Split affiliate info fees by taker and maker (#2439)

dydxprotocol · Oct 3, 2024 · 12c2ee9 · 12c2ee9
1 parent af18d0c
commit 12c2ee9
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Showing 13 changed files with 145 additions and 60 deletions.
diff --git a/indexer/packages/postgres/__tests__/helpers/constants.ts b/indexer/packages/postgres/__tests__/helpers/constants.ts
@@ -990,9 +990,10 @@ export const defaultAffiliateInfo: AffiliateInfoCreateObject = {
   affiliateEarnings: '10',
   referredMakerTrades: 10,
   referredTakerTrades: 20,
-  totalReferredFees: '10',
+  totalReferredMakerFees: '10',
+  totalReferredTakerFees: '10',
+  totalReferredMakerRebates: '-10',
   totalReferredUsers: 5,
-  referredNetProtocolEarnings: '20',
   firstReferralBlockHeight: '1',
   referredTotalVolume: '1000',
 };
@@ -1002,9 +1003,10 @@ export const defaultAffiliateInfo2: AffiliateInfoCreateObject = {
   affiliateEarnings: '11',
   referredMakerTrades: 11,
   referredTakerTrades: 21,
-  totalReferredFees: '11',
+  totalReferredMakerFees: '11',
+  totalReferredTakerFees: '11',
+  totalReferredMakerRebates: '-11',
   totalReferredUsers: 5,
-  referredNetProtocolEarnings: '21',
   firstReferralBlockHeight: '11',
   referredTotalVolume: '1000',
 };
@@ -1014,9 +1016,10 @@ export const defaultAffiliateInfo3: AffiliateInfoCreateObject = {
   affiliateEarnings: '12',
   referredMakerTrades: 12,
   referredTakerTrades: 22,
-  totalReferredFees: '12',
+  totalReferredMakerFees: '12',
+  totalReferredTakerFees: '12',
+  totalReferredMakerRebates: '-12',
   totalReferredUsers: 10,
-  referredNetProtocolEarnings: '22',
   firstReferralBlockHeight: '12',
   referredTotalVolume: '1111111',
 };

diff --git a/indexer/packages/postgres/__tests__/stores/affiliate-info-table.test.ts b/indexer/packages/postgres/__tests__/stores/affiliate-info-table.test.ts
@@ -113,9 +113,10 @@ describe('Affiliate info store', () => {
         affiliateEarnings: '1000',
         referredMakerTrades: 1,
         referredTakerTrades: 1,
-        totalReferredFees: '2000',
+        totalReferredMakerFees: '0',
+        totalReferredTakerFees: '1000',
+        totalReferredMakerRebates: '-1000',
         totalReferredUsers: 1,
-        referredNetProtocolEarnings: '1000',
         firstReferralBlockHeight: '1',
         referredTotalVolume: '2',
       };
@@ -140,9 +141,10 @@ describe('Affiliate info store', () => {
         affiliateEarnings: '1000',
         referredMakerTrades: 2,
         referredTakerTrades: 0,
-        totalReferredFees: '2000',
+        totalReferredMakerFees: '2000',
+        totalReferredTakerFees: '0',
+        totalReferredMakerRebates: '0',
         totalReferredUsers: 1,
-        referredNetProtocolEarnings: '1000',
         firstReferralBlockHeight: '1',
         referredTotalVolume: '2',
       };
@@ -157,14 +159,15 @@ describe('Affiliate info store', () => {
       const updatedInfo2 = await AffiliateInfoTable.findById(
         defaultWallet2.address,
       );
-      const expectedAffiliateInfo2 = {
+      const expectedAffiliateInfo2: AffiliateInfoFromDatabase = {
         address: defaultWallet2.address,
         affiliateEarnings: '2000',
         referredMakerTrades: 3,
         referredTakerTrades: 1,
-        totalReferredFees: '4000',
+        totalReferredMakerFees: '2000',
+        totalReferredTakerFees: '1000',
+        totalReferredMakerRebates: '-1000',
         totalReferredUsers: 1,
-        referredNetProtocolEarnings: '2000',
         firstReferralBlockHeight: '1',
         referredTotalVolume: '4',
       };
@@ -183,14 +186,15 @@ describe('Affiliate info store', () => {
       const updatedInfo3 = await AffiliateInfoTable.findById(
         defaultWallet2.address,
       );
-      const expectedAffiliateInfo3 = {
+      const expectedAffiliateInfo3: AffiliateInfoFromDatabase = {
         address: defaultWallet2.address,
         affiliateEarnings: '2000',
         referredMakerTrades: 3,
         referredTakerTrades: 1,
-        totalReferredFees: '4000',
+        totalReferredMakerFees: '2000',
+        totalReferredTakerFees: '1000',
+        totalReferredMakerRebates: '-1000',
         totalReferredUsers: 2,
-        referredNetProtocolEarnings: '2000',
         firstReferralBlockHeight: '1',
         referredTotalVolume: '4',
       };
@@ -236,9 +240,10 @@ describe('Affiliate info store', () => {
         affiliateEarnings: '0',
         referredMakerTrades: 0,
         referredTakerTrades: 0,
-        totalReferredFees: '0',
+        totalReferredMakerFees: '0',
+        totalReferredTakerFees: '0',
+        totalReferredMakerRebates: '0',
         totalReferredUsers: 1,
-        referredNetProtocolEarnings: '0',
         firstReferralBlockHeight: '2',
         referredTotalVolume: '0',
       };
@@ -391,7 +396,7 @@ async function populateFillsAndReferrals(): Promise<DateTime> {
       eventId: defaultTendermintEventId2,
       price: '1',
       size: '1',
-      fee: '1000',
+      fee: '-1000',
       affiliateRevShare: '500',
     }),
     FillTable.create({

