Add defaultFunding8hrPpm field to perpetual indexer events

indexer/packages/postgres/README.md

@@ -7,6 +7,8 @@ Add a knex migration by running `pnpm run migrate:make <create_fake_table>`
 
 Run the migration with `pnpm run migrate`
 
+In `__tests__/db/migrations.test.ts`, test cases may be expected to fail (and hence should be commented out) if a model is modified due to the latest migration.
+
 In order to migrate in dev and staging, you must redeploy and run bazooka.
 
 TODO(CORE-512): Add info/resources around bazooka. [Doc](https://www.notion.so/dydx/Engineering-Runbook-15064661da9643188ce33e341b68e7bb#cb2283d80ef14a51924f3bd1a538fd82).

indexer/packages/postgres/__tests__/db/migrations.test.ts

@@ -10,8 +10,6 @@ import {
 } from '../helpers/constants';
 import { seedData } from '../helpers/mock-generators';
 
-// NOTE: If a model is modified for a migration then these
-// tests must be skipped until the following migration
 describe('Test new migration', () => {
   beforeEach(async () => {
     await migrate();
@@ -25,29 +23,44 @@ describe('Test new migration', () => {
     await teardown();
   });
 
-  it('test adding most recent migration', async () => {
+  it('test UP and DOWN for most recent migration without seed data', async () => {
+    // remove latest migration
+    await multiDown(1);
+
+    // re-add latest migration
+    await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });
+
+    // re-remove latest migration
+    await multiDown(1);
+  });
+
+  // NOTE: If a model is modified for a migration then these
+  // tests must be skipped until the following migration
+  it.skip('[Will fail if a model is modified for migration - see README] test adding most recent migration', async () => {
     // remove latest migration
     await multiDown(1);
 
     // add data to verify you can roll up and then later roll down
     await seedData();
 
-    // readd latest migration
+    // re-add latest migration
     await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });
 
     // re-remove latest migration
     await multiDown(1);
   });
 
-  it('test adding most recent migration with rows that fail index that should only be applied going forward', async () => {
+  // NOTE: If a model is modified for a migration then these
+  // tests must be skipped until the following migration
+  it.skip('[Will fail if a model is modified for migration - see README] test adding most recent migration with rows that fail index that should only be applied going forward', async () => {
     // remove latest migration
     await multiDown(1);
 
     // add data to verify you can roll up and then later roll down
     await seedData();
     await OrderTable.create(defaultOrder);
 
-    // readd latest migration
+    // re-add latest migration
     await knexPrimary.migrate.latest({ loadExtensions: ['.js'] });
 
     // re-remove latest migration

indexer/packages/postgres/__tests__/helpers/constants.ts

@@ -285,6 +285,7 @@ export const defaultPerpetualMarket: PerpetualMarketCreateObject = {
   liquidityTierId: 0,
   marketType: PerpetualMarketType.CROSS,
   baseOpenInterest: '100000',
+  defaultFundingRate1H: '0',
 };
 export const defaultPerpetualMarket2: PerpetualMarketCreateObject = {
   id: '1',
@@ -304,6 +305,7 @@ export const defaultPerpetualMarket2: PerpetualMarketCreateObject = {
   liquidityTierId: 0,
   marketType: PerpetualMarketType.CROSS,
   baseOpenInterest: '100000',
+  defaultFundingRate1H: '0',
 };
 export const defaultPerpetualMarket3: PerpetualMarketCreateObject = {
   id: '2',
@@ -323,6 +325,7 @@ export const defaultPerpetualMarket3: PerpetualMarketCreateObject = {
   liquidityTierId: 0,
   marketType: PerpetualMarketType.CROSS,
   baseOpenInterest: '100000',
+  defaultFundingRate1H: '0',
 };
 
 export const isolatedPerpetualMarket: PerpetualMarketCreateObject = {
@@ -343,6 +346,7 @@ export const isolatedPerpetualMarket: PerpetualMarketCreateObject = {
   liquidityTierId: 0,
   marketType: PerpetualMarketType.ISOLATED,
   baseOpenInterest: '100000',
+  defaultFundingRate1H: '0.0001',
 };
 
 export const isolatedPerpetualMarket2: PerpetualMarketCreateObject = {
@@ -363,6 +367,7 @@ export const isolatedPerpetualMarket2: PerpetualMarketCreateObject = {
   liquidityTierId: 0,
   marketType: PerpetualMarketType.ISOLATED,
   baseOpenInterest: '100000',
+  defaultFundingRate1H: '0.0001',
 };
 
 // ============== Orders ==============

indexer/packages/postgres/src/db/migrations/migration_files/20250107145033_default_1hr_funding_for_perp.ts

