diff --git a/.github/workflows/protocol-build-and-push.yml b/.github/workflows/protocol-build-and-push.yml index ade5341369..fc26dd6e69 100644 --- a/.github/workflows/protocol-build-and-push.yml +++ b/.github/workflows/protocol-build-and-push.yml @@ -222,4 +222,4 @@ jobs: --platform amd64 \ -t $ECR_REGISTRY/$ECR_REPOSITORY:$commit_hash \ -f testing/testnet-staging/Dockerfile . - docker push $ECR_REGISTRY/$ECR_REPOSITORY --all-tags \ No newline at end of file + docker push $ECR_REGISTRY/$ECR_REPOSITORY --all-tags diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts index 51200efb9b..866360b7b5 100644 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts +++ b/indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts @@ -88,82 +88,81 @@ import * as _91 from "./subaccounts/asset_position"; import * as _92 from "./subaccounts/genesis"; import * as _93 from "./subaccounts/perpetual_position"; import * as _94 from "./subaccounts/query"; -import * as _95 from "./subaccounts/streaming"; -import * as _96 from "./subaccounts/subaccount"; -import * as _97 from "./vault/genesis"; -import * as _98 from "./vault/params"; -import * as _99 from "./vault/query"; -import * as _100 from "./vault/tx"; -import * as _101 from "./vault/vault"; -import * as _102 from "./vest/genesis"; -import * as _103 from "./vest/query"; -import * as _104 from "./vest/tx"; -import * as _105 from "./vest/vest_entry"; -import * as _113 from "./assets/query.lcd"; -import * as _114 from "./blocktime/query.lcd"; -import * as _115 from "./bridge/query.lcd"; -import * as _116 from "./clob/query.lcd"; -import * as _117 from "./delaymsg/query.lcd"; -import * as _118 from "./epochs/query.lcd"; -import * as _119 from "./feetiers/query.lcd"; -import * as _120 from "./perpetuals/query.lcd"; -import * as _121 from "./prices/query.lcd"; -import * as _122 from "./ratelimit/query.lcd"; -import * as _123 from "./rewards/query.lcd"; -import * as _124 from "./stats/query.lcd"; -import * as _125 from "./subaccounts/query.lcd"; -import * as _126 from "./vault/query.lcd"; -import * as _127 from "./vest/query.lcd"; -import * as _128 from "./assets/query.rpc.Query"; -import * as _129 from "./blocktime/query.rpc.Query"; -import * as _130 from "./bridge/query.rpc.Query"; -import * as _131 from "./clob/query.rpc.Query"; -import * as _132 from "./delaymsg/query.rpc.Query"; -import * as _133 from "./epochs/query.rpc.Query"; -import * as _134 from "./feetiers/query.rpc.Query"; -import * as _135 from "./govplus/query.rpc.Query"; -import * as _136 from "./perpetuals/query.rpc.Query"; -import * as _137 from "./prices/query.rpc.Query"; -import * as _138 from "./ratelimit/query.rpc.Query"; -import * as _139 from "./rewards/query.rpc.Query"; -import * as _140 from "./sending/query.rpc.Query"; -import * as _141 from "./stats/query.rpc.Query"; -import * as _142 from "./subaccounts/query.rpc.Query"; -import * as _143 from "./vault/query.rpc.Query"; -import * as _144 from "./vest/query.rpc.Query"; -import * as _145 from "./blocktime/tx.rpc.msg"; -import * as _146 from "./bridge/tx.rpc.msg"; -import * as _147 from "./clob/tx.rpc.msg"; -import * as _148 from "./delaymsg/tx.rpc.msg"; -import * as _149 from "./feetiers/tx.rpc.msg"; -import * as _150 from "./govplus/tx.rpc.msg"; -import * as _151 from "./perpetuals/tx.rpc.msg"; -import * as _152 from "./prices/tx.rpc.msg"; -import * as _153 from "./ratelimit/tx.rpc.msg"; -import * as _154 from "./rewards/tx.rpc.msg"; -import * as _155 from "./sending/tx.rpc.msg"; -import * as _156 from "./stats/tx.rpc.msg"; -import * as _157 from "./vault/tx.rpc.msg"; -import * as _158 from "./vest/tx.rpc.msg"; -import * as _159 from "./lcd"; -import * as _160 from "./rpc.query"; -import * as _161 from "./rpc.tx"; +import * as _95 from "./subaccounts/subaccount"; +import * as _96 from "./vault/genesis"; +import * as _97 from "./vault/params"; +import * as _98 from "./vault/query"; +import * as _99 from "./vault/tx"; +import * as _100 from "./vault/vault"; +import * as _101 from "./vest/genesis"; +import * as _102 from "./vest/query"; +import * as _103 from "./vest/tx"; +import * as _104 from "./vest/vest_entry"; +import * as _112 from "./assets/query.lcd"; +import * as _113 from "./blocktime/query.lcd"; +import * as _114 from "./bridge/query.lcd"; +import * as _115 from "./clob/query.lcd"; +import * as _116 from "./delaymsg/query.lcd"; +import * as _117 from "./epochs/query.lcd"; +import * as _118 from "./feetiers/query.lcd"; +import * as _119 from "./perpetuals/query.lcd"; +import * as _120 from "./prices/query.lcd"; +import * as _121 from "./ratelimit/query.lcd"; +import * as _122 from "./rewards/query.lcd"; +import * as _123 from "./stats/query.lcd"; +import * as _124 from "./subaccounts/query.lcd"; +import * as _125 from "./vault/query.lcd"; +import * as _126 from "./vest/query.lcd"; +import * as _127 from "./assets/query.rpc.Query"; +import * as _128 from "./blocktime/query.rpc.Query"; +import * as _129 from "./bridge/query.rpc.Query"; +import * as _130 from "./clob/query.rpc.Query"; +import * as _131 from "./delaymsg/query.rpc.Query"; +import * as _132 from "./epochs/query.rpc.Query"; +import * as _133 from "./feetiers/query.rpc.Query"; +import * as _134 from "./govplus/query.rpc.Query"; +import * as _135 from "./perpetuals/query.rpc.Query"; +import * as _136 from "./prices/query.rpc.Query"; +import * as _137 from "./ratelimit/query.rpc.Query"; +import * as _138 from "./rewards/query.rpc.Query"; +import * as _139 from "./sending/query.rpc.Query"; +import * as _140 from "./stats/query.rpc.Query"; +import * as _141 from "./subaccounts/query.rpc.Query"; +import * as _142 from "./vault/query.rpc.Query"; +import * as _143 from "./vest/query.rpc.Query"; +import * as _144 from "./blocktime/tx.rpc.msg"; +import * as _145 from "./bridge/tx.rpc.msg"; +import * as _146 from "./clob/tx.rpc.msg"; +import * as _147 from "./delaymsg/tx.rpc.msg"; +import * as _148 from "./feetiers/tx.rpc.msg"; +import * as _149 from "./govplus/tx.rpc.msg"; +import * as _150 from "./perpetuals/tx.rpc.msg"; +import * as _151 from "./prices/tx.rpc.msg"; +import * as _152 from "./ratelimit/tx.rpc.msg"; +import * as _153 from "./rewards/tx.rpc.msg"; +import * as _154 from "./sending/tx.rpc.msg"; +import * as _155 from "./stats/tx.rpc.msg"; +import * as _156 from "./vault/tx.rpc.msg"; +import * as _157 from "./vest/tx.rpc.msg"; +import * as _158 from "./lcd"; +import * as _159 from "./rpc.query"; +import * as _160 from "./rpc.tx"; export namespace dydxprotocol { export const assets = { ..._5, ..._6, ..._7, ..._8, - ..._113, - ..._128 + ..._112, + ..._127 }; export const blocktime = { ..._9, ..._10, ..._11, ..._12, ..._13, - ..._114, - ..._129, - ..._145 + ..._113, + ..._128, + ..._144 }; export const bridge = { ..._14, ..._15, @@ -171,9 +170,9 @@ export namespace dydxprotocol { ..._17, ..._18, ..._19, - ..._115, - ..._130, - ..._146 + ..._114, + ..._129, + ..._145 }; export const clob = { ..._20, ..._21, @@ -189,9 +188,9 @@ export namespace dydxprotocol { ..._31, ..._32, ..._33, - ..._116, - ..._131, - ..._147 + ..._115, + ..._130, + ..._146 }; export namespace daemons { export const bridge = { ..._34 @@ -206,29 +205,29 @@ export namespace dydxprotocol { ..._39, ..._40, ..._41, - ..._117, - ..._132, - ..._148 + ..._116, + ..._131, + ..._147 }; export const epochs = { ..._42, ..._43, ..._44, - ..._118, - ..._133 + ..._117, + ..._132 }; export const feetiers = { ..._45, ..._46, ..._47, ..._48, - ..._119, - ..._134, - ..._149 + ..._118, + ..._133, + ..._148 }; export const govplus = { ..._49, ..._50, ..._51, - ..._135, - ..._150 + ..._134, + ..._149 }; export namespace indexer { export const events = { ..._52 @@ -255,18 +254,18 @@ export namespace dydxprotocol { ..._63, ..._64, ..._65, - ..._120, - ..._136, - ..._151 + ..._119, + ..._135, + ..._150 }; export const prices = { ..._66, ..._67, ..._68, ..._69, ..._70, - ..._121, - ..._137, - ..._152 + ..._120, + ..._136, + ..._151 }; export const ratelimit = { ..._71, ..._72, @@ -274,63 +273,62 @@ export namespace dydxprotocol { ..._74, ..._75, ..._76, - ..._122, - ..._138, - ..._153 + ..._121, + ..._137, + ..._152 }; export const rewards = { ..._77, ..._78, ..._79, ..._80, ..._81, - ..._123, - ..._139, - ..._154 + ..._122, + ..._138, + ..._153 }; export const sending = { ..._82, ..._83, ..._84, ..._85, - ..._140, - ..._155 + ..._139, + ..._154 }; export const stats = { ..._86, ..._87, ..._88, ..._89, ..._90, - ..._124, - ..._141, - ..._156 + ..._123, + ..._140, + ..._155 }; export const subaccounts = { ..._91, ..._92, ..._93, ..._94, ..._95, - ..._96, - ..._125, - ..._142 + ..._124, + ..._141 }; - export const vault = { ..._97, + export const vault = { ..._96, + ..._97, ..._98, ..._99, ..._100, - ..._101, - ..._126, - ..._143, - ..._157 + ..._125, + ..._142, + ..._156 }; - export const vest = { ..._102, + export const vest = { ..._101, + ..._102, ..._103, ..._104, - ..._105, - ..._127, - ..._144, - ..._158 + ..._126, + ..._143, + ..._157 }; - export const ClientFactory = { ..._159, - ..._160, - ..._161 + export const ClientFactory = { ..._158, + ..._159, + ..._160 }; } \ No newline at end of file diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/order.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/order.ts index 855438764a..3c714e5979 100644 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/order.ts +++ b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/order.ts @@ -1,5 +1,4 @@ import { SubaccountId, SubaccountIdSDKType } from "../subaccounts/subaccount"; -import { PerpetualLiquidationInfo, PerpetualLiquidationInfoSDKType } from "./liquidations"; import * as _m0 from "protobufjs/minimal"; import { DeepPartial, Long } from "../../helpers"; /** @@ -703,60 +702,6 @@ export interface TransactionOrderingSDKType { transaction_index: number; } -/** - * StreamLiquidationOrder represents an protocol-generated IOC liquidation - * order. Used in full node streaming. - */ - -export interface StreamLiquidationOrder { - /** Information about this liquidation order. */ - liquidationInfo?: PerpetualLiquidationInfo; - /** - * CLOB pair ID of the CLOB pair the liquidation order will be matched - * against. - */ - - clobPairId: number; - /** - * True if this is a buy order liquidating a short position, false if vice - * versa. - */ - - isBuy: boolean; - /** The number of base quantums for this liquidation order. */ - - quantums: Long; - /** The subticks this liquidation order will be submitted at. */ - - subticks: Long; -} -/** - * StreamLiquidationOrder represents an protocol-generated IOC liquidation - * order. Used in full node streaming. - */ - -export interface StreamLiquidationOrderSDKType { - /** Information about this liquidation order. */ - liquidation_info?: PerpetualLiquidationInfoSDKType; - /** - * CLOB pair ID of the CLOB pair the liquidation order will be matched - * against. - */ - - clob_pair_id: number; - /** - * True if this is a buy order liquidating a short position, false if vice - * versa. - */ - - is_buy: boolean; - /** The number of base quantums for this liquidation order. */ - - quantums: Long; - /** The subticks this liquidation order will be submitted at. */ - - subticks: Long; -} function createBaseOrderId(): OrderId { return { @@ -1341,89 +1286,4 @@ export const TransactionOrdering = { return message; } -}; - -function createBaseStreamLiquidationOrder(): StreamLiquidationOrder { - return { - liquidationInfo: undefined, - clobPairId: 0, - isBuy: false, - quantums: Long.UZERO, - subticks: Long.UZERO - }; -} - -export const StreamLiquidationOrder = { - encode(message: StreamLiquidationOrder, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.liquidationInfo !== undefined) { - PerpetualLiquidationInfo.encode(message.liquidationInfo, writer.uint32(10).fork()).ldelim(); - } - - if (message.clobPairId !== 0) { - writer.uint32(16).uint32(message.clobPairId); - } - - if (message.isBuy === true) { - writer.uint32(24).bool(message.isBuy); - } - - if (!message.quantums.isZero()) { - writer.uint32(32).uint64(message.quantums); - } - - if (!message.subticks.isZero()) { - writer.uint32(40).uint64(message.subticks); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): StreamLiquidationOrder { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseStreamLiquidationOrder(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.liquidationInfo = PerpetualLiquidationInfo.decode(reader, reader.uint32()); - break; - - case 2: - message.clobPairId = reader.uint32(); - break; - - case 3: - message.isBuy = reader.bool(); - break; - - case 4: - message.quantums = (reader.uint64() as Long); - break; - - case 5: - message.subticks = (reader.uint64() as Long); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): StreamLiquidationOrder { - const message = createBaseStreamLiquidationOrder(); - message.liquidationInfo = object.liquidationInfo !== undefined && object.liquidationInfo !== null ? PerpetualLiquidationInfo.fromPartial(object.liquidationInfo) : undefined; - message.clobPairId = object.clobPairId ?? 0; - message.isBuy = object.isBuy ?? false; - message.quantums = object.quantums !== undefined && object.quantums !== null ? Long.fromValue(object.quantums) : Long.UZERO; - message.subticks = object.subticks !== undefined && object.subticks !== null ? Long.fromValue(object.subticks) : Long.UZERO; - return message; - } - }; \ No newline at end of file diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts index 27872be567..e3ebe88ee0 100644 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts +++ b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts @@ -1,12 +1,10 @@ import { PageRequest, PageRequestSDKType, PageResponse, PageResponseSDKType } from "../../cosmos/base/query/v1beta1/pagination"; import { ValidatorMevMatches, ValidatorMevMatchesSDKType, MevNodeToNodeMetrics, MevNodeToNodeMetricsSDKType } from "./mev"; -import { OrderId, OrderIdSDKType, LongTermOrderPlacement, LongTermOrderPlacementSDKType, Order, OrderSDKType, StreamLiquidationOrder, StreamLiquidationOrderSDKType } from "./order"; -import { SubaccountId, SubaccountIdSDKType } from "../subaccounts/subaccount"; +import { OrderId, OrderIdSDKType, LongTermOrderPlacement, LongTermOrderPlacementSDKType, Order, OrderSDKType } from "./order"; import { ClobPair, ClobPairSDKType } from "./clob_pair"; import { EquityTierLimitConfiguration, EquityTierLimitConfigurationSDKType } from "./equity_tier_limit_config"; import { BlockRateLimitConfiguration, BlockRateLimitConfigurationSDKType } from "./block_rate_limit_config"; import { LiquidationsConfig, LiquidationsConfigSDKType } from "./liquidations_config"; -import { StreamSubaccountUpdate, StreamSubaccountUpdateSDKType } from "../subaccounts/streaming"; import { OffChainUpdateV1, OffChainUpdateV1SDKType } from "../indexer/off_chain_updates/off_chain_updates"; import { ClobMatch, ClobMatchSDKType } from "./matches"; import * as _m0 from "protobufjs/minimal"; @@ -253,9 +251,6 @@ export interface QueryLiquidationsConfigurationResponseSDKType { export interface StreamOrderbookUpdatesRequest { /** Clob pair ids to stream orderbook updates for. */ clobPairId: number[]; - /** Subaccount ids to stream subaccount updates for. */ - - subaccountIds: SubaccountId[]; } /** * StreamOrderbookUpdatesRequest is a request message for the @@ -265,9 +260,6 @@ export interface StreamOrderbookUpdatesRequest { export interface StreamOrderbookUpdatesRequestSDKType { /** Clob pair ids to stream orderbook updates for. */ clob_pair_id: number[]; - /** Subaccount ids to stream subaccount updates for. */ - - subaccount_ids: SubaccountIdSDKType[]; } /** * StreamOrderbookUpdatesResponse is a response message for the @@ -295,8 +287,6 @@ export interface StreamOrderbookUpdatesResponseSDKType { export interface StreamUpdate { orderbookUpdate?: StreamOrderbookUpdate; orderFill?: StreamOrderbookFill; - takerOrder?: StreamTakerOrder; - subaccountUpdate?: StreamSubaccountUpdate; /** Block height of the update. */ blockHeight: number; @@ -312,8 +302,6 @@ export interface StreamUpdate { export interface StreamUpdateSDKType { orderbook_update?: StreamOrderbookUpdateSDKType; order_fill?: StreamOrderbookFillSDKType; - taker_order?: StreamTakerOrderSDKType; - subaccount_update?: StreamSubaccountUpdateSDKType; /** Block height of the update. */ block_height: number; @@ -403,90 +391,6 @@ export interface StreamOrderbookFillSDKType { fill_amounts: Long[]; } -/** - * StreamTakerOrder provides information on a taker order that was attempted - * to be matched on the orderbook. - * It is intended to be used only in full node streaming. - */ - -export interface StreamTakerOrder { - order?: Order; - liquidationOrder?: StreamLiquidationOrder; - /** - * Information on the taker order after it is matched on the book, - * either successfully or unsuccessfully. - */ - - takerOrderStatus?: StreamTakerOrderStatus; -} -/** - * StreamTakerOrder provides information on a taker order that was attempted - * to be matched on the orderbook. - * It is intended to be used only in full node streaming. - */ - -export interface StreamTakerOrderSDKType { - order?: OrderSDKType; - liquidation_order?: StreamLiquidationOrderSDKType; - /** - * Information on the taker order after it is matched on the book, - * either successfully or unsuccessfully. - */ - - taker_order_status?: StreamTakerOrderStatusSDKType; -} -/** - * StreamTakerOrderStatus is a representation of a taker order - * after it is attempted to be matched on the orderbook. - * It is intended to be used only in full node streaming. - */ - -export interface StreamTakerOrderStatus { - /** - * The state of the taker order after attempting to match it against the - * orderbook. Possible enum values can be found here: - * https://github.com/dydxprotocol/v4-chain/blob/main/protocol/x/clob/types/orderbook.go#L105 - */ - orderStatus: number; - /** The amount of remaining (non-matched) base quantums of this taker order. */ - - remainingQuantums: