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Fix exception when closing a position of > 100% margin usage #761

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merged 1 commit into from
Dec 3, 2024
Merged

Fix exception when closing a position of > 100% margin usage #761

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2 changes: 1 addition & 1 deletion build.gradle.kts
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Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ allprojects {
}

group = "exchange.dydx.abacus"
version = "1.13.35"
version = "1.13.36"

repositories {
google()
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40 changes: 35 additions & 5 deletions ...n/kotlin/exchange.dydx.abacus/calculator/V2/TradeInput/TradeInputMarketOrderCalculator.kt
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Expand Up @@ -109,7 +109,12 @@ internal class TradeInputMarketOrderCalculator() {
val tradeSize = trade.size
val freeCollateral = subaccount?.calculated?.get(CalculationPeriod.current)?.freeCollateral

if (tradeSize != null && tradeSide != null && freeCollateral != null && freeCollateral > Numeric.double.ZERO) {
val freeCollateralCondition = if (trade.reduceOnly) {
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Don't need to check freeCollateral > 0 if the trade is reduceOnly.

true
} else {
freeCollateral != null && freeCollateral > Numeric.double.ZERO
}
if (tradeSize != null && tradeSide != null && freeCollateral != null && freeCollateralCondition) {
val maxMarketLeverage = market?.perpetualMarket?.configs?.maxMarketLeverage ?: Numeric.double.ONE
val targetLeverage = trade.targetLeverage
val marginMode = trade.marginMode ?: MarginMode.Cross
Expand Down Expand Up @@ -269,7 +274,14 @@ internal class TradeInputMarketOrderCalculator() {
if (marginMode == MarginMode.Isolated && !isTradeSameSide) {
// For isolated margin orders where the user is trading on the opposite side of their currentPosition, the balancePercent represents a percentage of their current position rather than freeCollateral
val desiredSize = existingPositionSize.abs() * balancePercent
return createMarketOrderFromSize(size = desiredSize, existingPositionNotionalSize = existingPositionNotionalSize, isTradeSameSide = isTradeSameSide, freeCollateral = freeCollateral, tradeLeverage = tradeLeverage, orderbook = orderbook)
return createMarketOrderFromSize(
size = desiredSize,
existingPositionNotionalSize = existingPositionNotionalSize,
isTradeSameSide = isTradeSameSide,
freeCollateral = freeCollateral,
tradeLeverage = tradeLeverage,
orderbook = orderbook,
)
}

val cappedPercent = min(balancePercent, MAX_FREE_COLLATERAL_BUFFER_PERCENT)
Expand Down Expand Up @@ -398,7 +410,13 @@ internal class TradeInputMarketOrderCalculator() {
break@orderbookLoop
}
}
val balancePercentTotal = calculateBalancePercentFromUsdcSize(usdcSize = usdcSizeTotal, freeCollateral = freeCollateral, positionSize = existingPositionNotionalSize, tradeLeverage = tradeLeverage, isTradeSameSide = isTradeSameSide)
val balancePercentTotal = calculateBalancePercentFromUsdcSize(
usdcSize = usdcSizeTotal,
freeCollateral = freeCollateral,
positionSize = existingPositionNotionalSize,
tradeLeverage = tradeLeverage,
isTradeSameSide = isTradeSameSide,
)
createMarketOrderWith(
orderbook = marketOrderOrderBook,
size = sizeTotal,
Expand Down Expand Up @@ -471,7 +489,13 @@ internal class TradeInputMarketOrderCalculator() {
}
}
}
val balancePercentTotal = calculateBalancePercentFromUsdcSize(usdcSize = usdcSizeTotal, freeCollateral = freeCollateral, positionSize = existingPositionNotionalSize, tradeLeverage = tradeLeverage, isTradeSameSide = isTradeSameSide)
val balancePercentTotal = calculateBalancePercentFromUsdcSize(
usdcSize = usdcSizeTotal,
freeCollateral = freeCollateral,
positionSize = existingPositionNotionalSize,
tradeLeverage = tradeLeverage,
isTradeSameSide = isTradeSameSide,
)
createMarketOrderWith(
orderbook = marketOrderOrderBook,
size = sizeTotal,
Expand Down Expand Up @@ -657,7 +681,13 @@ internal class TradeInputMarketOrderCalculator() {
break@orderbookLoop
}
}
val balancePercentTotal = calculateBalancePercentFromUsdcSize(usdcSize = usdcSizeTotal, freeCollateral = freeCollateral, positionSize = positionSizeNotional, tradeLeverage = tradeLeverage, isTradeSameSide = isTradeSameSide)
val balancePercentTotal = calculateBalancePercentFromUsdcSize(
usdcSize = usdcSizeTotal,
freeCollateral = freeCollateral,
positionSize = positionSizeNotional,
tradeLeverage = tradeLeverage,
isTradeSameSide = isTradeSameSide,
)
return createMarketOrderWith(
orderbook = marketOrderOrderBook,
size = sizeTotal,
Expand Down
28 changes: 18 additions & 10 deletions src/commonMain/kotlin/exchange.dydx.abacus/state/app/adaptors/V4TransactionErrors.kt
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Expand Up @@ -13,43 +13,51 @@ class V4TransactionErrors {
return if (code != null) {
if (code != 0 && codespace != null) {
ParsingError(
ParsingErrorType.BackendError,
message ?: "Unknown error",
"ERRORS.BROADCAST_ERROR_${codespace.uppercase()}_$code",
type = ParsingErrorType.BackendError,
message = message ?: "Unknown error",
stringKey = "ERRORS.BROADCAST_ERROR_${codespace.uppercase()}_$code",
)
} else {
null
}
} else if (message?.startsWith(QUERY_RESULT_ERROR_PREFIX) == true) {
parseQueryResultErrorFromMessage(message)
} else {
ParsingError(ParsingErrorType.BackendError, message ?: "Unknown error", null)
ParsingError(
type = ParsingErrorType.BackendError,
message = message ?: "Unknown error",
stringKey = null,
)
}
}