diff --git a/...res/src/db/migrations/migration_files/20241002144813_change_affiliate_info_fee_columns.ts b/...res/src/db/migrations/migration_files/20241002144813_change_affiliate_info_fee_columns.ts
@@ -0,0 +1,25 @@
+import * as Knex from 'knex';
+
+export async function up(knex: Knex): Promise<void> {
+  return knex
+    .schema
+    .alterTable('affiliate_info', (table) => {
+      table.dropColumn('totalReferredFees');
+      table.dropColumn('referredNetProtocolEarnings');
+      table.decimal('totalReferredTakerFees', null).notNullable().defaultTo(0);
+      table.decimal('totalReferredMakerFees', null).notNullable().defaultTo(0);
+      table.decimal('totalReferredMakerRebates', null).notNullable().defaultTo(0);
+    });
+}
+
+export async function down(knex: Knex): Promise<void> {
+  return knex
+    .schema
+    .alterTable('affiliate_info', (table) => {
+      table.decimal('totalReferredFees', null).notNullable().defaultTo(0);
+      table.decimal('referredNetProtocolEarnings', null).notNullable().defaultTo(0);
+      table.dropColumn('totalReferredTakerFees');
+      table.dropColumn('totalReferredMakerFees');
+      table.dropColumn('totalReferredMakerRebates');
+    });
+}
diff --git a/indexer/packages/postgres/src/models/affiliate-info-model.ts b/indexer/packages/postgres/src/models/affiliate-info-model.ts
@@ -1,4 +1,4 @@
-import { NonNegativeNumericPattern } from '../lib/validators';
+import { NonNegativeNumericPattern, NumericPattern } from '../lib/validators';
 import UpsertQueryBuilder from '../query-builders/upsert';
 import BaseModel from './base-model';
 
