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[CLOB-1043] replicate IsLiquidatable logic on daemon
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@jayy04
jayy04 committed Dec 11, 2023
1 parent bfd2d4c commit d446a89
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Showing 12 changed files with 589 additions and 389 deletions.
39 changes: 13 additions & 26 deletions protocol/daemons/flags/flags.go
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Original file line number Diff line number Diff line change
Expand Up @@ -20,10 +20,9 @@ const (
FlagBridgeDaemonLoopDelayMs = "bridge-daemon-loop-delay-ms"
FlagBridgeDaemonEthRpcEndpoint = "bridge-daemon-eth-rpc-endpoint"

FlagLiquidationDaemonEnabled = "liquidation-daemon-enabled"
FlagLiquidationDaemonLoopDelayMs = "liquidation-daemon-loop-delay-ms"
FlagLiquidationDaemonSubaccountPageLimit = "liquidation-daemon-subaccount-page-limit"
FlagLiquidationDaemonRequestChunkSize = "liquidation-daemon-request-chunk-size"
FlagLiquidationDaemonEnabled = "liquidation-daemon-enabled"
FlagLiquidationDaemonLoopDelayMs = "liquidation-daemon-loop-delay-ms"
FlagLiquidationDaemonQueryPageLimit = "liquidation-daemon-query-page-limit"
)

// Shared flags contains configuration flags shared by all daemons.
Expand Down Expand Up @@ -52,9 +51,8 @@ type LiquidationFlags struct {
Enabled bool
// LoopDelayMs configures the update frequency of the liquidation daemon.
LoopDelayMs uint32
// SubaccountPageLimit configures the pagination limit for fetching subaccounts.
SubaccountPageLimit uint64
RequestChunkSize uint64
// QueryPageLimit configures the pagination limit for fetching subaccounts.
QueryPageLimit uint64
}

// PriceFlags contains configuration flags for the Price Daemon.
Expand Down Expand Up @@ -90,10 +88,9 @@ func GetDefaultDaemonFlags() DaemonFlags {
EthRpcEndpoint: "",
},
Liquidation: LiquidationFlags{
Enabled: true,
LoopDelayMs: 1_600,
SubaccountPageLimit: 1_000,
RequestChunkSize: 50,
Enabled: true,
LoopDelayMs: 1_600,
QueryPageLimit: 1_000,
},
Price: PriceFlags{
Enabled: true,
Expand Down Expand Up @@ -160,14 +157,9 @@ func AddDaemonFlagsToCmd(
"Delay in milliseconds between running the Liquidation Daemon task loop.",
)
cmd.Flags().Uint64(
FlagLiquidationDaemonSubaccountPageLimit,
df.Liquidation.SubaccountPageLimit,
"Limit on the number of subaccounts to fetch per query in the Liquidation Daemon task loop.",
)
cmd.Flags().Uint64(
FlagLiquidationDaemonRequestChunkSize,
df.Liquidation.RequestChunkSize,
"Limit on the number of subaccounts per collateralization check in the Liquidation Daemon task loop.",
FlagLiquidationDaemonQueryPageLimit,
df.Liquidation.QueryPageLimit,
"Limit on the number of items to fetch per query in the Liquidation Daemon task loop.",
)

// Price Daemon.
Expand Down Expand Up @@ -235,14 +227,9 @@ func GetDaemonFlagValuesFromOptions(
result.Liquidation.LoopDelayMs = v
}
}
if option := appOpts.Get(FlagLiquidationDaemonSubaccountPageLimit); option != nil {
if v, err := cast.ToUint64E(option); err == nil {
result.Liquidation.SubaccountPageLimit = v
}
}
if option := appOpts.Get(FlagLiquidationDaemonRequestChunkSize); option != nil {
if option := appOpts.Get(FlagLiquidationDaemonQueryPageLimit); option != nil {
if v, err := cast.ToUint64E(option); err == nil {
result.Liquidation.RequestChunkSize = v
result.Liquidation.QueryPageLimit = v
}
}

