MMerge branch 'main' of https://github.com/dydxprotocol/v4-chain into…

… wl/qc1
dydxprotocol · Dec 7, 2023 · 1fecda9 · 1fecda9
2 parents 5fbe8fe + 834c19c
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diff --git a/e2e-testing/.env b/e2e-testing/.env
@@ -0,0 +1 @@
+ETH_RPC_ENDPOINT=https://eth-sepolia.g.alchemy.com/v2/demo
diff --git a/e2e-testing/docker-compose-e2e-test.yml b/e2e-testing/docker-compose-e2e-test.yml
@@ -0,0 +1,229 @@
+version: '3'
+services:
+  kafka:
+    image: blacktop/kafka:2.6
+    ports:
+      - 9092:9092
+    environment:
+      KAFKA_ADVERTISED_HOST_NAME: kafka
+      KAFKA_CREATE_TOPICS:
+        "to-ender:1:1,\
+        to-vulcan:1:1,\
+        to-websockets-orderbooks:1:1,\
+        to-websockets-subaccounts:1:1,\
+        to-websockets-trades:1:1,\
+        to-websockets-markets:1:1,\
+        to-websockets-candles:1:1"
+      KAFKA_LISTENERS: INTERNAL://:9092,EXTERNAL_SAME_HOST://:29092
+      KAFKA_ADVERTISED_LISTENERS: INTERNAL://kafka:9092,EXTERNAL_SAME_HOST://localhost:29092
+      KAFKA_LISTENER_SECURITY_PROTOCOL_MAP: INTERNAL:PLAINTEXT,EXTERNAL_SAME_HOST:PLAINTEXT
+      KAFKA_INTER_BROKER_LISTENER_NAME: INTERNAL
+      DD_AGENT_HOST: datadog-agent
+    healthcheck:
+      test: ["CMD-SHELL", "kafka-topics.sh --bootstrap-server 127.0.0.1:9092 --topic to-websockets-candles --describe"]
+      interval: 5s
+      timeout: 20s
+      retries: 50
+  postgres:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.postgres.local
+    ports:
+      - 5435:5432
+    environment:
+      POSTGRES_PASSWORD: dydxserver123
+      POSTGRES_USER: dydx_dev
+      DATADOG_POSTGRES_PASSWORD: dydxserver123
+    healthcheck:
+      test: ["CMD-SHELL", "pg_isready -U dydx_dev"]
+      interval: 5s
+      timeout: 20s
+      retries: 10
+  redis:
+    image: redis:5.0.6-alpine
+    ports:
+      - 6382:6379
+  dydxprotocold0:
+    image: local:e2etest-dydxprotocol
+    entrypoint:
+      - cosmovisor
+      - run
+      - start
+      - --log_level
+      # Note that only this validator has a log-level of `info`; other validators use `error` by default.
+      # Change to `debug` for more verbose log-level.
+      - info 
+      - --home
+      - /dydxprotocol/chain/.alice
+      - --p2p.persistent_peers 
+      - "17e5e45691f0d01449c84fd4ae87279578cdd7ec@dydxprotocold0:26656,47539956aaa8e624e0f1d926040e54908ad0eb44@dydxprotocold2:26656,5882428984d83b03d0c907c1f0af343534987052@dydxprotocold3:26656"
+      - --bridge-daemon-eth-rpc-endpoint
+      - "${ETH_RPC_ENDPOINT}"
+    environment:
+      - DAEMON_HOME=/dydxprotocol/chain/.alice
+    volumes:
+      - ../protocol/localnet/dydxprotocol0:/dydxprotocol/chain/.alice/data
+    ports:
+      - "26657:26657"
+      - "9090:9090"
+      - "1317:1317"
+
+  # This is the Indexer connected node.
+  # TODO: remove stake and make this a full node.
+  dydxprotocold1:
+    image: local:e2etest-dydxprotocol
+    entrypoint:
+       - cosmovisor
+       - run
+       - start
+       - --log_level
+       - error
+       - --home
+       - /dydxprotocol/chain/.bob
+       - --p2p.persistent_peers 
+       - "17e5e45691f0d01449c84fd4ae87279578cdd7ec@dydxprotocold0:26656,b69182310be02559483e42c77b7b104352713166@dydxprotocold1:26656,47539956aaa8e624e0f1d926040e54908ad0eb44@dydxprotocold2:26656,5882428984d83b03d0c907c1f0af343534987052@dydxprotocold3:26656"
+       - --non-validating-full-node=true
+       - --bridge-daemon-eth-rpc-endpoint
+       - "${ETH_RPC_ENDPOINT}"
+       - --indexer-kafka-conn-str
+       - "kafka:9092"
+    environment:
+      - DAEMON_HOME=/dydxprotocol/chain/.bob
+    volumes:
+      - ../protocol/localnet/dydxprotocol1:/dydxprotocol/chain/.bob/data
+    ports:
+      - "26658:26657"
+    depends_on:
+      kafka:
+        condition: service_healthy
+
+  dydxprotocold2:
+    image: local:e2etest-dydxprotocol
+    entrypoint:
+       - cosmovisor
+       - run
+       - start
+       - --log_level
+       - error
+       - --home
+       - /dydxprotocol/chain/.carl
+       - --p2p.persistent_peers
+       - "17e5e45691f0d01449c84fd4ae87279578cdd7ec@dydxprotocold0:26656,47539956aaa8e624e0f1d926040e54908ad0eb44@dydxprotocold2:26656,5882428984d83b03d0c907c1f0af343534987052@dydxprotocold3:26656"
+       - --bridge-daemon-eth-rpc-endpoint
+       - "${ETH_RPC_ENDPOINT}"
+    environment:
+      - DAEMON_HOME=/dydxprotocol/chain/.carl
+    volumes:
+      - ../protocol/localnet/dydxprotocol2:/dydxprotocol/chain/.carl/data
+
+  dydxprotocold3:
+    image: local:e2etest-dydxprotocol