private fun parseQueryResultErrorFromMessage(message: String): ParsingError {
// Workaround: Regex match different query results until protocol can return codespace/code
parseSubaccountUpdateError(message)?.let { return it }
return ParsingError(ParsingErrorType.BackendError, "Unknown query result error", null)
return ParsingError(
type = ParsingErrorType.BackendError,
message = "Unknown query result error",
stringKey = null,
)
}

private fun parseSubaccountUpdateError(message: String): ParsingError? {
val matchResult = FAILED_SUBACCOUNT_UPDATE_RESULT_PATTERN.find(message)
return matchResult?.groups?.get(1)?.value?.let {
val matchedUpdateResult = SubaccountUpdateFailedResult.invoke(it)
ParsingError(
ParsingErrorType.BackendError,
"Subaccount update error: $it",
if (matchedUpdateResult != null) "ERRORS.QUERY_ERROR_SUBACCOUNTS_${matchedUpdateResult.toString().uppercase()}" else null,
type = ParsingErrorType.BackendError,
message = "Subaccount update error: $it",
stringKey = if (matchedUpdateResult != null) "ERRORS.QUERY_ERROR_SUBACCOUNTS_${matchedUpdateResult.toString().uppercase()}" else null,
)
}
}

fun parseErrorFromRawLog(rawLog: String): ParsingError? {
return if (rawLog.startsWith(OUT_OF_GAS_ERROR_RAW_LOG_PREFIX)) {
return ParsingError(
ParsingErrorType.BackendError,
"Out of gas: inaccurate gas estimation for transaction",
type = ParsingErrorType.BackendError,
message = "Out of gas: inaccurate gas estimation for transaction",
)
} else {
null
Expand Down
112 changes: 102 additions & 10 deletions src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/AsyncAbacusStateManagerV2.kt
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Expand Up @@ -16,6 +16,7 @@ import exchange.dydx.abacus.protocols.ThreadingType
import exchange.dydx.abacus.protocols.TransactionCallback
import exchange.dydx.abacus.protocols.asTypedObject
import exchange.dydx.abacus.protocols.readCachedTextFile
import exchange.dydx.abacus.responses.ParsingError
import exchange.dydx.abacus.state.app.adaptors.V4TransactionErrors
import exchange.dydx.abacus.state.app.helper.DynamicLocalizer
import exchange.dydx.abacus.state.manager.ApiData
Expand Down Expand Up @@ -49,6 +50,7 @@ import exchange.dydx.abacus.utils.DummyFormatter
import exchange.dydx.abacus.utils.DummyLocalizer
import exchange.dydx.abacus.utils.IList
import exchange.dydx.abacus.utils.IOImplementations
import exchange.dydx.abacus.utils.JsonEncoder
import exchange.dydx.abacus.utils.Logger
import exchange.dydx.abacus.utils.Parser
import exchange.dydx.abacus.utils.ProtocolNativeImpFactory
Expand Down Expand Up @@ -506,50 +508,111 @@ class AsyncAbacusStateManagerV2(
}

override fun placeOrderPayload(): HumanReadablePlaceOrderPayload? {
return adaptor?.placeOrderPayload()
try {
return adaptor?.placeOrderPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("placeOrderPayload", error)
throw e
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All those "..Payload" functions are called by the web FE.. I think web code catches the exception to display the error.

Here we just catch the exception for logging and re-throw it.

