add test script

dydxprotocol · May 15, 2024 · 91862a4 · 91862a4
1 parent cc5378e
commit 91862a4
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Showing 3 changed files with 159 additions and 50 deletions.
diff --git a/indexer/services/roundtable/package.json b/indexer/services/roundtable/package.json
@@ -11,6 +11,7 @@
     "coverage": "pnpm test -- --coverage",
     "lint": "eslint --ext .ts,.js .",
     "lint:fix": "eslint --ext .ts,.js . --fix",
+    "run-pnl": "ts-node src/pnl-script.ts",
     "test": "NODE_ENV=test jest --runInBand --forceExit"
   },
   "author": "",

diff --git a/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts b/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts
@@ -64,7 +64,7 @@ export async function getPnlTicksCreateObjects(
       SubaccountFromDatabase[],
     ] = await Promise.all([
       getMostRecentPnlTicksForEachAccount(),
-      SubaccountTable.getSubaccountsWithTransfers(blockHeight, {readReplica: true, txId}),
+      SubaccountTable.getSubaccountsWithTransfers(blockHeight, { readReplica: true, txId }),
     ]);
     stats.timing(
       `${config.SERVICE_NAME}_get_ticks_relevant_accounts`,
@@ -101,62 +101,133 @@ export async function getPnlTicksCreateObjects(
     );
     const getFundingIndexStart: number = Date.now();
     const blockHeightToFundingIndexMap: _.Dictionary<FundingIndexMap> = await
-      getBlockHeightToFundingIndexMap(
-        subaccountsWithTransfers,
-        accountsToUpdate,
-        txId,
-      );
+    getBlockHeightToFundingIndexMap(
+      subaccountsWithTransfers,
+      accountsToUpdate,
+      txId,
+    );
     stats.timing(
       `${config.SERVICE_NAME}_get_ticks_funding_indices`,
       new Date().getTime() - getFundingIndexStart,
     );
 