+    entrypoint:
+       - cosmovisor
+       - run
+       - start
+       - --log_level
+       - error
+       - --home
+       - /dydxprotocol/chain/.dave
+       - --p2p.persistent_peers 
+       - "17e5e45691f0d01449c84fd4ae87279578cdd7ec@dydxprotocold0:26656,47539956aaa8e624e0f1d926040e54908ad0eb44@dydxprotocold2:26656,5882428984d83b03d0c907c1f0af343534987052@dydxprotocold3:26656"
+       - --bridge-daemon-eth-rpc-endpoint
+       - "${ETH_RPC_ENDPOINT}"
+    environment:
+      - DAEMON_HOME=/dydxprotocol/chain/.dave
+    volumes:
+      - ../protocol/localnet/dydxprotocol3:/dydxprotocol/chain/.dave/data
+
+  postgres-package:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.postgres-package.local
+    links:
+      - postgres
+    depends_on:
+      postgres:
+        condition: service_healthy
+  ender:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.service.local
+      args:
+        service: ender
+    ports:
+      - 3001:3001
+    links:
+      - postgres
+    environment:
+      - REDIS_URL=redis://redis:6379
+    depends_on:
+      kafka:
+        condition: service_healthy
+      postgres-package:
+        condition: service_completed_successfully
+  comlink:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.service.local
+      args:
+        service: comlink
+    environment:
+      - PORT=3002
+      - REDIS_URL=redis://redis:6379
+      - RATE_LIMIT_REDIS_URL=redis://redis:6379
+      - RATE_LIMIT_ENABLED=false
+      - INDEXER_LEVEL_GEOBLOCKING_ENABLED=false
+      - COMPLIANCE_DATA_CLIENT=PLACEHOLDER
+    ports:
+      - 3002:3002
+    links:
+      - postgres
+    depends_on:
+      postgres-package:
+        condition: service_completed_successfully
+  socks:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.service.local
+      args:
+        service: socks
+    ports:
+      - 3003:3003
+    links:
+      - postgres
+    environment:
+      - WS_PORT=3003
+      - COMLINK_URL=host.docker.internal:3002
+    depends_on:
+      kafka:
+        condition: service_healthy
+      postgres-package:
+        condition: service_completed_successfully
+  roundtable:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.service.local
+      args:
+        service: roundtable
+    ports:
+      - 3004:3004
+    links:
+      - postgres
+    depends_on:
+      kafka:
+        condition: service_healthy
+      postgres-package:
+        condition: service_completed_successfully
+  vulcan:
+    build:
+      context: ../indexer
+      dockerfile: ../indexer/Dockerfile.service.local
+      args:
+        service: vulcan
+    environment:
+      - REDIS_URL=redis://redis:6379
+    ports:
+      - 3005:3005
+    depends_on:
+      kafka:
+        condition: service_healthy
diff --git a/e2e-testing/run-containerized-env.sh b/e2e-testing/run-containerized-env.sh
@@ -0,0 +1,4 @@
+cd ../protocol
+make e2etest-build-image
+cd ../e2e-testing
+docker compose -f docker-compose-e2e-test.yml up
diff --git a/indexer/docker-compose-local-deployment.yml b/indexer/docker-compose-local-deployment.yml
@@ -100,6 +100,7 @@ services:
       - DD_PROFILING_ENABLED=true
       - DD_ENV=localnet_${USER}
       - DD_AGENT_HOST=datadog-agent
+      - REDIS_URL=redis://redis:6379
     labels:
       com.datadoghq.ad.logs: '[{"source": "indexer", "service": "ender"}]'
     depends_on:
@@ -113,15 +114,18 @@ services:
       dockerfile: Dockerfile.service.local
       args:
         service: comlink
-        NPM_TOKEN: ${NPM_TOKEN}
     environment:
       # See https://docs.datadoghq.com/profiler/enabling/nodejs/ for DD_ specific environment variables.
       # Note that DD_SERVICE and DD_VERSION are read by default from package.json
       - DD_PROFILING_ENABLED=true
       - DD_ENV=localnet_${USER}
       - DD_AGENT_HOST=datadog-agent
-      - TENDERMINT_WS_URL=host.docker.internal:26657 # connects to localhost:26657 on host machine
+      - REDIS_URL=redis://redis:6379
+      - RATE_LIMIT_REDIS_URL=redis://redis:6379
       - PORT=3002
+      - RATE_LIMIT_ENABLED=false
+      - INDEXER_LEVEL_GEOBLOCKING_ENABLED=false
+      - COMPLIANCE_DATA_CLIENT=PLACEHOLDER
     labels:
       com.datadoghq.ad.logs: '[{"source": "indexer", "service": "comlink"}]'
     ports:
@@ -191,6 +195,7 @@ services:
       - DD_PROFILING_ENABLED=true
       - DD_ENV=localnet_${USER}
       - DD_AGENT_HOST=datadog-agent
+      - REDIS_URL=redis://redis:6379
     labels:
       com.datadoghq.ad.logs: '[{"source": "indexer", "service": "vulcan"}]'
     ports:

