fix(bonsai-core): unopened isolated position struct change (#1436)

dydxprotocol · Jan 15, 2025 · 800dd22 · 800dd22
1 parent 95fc2ff
commit 800dd22
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Showing 3 changed files with 59 additions and 31 deletions.
diff --git a/.eslintrc.json b/.eslintrc.json
@@ -53,10 +53,10 @@
       "error",
       {
         "patterns": [
-          "@/abacus-ts/*",
+          "@/abacus-ts/*/*",
           "!@/abacus-ts/ontology",
-          "!@/abacus-ts/lib",
-          "!@/abacus-ts/summaryTypes"
+          "!@/abacus-ts/lib/*",
+          "!@/abacus-ts/types/summaryTypes"
         ]
       }
     ],

diff --git a/src/abacus-ts/calculators/subaccount.ts b/src/abacus-ts/calculators/subaccount.ts
@@ -1,5 +1,6 @@
 import BigNumber from 'bignumber.js';
-import { mapValues, orderBy } from 'lodash';
+import { groupBy, map, mapValues, orderBy, pickBy } from 'lodash';
+import { weakMapMemoize } from 'reselect';
 
 import { NUM_PARENT_SUBACCOUNTS } from '@/constants/account';
 import {
@@ -9,7 +10,11 @@ import {
 } from '@/types/indexer/indexerApiGen';
 import { IndexerWsBaseMarketObject } from '@/types/indexer/indexerManual';
 
-import { getAssetFromMarketId } from '@/lib/assetUtils';
+import {
+  getAssetFromMarketId,
+  getDisplayableAssetFromBaseAsset,
+  getDisplayableTickerFromMarket,
+} from '@/lib/assetUtils';
 import { calc } from '@/lib/do';
 import { isTruthy } from '@/lib/isTruthy';
 import { BIG_NUMBERS, MaybeBigNumber, MustBigNumber, ToBigNumber } from '@/lib/numbers';
@@ -18,6 +23,7 @@ import { isPresent } from '@/lib/typeUtils';
 import { ChildSubaccountData, MarketsData, ParentSubaccountData } from '../types/rawTypes';
 import {
   GroupedSubaccountSummary,
+  PendingIsolatedPosition,
   SubaccountOrder,
   SubaccountPosition,
   SubaccountPositionBase,
@@ -76,16 +82,15 @@ export function calculateMarketsNeededForSubaccount(parent: Omit<ParentSubaccoun
   );
 }
 
-function calculateSubaccountSummary(
-  subaccountData: ChildSubaccountData,
-  markets: MarketsData
-): SubaccountSummary {
-  const core = calculateSubaccountSummaryCore(subaccountData, markets);
-  return {
-    ...core,
-    ...calculateSubaccountSummaryDerived(core),
-  };
-}
+const calculateSubaccountSummary = weakMapMemoize(
+  (subaccountData: ChildSubaccountData, markets: MarketsData): SubaccountSummary => {
+    const core = calculateSubaccountSummaryCore(subaccountData, markets);
+    return {
+      ...core,
+      ...calculateSubaccountSummaryDerived(core),
+    };
+  }
+);
 
 function calculateSubaccountSummaryCore(
   subaccountData: ChildSubaccountData,
@@ -295,37 +300,51 @@ export function calculateChildSubaccountSummaries(
   parent: Omit<ParentSubaccountData, 'live'>,
   markets: MarketsData
 ): Record<string, SubaccountSummary> {
-  return Object.fromEntries(
-    Object.values(parent.childSubaccounts)
-      .map((subaccount) => {
-        if (!subaccount) return undefined;
-        const summary = calculateSubaccountSummary(subaccount, markets);
-        return [subaccount.subaccountNumber, summary];
-      })
-      .filter(isTruthy)
+  return pickBy(
+    mapValues(
+      parent.childSubaccounts,
+      (subaccount) => subaccount && calculateSubaccountSummary(subaccount, markets)
+    ),
+    isTruthy
   );
 }
 
 /**
- *
- * UnopenedIsolatedPosition is a modified SubaccountOrder that meets the following criterias:
+ * @returns a list of pending isolated positions
+ * PendingIsolatedPosition is exists if there are any orders that meet the following criteria:
  * - marginMode is ISOLATED
  * - no existing position exists
- * - equity of the childSubaccount is returned with the order
+ * - childSubaccount has equity
  */
 export function calculateUnopenedIsolatedPositions(
   childSubaccounts: Record<string, SubaccountSummary>,
   orders: SubaccountOrder[],
   positions: SubaccountPosition[]
-): Array<SubaccountOrder & Pick<SubaccountSummary, 'equity'>> {
+): PendingIsolatedPosition[] {
   const setOfOpenPositionMarkets = new Set(positions.map(({ market }) => market));
 
   const filteredOrders = orders.filter(
     (o) => !setOfOpenPositionMarkets.has(o.marketId) && o.marginMode === 'ISOLATED'
   );
 
-  return filteredOrders.map((o) => ({
-    ...o,
-    equity: childSubaccounts[o.subaccountNumber]?.equity ?? BIG_NUMBERS.ZERO,
-  }));
+  const filteredOrdersMap = groupBy(filteredOrders, 'marketId');
+  const marketIdToSubaccountNumber = mapValues(
+    filteredOrdersMap,
+    (filteredOrder) => filteredOrder[0]?.subaccountNumber
+  );
+
+  return map(filteredOrdersMap, (orderList, marketId) => {
+    const subaccountNumber = marketIdToSubaccountNumber[marketId];
+    if (subaccountNumber == null) return undefined;
+    const assetId = getAssetFromMarketId(marketId);
+
+    return {
+      assetId,
+      displayableAsset: getDisplayableAssetFromBaseAsset(assetId),
+      marketId,
+      displayId: getDisplayableTickerFromMarket(marketId),
+      equity: childSubaccounts[subaccountNumber]?.equity ?? BIG_NUMBERS.ZERO,
+      orders: orderList,
+    };
+  }).filter(isTruthy);
 }
diff --git a/src/abacus-ts/types/summaryTypes.ts b/src/abacus-ts/types/summaryTypes.ts
@@ -147,4 +147,13 @@ export type SubaccountOrder = {
   marginMode: MarginMode | undefined;
 };
 
+export type PendingIsolatedPosition = {
+  marketId: string;
+  displayId: string;
+  assetId: string;
+  displayableAsset: string;
+  equity: BigNumber;
+  orders: SubaccountOrder[];
+};
+
 export type LiveTrade = BaseTrade;