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[CLOB-1007] add protos for final settlement clob pair status and removal reason #828

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merged 6 commits into from
Dec 5, 2023
Merged

[CLOB-1007] add protos for final settlement clob pair status and removal reason #828

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a260fe1
add protos for final settlement clob pair status and final settlement…
jakob-dydx Dec 1, 2023
ddef3f7
add missing indexer constants
jakob-dydx Dec 1, 2023
3131060
update proto formatting
jakob-dydx Dec 1, 2023
f8a4ea4
fix indexer test
jakob-dydx Dec 1, 2023
7569349
update comment and panic string
jakob-dydx Dec 5, 2023
2121202
update broken test
jakob-dydx Dec 5, 2023
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1 change: 1 addition & 0 deletions indexer/packages/postgres/src/constants.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,7 @@ Record<SpecifiedClobPairStatus, PerpetualMarketStatus> = {
[ClobPairStatus.CLOB_PAIR_STATUS_PAUSED]: PerpetualMarketStatus.PAUSED,
[ClobPairStatus.CLOB_PAIR_STATUS_POST_ONLY]: PerpetualMarketStatus.POST_ONLY,
[ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING]: PerpetualMarketStatus.INITIALIZING,
[ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT]: PerpetualMarketStatus.FINAL_SETTLEMENT,
};

export const DEFAULT_POSTGRES_OPTIONS : Options = config.USE_READ_REPLICA
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1 change: 1 addition & 0 deletions indexer/packages/postgres/src/types/perpetual-market-types.ts
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Expand Up @@ -60,4 +60,5 @@ export enum PerpetualMarketStatus {
CANCEL_ONLY = 'CANCEL_ONLY',
POST_ONLY = 'POST_ONLY',
INITIALIZING = 'INITIALIZING',
FINAL_SETTLEMENT = 'FINAL_SETTLEMENT',
}
21 changes: 21 additions & 0 deletions indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/clob_pair.ts
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Expand Up @@ -33,6 +33,13 @@ export enum ClobPair_Status {
* both short-term and post-only.
*/
STATUS_INITIALIZING = 5,

/**
* STATUS_FINAL_SETTLEMENT - STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
* and trading has ceased. All open positions will be closed by the
* protocol.
*/
STATUS_FINAL_SETTLEMENT = 6,
UNRECOGNIZED = -1,
}
/** Status of the CLOB. */
Expand Down Expand Up @@ -68,6 +75,13 @@ export enum ClobPair_StatusSDKType {
* both short-term and post-only.
*/
STATUS_INITIALIZING = 5,

/**
* STATUS_FINAL_SETTLEMENT - STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
* and trading has ceased. All open positions will be closed by the
* protocol.
*/
STATUS_FINAL_SETTLEMENT = 6,
UNRECOGNIZED = -1,
}
export function clobPair_StatusFromJSON(object: any): ClobPair_Status {
Expand Down Expand Up @@ -96,6 +110,10 @@ export function clobPair_StatusFromJSON(object: any): ClobPair_Status {
case "STATUS_INITIALIZING":
return ClobPair_Status.STATUS_INITIALIZING;

case 6:
case "STATUS_FINAL_SETTLEMENT":
return ClobPair_Status.STATUS_FINAL_SETTLEMENT;

case -1:
case "UNRECOGNIZED":
default:
Expand All @@ -122,6 +140,9 @@ export function clobPair_StatusToJSON(object: ClobPair_Status): string {
case ClobPair_Status.STATUS_INITIALIZING:
return "STATUS_INITIALIZING";

case ClobPair_Status.STATUS_FINAL_SETTLEMENT:
return "STATUS_FINAL_SETTLEMENT";

case ClobPair_Status.UNRECOGNIZED:
default:
return "UNRECOGNIZED";
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23 changes: 23 additions & 0 deletions indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/protocol/v1/clob.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -307,6 +307,14 @@ export enum ClobPairStatus {
* both short-term and post-only.
*/
CLOB_PAIR_STATUS_INITIALIZING = 5,

/**
* CLOB_PAIR_STATUS_FINAL_SETTLEMENT - CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
* deactivated. Clob pairs in this state do not accept new orders and trading
* is blocked. All open positions are closed by the protocol when the clob
* pair gains this status.
*/
CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6,
UNRECOGNIZED = -1,
}
/**
Expand Down Expand Up @@ -348,6 +356,14 @@ export enum ClobPairStatusSDKType {
* both short-term and post-only.
*/
CLOB_PAIR_STATUS_INITIALIZING = 5,