diff --git a/indexer/packages/postgres/__tests__/db/helpers.test.ts b/indexer/packages/postgres/__tests__/db/helpers.test.ts
@@ -45,7 +45,7 @@ describe('helpers', () => {
             [defaultFundingIndexUpdate.perpetualId]: Big('10050'),
           },
         ),
-      ).toEqual(Big('20000'));  // 10 * (12050-10050)
+      ).toEqual(Big('-20000'));  // 10 * (10050-12050). longs pay shorts when funding index is increasing.
     });
 
     it('compute unsettled funding for short position', () => {
@@ -64,7 +64,7 @@ describe('helpers', () => {
             [defaultFundingIndexUpdate.perpetualId]: Big('10050'),
           },
         ),
-      ).toEqual(Big('-20000'));  // -10 * (12050-10050)
+      ).toEqual(Big('20000'));  // -10 * (10050-12050). longs pay shorts when funding index is increasing.
     });
 
     it('compute unsettled funding for decimal position', () => {
@@ -82,7 +82,7 @@ describe('helpers', () => {
             [defaultFundingIndexUpdate.perpetualId]: Big('10050'),
           },
         ),
-      ).toEqual(Big('2700.1674'));  // 1.35 * (12050.124-10050)
+      ).toEqual(Big('-2700.1674'));  // 1.35 * (10050-12050.124). longs pay shorts when funding index is increasing.
     });
   });
 

diff --git a/indexer/packages/postgres/src/db/helpers.ts b/indexer/packages/postgres/src/db/helpers.ts
@@ -40,9 +40,14 @@ export function getMaintenanceMarginPpm(
  * Computes the unsettled funding for a position.
  *
  * To compute the net USDC balance for a subaccount, sum the result of this function for all
- * open perpetual positions, and subtract the sum from the latest USDC asset position for
+ * open perpetual positions, and add it to the latest USDC asset position for
  * this subaccount.
  *
+ * When funding index is increasing, shorts get paid & unsettled funding for shorts should
+ * be positive, vice versa for longs.
+ * When funding index is decreasing, longs get paid & unsettled funding for longs should
+ * be positive, vice versa for shorts.
+ *
  * @param position
  * @param latestFundingIndex
  * @param lastUpdateFundingIndex
@@ -53,8 +58,8 @@ export function getUnsettledFunding(
   lastUpdateFundingIndexMap: FundingIndexMap,
 ): Big {
   return Big(position.size).times(
-    latestFundingIndexMap[position.perpetualId].minus(
-      lastUpdateFundingIndexMap[position.perpetualId],
+    lastUpdateFundingIndexMap[position.perpetualId].minus(
+      latestFundingIndexMap[position.perpetualId],
     ),
   );
 }

