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[IND-171]: Do not send subaccount websocket message for unplaced and unreplaced BEST_EFFORT_OPENED orders #716

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merged 1 commit into from
Oct 27, 2023
Merged

[IND-171]: Do not send subaccount websocket message for unplaced and unreplaced BEST_EFFORT_OPENED orders #716

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36 changes: 33 additions & 3 deletions indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -748,21 +748,18 @@ describe('order-place-handler', () => {
'good-til-block-time',
redisTestConstants.defaultOrderGoodTilBlockTime,
redisTestConstants.defaultRedisOrderGoodTilBlockTime,
redisTestConstants.defaultOrderUuidGoodTilBlockTime,
dbOrderGoodTilBlockTime,
],
[
'conditional',
redisTestConstants.defaultConditionalOrder,
redisTestConstants.defaultRedisOrderConditional,
redisTestConstants.defaultOrderUuidConditional,
dbConditionalOrder,
],
])('handles order place with OPEN placement status, exists initially (with %s)', async (
_name: string,
orderToPlace: IndexerOrder,
expectedRedisOrder: RedisOrder,
expectedOrderUuid: string,
placedOrder: OrderFromDatabase,
) => {
synchronizeWrapBackgroundTask(wrapBackgroundTask);
Expand Down Expand Up @@ -812,6 +809,39 @@ describe('order-place-handler', () => {
expectStats();
});

it('handles unplaced and unreplaced order place with BEST_EFFORT_OPENED placement status', async () => {
synchronizeWrapBackgroundTask(wrapBackgroundTask);
const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis();
// Handle the order place event for the initial order with BEST_EFFORT_OPENED
await handleInitialOrderPlace(redisTestConstants.orderPlace);
expectWebsocketMessagesSent(
producerSendSpy,
redisTestConstants.defaultRedisOrder,
dbDefaultOrder,
testConstants.defaultPerpetualMarket,
APIOrderStatusEnum.BEST_EFFORT_OPENED,
true,
);
expectStats();
// clear mocks
jest.clearAllMocks();

// Handle the order place with OPEN placement status
await handleInitialOrderPlace(redisTestConstants.orderPlace);
expectWebsocketMessagesSent(
producerSendSpy,
redisTestConstants.defaultRedisOrder,
dbDefaultOrder,
testConstants.defaultPerpetualMarket,
APIOrderStatusEnum.BEST_EFFORT_OPENED,
// Subaccount messages should be sent for stateful order with OPEN status
false,
);

expect(logger.error).not.toHaveBeenCalled();
expectStats();
});

it.each([
[
'missing order',
Expand Down
23 changes: 19 additions & 4 deletions indexer/services/vulcan/src/handlers/order-place-handler.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -64,9 +64,10 @@ export class OrderPlaceHandler extends Handler {
update,
txHash: this.txHash,
});
const orderPlace: OrderPlaceV1 = update.orderPlace!;
this.validateOrderPlace(update.orderPlace!);
const order: IndexerOrder = update.orderPlace!.order!;
const placementStatus: OrderPlaceV1_OrderPlacementStatus = update.orderPlace!.placementStatus;
const order: IndexerOrder = orderPlace.order!;
const placementStatus: OrderPlaceV1_OrderPlacementStatus = orderPlace.placementStatus;

const perpetualMarket: PerpetualMarketFromDatabase | undefined = perpetualMarketRefresher
.getPerpetualMarketFromClobPairId(order.orderId!.clobPairId.toString());
Expand Down Expand Up @@ -125,7 +126,7 @@ export class OrderPlaceHandler extends Handler {

// TODO(CLOB-597): Remove this logic and log erorrs once best-effort-open is not sent for
// stateful orders in the protocol
if (this.shouldSendSubaccountMessage(update.orderPlace!)) {
if (this.shouldSendSubaccountMessage(orderPlace, placeOrderResult, placementStatus)) {
// TODO(IND-171): Determine whether we should always be sending a message, even when the cache
// isn't updated.
// For stateful and conditional orders, look the order up in the db for the createdAtHeight
Expand Down Expand Up @@ -325,7 +326,11 @@ export class OrderPlaceHandler extends Handler {
* @returns TODO(CLOB-597): Remove once best-effort-opened messages are not sent for stateful
* orders.
*/
protected shouldSendSubaccountMessage(orderPlace: OrderPlaceV1): boolean {
protected shouldSendSubaccountMessage(
orderPlace: OrderPlaceV1,
placeOrderResult: PlaceOrderResult,
placementStatus: OrderPlaceV1_OrderPlacementStatus,
): boolean {
const orderFlags: number = orderPlace.order!.orderId!.orderFlags;
const status: OrderPlaceV1_OrderPlacementStatus = orderPlace.placementStatus;
// Best-effort-opened status should only be sent for short-term orders
Expand All @@ -335,6 +340,16 @@ export class OrderPlaceHandler extends Handler {
) {
return false;
}

// In the case where a stateful orderPlace is opened with a more recent expiry than an
// existing order on the indexer, then the order will not have been placed or replaced and
// no subaccount message should be sent.
if (placeOrderResult.placed === false &&
placeOrderResult.replaced === false &&
placementStatus ===
OrderPlaceV1_OrderPlacementStatus.ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED) {
return false;
}
return true;
}

Expand Down