Long; - /** - * The amount of base quantums that were *optimistically* filled for this - * taker order when the order is matched against the orderbook. Note that if - * any quantums of this order were optimistically filled or filled in state - * before this invocation of the matching loop, this value will not include - * them. - */ - - optimisticallyFilledQuantums: Long; -} -/** - * StreamTakerOrderStatus is a representation of a taker order - * after it is attempted to be matched on the orderbook. - * It is intended to be used only in full node streaming. - */ - -export interface StreamTakerOrderStatusSDKType { - /** - * The state of the taker order after attempting to match it against the - * orderbook. Possible enum values can be found here: - * https://github.com/dydxprotocol/v4-chain/blob/main/protocol/x/clob/types/orderbook.go#L105 - */ - order_status: number; - /** The amount of remaining (non-matched) base quantums of this taker order. */ - - remaining_quantums: Long; - /** - * The amount of base quantums that were *optimistically* filled for this - * taker order when the order is matched against the orderbook. Note that if - * any quantums of this order were optimistically filled or filled in state - * before this invocation of the matching loop, this value will not include - * them. - */ - - optimistically_filled_quantums: Long; -} function createBaseQueryGetClobPairRequest(): QueryGetClobPairRequest { return { @@ -1192,8 +1096,7 @@ export const QueryLiquidationsConfigurationResponse = { function createBaseStreamOrderbookUpdatesRequest(): StreamOrderbookUpdatesRequest { return { - clobPairId: [], - subaccountIds: [] + clobPairId: [] }; } @@ -1206,11 +1109,6 @@ export const StreamOrderbookUpdatesRequest = { } writer.ldelim(); - - for (const v of message.subaccountIds) { - SubaccountId.encode(v!, writer.uint32(18).fork()).ldelim(); - } - return writer; }, @@ -1236,10 +1134,6 @@ export const StreamOrderbookUpdatesRequest = { break; - case 2: - message.subaccountIds.push(SubaccountId.decode(reader, reader.uint32())); - break; - default: reader.skipType(tag & 7); break; @@ -1252,7 +1146,6 @@ export const StreamOrderbookUpdatesRequest = { fromPartial(object: DeepPartial): StreamOrderbookUpdatesRequest { const message = createBaseStreamOrderbookUpdatesRequest(); message.clobPairId = object.clobPairId?.map(e => e) || []; - message.subaccountIds = object.subaccountIds?.map(e => SubaccountId.fromPartial(e)) || []; return message; } @@ -1307,8 +1200,6 @@ function createBaseStreamUpdate(): StreamUpdate { return { orderbookUpdate: undefined, orderFill: undefined, - takerOrder: undefined, - subaccountUpdate: undefined, blockHeight: 0, execMode: 0 }; @@ -1324,20 +1215,12 @@ export const StreamUpdate = { StreamOrderbookFill.encode(message.orderFill, writer.uint32(18).fork()).ldelim(); } - if (message.takerOrder !== undefined) { - StreamTakerOrder.encode(message.takerOrder, writer.uint32(26).fork()).ldelim(); - } - - if (message.subaccountUpdate !== undefined) { - StreamSubaccountUpdate.encode(message.subaccountUpdate, writer.uint32(34).fork()).ldelim(); - } - if (message.blockHeight !== 0) { - writer.uint32(40).uint32(message.blockHeight); + writer.uint32(24).uint32(message.blockHeight); } if (message.execMode !== 0) { - writer.uint32(48).uint32(message.execMode); + writer.uint32(32).uint32(message.execMode); } return writer; @@ -1361,18 +1244,10 @@ export const StreamUpdate = { break; case 3: - message.takerOrder = StreamTakerOrder.decode(reader, reader.uint32()); - break; - - case 4: - message.subaccountUpdate = StreamSubaccountUpdate.decode(reader, reader.uint32()); - break; - - case 5: message.blockHeight = reader.uint32(); break; - case 6: + case 4: message.execMode = reader.uint32(); break; @@ -1389,8 +1264,6 @@ export const StreamUpdate = { const message = createBaseStreamUpdate(); message.orderbookUpdate = object.orderbookUpdate !== undefined && object.orderbookUpdate !== null ? StreamOrderbookUpdate.fromPartial(object.orderbookUpdate) : undefined; message.orderFill = object.orderFill !== undefined && object.orderFill !== null ? StreamOrderbookFill.fromPartial(object.orderFill) : undefined; - message.takerOrder = object.takerOrder !== undefined && object.takerOrder !== null ? StreamTakerOrder.fromPartial(object.takerOrder) : undefined; - message.subaccountUpdate = object.subaccountUpdate !== undefined && object.subaccountUpdate !== null ? StreamSubaccountUpdate.fromPartial(object.subaccountUpdate) : undefined; message.blockHeight = object.blockHeight ?? 0; message.execMode = object.execMode ?? 0; return message; @@ -1528,134 +1401,4 @@ export const StreamOrderbookFill = { return message; } -}; - -function createBaseStreamTakerOrder(): StreamTakerOrder { - return { - order: undefined, - liquidationOrder: undefined, - takerOrderStatus: undefined - }; -} - -export const StreamTakerOrder = { - encode(message: StreamTakerOrder, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.order !== undefined) { - Order.encode(message.order, writer.uint32(10).fork()).ldelim(); - } - - if (message.liquidationOrder !== undefined) { - StreamLiquidationOrder.encode(message.liquidationOrder, writer.uint32(18).fork()).ldelim(); - } - - if (message.takerOrderStatus !== undefined) { - StreamTakerOrderStatus.encode(message.takerOrderStatus, writer.uint32(26).fork()).ldelim(); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): StreamTakerOrder { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseStreamTakerOrder(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.order = Order.decode(reader, reader.uint32()); - break; - - case 2: - message.liquidationOrder = StreamLiquidationOrder.decode(reader, reader.uint32()); - break; - - case 3: - message.takerOrderStatus = StreamTakerOrderStatus.decode(reader, reader.uint32()); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): StreamTakerOrder { - const message = createBaseStreamTakerOrder(); - message.order = object.order !== undefined && object.order !== null ? Order.fromPartial(object.order) : undefined; - message.liquidationOrder = object.liquidationOrder !== undefined && object.liquidationOrder !== null ? StreamLiquidationOrder.fromPartial(object.liquidationOrder) : undefined; - message.takerOrderStatus = object.takerOrderStatus !== undefined && object.takerOrderStatus !== null ? StreamTakerOrderStatus.fromPartial(object.takerOrderStatus) : undefined; - return message; - } - -}; - -function createBaseStreamTakerOrderStatus(): StreamTakerOrderStatus { - return { - orderStatus: 0, - remainingQuantums: Long.UZERO, - optimisticallyFilledQuantums: Long.UZERO - }; -} - -export const StreamTakerOrderStatus = { - encode(message: StreamTakerOrderStatus, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.orderStatus !== 0) { - writer.uint32(8).uint32(message.orderStatus); - } - - if (!message.remainingQuantums.isZero()) { - writer.uint32(16).uint64(message.remainingQuantums); - } - - if (!message.optimisticallyFilledQuantums.isZero()) { - writer.uint32(24).uint64(message.optimisticallyFilledQuantums); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): StreamTakerOrderStatus { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseStreamTakerOrderStatus(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.orderStatus = reader.uint32(); - break; - - case 2: - message.remainingQuantums = (reader.uint64() as Long); - break; - - case 3: - message.optimisticallyFilledQuantums = (reader.uint64() as Long); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): StreamTakerOrderStatus { - const message = createBaseStreamTakerOrderStatus(); - message.orderStatus = object.orderStatus ?? 0; - message.remainingQuantums = object.remainingQuantums !== undefined && object.remainingQuantums !== null ? Long.fromValue(object.remainingQuantums) : Long.UZERO; - message.optimisticallyFilledQuantums = object.optimisticallyFilledQuantums !== undefined && object.optimisticallyFilledQuantums !== null ? Long.fromValue(object.optimisticallyFilledQuantums) : Long.UZERO; - return message; - } - }; \ No newline at end of file diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/subaccounts/streaming.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/subaccounts/streaming.ts deleted file mode 100644 index fd54ef914b..0000000000 --- a/indexer/packages/v4-protos/src/codegen/dydxprotocol/subaccounts/streaming.ts +++ /dev/null @@ -1,286 +0,0 @@ -import { SubaccountId, SubaccountIdSDKType } from "./subaccount"; -import * as _m0 from "protobufjs/minimal"; -import { DeepPartial, Long } from "../../helpers"; -/** - * StreamSubaccountUpdate provides information on a subaccount update. Used in - * the full node GRPC stream. - */ - -export interface StreamSubaccountUpdate { - subaccountId?: SubaccountId; - /** updated_perpetual_positions will each be for unique perpetuals. */ - - updatedPerpetualPositions: SubaccountPerpetualPosition[]; - /** updated_asset_positions will each be for unique assets. */ - - updatedAssetPositions: SubaccountAssetPosition[]; - /** - * Snapshot indicates if the response is from a snapshot of the subaccount. - * All updates should be ignored until snapshot is received. - * If the snapshot is true, then all previous entries should be - * discarded and the subaccount should be resynced. - * For a snapshot subaccount update, the `updated_perpetual_positions` and - * `updated_asset_positions` fields will contain the full state of the - * subaccount. - */ - - snapshot: boolean; -} -/** - * StreamSubaccountUpdate provides information on a subaccount update. Used in - * the full node GRPC stream. - */ - -export interface StreamSubaccountUpdateSDKType { - subaccount_id?: SubaccountIdSDKType; - /** updated_perpetual_positions will each be for unique perpetuals. */ - - updated_perpetual_positions: SubaccountPerpetualPositionSDKType[]; - /** updated_asset_positions will each be for unique assets. */ - - updated_asset_positions: SubaccountAssetPositionSDKType[]; - /** - * Snapshot indicates if the response is from a snapshot of the subaccount. - * All updates should be ignored until snapshot is received. - * If the snapshot is true, then all previous entries should be - * discarded and the subaccount should be resynced. - * For a snapshot subaccount update, the `updated_perpetual_positions` and - * `updated_asset_positions` fields will contain the full state of the - * subaccount. - */ - - snapshot: boolean; -} -/** - * SubaccountPerpetualPosition provides information on a subaccount's updated - * perpetual positions. - */ - -export interface SubaccountPerpetualPosition { - /** The `Id` of the `Perpetual`. */ - perpetualId: number; - /** The size of the position in base quantums. */ - - quantums: Long; -} -/** - * SubaccountPerpetualPosition provides information on a subaccount's updated - * perpetual positions. - */ - -export interface SubaccountPerpetualPositionSDKType { - /** The `Id` of the `Perpetual`. */ - perpetual_id: number; - /** The size of the position in base quantums. */ - - quantums: Long; -} -/** - * SubaccountAssetPosition provides information on a subaccount's updated asset - * positions. - */ - -export interface SubaccountAssetPosition { - /** The `Id` of the `Asset`. */ - assetId: number; - /** The absolute size of the position in base quantums. */ - - quantums: Long; -} -/** - * SubaccountAssetPosition provides information on a subaccount's updated asset - * positions. - */ - -export interface SubaccountAssetPositionSDKType { - /** The `Id` of the `Asset`. */ - asset_id: number; - /** The absolute size of the position in base quantums. */ - - quantums: Long; -} - -function createBaseStreamSubaccountUpdate(): StreamSubaccountUpdate { - return { - subaccountId: undefined, - updatedPerpetualPositions: [], - updatedAssetPositions: [], - snapshot: false - }; -} - -export const StreamSubaccountUpdate = { - encode(message: StreamSubaccountUpdate, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.subaccountId !== undefined) { - SubaccountId.encode(message.subaccountId, writer.uint32(10).fork()).ldelim(); - } - - for (const v of message.updatedPerpetualPositions) { - SubaccountPerpetualPosition.encode(v!, writer.uint32(18).fork()).ldelim(); - } - - for (const v of message.updatedAssetPositions) { - SubaccountAssetPosition.encode(v!, writer.uint32(26).fork()).ldelim(); - } - - if (message.snapshot === true) { - writer.uint32(32).bool(message.snapshot); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): StreamSubaccountUpdate { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseStreamSubaccountUpdate(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.subaccountId = SubaccountId.decode(reader, reader.uint32()); - break; - - case 2: - message.updatedPerpetualPositions.push(SubaccountPerpetualPosition.decode(reader, reader.uint32())); - break; - - case 3: - message.updatedAssetPositions.push(SubaccountAssetPosition.decode(reader, reader.uint32())); - break; - - case 4: - message.snapshot = reader.bool(); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): StreamSubaccountUpdate { - const message = createBaseStreamSubaccountUpdate(); - message.subaccountId = object.subaccountId !== undefined && object.subaccountId !== null ? SubaccountId.fromPartial(object.subaccountId) : undefined; - message.updatedPerpetualPositions = object.updatedPerpetualPositions?.map(e => SubaccountPerpetualPosition.fromPartial(e)) || []; - message.updatedAssetPositions = object.updatedAssetPositions?.map(e => SubaccountAssetPosition.fromPartial(e)) || []; - message.snapshot = object.snapshot ?? false; - return message; - } - -}; - -function createBaseSubaccountPerpetualPosition(): SubaccountPerpetualPosition { - return { - perpetualId: 0, - quantums: Long.UZERO - }; -} - -export const SubaccountPerpetualPosition = { - encode(message: SubaccountPerpetualPosition, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.perpetualId !== 0) { - writer.uint32(8).uint32(message.perpetualId); - } - - if (!message.quantums.isZero()) { - writer.uint32(16).uint64(message.quantums); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountPerpetualPosition { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseSubaccountPerpetualPosition(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.perpetualId = reader.uint32(); - break; - - case 2: - message.quantums = (reader.uint64() as Long); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): SubaccountPerpetualPosition { - const message = createBaseSubaccountPerpetualPosition(); - message.perpetualId = object.perpetualId ?? 0; - message.quantums = object.quantums !== undefined && object.quantums !== null ? Long.fromValue(object.quantums) : Long.UZERO; - return message; - } - -}; - -function createBaseSubaccountAssetPosition(): SubaccountAssetPosition { - return { - assetId: 0, - quantums: Long.UZERO - }; -} - -export const SubaccountAssetPosition = { - encode(message: SubaccountAssetPosition, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer { - if (message.assetId !== 0) { - writer.uint32(8).uint32(message.assetId); - } - - if (!message.quantums.isZero()) { - writer.uint32(16).uint64(message.quantums); - } - - return writer; - }, - - decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountAssetPosition { - const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input); - let end = length === undefined ? reader.len : reader.pos + length; - const message = createBaseSubaccountAssetPosition(); - - while (reader.pos < end) { - const tag = reader.uint32(); - - switch (tag >>> 3) { - case 1: - message.assetId = reader.uint32(); - break; - - case 2: - message.quantums = (reader.uint64() as Long); - break; - - default: - reader.skipType(tag & 7); - break; - } - } - - return message; - }, - - fromPartial(object: DeepPartial): SubaccountAssetPosition { - const message = createBaseSubaccountAssetPosition(); - message.assetId = object.assetId ?? 0; - message.quantums = object.quantums !== undefined && object.quantums !