Add parent subaccount subscription.

dydxprotocol · May 6, 2024 · c78bc4f · c78bc4f
1 parent db6856c
commit c78bc4f
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Showing 2 changed files with 31 additions and 8 deletions.
diff --git a/indexer/services/socks/__tests__/lib/subscriptions.test.ts b/indexer/services/socks/__tests__/lib/subscriptions.test.ts
@@ -4,7 +4,7 @@ import { Subscriptions } from '../../src/lib/subscription';
 import { sendMessage, sendMessageString } from '../../src/helpers/wss';
 import { RateLimiter } from '../../src/lib/rate-limit';
 import {
-  dbHelpers, testMocks, perpetualMarketRefresher, CandleResolution,
+  dbHelpers, testMocks, perpetualMarketRefresher, CandleResolution, MAX_PARENT_SUBACCOUNTS,
 } from '@dydxprotocol-indexer/postgres';
 import { btcTicker, invalidChannel, invalidTicker } from '../constants';
 import { axiosRequest } from '../../src/lib/axios';
@@ -46,7 +46,7 @@ describe('Subscriptions', () => {
     ],
     [Channel.V4_ORDERBOOK]: [invalidTicker],
     [Channel.V4_TRADES]: [invalidTicker],
-    [Channel.V4_PARENT_ACCOUNTS]: [invalidTicker],
+    [Channel.V4_PARENT_ACCOUNTS]: [`address/${MAX_PARENT_SUBACCOUNTS}`],
   };
   const initialResponseUrlPatterns: Record<Channel, string[] | undefined> = {
     [Channel.V4_ACCOUNTS]: [
@@ -58,8 +58,8 @@ describe('Subscriptions', () => {
     [Channel.V4_ORDERBOOK]: ['/v4/orderbooks/perpetualMarket/.+'],
     [Channel.V4_TRADES]: ['/v4/trades/perpetualMarket/.+'],
     [Channel.V4_PARENT_ACCOUNTS]: [
-      '/v4/addresses/.+/subaccountNumber/.+',
-      '/v4/orders?.+OPEN,UNTRIGGERED,BEST_EFFORT_OPENED',
+      '/v4/addresses/.+/parentSubaccountNumber/.+',
+      '/v4/orders/parentSubaccountNumber?.+OPEN,UNTRIGGERED,BEST_EFFORT_OPENED',
     ]
   };
   const initialMessage: Object = { a: 'b' };
@@ -96,6 +96,7 @@ describe('Subscriptions', () => {
       [Channel.V4_MARKETS, validIds[Channel.V4_MARKETS]],
       [Channel.V4_ORDERBOOK, validIds[Channel.V4_ORDERBOOK]],
       [Channel.V4_TRADES, validIds[Channel.V4_TRADES]],
+      [Channel.V4_PARENT_ACCOUNTS, validIds[Channel.V4_PARENT_ACCOUNTS]],
     ])('handles valid subscription request to channel %s', async (
       channel: Channel,
       id: string,
@@ -142,6 +143,7 @@ describe('Subscriptions', () => {
       [Channel.V4_CANDLES, invalidIdsMap[Channel.V4_CANDLES]],
       [Channel.V4_ORDERBOOK, invalidIdsMap[Channel.V4_ORDERBOOK]],
       [Channel.V4_TRADES, invalidIdsMap[Channel.V4_TRADES]],
+      [Channel.V4_PARENT_ACCOUNTS, invalidIdsMap[Channel.V4_PARENT_ACCOUNTS]],
     ])('sends error message if invalid subscription request to channel %s', async (
       channel: Channel,
       invalidIds: string[],

diff --git a/indexer/services/socks/src/lib/subscription.ts b/indexer/services/socks/src/lib/subscription.ts
@@ -3,7 +3,7 @@ import {
   logger,
   stats,
 } from '@dydxprotocol-indexer/base';
-import { CandleResolution, perpetualMarketRefresher } from '@dydxprotocol-indexer/postgres';
+import { CandleResolution, MAX_PARENT_SUBACCOUNTS, perpetualMarketRefresher } from '@dydxprotocol-indexer/postgres';
 import WebSocket from 'ws';
 
 import config from '../config';
@@ -377,7 +377,6 @@ export class Subscriptions {
       return false;
     }
     switch (channel) {
-      case (Channel.V4_PARENT_ACCOUNTS):
       case (Channel.V4_ACCOUNTS): {
         if (id === undefined) {
           return false;
@@ -418,6 +417,25 @@ export class Subscriptions {
 
         return resolution !== undefined;
       }
+      case (Channel.V4_PARENT_ACCOUNTS): {
+        if (id === undefined) {
+          return false;
+        }
+        const parts: string[] = id.split('/');
+        if (parts.length !== 2) {
+          return false;
+        }
+
+        if (isNaN(Number(parts[1]))) {
+          return false;
+        }
+
+        if (Number(parts[1]) >= MAX_PARENT_SUBACCOUNTS) {
+          return false;
+        }
+
+        return true
+      }
       default: {
         throw new InvalidChannelError(channel);
       }
@@ -574,7 +592,7 @@ export class Subscriptions {
       ] = await Promise.all([
         axiosRequest({
           method: RequestMethod.GET,
-          url: `${COMLINK_URL}/v4/addresses/${address}/subaccountNumber/${subaccountNumber}`,
+          url: `${COMLINK_URL}/v4/addresses/${address}/parentSubaccountNumber/${subaccountNumber}`,
           timeout: config.INITIAL_GET_TIMEOUT_MS,
           headers: {
             'cf-ipcountry': country,
@@ -584,7 +602,7 @@ export class Subscriptions {
         // TODO(DEC-1462): Use the /active-orders endpoint once it's added.
         axiosRequest({
           method: RequestMethod.GET,
-          url: `${COMLINK_URL}/v4/orders?address=${address}&subaccountNumber=${subaccountNumber}&status=OPEN,UNTRIGGERED,BEST_EFFORT_OPENED`,
+          url: `${COMLINK_URL}/v4/orders/parentSubaccountNumber?address=${address}&subaccountNumber=${subaccountNumber}&status=OPEN,UNTRIGGERED,BEST_EFFORT_OPENED`,
           timeout: config.INITIAL_GET_TIMEOUT_MS,
           headers: {
             'cf-ipcountry': country,
@@ -651,6 +669,9 @@ export class Subscriptions {
     if (channel === Channel.V4_ACCOUNTS) {
       return this.getInitialResponseForSubaccountSubscription(id, country);
     }
+    if (channel === Channel.V4_PARENT_ACCOUNTS) {
+      return this.getInitialResponseForParentSubaccountSubscription(id, country);
+    }
     const endpoint: string | undefined = this.getInitialEndpointForSubscription(channel, id);
     // If no endpoint exists, return an empty initial response.
     if (endpoint === undefined) {