Expand Down
8 changes: 3 additions & 5 deletions protocol/daemons/flags/flags_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@ func TestAddDaemonFlagsToCmd(t *testing.T) {

flags.FlagLiquidationDaemonEnabled,
flags.FlagLiquidationDaemonLoopDelayMs,
flags.FlagLiquidationDaemonSubaccountPageLimit,
flags.FlagLiquidationDaemonQueryPageLimit,

flags.FlagPriceDaemonEnabled,
flags.FlagPriceDaemonLoopDelayMs,
Expand All @@ -52,8 +52,7 @@ func TestGetDaemonFlagValuesFromOptions_Custom(t *testing.T) {

optsMap[flags.FlagLiquidationDaemonEnabled] = true
optsMap[flags.FlagLiquidationDaemonLoopDelayMs] = uint32(2222)
optsMap[flags.FlagLiquidationDaemonSubaccountPageLimit] = uint64(3333)
optsMap[flags.FlagLiquidationDaemonRequestChunkSize] = uint64(4444)
optsMap[flags.FlagLiquidationDaemonQueryPageLimit] = uint64(3333)

optsMap[flags.FlagPriceDaemonEnabled] = true
optsMap[flags.FlagPriceDaemonLoopDelayMs] = uint32(4444)
Expand Down Expand Up @@ -83,8 +82,7 @@ func TestGetDaemonFlagValuesFromOptions_Custom(t *testing.T) {
// Liquidation Daemon.
require.Equal(t, optsMap[flags.FlagLiquidationDaemonEnabled], r.Liquidation.Enabled)
require.Equal(t, optsMap[flags.FlagLiquidationDaemonLoopDelayMs], r.Liquidation.LoopDelayMs)
require.Equal(t, optsMap[flags.FlagLiquidationDaemonSubaccountPageLimit], r.Liquidation.SubaccountPageLimit)
require.Equal(t, optsMap[flags.FlagLiquidationDaemonRequestChunkSize], r.Liquidation.RequestChunkSize)
require.Equal(t, optsMap[flags.FlagLiquidationDaemonQueryPageLimit], r.Liquidation.QueryPageLimit)

// Price Daemon.
require.Equal(t, optsMap[flags.FlagPriceDaemonEnabled], r.Price.Enabled)
Expand Down
183 changes: 0 additions & 183 deletions protocol/daemons/liquidation/client/client_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -7,20 +7,14 @@ import (
"testing"

"github.com/cometbft/cometbft/libs/log"
"github.com/cosmos/cosmos-sdk/types/query"
appflags "github.com/dydxprotocol/v4-chain/protocol/app/flags"
d_constants "github.com/dydxprotocol/v4-chain/protocol/daemons/constants"
"github.com/dydxprotocol/v4-chain/protocol/daemons/flags"
"github.com/dydxprotocol/v4-chain/protocol/daemons/liquidation/api"
"github.com/dydxprotocol/v4-chain/protocol/daemons/liquidation/client"
"github.com/dydxprotocol/v4-chain/protocol/mocks"
"github.com/dydxprotocol/v4-chain/protocol/testutil/appoptions"
"github.com/dydxprotocol/v4-chain/protocol/testutil/constants"
daemontestutils "github.com/dydxprotocol/v4-chain/protocol/testutil/daemons"
"github.com/dydxprotocol/v4-chain/protocol/testutil/grpc"
clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
"github.com/stretchr/testify/mock"
"github.com/stretchr/testify/require"
)

Expand Down Expand Up @@ -70,183 +64,6 @@ func TestStart_UnixSocketConnectionFails(t *testing.T) {
mockGrpcClient.AssertNumberOfCalls(t, "CloseConnection", 1)
}

func TestRunLiquidationDaemonTaskLoop(t *testing.T) {
df := flags.GetDefaultDaemonFlags()
tests := map[string]struct {
// mocks
setupMocks func(ctx context.Context, mck *mocks.QueryClient)

