OrderRemoveV1) MarshalToSizedBuffer(dAtA []byte) (int, error) { _ = i var l int _ = l + if m.TimeStamp != nil { + n3, err3 := github_com_cosmos_gogoproto_types.StdTimeMarshalTo(*m.TimeStamp, dAtA[i-github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp):]) + if err3 != nil { + return 0, err3 + } + i -= n3 + i = encodeVarintOffChainUpdates(dAtA, i, uint64(n3)) + i-- + dAtA[i] = 0x22 + } if m.RemovalStatus != 0 { i = encodeVarintOffChainUpdates(dAtA, i, uint64(m.RemovalStatus)) i-- @@ -571,6 +707,68 @@ func (m *OrderUpdateV1) MarshalToSizedBuffer(dAtA []byte) (int, error) { return len(dAtA) - i, nil } +func (m *OrderReplaceV1) Marshal() (dAtA []byte, err error) { + size := m.Size() + dAtA = make([]byte, size) + n, err := m.MarshalToSizedBuffer(dAtA[:size]) + if err != nil { + return nil, err + } + return dAtA[:n], nil +} + +func (m *OrderReplaceV1) MarshalTo(dAtA []byte) (int, error) { + size := m.Size() + return m.MarshalToSizedBuffer(dAtA[:size]) +} + +func (m *OrderReplaceV1) MarshalToSizedBuffer(dAtA []byte) (int, error) { + i := len(dAtA) + _ = i + var l int + _ = l + if m.TimeStamp != nil { + n6, err6 := github_com_cosmos_gogoproto_types.StdTimeMarshalTo(*m.TimeStamp, dAtA[i-github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp):]) + if err6 != nil { + return 0, err6 + } + i -= n6 + i = encodeVarintOffChainUpdates(dAtA, i, uint64(n6)) + i-- + dAtA[i] = 0x22 + } + if m.PlacementStatus != 0 { + i = encodeVarintOffChainUpdates(dAtA, i, uint64(m.PlacementStatus)) + i-- + dAtA[i] = 0x18 + } + if m.Order != nil { + { + size, err := m.Order.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintOffChainUpdates(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0x12 + } + if m.OldOrderId != nil { + { + size, err := m.OldOrderId.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintOffChainUpdates(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0xa + } + return len(dAtA) - i, nil +} + func (m *OffChainUpdateV1) Marshal() (dAtA []byte, err error) { size := m.Size() dAtA = make([]byte, size) @@ -666,6 +864,27 @@ func (m *OffChainUpdateV1_OrderUpdate) MarshalToSizedBuffer(dAtA []byte) (int, e } return len(dAtA) - i, nil } +func (m *OffChainUpdateV1_OrderReplace) MarshalTo(dAtA []byte) (int, error) { + size := m.Size() + return m.MarshalToSizedBuffer(dAtA[:size]) +} + +func (m *OffChainUpdateV1_OrderReplace) MarshalToSizedBuffer(dAtA []byte) (int, error) { + i := len(dAtA) + if m.OrderReplace != nil { + { + size, err := m.OrderReplace.MarshalToSizedBuffer(dAtA[:i]) + if err != nil { + return 0, err + } + i -= size + i = encodeVarintOffChainUpdates(dAtA, i, uint64(size)) + } + i-- + dAtA[i] = 0x22 + } + return len(dAtA) - i, nil +} func encodeVarintOffChainUpdates(dAtA []byte, offset int, v uint64) int { offset -= sovOffChainUpdates(v) base := offset @@ -690,6 +909,10 @@ func (m *OrderPlaceV1) Size() (n int) { if m.PlacementStatus != 0 { n += 1 + sovOffChainUpdates(uint64(m.PlacementStatus)) } + if m.TimeStamp != nil { + l = github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp) + n += 1 + l + sovOffChainUpdates(uint64(l)) + } return n } @@ -709,6 +932,10 @@ func (m *OrderRemoveV1) Size() (n int) { if m.RemovalStatus != 0 { n += 1 + sovOffChainUpdates(uint64(m.RemovalStatus)) } + if m.TimeStamp != nil { + l = github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp) + n += 1 + l + sovOffChainUpdates(uint64(l)) + } return n } @@ -728,6 +955,30 @@ func (m *OrderUpdateV1) Size() (n int) { return n } +func (m *OrderReplaceV1) Size() (n int) { + if m == nil { + return 0 + } + var l int + _ = l + if m.OldOrderId != nil { + l = m.OldOrderId.Size() + n += 1 + l + sovOffChainUpdates(uint64(l)) + } + if m.Order != nil { + l = m.Order.Size() + n += 1 + l + sovOffChainUpdates(uint64(l)) + } + if m.PlacementStatus != 0 { + n += 1 + sovOffChainUpdates(uint64(m.PlacementStatus)) + } + if m.TimeStamp != nil { + l = github_com_cosmos_gogoproto_types.SizeOfStdTime(*m.TimeStamp) + n += 1 + l + sovOffChainUpdates(uint64(l)) + } + return n +} + func (m *OffChainUpdateV1) Size() (n int) { if m == nil { return 0 @@ -776,6 +1027,18 @@ func (m *OffChainUpdateV1_OrderUpdate) Size() (n int) { } return n } +func (m *OffChainUpdateV1_OrderReplace) Size() (n int) { + if m == nil { + return 0 + } + var l int + _ = l + if m.OrderReplace != nil { + l = m.OrderReplace.Size() + n += 1 + l + sovOffChainUpdates(uint64(l)) + } + return n +} func sovOffChainUpdates(x uint64) (n int) { return (math_bits.Len64(x|1) + 6) / 7 @@ -867,6 +1130,42 @@ func (m *OrderPlaceV1) Unmarshal(dAtA []byte) error { break } } + case 3: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field TimeStamp", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.TimeStamp == nil { + m.TimeStamp = new(time.Time) + } + if err := github_com_cosmos_gogoproto_types.StdTimeUnmarshal(m.TimeStamp, dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex default: iNdEx = preIndex skippy, err := skipOffChainUpdates(dAtA[iNdEx:]) @@ -967,7 +1266,7 @@ func (m *OrderRemoveV1) Unmarshal(dAtA []byte) error { } b := dAtA[iNdEx] iNdEx++ - m.Reason |= types1.OrderRemovalReason(b&0x7F) << shift + m.Reason |= types2.OrderRemovalReason(b&0x7F) << shift if b < 0x80 { break } @@ -991,6 +1290,42 @@ func (m *OrderRemoveV1) Unmarshal(dAtA []byte) error { break } } + case 4: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field TimeStamp", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.TimeStamp == nil { + m.TimeStamp = new(time.Time) + } + if err := github_com_cosmos_gogoproto_types.StdTimeUnmarshal(m.TimeStamp, dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex default: iNdEx = preIndex skippy, err := skipOffChainUpdates(dAtA[iNdEx:]) @@ -1117,6 +1452,183 @@ func (m *OrderUpdateV1) Unmarshal(dAtA []byte) error { } return nil } +func (m *OrderReplaceV1) Unmarshal(dAtA []byte) error { + l := len(dAtA) + iNdEx := 0 + for iNdEx < l { + preIndex := iNdEx + var wire uint64 + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + wire |= uint64(b&0x7F) << shift + if b < 0x80 { + break + } + } + fieldNum := int32(wire >> 3) + wireType := int(wire & 0x7) + if wireType == 4 { + return fmt.Errorf("proto: OrderReplaceV1: wiretype end group for non-group") + } + if fieldNum <= 0 { + return fmt.Errorf("proto: OrderReplaceV1: illegal tag %d (wire type %d)", fieldNum, wire) + } + switch fieldNum { + case 1: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field OldOrderId", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.OldOrderId == nil { + m.OldOrderId = &types.IndexerOrderId{} + } + if err := m.OldOrderId.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex + case 2: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field Order", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.Order == nil { + m.Order = &types.IndexerOrder{} + } + if err := m.Order.