[BUG2-156] Only return recent best effort canceled orders. (#2716)

dydxprotocol · Feb 7, 2025 · d425749 · d425749
1 parent ffaa0d1
commit d425749
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Showing 11 changed files with 238 additions and 21 deletions.
diff --git a/indexer/packages/postgres/__tests__/stores/order-table.test.ts b/indexer/packages/postgres/__tests__/stores/order-table.test.ts
@@ -254,6 +254,28 @@ describe('Order store', () => {
         goodTilBlock: null,
       },
     ],
+    [
+      'goodTilBlockAfter',
+      'goodTilBlock',
+      {
+        goodTilBlockAfter: '1',
+      },
+      {
+        ...defaultOrder,
+        goodTilBlockTime: null,
+      },
+    ],
+    [
+      'goodTilBlockTimeAfter',
+      'goodTilBlockTime',
+      {
+        goodTilBlockTimeAfter: '2022-02-01T00:00:00.000Z',
+      },
+      {
+        ...defaultOrderGoodTilBlockTime,
+        goodTilBlock: null,
+      },
+    ],
   ])(
     'Successfully finds all orders by %s, excludes orders with null %s',
     async (

diff --git a/indexer/packages/postgres/src/stores/order-table.ts b/indexer/packages/postgres/src/stores/order-table.ts
@@ -65,7 +65,9 @@ export async function findAll(
     reduceOnly,
     orderFlags,
     goodTilBlockBeforeOrAt,
+    goodTilBlockAfter,
     goodTilBlockTimeBeforeOrAt,
+    goodTilBlockTimeAfter,
     clientMetadata,
     triggerPrice,
     page,
@@ -166,6 +168,15 @@ export async function findAll(
       goodTilBlockBeforeOrAt,
     );
   }
+  if (goodTilBlockAfter !== undefined) {
+    baseQuery = baseQuery.whereNotNull(
+      OrderColumns.goodTilBlock,
+    ).andWhere(
+      OrderColumns.goodTilBlock,
+      '>',
+      goodTilBlockAfter,
+    );
+  }
 
   // If filtering by `goodTilBlockTime`, filter out all rows with NULL `goodTilBlockTime`
   if (goodTilBlockTimeBeforeOrAt !== undefined) {
@@ -177,6 +188,15 @@ export async function findAll(
       goodTilBlockTimeBeforeOrAt,
     );
   }
+  if (goodTilBlockTimeAfter !== undefined) {
+    baseQuery = baseQuery.whereNotNull(
+      OrderColumns.goodTilBlockTime,
+    ).andWhere(
+      OrderColumns.goodTilBlockTime,
+      '>',
+      goodTilBlockTimeAfter,
+    );
+  }
 
   if (options.orderBy !== undefined) {
     for (const [column, order] of options.orderBy) {

diff --git a/indexer/packages/postgres/src/types/query-types.ts b/indexer/packages/postgres/src/types/query-types.ts
@@ -58,7 +58,9 @@ export enum QueryableField {
   EFFECTIVE_BEFORE_OR_AT = 'effectiveBeforeOrAt',
   EFFECTIVE_BEFORE_OR_AT_HEIGHT = 'effectiveBeforeOrAtHeight',
   GOOD_TIL_BLOCK_BEFORE_OR_AT = 'goodTilBlockBeforeOrAt',
+  GOOD_TIL_BLOCK_AFTER = 'goodTilBlockAfter',
   GOOD_TIL_BLOCK_TIME_BEFORE_OR_AT = 'goodTilBlockTimeBeforeOrAt',
+  GOOD_TIL_BLOCK_TIME_AFTER = 'goodTilBlockTimeAfter',
   TICKER = 'ticker',
   RESOLUTION = 'resolution',
   FROM_ISO = 'fromISO',
@@ -141,7 +143,9 @@ export interface OrderQueryConfig extends QueryConfig {
   [QueryableField.POST_ONLY]?: boolean,
   [QueryableField.REDUCE_ONLY]?: boolean,
   [QueryableField.GOOD_TIL_BLOCK_BEFORE_OR_AT]?: string,
+  [QueryableField.GOOD_TIL_BLOCK_AFTER]?: string,
   [QueryableField.GOOD_TIL_BLOCK_TIME_BEFORE_OR_AT]?: string,
+  [QueryableField.GOOD_TIL_BLOCK_TIME_AFTER]?: string,
   [QueryableField.ORDER_FLAGS]?: string,
   [QueryableField.CLIENT_METADATA]?: string,
   [QueryableField.TRIGGER_PRICE]?: string,

