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dydxprotocol · Jun 11, 2024 · 7f9416c · 7f9416c
1 parent 8ed0ebf
commit 7f9416c
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Showing 3 changed files with 71 additions and 66 deletions.
diff --git a/...rvices/ender/__tests__/handlers/stateful-order/stateful-order-replacement-handler.test.ts b/...rvices/ender/__tests__/handlers/stateful-order/stateful-order-replacement-handler.test.ts
@@ -103,6 +103,11 @@ describe('stateful-order-replacement-handler', () => {
     emitSubaccountMessage: boolean,
     transactionIndex: number,
   ) => {
+    await OrderTable.create({
+      ...testConstants.defaultOrder,
+      clientId: '0',
+      orderFlags: ORDER_FLAG_LONG_TERM.toString(),
+    });
     config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS = emitSubaccountMessage;
     const kafkaMessage: KafkaMessage = createKafkaMessageFromStatefulOrderEvent(
       statefulOrderEvent,
@@ -111,6 +116,14 @@ describe('stateful-order-replacement-handler', () => {
 
     await onMessage(kafkaMessage);
 
+    const oldOrder: OrderFromDatabase | undefined = await OrderTable.findById(oldOrderUuid);
+    expect(oldOrder).toBeDefined();
+    expect(oldOrder).toEqual(expect.objectContaining({
+      status: OrderStatus.CANCELED,
+      updatedAt: defaultDateTime.toISO(),
+      updatedAtHeight: defaultHeight.toString(),
+    }));
+
     const newOrder: OrderFromDatabase | undefined = await OrderTable.findById(newOrderUuid);
     expect(newOrder).toEqual({
       id: newOrderUuid,

diff --git a/indexer/services/ender/src/handlers/stateful-order/stateful-order-replacement-handler.ts b/indexer/services/ender/src/handlers/stateful-order/stateful-order-replacement-handler.ts
@@ -21,15 +21,14 @@ import {
 } from '@dydxprotocol-indexer/v4-protos';
 import * as pg from 'pg';
 
-import config from '../../config';
 import { ConsolidatedKafkaEvent } from '../../lib/types';
 import { AbstractStatefulOrderHandler } from '../abstract-stateful-order-handler';
 
 export class StatefulOrderReplacementHandler
   extends AbstractStatefulOrderHandler<StatefulOrderEventV1> {
   eventType: string = 'StatefulOrderEvent';
 
-  public getOrderId(): string {
+  private getOrderId(): string {
     const orderId = OrderTable.orderIdToUuid(this.event.orderReplacement!.order!.orderId!);
     return orderId;
   }
@@ -74,31 +73,31 @@ export class StatefulOrderReplacementHandler
       },
     ));
 
-    if (config.SEND_SUBACCOUNT_WEBSOCKET_MESSAGE_FOR_STATEFUL_ORDERS) {
-      const perpetualMarket: PerpetualMarketFromDatabase = perpetualMarketRefresher
-        .getPerpetualMarketFromClobPairId(order.orderId!.clobPairId.toString())!;
-      const dbOrder: OrderFromDatabase = OrderModel.fromJson(resultRow.order) as OrderFromDatabase;
-      const redisOrder: RedisOrder = convertToRedisOrder(order, perpetualMarket);
-      const subaccountContent: SubaccountMessageContents = generateSubaccountMessageContents(
-        redisOrder,
-        dbOrder,
-        perpetualMarket,
-        OrderPlaceV1_OrderPlacementStatus.ORDER_PLACEMENT_STATUS_OPENED,
-        this.block.height.toString(),
-      );
+    // send subaccount websocket message
+    const perpetualMarket: PerpetualMarketFromDatabase = perpetualMarketRefresher
+      .getPerpetualMarketFromClobPairId(order.orderId!.clobPairId.toString())!;
+    const dbOrder: OrderFromDatabase = OrderModel.fromJson(resultRow.order) as OrderFromDatabase;
+    const redisOrder: RedisOrder = convertToRedisOrder(order, perpetualMarket);
+    const subaccountContent: SubaccountMessageContents = generateSubaccountMessageContents(
+      redisOrder,
+      dbOrder,
+      perpetualMarket,
+      OrderPlaceV1_OrderPlacementStatus.ORDER_PLACEMENT_STATUS_OPENED,
+      this.block.height.toString(),
+    );
+
+    const subaccountIdProto: SubaccountId = {
+      owner: this.getSubaccountId().owner,
+      number: this.getSubaccountId().number,
+    };
+    kafkaEvents.push(this.generateConsolidatedSubaccountKafkaEvent(
+      JSON.stringify(subaccountContent),
+      subaccountIdProto,
+      this.getOrderId(),
+      false,
+      subaccountContent,
+    ));
 
