gate with flag

dydxprotocol · May 20, 2024 · b2a772c · b2a772c
1 parent 25a7e84
commit b2a772c
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Showing 5 changed files with 58 additions and 31 deletions.
diff --git a/indexer/packages/kafka/src/constants.ts b/indexer/packages/kafka/src/constants.ts
@@ -1,7 +1,7 @@
 export const TO_ENDER_TOPIC: string = 'to-ender';
 
 export const ORDERBOOKS_WEBSOCKET_MESSAGE_VERSION: string = '1.0.0';
-export const SUBACCOUNTS_WEBSOCKET_MESSAGE_VERSION: string = '2.4.0';
+export const SUBACCOUNTS_WEBSOCKET_MESSAGE_VERSION: string = '2.4.1';
 export const TRADES_WEBSOCKET_MESSAGE_VERSION: string = '2.1.0';
 export const MARKETS_WEBSOCKET_MESSAGE_VERSION: string = '1.0.0';
 export const CANDLES_WEBSOCKET_MESSAGE_VERSION: string = '1.0.0';
diff --git a/indexer/services/comlink/public/websocket-documentation.md b/indexer/services/comlink/public/websocket-documentation.md
@@ -162,27 +162,27 @@ export interface OrderSubaccountMessageContents {
   id: string;
   subaccountId: string;
   clientId: string;
-  clobPairId: string;
-  side: OrderSide;
-  size: string;
-  ticker: string,
-  price: string;
-  type: OrderType;
-  timeInForce: APITimeInForce;
-  postOnly: boolean;
-  reduceOnly: boolean;
+  clobPairId?: string;
+  side?: OrderSide;
+  size?: string;
+  ticker?: string,
+  price?: string;
+  type?: OrderType;
+  timeInForce?: APITimeInForce;
+  postOnly?: boolean;
+  reduceOnly?: boolean;
   status: APIOrderStatus;
   orderFlags: string;
   totalFilled?: string;
   totalOptimisticFilled?: string;
   goodTilBlock?: string;
   goodTilBlockTime?: string;
-  removalReason?: string;
-  createdAtHeight?: string;
-  clientMetadata: string;
   triggerPrice?: string;
   updatedAt?: IsoString;
   updatedAtHeight?: string;
+  removalReason?: string;
+  createdAtHeight?: string;
+  clientMetadata?: string;
 }
 
 export enum OrderSide {

diff --git a/indexer/services/vulcan/__tests__/handlers/order-remove-handler.test.ts b/indexer/services/vulcan/__tests__/handlers/order-remove-handler.test.ts
@@ -74,6 +74,7 @@ import {
 import { expectWebsocketOrderbookMessage, expectWebsocketSubaccountMessage } from '../helpers/websocket-helpers';
 import { ORDER_FLAG_LONG_TERM } from '@dydxprotocol-indexer/v4-proto-parser';
 import Long from 'long';
+import config from '../../src/config';
 
 jest.mock('@dydxprotocol-indexer/base', () => ({
   ...jest.requireActual('@dydxprotocol-indexer/base'),
@@ -99,6 +100,7 @@ describe('OrderRemoveHandler', () => {
     await dbHelpers.clearData();
     await redis.deleteAllAsync(redisClient);
     jest.resetAllMocks();
+    config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_CANCELS_MISSING_ORDERS = false;
   });
 
   afterAll(async () => {
@@ -202,7 +204,26 @@ describe('OrderRemoveHandler', () => {
   });
 
