Static Typing: Clean up market processor codepath and update tests (#642

)
dydxprotocol · Sep 12, 2024 · 1b9234a · 1b9234a
1 parent 7e13434
commit 1b9234a
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Showing 13 changed files with 737 additions and 350 deletions.
diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/MarketCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/MarketCalculator.kt
@@ -1,14 +1,39 @@
 package exchange.dydx.abacus.calculator
 
 import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.state.internalstate.InternalMarketSummaryState
 import exchange.dydx.abacus.utils.Logger
 import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
 
-@Suppress("UNCHECKED_CAST")
 internal class MarketCalculator(val parser: ParserProtocol) {
-    internal fun calculate(
+    fun calculate(
+        marketsSummary: InternalMarketSummaryState,
+    ): InternalMarketSummaryState {
+        val markets = marketsSummary.markets
+
+        var volume24HUSDC = Numeric.double.ZERO
+        var openInterestUSDC = Numeric.double.ZERO
+        var trades24H = Numeric.double.ZERO
+
+        for ((key, market) in markets) {
+            val perpetual = market.perpetualMarket?.perpetual
+            if (perpetual != null) {
+                volume24HUSDC += perpetual.volume24H ?: Numeric.double.ZERO
+                openInterestUSDC += perpetual.openInterestUSDC
+                trades24H += perpetual.trades24H ?: Numeric.double.ZERO
+            }
+        }
+
+        marketsSummary.volume24HUSDC = volume24HUSDC
+        marketsSummary.openInterestUSDC = openInterestUSDC
+        marketsSummary.trades24H = trades24H
+
+        return marketsSummary
+    }
+
+    internal fun calculateDeprecated(
         marketsSummary: Map<String, Any>?,
         assets: Map<String, Any>?,
         keys: Set<String>? = null
@@ -36,7 +61,7 @@ internal class MarketCalculator(val parser: ParserProtocol) {
             if (assets == null) {
                 Logger.d { "Expecting assets" }
             } else {
-                val marketCaps = calculateMarketCaps(market, assets)
+                val marketCaps = calculateMarketCapsDeprecated(market, assets)
                 modifiedMarkets?.safeSet(key, marketCaps)
             }
             val perpetual = parser.asNativeMap(market["perpetual"])
@@ -56,7 +81,7 @@ internal class MarketCalculator(val parser: ParserProtocol) {
         return modified
     }
 
-    private fun calculateMarketCaps(
+    private fun calculateMarketCapsDeprecated(
         market: Map<String, Any>,
         assets: Map<String, Any>
     ): Map<String, Any> {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/Market.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/Market.kt
@@ -979,7 +979,12 @@ data class PerpetualMarketSummary(
                         markets[marketId] = it
                     }
                 }
-                return createPerpetualMarketSummary(existing, parser, data, markets)
+                return PerpetualMarketSummary(
+                    volume24HUSDC = marketSummaryState.volume24HUSDC,
+                    openInterestUSDC = marketSummaryState.openInterestUSDC,
+                    trades24H = marketSummaryState.trades24H,
+                    markets = markets.toIMap(),
+                )
             } else {
                 val marketsData = parser.asMap(data["markets"]) ?: return null
                 val changedMarkets = changes.markets ?: marketsData.keys

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/markets/MarketProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/markets/MarketProcessor.kt
@@ -210,9 +210,6 @@ internal class MarketProcessor(
         val name = parser.asString(payload.ticker) ?: return null
         val oraclePrice = parser.asDouble(cachedIndexerOraclePrice?.oraclePrice) ?: parser.asDouble(payload.oraclePrice)
         val status = createStatus(payload.status)
-        if (status == null || !status.canDisplay) {
-            return null
-        }
         try {
             val newValue = PerpetualMarket(
                 id = name,

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt
@@ -173,6 +173,10 @@ internal data class InternalTradeInputOptions(
 
 internal data class InternalMarketSummaryState(
     var markets: MutableMap<String, InternalMarketState> = mutableMapOf(),
+
+    var volume24HUSDC: Double? = null,
+    var openInterestUSDC: Double? = null,
+    var trades24H: Double? = null,
 )
 
 internal data class InternalMarketState(