// expectations
expectedLiquidatableSubaccountIds []satypes.SubaccountId
expectedError error
}{
"Success": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
req := &satypes.QueryAllSubaccountRequest{
Pagination: &query.PageRequest{
Limit: df.Liquidation.SubaccountPageLimit,
},
}
response := &satypes.QuerySubaccountAllResponse{
Subaccount: []satypes.Subaccount{
constants.Carl_Num0_1BTC_Short,
constants.Dave_Num0_1BTC_Long_50000USD,
},
}
mck.On("SubaccountAll", ctx, req).Return(response, nil)

req2 := &clobtypes.AreSubaccountsLiquidatableRequest{
SubaccountIds: []satypes.SubaccountId{
constants.Carl_Num0,
constants.Dave_Num0,
},
}
response2 := &clobtypes.AreSubaccountsLiquidatableResponse{
Results: []clobtypes.AreSubaccountsLiquidatableResponse_Result{
{
SubaccountId: constants.Carl_Num0,
IsLiquidatable: true,
},
{
SubaccountId: constants.Dave_Num0,
IsLiquidatable: false,
},
},
}
mck.On("AreSubaccountsLiquidatable", ctx, req2).Return(response2, nil)

req3 := &api.LiquidateSubaccountsRequest{
SubaccountIds: []satypes.SubaccountId{
constants.Carl_Num0,
},
}
response3 := &api.LiquidateSubaccountsResponse{}
mck.On("LiquidateSubaccounts", ctx, req3).Return(response3, nil)
},
},
"Success - no open position": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
req := &satypes.QueryAllSubaccountRequest{
Pagination: &query.PageRequest{
Limit: df.Liquidation.SubaccountPageLimit,
},
}
response := &satypes.QuerySubaccountAllResponse{
Subaccount: []satypes.Subaccount{
constants.Carl_Num0_599USD, // no open positions
constants.Dave_Num0_599USD, // no open positions
},
}
mck.On("SubaccountAll", ctx, req).Return(response, nil)
req2 := &api.LiquidateSubaccountsRequest{
SubaccountIds: []satypes.SubaccountId{},
}
response2 := &api.LiquidateSubaccountsResponse{}
mck.On("LiquidateSubaccounts", ctx, req2).Return(response2, nil)
},
},
"Success - no liquidatable subaccounts": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
req := &satypes.QueryAllSubaccountRequest{
Pagination: &query.PageRequest{
Limit: df.Liquidation.SubaccountPageLimit,
},
}
response := &satypes.QuerySubaccountAllResponse{
Subaccount: []satypes.Subaccount{
constants.Carl_Num0_1BTC_Short,
constants.Dave_Num0_1BTC_Long_50000USD,
},
}
mck.On("SubaccountAll", ctx, req).Return(response, nil)

req2 := &clobtypes.AreSubaccountsLiquidatableRequest{
SubaccountIds: []satypes.SubaccountId{
constants.Carl_Num0,
constants.Dave_Num0,
},
}
response2 := &clobtypes.AreSubaccountsLiquidatableResponse{
Results: []clobtypes.AreSubaccountsLiquidatableResponse_Result{
{
SubaccountId: constants.Carl_Num0,
IsLiquidatable: false,
},
{
SubaccountId: constants.Dave_Num0,
IsLiquidatable: false,
},
},
}
mck.On("AreSubaccountsLiquidatable", ctx, req2).Return(response2, nil)
req3 := &api.LiquidateSubaccountsRequest{
SubaccountIds: []satypes.SubaccountId{},
}
response3 := &api.LiquidateSubaccountsResponse{}
mck.On("LiquidateSubaccounts", ctx, req3).Return(response3, nil)
},
},
"Panics on error - SubaccountAll": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
mck.On("SubaccountAll", mock.Anything, mock.Anything).Return(nil, errors.New("test error"))
},
expectedError: errors.New("test error"),
},
"Panics on error - AreSubaccountsLiquidatable": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
mck.On("SubaccountAll", mock.Anything, mock.Anything).Return(&satypes.QuerySubaccountAllResponse{
Subaccount: []satypes.Subaccount{
constants.Carl_Num0_1BTC_Short,
},
}, nil)
mck.On("AreSubaccountsLiquidatable", mock.Anything, mock.Anything).Return(nil, errors.New("test error"))
},
expectedError: errors.New("test error"),
},
"Panics on error - LiquidateSubaccounts": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient) {
mck.On("SubaccountAll", mock.Anything, mock.Anything).Return(&satypes.QuerySubaccountAllResponse{
Subaccount: []satypes.Subaccount{
constants.Carl_Num0_1BTC_Short,
},
}, nil,
)
mck.On("AreSubaccountsLiquidatable", mock.Anything, mock.Anything).Return(
&clobtypes.AreSubaccountsLiquidatableResponse{},
nil,
)
mck.On("LiquidateSubaccounts", mock.Anything, mock.Anything).Return(nil, errors.New("test error"))
},
expectedError: errors.New("test error"),
},
}