   describe('Order Remove Message - not a Stateful Cancelation', () => {
+    it('successfully returns early if unable to find order in redis', async () => {
+      const offChainUpdate: OffChainUpdateV1 = orderRemoveToOffChainUpdate(defaultOrderRemove);
+
+      const orderRemoveHandler: OrderRemoveHandler = new OrderRemoveHandler();
+      await orderRemoveHandler.handleUpdate(
+        offChainUpdate,
+        defaultKafkaHeaders,
+      );
+
+      expect(logger.info).toHaveBeenCalledWith(expect.objectContaining({
+        at: 'orderRemoveHandler#handleOrderRemoval',
+        message: 'Unable to find order',
+        orderId: defaultOrderRemove.removedOrderId,
+      }));
+      expect(logger.error).not.toHaveBeenCalled();
+      expectTimingStats();
+    });
+
     it('successfully sends subaccount websocket message and returns if unable to find order in redis', async () => {
+      config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_CANCELS_MISSING_ORDERS = true;
       const offChainUpdate: OffChainUpdateV1 = orderRemoveToOffChainUpdate(defaultOrderRemove);
       const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis();
 
@@ -248,6 +269,7 @@ describe('OrderRemoveHandler', () => {
 
     it('successfully sends subaccount websocket message with db order fields if unable to find order in redis',
       async () => {
+        config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_CANCELS_MISSING_ORDERS = true;
         await OrderTable.create(testConstants.defaultOrder);
         const offChainUpdate: OffChainUpdateV1 = orderRemoveToOffChainUpdate(defaultOrderRemove);
         const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis();

diff --git a/indexer/services/vulcan/src/config.ts b/indexer/services/vulcan/src/config.ts
@@ -37,6 +37,9 @@ export const configSchema = {
   SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS: parseBoolean({
     default: true,
   }),
+  SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_CANCELS_MISSING_ORDERS: parseBoolean({
+    default: false,
+  }),
 };
 
 export default parseSchema(configSchema);
diff --git a/indexer/services/vulcan/src/handlers/order-remove-handler.ts b/indexer/services/vulcan/src/handlers/order-remove-handler.ts
@@ -284,24 +284,26 @@ export class OrderRemoveHandler extends Handler {
         orderId: orderRemove.removedOrderId,
         orderRemove,
       });
-      const canceledOrder: OrderFromDatabase | undefined = await runFuncWithTimingStat(
-        OrderTable.findById(OrderTable.orderIdToUuid(orderRemove.removedOrderId!)),
-        this.generateTimingStatsOptions('find_order'),
-      );
-      const subaccountMessage: Message = {
-        value: this.createSubaccountWebsocketMessageFromOrderRemoveMessage(
-          canceledOrder,
-          orderRemove,
-          perpetualMarket.ticker,
-        ),
-        headers,
-      };
-      const reason: OrderRemovalReason = orderRemove.reason;
-      if (!(
-        reason === OrderRemovalReason.ORDER_REMOVAL_REASON_INDEXER_EXPIRED ||
-        reason === OrderRemovalReason.ORDER_REMOVAL_REASON_FULLY_FILLED
-      )) {
-        sendMessageWrapper(subaccountMessage, KafkaTopics.TO_WEBSOCKETS_SUBACCOUNTS);
+      if (config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_CANCELS_MISSING_ORDERS) {
+        const canceledOrder: OrderFromDatabase | undefined = await runFuncWithTimingStat(
+          OrderTable.findById(OrderTable.orderIdToUuid(orderRemove.removedOrderId!)),
+          this.generateTimingStatsOptions('find_order'),
+        );
+        const subaccountMessage: Message = {
+          value: this.createSubaccountWebsocketMessageFromOrderRemoveMessage(
+            canceledOrder,
+            orderRemove,
+            perpetualMarket.ticker,
+          ),
+          headers,
+        };
+        const reason: OrderRemovalReason = orderRemove.reason;
+        if (!(
+          reason === OrderRemovalReason.ORDER_REMOVAL_REASON_INDEXER_EXPIRED ||
+          reason === OrderRemovalReason.ORDER_REMOVAL_REASON_FULLY_FILLED
+        )) {
+          sendMessageWrapper(subaccountMessage, KafkaTopics.TO_WEBSOCKETS_SUBACCOUNTS);
+        }
       }
       return;
     }