-      const subaccountIdProto: SubaccountId = {
-        owner: this.getSubaccountId().owner,
-        number: this.getSubaccountId().number,
-      };
-      kafkaEvents.push(this.generateConsolidatedSubaccountKafkaEvent(
-        JSON.stringify(subaccountContent),
-        subaccountIdProto,
-        this.getOrderId(),
-        false,
-        subaccountContent,
-      ));
-    }
     return kafkaEvents;
   }
 }
diff --git a/indexer/services/ender/src/scripts/handlers/dydx_stateful_order_handler.sql b/indexer/services/ender/src/scripts/handlers/dydx_stateful_order_handler.sql
@@ -22,6 +22,37 @@ DECLARE
     order_record orders%ROWTYPE;
     subaccount_record subaccounts%ROWTYPE;
 BEGIN
+    /* For order replacement, remove old order first and don't return immediately */
+    IF event_data->'orderReplacement' IS NOT NULL THEN
+        order_id = event_data->'orderReplacement'->'oldOrderId';
+        order_record."status" = 'CANCELED';
+
+        clob_pair_id = (order_id->'clobPairId')::bigint;
+        perpetual_market_record = dydx_get_perpetual_market_for_clob_pair(clob_pair_id);
+
+        subaccount_id = dydx_uuid_from_subaccount_id(order_id->'subaccountId');
+        SELECT * INTO subaccount_record FROM subaccounts WHERE "id" = subaccount_id;
+        IF NOT FOUND THEN
+            RAISE EXCEPTION 'Subaccount for order not found: %', order_;
+        END IF;
+
+        order_record."id" = dydx_uuid_from_order_id(order_id);
+        order_record."updatedAt" = block_time;
+        order_record."updatedAtHeight" = block_height;
+        UPDATE orders
+        SET
+            "status" = order_record."status",
+            "updatedAt" = order_record."updatedAt",
+            "updatedAtHeight" = order_record."updatedAtHeight"
+        WHERE "id" = order_record."id"
+        RETURNING * INTO order_record;
+
+        IF NOT FOUND THEN
+            RAISE NOTICE 'Unable to cancel replaced order because not found with orderId: %', dydx_uuid_from_order_id(order_id);
+        END IF;
+    END IF;
+    order_record := NULL; /* Reset order_record so the order place below doesn't carry over any values set above. */
+
     /** TODO(IND-334): Remove after deprecating StatefulOrderPlacementEvent. */
     IF event_data->'orderPlace' IS NOT NULL OR event_data->'longTermOrderPlacement' IS NOT NULL OR event_data->'conditionalOrderPlacement' IS NOT NULL OR event_data->'orderReplacement' IS NOT NULL THEN
         order_ = coalesce(event_data->'orderPlace'->'order', event_data->'longTermOrderPlacement'->'order', event_data->'conditionalOrderPlacement'->'order', event_data->'orderReplacement'->'order');
@@ -50,6 +81,7 @@ BEGIN
         order_record."reduceOnly" = (order_->>'reduceOnly')::boolean;
         order_record."orderFlags" = (order_->'orderId'->'orderFlags')::bigint;
         order_record."goodTilBlockTime" = to_timestamp((order_->'goodTilBlockTime')::double precision);
+
         order_record."clientMetadata" = (order_->'clientMetadata')::bigint;
         order_record."createdAtHeight" = block_height;
         order_record."updatedAt" = block_time;
@@ -139,46 +171,7 @@ BEGIN
                 dydx_to_jsonb(subaccount_record)
             );
     ELSE
-        RAISE EXCEPTION 'Unkonwn sub-event type %', event_data;
-    END IF;
-
-    /* For order replacement, remove old order */
-    IF event_data->'orderReplacement' IS NOT NULL THEN
-        order_id = event_data->'orderReplacement'->'oldOrderId';
-        order_record."status" = 'CANCELED';
-
-        clob_pair_id = (order_id->'clobPairId')::bigint;
-        perpetual_market_record = dydx_get_perpetual_market_for_clob_pair(clob_pair_id);
-
-        subaccount_id = dydx_uuid_from_subaccount_id(order_id->'subaccountId');
-        SELECT * INTO subaccount_record FROM subaccounts WHERE "id" = subaccount_id;
-        IF NOT FOUND THEN
-            RAISE EXCEPTION 'Subaccount for order not found: %', order_;
-        END IF;
-
-        order_record."id" = dydx_uuid_from_order_id(order_id);
-        order_record."updatedAt" = block_time;
-        order_record."updatedAtHeight" = block_height;
-        UPDATE orders
-        SET
-            "status" = order_record."status",
-            "updatedAt" = order_record."updatedAt",
-            "updatedAtHeight" = order_record."updatedAtHeight"
-        WHERE "id" = order_record."id"
-        RETURNING * INTO order_record;
-
-        IF NOT FOUND THEN
-            RAISE EXCEPTION 'Unable to update order status with orderId: %', dydx_uuid_from_order_id(order_id);
-        END IF;
-
-        RETURN jsonb_build_object(
-                'order',
-                dydx_to_jsonb(order_record),
-                'perpetual_market',
-                dydx_to_jsonb(perpetual_market_record),
-                'subaccount',
-                dydx_to_jsonb(subaccount_record)
-            );
+        RAISE EXCEPTION 'Unknown sub-event type %', event_data;
     END IF;
 END;
 $$ LANGUAGE plpgsql;