for name, tc := range tests {
t.Run(name, func(t *testing.T) {
queryClientMock := &mocks.QueryClient{}
tc.setupMocks(grpc.Ctx, queryClientMock)
s := client.SubTaskRunnerImpl{}

c := client.NewClient(log.NewNopLogger())
c.SubaccountQueryClient = queryClientMock
c.ClobQueryClient = queryClientMock
c.LiquidationServiceClient = queryClientMock

err := s.RunLiquidationDaemonTaskLoop(
grpc.Ctx,
c,
flags.GetDefaultDaemonFlags().Liquidation,
)
if tc.expectedError != nil {
require.EqualError(t, err, tc.expectedError.Error())
} else {
require.NoError(t, err)
queryClientMock.AssertExpectations(t)
}
})
}
}

// FakeSubTaskRunner is a mock implementation of the SubTaskRunner interface for testing.
type FakeSubTaskRunner struct {
err error
Expand Down
31 changes: 0 additions & 31 deletions protocol/daemons/liquidation/client/grpc_helper.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,6 @@ import (
"github.com/dydxprotocol/v4-chain/protocol/daemons/liquidation/api"
"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
blocktimetypes "github.com/dydxprotocol/v4-chain/protocol/x/blocktime/types"
clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
Expand Down Expand Up @@ -45,7 +44,6 @@ func (c *Client) GetPreviousBlockInfo(
// GetAllPerpetuals queries gRPC server and returns a list of perpetuals.
func (c *Client) GetAllPerpetuals(
ctx context.Context,
blockHeight uint32,
pageLimit uint64,
) (
perpetuals []perptypes.Perpetual,
Expand Down Expand Up @@ -85,7 +83,6 @@ func (c *Client) GetAllPerpetuals(
// GetAllLiquidityTiers queries gRPC server and returns a list of liquidityTiers.
func (c *Client) GetAllLiquidityTiers(
ctx context.Context,
blockHeight uint32,
pageLimit uint64,
) (
liquidityTiers []perptypes.LiquidityTier,
Expand Down Expand Up @@ -125,7 +122,6 @@ func (c *Client) GetAllLiquidityTiers(
// GetAllMarketPrices queries gRPC server and returns a list of market prices.
func (c *Client) GetAllMarketPrices(
ctx context.Context,
blockHeight uint32,
pageLimit uint64,
) (
marketPrices []pricestypes.MarketPrice,
Expand Down Expand Up @@ -205,33 +201,6 @@ func (c *Client) GetAllSubaccounts(
return subaccounts, nil
}

// CheckCollateralizationForSubaccounts queries a gRPC server using `AreSubaccountsLiquidatable`
// and returns a list of collateralization statuses for the given list of subaccount ids.
func (c *Client) CheckCollateralizationForSubaccounts(
ctx context.Context,
subaccountIds []satypes.SubaccountId,
) (
results []clobtypes.AreSubaccountsLiquidatableResponse_Result,
err error,
) {
defer telemetry.ModuleMeasureSince(
metrics.LiquidationDaemon,
time.Now(),
metrics.CheckCollateralizationForSubaccounts,
metrics.Latency,
)

query := &clobtypes.AreSubaccountsLiquidatableRequest{
SubaccountIds: subaccountIds,
}
response, err := c.ClobQueryClient.AreSubaccountsLiquidatable(ctx, query)
if err != nil {
return nil, err
}

return response.Results, nil
}

// SendLiquidatableSubaccountIds sends a list of unique and potentially liquidatable
// subaccount ids to a gRPC server via `LiquidateSubaccounts`.
func (c *Client) SendLiquidatableSubaccountIds(
Expand Down
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