@@ -19,9 +19,10 @@ export default class AffiliateInfoModel extends BaseModel {
         'affiliateEarnings',
         'referredMakerTrades',
         'referredTakerTrades',
-        'totalReferredFees',
+        'totalReferredMakerFees',
+        'totalReferredTakerFees',
+        'totalReferredMakerRebates',
         'totalReferredUsers',
-        'referredNetProtocolEarnings',
         'firstReferralBlockHeight',
         'referredTotalVolume',
       ],
@@ -30,9 +31,10 @@ export default class AffiliateInfoModel extends BaseModel {
         affiliateEarnings: { type: 'string', pattern: NonNegativeNumericPattern },
         referredMakerTrades: { type: 'int' },
         referredTakerTrades: { type: 'int' },
-        totalReferredFees: { type: 'string', pattern: NonNegativeNumericPattern },
+        totalReferredMakerFees: { type: 'string', pattern: NonNegativeNumericPattern },
+        totalReferredTakerFees: { type: 'string', pattern: NonNegativeNumericPattern },
+        totalReferredMakerRebates: { type: 'string', pattern: NumericPattern },
         totalReferredUsers: { type: 'int' },
-        referredNetProtocolEarnings: { type: 'string', pattern: NonNegativeNumericPattern },
         firstReferralBlockHeight: { type: 'string', pattern: NonNegativeNumericPattern },
         referredTotalVolume: { type: 'string', pattern: NonNegativeNumericPattern },
       },
@@ -51,9 +53,10 @@ export default class AffiliateInfoModel extends BaseModel {
       affiliateEarnings: 'string',
       referredMakerTrades: 'int',
       referredTakerTrades: 'int',
-      totalReferredFees: 'string',
+      totalReferredMakerFees: 'string',
+      totalReferredTakerFees: 'string',
+      totalReferredMakerRebates: 'string',
       totalReferredUsers: 'int',
-      referredNetProtocolEarnings: 'string',
       firstReferralBlockHeight: 'string',
       referredTotalVolume: 'string',
     };
@@ -69,11 +72,13 @@ export default class AffiliateInfoModel extends BaseModel {
 
   referredTakerTrades!: number;
 
-  totalReferredFees!: string;
+  totalReferredMakerFees!: string;
 
-  totalReferredUsers!: number;
+  totalReferredTakerFees!: string;
+
+  totalReferredMakerRebates!: string;
 
-  referredNetProtocolEarnings!: string;
+  totalReferredUsers!: number;
 
   firstReferralBlockHeight!: string;
 

diff --git a/indexer/packages/postgres/src/stores/affiliate-info-table.ts b/indexer/packages/postgres/src/stores/affiliate-info-table.ts
@@ -192,7 +192,9 @@ affiliate_stats AS (
       affiliate_fills."affiliateAddress",
       SUM(affiliate_fills."fee") AS "totalReferredFees",
       SUM(affiliate_fills."affiliateRevShare") AS "affiliateEarnings",
-      SUM(affiliate_fills."fee") - SUM(affiliate_fills."affiliateRevShare") AS "referredNetProtocolEarnings",
+      SUM(CASE WHEN affiliate_fills."liquidity" = '${Liquidity.MAKER}' AND affiliate_fills."fee" > 0 THEN affiliate_fills."fee" ELSE 0 END) AS "totalReferredMakerFees",
+      SUM(CASE WHEN affiliate_fills."liquidity" = '${Liquidity.TAKER}' THEN affiliate_fills."fee" ELSE 0 END) AS "totalReferredTakerFees",
+      SUM(CASE WHEN affiliate_fills."liquidity" = '${Liquidity.MAKER}' AND affiliate_fills."fee" < 0 THEN affiliate_fills."fee" ELSE 0 END) AS "totalReferredMakerRebates",
       COUNT(CASE WHEN affiliate_fills."liquidity" = '${Liquidity.MAKER}' THEN 1 END) AS "referredMakerTrades",
       COUNT(CASE WHEN affiliate_fills."liquidity" = '${Liquidity.TAKER}' THEN 1 END) AS "referredTakerTrades",
       SUM(affiliate_fills."price" * affiliate_fills."size") AS "referredTotalVolume"
@@ -210,9 +212,10 @@ affiliate_info_update AS (
     affiliate_metadata."affiliateAddress",
     affiliate_metadata."totalReferredUsers",    
     affiliate_metadata."firstReferralBlockHeight",
-    COALESCE(affiliate_stats."totalReferredFees", 0) AS "totalReferredFees",
+    COALESCE(affiliate_stats."totalReferredMakerFees", 0) AS "totalReferredMakerFees",
+    COALESCE(affiliate_stats."totalReferredTakerFees", 0) AS "totalReferredTakerFees",
+    COALESCE(affiliate_stats."totalReferredMakerRebates", 0) AS "totalReferredMakerRebates",
     COALESCE(affiliate_stats."affiliateEarnings", 0) AS "affiliateEarnings",
-    COALESCE(affiliate_stats."referredNetProtocolEarnings", 0) AS "referredNetProtocolEarnings",
     COALESCE(affiliate_stats."referredMakerTrades", 0) AS "referredMakerTrades",
     COALESCE(affiliate_stats."referredTakerTrades", 0) AS "referredTakerTrades",
     COALESCE(affiliate_stats."referredTotalVolume", 0) AS "referredTotalVolume"
@@ -231,8 +234,9 @@ INSERT INTO affiliate_info (
     "affiliateEarnings", 
     "referredMakerTrades", 
     "referredTakerTrades", 
-    "totalReferredFees", 
-    "referredNetProtocolEarnings",
+    "totalReferredMakerFees",
+    "totalReferredTakerFees", 
+    "totalReferredMakerRebates",
     "referredTotalVolume"
 )
 SELECT
@@ -242,8 +246,9 @@ SELECT
     "affiliateEarnings",
     "referredMakerTrades",
     "referredTakerTrades",
-    "totalReferredFees",
-    "referredNetProtocolEarnings",
+    "totalReferredMakerFees",
+    "totalReferredTakerFees", 
+    "totalReferredMakerRebates",
     "referredTotalVolume"
 FROM 
     affiliate_info_update
@@ -254,8 +259,9 @@ DO UPDATE SET
     "affiliateEarnings" = affiliate_info."affiliateEarnings" + EXCLUDED."affiliateEarnings",
     "referredMakerTrades" = affiliate_info."referredMakerTrades" + EXCLUDED."referredMakerTrades",
     "referredTakerTrades" = affiliate_info."referredTakerTrades" + EXCLUDED."referredTakerTrades",
-    "totalReferredFees" = affiliate_info."totalReferredFees" + EXCLUDED."totalReferredFees",
-    "referredNetProtocolEarnings" = affiliate_info."referredNetProtocolEarnings" + EXCLUDED."referredNetProtocolEarnings",
+    "totalReferredMakerFees" = affiliate_info."totalReferredMakerFees" + EXCLUDED."totalReferredMakerFees",
+    "totalReferredTakerFees" = affiliate_info."totalReferredTakerFees" + EXCLUDED."totalReferredTakerFees",
+    "totalReferredMakerRebates" = affiliate_info."totalReferredMakerRebates" + EXCLUDED."totalReferredMakerRebates",
     "referredTotalVolume" = affiliate_info."referredTotalVolume" + EXCLUDED."referredTotalVolume";
     `;
 

