[SKI-26]: Prevent funding index update with no oracle prices from (#1321

) halting indexer
dydxprotocol · Apr 3, 2024 · 35df3b5 · 35df3b5
1 parent fbeeb7c
commit 35df3b5
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Showing 2 changed files with 28 additions and 2 deletions.
diff --git a/indexer/services/ender/__tests__/handlers/funding-handler.test.ts b/indexer/services/ender/__tests__/handlers/funding-handler.test.ts
@@ -1,4 +1,4 @@
-import { stats } from '@dydxprotocol-indexer/base';
+import { logger, stats } from '@dydxprotocol-indexer/base';
 import {
   FundingEventV1,
   FundingEventV1_Type,
@@ -61,6 +61,9 @@ describe('fundingHandler', () => {
     await perpetualMarketRefresher.updatePerpetualMarkets();
     await assetRefresher.updateAssets();
     updateBlockCache(defaultPreviousHeight);
+
+    jest.spyOn(logger, 'error');
+    jest.resetAllMocks();
   });
 
   afterEach(async () => {
@@ -168,6 +171,28 @@ describe('fundingHandler', () => {
     );
   });
 
+  it('successfully ignores funding rate and index for market with no oracle price', async () => {
+    const kafkaMessage: KafkaMessage = createKafkaMessageFromFundingEvents({
+      fundingEvents: [{
+        ...defaultFundingRateEvent,
+        updates: [
+          {
+            perpetualId: 2,
+            fundingValuePpm: 10,
+            fundingIndex: bigIntToBytes(BigInt(0)),
+          },
+        ],
+      }],
+      height: defaultHeight,
+      time: defaultTime,
+    });
+    await onMessage(kafkaMessage);
+    expect(logger.error).toHaveBeenCalledWith(expect.objectContaining({
+      at: 'FundingHandler#handleFundingSample',
+      message: 'oracle_price not found for marketId.',
+    }));
+  });
+
   it('successfully processes and clears cache for a new funding rate with both existing/non-existent market',
     async () => {
       const kafkaMessage: KafkaMessage = createKafkaMessageFromFundingEvents({

diff --git a/indexer/services/ender/src/scripts/handlers/dydx_funding_handler.sql b/indexer/services/ender/src/scripts/handlers/dydx_funding_handler.sql
@@ -55,7 +55,8 @@ BEGIN
                          ORDER BY "effectiveAtHeight"
                          DESC LIMIT 1;
                 IF NOT FOUND THEN
-                    RAISE EXCEPTION 'price not found for marketId %', perpetual_market_record."marketId";
+                    errors_response = array_append(errors_response, '"oracle_price not found for marketId."'::jsonb);
+                    CONTINUE;
                 END IF;
 
                 event_id = dydx_event_id_from_parts(block_height, transaction_index, event_index);