== null ? Long.fromValue(object.quantums) : Long.UZERO; - return message; - } - -}; \ No newline at end of file diff --git a/indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts b/indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts index c6e19ca25e..f86995801b 100644 --- a/indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts +++ b/indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts @@ -1,3 +1,3 @@ -import * as _106 from "./gogo"; -export const gogoproto = { ..._106 +import * as _105 from "./gogo"; +export const gogoproto = { ..._105 }; \ No newline at end of file diff --git a/indexer/packages/v4-protos/src/codegen/google/bundle.ts b/indexer/packages/v4-protos/src/codegen/google/bundle.ts index ce09159550..bd8180db33 100644 --- a/indexer/packages/v4-protos/src/codegen/google/bundle.ts +++ b/indexer/packages/v4-protos/src/codegen/google/bundle.ts @@ -1,16 +1,16 @@ -import * as _107 from "./api/annotations"; -import * as _108 from "./api/http"; -import * as _109 from "./protobuf/descriptor"; -import * as _110 from "./protobuf/duration"; -import * as _111 from "./protobuf/timestamp"; -import * as _112 from "./protobuf/any"; +import * as _106 from "./api/annotations"; +import * as _107 from "./api/http"; +import * as _108 from "./protobuf/descriptor"; +import * as _109 from "./protobuf/duration"; +import * as _110 from "./protobuf/timestamp"; +import * as _111 from "./protobuf/any"; export namespace google { - export const api = { ..._107, - ..._108 + export const api = { ..._106, + ..._107 }; - export const protobuf = { ..._109, + export const protobuf = { ..._108, + ..._109, ..._110, - ..._111, - ..._112 + ..._111 }; } \ No newline at end of file diff --git a/proto/dydxprotocol/clob/order.proto b/proto/dydxprotocol/clob/order.proto index 2cf39b808c..6cd482bd2b 100644 --- a/proto/dydxprotocol/clob/order.proto +++ b/proto/dydxprotocol/clob/order.proto @@ -3,7 +3,6 @@ package dydxprotocol.clob; import "gogoproto/gogo.proto"; import "dydxprotocol/subaccounts/subaccount.proto"; -import "dydxprotocol/clob/liquidations.proto"; option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"; @@ -229,24 +228,3 @@ message TransactionOrdering { // Within the block, the unique transaction index. uint32 transaction_index = 2; } - -// StreamLiquidationOrder represents an protocol-generated IOC liquidation -// order. Used in full node streaming. -message StreamLiquidationOrder { - // Information about this liquidation order. - PerpetualLiquidationInfo liquidation_info = 1; - - // CLOB pair ID of the CLOB pair the liquidation order will be matched - // against. - uint32 clob_pair_id = 2; - - // True if this is a buy order liquidating a short position, false if vice - // versa. - bool is_buy = 3; - - // The number of base quantums for this liquidation order. - uint64 quantums = 4; - - // The subticks this liquidation order will be submitted at. - uint64 subticks = 5; -} \ No newline at end of file diff --git a/proto/dydxprotocol/clob/query.proto b/proto/dydxprotocol/clob/query.proto index b0342bc3c6..cca523bcc6 100644 --- a/proto/dydxprotocol/clob/query.proto +++ b/proto/dydxprotocol/clob/query.proto @@ -12,8 +12,6 @@ import "dydxprotocol/clob/matches.proto"; import "dydxprotocol/clob/liquidations_config.proto"; import "dydxprotocol/clob/mev.proto"; import "dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto"; -import "dydxprotocol/subaccounts/streaming.proto"; -import "dydxprotocol/subaccounts/subaccount.proto"; option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"; @@ -167,9 +165,6 @@ message QueryLiquidationsConfigurationResponse { message StreamOrderbookUpdatesRequest { // Clob pair ids to stream orderbook updates for. repeated uint32 clob_pair_id = 1; - - // Subaccount ids to stream subaccount updates for. - repeated dydxprotocol.subaccounts.SubaccountId subaccount_ids = 2; } // StreamOrderbookUpdatesResponse is a response message for the @@ -183,19 +178,17 @@ message StreamOrderbookUpdatesResponse { // GRPC stream. message StreamUpdate { // Contains one of an StreamOrderbookUpdate, - // StreamOrderbookFill, StreamTakerOrderStatus. + // StreamOrderbookFill. oneof update_message { StreamOrderbookUpdate orderbook_update = 1; StreamOrderbookFill order_fill = 2; - StreamTakerOrder taker_order = 3; - dydxprotocol.subaccounts.StreamSubaccountUpdate subaccount_update = 4; } // Block height of the update. - uint32 block_height = 5; + uint32 block_height = 3; // Exec mode of the update. - uint32 exec_mode = 6; + uint32 exec_mode = 4; } // StreamOrderbookUpdate provides information on an orderbook update. Used in @@ -227,39 +220,3 @@ message StreamOrderbookFill { // Resulting fill amounts for each order in the orders array. repeated uint64 fill_amounts = 3; } - -// StreamTakerOrder provides information on a taker order that was attempted -// to be matched on the orderbook. -// It is intended to be used only in full node streaming. -message StreamTakerOrder { - // The taker order that was matched on the orderbook. Can be a - // regular order or a liquidation order. - oneof taker_order { - Order order = 1; - StreamLiquidationOrder liquidation_order = 2; - } - - // Information on the taker order after it is matched on the book, - // either successfully or unsuccessfully. - StreamTakerOrderStatus taker_order_status = 3; -} - -// StreamTakerOrderStatus is a representation of a taker order -// after it is attempted to be matched on the orderbook. -// It is intended to be used only in full node streaming. -message StreamTakerOrderStatus { - // The state of the taker order after attempting to match it against the - // orderbook. Possible enum values can be found here: - // https://github.com/dydxprotocol/v4-chain/blob/main/protocol/x/clob/types/orderbook.go#L105 - uint32 order_status = 1; - - // The amount of remaining (non-matched) base quantums of this taker order. - uint64 remaining_quantums = 2; - - // The amount of base quantums that were *optimistically* filled for this - // taker order when the order is matched against the orderbook. Note that if - // any quantums of this order were optimistically filled or filled in state - // before this invocation of the matching loop, this value will not include - // them. - uint64 optimistically_filled_quantums = 3; -} diff --git a/proto/dydxprotocol/subaccounts/streaming.proto b/proto/dydxprotocol/subaccounts/streaming.proto deleted file mode 100644 index 13b71ee1ae..0000000000 --- a/proto/dydxprotocol/subaccounts/streaming.proto +++ /dev/null @@ -1,42 +0,0 @@ -syntax = "proto3"; -package dydxprotocol.subaccounts; - -import "dydxprotocol/subaccounts/subaccount.proto"; - -option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"; - -// StreamSubaccountUpdate provides information on a subaccount update. Used in -// the full node GRPC stream. -message StreamSubaccountUpdate { - SubaccountId subaccount_id = 1; - // updated_perpetual_positions will each be for unique perpetuals. - repeated SubaccountPerpetualPosition updated_perpetual_positions = 2; - // updated_asset_positions will each be for unique assets. - repeated SubaccountAssetPosition updated_asset_positions = 3; - // Snapshot indicates if the response is from a snapshot of the subaccount. - // All updates should be ignored until snapshot is received. - // If the snapshot is true, then all previous entries should be - // discarded and the subaccount should be resynced. - // For a snapshot subaccount update, the `updated_perpetual_positions` and - // `updated_asset_positions` fields will contain the full state of the - // subaccount. - bool snapshot = 4; -} - -// SubaccountPerpetualPosition provides information on a subaccount's updated -// perpetual positions. -message SubaccountPerpetualPosition { - // The `Id` of the `Perpetual`. - uint32 perpetual_id = 1; - // The size of the position in base quantums. - uint64 quantums = 2; -} - -// SubaccountAssetPosition provides information on a subaccount's updated asset -// positions. -message SubaccountAssetPosition { - // The `Id` of the `Asset`. - uint32 asset_id = 1; - // The absolute size of the position in base quantums. - uint64 quantums = 2; -} diff --git a/protocol/app/app.go b/protocol/app/app.go index 1263f2949c..5787ff7af3 100644 --- a/protocol/app/app.go +++ b/protocol/app/app.go @@ -218,10 +218,9 @@ import ( servicemetrics "github.com/skip-mev/slinky/service/metrics" promserver "github.com/skip-mev/slinky/service/servers/prometheus" - // Full Node Streaming - streaming "github.com/dydxprotocol/v4-chain/protocol/streaming" - streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/types" - "github.com/dydxprotocol/v4-chain/protocol/streaming/ws" + // Grpc Streaming + streaming "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc" + streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc/types" ) var ( @@ -324,11 +323,9 @@ type App struct { // module configurator configurator module.Configurator - IndexerEventManager indexer_manager.IndexerEventManager - FullNodeStreamingManager streamingtypes.FullNodeStreamingManager - WebsocketStreamingServer *ws.WebsocketServer - - Server *daemonserver.Server + IndexerEventManager indexer_manager.IndexerEventManager + GrpcStreamingManager streamingtypes.GrpcStreamingManager + Server *daemonserver.Server // startDaemons encapsulates the logic that starts all daemons and daemon services. This function contains a // closure of all relevant data structures that are shared with various keepers. Daemon services startup is @@ -460,11 +457,8 @@ func New( if app.SlinkyClient != nil { app.SlinkyClient.Stop() } - if app.FullNodeStreamingManager != nil { - app.FullNodeStreamingManager.Stop() - } - if app.WebsocketStreamingServer != nil { - app.WebsocketStreamingServer.Shutdown() + if app.GrpcStreamingManager != nil { + app.GrpcStreamingManager.Stop() } return nil }, @@ -726,11 +720,7 @@ func New( indexerFlags.SendOffchainData, ) - app.FullNodeStreamingManager, app.WebsocketStreamingServer = getFullNodeStreamingManagerFromOptions( - appFlags, - appCodec, - logger, - ) + app.GrpcStreamingManager = getGrpcStreamingManagerFromOptions(appFlags, logger) timeProvider := &timelib.TimeProviderImpl{} @@ -1012,7 +1002,6 @@ func New( app.PerpetualsKeeper, app.BlockTimeKeeper, app.IndexerEventManager, - app.FullNodeStreamingManager, ) subaccountsModule := subaccountsmodule.NewAppModule( appCodec, @@ -1023,7 +1012,7 @@ func New( logger.Info("Parsed CLOB flags", "Flags", clobFlags) memClob := clobmodulememclob.NewMemClobPriceTimePriority(app.IndexerEventManager.Enabled()) - memClob.SetGenerateOrderbookUpdates(app.FullNodeStreamingManager.Enabled()) + memClob.SetGenerateOrderbookUpdates(app.GrpcStreamingManager.Enabled()) app.ClobKeeper = clobmodulekeeper.NewKeeper( appCodec, @@ -1046,7 +1035,7 @@ func New( app.StatsKeeper, app.RewardsKeeper, app.IndexerEventManager, - app.FullNodeStreamingManager, + app.GrpcStreamingManager, txConfig.TxDecoder(), clobFlags, rate_limit.NewPanicRateLimiter[sdk.Msg](), @@ -1920,41 +1909,20 @@ func getIndexerFromOptions( return indexerMessageSender, indexerFlags } -// getFullNodeStreamingManagerFromOptions returns an instance of a streamingtypes.FullNodeStreamingManager -// from the specified options. This function will default to returning a no-op instance. -func getFullNodeStreamingManagerFromOptions( +// getGrpcStreamingManagerFromOptions returns an instance of a streamingtypes.GrpcStreamingManager from the specified +// options. This function will default to returning a no-op instance. +func getGrpcStreamingManagerFromOptions( appFlags flags.Flags, - cdc codec.Codec, logger log.Logger, -) (manager streamingtypes.FullNodeStreamingManager, wsServer *ws.WebsocketServer) { - logger = logger.With(log.ModuleKey, "full-node-streaming") +) (manager streamingtypes.GrpcStreamingManager) { if appFlags.GrpcStreamingEnabled { - logger.Info("Full node streaming is enabled") - if appFlags.FullNodeStreamingSnapshotInterval > 0 { - logger.Info("Interval snapshots enabled") - } - manager := streaming.NewFullNodeStreamingManager( + logger.Info("GRPC streaming is enabled") + return streaming.NewGrpcStreamingManager( logger, appFlags.GrpcStreamingFlushIntervalMs, appFlags.GrpcStreamingMaxBatchSize, appFlags.GrpcStreamingMaxChannelBufferSize, - appFlags.FullNodeStreamingSnapshotInterval, ) - - // Start websocket server. - if appFlags.WebsocketStreamingEnabled { - port := appFlags.WebsocketStreamingPort - logger.Info("Websocket full node streaming is enabled") - wsServer = ws.NewWebsocketServer( - manager, - cdc, - logger, - port, - ) - wsServer.Start() - } - - return manager, wsServer } - return streaming.NewNoopGrpcStreamingManager(), wsServer + return streaming.NewNoopGrpcStreamingManager() } diff --git a/protocol/app/app_test.go b/protocol/app/app_test.go index 1eab0b30e7..9bc21b9d88 100644 --- a/protocol/app/app_test.go +++ b/protocol/app/app_test.go @@ -106,7 +106,6 @@ func TestAppIsFullyInitialized(t *testing.T) { "BridgeClient", "SlinkyClient", "oraclePrometheusServer", - "WebsocketStreamingServer", // Any default constructed type can be considered initialized if the default is what is // expected. getUninitializedStructFields relies on fields being the non-default and diff --git a/protocol/app/flags/flags.go b/protocol/app/flags/flags.go index fc14704028..5756b69162 100644 --- a/protocol/app/flags/flags.go +++ b/protocol/app/flags/flags.go @@ -20,14 +20,11 @@ type Flags struct { GrpcAddress string GrpcEnable bool - // Full Node Streaming + // Grpc Streaming GrpcStreamingEnabled bool GrpcStreamingFlushIntervalMs uint32 GrpcStreamingMaxBatchSize uint32 GrpcStreamingMaxChannelBufferSize uint32 - WebsocketStreamingEnabled bool - WebsocketStreamingPort uint16 - FullNodeStreamingSnapshotInterval uint32 VEOracleEnabled bool // Slinky Vote Extensions } @@ -48,9 +45,6 @@ const ( GrpcStreamingFlushIntervalMs = "grpc-streaming-flush-interval-ms" GrpcStreamingMaxBatchSize = "grpc-streaming-max-batch-size" GrpcStreamingMaxChannelBufferSize = "grpc-streaming-max-channel-buffer-size" - WebsocketStreamingEnabled = "websocket-streaming-enabled" - WebsocketStreamingPort = "websocket-streaming-port" - FullNodeStreamingSnapshotInterval = "fns-snapshot-interval" // Slinky VEs enabled VEOracleEnabled = "slinky-vote-extension-oracle-enabled" @@ -67,9 +61,6 @@ const ( DefaultGrpcStreamingFlushIntervalMs = 50 DefaultGrpcStreamingMaxBatchSize = 2000 DefaultGrpcStreamingMaxChannelBufferSize = 2000 - DefaultWebsocketStreamingEnabled = false - DefaultWebsocketStreamingPort = 9092 - DefaultFullNodeStreamingSnapshotInterval = 0 DefaultVEOracleEnabled = true ) @@ -120,22 +111,6 @@ func AddFlagsToCmd(cmd *cobra.Command) { DefaultGrpcStreamingMaxChannelBufferSize, "Maximum per-subscription channel size before grpc streaming cancels a singular subscription", ) - cmd.Flags().Uint32( - FullNodeStreamingSnapshotInterval, - DefaultFullNodeStreamingSnapshotInterval, - "If set to positive number, number of blocks between each periodic snapshot will be sent out. "+ - "Defaults to zero for regular behavior of one initial snapshot.", - ) - cmd.Flags().Bool( - WebsocketStreamingEnabled, - DefaultWebsocketStreamingEnabled, - "Whether to enable websocket full node streaming for full nodes", - ) - cmd.Flags().Uint16( - WebsocketStreamingPort, - DefaultWebsocketStreamingPort, - "Port for websocket full node streaming connections. Defaults to 9092.", - ) cmd.Flags().Bool( VEOracleEnabled, DefaultVEOracleEnabled, @@ -156,22 +131,15 @@ func (f *Flags) Validate() error { return fmt.Errorf("grpc.enable must be set to true - grpc streaming requires gRPC server") } if f.GrpcStreamingMaxBatchSize == 0 { - return fmt.Errorf("full node streaming batch size must be positive number") + return fmt.Errorf("grpc streaming batch size must be positive number") } if f.GrpcStreamingFlushIntervalMs == 0 { - return fmt.Errorf("full node streaming flush interval must be positive number") + return fmt.Errorf("grpc streaming flush interval must be positive number") } if f.GrpcStreamingMaxChannelBufferSize == 0 { - return fmt.Errorf("full node streaming channel size must be positive number") - } - } - - if f.WebsocketStreamingEnabled { - if !f.GrpcStreamingEnabled { - return fmt.Errorf("websocket full node streaming requires grpc streaming to be enabled") + return fmt.Errorf("grpc streaming channel size must be positive number") } } - return nil } @@ -195,9 +163,6 @@ func GetFlagValuesFromOptions( GrpcStreamingFlushIntervalMs: DefaultGrpcStreamingFlushIntervalMs, GrpcStreamingMaxBatchSize: DefaultGrpcStreamingMaxBatchSize, GrpcStreamingMaxChannelBufferSize: DefaultGrpcStreamingMaxChannelBufferSize, - WebsocketStreamingEnabled: DefaultWebsocketStreamingEnabled, - WebsocketStreamingPort: DefaultWebsocketStreamingPort, - FullNodeStreamingSnapshotInterval: DefaultFullNodeStreamingSnapshotInterval, VEOracleEnabled: true, } @@ -263,24 +228,6 @@ func GetFlagValuesFromOptions( } } - if option := appOpts.Get(WebsocketStreamingEnabled); option != nil { - if v, err := cast.ToBoolE(option); err == nil { - result.WebsocketStreamingEnabled = v - } - } - - if option := appOpts.Get(WebsocketStreamingPort); option != nil { - if v, err := cast.ToUint16E(option); err == nil { - result.WebsocketStreamingPort = v - } - } - - if option := appOpts.Get(FullNodeStreamingSnapshotInterval); option != nil { - if v, err := cast.ToUint32E(option); err == nil { - result.FullNodeStreamingSnapshotInterval = v - } - } - if option := appOpts.Get(VEOracleEnabled); option != nil { if v, err := cast.ToBoolE(option); err == nil { result.VEOracleEnabled = v diff --git a/protocol/app/flags/flags_test.go b/protocol/app/flags/flags_test.go index 0def068f40..4b5da76819 100644 --- a/protocol/app/flags/flags_test.go +++ b/protocol/app/flags/flags_test.go @@ -5,6 +5,7 @@ import ( "testing" "github.com/cosmos/cosmos-sdk/server/config" + "github.com/dydxprotocol/v4-chain/protocol/app/flags" "github.com/dydxprotocol/v4-chain/protocol/mocks" "github.com/spf13/cobra" @@ -37,18 +38,9 @@ func TestAddFlagsToCommand(t *testing.T) { fmt.Sprintf("Has %s flag", flags.GrpcStreamingMaxBatchSize): { flagName: flags.GrpcStreamingMaxBatchSize, }, - fmt.Sprintf("Has %s flag", flags.FullNodeStreamingSnapshotInterval): { - flagName: flags.FullNodeStreamingSnapshotInterval, - }, fmt.Sprintf("Has %s flag", flags.GrpcStreamingMaxChannelBufferSize): { flagName: flags.GrpcStreamingMaxChannelBufferSize, }, - fmt.Sprintf("Has %s flag", flags.WebsocketStreamingEnabled): { - flagName: flags.WebsocketStreamingEnabled, - }, - fmt.Sprintf("Has %s flag", flags.WebsocketStreamingPort): { - flagName: flags.WebsocketStreamingPort, - }, } for name, tc := range tests { @@ -65,12 +57,11 @@ func TestValidate(t *testing.T) { }{ "success (default values)": { flags: flags.Flags{ - NonValidatingFullNode: flags.DefaultNonValidatingFullNode, - DdAgentHost: flags.DefaultDdAgentHost, - DdTraceAgentPort: flags.DefaultDdTraceAgentPort, - GrpcAddress: config.DefaultGRPCAddress, - GrpcEnable: true, - FullNodeStreamingSnapshotInterval: flags.DefaultFullNodeStreamingSnapshotInterval, + NonValidatingFullNode: flags.DefaultNonValidatingFullNode, + DdAgentHost: flags.DefaultDdAgentHost, + DdTraceAgentPort: flags.DefaultDdTraceAgentPort, + GrpcAddress: config.DefaultGRPCAddress, + GrpcEnable: true, }, }, "success - full node & gRPC disabled": { @@ -87,19 +78,6 @@ func TestValidate(t *testing.T) { GrpcStreamingFlushIntervalMs: 100, GrpcStreamingMaxBatchSize: 2000, GrpcStreamingMaxChannelBufferSize: 2000, - WebsocketStreamingEnabled: false, - }, - }, - "success - both grpc and websocket streaming enabled for validating nodes": { - flags: flags.Flags{ - NonValidatingFullNode: false, - GrpcEnable: true, - GrpcStreamingEnabled: true, - GrpcStreamingFlushIntervalMs: 100, - GrpcStreamingMaxBatchSize: 2000, - GrpcStreamingMaxChannelBufferSize: 2000, - WebsocketStreamingEnabled: true, - WebsocketStreamingPort: 