@@ -0,0 +1,13 @@
+import * as Knex from 'knex';
+
+export async function up(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('perpetual_markets', (table) => {
+    table.decimal('defaultFundingRate1H', null).defaultTo(0);
+  });
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('perpetual_markets', (table) => {
+    table.dropColumn('defaultFundingRate1H');
+  });
+}

indexer/packages/postgres/src/models/perpetual-market-model.ts

@@ -86,6 +86,7 @@ export default class PerpetualMarketModel extends Model {
         liquidityTierId: { type: 'integer' },
         marketType: { type: 'string' },
         baseOpenInterest: { type: 'string', pattern: NumericPattern },
+        defaultFundingRate1H: { type: 'string', pattern: NumericPattern },
       },
     };
   }
@@ -115,6 +116,7 @@ export default class PerpetualMarketModel extends Model {
       liquidityTierId: 'integer',
       marketType: 'string',
       baseOpenInterest: 'string',
+      defaultFundingRate1H: 'string',
     };
   }
 
@@ -151,4 +153,6 @@ export default class PerpetualMarketModel extends Model {
   marketType!: PerpetualMarketType;
 
   baseOpenInterest!: string;
+
+  defaultFundingRate1H!: string;
 }

indexer/packages/postgres/src/types/db-model-types.ts

@@ -95,6 +95,7 @@ export interface PerpetualMarketFromDatabase {
   liquidityTierId: number,
   marketType: PerpetualMarketType,
   baseOpenInterest: string,
+  defaultFundingRate1H: string,
 }
 
 export interface FillFromDatabase {

indexer/packages/postgres/src/types/perpetual-market-types.ts

@@ -18,6 +18,7 @@ export interface PerpetualMarketCreateObject {
   liquidityTierId: number,
   marketType: PerpetualMarketType,
   baseOpenInterest: string,
+  defaultFundingRate1H: string,
 }
 
 export interface PerpetualMarketUpdateObject {
@@ -54,6 +55,7 @@ export enum PerpetualMarketColumns {
   subticksPerTick = 'subticksPerTick',
   stepBaseQuantums = 'stepBaseQuantums',
   liquidityTierId = 'liquidityTierId',
+  defaultFundingRate1H = 'defaultFundingRate1H',
 }
 
 export enum PerpetualMarketStatus {

indexer/packages/postgres/src/types/websocket-message-types.ts

@@ -217,6 +217,7 @@ export interface TradingPerpetualMarketMessage {
   openInterestLowerCap?: string,
   openInterestUpperCap?: string,
   baseOpenInterest?: string,
+  defaultFundingRate1H?: string,
 
   // Fields that are likely to change
   priceChange24H?: string,

indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts

@@ -1028,6 +1028,12 @@ export interface PerpetualMarketCreateEventV2 {
   /** Market type of the perpetual. */
 
   marketType: PerpetualMarketType;
+  /**
+   * Since: v8.x
+   * Default 8hr funding rate in parts-per-million.
+   */
+
+  defaultFunding8hrPpm: number;
 }
 /**
  * PerpetualMarketCreateEventV2 message contains all the information about a
@@ -1101,6 +1107,12 @@ export interface PerpetualMarketCreateEventV2SDKType {
   /** Market type of the perpetual. */
 
   market_type: PerpetualMarketTypeSDKType;
+  /**
+   * Since: v8.x
+   * Default 8hr funding rate in parts-per-million.
+   */
+
+  default_funding8hr_ppm: number;
 }
 /**
  * LiquidityTierUpsertEventV1 message contains all the information to
@@ -1373,6 +1385,12 @@ export interface UpdatePerpetualEventV2 {
   /** Market type of the perpetual. */
 
   marketType: PerpetualMarketType;
+  /**
+   * Since: v8.x
+   * Default 8hr funding rate in parts-per-million.
+   */
+
+  defaultFunding8hrPpm: number;
 }
 /**
  * UpdatePerpetualEventV2 message contains all the information about an update
@@ -1415,6 +1433,12 @@ export interface UpdatePerpetualEventV2SDKType {
   /** Market type of the perpetual. */
 
   market_type: PerpetualMarketTypeSDKType;
+  /**
+   * Since: v8.x
+   * Default 8hr funding rate in parts-per-million.
+   */
+
+  default_funding8hr_ppm: number;
 }
 /**
  * TradingRewardsEventV1 is communicates all trading rewards for all accounts
@@ -3189,7 +3213,8 @@ function createBasePerpetualMarketCreateEventV2(): PerpetualMarketCreateEventV2
     subticksPerTick: 0,
     stepBaseQuantums: Long.UZERO,
     liquidityTier: 0,
-    marketType: 0
+    marketType: 0,
+    defaultFunding8hrPpm: 0
   };
 }
 
@@ -3239,6 +3264,10 @@ export const PerpetualMarketCreateEventV2 = {
       writer.uint32(88).int32(message.marketType);
     }
 
+    if (message.defaultFunding8hrPpm !== 0) {
+      writer.uint32(96).int32(message.defaultFunding8hrPpm);
+    }
+
     return writer;
   },
 
@@ -3295,6 +3324,10 @@ export const PerpetualMarketCreateEventV2 = {
           message.marketType = (reader.int32() as any);
           break;
 
