[TRA-182] rename order_size_ppm to order_size_pct_ppm in vault params

indexer/packages/v4-protos/src/codegen/dydxprotocol/vault/params.ts

@@ -23,7 +23,7 @@ export interface Params {
   skewFactorPpm: number;
   /** The percentage of vault equity that each order is sized at. */
 
-  orderSizePpm: number;
+  orderSizePctPpm: number;
   /** The duration that a vault's orders are valid for. */
 
   orderExpirationSeconds: number;
@@ -51,7 +51,7 @@ export interface ParamsSDKType {
   skew_factor_ppm: number;
   /** The percentage of vault equity that each order is sized at. */
 
-  order_size_ppm: number;
+  order_size_pct_ppm: number;
   /** The duration that a vault's orders are valid for. */
 
   order_expiration_seconds: number;
@@ -63,7 +63,7 @@ function createBaseParams(): Params {
     spreadMinPpm: 0,
     spreadBufferPpm: 0,
     skewFactorPpm: 0,
-    orderSizePpm: 0,
+    orderSizePctPpm: 0,
     orderExpirationSeconds: 0
   };
 }
@@ -86,8 +86,8 @@ export const Params = {
       writer.uint32(32).uint32(message.skewFactorPpm);
     }
 
-    if (message.orderSizePpm !== 0) {
-      writer.uint32(40).uint32(message.orderSizePpm);
+    if (message.orderSizePctPpm !== 0) {
+      writer.uint32(40).uint32(message.orderSizePctPpm);
     }
 
     if (message.orderExpirationSeconds !== 0) {
@@ -123,7 +123,7 @@ export const Params = {
           break;
 
         case 5:
-          message.orderSizePpm = reader.uint32();
+          message.orderSizePctPpm = reader.uint32();
           break;
 
         case 6:
@@ -145,7 +145,7 @@ export const Params = {
     message.spreadMinPpm = object.spreadMinPpm ?? 0;
     message.spreadBufferPpm = object.spreadBufferPpm ?? 0;
     message.skewFactorPpm = object.skewFactorPpm ?? 0;
-    message.orderSizePpm = object.orderSizePpm ?? 0;
+    message.orderSizePctPpm = object.orderSizePctPpm ?? 0;
     message.orderExpirationSeconds = object.orderExpirationSeconds ?? 0;
     return message;
   }

proto/dydxprotocol/vault/params.proto

@@ -21,7 +21,7 @@ message Params {
   uint32 skew_factor_ppm = 4;
 
   // The percentage of vault equity that each order is sized at.
-  uint32 order_size_ppm = 5;
+  uint32 order_size_pct_ppm = 5;
 
   // The duration that a vault's orders are valid for.
   uint32 order_expiration_seconds = 6;

protocol/app/testdata/default_genesis_state.json

@@ -461,7 +461,7 @@
       "spread_min_ppm": 3000,
       "spread_buffer_ppm": 1500,
       "skew_factor_ppm": 500000,
-      "order_size_ppm": 100000,
+      "order_size_pct_ppm": 100000,
       "order_expiration_seconds": 2
     }
   },

protocol/scripts/genesis/sample_pregenesis.json

@@ -1810,7 +1810,7 @@
       "params": {
         "layers": 2,
         "order_expiration_seconds": 2,
-        "order_size_ppm": 100000,
+        "order_size_pct_ppm": 100000,
         "skew_factor_ppm": 500000,
         "spread_buffer_ppm": 1500,
         "spread_min_ppm": 3000

protocol/testutil/constants/genesis.go

@@ -1498,7 +1498,7 @@ const GenesisState = `{
         "spread_min_ppm": 3000,
         "spread_buffer_ppm": 1500,
         "skew_factor_ppm": 500000,
-        "order_size_ppm": 100000,
+        "order_size_pct_ppm": 100000,
         "order_expiration_seconds": 2
       }
     },