}
}

override fun closePositionPayload(): HumanReadablePlaceOrderPayload? {
return adaptor?.closePositionPayload()
try {
return adaptor?.closePositionPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("closePositionPayload", error)
throw e
}
}

override fun cancelOrderPayload(orderId: String): HumanReadableCancelOrderPayload? {
return adaptor?.cancelOrderPayload(orderId)
try {
return adaptor?.cancelOrderPayload(orderId)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("cancelOrderPayload", error)
throw e
}
}

override fun cancelAllOrdersPayload(marketId: String?): HumanReadableCancelAllOrdersPayload? {
return adaptor?.cancelAllOrdersPayload(marketId)
try {
return adaptor?.cancelAllOrdersPayload(marketId)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("cancelAllOrdersPayload", error)
throw e
}
}

override fun closeAllPositionsPayload(): HumanReadableCloseAllPositionsPayload? {
return adaptor?.closeAllPositionsPayload()
try {
return adaptor?.closeAllPositionsPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("closeAllPositionsPayload", error)
throw e
}
}

override fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload? {
return adaptor?.triggerOrdersPayload()
try {
return adaptor?.triggerOrdersPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("triggerOrdersPayload", error)
throw e
}
}

override fun adjustIsolatedMarginPayload(): HumanReadableSubaccountTransferPayload? {
return adaptor?.adjustIsolatedMarginPayload()
try {
return adaptor?.adjustIsolatedMarginPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("adjustIsolatedMarginPayload", error)
throw e
}
}

override fun depositPayload(): HumanReadableDepositPayload? {
return adaptor?.depositPayload()
try {
return adaptor?.depositPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("depositPayload", error)
throw e
}
}

override fun withdrawPayload(): HumanReadableWithdrawPayload? {
return adaptor?.withdrawPayload()
try {
return adaptor?.withdrawPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("withdrawPayload", error)
throw e
}
}

override fun subaccountTransferPayload(): HumanReadableSubaccountTransferPayload? {
return adaptor?.subaccountTransferPayload()
try {
return adaptor?.subaccountTransferPayload()
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("subaccountTransferPayload", error)
throw e
}
}

override fun commitPlaceOrder(callback: TransactionCallback): HumanReadablePlaceOrderPayload? {
return try {
adaptor?.commitPlaceOrder(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitPlaceOrder", error)
callback(false, error, null)
null
}
Expand All @@ -560,6 +623,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.commitTriggerOrders(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitTriggerOrders", error)
callback(false, error, null)
null
}
Expand All @@ -570,6 +634,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.commitAdjustIsolatedMargin(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitAdjustIsolatedMargin", error)
callback(false, error, null)
null
}
Expand All @@ -580,6 +645,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.commitClosePosition(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitClosePosition", error)
callback(false, error, null)
null
}
Expand All @@ -594,6 +660,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.commitTransfer(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitTransfer", error)
callback(false, error, null)
}
}
Expand All @@ -603,6 +670,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.commitCCTPWithdraw(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("commitCCTPWithdraw", error)
callback(false, error, null)
}
}
Expand All @@ -612,6 +680,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.faucet(amount, callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("faucet", error)
callback(false, error, null)
}
}
Expand All @@ -621,6 +690,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.cancelOrder(orderId, callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("cancelOrder", error)
callback(false, error, null)
}
}
Expand All @@ -630,6 +700,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.cancelAllOrders(marketId, callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("cancelAllOrders", error)
callback(false, error, null)
}
}
Expand All @@ -639,6 +710,7 @@ class AsyncAbacusStateManagerV2(
adaptor?.closeAllPositions(callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("closeAllPositions", error)
callback(false, error, null)
null
}
Expand All @@ -649,10 +721,30 @@ class AsyncAbacusStateManagerV2(
adaptor?.triggerCompliance(action, callback)
} catch (e: Exception) {
val error = V4TransactionErrors.error(null, e.toString())
trackTransactionError("triggerCompliance", error)
callback(false, error, null)
}
}

private fun trackTransactionError(functionName: String, error: ParsingError?) {
if (error == null) {
return
}

val params = mapOf(
"functionName" to functionName,
"errorType" to error.type.rawValue,
"errorMessage" to error.message,
"stackTrace" to error.stackTrace,
)
ioImplementations.threading?.async(ThreadingType.main) {
ioImplementations.tracking?.log(
event = "ClientTransactionError",
data = JsonEncoder().encode(params),
)
}
}

// Bridge functions.
// If client is not using cancelOrder function, it should call orderCanceled function with
// payload from v4-client to process state
Expand Down
2 changes: 1 addition & 1 deletion v4_abacus.podspec
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@@ -1,6 +1,6 @@
Pod::Spec.new do |spec|
spec.name = 'v4_abacus'
spec.version = '1.13.35'
spec.version = '1.13.36'
spec.homepage = 'https://github.com/dydxprotocol/v4-abacus'
spec.source = { :http=> ''}
spec.authors = ''
Expand Down