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

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merged 9 commits into from
Feb 7, 2025
Merged

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

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0b5350d
Only return recent best effort canceled orders.
vincentwschau Feb 5, 2025
5e0f39a
Remove unneeded file.
vincentwschau Feb 5, 2025
b55bf0b
Fix test.
vincentwschau Feb 6, 2025
f230b97
Fix lint.
vincentwschau Feb 6, 2025
2185bc4
Don't sent non-positive block height.
vincentwschau Feb 6, 2025
c1ccf1f
No non-positive blockheight.
vincentwschau Feb 6, 2025
3b9100c
Fix subaccount subscribe.
vincentwschau Feb 6, 2025
64b29a2
Fix test axios response.
vincentwschau Feb 6, 2025
5ec2842
Fix test subaccount initial response.
vincentwschau Feb 6, 2025
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22 changes: 22 additions & 0 deletions indexer/packages/postgres/__tests__/stores/order-table.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -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 (
Expand Down
20 changes: 20 additions & 0 deletions indexer/packages/postgres/src/stores/order-table.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,9 @@ export async function findAll(
reduceOnly,
orderFlags,
goodTilBlockBeforeOrAt,
goodTilBlockAfter,
goodTilBlockTimeBeforeOrAt,
goodTilBlockTimeAfter,
clientMetadata,
triggerPrice,
page,
Expand Down Expand Up @@ -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) {
Expand All @@ -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) {
Expand Down
4 changes: 4 additions & 0 deletions indexer/packages/postgres/src/types/query-types.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -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',
Expand Down Expand Up @@ -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,
Expand Down
57 changes: 54 additions & 3 deletions indexer/services/comlink/__tests__/controllers/api/v4/orders-controller.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,7 @@ import {
import {
ORDER_FLAG_CONDITIONAL,
} from '@dydxprotocol-indexer/v4-proto-parser';
import { DateTime } from 'luxon';

describe('orders-controller#V4', () => {
beforeAll(async () => {
Expand Down Expand Up @@ -409,7 +410,7 @@ describe('orders-controller#V4', () => {
redisTestConstants.defaultRedisOrder,
],
[
'goodTilBlock',
'goodTilBlockBeforeOrAt',
[
redisTestConstants.defaultRedisOrder,
redisOrderWithDifferentMarket,
Expand All @@ -424,7 +425,7 @@ describe('orders-controller#V4', () => {
redisTestConstants.defaultRedisOrder,
],
[
'goodTilBlock',
'goodTilBlockBeforeOrAt with isolated market',
[
redisTestConstants.defaultRedisOrder,
{
Expand All @@ -444,7 +445,42 @@ 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,
Expand All @@ -458,6 +494,21 @@ describe('orders-controller#V4', () => {
},
redisTestConstants.defaultRedisOrderGoodTilBlockTime,
],
[
'goodTilBlockTimeAfter',
[
redisTestConstants.defaultRedisOrder,
redisTestConstants.defaultRedisOrderGoodTilBlockTime,
newerRedisOrderGoodTilBlockTime,
],
{
...defaultQueryParams,
goodTilBlockTimeAfter: DateTime.fromISO(protocolTranslations.getGoodTilBlockTime(
newerRedisOrderGoodTilBlockTime.order!,
)!).minus({ second: 1 }).toISO(),
},
newerRedisOrderGoodTilBlockTime,
],
])('Successfully filters redis order by %s', async (
_testName: string,
redisOrders: RedisOrder[],
Expand Down
4 changes: 4 additions & 0 deletions indexer/services/comlink/public/api-documentation.md
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Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down
34 changes: 34 additions & 0 deletions indexer/services/comlink/public/swagger.json
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Original file line number Diff line number Diff line change
Expand Up @@ -2750,6 +2750,15 @@
"type": "number"
}
},
{
"in": "query",
"name": "goodTilBlockAfter",
"required": false,
"schema": {
"format": "double",
"type": "number"
}
},
{
"in": "query",
"name": "goodTilBlockTimeBeforeOrAt",
Expand All @@ -2758,6 +2767,14 @@
"$ref": "#/components/schemas/IsoString"
}
},
{
"in": "query",
"name": "goodTilBlockTimeAfter",
"required": false,
"schema": {
"$ref": "#/components/schemas/IsoString"
}
},
{
"in": "query",
"name": "returnLatestOrders",
Expand Down Expand Up @@ -2859,6 +2876,15 @@
"type": "number"
}
},
{
"in": "query",
"name": "goodTilBlockAfter",
"required": false,
"schema": {
"format": "double",
"type": "number"
}
},
{
"in": "query",
"name": "goodTilBlockTimeBeforeOrAt",
Expand All @@ -2867,6 +2893,14 @@
"$ref": "#/components/schemas/IsoString"
}
},
{
"in": "query",
"name": "goodTilBlockTimeAfter",
"required": false,
"schema": {
"$ref": "#/components/schemas/IsoString"
}
},
{
"in": "query",
"name": "returnLatestOrders",
Expand Down
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