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex + case 3: + if wireType != 0 { + return fmt.Errorf("proto: wrong wireType = %d for field PlacementStatus", wireType) + } + m.PlacementStatus = 0 + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + m.PlacementStatus |= OrderPlaceV1_OrderPlacementStatus(b&0x7F) << shift + if b < 0x80 { + break + } + } + case 4: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field TimeStamp", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + if m.TimeStamp == nil { + m.TimeStamp = new(time.Time) + } + if err := github_com_cosmos_gogoproto_types.StdTimeUnmarshal(m.TimeStamp, dAtA[iNdEx:postIndex]); err != nil { + return err + } + iNdEx = postIndex + default: + iNdEx = preIndex + skippy, err := skipOffChainUpdates(dAtA[iNdEx:]) + if err != nil { + return err + } + if (skippy < 0) || (iNdEx+skippy) < 0 { + return ErrInvalidLengthOffChainUpdates + } + if (iNdEx + skippy) > l { + return io.ErrUnexpectedEOF + } + iNdEx += skippy + } + } + + if iNdEx > l { + return io.ErrUnexpectedEOF + } + return nil +} func (m *OffChainUpdateV1) Unmarshal(dAtA []byte) error { l := len(dAtA) iNdEx := 0 @@ -1251,6 +1763,41 @@ func (m *OffChainUpdateV1) Unmarshal(dAtA []byte) error { } m.UpdateMessage = &OffChainUpdateV1_OrderUpdate{v} iNdEx = postIndex + case 4: + if wireType != 2 { + return fmt.Errorf("proto: wrong wireType = %d for field OrderReplace", wireType) + } + var msglen int + for shift := uint(0); ; shift += 7 { + if shift >= 64 { + return ErrIntOverflowOffChainUpdates + } + if iNdEx >= l { + return io.ErrUnexpectedEOF + } + b := dAtA[iNdEx] + iNdEx++ + msglen |= int(b&0x7F) << shift + if b < 0x80 { + break + } + } + if msglen < 0 { + return ErrInvalidLengthOffChainUpdates + } + postIndex := iNdEx + msglen + if postIndex < 0 { + return ErrInvalidLengthOffChainUpdates + } + if postIndex > l { + return io.ErrUnexpectedEOF + } + v := &OrderReplaceV1{} + if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { + return err + } + m.UpdateMessage = &OffChainUpdateV1_OrderReplace{v} + iNdEx = postIndex default: iNdEx = preIndex skippy, err := skipOffChainUpdates(dAtA[iNdEx:]) diff --git a/protocol/mocks/ClobKeeper.go b/protocol/mocks/ClobKeeper.go index 44e0e938f5..c45d843acb 100644 --- a/protocol/mocks/ClobKeeper.go +++ b/protocol/mocks/ClobKeeper.go @@ -626,16 +626,16 @@ func (_m *ClobKeeper) GetSubaccountMaxNotionalLiquidatable(ctx types.Context, su } // HandleMsgCancelOrder provides a mock function with given fields: ctx, msg -func (_m *ClobKeeper) HandleMsgCancelOrder(ctx types.Context, msg *clobtypes.MsgCancelOrder) error { - ret := _m.Called(ctx, msg) +func (_m *ClobKeeper) HandleMsgCancelOrder(ctx types.Context, msg *clobtypes.MsgCancelOrder, isInternalOrder bool) error { + ret := _m.Called(ctx, msg, isInternalOrder) if len(ret) == 0 { panic("no return value specified for HandleMsgCancelOrder") } var r0 error - if rf, ok := ret.Get(0).(func(types.Context, *clobtypes.MsgCancelOrder) error); ok { - r0 = rf(ctx, msg) + if rf, ok := ret.Get(0).