/**
* CLOB_PAIR_STATUS_FINAL_SETTLEMENT - CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
* deactivated. Clob pairs in this state do not accept new orders and trading
* is blocked. All open positions are closed by the protocol when the clob
* pair gains this status.
*/
CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6,
UNRECOGNIZED = -1,
}
export function clobPairStatusFromJSON(object: any): ClobPairStatus {
Expand Down Expand Up @@ -376,6 +392,10 @@ export function clobPairStatusFromJSON(object: any): ClobPairStatus {
case "CLOB_PAIR_STATUS_INITIALIZING":
return ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING;

case 6:
case "CLOB_PAIR_STATUS_FINAL_SETTLEMENT":
return ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT;

case -1:
case "UNRECOGNIZED":
default:
Expand All @@ -402,6 +422,9 @@ export function clobPairStatusToJSON(object: ClobPairStatus): string {
case ClobPairStatus.CLOB_PAIR_STATUS_INITIALIZING:
return "CLOB_PAIR_STATUS_INITIALIZING";

case ClobPairStatus.CLOB_PAIR_STATUS_FINAL_SETTLEMENT:
return "CLOB_PAIR_STATUS_FINAL_SETTLEMENT";

case ClobPairStatus.UNRECOGNIZED:
default:
return "UNRECOGNIZED";
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13 changes: 13 additions & 0 deletions indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/shared/removal_reason.ts
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Expand Up @@ -75,6 +75,9 @@ export enum OrderRemovalReason {
* equity tier requirements.
*/
ORDER_REMOVAL_REASON_EQUITY_TIER = 13,

/** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14,
UNRECOGNIZED = -1,
}
/** OrderRemovalReason is an enum of all the reasons an order was removed. */
Expand Down Expand Up @@ -155,6 +158,9 @@ export enum OrderRemovalReasonSDKType {
* equity tier requirements.
*/
ORDER_REMOVAL_REASON_EQUITY_TIER = 13,

/** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
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The comment for ORDER_REMOVAL_REASON_FINAL_SETTLEMENT in the OrderRemovalReasonSDKType enum should be updated to match the new wording in the OrderRemovalReason enum for consistency.

-  /** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
+  /** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed due to final settlement of its ClobPair. */
Committable suggestion

❗ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation.

Suggested change
/** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed since its ClobPair has entered final settlement. */
/** ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed due to final settlement of its ClobPair. */

ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14,
UNRECOGNIZED = -1,
}
export function orderRemovalReasonFromJSON(object: any): OrderRemovalReason {
Expand Down Expand Up @@ -215,6 +221,10 @@ export function orderRemovalReasonFromJSON(object: any): OrderRemovalReason {
case "ORDER_REMOVAL_REASON_EQUITY_TIER":
return OrderRemovalReason.ORDER_REMOVAL_REASON_EQUITY_TIER;

case 14:
case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT":
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The comment for ORDER_REMOVAL_REASON_FINAL_SETTLEMENT in the orderRemovalReasonFromJSON and orderRemovalReasonToJSON functions should be updated to match the new wording in the OrderRemovalReason enum for consistency.

-    case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT":
+    case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed due to final settlement of its ClobPair.":
Committable suggestion

❗ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation.

Suggested change
case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT":
case "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT - The order has been removed due to final settlement of its ClobPair.":

return OrderRemovalReason.ORDER_REMOVAL_REASON_FINAL_SETTLEMENT;

case -1:
case "UNRECOGNIZED":
default:
Expand Down Expand Up @@ -265,6 +275,9 @@ export function orderRemovalReasonToJSON(object: OrderRemovalReason): string {
case OrderRemovalReason.ORDER_REMOVAL_REASON_EQUITY_TIER:
return "ORDER_REMOVAL_REASON_EQUITY_TIER";

case OrderRemovalReason.ORDER_REMOVAL_REASON_FINAL_SETTLEMENT:
return "ORDER_REMOVAL_REASON_FINAL_SETTLEMENT";

case OrderRemovalReason.UNRECOGNIZED:
default:
return "UNRECOGNIZED";
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1 change: 1 addition & 0 deletions indexer/services/comlink/public/api-documentation.md
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Expand Up @@ -2816,6 +2816,7 @@ or
|*anonymous*|CANCEL_ONLY|
|*anonymous*|POST_ONLY|
|*anonymous*|INITIALIZING|
|*anonymous*|FINAL_SETTLEMENT|

