Static Typing: Updating existing tests and bug fixes (1/n)

build.gradle.kts

@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.9.6"
+version = "1.9.7"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/SubaccountCalculatorV2.kt

@@ -297,7 +297,7 @@ internal class SubaccountCalculatorV2(
         market: InternalMarketState?,
         period: CalculationPeriod,
     ): Double {
-        val maintenanceMarginFraction = position?.calculated?.get(period)?.adjustedImf
+        val maintenanceMarginFraction = position?.calculated?.get(period)?.adjustedMmf
         val oraclePrice = market?.perpetualMarket?.oraclePrice
         val size = position?.calculated?.get(period)?.size
 

src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/TradeInput/TradeInputMarketOrderCalculator.kt

@@ -423,15 +423,15 @@ internal class TradeInputMarketOrderCalculator() {
         worstPrice: Double?,
         filled: Boolean,
     ): TradeInputMarketOrder? {
-        return if (size != null && usdcSize != null && size != Numeric.double.ZERO) {
+        return if (size != null && usdcSize != null) {
             TradeInputMarketOrder(
                 orderbook = orderbook.map {
                     OrderbookUsage(
                         price = it.price,
                         size = it.size,
                     )
                 }.toIList(),
-                price = (usdcSize / size),
+                price = if (size != Numeric.double.ZERO) usdcSize / size else null,
                 size = size,
                 usdcSize = usdcSize,
                 worstPrice = worstPrice,

src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/TradeInput/TradeInputSummaryCalculator.kt

@@ -339,7 +339,7 @@ internal class TradeInputSummaryCalculator {
     }
 
     private fun getMultiplier(trade: InternalTradeInputState): Double {
-        return if (trade.side == OrderSide.Buy) Numeric.double.POSITIVE else Numeric.double.NEGATIVE
+        return if (trade.side == OrderSide.Sell) Numeric.double.POSITIVE else Numeric.double.NEGATIVE
     }
 
     private fun calculateTakerReward(

src/commonMain/kotlin/exchange.dydx.abacus/output/input/TradeInput.kt

@@ -356,7 +356,7 @@ data class TradeInputSummary(
     companion object {
         internal fun create(
             state: InternalTradeInputSummary?,
-        ): TradeInputSummary? {
+        ): TradeInputSummary {
             return TradeInputSummary(
                 price = state?.price,
                 payloadPrice = state?.payloadPrice,

src/commonMain/kotlin/exchange.dydx.abacus/processor/input/ClosePositionInputProcessor.kt

@@ -8,6 +8,7 @@ import exchange.dydx.abacus.calculator.v2.tradeinput.TradeInputCalculatorV2
 import exchange.dydx.abacus.output.input.InputType
 import exchange.dydx.abacus.output.input.OrderSide
 import exchange.dydx.abacus.output.input.OrderType
+import exchange.dydx.abacus.output.input.TradeInputPrice
 import exchange.dydx.abacus.output.input.TradeInputSize
 import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.responses.ParsingError
@@ -21,6 +22,7 @@ import exchange.dydx.abacus.state.internalstate.InternalPerpetualPosition
 import exchange.dydx.abacus.state.internalstate.InternalRewardsParamsState
 import exchange.dydx.abacus.state.internalstate.InternalTradeInputState
 import exchange.dydx.abacus.state.internalstate.InternalWalletState
+import exchange.dydx.abacus.state.internalstate.safeCreate
 import exchange.dydx.abacus.state.manager.StatsigConfig
 import exchange.dydx.abacus.state.model.ClosePositionInputField
 import exchange.dydx.abacus.utils.Numeric
@@ -152,7 +154,7 @@ internal class ClosePositionInputProcessor(
 
                     trade.marketId?.let { marketId ->
                         val limitPrice = getMidMarketPrice(marketSummaryState, marketId)
-                        trade.price = trade.price?.copy(limitPrice = limitPrice)
+                        trade.price = TradeInputPrice.safeCreate(trade.price).copy(limitPrice = limitPrice)
                     }
                 } else {
                     trade.type = OrderType.Market

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/AssetPositionsProcessor.kt

@@ -36,7 +36,7 @@ internal class AssetPositionsProcessor(
         payload: List<IndexerAssetPositionResponseObject>?
     ): Map<String, InternalAssetPositionState>? {
         return if (payload != null) {
-            var modified = existing?.mutable() ?: mutableMapOf()
+            val modified = existing?.mutable() ?: mutableMapOf()
             for (item in payload) {
                 val assetPosition = itemProcessor.process(item)
                 if (assetPosition?.symbol != null) {