diff --git a/indexer/services/comlink/__tests__/controllers/api/v4/orders-controller.test.ts b/indexer/services/comlink/__tests__/controllers/api/v4/orders-controller.test.ts
@@ -409,7 +409,7 @@ describe('orders-controller#V4', () => {
         redisTestConstants.defaultRedisOrder,
       ],
       [
-        'goodTilBlock',
+        'goodTilBlockBeforeOrAt',
         [
           redisTestConstants.defaultRedisOrder,
           redisOrderWithDifferentMarket,
@@ -424,7 +424,7 @@ describe('orders-controller#V4', () => {
         redisTestConstants.defaultRedisOrder,
       ],
       [
-        'goodTilBlock',
+        'goodTilBlockBeforeOrAt with isolated market',
         [
           redisTestConstants.defaultRedisOrder,
           {
@@ -444,7 +444,42 @@ describe('orders-controller#V4', () => {
         redisTestConstants.defaultRedisOrder,
       ],
       [
-        'goodTilBlockTime',
+        'goodTilBlockAfter',
+        [
+          redisTestConstants.defaultRedisOrder,
+          redisOrderWithDifferentMarket,
+          redisTestConstants.defaultRedisOrderGoodTilBlockTime,
+        ],
+        {
+          ...defaultQueryParams,
+          goodTilBlockAfter: protocolTranslations.getGoodTilBlock(
+            redisOrderWithDifferentMarket.order!,
+          )! - 1,
+        },
+        redisOrderWithDifferentMarket,
+      ],
+      [
+        'goodTilBlockAfter with isolated market',
+        [
+          redisTestConstants.defaultRedisOrder,
+          {
+            ...redisTestConstants.isolatedMarketRedisOrder,
+            order: {
+              ...redisTestConstants.isolatedMarketOrder,
+              goodTilBlock: 1200,
+            },
+          },
+        ],
+        {
+          ...defaultQueryParams,
+          goodTilBlockAfter: protocolTranslations.getGoodTilBlock(
+            redisTestConstants.defaultRedisOrder.order!,
+          )! - 1,
+        },
+        redisTestConstants.defaultRedisOrder,
+      ],
+      [
+        'goodTilBlockTimeBeforeOrAt',
         [
           redisTestConstants.defaultRedisOrder,
           redisTestConstants.defaultRedisOrderGoodTilBlockTime,
@@ -458,6 +493,19 @@ describe('orders-controller#V4', () => {
         },
         redisTestConstants.defaultRedisOrderGoodTilBlockTime,
       ],
+      [
+        'goodTilBlockTimeAfter',
+        [
+          redisTestConstants.defaultRedisOrder,
+          redisTestConstants.defaultRedisOrderGoodTilBlockTime,
+          newerRedisOrderGoodTilBlockTime,
+        ],
+        {
+          ...defaultQueryParams,
+          goodTilBlockTimeAfter: '2020-09-13T12:26:39.000Z',
+        },
+        newerRedisOrderGoodTilBlockTime,
+      ],
     ])('Successfully filters redis order by %s', async (
       _testName: string,
       redisOrders: RedisOrder[],

diff --git a/indexer/services/comlink/public/api-documentation.md b/indexer/services/comlink/public/api-documentation.md
@@ -2001,7 +2001,9 @@ fetch(`${baseURL}/orders?address=string&subaccountNumber=0.1`,
 |type|query|[OrderType](#schemaordertype)|false|none|
 |status|query|array[any]|false|none|
 |goodTilBlockBeforeOrAt|query|number(double)|false|none|
+|goodTilBlockAfter|query|number(double)|false|none|
 |goodTilBlockTimeBeforeOrAt|query|[IsoString](#schemaisostring)|false|none|
+|goodTilBlockTimeAfter|query|[IsoString](#schemaisostring)|false|none|
 |returnLatestOrders|query|boolean|false|none|
 
 #### Enumerated Values
@@ -2195,7 +2197,9 @@ fetch(`${baseURL}/orders/parentSubaccountNumber?address=string&parentSubaccountN
 |type|query|[OrderType](#schemaordertype)|false|none|
 |status|query|array[any]|false|none|
 |goodTilBlockBeforeOrAt|query|number(double)|false|none|
+|goodTilBlockAfter|query|number(double)|false|none|
 |goodTilBlockTimeBeforeOrAt|query|[IsoString](#schemaisostring)|false|none|
+|goodTilBlockTimeAfter|query|[IsoString](#schemaisostring)|false|none|
 |returnLatestOrders|query|boolean|false|none|
 
 #### Enumerated Values

diff --git a/indexer/services/comlink/public/swagger.json b/indexer/services/comlink/public/swagger.json
@@ -2750,6 +2750,15 @@
               "type": "number"
             }
           },
+          {
+            "in": "query",
+            "name": "goodTilBlockAfter",
+            "required": false,
+            "schema": {
+              "format": "double",
+              "type": "number"
+            }
+          },
           {
             "in": "query",
             "name": "goodTilBlockTimeBeforeOrAt",
@@ -2758,6 +2767,14 @@
               "$ref": "#/components/schemas/IsoString"
             }
           },
+          {
+            "in": "query",
+            "name": "goodTilBlockTimeAfter",
+            "required": false,
+            "schema": {
+              "$ref": "#/components/schemas/IsoString"
+            }
+          },
           {
             "in": "query",
             "name": "returnLatestOrders",
@@ -2859,6 +2876,15 @@
               "type": "number"
             }
           },
+          {
+            "in": "query",
+            "name": "goodTilBlockAfter",
+            "required": false,
+            "schema": {
+              "format": "double",
+              "type": "number"
+            }
+          },
           {
             "in": "query",
             "name": "goodTilBlockTimeBeforeOrAt",
@@ -2867,6 +2893,14 @@
               "$ref": "#/components/schemas/IsoString"
             }
           },
+          {
+            "in": "query",
+            "name": "goodTilBlockTimeAfter",
+            "required": false,
+            "schema": {
+              "$ref": "#/components/schemas/IsoString"
+            }
+          },
           {
             "in": "query",
             "name": "returnLatestOrders",