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[IND-485]: Query for PerpetualPositions by openEventId #777

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merged 2 commits into from
Nov 9, 2023
Merged

[IND-485]: Query for PerpetualPositions by openEventId #777

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a564b30
[IND-485]: Query for PerpetualPositions by openEventId
Christopher-Li Nov 8, 2023
8612b0d
fix bugs
Christopher-Li Nov 9, 2023
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10 changes: 10 additions & 0 deletions indexer/packages/postgres/__tests__/helpers/constants.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -287,6 +287,11 @@ export const defaultTendermintEvent3: TendermintEventCreateObject = {
transactionIndex: 0,
eventIndex: 0,
};
export const defaultTendermintEvent4: TendermintEventCreateObject = {
blockHeight: '2',
transactionIndex: 1,
eventIndex: 1,
};
export const defaultTendermintEventId: Buffer = TendermintEventTable.createEventId(
defaultTendermintEvent.blockHeight,
defaultTendermintEvent.transactionIndex,
Expand All @@ -302,6 +307,11 @@ export const defaultTendermintEventId3: Buffer = TendermintEventTable.createEven
defaultTendermintEvent3.transactionIndex,
defaultTendermintEvent3.eventIndex,
);
export const defaultTendermintEventId4: Buffer = TendermintEventTable.createEventId(
defaultTendermintEvent4.blockHeight,
defaultTendermintEvent4.transactionIndex,
defaultTendermintEvent4.eventIndex,
);

// ============== Transactions ==============

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2 changes: 2 additions & 0 deletions indexer/packages/postgres/__tests__/helpers/mock-generators.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,7 @@ import {
defaultTendermintEvent,
defaultTendermintEvent2,
defaultTendermintEvent3,
defaultTendermintEvent4,
} from './constants';

export async function seedData() {
Expand Down Expand Up @@ -53,6 +54,7 @@ export async function seedData() {
TendermintEventTable.create(defaultTendermintEvent),
TendermintEventTable.create(defaultTendermintEvent2),
TendermintEventTable.create(defaultTendermintEvent3),
TendermintEventTable.create(defaultTendermintEvent4),
]);
await Promise.all([
AssetTable.create(defaultAsset),
Expand Down
38 changes: 38 additions & 0 deletions indexer/packages/postgres/__tests__/stores/perpetual-position-table.test.ts
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Expand Up @@ -12,6 +12,7 @@ import {
PerpetualPositionSubaccountUpdateObject,
PositionSide,
SubaccountToPerpetualPositionsMap,
TendermintEventCreateObject,
} from '../../src/types';
import * as PerpetualPositionTable from '../../src/stores/perpetual-position-table';
import * as PerpetualMarketTable from '../../src/stores/perpetual-market-table';
Expand All @@ -26,12 +27,14 @@ import {
defaultPerpetualPosition,
defaultSubaccountId,
defaultSubaccountId2,
defaultTendermintEvent3,
defaultTendermintEventId,
defaultTendermintEventId2,
defaultTendermintEventId3,
} from '../helpers/constants';
import { checkLengthAndContains } from './helpers';
import _ from 'lodash';
import { TendermintEventTable } from '../../src';

describe('PerpetualPosition store', () => {
beforeAll(async () => {
Expand Down Expand Up @@ -185,6 +188,41 @@ describe('PerpetualPosition store', () => {
checkLengthAndContains(perpetualPositions, expectedLength, expectedPosition);
});

it('Successfully finds PerpetualPositions sorted by openEventId', async () => {
const earlierPosition: PerpetualPositionCreateObject = {
...defaultPerpetualPosition,
openEventId: defaultTendermintEventId3,
lastEventId: defaultTendermintEventId3,
};
const nextTendermintEvent: TendermintEventCreateObject = {
blockHeight: defaultTendermintEvent3.blockHeight,
transactionIndex: defaultTendermintEvent3.transactionIndex,
eventIndex: defaultTendermintEvent3.eventIndex + 1,
};
const nextTendermintEventId: Buffer = TendermintEventTable.createEventId(
nextTendermintEvent.blockHeight,
nextTendermintEvent.transactionIndex,
nextTendermintEvent.eventIndex,
);
const laterPosition: PerpetualPositionCreateObject = {
...defaultPerpetualPosition,
openEventId: nextTendermintEventId,
lastEventId: nextTendermintEventId,
};
await TendermintEventTable.create(nextTendermintEvent);
await Promise.all([
await PerpetualPositionTable.create(earlierPosition),
await PerpetualPositionTable.create(laterPosition),
]);

const perpetualPositions: PerpetualPositionFromDatabase[] = await
PerpetualPositionTable.findAll({}, [], { readReplica: true });

expect(perpetualPositions.length).toEqual(2);
expect(perpetualPositions[0]).toEqual(expect.objectContaining(laterPosition));
expect(perpetualPositions[1]).toEqual(expect.objectContaining(earlierPosition));
});

it.each([
[1, 1, defaultPerpetualPosition],
[-1, 0, undefined],
Expand Down
2 changes: 1 addition & 1 deletion indexer/packages/postgres/src/stores/perpetual-position-table.ts
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Expand Up @@ -124,7 +124,7 @@ export async function findAll(
PerpetualPositionColumns.subaccountId,
Ordering.ASC,
).orderBy(
PerpetualPositionColumns.createdAtHeight,
PerpetualPositionColumns.openEventId,
Ordering.DESC,
);
}
Expand Down
9 changes: 4 additions & 5 deletions indexer/services/ender/__tests__/handlers/order-fills/liquidation-handler.test.ts
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Expand Up @@ -141,8 +141,8 @@ describe('LiquidationHandler', () => {
entryPrice: '15000',
createdAt: DateTime.utc().toISO(),
createdAtHeight: '1',
openEventId: testConstants.defaultTendermintEventId,
lastEventId: testConstants.defaultTendermintEventId,
openEventId: testConstants.defaultTendermintEventId4,
lastEventId: testConstants.defaultTendermintEventId4,
settledFunding: '200000',
};