## PerpetualMarketResponseObject

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3 changes: 2 additions & 1 deletion indexer/services/comlink/public/swagger.json
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Expand Up @@ -686,7 +686,8 @@
"PAUSED",
"CANCEL_ONLY",
"POST_ONLY",
"INITIALIZING"
"INITIALIZING",
"FINAL_SETTLEMENT"
],
"type": "string"
},
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1 change: 1 addition & 0 deletions indexer/services/ender/src/scripts/dydx_clob_pair_status_to_market_status.sql
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Expand Up @@ -17,6 +17,7 @@ BEGIN
WHEN '3'::jsonb THEN RETURN 'CANCEL_ONLY'; /** CLOB_PAIR_STATUS_CANCEL_ONLY */
WHEN '4'::jsonb THEN RETURN 'POST_ONLY'; /** CLOB_PAIR_STATUS_POST_ONLY */
WHEN '5'::jsonb THEN RETURN 'INITIALIZING'; /** CLOB_PAIR_STATUS_INITIALIZING */
WHEN '6'::jsonb THEN RETURN 'FINAL_SETTLEMENT'; /** CLOB_PAIR_STATUS_FINAL_SETTLEMENT */
ELSE RAISE EXCEPTION 'Invalid clob pair status: %', status;
END CASE;
END;
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4 changes: 4 additions & 0 deletions proto/dydxprotocol/clob/clob_pair.proto
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Expand Up @@ -65,6 +65,10 @@ message ClobPair {
// Clob pairs in this state only accept orders which are
// both short-term and post-only.
STATUS_INITIALIZING = 5;
// STATUS_FINAL_SETTLEMENT represents a clob pair which is deactivated
// and trading has ceased. All open positions will be closed by the
// protocol.
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STATUS_FINAL_SETTLEMENT = 6;
}

Status status = 7;
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5 changes: 5 additions & 0 deletions proto/dydxprotocol/indexer/protocol/v1/clob.proto
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Expand Up @@ -173,4 +173,9 @@ enum ClobPairStatus {
// Clob pairs in this state only accept orders which are
// both short-term and post-only.
CLOB_PAIR_STATUS_INITIALIZING = 5;
// CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
// deactivated. Clob pairs in this state do not accept new orders and trading
// is blocked. All open positions are closed by the protocol when the clob
// pair gains this status.
CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6;
}
2 changes: 2 additions & 0 deletions proto/dydxprotocol/indexer/shared/removal_reason.proto
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Expand Up @@ -51,4 +51,6 @@ enum OrderRemovalReason {
// The order has been removed since the subaccount does not satisfy the
// equity tier requirements.
ORDER_REMOVAL_REASON_EQUITY_TIER = 13;
// The order has been removed since its ClobPair has entered final settlement.
ORDER_REMOVAL_REASON_FINAL_SETTLEMENT = 14;
}
122 changes: 65 additions & 57 deletions protocol/indexer/protocol/v1/clob.pb.go
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2 changes: 2 additions & 0 deletions protocol/indexer/protocol/v1/v1_mappers.go
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Expand Up @@ -176,6 +176,8 @@ func ConvertToClobPairStatus(status clobtypes.ClobPair_Status) ClobPairStatus {
return ClobPairStatus_CLOB_PAIR_STATUS_POST_ONLY
case clobtypes.ClobPair_STATUS_INITIALIZING:
return ClobPairStatus_CLOB_PAIR_STATUS_INITIALIZING
case clobtypes.ClobPair_STATUS_FINAL_SETTLEMENT:
return ClobPairStatus_CLOB_PAIR_STATUS_FINAL_SETTLEMENT
default:
panic("invalid clob pair status")
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Using panic in the default case of the switch statement can be dangerous as it will cause the application to crash if an unexpected status is encountered. Consider handling this case more gracefully, possibly by returning an error that can be handled by the caller, to avoid crashing the entire application.

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}
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