diff --git a/indexer/packages/postgres/src/types/affiliate-info-types.ts b/indexer/packages/postgres/src/types/affiliate-info-types.ts
@@ -3,9 +3,10 @@ export interface AffiliateInfoCreateObject {
   affiliateEarnings: string,
   referredMakerTrades: number,
   referredTakerTrades: number,
-  totalReferredFees: string,
+  totalReferredMakerFees: string,
+  totalReferredTakerFees: string,
+  totalReferredMakerRebates: string,
   totalReferredUsers: number,
-  referredNetProtocolEarnings: string,
   firstReferralBlockHeight: string,
   referredTotalVolume: string,
 }
@@ -15,9 +16,10 @@ export enum AffiliateInfoColumns {
   affiliateEarnings = 'affiliateEarnings',
   referredMakerTrades = 'referredMakerTrades',
   referredTakerTrades = 'referredTakerTrades',
-  totalReferredFees = 'totalReferredFees',
+  totalReferredMakerFees = 'totalReferredMakerFees',
+  totalReferredTakerFees = 'totalReferredTakerFees',
+  totalReferredMakerRebates = 'totalReferredMakerRebates',
   totalReferredUsers = 'totalReferredUsers',
-  referredNetProtocolEarnings = 'referredNetProtocolEarnings',
   firstReferralBlockHeight = 'firstReferralBlockHeight',
   referredTotalVolume = 'referredTotalVolume',
 }
diff --git a/indexer/packages/postgres/src/types/db-model-types.ts b/indexer/packages/postgres/src/types/db-model-types.ts
@@ -288,9 +288,10 @@ export interface AffiliateInfoFromDatabase {
   affiliateEarnings: string,
   referredMakerTrades: number,
   referredTakerTrades: number,
-  totalReferredFees: string,
+  totalReferredMakerFees: string,
+  totalReferredTakerFees: string,
+  totalReferredMakerRebates: string,
   totalReferredUsers: number,
-  referredNetProtocolEarnings: string,
   firstReferralBlockHeight: string,
   referredTotalVolume: string,
 }