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/OrderProcessor.kt

@@ -301,9 +301,12 @@ internal class OrderProcessor(
         existing: SubaccountOrder?,
         payload: IndexerCompositeOrderObject,
     ): Boolean {
-        val updatedAt = existing?.updatedAtMilliseconds?.let {
+        if (existing == null) {
+            return true
+        }
+        val updatedAt = existing.updatedAtMilliseconds?.let {
             Instant.fromEpochMilliseconds(it.toLong())
-        } ?: existing?.createdAtMilliseconds?.let {
+        } ?: existing.createdAtMilliseconds?.let {
             Instant.fromEpochMilliseconds(it.toLong())
         }
         val incomingUpdatedAt = parser.asDatetime(payload.updatedAt)

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/PerpetualPositionProcessor.kt

@@ -13,6 +13,7 @@ import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
 import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.safeSet
 import indexer.codegen.IndexerPerpetualPositionResponseObject
+import indexer.codegen.IndexerPositionSide
 
 /*
     "ETH-USD": {
@@ -136,11 +137,19 @@ internal class PerpetualPositionProcessor(
             } else {
                 sideStringKey
             }
+            val size = parser.asDouble(payload.size)
+            val signedSize =
+                if (size != null) {
+                    if (payload.side == IndexerPositionSide.SHORT) (size.abs() * -1.0) else size
+                } else {
+                    null
+                }
+
             InternalPerpetualPosition(
                 market = payload.market,
                 status = payload.status,
                 side = payload.side,
-                size = parser.asDouble(payload.size),
+                size = signedSize,
                 maxSize = parser.asDouble(payload.maxSize),
                 entryPrice = parser.asDouble(payload.entryPrice),
                 realizedPnl = parser.asDouble(payload.realizedPnl),

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/SubaccountProcessor.kt

@@ -137,7 +137,7 @@ internal open class SubaccountProcessor(
             height = height,
         )
 
-        val perpetualPositions = content["perpetualPositions"] ?: content["openPerpetualPositions"]
+        val perpetualPositions = content["perpetualPositions"] ?: content["openPerpetualPositions"] ?: content["positions"]
         val positions = parser.asTypedList<IndexerPerpetualPositionResponseObject>(perpetualPositions)
         state = processPerpetualPositions(
             existing = state,

src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+Wallet.kt

@@ -27,9 +27,10 @@ internal fun TradingStateMachine.receivedSubaccountSubscribed(
     payload: Map<String, Any>,
     height: BlockAndTime?,
 ): StateChanges {
-    this.wallet = walletProcessor.subscribedDeprecated(wallet, payload, height)
     if (staticTyping) {
         walletProcessor.processSubscribed(internalState.wallet, payload, height)
+    } else {
+        this.wallet = walletProcessor.subscribedDeprecated(wallet, payload, height)
     }
 
     val changes = iMutableListOf<Changes>()
@@ -43,17 +44,26 @@ internal fun TradingStateMachine.receivedSubaccountSubscribed(
     changes.add(Changes.historicalPnl)
     changes.add(Changes.tradingRewards)
     val subaccountNumber = parser.asInt(payload["subaccountNumber"]) ?: 0
-    val subaccountNumbers = MarginCalculator.getChangedSubaccountNumbersDeprecated(
-        parser,
-        account,
-        subaccountNumber ?: 0,
-        parser.asMap(input?.get("trade")),
-    )
+    val subaccountNumbers = if (staticTyping) {
+        MarginCalculator.getChangedSubaccountNumbers(
+            parser = parser,
+            subaccounts = internalState.wallet.account.subaccounts,
+            subaccountNumber = subaccountNumber,
+            tradeInput = internalState.input.trade,
+        )
+    } else {
+        MarginCalculator.getChangedSubaccountNumbersDeprecated(
+            parser = parser,
+            account = account,
+            subaccountNumber = subaccountNumber ?: 0,
+            tradeInput = parser.asMap(input?.get("trade")),
+        )
+    }
 
     return StateChanges(
-        changes,
-        null,
-        subaccountNumbers,
+        changes = changes,
+        markets = null,
+        subaccountNumbers = subaccountNumbers,
     )
 }
 
@@ -62,9 +72,10 @@ internal fun TradingStateMachine.receivedSubaccountsChanges(
     info: SocketInfo,
     height: BlockAndTime?,
 ): StateChanges {
-    this.wallet = walletProcessor.channel_dataDeprecated(wallet, payload, info, height)
     if (staticTyping) {
         walletProcessor.processChannelData(internalState.wallet, payload, info, height)
+    } else {
+        this.wallet = walletProcessor.channel_dataDeprecated(wallet, payload, info, height)
     }
 