diff --git a/indexer/services/comlink/__tests__/controllers/api/v4/addresses-controller.test.ts b/indexer/services/comlink/__tests__/controllers/api/v4/addresses-controller.test.ts
@@ -89,12 +89,12 @@ describe('addresses-controller#V4', () => {
                 testConstants.defaultPerpetualPosition.entryPrice!,
               ),
               maxSize: testConstants.defaultPerpetualPosition.maxSize,
-              // 200000 + 10*(10050-10000)=200500
-              netFunding: getFixedRepresentation('200500'),
+              // 200000 + 10*(10000-10050)=199500
+              netFunding: getFixedRepresentation('199500'),
               // sumClose=0, so realized Pnl is the same as the net funding of the position.
               // Unsettled funding is funding payments that already "happened" but not reflected
               // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-              realizedPnl: getFixedRepresentation('200500'),
+              realizedPnl: getFixedRepresentation('199500'),
               // size * (index-entry) = 10*(15000-20000) = -50000
               unrealizedPnl: getFixedRepresentation(-50000),
               status: testConstants.defaultPerpetualPosition.status,
@@ -246,12 +246,12 @@ describe('addresses-controller#V4', () => {
                   testConstants.defaultPerpetualPosition.entryPrice!,
                 ),
                 maxSize: testConstants.defaultPerpetualPosition.maxSize,
-                // 200000 + 10*(10050-10000)=200500
-                netFunding: getFixedRepresentation('200500'),
+                // 200000 + 10*(10000-10050)=199500
+                netFunding: getFixedRepresentation('199500'),
                 // sumClose=0, so realized Pnl is the same as the net funding of the position.
                 // Unsettled funding is funding payments that already "happened" but not reflected
                 // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-                realizedPnl: getFixedRepresentation('200500'),
+                realizedPnl: getFixedRepresentation('199500'),
                 // size * (index-entry) = 10*(15000-20000) = -50000
                 unrealizedPnl: getFixedRepresentation(-50000),
                 status: testConstants.defaultPerpetualPosition.status,

diff --git a/indexer/services/comlink/__tests__/controllers/api/v4/perpetual-positions-controller.test.ts b/indexer/services/comlink/__tests__/controllers/api/v4/perpetual-positions-controller.test.ts
@@ -75,12 +75,12 @@ describe('perpetual-positions-controller#V4', () => {
         // For the calculation of the net funding (long position):
         // settled funding on position = 200_000, size = 10, latest funding index = 10050
         // last updated funding index = 10000
-        // total funding = 200_000 + (10 * (10050 - 10000)) = 200_500
-        netFunding: getFixedRepresentation('200500'),
+        // total funding = 200_000 + (10 * (10000 - 10050)) = 199_500
+        netFunding: getFixedRepresentation('199500'),
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('200500'),
+        realizedPnl: getFixedRepresentation('199500'),
         // For the calculation of the unrealized pnl (long position):
         // index price = 15_000, entry price = 20_000, size = 10
         // unrealizedPnl = size * (index price - entry price)
@@ -126,12 +126,12 @@ describe('perpetual-positions-controller#V4', () => {
         // For the calculation of the net funding (short position):
         // settled funding on position = 200_000, size = -10, latest funding index = 10050
         // last updated funding index = 10000
-        // total funding = 200_000 + (-10 * (10050 - 10000)) = 199_500
-        netFunding: getFixedRepresentation('199500'),
+        // total funding = 200_000 + (-10 * (10000 - 10050)) = 200_500
+        netFunding: getFixedRepresentation('200500'),
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('199500'),
+        realizedPnl: getFixedRepresentation('200500'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 15_000, entry price = 20_000, size = -10
         // unrealizedPnl = size * (index price - entry price)
Original file line number	Diff line number	Diff line change
		@@ -0,0 +1 @@
		ETH_RPC_ENDPOINT=https://eth-sepolia.g.alchemy.com/v2/demo