protocol/x/vault/keeper/msg_server_update_params_test.go

@@ -41,11 +41,11 @@ func TestMsgUpdateParams(t *testing.T) {
 					SpreadMinPpm:           4_000,
 					SpreadBufferPpm:        2_000,
 					SkewFactorPpm:          500_000,
-					OrderSizePpm:           0, // invalid
+					OrderSizePctPpm:        0, // invalid
 					OrderExpirationSeconds: 5,
 				},
 			},
-			expectedErr: types.ErrInvalidOrderSizePpm.Error(),
+			expectedErr: types.ErrInvalidOrderSizePctPpm.Error(),
 		},
 	}
 

protocol/x/vault/keeper/orders.go

@@ -189,7 +189,7 @@ func (k Keeper) GetVaultClobOrders(
 	// = order_size_pct * equity / (price * 10^(exponent - quote_atomic_resolution + base_atomic_resolution))
 	orderSizeBaseQuantums := lib.BigRatMulPpm(
 		new(big.Rat).SetInt(equity),
-		params.OrderSizePpm,
+		params.OrderSizePctPpm,
 	)
 	orderSizeBaseQuantums = orderSizeBaseQuantums.Quo(
 		orderSizeBaseQuantums,
@@ -228,7 +228,7 @@ func (k Keeper) GetVaultClobOrders(
 	) *clobtypes.Order {
 		// Calculate size that will have been filled before this layer is matched.
 		sizeFilledByThisLayer := new(big.Rat).SetFrac(
-			new(big.Int).SetUint64(uint64(params.OrderSizePpm*layer)),
+			new(big.Int).SetUint64(uint64(params.OrderSizePctPpm*layer)),
 			lib.BigIntOneMillion(),
 		)
 

protocol/x/vault/keeper/orders_test.go

@@ -254,7 +254,7 @@ func TestGetVaultClobOrders(t *testing.T) {
 				SpreadMinPpm:           3_000,   // 30 bps
 				SpreadBufferPpm:        1_500,   // 15 bps
 				SkewFactorPpm:          500_000, // 0.5
-				OrderSizePpm:           100_000, // 10%
+				OrderSizePctPpm:        100_000, // 10%
 				OrderExpirationSeconds: 2,       // 2 seconds
 			},
 			vaultId:                    constants.Vault_Clob_0,
@@ -273,7 +273,7 @@ func TestGetVaultClobOrders(t *testing.T) {
 			//    b_i = oracle_price * (1 + skew_i) / (1 + spread)^{i+1}
 			// 6. subticks needs to be a multiple of subticks_per_tick (round up for asks, round down for bids)
 			// To calculate size of each order
-			// 1. `order_size_ppm * equity / oracle_price`.
+			// 1. `order_size_pct_ppm * equity / oracle_price`.
 			expectedOrderSubticks: []uint64{
 				// spreadPpm = max(3_000, 1_500 + 50) = 3_000
 				// spread = 0.003
@@ -312,7 +312,7 @@ func TestGetVaultClobOrders(t *testing.T) {
 				SpreadMinPpm:           3_000,   // 30 bps
 				SpreadBufferPpm:        8_500,   // 85 bps
 				SkewFactorPpm:          900_000, // 0.9
-				OrderSizePpm:           200_000, // 20%
+				OrderSizePctPpm:        200_000, // 20%
 				OrderExpirationSeconds: 4,       // 4 seconds
 			},
 			vaultId:                    constants.Vault_Clob_1,
@@ -331,7 +331,7 @@ func TestGetVaultClobOrders(t *testing.T) {
 			//    b_i = oracle_price * (1 + skew_i) / (1 + spread)^{i+1}
 			// 6. subticks needs to be a multiple of subticks_per_tick (round up for asks, round down for bids)
 			// To calculate size of each order
-			// 1. `order_size_ppm * equity / oracle_price`.
+			// 1. `order_size_pct_ppm * equity / oracle_price`.
 			expectedOrderSubticks: []uint64{
 				// spreadPpm = max(3_000, 8_500 + 50) = 8_550
 				// spread = 0.00855