Expand Down Expand Up @@ -234,7 +234,7 @@ describe('LiquidationHandler', () => {
],
])(
'creates fills and orders (with %s), sends vulcan message for maker order update and updates ' +
' perpetualPosition',
'perpetualPosition',
async (
_name: string,
goodTilOneof: Partial<IndexerOrder>,
Expand Down Expand Up @@ -297,8 +297,7 @@ describe('LiquidationHandler', () => {
// older perpetual position to ensure that the correct perpetual position is being updated
PerpetualPositionTable.create({
...defaultPerpetualPosition,
createdAtHeight: '0',
openEventId: testConstants.defaultTendermintEventId2,
openEventId: testConstants.defaultTendermintEventId,
}),
]);

Expand Down
17 changes: 6 additions & 11 deletions indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts
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Expand Up @@ -143,8 +143,8 @@ describe('OrderHandler', () => {
entryPrice: '15000',
createdAt: DateTime.utc().toISO(),
createdAtHeight: '10',
openEventId: testConstants.defaultTendermintEventId,
lastEventId: testConstants.defaultTendermintEventId,
openEventId: testConstants.defaultTendermintEventId4,
lastEventId: testConstants.defaultTendermintEventId4,
settledFunding: '200000',
};

Expand Down Expand Up @@ -314,7 +314,6 @@ describe('OrderHandler', () => {
// older perpetual position to ensure that the correct perpetual position is being updated
PerpetualPositionTable.create({
...defaultPerpetualPosition,
createdAtHeight: '0',
openEventId: testConstants.defaultTendermintEventId2,
}),
]);
Expand Down Expand Up @@ -915,19 +914,17 @@ describe('OrderHandler', () => {
// previous position for subaccount 1
PerpetualPositionTable.create({
...defaultPerpetualPosition,
createdAtHeight: '1',
size: '0',
status: PerpetualPositionStatus.CLOSED,
openEventId: testConstants.defaultTendermintEventId2,
openEventId: testConstants.defaultTendermintEventId,
}),
// previous position for subaccount 2
PerpetualPositionTable.create({
...defaultPerpetualPosition,
subaccountId: testConstants.defaultSubaccountId2,
createdAtHeight: '1',
size: '0',
status: PerpetualPositionStatus.CLOSED,
openEventId: testConstants.defaultTendermintEventId2,
openEventId: testConstants.defaultTendermintEventId,
}),
// initial position for subaccount 2
PerpetualPositionTable.create(defaultPerpetualPosition),
Expand Down Expand Up @@ -1129,20 +1126,18 @@ describe('OrderHandler', () => {
PerpetualPositionTable.create({
...defaultPerpetualPosition,
perpetualId: testConstants.defaultPerpetualMarket3.id,
createdAtHeight: '1',
size: '0',
status: PerpetualPositionStatus.CLOSED,
openEventId: testConstants.defaultTendermintEventId2,
openEventId: testConstants.defaultTendermintEventId,
}),
// previous position for subaccount 2
PerpetualPositionTable.create({
...defaultPerpetualPosition,
perpetualId: testConstants.defaultPerpetualMarket3.id,
subaccountId: testConstants.defaultSubaccountId2,
createdAtHeight: '1',
size: '0',
status: PerpetualPositionStatus.CLOSED,
openEventId: testConstants.defaultTendermintEventId2,
openEventId: testConstants.defaultTendermintEventId,
}),
// initial position for subaccount 2
PerpetualPositionTable.create({
Expand Down
2 changes: 1 addition & 1 deletion indexer/services/ender/src/scripts/dydx_liquidation_fill_handler_per_order.sql
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Expand Up @@ -182,7 +182,7 @@ BEGIN
/* Upsert the perpetual_position record for this order_fill event. */
SELECT * INTO perpetual_position_record FROM perpetual_positions WHERE "subaccountId" = subaccount_uuid
AND "perpetualId" = perpetual_market_record."id"
ORDER BY "createdAtHeight" DESC;
ORDER BY "openEventId" DESC;
IF NOT FOUND THEN
RAISE EXCEPTION 'Unable to find existing perpetual position, subaccountId: %, perpetualId: %', subaccount_uuid, perpetual_market_record."id";
END IF;
Expand Down
3 changes: 1 addition & 2 deletions indexer/services/ender/src/scripts/dydx_update_perpetual_position_aggregate_fields.sql
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Expand Up @@ -22,12 +22,11 @@ DECLARE
exit_price numeric;
BEGIN
-- Retrieve the latest perpetual position record.
-- TODO(IND-485): Order by openEventId instead of createdAtHeight.
SELECT * INTO perpetual_position_record
FROM perpetual_positions
WHERE "subaccountId" = subaccount_uuid
AND "perpetualId" = perpetual_id
ORDER BY "createdAtHeight" DESC
ORDER BY "openEventId" DESC
LIMIT 1;

IF NOT FOUND THEN
Expand Down