8989, }, }, "failure - gRPC disabled": { @@ -116,30 +94,6 @@ func TestValidate(t *testing.T) { }, expectedErr: fmt.Errorf("grpc.enable must be set to true - grpc streaming requires gRPC server"), }, - "failure - websocket streaming enabled with gRPC streaming disabled": { - flags: flags.Flags{ - NonValidatingFullNode: true, - GrpcEnable: true, - GrpcStreamingEnabled: false, - WebsocketStreamingEnabled: true, - GrpcStreamingFlushIntervalMs: 100, - GrpcStreamingMaxBatchSize: 10000, - GrpcStreamingMaxChannelBufferSize: 10000, - }, - expectedErr: fmt.Errorf("websocket full node streaming requires grpc streaming to be enabled"), - }, - "success - websocket streaming enabled with gRPC enabled for validating node": { - flags: flags.Flags{ - NonValidatingFullNode: true, - GrpcEnable: true, - WebsocketStreamingEnabled: true, - GrpcStreamingEnabled: true, - GrpcStreamingFlushIntervalMs: 100, - GrpcStreamingMaxBatchSize: 10000, - GrpcStreamingMaxChannelBufferSize: 10000, - WebsocketStreamingPort: 8989, - }, - }, "failure - gRPC streaming enabled with zero batch size": { flags: flags.Flags{ NonValidatingFullNode: true, @@ -148,7 +102,7 @@ func TestValidate(t *testing.T) { GrpcStreamingFlushIntervalMs: 100, GrpcStreamingMaxBatchSize: 0, }, - expectedErr: fmt.Errorf("full node streaming batch size must be positive number"), + expectedErr: fmt.Errorf("grpc streaming batch size must be positive number"), }, "failure - gRPC streaming enabled with zero flush interval ms": { flags: flags.Flags{ @@ -158,7 +112,7 @@ func TestValidate(t *testing.T) { GrpcStreamingFlushIntervalMs: 0, GrpcStreamingMaxBatchSize: 2000, }, - expectedErr: fmt.Errorf("full node streaming flush interval must be positive number"), + expectedErr: fmt.Errorf("grpc streaming flush interval must be positive number"), }, "failure - gRPC streaming enabled with zero channel size ms": { flags: flags.Flags{ @@ -169,29 +123,7 @@ func TestValidate(t *testing.T) { GrpcStreamingMaxBatchSize: 2000, GrpcStreamingMaxChannelBufferSize: 0, }, - expectedErr: fmt.Errorf("full node streaming channel size must be positive number"), - }, - "failure - websocket streaming enabled with zero batch size": { - flags: flags.Flags{ - NonValidatingFullNode: true, - GrpcEnable: true, - GrpcStreamingEnabled: true, - GrpcStreamingFlushIntervalMs: 100, - GrpcStreamingMaxBatchSize: 0, - WebsocketStreamingEnabled: true, - }, - expectedErr: fmt.Errorf("full node streaming batch size must be positive number"), - }, - "success - full node streaming enabled with 20 snapshot interval": { - flags: flags.Flags{ - NonValidatingFullNode: true, - GrpcEnable: true, - GrpcStreamingEnabled: true, - GrpcStreamingFlushIntervalMs: 100, - GrpcStreamingMaxBatchSize: 2000, - GrpcStreamingMaxChannelBufferSize: 2000, - FullNodeStreamingSnapshotInterval: 20, - }, + expectedErr: fmt.Errorf("grpc streaming channel size must be positive number"), }, } for name, tc := range tests { @@ -221,9 +153,6 @@ func TestGetFlagValuesFromOptions(t *testing.T) { expectedGrpcStreamingFlushMs uint32 expectedGrpcStreamingBatchSize uint32 expectedGrpcStreamingMaxChannelBufferSize uint32 - expectedWebsocketEnabled bool - expectedWebsocketPort uint16 - expectedFullNodeStreamingSnapshotInterval uint32 }{ "Sets to default if unset": { expectedNonValidatingFullNodeFlag: false, @@ -235,9 +164,6 @@ func TestGetFlagValuesFromOptions(t *testing.T) { expectedGrpcStreamingFlushMs: 50, expectedGrpcStreamingBatchSize: 2000, expectedGrpcStreamingMaxChannelBufferSize: 2000, - expectedWebsocketEnabled: false, - expectedWebsocketPort: 9092, - expectedFullNodeStreamingSnapshotInterval: 0, }, "Sets values from options": { optsMap: map[string]any{ @@ -245,27 +171,21 @@ func TestGetFlagValuesFromOptions(t *testing.T) { flags.DdAgentHost: "agentHostTest", flags.DdTraceAgentPort: uint16(777), flags.GrpcEnable: false, - flags.GrpcAddress: "localhost:1234", + flags.GrpcAddress: "localhost:9091", flags.GrpcStreamingEnabled: "true", flags.GrpcStreamingFlushIntervalMs: uint32(408), flags.GrpcStreamingMaxBatchSize: uint32(650), flags.GrpcStreamingMaxChannelBufferSize: uint32(972), - flags.WebsocketStreamingEnabled: "true", - flags.WebsocketStreamingPort: 8989, - flags.FullNodeStreamingSnapshotInterval: uint32(123), }, expectedNonValidatingFullNodeFlag: true, expectedDdAgentHost: "agentHostTest", expectedDdTraceAgentPort: 777, expectedGrpcEnable: false, - expectedGrpcAddress: "localhost:1234", + expectedGrpcAddress: "localhost:9091", expectedGrpcStreamingEnable: true, expectedGrpcStreamingFlushMs: 408, expectedGrpcStreamingBatchSize: 650, expectedGrpcStreamingMaxChannelBufferSize: 972, - expectedWebsocketEnabled: true, - expectedWebsocketPort: 8989, - expectedFullNodeStreamingSnapshotInterval: 123, }, } @@ -318,26 +238,11 @@ func TestGetFlagValuesFromOptions(t *testing.T) { tc.expectedGrpcStreamingBatchSize, flags.GrpcStreamingMaxBatchSize, ) - require.Equal( - t, - tc.expectedFullNodeStreamingSnapshotInterval, - flags.FullNodeStreamingSnapshotInterval, - ) require.Equal( t, tc.expectedGrpcStreamingMaxChannelBufferSize, flags.GrpcStreamingMaxChannelBufferSize, ) - require.Equal( - t, - tc.expectedWebsocketEnabled, - flags.WebsocketStreamingEnabled, - ) - require.Equal( - t, - tc.expectedWebsocketPort, - flags.WebsocketStreamingPort, - ) }) } } diff --git a/protocol/daemons/liquidation/client/sub_task_runner.go b/protocol/daemons/liquidation/client/sub_task_runner.go index 594817034d..8ca0351808 100644 --- a/protocol/daemons/liquidation/client/sub_task_runner.go +++ b/protocol/daemons/liquidation/client/sub_task_runner.go @@ -16,7 +16,7 @@ import ( perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib" perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types" pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types" - salib "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/lib" + sakeeper "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/keeper" satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" ) @@ -337,7 +337,7 @@ func (c *Client) CheckSubaccountCollateralization( // Funding payments are lazily settled, so get the settled subaccount // to ensure that the funding payments are included in the net collateral calculation. - settledSubaccount, _, err := salib.GetSettledSubaccountWithPerpetuals( + settledSubaccount, _, err := sakeeper.GetSettledSubaccountWithPerpetuals( unsettledSubaccount, perpInfos, ) diff --git a/protocol/docker-compose.yml b/protocol/docker-compose.yml index 53558289c2..79ef5ae428 100644 --- a/protocol/docker-compose.yml +++ b/protocol/docker-compose.yml @@ -21,8 +21,6 @@ services: - "true" - --max-daemon-unhealthy-seconds - "4294967295" # Effectively disable the daemon monitor because bridge daemon is flaky in localnet. - - --grpc-streaming-enabled - - "true" environment: # See https://docs.datadoghq.com/profiler/enabling/go/ for DD_ specific environment variables - DD_ENV=localnet_${USER} @@ -33,7 +31,6 @@ services: ports: - "26657:26657" - "9090:9090" - - "9092:9092" # full node streaming - "1317:1317" dydxprotocold1: diff --git a/protocol/go.mod b/protocol/go.mod index 96cd8159b4..731507414e 100644 --- a/protocol/go.mod +++ b/protocol/go.mod @@ -61,7 +61,6 @@ require ( github.com/deckarep/golang-set/v2 v2.6.0 github.com/ethereum/go-ethereum v1.14.5 github.com/go-kit/log v0.2.1 - github.com/gorilla/websocket v1.5.3 github.com/hashicorp/go-metrics v0.5.3 github.com/ory/dockertest/v3 v3.10.0 github.com/pelletier/go-toml v1.9.5 @@ -230,6 +229,7 @@ require ( github.com/googleapis/gax-go/v2 v2.12.3 // indirect github.com/gordonklaus/ineffassign v0.1.0 // indirect github.com/gorilla/handlers v1.5.2 // indirect + github.com/gorilla/websocket v1.5.3 // indirect github.com/gostaticanalysis/analysisutil v0.7.1 // indirect github.com/gostaticanalysis/comment v1.4.2 // indirect github.com/gostaticanalysis/forcetypeassert v0.1.0 // indirect diff --git a/protocol/lib/metrics/metric_keys.go b/protocol/lib/metrics/metric_keys.go index 088e742386..0c549c2dfa 100644 --- a/protocol/lib/metrics/metric_keys.go +++ b/protocol/lib/metrics/metric_keys.go @@ -69,9 +69,7 @@ const ( FullNodeGrpc = "full_node_grpc" GrpcSendOrderbookUpdatesLatency = "grpc_send_orderbook_updates_latency" GrpcSendOrderbookSnapshotLatency = "grpc_send_orderbook_snapshot_latency" - GrpcSendSubaccountSnapshotLatency = "grpc_send_subaccount_snapshot_latency" GrpcSendOrderbookFillsLatency = "grpc_send_orderbook_fills_latency" - GrpcSendSubaccountUpdatesLatency = "grpc_send_subaccount_updates_latency" GrpcAddUpdateToBufferCount = "grpc_add_update_to_buffer_count" GrpcAddToSubscriptionChannelCount = "grpc_add_to_subscription_channel_count" GrpcSendResponseToSubscriberCount = "grpc_send_response_to_subscriber_count" diff --git a/protocol/mocks/ClobKeeper.go b/protocol/mocks/ClobKeeper.go index ba47affe1a..0a16ce55b8 100644 --- a/protocol/mocks/ClobKeeper.go +++ b/protocol/mocks/ClobKeeper.go @@ -718,8 +718,8 @@ func (_m *ClobKeeper) InitializeEquityTierLimit(ctx types.Context, config clobty return r0 } -// InitializeNewStreams provides a mock function with given fields: ctx -func (_m *ClobKeeper) InitializeNewStreams(ctx types.Context) { +// InitializeNewGrpcStreams provides a mock function with given fields: ctx +func (_m *ClobKeeper) InitializeNewGrpcStreams(ctx types.Context) { _m.Called(ctx) } diff --git a/protocol/mocks/MemClobKeeper.go b/protocol/mocks/MemClobKeeper.go index 1143e2008e..b7f71ecdb2 100644 --- a/protocol/mocks/MemClobKeeper.go +++ b/protocol/mocks/MemClobKeeper.go @@ -425,11 +425,6 @@ func (_m *MemClobKeeper) SendOrderbookUpdates(ctx types.Context, offchainUpdates _m.Called(ctx, offchainUpdates) } -// SendTakerOrderStatus provides a mock function with given fields: ctx, takerOrder -func (_m *MemClobKeeper) SendTakerOrderStatus(ctx types.Context, takerOrder clobtypes.StreamTakerOrder) { - _m.Called(ctx, takerOrder) -} - // SetLongTermOrderPlacement provides a mock function with given fields: ctx, order, blockHeight func (_m *MemClobKeeper) SetLongTermOrderPlacement(ctx types.Context, order clobtypes.Order, blockHeight uint32) { _m.Called(ctx, order, blockHeight) diff --git a/protocol/streaming/full_node_streaming_manager.go b/protocol/streaming/full_node_streaming_manager.go deleted file mode 100644 index 31a82855ac..0000000000 --- a/protocol/streaming/full_node_streaming_manager.go +++ /dev/null @@ -1,716 +0,0 @@ -package streaming - -import ( - "fmt" - "sync" - "time" - - satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" - - "cosmossdk.io/log" - sdk "github.com/cosmos/cosmos-sdk/types" - "github.com/dydxprotocol/v4-chain/protocol/lib/metrics" - "github.com/dydxprotocol/v4-chain/protocol/streaming/types" - streaming_util "github.com/dydxprotocol/v4-chain/protocol/streaming/util" - clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" -) - -var _ types.FullNodeStreamingManager = (*FullNodeStreamingManagerImpl)(nil) - -// FullNodeStreamingManagerImpl is an implementation for managing streaming subscriptions. -type FullNodeStreamingManagerImpl struct { - sync.Mutex - - logger log.Logger - - // orderbookSubscriptions maps subscription IDs to their respective orderbook subscriptions. - orderbookSubscriptions map[uint32]*OrderbookSubscription - nextSubscriptionId uint32 - - // stream will batch and flush out messages every 10 ms. - ticker *time.Ticker - done chan bool - - // TODO: Consolidate the streamUpdateCache and streamUpdateSubscriptionCache into a single - // struct to avoid the need to maintain two separate slices for the same data. - - // list of stream updates. - streamUpdateCache []clobtypes.StreamUpdate - // list of subscription ids for each stream update. - streamUpdateSubscriptionCache [][]uint32 - // map from clob pair id to subscription ids. - clobPairIdToSubscriptionIdMapping map[uint32][]uint32 - // map from subaccount id to subscription ids. - subaccountIdToSubscriptionIdMapping map[satypes.SubaccountId][]uint32 - - maxUpdatesInCache uint32 - maxSubscriptionChannelSize uint32 - - // Block interval in which snapshot info should be sent out in. - // Defaults to 0, which means only one snapshot will be sent out. - snapshotBlockInterval uint32 -} - -// OrderbookSubscription represents a active subscription to the orderbook updates stream. -type OrderbookSubscription struct { - subscriptionId uint32 - - // Initialize the subscription with orderbook snapshots. - initialize *sync.Once - - // Clob pair ids to subscribe to. - clobPairIds []uint32 - - // Subaccount ids to subscribe to. - subaccountIds []satypes.SubaccountId - - // Stream - messageSender types.OutgoingMessageSender - - // Channel to buffer writes before the stream - updatesChannel chan []clobtypes.StreamUpdate - - // If interval snapshots are turned on, the next block height at which - // a snapshot should be sent out. - nextSnapshotBlock uint32 -} - -func NewFullNodeStreamingManager( - logger log.Logger, - flushIntervalMs uint32, - maxUpdatesInCache uint32, - maxSubscriptionChannelSize uint32, - snapshotBlockInterval uint32, -) *FullNodeStreamingManagerImpl { - fullNodeStreamingManager := &FullNodeStreamingManagerImpl{ - logger: logger, - orderbookSubscriptions: make(map[uint32]*OrderbookSubscription), - nextSubscriptionId: 0, - - ticker: time.NewTicker(time.Duration(flushIntervalMs) * time.Millisecond), - done: make(chan bool), - streamUpdateCache: make([]clobtypes.StreamUpdate, 0), - streamUpdateSubscriptionCache: make([][]uint32, 0), - clobPairIdToSubscriptionIdMapping: make(map[uint32][]uint32), - subaccountIdToSubscriptionIdMapping: make(map[satypes.SubaccountId][]uint32), - - maxUpdatesInCache: maxUpdatesInCache, - maxSubscriptionChannelSize: maxSubscriptionChannelSize, - snapshotBlockInterval: snapshotBlockInterval, - } - - // Start the goroutine for pushing order updates through. - // Sender goroutine for the subscription channels. - go func() { - for { - select { - case <-fullNodeStreamingManager.ticker.C: - fullNodeStreamingManager.FlushStreamUpdates() - case <-fullNodeStreamingManager.done: - fullNodeStreamingManager.logger.Info( - "Stream poller goroutine shutting down", - ) - return - } - } - }() - - return fullNodeStreamingManager -} - -func (sm *FullNodeStreamingManagerImpl) Enabled() bool { - return true -} - -func (sm *FullNodeStreamingManagerImpl) EmitMetrics() { - metrics.SetGauge( - metrics.GrpcStreamNumUpdatesBuffered, - float32(len(sm.streamUpdateCache)), - ) - metrics.SetGauge( - metrics.GrpcStreamSubscriberCount, - float32(len(sm.orderbookSubscriptions)), - ) - for _, subscription := range sm.orderbookSubscriptions { - metrics.AddSample( - metrics.GrpcSubscriptionChannelLength, - float32(len(subscription.updatesChannel)), - ) - } -} - -// Subscribe subscribes to the orderbook updates stream. -func (sm *FullNodeStreamingManagerImpl) Subscribe( - clobPairIds []uint32, - subaccountIds []*satypes.SubaccountId, - messageSender types.OutgoingMessageSender, -) ( - err error, -) { - // Perform some basic validation on the request. - if len(clobPairIds) == 0 && len(subaccountIds) == 0 { - return types.ErrInvalidStreamingRequest - } - - sm.Lock() - sIds := make([]satypes.SubaccountId, len(subaccountIds)) - for i, subaccountId := range subaccountIds { - sIds[i] = *subaccountId - } - subscription := &OrderbookSubscription{ - subscriptionId: sm.nextSubscriptionId, - initialize: &sync.Once{}, - clobPairIds: clobPairIds, - subaccountIds: sIds, - messageSender: messageSender, - updatesChannel: make(chan []clobtypes.StreamUpdate, sm.maxSubscriptionChannelSize), - } - for _, clobPairId := range clobPairIds { - // if clobPairId exists in the map, append the subscription id to the slice - // otherwise, create a new slice with the subscription id - if _, ok := sm.clobPairIdToSubscriptionIdMapping[clobPairId]; !ok { - sm.clobPairIdToSubscriptionIdMapping[clobPairId] = []uint32{} - } - sm.clobPairIdToSubscriptionIdMapping[clobPairId] = append( - sm.clobPairIdToSubscriptionIdMapping[clobPairId], - sm.nextSubscriptionId, - ) - } - for _, subaccountId := range sIds { - // if subaccountId exists in the map, append the subscription id to the slice - // otherwise, create a new slice with the subscription id - if _, ok := sm.subaccountIdToSubscriptionIdMapping[subaccountId]; !ok { - sm.subaccountIdToSubscriptionIdMapping[subaccountId] = []uint32{} - } - sm.subaccountIdToSubscriptionIdMapping[subaccountId] = append( - sm.subaccountIdToSubscriptionIdMapping[subaccountId], - sm.nextSubscriptionId, - ) - } - - sm.logger.Info( - fmt.Sprintf( - "New subscription id %+v for clob pair ids: %+v and subaccount ids: %+v", - subscription.subscriptionId, - clobPairIds, - subaccountIds, - ), - ) - sm.orderbookSubscriptions[subscription.subscriptionId] = subscription - sm.nextSubscriptionId++ - sm.EmitMetrics() - sm.Unlock() - - // Use current goroutine to consistently poll subscription channel for updates - // to send through stream. - for updates := range subscription.updatesChannel { - metrics.IncrCounter( - metrics.GrpcSendResponseToSubscriberCount, - 1, - ) - err = subscription.messageSender.Send( - &clobtypes.StreamOrderbookUpdatesResponse{ - Updates: updates, - }, - ) - if err != nil { - // On error, remove the subscription from the streaming manager - sm.logger.Error( - fmt.Sprintf( - "Error sending out update for streaming subscription %+v. Dropping subsciption connection.", - subscription.subscriptionId, - ), - "err", err, - ) - // Break out of the loop, stopping this goroutine. - // The channel will fill up and the main thread will prune the subscription. - break - } - } - - sm.logger.Info( - fmt.Sprintf( - "Terminating poller for subscription id %+v", - subscription.subscriptionId, - ), - ) - return err -} - -// removeSubscription removes a subscription from the streaming manager. -// The streaming manager's lock should already be acquired before calling this. -func (sm *FullNodeStreamingManagerImpl) removeSubscription( - subscriptionIdToRemove uint32, -) { - subscription := sm.orderbookSubscriptions[subscriptionIdToRemove] - if subscription == nil { - return - } - close(subscription.updatesChannel) - delete(sm.orderbookSubscriptions, subscriptionIdToRemove) - - // Iterate over the clobPairIdToSubscriptionIdMapping to remove the subscriptionIdToRemove - for pairId, subscriptionIds := range sm.clobPairIdToSubscriptionIdMapping { - for i, id := range subscriptionIds { - if id == subscriptionIdToRemove { - // Remove the subscription ID from the slice - sm.clobPairIdToSubscriptionIdMapping[pairId] = append(subscriptionIds[:i], subscriptionIds[i+1:]...) - break - } - } - // If the list is empty after removal, delete the key from the map - if len(sm.clobPairIdToSubscriptionIdMapping[pairId]) == 0 { - delete(sm.clobPairIdToSubscriptionIdMapping, pairId) - } - } - - // Iterate over the subaccountIdToSubscriptionIdMapping to remove the subscriptionIdToRemove - for subaccountId, subscriptionIds := range sm.subaccountIdToSubscriptionIdMapping { - for i, id := range subscriptionIds { - if id == subscriptionIdToRemove { - // Remove the subscription ID from the slice - sm.subaccountIdToSubscriptionIdMapping[subaccountId] = append(subscriptionIds[:i], subscriptionIds[i+1:]...) - break - } - } - // If the list is empty after removal, delete the key from the map - if len(sm.subaccountIdToSubscriptionIdMapping[subaccountId]) == 0 { - delete(sm.subaccountIdToSubscriptionIdMapping, subaccountId) - } - } - - sm.logger.Info( - fmt.Sprintf("Removed streaming subscription id %+v", subscriptionIdToRemove), - ) -} - -func (sm *FullNodeStreamingManagerImpl) Stop() { - sm.done <- true -} - -func toOrderbookStreamUpdate( - offchainUpdates *clobtypes.OffchainUpdates, - blockHeight uint32, - execMode sdk.ExecMode, -) []clobtypes.StreamUpdate { - v1updates, err := streaming_util.GetOffchainUpdatesV1(offchainUpdates) - if err != nil { - panic(err) - } - return []clobtypes.StreamUpdate{ - { - UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{ - OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{ - Updates: v1updates, - Snapshot: true, - }, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - }, - } -} - -func toSubaccountStreamUpdates( - saUpdates []*satypes.StreamSubaccountUpdate, - blockHeight uint32, - execMode sdk.ExecMode, -) []clobtypes.StreamUpdate { - streamUpdates := make([]clobtypes.StreamUpdate, 0) - for _, saUpdate := range saUpdates { - streamUpdates = append(streamUpdates, clobtypes.StreamUpdate{ - UpdateMessage: &clobtypes.StreamUpdate_SubaccountUpdate{ - SubaccountUpdate: saUpdate, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - }) - } - return streamUpdates -} - -func (sm *FullNodeStreamingManagerImpl) sendStreamUpdates( - subscriptionId uint32, - streamUpdates []clobtypes.StreamUpdate, -) { - removeSubscription := false - subscription, ok := sm.orderbookSubscriptions[subscriptionId] - if !ok { - sm.logger.Error( - fmt.Sprintf( - "Streaming subscription id %+v not found. This should not happen.", - subscriptionId, - ), - ) - return - } - - select { - case subscription.updatesChannel <- streamUpdates: - default: - sm.logger.Error( - fmt.Sprintf( - "Streaming subscription id %+v channel full capacity. Dropping subscription connection.", - subscriptionId, - ), - ) - removeSubscription = true - } - - if removeSubscription { - sm.removeSubscription(subscriptionId) - } -} - -// SendCombinedSnapshot sends messages to a particular subscriber without buffering. -// Note this method requires the lock and assumes that the lock has already been -// acquired by the caller. -func (sm *FullNodeStreamingManagerImpl) SendCombinedSnapshot( - offchainUpdates *clobtypes.OffchainUpdates, - saUpdates []*satypes.StreamSubaccountUpdate, - subscriptionId uint32, - blockHeight uint32, - execMode sdk.ExecMode, -) { - defer metrics.ModuleMeasureSince( - metrics.FullNodeGrpc, - metrics.GrpcSendOrderbookSnapshotLatency, - time.Now(), - ) - - var streamUpdates []clobtypes.StreamUpdate - streamUpdates = append(streamUpdates, toOrderbookStreamUpdate(offchainUpdates, blockHeight, execMode)...) - streamUpdates = append(streamUpdates, toSubaccountStreamUpdates(saUpdates, blockHeight, execMode)...) - sm.sendStreamUpdates(subscriptionId, streamUpdates) -} - -// TracksSubaccountId checks if a subaccount id is being tracked by the streaming manager. -func (sm *FullNodeStreamingManagerImpl) TracksSubaccountId(subaccountId satypes.SubaccountId) bool { - sm.Lock() - defer sm.Unlock() - _, exists := sm.subaccountIdToSubscriptionIdMapping[subaccountId] - return exists -} - -// SendOrderbookUpdates groups updates by their clob pair ids and -// sends messages to the subscribers. -func (sm *FullNodeStreamingManagerImpl) SendOrderbookUpdates( - offchainUpdates *clobtypes.OffchainUpdates, - blockHeight uint32, - execMode sdk.ExecMode, -) { - defer metrics.ModuleMeasureSince( - metrics.FullNodeGrpc, - metrics.GrpcSendOrderbookUpdatesLatency, - time.Now(), - ) - - // Group updates by clob pair id. - updates := make(map[uint32]*clobtypes.OffchainUpdates) - for _, message := range offchainUpdates.Messages { - clobPairId := message.OrderId.ClobPairId - if _, ok := updates[clobPairId]; !ok { - updates[clobPairId] = clobtypes.NewOffchainUpdates() - } - updates[clobPairId].Messages = append(updates[clobPairId].Messages, message) - } - - // Unmarshal each per-clob pair message to v1 updates. - streamUpdates := make([]clobtypes.StreamUpdate, 0) - clobPairIds := make([]uint32, 0) - for clobPairId, update := range updates { - v1updates, err := streaming_util.GetOffchainUpdatesV1(update) - if err != nil { - panic(err) - } - streamUpdate := clobtypes.StreamUpdate{ - UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{ - OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{ - Updates: v1updates, - Snapshot: false, - }, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - } - streamUpdates = append(streamUpdates, streamUpdate) - clobPairIds = append(clobPairIds, clobPairId) - } - - sm.AddOrderUpdatesToCache(streamUpdates, clobPairIds) -} - -// SendOrderbookFillUpdates groups fills by their clob pair ids and -// sends messages to the subscribers. -func (sm *FullNodeStreamingManagerImpl) SendOrderbookFillUpdates( - orderbookFills []clobtypes.StreamOrderbookFill, - blockHeight uint32, - execMode sdk.ExecMode, - perpetualIdToClobPairId map[uint32][]clobtypes.ClobPairId, -) { - defer metrics.ModuleMeasureSince( - metrics.FullNodeGrpc, - metrics.GrpcSendOrderbookFillsLatency, - time.Now(), - ) - - // Group fills by clob pair id. - streamUpdates := make([]clobtypes.StreamUpdate, 0) - clobPairIds := make([]uint32, 0) - for _, orderbookFill := range orderbookFills { - // If this is a deleveraging fill, fetch the clob pair id from the deleveraged - // perpetual id. - // Otherwise, fetch the clob pair id from the first order in `OrderBookMatchFill`. - // We can assume there must be an order, and that all orders share the same - // clob pair id. - clobPairId := uint32(0) - if match := orderbookFill.GetClobMatch().GetMatchPerpetualDeleveraging(); match != nil { - clobPairId = uint32(perpetualIdToClobPairId[match.PerpetualId][0]) - } else { - clobPairId = orderbookFill.Orders[0].OrderId.ClobPairId - } - streamUpdate := clobtypes.StreamUpdate{ - UpdateMessage: &clobtypes.StreamUpdate_OrderFill{ - OrderFill: &orderbookFill, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - } - streamUpdates = append(streamUpdates, streamUpdate) - clobPairIds = append(clobPairIds, clobPairId) - } - - sm.AddOrderUpdatesToCache(streamUpdates, clobPairIds) -} - -// SendTakerOrderStatus sends out a taker order and its status to the full node streaming service. -func (sm *FullNodeStreamingManagerImpl) SendTakerOrderStatus( - streamTakerOrder clobtypes.StreamTakerOrder, - blockHeight uint32, - execMode sdk.ExecMode, -) { - clobPairId := uint32(0) - if liqOrder := streamTakerOrder.GetLiquidationOrder(); liqOrder != nil { - clobPairId = liqOrder.ClobPairId - } - if takerOrder := streamTakerOrder.GetOrder(); takerOrder != nil { - clobPairId = takerOrder.OrderId.ClobPairId - } - - sm.AddOrderUpdatesToCache( - []clobtypes.StreamUpdate{ - { - UpdateMessage: &clobtypes.StreamUpdate_TakerOrder{ - TakerOrder: &streamTakerOrder, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - }, - }, - []uint32{clobPairId}, - ) -} - -// SendSubaccountUpdates groups subaccount updates by their subaccount ids and -// sends messages to the subscribers. -func (sm *FullNodeStreamingManagerImpl) SendSubaccountUpdates( - subaccountUpdates []satypes.StreamSubaccountUpdate, - blockHeight uint32, - execMode sdk.ExecMode, -) { - defer metrics.ModuleMeasureSince( - metrics.FullNodeGrpc, - metrics.GrpcSendSubaccountUpdatesLatency, - time.Now(), - ) - - // Group subaccount updates by subaccount id. - streamUpdates := make([]clobtypes.StreamUpdate, 0) - subaccountIds := make([]*satypes.SubaccountId, 0) - for _, subaccountUpdate := range subaccountUpdates { - streamUpdate := clobtypes.StreamUpdate{ - UpdateMessage: &clobtypes.StreamUpdate_SubaccountUpdate{ - SubaccountUpdate: &subaccountUpdate, - }, - BlockHeight: blockHeight, - ExecMode: uint32(execMode), - } - streamUpdates = append(streamUpdates, streamUpdate) - subaccountIds = append(subaccountIds, subaccountUpdate.SubaccountId) - } - - sm.AddSubaccountUpdatesToCache(streamUpdates, subaccountIds) -} - -// AddOrderUpdatesToCache adds a series of updates to the full node streaming cache. -// Clob pair ids are the clob pair id each update is relevant to. -func (sm *FullNodeStreamingManagerImpl) AddOrderUpdatesToCache( - updates []clobtypes.StreamUpdate, - clobPairIds []uint32, -) { - sm.Lock() - defer sm.Unlock() - - metrics.IncrCounter( - metrics.GrpcAddUpdateToBufferCount, - float32(len(updates)), - ) - - sm.streamUpdateCache = append(sm.streamUpdateCache, updates...) - for _, clobPairId := range clobPairIds { - sm.streamUpdateSubscriptionCache = append( - sm.streamUpdateSubscriptionCache, - sm.clobPairIdToSubscriptionIdMapping[clobPairId], - ) - } - - // Remove all subscriptions and wipe the buffer if buffer overflows. - sm.RemoveSubscriptionsAndClearBufferIfFull() - sm.EmitMetrics() -} - -// AddSubaccountUpdatesToCache adds a series of updates to the full node streaming cache. -// Subaccount ids are the subaccount id each update is relevant to. -func (sm *FullNodeStreamingManagerImpl) AddSubaccountUpdatesToCache( - updates []clobtypes.StreamUpdate, - subaccountIds []*satypes.SubaccountId, -) { - sm.Lock() - defer sm.Unlock() - - metrics.IncrCounter( - metrics.GrpcAddUpdateToBufferCount, - float32(len(updates)), - ) - - sm.streamUpdateCache = append(sm.streamUpdateCache, updates...) - for _, subaccountId := range subaccountIds { - sm.streamUpdateSubscriptionCache = append( - sm.streamUpdateSubscriptionCache, - sm.subaccountIdToSubscriptionIdMapping[*subaccountId], - ) - } - sm.RemoveSubscriptionsAndClearBufferIfFull() - sm.EmitMetrics() -} - -// RemoveSubscriptionsAndClearBufferIfFull removes all subscriptions and wipes the buffer if buffer overflows. -// Note this method requires the lock and assumes that the lock has already been -// acquired by the caller. -func (sm *FullNodeStreamingManagerImpl) RemoveSubscriptionsAndClearBufferIfFull() { - // Remove all subscriptions and wipe the buffer if buffer overflows. - if len(sm.streamUpdateCache) > int(sm.maxUpdatesInCache) { - sm.logger.Error("Streaming buffer full capacity. Dropping messages and all subscriptions. " + - "Disconnect all clients and increase buffer size via the grpc-stream-buffer-size flag.") - for id := range sm.orderbookSubscriptions { - sm.removeSubscription(id) - } - sm.streamUpdateCache = nil - sm.streamUpdateSubscriptionCache = nil - } -} - -func (sm *FullNodeStreamingManagerImpl) FlushStreamUpdates() { - sm.Lock() - defer sm.Unlock() - sm.FlushStreamUpdatesWithLock() -} - -// FlushStreamUpdatesWithLock takes in a list of stream updates and their corresponding subscription IDs, -// and emits them to subscribers. Note this method requires the lock and assumes that the lock has already been -// acquired by the caller. -func (sm *FullNodeStreamingManagerImpl) FlushStreamUpdatesWithLock() { - defer metrics.ModuleMeasureSince( - metrics.FullNodeGrpc, - metrics.GrpcFlushUpdatesLatency, - time.Now(), - ) - - // Map to collect updates for each subscription. - subscriptionUpdates := make(map[uint32][]clobtypes.StreamUpdate) - idsToRemove := make([]uint32, 0) - - // Collect updates for each subscription. - for i, update := range sm.streamUpdateCache { - subscriptionIds := sm.streamUpdateSubscriptionCache[i] - for _, id := range subscriptionIds { - subscriptionUpdates[id] = append(subscriptionUpdates[id], update) - } - } - - // Non-blocking send updates through subscriber's buffered channel. - // If the buffer is full, drop the subscription. - for id, updates := range subscriptionUpdates { - if subscription, ok := sm.orderbookSubscriptions[id]; ok { - metrics.IncrCounter( - metrics.GrpcAddToSubscriptionChannelCount, - 1, - ) - select { - case subscription.updatesChannel <- updates: - default: - idsToRemove = append(idsToRemove, id) - } - } - } - - sm.streamUpdateCache = nil - sm.streamUpdateSubscriptionCache = nil - - for _, id := range idsToRemove { - sm.logger.Error( - fmt.Sprintf( - "Streaming subscription id %+v channel full capacity. Dropping subscription connection.", - id, - ), - ) - sm.removeSubscription(id) - } - - sm.EmitMetrics() -} - -func (sm *FullNodeStreamingManagerImpl) InitializeNewStreams( - getOrderbookSnapshot func(clobPairId clobtypes.ClobPairId) *clobtypes.OffchainUpdates, - getSubaccountSnapshot func(subaccountId satypes.SubaccountId) *satypes.StreamSubaccountUpdate, - blockHeight uint32, - execMode sdk.ExecMode, -) { - sm.Lock() - defer sm.Unlock() - - // Flush any pending updates before sending the snapshot to avoid - // race conditions with the snapshot. - sm.FlushStreamUpdatesWithLock() - - updatesByClobPairId := make(map[uint32]*clobtypes.OffchainUpdates) - - for subscriptionId, subscription := range sm.orderbookSubscriptions { - // If the snapshot block interval is enabled, reset the sync.Once in order to - // re-send snapshots out. - if sm.snapshotBlockInterval > 0 && - blockHeight == subscription.nextSnapshotBlock { - subscription.initialize = &sync.Once{} - } - - subscription.initialize.Do( - func() { - allUpdates := clobtypes.NewOffchainUpdates() - for _, clobPairId := range subscription.clobPairIds { - if _, ok := updatesByClobPairId[clobPairId]; !ok { - updatesByClobPairId[clobPairId] = getOrderbookSnapshot(clobtypes.ClobPairId(clobPairId)) - } - allUpdates.Append(updatesByClobPairId[clobPairId]) - } - saUpdates := []*satypes.StreamSubaccountUpdate{} - for _, subaccountId := range subscription.subaccountIds { - saUpdates = append(saUpdates, getSubaccountSnapshot(subaccountId)) - } - sm.SendCombinedSnapshot(allUpdates, saUpdates, subscriptionId, blockHeight, execMode) - if sm.snapshotBlockInterval != 0 { - subscription.nextSnapshotBlock = blockHeight + sm.snapshotBlockInterval - } - }, - ) - } -} diff --git a/protocol/streaming/grpc/grpc_streaming_manager.go b/protocol/streaming/grpc/grpc_streaming_manager.go new file mode 100644 index 0000000000..54037813f9 --- /dev/null +++ b/protocol/streaming/grpc/grpc_streaming_manager.go @@ -0,0 +1,488 @@ +package grpc + +import ( + "fmt" + "sync" + "time" + + "cosmossdk.io/log" + sdk "github.com/cosmos/cosmos-sdk/types" + "github.com/cosmos/gogoproto/proto" + ocutypes "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types" + "github.com/dydxprotocol/v4-chain/protocol/lib/metrics" + "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc/types" + clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" +) + +var _ types.GrpcStreamingManager = (*GrpcStreamingManagerImpl)(nil) + +// GrpcStreamingManagerImpl is an implementation for managing gRPC streaming subscriptions. +type GrpcStreamingManagerImpl struct { + sync.Mutex + + logger log.Logger + + // orderbookSubscriptions maps subscription IDs to their respective orderbook subscriptions. + orderbookSubscriptions map[uint32]*OrderbookSubscription + nextSubscriptionId uint32 + + // grpc stream will batch and flush out messages every 10 ms. + ticker *time.Ticker + done chan bool + // map of clob pair id to stream updates. + streamUpdateCache map[uint32][]clobtypes.StreamUpdate + numUpdatesInCache uint32 + + maxUpdatesInCache uint32 + maxSubscriptionChannelSize uint32 +} + +// OrderbookSubscription represents a active subscription to the orderbook updates stream. +type OrderbookSubscription struct { + subscriptionId uint32 + + // Initialize the subscription with orderbook snapshots. + initialize sync.Once + + // Clob pair ids to subscribe to. + clobPairIds []uint32 + + // Stream + srv clobtypes.Query_StreamOrderbookUpdatesServer + + // Channel to buffer writes before the stream + updatesChannel chan []clobtypes.StreamUpdate +} + +func NewGrpcStreamingManager( + logger log.Logger, + flushIntervalMs uint32, + maxUpdatesInCache uint32, + maxSubscriptionChannelSize uint32, +) *GrpcStreamingManagerImpl { + logger = logger.With(log.ModuleKey, "grpc-streaming") + grpcStreamingManager := &GrpcStreamingManagerImpl{ + logger: logger, + orderbookSubscriptions: make(map[uint32]*OrderbookSubscription), + nextSubscriptionId: 0, + + ticker: time.NewTicker(time.Duration(flushIntervalMs) * time.Millisecond), + done: make(chan bool), + streamUpdateCache: make(map[uint32][]clobtypes.StreamUpdate), + numUpdatesInCache: 0, + + maxUpdatesInCache: maxUpdatesInCache, + maxSubscriptionChannelSize: maxSubscriptionChannelSize, + } + + // Start the goroutine for pushing order updates through. + // Sender goroutine for the subscription channels. + go func() { + for { + select { + case <-grpcStreamingManager.ticker.C: + grpcStreamingManager.FlushStreamUpdates() + case <-grpcStreamingManager.done: + grpcStreamingManager.logger.Info( + "GRPC Stream poller goroutine shutting down", + ) + return + } + } + }() + + return grpcStreamingManager +} + +func (sm *GrpcStreamingManagerImpl) Enabled() bool { + return true +} + +func (sm *GrpcStreamingManagerImpl) EmitMetrics() { + metrics.SetGauge( + metrics.GrpcStreamNumUpdatesBuffered, + float32(sm.numUpdatesInCache), + ) + metrics.SetGauge( + metrics.GrpcStreamSubscriberCount, + float32(len(sm.orderbookSubscriptions)), + ) + for _, subscription := range sm.orderbookSubscriptions { + metrics.AddSample( + metrics.GrpcSubscriptionChannelLength, + float32(len(subscription.updatesChannel)), + ) + } +} + +// Subscribe subscribes to the orderbook updates stream. +func (sm *GrpcStreamingManagerImpl) Subscribe( + req clobtypes.StreamOrderbookUpdatesRequest, + srv clobtypes.Query_StreamOrderbookUpdatesServer, +) ( + err error, +) { + clobPairIds := req.GetClobPairId() + + // Perform some basic validation on the request. + if len(clobPairIds) == 0 { + return clobtypes.ErrInvalidGrpcStreamingRequest + } + + sm.Lock() + subscription := &OrderbookSubscription{ + subscriptionId: sm.nextSubscriptionId, + clobPairIds: clobPairIds, + srv: srv, + updatesChannel: make(chan []clobtypes.StreamUpdate, sm.maxSubscriptionChannelSize), + } + + sm.logger.Info( + fmt.Sprintf( + "New subscription id %+v for clob pair ids: %+v", + subscription.subscriptionId, + clobPairIds, + ), + ) + sm.orderbookSubscriptions[subscription.subscriptionId] = subscription + sm.nextSubscriptionId++ + sm.EmitMetrics() + sm.Unlock() + + // Use current goroutine to consistently poll subscription channel for updates + // to send through stream. + for updates := range subscription.updatesChannel { + metrics.IncrCounter( + metrics.GrpcSendResponseToSubscriberCount, + 1, + ) + err = subscription.srv.Send( + &clobtypes.StreamOrderbookUpdatesResponse{ + Updates: updates, + }, + ) + if err != nil { + // On error, remove the subscription from the streaming manager + sm.logger.Error( + fmt.Sprintf( + "Error sending out update for grpc streaming subscription %+v. Dropping subsciption connection.", + subscription.subscriptionId, + ), + "err", err, + ) + // Break out of the loop, stopping this goroutine. + // The channel will fill up and the main thread will prune the subscription. + break + } + } + + sm.logger.Info( + fmt.Sprintf( + "Terminating poller for subscription id %+v", + subscription.subscriptionId, + ), + ) + return err +} + +// removeSubscription removes a subscription from the grpc streaming manager. +// The streaming manager's lock should already be acquired before calling this. +func (sm *GrpcStreamingManagerImpl) removeSubscription( + subscriptionIdToRemove uint32, +) { + subscription := sm.orderbookSubscriptions[subscriptionIdToRemove] + if subscription == nil { + return + } + close(subscription.updatesChannel) + delete(sm.orderbookSubscriptions, subscriptionIdToRemove) + sm.logger.Info( + fmt.Sprintf("Removed grpc streaming subscription id %+v", subscriptionIdToRemove), + ) +} + +func (sm *GrpcStreamingManagerImpl) Stop() { + sm.done <- true +} + +// SendSnapshot sends messages to a particular subscriber without buffering. +// Note this method requires the lock and assumes that the lock has already been +// acquired by the caller. +func (sm *GrpcStreamingManagerImpl) SendSnapshot( + offchainUpdates *clobtypes.OffchainUpdates, + subscriptionId uint32, + blockHeight uint32, + execMode sdk.ExecMode, +) { + defer metrics.ModuleMeasureSince( + metrics.FullNodeGrpc, + metrics.GrpcSendOrderbookSnapshotLatency, + time.Now(), + ) + + v1updates, err := GetOffchainUpdatesV1(offchainUpdates) + if err != nil { + panic(err) + } + + removeSubscription := false + if len(v1updates) > 0 { + subscription, ok := sm.orderbookSubscriptions[subscriptionId] + if !ok { + sm.logger.Error( + fmt.Sprintf( + "GRPC Streaming subscription id %+v not found. This should not happen.", + subscriptionId, + ), + ) + return + } + streamUpdates := []clobtypes.StreamUpdate{ + { + UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{ + OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{ + Updates: v1updates, + Snapshot: true, + }, + }, + BlockHeight: blockHeight, + ExecMode: uint32(execMode), + }, + } + metrics.IncrCounter( + metrics.GrpcAddToSubscriptionChannelCount, + 1, + ) + select { + case subscription.updatesChannel <- streamUpdates: + default: + sm.logger.Error( + fmt.Sprintf( + "GRPC Streaming subscription id %+v channel full capacity. Dropping subscription connection.", + subscriptionId, + ), + ) + removeSubscription = true + } + } + + // Clean up subscriptions that have been closed. + // If a Send update has failed for any clob pair id, the whole subscription will be removed. + if removeSubscription { + sm.removeSubscription(subscriptionId) + } +} + +// SendOrderbookUpdates groups updates by their clob pair ids and +// sends messages to the subscribers. +func (sm *GrpcStreamingManagerImpl) SendOrderbookUpdates( + offchainUpdates *clobtypes.OffchainUpdates, + blockHeight uint32, + execMode sdk.ExecMode, +) { + defer metrics.ModuleMeasureSince( + metrics.FullNodeGrpc, + metrics.GrpcSendOrderbookUpdatesLatency, + time.Now(), + ) + + // Group updates by clob pair id. + updates := make(map[uint32]*clobtypes.OffchainUpdates) + for _, message := range offchainUpdates.Messages { + clobPairId := message.OrderId.ClobPairId + if _, ok := updates[clobPairId]; !ok { + updates[clobPairId] = clobtypes.NewOffchainUpdates() + } + updates[clobPairId].Messages = append(updates[clobPairId].Messages, message) + } + + // Unmarshal each per-clob pair message to v1 updates. + updatesByClobPairId := make(map[uint32][]clobtypes.StreamUpdate) + for clobPairId, update := range updates { + v1updates, err := GetOffchainUpdatesV1(update) + if err != nil { + panic(err) + } + updatesByClobPairId[clobPairId] = []clobtypes.StreamUpdate{ + { + UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{ + OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{ + Updates: v1updates, + Snapshot: false, + }, + }, + BlockHeight: blockHeight, + ExecMode: uint32(execMode), + }, + } + } + + sm.AddUpdatesToCache(updatesByClobPairId, uint32(len(updates))) +} + +// SendOrderbookFillUpdates groups fills by their clob pair ids and +// sends messages to the subscribers. +func (sm *GrpcStreamingManagerImpl) SendOrderbookFillUpdates( + ctx sdk.Context, + orderbookFills []clobtypes.StreamOrderbookFill, + blockHeight uint32, + execMode sdk.ExecMode, +) { + defer metrics.ModuleMeasureSince( + metrics.FullNodeGrpc, + metrics.GrpcSendOrderbookFillsLatency, + time.Now(), + ) + + // Group fills by clob pair id. + updatesByClobPairId := make(map[uint32][]clobtypes.StreamUpdate) + for _, orderbookFill := range orderbookFills { + // Fetch the clob pair id from the first order in `OrderBookMatchFill`. + // We can assume there must be an order, and that all orders share the same + // clob pair id. + clobPairId := orderbookFill.Orders[0].OrderId.ClobPairId + if _, ok := updatesByClobPairId[clobPairId]; !ok { + updatesByClobPairId[clobPairId] = []clobtypes.StreamUpdate{} + } + streamUpdate := clobtypes.StreamUpdate{ + UpdateMessage: &clobtypes.StreamUpdate_OrderFill{ + OrderFill: &orderbookFill, + }, + BlockHeight: blockHeight, + ExecMode: uint32(execMode), + } + updatesByClobPairId[clobPairId] = append(updatesByClobPairId[clobPairId], streamUpdate) + } + + sm.AddUpdatesToCache(updatesByClobPairId, uint32(len(orderbookFills))) +} + +func (sm *GrpcStreamingManagerImpl) AddUpdatesToCache( + updatesByClobPairId map[uint32][]clobtypes.StreamUpdate, + numUpdatesToAdd uint32, +) { + sm.Lock() + defer sm.Unlock() + + metrics.IncrCounter( + metrics.GrpcAddUpdateToBufferCount, + 1, + ) + + for clobPairId, streamUpdates := range updatesByClobPairId { + sm.streamUpdateCache[clobPairId] = append(sm.streamUpdateCache[clobPairId], streamUpdates...) + } + sm.numUpdatesInCache += numUpdatesToAdd + + // Remove all subscriptions and wipe the buffer if buffer overflows. + if sm.numUpdatesInCache > sm.maxUpdatesInCache { + sm.logger.Error("GRPC Streaming buffer full capacity. Dropping messages and all subscriptions. " + + "Disconnect all clients and increase buffer size via the grpc-stream-buffer-size flag.") + for id := range sm.orderbookSubscriptions { + sm.removeSubscription(id) + } + clear(sm.streamUpdateCache) + sm.numUpdatesInCache = 0 + } + sm.EmitMetrics() +} + +func (sm *GrpcStreamingManagerImpl) FlushStreamUpdates() { + sm.Lock() + defer sm.Unlock() + sm.FlushStreamUpdatesWithLock() +} + +// FlushStreamUpdatesWithLock takes in a map of clob pair id to stream updates and emits them to subscribers. +// Note this method requires the lock and assumes that the lock has already been +// acquired by the caller. +func (sm *GrpcStreamingManagerImpl) FlushStreamUpdatesWithLock() { + defer metrics.ModuleMeasureSince( + metrics.FullNodeGrpc, + metrics.GrpcFlushUpdatesLatency, + time.Now(), + ) + + // Non-blocking send updates through subscriber's buffered channel. + // If the buffer is full, drop the subscription. + idsToRemove := make([]uint32, 0) + for id, subscription := range sm.orderbookSubscriptions { + streamUpdatesForSubscription := make([]clobtypes.StreamUpdate, 0) + for _, clobPairId := range subscription.clobPairIds { + if update, ok := sm.streamUpdateCache[clobPairId]; ok { + streamUpdatesForSubscription = append(streamUpdatesForSubscription, update...) + } + } + + if len(streamUpdatesForSubscription) > 0 { + metrics.IncrCounter( + metrics.GrpcAddToSubscriptionChannelCount, + 1, + ) + select { + case subscription.updatesChannel <- streamUpdatesForSubscription: + default: + idsToRemove = append(idsToRemove, id) + } + } + } + + clear(sm.streamUpdateCache) + sm.numUpdatesInCache = 0 + + for _, id := range idsToRemove { + sm.logger.Error( + fmt.Sprintf( + "GRPC Streaming subscription id %+v channel full capacity. Dropping subscription connection.", + id, + ), + ) + sm.removeSubscription(id) + } + + sm.EmitMetrics() +} + +func (sm *GrpcStreamingManagerImpl) InitializeNewGrpcStreams( + getOrderbookSnapshot func(clobPairId clobtypes.ClobPairId) *clobtypes.OffchainUpdates, + blockHeight uint32, + execMode sdk.ExecMode, +) { + sm.Lock() + defer sm.Unlock() + + // Flush any pending updates before sending the snapshot to avoid + // race conditions with the snapshot. + sm.FlushStreamUpdatesWithLock() + + updatesByClobPairId := make(map[uint32]*clobtypes.OffchainUpdates) + for subscriptionId, subscription := range sm.orderbookSubscriptions { + subscription.initialize.Do( + func() { + allUpdates := clobtypes.NewOffchainUpdates() + for _, clobPairId := range subscription.clobPairIds { + if _, ok := updatesByClobPairId[clobPairId]; !ok { + updatesByClobPairId[clobPairId] = getOrderbookSnapshot(clobtypes.ClobPairId(clobPairId)) + } + allUpdates.Append(updatesByClobPairId[clobPairId]) + } + + sm.SendSnapshot(allUpdates, subscriptionId, blockHeight, execMode) + }, + ) + } +} + +// GetOffchainUpdatesV1 unmarshals messages in offchain updates to OffchainUpdateV1. +func GetOffchainUpdatesV1(offchainUpdates *clobtypes.OffchainUpdates) ([]ocutypes.OffChainUpdateV1, error) { + v1updates := make([]ocutypes.OffChainUpdateV1, 0) + for _, message := range offchainUpdates.Messages { + var update ocutypes.OffChainUpdateV1 + err := proto.Unmarshal(message.Message.Value, &update) + if err != nil { + return nil, err + } + v1updates = append(v1updates, update) + } + return v1updates, nil +} diff --git a/protocol/streaming/noop_streaming_manager.go b/protocol/streaming/grpc/noop_streaming_manager.go similarity index 51% rename from protocol/streaming/noop_streaming_manager.go rename to protocol/streaming/grpc/noop_streaming_manager.go index 24810fefe2..f5c61f0713 100644 --- a/protocol/streaming/noop_streaming_manager.go +++ b/protocol/streaming/grpc/noop_streaming_manager.go @@ -1,13 +1,12 @@ -package streaming +package grpc import ( sdk "github.com/cosmos/cosmos-sdk/types" - "github.com/dydxprotocol/v4-chain/protocol/streaming/types" + "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc/types" clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" - satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" ) -var _ types.FullNodeStreamingManager = (*NoopGrpcStreamingManager)(nil) +var _ types.GrpcStreamingManager = (*NoopGrpcStreamingManager)(nil) type NoopGrpcStreamingManager struct{} @@ -20,51 +19,39 @@ func (sm *NoopGrpcStreamingManager) Enabled() bool { } func (sm *NoopGrpcStreamingManager) Subscribe( - _ []uint32, - _ []*satypes.SubaccountId, - _ types.OutgoingMessageSender, + req clobtypes.StreamOrderbookUpdatesRequest, + srv clobtypes.Query_StreamOrderbookUpdatesServer, ) ( err error, ) { - return types.ErrNotImplemented + return clobtypes.ErrGrpcStreamingManagerNotEnabled } -func (sm *NoopGrpcStreamingManager) SendOrderbookUpdates( +func (sm *NoopGrpcStreamingManager) SendSnapshot( updates *clobtypes.OffchainUpdates, + subscriptionId uint32, blockHeight uint32, execMode sdk.ExecMode, ) { } -func (sm *NoopGrpcStreamingManager) SendOrderbookFillUpdates( - orderbookFills []clobtypes.StreamOrderbookFill, - blockHeight uint32, - execMode sdk.ExecMode, - perpetualIdToClobPairId map[uint32][]clobtypes.ClobPairId, -) { -} - -func (sm *NoopGrpcStreamingManager) SendTakerOrderStatus( - takerOrder clobtypes.StreamTakerOrder, +func (sm *NoopGrpcStreamingManager) SendOrderbookUpdates( + updates *clobtypes.OffchainUpdates, blockHeight uint32, execMode sdk.ExecMode, ) { } -func (sm *NoopGrpcStreamingManager) SendSubaccountUpdates( - subaccountUpdates []satypes.StreamSubaccountUpdate, +func (sm *NoopGrpcStreamingManager) SendOrderbookFillUpdates( + ctx sdk.Context, + orderbookFills []clobtypes.StreamOrderbookFill, blockHeight uint32, execMode sdk.ExecMode, ) { } -func (sm *NoopGrpcStreamingManager) TracksSubaccountId(id satypes.SubaccountId) bool { - return false -} - -func (sm *NoopGrpcStreamingManager) InitializeNewStreams( +func (sm *NoopGrpcStreamingManager) InitializeNewGrpcStreams( getOrderbookSnapshot func(clobPairId clobtypes.ClobPairId) *clobtypes.OffchainUpdates, - getSubaccountSnapshot func(subaccountId satypes.SubaccountId) *satypes.StreamSubaccountUpdate, blockHeight uint32, execMode sdk.ExecMode, ) { diff --git a/protocol/streaming/grpc/types/manager.go b/protocol/streaming/grpc/types/manager.go new file mode 100644 index 0000000000..74b145985c --- /dev/null +++ b/protocol/streaming/grpc/types/manager.go @@ -0,0 +1,40 @@ +package types + +import ( + sdk "github.com/cosmos/cosmos-sdk/types" + clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" +) + +type GrpcStreamingManager interface { + Enabled() bool + Stop() + // L3+ Orderbook updates. + Subscribe( + req clobtypes.StreamOrderbookUpdatesRequest, + srv clobtypes.Query_StreamOrderbookUpdatesServer, + ) ( + err error, + ) + InitializeNewGrpcStreams( + getOrderbookSnapshot func(clobPairId clobtypes.ClobPairId) *clobtypes.OffchainUpdates, + blockHeight uint32, + execMode sdk.ExecMode, + ) + SendSnapshot( + offchainUpdates *clobtypes.OffchainUpdates, + subscriptionId uint32, + blockHeight uint32, + execMode sdk.ExecMode, + ) + SendOrderbookUpdates( + offchainUpdates *clobtypes.OffchainUpdates, + blockHeight uint32, + execMode sdk.ExecMode, + ) + SendOrderbookFillUpdates( + ctx sdk.Context, + orderbookFills []clobtypes.StreamOrderbookFill, + blockHeight uint32, + execMode sdk.ExecMode, + ) +} diff --git a/protocol/streaming/types/errors.go b/protocol/streaming/types/errors.go deleted file mode 100644 index af28954670..0000000000 --- a/protocol/streaming/types/errors.go +++ /dev/null @@ -1,16 +0,0 @@ -package types - -import errorsmod "cosmossdk.io/errors" - -const ( - ModuleName = "full_node_streaming" -) - -var ( - ErrNotImplemented = errorsmod.Register(ModuleName, 1, "Not implemented") - ErrInvalidStreamingRequest = errorsmod.Register( - ModuleName, - 2, - "Invalid full node streaming request", - ) -) diff --git a/protocol/streaming/types/interface.go b/protocol/streaming/types/interface.go deleted file mode 100644 index 7930853be6..0000000000 --- a/protocol/streaming/types/interface.go +++ /dev/null @@ -1,55 +0,0 @@ -package types - -import ( - sdk "github.com/cosmos/cosmos-sdk/types" - clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" - satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" -) - -type FullNodeStreamingManager interface { - Enabled() bool - Stop() - - // Subscribe to streams - Subscribe( - clobPairIds []uint32, - subaccountIds []*satypes.SubaccountId, - srv OutgoingMessageSender, - ) ( - err error, - ) - - // L3+ Orderbook updates. - InitializeNewStreams( - getOrderbookSnapshot func(clobPairId clobtypes.ClobPairId) *clobtypes.OffchainUpdates, - getSubaccountSnapshot func(subaccountId satypes.SubaccountId) *satypes.StreamSubaccountUpdate, - blockHeight uint32, - execMode sdk.ExecMode, - ) - SendOrderbookUpdates( - offchainUpdates *clobtypes.OffchainUpdates, - blockHeight uint32, - execMode sdk.ExecMode, - ) - SendOrderbookFillUpdates( - orderbookFills []clobtypes.StreamOrderbookFill, - blockHeight uint32, - execMode sdk.ExecMode, - perpetualIdToClobPairId map[uint32][]clobtypes.ClobPairId, - ) - SendTakerOrderStatus( - takerOrder clobtypes.StreamTakerOrder, - blockHeight uint32, - execMode sdk.ExecMode, - ) - SendSubaccountUpdates( - subaccountUpdates []satypes.StreamSubaccountUpdate, - blockHeight uint32, - execMode sdk.ExecMode, - ) - TracksSubaccountId(id satypes.SubaccountId) bool -} - -type OutgoingMessageSender interface { - Send(*clobtypes.StreamOrderbookUpdatesResponse) error -} diff --git a/protocol/streaming/util/util.go b/protocol/streaming/util/util.go deleted file mode 100644 index 985a29ef33..0000000000 --- a/protocol/streaming/util/util.go +++ /dev/null @@ -1,21 +0,0 @@ -package util - -import ( - "github.com/cosmos/gogoproto/proto" - ocutypes "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types" - clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" -) - -// GetOffchainUpdatesV1 unmarshals messages in