     const getAccountInfoStart: number = Date.now();
-    const [
-      subaccountTotalTransfersMap,
-      openPerpetualPositions,
-      usdcAssetPositions,
-      netUsdcTransfers,
-      markets,
-      currentFundingIndexMap,
-    ]: [
-      SubaccountAssetNetTransferMap,
-      SubaccountToPerpetualPositionsMap,
-      { [subaccountId: string]: Big },
-      SubaccountUsdcTransferMap,
-      PriceMap,
-      FundingIndexMap,
-    ] = await Promise.all([
-      TransferTable.getNetTransfersPerSubaccount(
-        blockHeight,
-        {
-          readReplica: true,
-          txId,
-        },
-      ),
-      PerpetualPositionTable.findOpenPositionsForSubaccounts(
-        accountsToUpdate,
-        {
-          readReplica: true,
-          txId,
-        },
-      ),
-      AssetPositionTable.findUsdcPositionForSubaccounts(
-        accountsToUpdate,
-        {
-          readReplica: true,
-          txId,
-        },
-      ),
-      getUsdcTransfersSinceLastPnlTick(
-        accountsToUpdate,
-        mostRecentPnlTicks,
-        blockHeight,
+    // const [
+    //   subaccountTotalTransfersMap,
+    //   openPerpetualPositions,
+    //   usdcAssetPositions,
+    //   netUsdcTransfers,
+    //   markets,
+    //   currentFundingIndexMap,
+    // ]: [
+    //   SubaccountAssetNetTransferMap,
+    //   SubaccountToPerpetualPositionsMap,
+    //   { [subaccountId: string]: Big },
+    //   SubaccountUsdcTransferMap,
+    //   PriceMap,
+    //   FundingIndexMap,
+    // ] = await Promise.all([
+    //   TransferTable.getNetTransfersPerSubaccount(
+    //     blockHeight,
+    //     {
+    //       readReplica: true,
+    //       txId,
+    //     },
+    //   ),
+    //   PerpetualPositionTable.findOpenPositionsForSubaccounts(
+    //     accountsToUpdate,
+    //     {
+    //       readReplica: true,
+    //       txId,
+    //     },
+    //   ),
+    //   AssetPositionTable.findUsdcPositionForSubaccounts(
+    //     accountsToUpdate,
+    //     {
+    //       readReplica: true,
+    //       txId,
+    //     },
+    //   ),
+    //   getUsdcTransfersSinceLastPnlTick(
+    //     accountsToUpdate,
+    //     mostRecentPnlTicks,
+    //     blockHeight,
+    //     txId,
+    //   ),
+    //   OraclePriceTable.findLatestPrices(blockHeight),
+    //   FundingIndexUpdatesTable.findFundingIndexMap(blockHeight),
+    // ]);
+
+    // Retrieve net transfers per subaccount
+    const subaccountTotalTransfersMap: SubaccountAssetNetTransferMap = await
+    TransferTable.getNetTransfersPerSubaccount(
+      blockHeight,
+      {
+        readReplica: true,
         txId,
-      ),
-      OraclePriceTable.findLatestPrices(blockHeight),
-      FundingIndexUpdatesTable.findFundingIndexMap(blockHeight),
-    ]);
+      },
+    );
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got subaccountTotalTransfersMap',
+    });
+
+    // Find open positions for subaccounts
+    const openPerpetualPositions: SubaccountToPerpetualPositionsMap = await
+    PerpetualPositionTable.findOpenPositionsForSubaccounts(
+      accountsToUpdate,
+      {
+        readReplica: true,
+        txId,
+      },
+    );
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got openPerpetualPositions',
+    });
+
+    // Find USDC positions for subaccounts
+    const usdcAssetPositions: { [subaccountId: string]: Big } = await
+    AssetPositionTable.findUsdcPositionForSubaccounts(
+      accountsToUpdate,
+      {
+        readReplica: true,
+        txId,
+      },
+    );
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got usdcAssetPositions',
+    });
+
+    // Get USDC transfers since the last PnL tick
+    const netUsdcTransfers: SubaccountUsdcTransferMap = await
+    getUsdcTransfersSinceLastPnlTick(
+      accountsToUpdate,
+      mostRecentPnlTicks,
+      blockHeight,
+      txId,
+    );
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got netUsdcTransfers',
+    });
+
+    // Retrieve latest market prices
+    const markets: PriceMap = await OraclePriceTable.findLatestPrices(blockHeight);
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got markets',
+    });
+
+    // Find funding index map
+    const currentFundingIndexMap: FundingIndexMap = await
+    FundingIndexUpdatesTable.findFundingIndexMap(blockHeight);
+    logger.info({
+      at: 'pnl-ticks-helper#computePnl',
+      message: 'got currentFundingIndexMap',
+    });
+
     stats.timing(
       `${config.SERVICE_NAME}_get_ticks_account_info`,
       new Date().getTime() - getAccountInfoStart,

diff --git a/indexer/services/roundtable/src/pnl-script.ts b/indexer/services/roundtable/src/pnl-script.ts
@@ -0,0 +1,37 @@
+import { logger } from '@dydxprotocol-indexer/base';
+import { IsoString, PnlTicksCreateObject, Transaction } from '@dydxprotocol-indexer/postgres';
+
+import { getPnlTicksCreateObjects } from './helpers/pnl-ticks-helper';
+
+async function main() {
+
+  const blockHeight: string = '12428756';
+  const blockTime: IsoString = '2024-05-15T20:36:34.543Z';
+  const txId: number = await Transaction.start();
+  try {
+    const newTicksToCreate: PnlTicksCreateObject[] = await
+    getPnlTicksCreateObjects(blockHeight, blockTime, txId);
+    logger.info({
+      at: 'create-pnl-ticks#runTask',
+      message: 'New PNL ticks created',
+      newTicksToCreate,
+      txId,
+    });
+  } catch (error) {
+    logger.error({
+      at: 'create-pnl-ticks#runTask',
+      message: 'Error when getting pnl ticks',
+      error,
+      txId,
+    });
+    return;
+  } finally {
+    await Transaction.rollback(txId);
+  }
+}
+
+main().then(() => {
+  console.log('Process completed.');
+}).catch((error) => {
+  console.error('Failed to run main function:', error);
+});