(func(types.Context, *clobtypes.MsgCancelOrder, bool) error); ok { + r0 = rf(ctx, msg, isInternalOrder) } else { r0 = ret.Error(0) } diff --git a/protocol/testutil/keeper/vault.go b/protocol/testutil/keeper/vault.go index 73b18c8940..911980eedc 100644 --- a/protocol/testutil/keeper/vault.go +++ b/protocol/testutil/keeper/vault.go @@ -57,6 +57,7 @@ func createVaultKeeper( &mocks.PerpetualsKeeper{}, &mocks.PricesKeeper{}, &mocks.SubaccountsKeeper{}, + &mocks.IndexerEventManager{}, []string{ lib.GovModuleAddress.String(), delaymsgtypes.ModuleAddress.String(), diff --git a/protocol/x/clob/keeper/msg_server_cancel_orders.go b/protocol/x/clob/keeper/msg_server_cancel_orders.go index b5165d4bc1..02610fd93d 100644 --- a/protocol/x/clob/keeper/msg_server_cancel_orders.go +++ b/protocol/x/clob/keeper/msg_server_cancel_orders.go @@ -23,7 +23,7 @@ func (k msgServer) CancelOrder( ) (resp *types.MsgCancelOrderResponse, err error) { ctx := lib.UnwrapSDKContext(goCtx, types.ModuleName) - if err := k.Keeper.HandleMsgCancelOrder(ctx, msg); err != nil { + if err := k.Keeper.HandleMsgCancelOrder(ctx, msg, false); err != nil { return nil, err } @@ -37,6 +37,7 @@ func (k msgServer) CancelOrder( func (k Keeper) HandleMsgCancelOrder( ctx sdk.Context, msg *types.MsgCancelOrder, + isInternalOrder bool, ) (err error) { lib.AssertDeliverTxMode(ctx) @@ -110,17 +111,19 @@ func (k Keeper) HandleMsgCancelOrder( k.MustSetProcessProposerMatchesEvents(ctx, processProposerMatchesEvents) // 4. Add the relevant on-chain Indexer event for the cancellation. - k.GetIndexerEventManager().AddTxnEvent( - ctx, - indexerevents.SubtypeStatefulOrder, - indexerevents.StatefulOrderEventVersion, - indexer_manager.GetBytes( - indexerevents.NewStatefulOrderRemovalEvent( - msg.OrderId, - indexershared.OrderRemovalReason_ORDER_REMOVAL_REASON_USER_CANCELED, + if !isInternalOrder { // vault order indexer event logic is handled elsewhere + k.GetIndexerEventManager().AddTxnEvent( + ctx, + indexerevents.SubtypeStatefulOrder, + indexerevents.StatefulOrderEventVersion, + indexer_manager.GetBytes( + indexerevents.NewStatefulOrderRemovalEvent( + msg.OrderId, + indexershared.OrderRemovalReason_ORDER_REMOVAL_REASON_USER_CANCELED, + ), ), - ), - ) + ) + } return nil } diff --git a/protocol/x/clob/keeper/msg_server_place_order.go b/protocol/x/clob/keeper/msg_server_place_order.go index 5db309df39..d3801d5ad3 100644 --- a/protocol/x/clob/keeper/msg_server_place_order.go +++ b/protocol/x/clob/keeper/msg_server_place_order.go @@ -114,31 +114,35 @@ func (k Keeper) HandleMsgPlaceOrder( // 4. Emit the new order placement indexer event. if order.IsConditionalOrder() { - k.GetIndexerEventManager().AddTxnEvent( - ctx, - indexerevents.SubtypeStatefulOrder, - indexerevents.StatefulOrderEventVersion, - indexer_manager.GetBytes( - indexerevents.NewConditionalOrderPlacementEvent( - order, + if !isInternalOrder { // vault order indexer event logic is handled elsewhere + k.GetIndexerEventManager().AddTxnEvent( + ctx, + indexerevents.SubtypeStatefulOrder, + indexerevents.StatefulOrderEventVersion, + indexer_manager.GetBytes( + indexerevents.NewConditionalOrderPlacementEvent( + order, + ), ), - ), - ) + ) + } processProposerMatchesEvents.PlacedConditionalOrderIds = append( processProposerMatchesEvents.PlacedConditionalOrderIds, order.OrderId, ) } else { - k.GetIndexerEventManager().AddTxnEvent( - ctx, - indexerevents.SubtypeStatefulOrder, - indexerevents.StatefulOrderEventVersion, - indexer_manager.GetBytes( - indexerevents.NewLongTermOrderPlacementEvent( - order, + if !isInternalOrder { // vault order indexer event logic is handled elsewhere + k.GetIndexerEventManager().AddTxnEvent( + ctx, + indexerevents.SubtypeStatefulOrder, + indexerevents.StatefulOrderEventVersion, + indexer_manager.GetBytes( + indexerevents.NewLongTermOrderPlacementEvent( + order, + ), ), - ), - ) + ) + } processProposerMatchesEvents.PlacedLongTermOrderIds = append( processProposerMatchesEvents.PlacedLongTermOrderIds, order.OrderId, diff --git a/protocol/x/clob/types/clob_keeper.go b/protocol/x/clob/types/clob_keeper.go index 3993d6036c..e60150cf50 100644 --- a/protocol/x/clob/types/clob_keeper.go +++ b/protocol/x/clob/types/clob_keeper.go @@ -46,6 +46,7 @@ type ClobKeeper interface { HandleMsgCancelOrder( ctx sdk.Context, msg *MsgCancelOrder, + isInternalOrder bool, ) (err error) HandleMsgPlaceOrder( ctx sdk.Context, diff --git a/protocol/x/vault/keeper/keeper.go b/protocol/x/vault/keeper/keeper.go index 9fe75f116f..ff33edc5c2 100644 --- a/protocol/x/vault/keeper/keeper.go +++ b/protocol/x/vault/keeper/keeper.go @@ -7,19 +7,21 @@ import ( storetypes "cosmossdk.io/store/types" "github.com/cosmos/cosmos-sdk/codec" sdk "github.com/cosmos/cosmos-sdk/types" + "github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager" "github.com/dydxprotocol/v4-chain/protocol/lib" "github.com/dydxprotocol/v4-chain/protocol/x/vault/types" ) type ( Keeper struct { - cdc codec.BinaryCodec - storeKey storetypes.StoreKey - clobKeeper types.ClobKeeper - perpetualsKeeper types.PerpetualsKeeper - pricesKeeper types.PricesKeeper - subaccountsKeeper types.SubaccountsKeeper - authorities map[string]struct{} + cdc codec.BinaryCodec + storeKey storetypes.StoreKey + clobKeeper types.ClobKeeper + perpetualsKeeper types.PerpetualsKeeper + pricesKeeper types.PricesKeeper + subaccountsKeeper types.SubaccountsKeeper + indexerEventManager indexer_manager.IndexerEventManager + authorities map[string]struct{} } ) @@ -30,19 +32,25 @@ func NewKeeper( perpetualsKeeper types.PerpetualsKeeper, pricesKeeper types.PricesKeeper, subaccountsKeeper types.SubaccountsKeeper, + indexerEventManager indexer_manager.IndexerEventManager, authorities []string, ) *Keeper { return &Keeper{ - cdc: cdc, - storeKey: storeKey, - clobKeeper: clobKeeper, - perpetualsKeeper: perpetualsKeeper, - pricesKeeper: pricesKeeper, - subaccountsKeeper: subaccountsKeeper, - authorities: lib.UniqueSliceToSet(authorities), + cdc: cdc, + storeKey: storeKey, + clobKeeper: clobKeeper, + perpetualsKeeper: perpetualsKeeper, + pricesKeeper: pricesKeeper, + subaccountsKeeper: subaccountsKeeper, + indexerEventManager: indexerEventManager, + authorities: lib.UniqueSliceToSet(authorities), } } +func (k Keeper) GetIndexerEventManager() indexer_manager.IndexerEventManager { + return k.indexerEventManager +} + func (k Keeper) HasAuthority(authority string) bool { _, ok := k.authorities[authority] return ok diff --git a/protocol/x/vault/keeper/orders.go b/protocol/x/vault/keeper/orders.go index 5d8054dcc5..51cadf2b94 100644 --- a/protocol/x/vault/keeper/orders.go +++ b/protocol/x/vault/keeper/orders.go @@ -6,6 +6,8 @@ import ( errorsmod "cosmossdk.io/errors" sdk "github.com/cosmos/cosmos-sdk/types" + indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events" + "github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager" "github.com/dydxprotocol/v4-chain/protocol/lib" "github.com/dydxprotocol/v4-chain/protocol/lib/log" "github.com/dydxprotocol/v4-chain/protocol/lib/metrics" @@ -24,6 +26,7 @@ func (k Keeper) RefreshAllVaultOrders(ctx sdk.Context) { defer totalSharesIterator.Close() for ; totalSharesIterator.Valid(); totalSharesIterator.Next() { vaultId, err := types.GetVaultIdFromStateKey(totalSharesIterator.Key()) + if err != nil { log.ErrorLogWithError(ctx, "Failed to get vault ID from state key", err) continue @@ -84,7 +87,7 @@ func (k Keeper) RefreshVaultClobOrders(ctx sdk.Context, vaultId types.VaultId) ( err := k.clobKeeper.HandleMsgCancelOrder(ctx, clobtypes.NewMsgCancelOrderStateful( order.OrderId, uint32(ctx.BlockTime().Unix())+orderExpirationSeconds, - )) + ), true) if err != nil { log.ErrorLogWithError(ctx, "Failed to cancel order", err, "order", order, "vaultId", vaultId) } @@ -94,24 +97,52 @@ func (k Keeper) RefreshVaultClobOrders(ctx sdk.Context, vaultId types.VaultId) ( ) } } - // Place new CLOB orders. ordersToPlace, err := k.GetVaultClobOrders(ctx, vaultId) if err != nil { log.ErrorLogWithError(ctx, "Failed to get vault clob orders to place", err, "vaultId", vaultId) return err } - for _, order := range ordersToPlace { + + for i, order := range ordersToPlace { err := k.PlaceVaultClobOrder(ctx, order) if err != nil { log.ErrorLogWithError(ctx, "Failed to place order", err, "order", order, "vaultId", vaultId) } + vaultId.IncrCounterWithLabels( metrics.VaultPlaceOrder, metrics.GetLabelForBoolValue(metrics.Success, err == nil), ) - } + // Send indexer messages. We expect ordersToCancel and ordersToPlace to have the same length + // and the order to place at each index to be a replacement of the order to cancel at the same index. + replacedOrder := ordersToCancel[i] + if replacedOrder == nil { + k.GetIndexerEventManager().AddTxnEvent( + ctx, + indexerevents.SubtypeStatefulOrder, + indexerevents.StatefulOrderEventVersion, + indexer_manager.GetBytes( + indexerevents.NewLongTermOrderPlacementEvent( + *order, + ), + ), + ) + } else { + k.GetIndexerEventManager().AddTxnEvent( + ctx, + indexerevents.SubtypeStatefulOrder, + indexerevents.StatefulOrderEventVersion, + indexer_manager.GetBytes( + indexerevents.NewLongTermOrderReplacementEvent( + replacedOrder.OrderId, + *order, + ), + ), + ) + } + } return nil } diff --git a/protocol/x/vault/keeper/orders_test.go b/protocol/x/vault/keeper/orders_test.go index 371288ef70..6f0fad2db4 100644 --- a/protocol/x/vault/keeper/orders_test.go +++ b/protocol/x/vault/keeper/orders_test.go @@ -7,6 +7,10 @@ import ( "github.com/cometbft/cometbft/types" "github.com/dydxprotocol/v4-chain/protocol/dtypes" + "github.com/dydxprotocol/v4-chain/protocol/indexer" + indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events" + "github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager" + "github.com/dydxprotocol/v4-chain/protocol/indexer/msgsender" testapp "github.com/dydxprotocol/v4-chain/protocol/testutil/app" "github.com/dydxprotocol/v4-chain/protocol/testutil/constants" assettypes "github.com/dydxprotocol/v4-chain/protocol/x/assets/types" @@ -105,11 +109,16 @@ func TestRefreshAllVaultOrders(t *testing.T) { activationThresholdQuoteQuantums: big.NewInt(123_456_789), }, } - for name, tc := range tests { t.Run(name, func(t *testing.T) { + // Enable testapp's indexer event manager + msgSender := msgsender.NewIndexerMessageSenderInMemoryCollector() + appOpts := map[string]interface{}{ + indexer.MsgSenderInstanceForTest: msgSender, + } + // Initialize tApp and ctx (in deliverTx