     val changes = iMutableListOf<Changes>()
@@ -190,10 +201,11 @@ internal fun TradingStateMachine.receivedFills(
     val fills = parser.asList(payload["fills"])
     val size = fills?.size ?: 0
     return if (size > 0) {
-        wallet = walletProcessor.receivedFillsDeprecated(wallet, payload, subaccountNumber)
         if (staticTyping) {
             val payload = parser.asTypedObject<IndexerFillResponse>(payload)
             walletProcessor.processFills(internalState.wallet, payload?.fills?.toList(), subaccountNumber)
+        } else {
+            wallet = walletProcessor.receivedFillsDeprecated(wallet, payload, subaccountNumber)
         }
         StateChanges(iListOf(Changes.fills), null, iListOf(subaccountNumber))
     } else {
@@ -216,10 +228,11 @@ internal fun TradingStateMachine.receivedTransfers(
 ): StateChanges {
     val size = parser.asList(payload["transfers"])?.size ?: 0
     return if (size > 0) {
-        wallet = walletProcessor.receivedTransfersDeprecated(wallet, payload, subaccountNumber)
         if (staticTyping) {
             val payload = parser.asTypedObject<IndexerTransferResponse>(payload)
             walletProcessor.processTransfers(internalState.wallet, payload?.transfers?.toList(), subaccountNumber)
+        } else {
+            wallet = walletProcessor.receivedTransfersDeprecated(wallet, payload, subaccountNumber)
         }
         StateChanges(iListOf(Changes.transfers), null, iListOf(subaccountNumber))
     } else {

src/commonMain/kotlin/exchange.dydx.abacus/validator/trade/TradeBracketOrdersValidator.kt

@@ -183,7 +183,7 @@ internal class TradeBracketOrdersValidator(
         tickSize: String,
     ): ValidationError? {
         when (trade.side) {
-            OrderSide.Buy -> {
+            OrderSide.Sell -> {
                 if (triggerPrice >= price) {
                     return triggerPriceError(
                         errorCode = "BRACKET_ORDER_TAKE_PROFIT_BELOW_EXPECTED_PRICE",
@@ -202,7 +202,7 @@ internal class TradeBracketOrdersValidator(
                     return null
                 }
             }
-            OrderSide.Sell -> {
+            OrderSide.Buy -> {
                 if (triggerPrice <= price) {
                     return triggerPriceError(
                         errorCode = "BRACKET_ORDER_TAKE_PROFIT_ABOVE_EXPECTED_PRICE",

src/commonMain/kotlin/exchange.dydx.abacus/validator/trade/TradeFieldsValidator.kt

@@ -46,27 +46,27 @@ internal class TradeFieldsValidator(
             }
         }
 
-        if (trade.options.needsTriggerPrice) {
-            val triggerPrice = trade.price?.triggerPrice ?: 0.0
-            if (triggerPrice == 0.0) {
+        if (trade.options.needsLimitPrice) {
+            val limitPrice = trade.price?.limitPrice ?: 0.0
+            if (limitPrice == 0.0) {
                 errors.add(
                     required(
-                        errorCode = "REQUIRED_TRIGGER_PRICE",
-                        field = TradeInputField.triggerPrice.rawValue,
-                        actionStringKey = "APP.TRADE.ENTER_TRIGGER_PRICE",
+                        errorCode = "REQUIRED_LIMIT_PRICE",
+                        field = TradeInputField.limitPrice.rawValue,
+                        actionStringKey = "APP.TRADE.ENTER_LIMIT_PRICE",
                     ),
                 )
             }
         }
 
-        if (trade.options.needsLimitPrice) {
-            val limitPrice = trade.price?.limitPrice ?: 0.0
-            if (limitPrice == 0.0) {
+        if (trade.options.needsTriggerPrice) {
+            val triggerPrice = trade.price?.triggerPrice ?: 0.0
+            if (triggerPrice == 0.0) {
                 errors.add(
                     required(
-                        errorCode = "REQUIRED_LIMIT_PRICE",
-                        field = TradeInputField.limitPrice.rawValue,
-                        actionStringKey = "APP.TRADE.ENTER_LIMIT_PRICE",
+                        errorCode = "REQUIRED_TRIGGER_PRICE",
+                        field = TradeInputField.triggerPrice.rawValue,
+                        actionStringKey = "APP.TRADE.ENTER_TRIGGER_PRICE",
                     ),
                 )
             }

src/commonMain/kotlin/exchange.dydx.abacus/validator/transfer/WithdrawalCapacityValidator.kt

@@ -24,6 +24,9 @@ internal class WithdrawalCapacityValidator(
         restricted: Boolean,
         environment: V4Environment?
     ): List<ValidationError>? {
+        val configs = internalState.configs
+        val withdrawalCapacity = configs.withdrawalCapacity
+        val maxWithdrawalCapacity = withdrawalCapacity?.maxWithdrawalCapacity ?: BigDecimal.fromLong(Long.MAX_VALUE)
         return null
     }