protocol/x/vault/keeper/params_test.go

@@ -23,7 +23,7 @@ func TestGetSetParams(t *testing.T) {
 		SpreadMinPpm:           4_000,
 		SpreadBufferPpm:        2_000,
 		SkewFactorPpm:          999_999,
-		OrderSizePpm:           200_000,
+		OrderSizePctPpm:        200_000,
 		OrderExpirationSeconds: 10,
 	}
 	err := k.SetParams(ctx, newParams)
@@ -36,7 +36,7 @@ func TestGetSetParams(t *testing.T) {
 		SpreadMinPpm:           4_000,
 		SpreadBufferPpm:        2_000,
 		SkewFactorPpm:          1_000_000,
-		OrderSizePpm:           200_000,
+		OrderSizePctPpm:        200_000,
 		OrderExpirationSeconds: 0, // invalid
 	}
 	err = k.SetParams(ctx, invalidParams)

protocol/x/vault/types/errors.go

@@ -40,10 +40,10 @@ var (
 		7,
 		"Fraction is nil",
 	)
-	ErrInvalidOrderSizePpm = errorsmod.Register(
+	ErrInvalidOrderSizePctPpm = errorsmod.Register(
 		ModuleName,
 		8,
-		"OrderSizePpm must be strictly greater than 0",
+		"OrderSizePctPpm must be strictly greater than 0",
 	)
 	ErrInvalidOrderExpirationSeconds = errorsmod.Register(
 		ModuleName,

protocol/x/vault/types/params.go

@@ -9,7 +9,7 @@ func DefaultParams() Params {
 		SpreadMinPpm:           3_000,   // 30 bps
 		SpreadBufferPpm:        1_500,   // 15 bps
 		SkewFactorPpm:          500_000, // 0.5
-		OrderSizePpm:           100_000, // 10%
+		OrderSizePctPpm:        100_000, // 10%
 		OrderExpirationSeconds: 2,       // 2 seconds
 	}
 }
@@ -25,8 +25,8 @@ func (p Params) Validate() error {
 		return ErrInvalidSpreadMinPpm
 	}
 	// Order size must be positive.
-	if p.OrderSizePpm == 0 {
-		return ErrInvalidOrderSizePpm
+	if p.OrderSizePctPpm == 0 {
+		return ErrInvalidOrderSizePctPpm
 	}
 	// Order expiration seconds must be positive.
 	if p.OrderExpirationSeconds == 0 {

protocol/x/vault/types/params_test.go

@@ -24,7 +24,7 @@ func TestValidate(t *testing.T) {
 				SpreadMinPpm:           3_000,
 				SpreadBufferPpm:        1_500,
 				SkewFactorPpm:          500_000,
-				OrderSizePpm:           100_000,
+				OrderSizePctPpm:        100_000,
 				OrderExpirationSeconds: 5,
 			},
 			expectedErr: types.ErrInvalidLayers,
@@ -35,29 +35,29 @@ func TestValidate(t *testing.T) {
 				SpreadMinPpm:           0,
 				SpreadBufferPpm:        1_500,
 				SkewFactorPpm:          500_000,
-				OrderSizePpm:           100_000,
+				OrderSizePctPpm:        100_000,
 				OrderExpirationSeconds: 5,
 			},
 			expectedErr: types.ErrInvalidSpreadMinPpm,
 		},
-		"Failure - OrderSizePpm is 0": {
+		"Failure - OrderSizePctPpm is 0": {
 			params: types.Params{
 				Layers:                 2,
 				SpreadMinPpm:           3_000,
 				SpreadBufferPpm:        1_500,
 				SkewFactorPpm:          500_000,
-				OrderSizePpm:           0,
+				OrderSizePctPpm:        0,
 				OrderExpirationSeconds: 5,
 			},
-			expectedErr: types.ErrInvalidOrderSizePpm,
+			expectedErr: types.ErrInvalidOrderSizePctPpm,
 		},
 		"Failure - OrderExpirationSeconds is 0": {
 			params: types.Params{
 				Layers:                 2,
 				SpreadMinPpm:           3_000,
 				SpreadBufferPpm:        1_500,
 				SkewFactorPpm:          500_000,
-				OrderSizePpm:           100_000,
+				OrderSizePctPpm:        100_000,
 				OrderExpirationSeconds: 0,
 			},
 			expectedErr: types.ErrInvalidOrderExpirationSeconds,