mode). - tApp := testapp.NewTestAppBuilder(t).WithGenesisDocFn(func() (genesis types.GenesisDoc) { + tApp := testapp.NewTestAppBuilder(t).WithAppOptions(appOpts).WithGenesisDocFn(func() (genesis types.GenesisDoc) { genesis = testapp.DefaultGenesis() // Initialize each vault with quote quantums to be able to place orders. testapp.UpdateGenesisDocWithAppStateForModule( @@ -160,6 +169,7 @@ func TestRefreshAllVaultOrders(t *testing.T) { // Simulate vault orders placed in last block. numPreviousOrders := 0 + previousOrders := make(map[vaulttypes.VaultId][]*clobtypes.Order) for i, vaultId := range tc.vaultIds { if tc.totalShares[i].Sign() > 0 && tc.assetQuantums[i].Cmp(tc.activationThresholdQuoteQuantums) >= 0 { orders, err := tApp.App.VaultKeeper.GetVaultClobOrders( @@ -171,6 +181,7 @@ func TestRefreshAllVaultOrders(t *testing.T) { err := tApp.App.VaultKeeper.PlaceVaultClobOrder(ctx, order) require.NoError(t, err) } + previousOrders[vaultId] = orders numPreviousOrders += len(orders) } } @@ -183,13 +194,34 @@ func TestRefreshAllVaultOrders(t *testing.T) { // cancelled and orders from this block have been placed. numExpectedOrders := 0 allExpectedOrderIds := make(map[clobtypes.OrderId]bool) - for i, vaultId := range tc.vaultIds { - if tc.totalShares[i].Sign() > 0 && tc.assetQuantums[i].Cmp(tc.activationThresholdQuoteQuantums) >= 0 { + expectedIndexerEvents := make([]indexer_manager.IndexerTendermintEvent, 0) + indexerEventIndex := 0 + for vault_index, vaultId := range tc.vaultIds { + if tc.totalShares[vault_index].Sign() > 0 && + tc.assetQuantums[vault_index].Cmp(tc.activationThresholdQuoteQuantums) >= 0 { expectedOrders, err := tApp.App.VaultKeeper.GetVaultClobOrders(ctx, vaultId) require.NoError(t, err) numExpectedOrders += len(expectedOrders) - for _, order := range expectedOrders { + ordersToCancel := previousOrders[vaultId] + for i, order := range expectedOrders { allExpectedOrderIds[order.OrderId] = true + orderToCancel := ordersToCancel[i] + event := indexer_manager.IndexerTendermintEvent{ + Subtype: indexerevents.SubtypeStatefulOrder, + OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_TransactionIndex{ + TransactionIndex: 0, + }, + EventIndex: uint32(indexerEventIndex), + Version: indexerevents.StatefulOrderEventVersion, + DataBytes: indexer_manager.GetBytes( + indexerevents.NewLongTermOrderReplacementEvent( + orderToCancel.OrderId, + *order, + ), + ), + } + indexerEventIndex += 1 + expectedIndexerEvents = append(expectedIndexerEvents, event) } } } @@ -198,6 +230,13 @@ func TestRefreshAllVaultOrders(t *testing.T) { for _, order := range allStatefulOrders { require.True(t, allExpectedOrderIds[order.OrderId]) } + + // test that the indexer events emitted are as expected + block := tApp.App.VaultKeeper.GetIndexerEventManager().ProduceBlock(ctx) + require.Len(t, block.Events, numExpectedOrders) + for i, event := range block.Events { + require.Equal(t, expectedIndexerEvents[i], *event) + } }) } } diff --git a/protocol/x/vault/types/expected_keepers.go b/protocol/x/vault/types/expected_keepers.go index ae2d63a451..8411769bf4 100644 --- a/protocol/x/vault/types/expected_keepers.go +++ b/protocol/x/vault/types/expected_keepers.go @@ -22,6 +22,7 @@ type ClobKeeper interface { HandleMsgCancelOrder( ctx sdk.Context, msg *clobtypes.MsgCancelOrder, + isInternalOrder bool, ) (err error) HandleMsgPlaceOrder( ctx sdk.Context,