+        case 12:
+          message.defaultFunding8hrPpm = reader.int32();
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -3317,6 +3350,7 @@ export const PerpetualMarketCreateEventV2 = {
     message.stepBaseQuantums = object.stepBaseQuantums !== undefined && object.stepBaseQuantums !== null ? Long.fromValue(object.stepBaseQuantums) : Long.UZERO;
     message.liquidityTier = object.liquidityTier ?? 0;
     message.marketType = object.marketType ?? 0;
+    message.defaultFunding8hrPpm = object.defaultFunding8hrPpm ?? 0;
     return message;
   }
 
@@ -3584,7 +3618,8 @@ function createBaseUpdatePerpetualEventV2(): UpdatePerpetualEventV2 {
     marketId: 0,
     atomicResolution: 0,
     liquidityTier: 0,
-    marketType: 0
+    marketType: 0,
+    defaultFunding8hrPpm: 0
   };
 }
 
@@ -3614,6 +3649,10 @@ export const UpdatePerpetualEventV2 = {
       writer.uint32(48).int32(message.marketType);
     }
 
+    if (message.defaultFunding8hrPpm !== 0) {
+      writer.uint32(56).int32(message.defaultFunding8hrPpm);
+    }
+
     return writer;
   },
 
@@ -3650,6 +3689,10 @@ export const UpdatePerpetualEventV2 = {
           message.marketType = (reader.int32() as any);
           break;
 
+        case 7:
+          message.defaultFunding8hrPpm = reader.int32();
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -3667,6 +3710,7 @@ export const UpdatePerpetualEventV2 = {
     message.atomicResolution = object.atomicResolution ?? 0;
     message.liquidityTier = object.liquidityTier ?? 0;
     message.marketType = object.marketType ?? 0;
+    message.defaultFunding8hrPpm = object.defaultFunding8hrPpm ?? 0;
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/perpetuals/perpetual.ts

@@ -115,7 +115,7 @@ export interface PerpetualParams {
 
   atomicResolution: number;
   /**
-   * The default funding payment if there is no price premium. In
+   * The default (8hr) funding payment if there is no price premium. In
    * parts-per-million.
    */
 
@@ -154,7 +154,7 @@ export interface PerpetualParamsSDKType {
 
   atomic_resolution: number;
   /**
-   * The default funding payment if there is no price premium. In
+   * The default (8hr) funding payment if there is no price premium. In
    * parts-per-million.
    */
 

indexer/services/comlink/__tests__/lib/request-helpers/request-transformer.test.ts

@@ -81,6 +81,7 @@ describe('request-transformer', () => {
           openInterestLowerCap: liquidityTier.openInterestLowerCap,
           openInterestUpperCap: liquidityTier.openInterestUpperCap,
           baseOpenInterest: perpetualMarket.baseOpenInterest,
+          defaultFundingRate1H: perpetualMarket.defaultFundingRate1H,
         },
       );
     });

indexer/services/comlink/public/api-documentation.md

@@ -2506,7 +2506,8 @@ fetch(`${baseURL}/perpetualMarkets`,
       "marketType": "CROSS",
       "openInterestLowerCap": "string",
       "openInterestUpperCap": "string",
-      "baseOpenInterest": "string"
+      "baseOpenInterest": "string",
+      "defaultFundingRate1H": "string"
     },
     "property2": {
       "clobPairId": "string",
@@ -2529,7 +2530,8 @@ fetch(`${baseURL}/perpetualMarkets`,
       "marketType": "CROSS",
       "openInterestLowerCap": "string",
       "openInterestUpperCap": "string",
-      "baseOpenInterest": "string"
+      "baseOpenInterest": "string",
+      "defaultFundingRate1H": "string"
     }
   }
 }
@@ -5387,7 +5389,8 @@ or
   "marketType": "CROSS",
   "openInterestLowerCap": "string",
   "openInterestUpperCap": "string",
-  "baseOpenInterest": "string"
+  "baseOpenInterest": "string",
+  "defaultFundingRate1H": "string"
 }
 
 ```
@@ -5417,6 +5420,7 @@ or
 |openInterestLowerCap|string|false|none|none|
 |openInterestUpperCap|string|false|none|none|
 |baseOpenInterest|string|true|none|none|
+|defaultFundingRate1H|string|true|none|none|
 
 ## PerpetualMarketResponse
 
@@ -5449,7 +5453,8 @@ or
       "marketType": "CROSS",
       "openInterestLowerCap": "string",
       "openInterestUpperCap": "string",
-      "baseOpenInterest": "string"
+      "baseOpenInterest": "string",
+      "defaultFundingRate1H": "string"
     },
     "property2": {
       "clobPairId": "string",
@@ -5472,7 +5477,8 @@ or
       "marketType": "CROSS",
       "openInterestLowerCap": "string",
       "openInterestUpperCap": "string",
-      "baseOpenInterest": "string"
+      "baseOpenInterest": "string",
+      "defaultFundingRate1H": "string"
     }
   }
 }