diff --git a/indexer/services/comlink/__tests__/controllers/api/v4/affiliates-controller.test.ts b/indexer/services/comlink/__tests__/controllers/api/v4/affiliates-controller.test.ts
@@ -369,9 +369,16 @@ function affiliateInfoCreateToResponseObject(
     affiliateEarnings: Number(info.affiliateEarnings),
     affiliateReferredTrades:
       Number(info.referredTakerTrades) + Number(info.referredMakerTrades),
-    affiliateTotalReferredFees: Number(info.totalReferredFees),
+    affiliateTotalReferredFees: Number(info.totalReferredMakerFees) +
+    Number(info.totalReferredTakerFees) +
+    Number(info.totalReferredMakerRebates),
     affiliateReferredUsers: Number(info.totalReferredUsers),
-    affiliateReferredNetProtocolEarnings: Number(info.referredNetProtocolEarnings),
+    affiliateReferredNetProtocolEarnings: Number(info.totalReferredMakerFees) +
+    Number(info.totalReferredTakerFees) +
+    Number(info.totalReferredMakerRebates) -
+    Number(info.affiliateEarnings),
     affiliateReferredTotalVolume: Number(info.referredTotalVolume),
+    affiliateReferredMakerFees: Number(info.totalReferredMakerFees),
+    affiliateReferredTakerFees: Number(info.totalReferredTakerFees),
   };
 }
diff --git a/indexer/services/comlink/public/api-documentation.md b/indexer/services/comlink/public/api-documentation.md
@@ -653,7 +653,9 @@ fetch(`${baseURL}/affiliates/snapshot`,
       "affiliateTotalReferredFees": 0.1,
       "affiliateReferredUsers": 0.1,
       "affiliateReferredNetProtocolEarnings": 0.1,
-      "affiliateReferredTotalVolume": 0.1
+      "affiliateReferredTotalVolume": 0.1,
+      "affiliateReferredMakerFees": 0.1,
+      "affiliateReferredTakerFees": 0.1
     }
   ],
   "total": 0.1,
@@ -4244,7 +4246,9 @@ This operation does not require authentication
   "affiliateTotalReferredFees": 0.1,
   "affiliateReferredUsers": 0.1,
   "affiliateReferredNetProtocolEarnings": 0.1,
-  "affiliateReferredTotalVolume": 0.1
+  "affiliateReferredTotalVolume": 0.1,
+  "affiliateReferredMakerFees": 0.1,
+  "affiliateReferredTakerFees": 0.1
 }
 
 ```
@@ -4261,6 +4265,8 @@ This operation does not require authentication
 |affiliateReferredUsers|number(double)|true|none|none|
 |affiliateReferredNetProtocolEarnings|number(double)|true|none|none|
 |affiliateReferredTotalVolume|number(double)|true|none|none|
+|affiliateReferredMakerFees|number(double)|true|none|none|
+|affiliateReferredTakerFees|number(double)|true|none|none|
 
 ## AffiliateSnapshotResponse
 
@@ -4280,7 +4286,9 @@ This operation does not require authentication
       "affiliateTotalReferredFees": 0.1,
       "affiliateReferredUsers": 0.1,
       "affiliateReferredNetProtocolEarnings": 0.1,
-      "affiliateReferredTotalVolume": 0.1
+      "affiliateReferredTotalVolume": 0.1,
+      "affiliateReferredMakerFees": 0.1,
+      "affiliateReferredTakerFees": 0.1
     }
   ],
   "total": 0.1,

diff --git a/indexer/services/comlink/public/swagger.json b/indexer/services/comlink/public/swagger.json
@@ -303,6 +303,14 @@
           "affiliateReferredTotalVolume": {
             "type": "number",
             "format": "double"
+          },
+          "affiliateReferredMakerFees": {
+            "type": "number",
+            "format": "double"
+          },
+          "affiliateReferredTakerFees": {
+            "type": "number",
+            "format": "double"
           }
         },
         "required": [
@@ -313,7 +321,9 @@
           "affiliateTotalReferredFees",
           "affiliateReferredUsers",
           "affiliateReferredNetProtocolEarnings",
-          "affiliateReferredTotalVolume"
+          "affiliateReferredTotalVolume",
+          "affiliateReferredMakerFees",
+          "affiliateReferredTakerFees"
         ],
         "type": "object",
         "additionalProperties": false