offchain updates to OffchainUpdateV1. -func GetOffchainUpdatesV1(offchainUpdates *clobtypes.OffchainUpdates) ([]ocutypes.OffChainUpdateV1, error) { - v1updates := make([]ocutypes.OffChainUpdateV1, 0) - for _, message := range offchainUpdates.Messages { - var update ocutypes.OffChainUpdateV1 - err := proto.Unmarshal(message.Message.Value, &update) - if err != nil { - return nil, err - } - v1updates = append(v1updates, update) - } - return v1updates, nil -} diff --git a/protocol/streaming/ws/websocket_message_sender.go b/protocol/streaming/ws/websocket_message_sender.go deleted file mode 100644 index 7a502b098b..0000000000 --- a/protocol/streaming/ws/websocket_message_sender.go +++ /dev/null @@ -1,27 +0,0 @@ -package ws - -import ( - "github.com/gorilla/websocket" - - "github.com/cosmos/cosmos-sdk/codec" - "github.com/dydxprotocol/v4-chain/protocol/streaming/types" - clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" -) - -var _ types.OutgoingMessageSender = (*WebsocketMessageSender)(nil) - -type WebsocketMessageSender struct { - cdc codec.JSONCodec - - conn *websocket.Conn -} - -func (wms *WebsocketMessageSender) Send( - response *clobtypes.StreamOrderbookUpdatesResponse, -) (err error) { - responseJson, err := wms.cdc.MarshalJSON(response) - if err != nil { - return err - } - return wms.conn.WriteMessage(websocket.TextMessage, responseJson) -} diff --git a/protocol/streaming/ws/websocket_server.go b/protocol/streaming/ws/websocket_server.go deleted file mode 100644 index 0b66804595..0000000000 --- a/protocol/streaming/ws/websocket_server.go +++ /dev/null @@ -1,177 +0,0 @@ -package ws - -import ( - "context" - "fmt" - "net/http" - "strconv" - "strings" - "time" - - "cosmossdk.io/log" - "github.com/cosmos/cosmos-sdk/codec" - "github.com/dydxprotocol/v4-chain/protocol/streaming/types" - satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" - "github.com/gorilla/websocket" -) - -var upgrader = websocket.Upgrader{ - ReadBufferSize: 1024, - WriteBufferSize: 1024, - CheckOrigin: func(r *http.Request) bool { - return true // Allow all connections by default - }, -} - -type WebsocketServer struct { - streamingManager types.FullNodeStreamingManager - cdc codec.JSONCodec - logger log.Logger - port uint16 - server *http.Server -} - -func NewWebsocketServer( - streamingManager types.FullNodeStreamingManager, - cdc codec.JSONCodec, - logger log.Logger, - port uint16, -) *WebsocketServer { - return &WebsocketServer{ - streamingManager: streamingManager, - cdc: cdc, - logger: logger.With(log.ModuleKey, "full-node-streaming"), - port: port, - } -} - -func (ws *WebsocketServer) Handler(w http.ResponseWriter, r *http.Request) { - conn, err := upgrader.Upgrade(w, r, nil) - if err != nil { - ws.logger.Error( - "Error upgrading websocket connection", - "error", err, - ) - return - } - defer conn.Close() - - // Parse clobPairIds from query parameters - clobPairIds, err := parseClobPairIds(r) - if err != nil { - ws.logger.Error( - "Error parsing clobPairIds", - "err", err, - ) - http.Error(w, err.Error(), http.StatusBadRequest) - return - } - // Parse subaccountIds from query parameters - subaccountIds, err := parseSubaccountIds(r) - if err != nil { - ws.logger.Error( - "Error parsing subaccountIds", - "err", err, - ) - http.Error(w, err.Error(), http.StatusBadRequest) - return - } - - websocketMessageSender := &WebsocketMessageSender{ - cdc: ws.cdc, - conn: conn, - } - - ws.logger.Info( - fmt.Sprintf("Received websocket streaming request for clob pair ids: %+v", clobPairIds), - ) - - err = ws.streamingManager.Subscribe( - clobPairIds, - subaccountIds, - websocketMessageSender, - ) - if err != nil { - ws.logger.Error( - "Ending handler for websocket connection", - "err", err, - ) - return - } -} - -// parseSubaccountIds is a helper function to parse the subaccountIds from the query parameters. -func parseSubaccountIds(r *http.Request) ([]*satypes.SubaccountId, error) { - subaccountIdsParam := r.URL.Query().Get("subaccountIds") - if subaccountIdsParam == "" { - return []*satypes.SubaccountId{}, nil - } - idStrs := strings.Split(subaccountIdsParam, ",") - subaccountIds := make([]*satypes.SubaccountId, 0) - for _, idStr := range idStrs { - parts := strings.Split(idStr, "/") - if len(parts) != 2 { - return nil, fmt.Errorf("invalid subaccountId format: %s, expected subaccount_id format: owner/number", idStr) - } - - number, err := strconv.Atoi(parts[1]) - if err != nil { - return nil, fmt.Errorf("invalid subaccount number: %s, expected subaccount_id format: owner/number", parts[1]) - } - - subaccountIds = append(subaccountIds, &satypes.SubaccountId{ - Owner: parts[0], - Number: uint32(number), - }) - } - - return subaccountIds, nil -} - -// parseClobPairIds is a helper function to parse the clobPairIds from the query parameters. -func parseClobPairIds(r *http.Request) ([]uint32, error) { - clobPairIdsParam := r.URL.Query().Get("clobPairIds") - if clobPairIdsParam == "" { - return []uint32{}, nil - } - idStrs := strings.Split(clobPairIdsParam, ",") - clobPairIds := make([]uint32, 0) - for _, idStr := range idStrs { - id, err := strconv.Atoi(idStr) - if err != nil { - return nil, fmt.Errorf("invalid clobPairId: %s", idStr) - } - clobPairIds = append(clobPairIds, uint32(id)) - } - - return clobPairIds, nil -} - -// Start the websocket server in a separate goroutine. -func (ws *WebsocketServer) Start() { - go func() { - http.HandleFunc("/ws", ws.Handler) - addr := fmt.Sprintf(":%d", ws.port) - ws.logger.Info("Starting websocket server on address " + addr) - - server := &http.Server{Addr: addr} - ws.server = server - err := server.ListenAndServe() - if err != nil { - ws.logger.Error( - "Http websocket server error", - "err", err, - ) - } - ws.logger.Info("Shutting down websocket server") - }() -} - -func (ws *WebsocketServer) Shutdown() { - shutdownCtx, shutdownRelease := context.WithTimeout(context.Background(), 5*time.Second) - defer shutdownRelease() - err := ws.server.Shutdown(shutdownCtx) - if err != nil { - ws.logger.Error("Failed to shutdown websocket server", "err", err) - } -} diff --git a/protocol/testutil/keeper/clob.go b/protocol/testutil/keeper/clob.go index f5d71bdbaa..2abb897859 100644 --- a/protocol/testutil/keeper/clob.go +++ b/protocol/testutil/keeper/clob.go @@ -14,7 +14,7 @@ import ( "github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager" "github.com/dydxprotocol/v4-chain/protocol/lib" "github.com/dydxprotocol/v4-chain/protocol/mocks" - streaming "github.com/dydxprotocol/v4-chain/protocol/streaming" + streaming "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc" clobtest "github.com/dydxprotocol/v4-chain/protocol/testutil/clob" "github.com/dydxprotocol/v4-chain/protocol/testutil/constants" asskeeper "github.com/dydxprotocol/v4-chain/protocol/x/assets/keeper" diff --git a/protocol/testutil/keeper/subaccounts.go b/protocol/testutil/keeper/subaccounts.go index 786aaa2040..07b33984b0 100644 --- a/protocol/testutil/keeper/subaccounts.go +++ b/protocol/testutil/keeper/subaccounts.go @@ -1,13 +1,9 @@ package keeper import ( - "testing" - - "github.com/dydxprotocol/v4-chain/protocol/streaming" - - "math/big" - "github.com/cosmos/gogoproto/proto" + "math/big" + "testing" dbm "github.com/cosmos/cosmos-db" @@ -113,7 +109,6 @@ func createSubaccountsKeeper( pk, btk, mockIndexerEventsManager, - streaming.NewNoopGrpcStreamingManager(), ) return k, storeKey diff --git a/protocol/testutil/memclob/keeper.go b/protocol/testutil/memclob/keeper.go index cc08220789..9ca05d4a96 100644 --- a/protocol/testutil/memclob/keeper.go +++ b/protocol/testutil/memclob/keeper.go @@ -512,18 +512,3 @@ func (f *FakeMemClobKeeper) SendOrderbookFillUpdates( orderbookFills []types.StreamOrderbookFill, ) { } - -func (f *FakeMemClobKeeper) SendTakerOrderStatus( - ctx sdk.Context, - takerOrder types.StreamTakerOrder, -) { -} - -// Placeholder to satisfy interface implementation of types.MemClobKeeper -func (f *FakeMemClobKeeper) AddOrderToOrderbookSubaccountUpdatesCheck( - ctx sdk.Context, - subaccountId satypes.SubaccountId, - order types.PendingOpenOrder, -) satypes.UpdateResult { - return satypes.Success -} diff --git a/protocol/x/clob/abci.go b/protocol/x/clob/abci.go index 8aff6110bb..a8c5d34f1b 100644 --- a/protocol/x/clob/abci.go +++ b/protocol/x/clob/abci.go @@ -258,8 +258,8 @@ func PrepareCheckState( types.GetInternalOperationsQueueTextString(newLocalValidatorOperationsQueue), ) - // Initialize new streams with orderbook snapshots, if any. - keeper.InitializeNewStreams(ctx) + // Initialize new GRPC streams with orderbook snapshots, if any. + keeper.InitializeNewGrpcStreams(ctx) // Set per-orderbook gauges. keeper.MemClob.SetMemclobGauges(ctx) diff --git a/protocol/x/clob/keeper/grpc_stream_orderbook.go b/protocol/x/clob/keeper/grpc_stream_orderbook.go index caca5fbfbe..710a6ceec6 100644 --- a/protocol/x/clob/keeper/grpc_stream_orderbook.go +++ b/protocol/x/clob/keeper/grpc_stream_orderbook.go @@ -8,11 +8,7 @@ func (k Keeper) StreamOrderbookUpdates( req *types.StreamOrderbookUpdatesRequest, stream types.Query_StreamOrderbookUpdatesServer, ) error { - err := k.GetFullNodeStreamingManager().Subscribe( - req.GetClobPairId(), - req.GetSubaccountIds(), - stream, - ) + err := k.GetGrpcStreamingManager().Subscribe(*req, stream) if err != nil { return err } diff --git a/protocol/x/clob/keeper/keeper.go b/protocol/x/clob/keeper/keeper.go index 8e2e3e240f..4ea1edee3a 100644 --- a/protocol/x/clob/keeper/keeper.go +++ b/protocol/x/clob/keeper/keeper.go @@ -3,7 +3,6 @@ package keeper import ( "errors" "fmt" - satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" "sync/atomic" "cosmossdk.io/log" @@ -15,7 +14,7 @@ import ( "github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager" "github.com/dydxprotocol/v4-chain/protocol/lib" "github.com/dydxprotocol/v4-chain/protocol/lib/metrics" - streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/types" + streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/grpc/types" flags "github.com/dydxprotocol/v4-chain/protocol/x/clob/flags" "github.com/dydxprotocol/v4-chain/protocol/x/clob/rate_limit" "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" @@ -44,7 +43,7 @@ type ( rewardsKeeper types.RewardsKeeper indexerEventManager indexer_manager.IndexerEventManager - streamingManager streamingtypes.FullNodeStreamingManager + streamingManager streamingtypes.GrpcStreamingManager initialized *atomic.Bool memStoreInitialized *atomic.Bool @@ -86,7 +85,7 @@ func NewKeeper( statsKeeper types.StatsKeeper, rewardsKeeper types.RewardsKeeper, indexerEventManager indexer_manager.IndexerEventManager, - streamingManager streamingtypes.FullNodeStreamingManager, + grpcStreamingManager streamingtypes.GrpcStreamingManager, txDecoder sdk.TxDecoder, clobFlags flags.ClobFlags, placeCancelOrderRateLimiter rate_limit.RateLimiter[sdk.Msg], @@ -111,7 +110,7 @@ func NewKeeper( statsKeeper: statsKeeper, rewardsKeeper: rewardsKeeper, indexerEventManager: indexerEventManager, - streamingManager: streamingManager, + streamingManager: grpcStreamingManager, memStoreInitialized: &atomic.Bool{}, // False by default. initialized: &atomic.Bool{}, // False by default. txDecoder: txDecoder, @@ -141,7 +140,7 @@ func (k Keeper) GetIndexerEventManager() indexer_manager.IndexerEventManager { return k.indexerEventManager } -func (k Keeper) GetFullNodeStreamingManager() streamingtypes.FullNodeStreamingManager { +func (k Keeper) GetGrpcStreamingManager() streamingtypes.GrpcStreamingManager { return k.streamingManager } @@ -256,32 +255,24 @@ func (k *Keeper) SetAnteHandler(anteHandler sdk.AnteHandler) { k.antehandler = anteHandler } -// InitializeNewStreams initializes new streams for all uninitialized clob pairs +// InitializeNewGrpcStreams initializes new gRPC streams for all uninitialized clob pairs // by sending the corresponding orderbook snapshots. -func (k Keeper) InitializeNewStreams(ctx sdk.Context) { - streamingManager := k.GetFullNodeStreamingManager() +func (k Keeper) InitializeNewGrpcStreams(ctx sdk.Context) { + streamingManager := k.GetGrpcStreamingManager() - streamingManager.InitializeNewStreams( + streamingManager.InitializeNewGrpcStreams( func(clobPairId types.ClobPairId) *types.OffchainUpdates { return k.MemClob.GetOffchainUpdatesForOrderbookSnapshot( ctx, clobPairId, ) }, - func(subaccountId satypes.SubaccountId) *satypes.StreamSubaccountUpdate { - subaccountUpdate := k.subaccountsKeeper.GetStreamSubaccountUpdate( - ctx, - subaccountId, - true, - ) - return &subaccountUpdate - }, lib.MustConvertIntegerToUint32(ctx.BlockHeight()), ctx.ExecMode(), ) } -// SendOrderbookUpdates sends the offchain updates to the Full Node streaming manager. +// SendOrderbookUpdates sends the offchain updates to the gRPC streaming manager. func (k Keeper) SendOrderbookUpdates( ctx sdk.Context, offchainUpdates *types.OffchainUpdates, @@ -290,14 +281,14 @@ func (k Keeper) SendOrderbookUpdates( return } - k.GetFullNodeStreamingManager().SendOrderbookUpdates( + k.GetGrpcStreamingManager().SendOrderbookUpdates( offchainUpdates, lib.MustConvertIntegerToUint32(ctx.BlockHeight()), ctx.ExecMode(), ) } -// SendOrderbookFillUpdates sends the orderbook fills to the Full Node streaming manager. +// SendOrderbookFillUpdates sends the orderbook fills to the gRPC streaming manager. func (k Keeper) SendOrderbookFillUpdates( ctx sdk.Context, orderbookFills []types.StreamOrderbookFill, @@ -305,22 +296,10 @@ func (k Keeper) SendOrderbookFillUpdates( if len(orderbookFills) == 0 { return } - k.GetFullNodeStreamingManager().SendOrderbookFillUpdates( + k.GetGrpcStreamingManager().SendOrderbookFillUpdates( + ctx, orderbookFills, lib.MustConvertIntegerToUint32(ctx.BlockHeight()), ctx.ExecMode(), - k.PerpetualIdToClobPairId, - ) -} - -// SendTakerOrderStatus sends the taker order with its status to the Full Node streaming manager. -func (k Keeper) SendTakerOrderStatus( - ctx sdk.Context, - takerOrder types.StreamTakerOrder, -) { - k.GetFullNodeStreamingManager().SendTakerOrderStatus( - takerOrder, - lib.MustConvertIntegerToUint32(ctx.BlockHeight()), - ctx.ExecMode(), ) } diff --git a/protocol/x/clob/keeper/order_state.go b/protocol/x/clob/keeper/order_state.go index 4fdd7a2987..df6909323d 100644 --- a/protocol/x/clob/keeper/order_state.go +++ b/protocol/x/clob/keeper/order_state.go @@ -258,7 +258,7 @@ func (k Keeper) RemoveOrderFillAmount(ctx sdk.Context, orderId types.OrderId) { orderAmountFilledStore.Delete(orderId.ToStateKey()) // If grpc stream is on, zero out the fill amount. - if k.GetFullNodeStreamingManager().Enabled() { + if k.GetGrpcStreamingManager().Enabled() { allUpdates := types.NewOffchainUpdates() if message, success := off_chain_updates.CreateOrderUpdateMessage( ctx, diff --git a/protocol/x/clob/keeper/process_operations.go b/protocol/x/clob/keeper/process_operations.go index 021cdd5094..2f5a38e2fd 100644 --- a/protocol/x/clob/keeper/process_operations.go +++ b/protocol/x/clob/keeper/process_operations.go @@ -38,21 +38,6 @@ func fetchOrdersInvolvedInOpQueue( return orderIdSet } -// fetchSubaccountIdsInvolvedInOpQueue fetches all SubaccountIds involved in an operations -// queue's matches and returns them as a set. -func fetchSubaccountIdsInvolvedInOpQueue( - operations []types.InternalOperation, -) (subaccountIdSet map[satypes.SubaccountId]struct{}) { - subaccountIdSet = make(map[satypes.SubaccountId]struct{}) - for _, operation := range operations { - if clobMatch := operation.GetMatch(); clobMatch != nil { - subaccountIdSetForClobMatch := clobMatch.GetAllSubaccountIds() - subaccountIdSet = lib.MergeMaps(subaccountIdSet, subaccountIdSetForClobMatch) - } - } - return subaccountIdSet -} - // ProcessProposerOperations updates on-chain state given an []OperationRaw operations queue // representing matches that occurred in the previous block. It performs validation on an operations // queue. If all validation passes, the operations queue is written to state. @@ -73,12 +58,8 @@ func (k Keeper) ProcessProposerOperations( } // If grpc streams are on, send absolute fill amounts from local + proposed opqueue to the grpc stream. - // Also send subaccount snapshots for impacted subaccounts. - // An impacted subaccount is defined as: - // - A subaccount that was involved in any match in the local opqueue. - // Only matches generate subaccount updates. // This must be sent out to account for checkState being discarded and deliverState being used. - if streamingManager := k.GetFullNodeStreamingManager(); streamingManager.Enabled() { + if streamingManager := k.GetGrpcStreamingManager(); streamingManager.Enabled() { localValidatorOperationsQueue, _ := k.MemClob.GetOperationsToReplay(ctx) orderIdsFromProposed := fetchOrdersInvolvedInOpQueue( operations, @@ -94,21 +75,6 @@ func (k Keeper) ProcessProposerOperations( allUpdates.Append(orderbookUpdate) } k.SendOrderbookUpdates(ctx, allUpdates) - - subaccountIdsFromProposed := fetchSubaccountIdsInvolvedInOpQueue( - operations, - ) - - subaccountIdsFromLocal := fetchSubaccountIdsInvolvedInOpQueue( - localValidatorOperationsQueue, - ) - subaccountIdsToUpdate := lib.MergeMaps(subaccountIdsFromLocal, subaccountIdsFromProposed) - allSubaccountUpdates := make([]satypes.StreamSubaccountUpdate, 0) - for subaccountId := range subaccountIdsToUpdate { - subaccountUpdate := k.subaccountsKeeper.GetStreamSubaccountUpdate(ctx, subaccountId, false) - allSubaccountUpdates = append(allSubaccountUpdates, subaccountUpdate) - } - k.subaccountsKeeper.SendSubaccountUpdates(ctx, allSubaccountUpdates) } log.DebugLog(ctx, "Processing operations queue", @@ -583,7 +549,7 @@ func (k Keeper) PersistMatchOrdersToState( } // if GRPC streaming is on, emit a generated clob match to stream. - if streamingManager := k.GetFullNodeStreamingManager(); streamingManager.Enabled() { + if streamingManager := k.GetGrpcStreamingManager(); streamingManager.Enabled() { streamOrderbookFill := k.MemClob.GenerateStreamOrderbookFill( ctx, types.ClobMatch{ @@ -692,7 +658,7 @@ func (k Keeper) PersistMatchLiquidationToState( ) // if GRPC streaming is on, emit a generated clob match to stream. - if streamingManager := k.GetFullNodeStreamingManager(); streamingManager.Enabled() { + if streamingManager := k.GetGrpcStreamingManager(); streamingManager.Enabled() { streamOrderbookFill := k.MemClob.GenerateStreamOrderbookFill( ctx, types.ClobMatch{ @@ -869,22 +835,6 @@ func (k Keeper) PersistMatchDeleveragingToState( ), ), ) - // if GRPC streaming is on, emit a generated clob match to stream. - if streamingManager := k.GetFullNodeStreamingManager(); streamingManager.Enabled() { - streamOrderbookFill := types.StreamOrderbookFill{ - ClobMatch: &types.ClobMatch{ - Match: &types.ClobMatch_MatchPerpetualDeleveraging{ - MatchPerpetualDeleveraging: matchDeleveraging, - }, - }, - } - k.SendOrderbookFillUpdates( - ctx, - []types.StreamOrderbookFill{ - streamOrderbookFill, - }, - ) - } } return nil diff --git a/protocol/x/clob/memclob/memclob.go b/protocol/x/clob/memclob/memclob.go index 3b5d1066d8..5a4a88ce7d 100644 --- a/protocol/x/clob/memclob/memclob.go +++ b/protocol/x/clob/memclob/memclob.go @@ -768,18 +768,6 @@ func (m *MemClobPriceTimePriority) matchOrder( order, ) - // If full node streaming is on, emit the taker order and its resulting status. - if m.generateOrderbookUpdates { - streamTakerOrder := m.GenerateStreamTakerOrder( - order, - takerOrderStatus, - ) - m.clobKeeper.SendTakerOrderStatus( - ctx, - streamTakerOrder, - ) - } - // If this is a replacement order, then ensure we remove the existing order from the orderbook. if !order.IsLiquidation() { orderId := order.MustGetOrder().OrderId @@ -841,9 +829,11 @@ func (m *MemClobPriceTimePriority) matchOrder( } // If the order is post only and it's not the rewind step, then it cannot be filled. - // If the order is post only and crosses the book, // Set the matching error so that the order is canceled. - if !order.IsLiquidation() && takerOrderStatus.OrderStatus == types.PostOnlyWouldCrossMakerOrder { + // TODO(DEC-998): Determine if allowing post-only orders to match in rewind step is valid. + if len(newMakerFills) > 0 && + !order.IsLiquidation() && + order.MustGetOrder().TimeInForce == types.Order_TIME_IN_FORCE_POST_ONLY { matchingErr = types.ErrPostOnlyWouldCrossMakerOrder } @@ -1766,16 +1756,6 @@ func (m *MemClobPriceTimePriority) mustPerformTakerOrderMatching( continue } - // If a valid match has been generated but the taker order is a post only order, - // end the matching loop. Because of this, post-only orders can cause - // undercollateralized maker orders to be removed from the book up to the first valid match. - if takerOrderCrossesMakerOrder && - !newTakerOrder.IsLiquidation() && - newTakerOrder.MustGetOrder().TimeInForce == types.Order_TIME_IN_FORCE_POST_ONLY { - takerOrderStatus.OrderStatus = types.PostOnlyWouldCrossMakerOrder - break - } - // The orders have matched successfully, and the state has been updated. // To mark the orders as matched, perform the following actions: // 1. Deduct `matchedAmount` from the taker order's remaining quantums, and add the matched diff --git a/protocol/x/clob/memclob/memclob_grpc_streaming.go b/protocol/x/clob/memclob/memclob_grpc_streaming.go index 8cd57cef98..3b2dc19a2e 100644 --- a/protocol/x/clob/memclob/memclob_grpc_streaming.go +++ b/protocol/x/clob/memclob/memclob_grpc_streaming.go @@ -157,28 +157,3 @@ func (m *MemClobPriceTimePriority) GetOrderbookUpdatesForOrderUpdate( } return offchainUpdates } - -// GenerateStreamTakerOrder returns a `StreamTakerOrder` object used in full node -// streaming from a matchableOrder and a taker order status. -func (m *MemClobPriceTimePriority) GenerateStreamTakerOrder( - takerOrder types.MatchableOrder, - takerOrderStatus types.TakerOrderStatus, -) types.StreamTakerOrder { - if takerOrder.IsLiquidation() { - liquidationOrder := takerOrder.MustGetLiquidationOrder() - streamLiquidationOrder := liquidationOrder.ToStreamLiquidationOrder() - return types.StreamTakerOrder{ - TakerOrder: &types.StreamTakerOrder_LiquidationOrder{ - LiquidationOrder: streamLiquidationOrder, - }, - TakerOrderStatus: takerOrderStatus.ToStreamingTakerOrderStatus(), - } - } - order := takerOrder.MustGetOrder() - return types.StreamTakerOrder{ - TakerOrder: &types.StreamTakerOrder_Order{ - Order: &order, - }, - TakerOrderStatus: takerOrderStatus.ToStreamingTakerOrderStatus(), - } -} diff --git a/protocol/x/clob/memclob/memclob_place_order_test.go b/protocol/x/clob/memclob/memclob_place_order_test.go index e2f921ab6f..cb6957a64b 100644 --- a/protocol/x/clob/memclob/memclob_place_order_test.go +++ b/protocol/x/clob/memclob/memclob_place_order_test.go @@ -2927,14 +2927,17 @@ func TestPlaceOrder_PostOnly(t *testing.T) { }, }, expectedRemainingAsks: []OrderWithRemainingSize{}, - // Second order is not collat check'd since the first order generates a valid - // match, so the matching loop ends. expectedCollatCheck: []expectedMatch{ { makerOrder: &constants.Order_Bob_Num0_Id11_Clob1_Buy5_Price40_GTB32, takerOrder: &constants.Order_Alice_Num1_Id1_Clob1_Sell10_Price15_GTB20_PO, matchedQuantums: 5, }, + { + makerOrder: &constants.Order_Bob_Num0_Id4_Clob1_Buy20_Price35_GTB22, + takerOrder: &constants.Order_Alice_Num1_Id1_Clob1_Sell10_Price15_GTB20_PO, + matchedQuantums: 5, + }, }, expectedExistingMatches: []expectedMatch{}, expectedOperations: []types.Operation{}, diff --git a/protocol/x/clob/types/clob_keeper.go b/protocol/x/clob/types/clob_keeper.go index 4f2875e117..61f1675e2c 100644 --- a/protocol/x/clob/types/clob_keeper.go +++ b/protocol/x/clob/types/clob_keeper.go @@ -140,8 +140,8 @@ type ClobKeeper interface { clobPair ClobPair, ) error UpdateLiquidationsConfig(ctx sdk.Context, config LiquidationsConfig) error - // full node streaming - InitializeNewStreams(ctx sdk.Context) + // Gprc streaming + InitializeNewGrpcStreams(ctx sdk.Context) SendOrderbookUpdates( ctx sdk.Context, offchainUpdates *OffchainUpdates, diff --git a/protocol/x/clob/types/errors.go b/protocol/x/clob/types/errors.go index c904cbcdc3..cc7ac4f4b3 100644 --- a/protocol/x/clob/types/errors.go +++ b/protocol/x/clob/types/errors.go @@ -533,4 +533,16 @@ var ( 10001, "Subaccount cannot open more orders due to equity tier limit.", ) + + // GrpcStreamingManager errors. + ErrGrpcStreamingManagerNotEnabled = errorsmod.Register( + ModuleName, + 11000, + "GrpcStreamingManager is not enabled", + ) + ErrInvalidGrpcStreamingRequest = errorsmod.Register( + ModuleName, + 11001, + "Invalid gRPC streaming request", + ) ) diff --git a/protocol/x/clob/types/expected_keepers.go b/protocol/x/clob/types/expected_keepers.go index ee7cb07107..755aa4fd20 100644 --- a/protocol/x/clob/types/expected_keepers.go +++ b/protocol/x/clob/types/expected_keepers.go @@ -38,13 +38,6 @@ type SubaccountsKeeper interface { ) ( val satypes.Subaccount, ) - GetStreamSubaccountUpdate( - ctx sdk.Context, - id satypes.SubaccountId, - snapshot bool, - ) ( - val satypes.StreamSubaccountUpdate, - ) GetAllSubaccount( ctx sdk.Context, ) ( @@ -81,10 +74,6 @@ type SubaccountsKeeper interface { ctx sdk.Context, perpetualId uint32, ) (sdk.AccAddress, error) - SendSubaccountUpdates( - ctx sdk.Context, - subaccountUpdates []satypes.StreamSubaccountUpdate, - ) } type AssetsKeeper interface { diff --git a/protocol/x/clob/types/liquidation_order.go b/protocol/x/clob/types/liquidation_order.go index 5804d0f9f0..182c0e84f8 100644 --- a/protocol/x/clob/types/liquidation_order.go +++ b/protocol/x/clob/types/liquidation_order.go @@ -51,18 +51,6 @@ func NewLiquidationOrder( } } -// ToStreamLiquidationOrder converts the LiquidationOrder to a StreamLiquidationOrder -// to be emitted by full node streaming. -func (lo *LiquidationOrder) ToStreamLiquidationOrder() *StreamLiquidationOrder { - return &StreamLiquidationOrder{ - LiquidationInfo: &lo.perpetualLiquidationInfo, - ClobPairId: uint32(lo.clobPairId), - IsBuy: lo.isBuy, - Quantums: lo.quantums.ToUint64(), - Subticks: lo.subticks.ToUint64(), - } -} - // IsBuy returns true if this is a buy order, false if not. // This function is necessary for the `LiquidationOrder` type to implement the `MatchableOrder` interface. func (lo *LiquidationOrder) IsBuy() bool { @@ -115,12 +103,6 @@ func (lo *LiquidationOrder) MustGetOrder() Order { panic("MustGetOrder: No underlying order on a LiquidationOrder type.") } -// MustGetLiquidationOrder returns the underlying `LiquidationOrder` type. -// This function is necessary for the `LiquidationOrder` type to implement the `MatchableOrder` interface. -func (lo *LiquidationOrder) MustGetLiquidationOrder() LiquidationOrder { - return *lo -} - // MustGetLiquidatedPerpetualId returns the perpetual ID that this perpetual order is liquidating. // This function is necessary for the `LiquidationOrder` type to implement the `MatchableOrder` interface. func (lo *LiquidationOrder) MustGetLiquidatedPerpetualId() uint32 { diff --git a/protocol/x/clob/types/mem_clob_keeper.go b/protocol/x/clob/types/mem_clob_keeper.go index 9804b33d48..c8670d694a 100644 --- a/protocol/x/clob/types/mem_clob_keeper.go +++ b/protocol/x/clob/types/mem_clob_keeper.go @@ -109,8 +109,4 @@ type MemClobKeeper interface { ctx sdk.Context, orderbookFills []StreamOrderbookFill, ) - SendTakerOrderStatus( - ctx sdk.Context, - takerOrder StreamTakerOrder, - ) } diff --git a/protocol/x/clob/types/message_clob_match.go b/protocol/x/clob/types/message_clob_match.go index c2b2f0a665..47593e05ee 100644 --- a/protocol/x/clob/types/message_clob_match.go +++ b/protocol/x/clob/types/message_clob_match.go @@ -1,7 +1,5 @@ package types -import satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" - // NewClobMatchFromMatchOrders creates a `ClobMatch` from the provided `MatchOrders`. func NewClobMatchFromMatchOrders( msgMatchOrders *MatchOrders, @@ -42,27 +40,3 @@ func (clobMatch *ClobMatch) GetAllOrderIds() (orderIds map[OrderId]struct{}) { } return orderIds } - -// GetAllSubaccountIds returns a set of subaccountIds involved in a ClobMatch. -func (clobMatch *ClobMatch) GetAllSubaccountIds() (subaccountIds map[satypes.SubaccountId]struct{}) { - subaccountIds = make(map[satypes.SubaccountId]struct{}) - if matchOrders := clobMatch.GetMatchOrders(); matchOrders != nil { - subaccountIds[matchOrders.GetTakerOrderId().SubaccountId] = struct{}{} - for _, makerFill := range matchOrders.GetFills() { - subaccountIds[makerFill.GetMakerOrderId().SubaccountId] = struct{}{} - } - } - if matchOrders := clobMatch.GetMatchPerpetualLiquidation(); matchOrders != nil { - subaccountIds[matchOrders.GetLiquidated()] = struct{}{} - for _, makerFill := range matchOrders.GetFills() { - subaccountIds[makerFill.GetMakerOrderId().SubaccountId] = struct{}{} - } - } - if matchOrders := clobMatch.GetMatchPerpetualDeleveraging(); matchOrders != nil { - subaccountIds[matchOrders.GetLiquidated()] = struct{}{} - for _, makerFill := range matchOrders.GetFills() { - subaccountIds[makerFill.GetOffsettingSubaccountId()] = struct{}{} - } - } - return subaccountIds -} diff --git a/protocol/x/clob/types/order.go b/protocol/x/clob/types/order.go index deac6716e1..9a4e559391 100644 --- a/protocol/x/clob/types/order.go +++ b/protocol/x/clob/types/order.go @@ -132,12 +132,6 @@ func (o *Order) MustGetOrder() Order { return *o } -// MustGetLiquidationOrder always panics since Order is not a Liquidation Order. -// This function is necessary for the `Order` type to implement the `MatchableOrder` interface. -func (o *Order) MustGetLiquidationOrder() LiquidationOrder { - panic("MustGetLiquidationOrder: Order is not a liquidation order") -} - // MustGetLiquidatedPerpetualId always panics since there is no underlying perpetual ID for a `Order`. // This function is necessary for the `Order` type to implement the `MatchableOrder` interface. func (o *Order) MustGetLiquidatedPerpetualId() uint32 { diff --git a/protocol/x/clob/types/order.pb.go b/protocol/x/clob/types/order.pb.go index e781abc639..0cd485c984 100644 --- a/protocol/x/clob/types/order.pb.go +++ b/protocol/x/clob/types/order.pb.go @@ -808,91 +808,6 @@ func (m *TransactionOrdering) GetTransactionIndex() uint32 { return 0 } -// StreamLiquidationOrder represents an protocol-generated IOC liquidation -// order. Used in full node streaming. -type StreamLiquidationOrder struct { - // Information about this liquidation order. - LiquidationInfo *PerpetualLiquidationInfo `protobuf:"bytes,1,opt,name=liquidation_info,json=liquidationInfo,proto3" json:"liquidation_info,omitempty"` - // CLOB pair ID of the CLOB pair the liquidation order will be matched - // against. - ClobPairId uint32 `protobuf:"varint,2,opt,name=clob_pair_id,json=clobPairId,proto3" json:"clob_pair_id,omitempty"` - // True if this is a buy order liquidating a short position, false if vice - // versa. - IsBuy bool `protobuf:"varint,3,opt,name=is_buy,json=isBuy,proto3" json:"is_buy,omitempty"` - // The number of base quantums for this liquidation order. - Quantums uint64 `protobuf:"varint,4,opt,name=quantums,proto3" json:"quantums,omitempty"` - // The subticks this liquidation order will be submitted at. - Subticks uint64 `protobuf:"varint,5,opt,name=subticks,proto3" json:"subticks,omitempty"` -} - -func (m *StreamLiquidationOrder) Reset() { *m = StreamLiquidationOrder{} } -func (m *StreamLiquidationOrder) String() string { return proto.CompactTextString(m) } -func (*StreamLiquidationOrder) ProtoMessage() {} -func (*StreamLiquidationOrder) Descriptor() ([]byte, []int) { - return fileDescriptor_673c6f4faa93736b, []int{9} -} -func (m *StreamLiquidationOrder) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *StreamLiquidationOrder) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_StreamLiquidationOrder.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *StreamLiquidationOrder) XXX_Merge(src proto.Message) { - xxx_messageInfo_StreamLiquidationOrder.Merge(m, src) -} -func (m *StreamLiquidationOrder) XXX_Size() int { - return m.Size() -} -func (m *StreamLiquidationOrder) XXX_DiscardUnknown() { - xxx_messageInfo_StreamLiquidationOrder.DiscardUnknown(m) -} - -var xxx_messageInfo_StreamLiquidationOrder proto.InternalMessageInfo - -func (m *StreamLiquidationOrder) GetLiquidationInfo() *PerpetualLiquidationInfo { - if m != nil { - return m.LiquidationInfo - } - return nil -} - -func (m *StreamLiquidationOrder) GetClobPairId() uint32 { - if m != nil { - return m.ClobPairId - } - return 0 -} - -func (m *StreamLiquidationOrder) GetIsBuy() bool { - if m != nil { - return m.IsBuy - } - return false -} - -func (m *StreamLiquidationOrder) GetQuantums() uint64 { - if m != nil { - return m.Quantums - } - return 0 -} - -func (m *StreamLiquidationOrder) GetSubticks() uint64 { - if m != nil { - return m.Subticks - } - return 0 -} - func init() { proto.RegisterEnum("dydxprotocol.clob.Order_Side", Order_Side_name, Order_Side_value) proto.RegisterEnum("dydxprotocol.clob.Order_TimeInForce", Order_TimeInForce_name, Order_TimeInForce_value) @@ -906,81 +821,74 @@ func init() { proto.RegisterType((*ConditionalOrderPlacement)(nil), "dydxprotocol.clob.ConditionalOrderPlacement") proto.RegisterType((*Order)(nil), "dydxprotocol.clob.Order") proto.RegisterType((*TransactionOrdering)(nil), "dydxprotocol.clob.TransactionOrdering") - proto.RegisterType((*StreamLiquidationOrder)(nil), "dydxprotocol.clob.StreamLiquidationOrder") } func init() { proto.RegisterFile("dydxprotocol/clob/order.proto", fileDescriptor_673c6f4faa93736b) } var fileDescriptor_673c6f4faa93736b = []byte{ - // 1086 bytes of a gzipped FileDescriptorProto - 0x1f, 0x8b, 0x08, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02, 0xff, 0xcc, 0x56, 0xcf, 0x6e, 0xdb, 0xc6, - 0x13, 0x16, 0x6d, 0xd9, 0x96, 0x47, 0x7f, 0xc2, 0xac, 0xe3, 0xfc, 0x64, 0xfb, 0x67, 0x59, 0x15, - 0x02, 0xd7, 0x45, 0x50, 0x09, 0x75, 0x83, 0x02, 0x45, 0xd1, 0x43, 0x64, 0x4b, 0x30, 0x61, 0xd9, - 0x54, 0x49, 0x3a, 0x80, 0x83, 0xa2, 0x0b, 0x8a, 0x5c, 0xc9, 0x8b, 0xac, 0x48, 0x85, 0x5c, 0x16, - 0xd6, 0xad, 0x8f, 0xd0, 0x97, 0xe8, 0x5b, 0xf4, 0x01, 0x72, 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0x0b, 0xd6, 0x5d, 0xf3, 0xa4, 0x87, 0xcd, 0x53, 0xdc, 0xb7, 0xec, + 0x83, 0xfb, 0x5a, 0x4f, 0x61, 0x75, 0xde, 0x6c, 0x5a, 0x07, 0xba, 0x86, 0x36, 0xe1, 0xfd, 0x79, + 0x78, 0x68, 0x39, 0x2e, 0xb6, 0x4e, 0x07, 0xe7, 0xfa, 0x02, 0x6a, 0xc2, 0xc6, 0xbc, 0xb1, 0x6f, + 0x0e, 0x06, 0xd8, 0xb2, 0xf1, 0xb1, 0x39, 0x18, 0xe8, 0x8b, 0xed, 0x31, 0xd4, 0xe7, 0x4a, 0x25, + 0x1d, 0x0e, 0xac, 0xd3, 0x43, 0xd3, 0x35, 0xad, 0x53, 0xec, 0x9e, 0x0f, 0xef, 0x07, 0xf1, 0x01, + 0x18, 0xf7, 0xec, 0x8e, 0x6b, 0x0d, 0xf1, 0xc0, 0x72, 0x1c, 0x5d, 0x7b, 0x8b, 0xb7, 0xfb, 0xfc, + 0xb8, 0x87, 0x87, 0xb6, 0xd5, 0x37, 0x5d, 0x7d, 0x61, 0x5f, 0x2f, 0x4c, 0x2d, 0x8f, 0x08, 0xbf, + 0x68, 0x13, 0x58, 0x7b, 0xcb, 0x7a, 0xa2, 0x0f, 0xa1, 0x36, 0xf7, 0x72, 0x6b, 0x6a, 0x2e, 0xaa, + 0xa3, 0xbb, 0x17, 0x1b, 0x7d, 0x0a, 0xab, 0xe2, 0xce, 0xb3, 0xf0, 0xb2, 0xd4, 0x6d, 0xbd, 0x60, + 0x50, 0x0b, 0xbe, 0x3f, 0x7c, 0x75, 0xdd, 0xd4, 0x5e, 0x5f, 0x37, 0xb5, 0x3f, 0xaf, 0x9b, 0xda, + 0x2f, 0x37, 0xcd, 0xd2, 0xeb, 0x9b, 0x66, 0xe9, 0xf7, 0x9b, 0x66, 0xe9, 0xc5, 0x97, 0x21, 0x15, + 0x97, 0xe9, 0xa8, 0xe3, 0xf3, 0x71, 0x77, 0xee, 0x87, 0xe0, 0xa7, 0x67, 0x9f, 0xf9, 0x97, 0x1e, + 0x8d, 0xba, 0x33, 0xe4, 0x2a, 0xfb, 0xd9, 0x90, 0x03, 0x98, 0x8c, 0x96, 0x14, 0xfc, 0xc5, 0x3f, + 0x01, 0x00, 0x00, 0xff, 0xff, 0x2f, 0x0b, 0xbd, 0x8a, 0x8e, 0x08, 0x00, 0x00, } func (m *OrderId) Marshal() (dAtA []byte, err error) { @@ -1419,66 +1327,6 @@ func (m *TransactionOrdering) MarshalToSizedBuffer(dAtA []byte) (int, error) { return len(dAtA) - i, nil } -func (m *StreamLiquidationOrder) Marshal() (dAtA []byte, err error) { - size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *StreamLiquidationOrder) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamLiquidationOrder) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.Subticks != 0 { - i = encodeVarintOrder(dAtA, i, uint64(m.Subticks)) - i-- - dAtA[i] = 0x28 - } - if m.Quantums != 0 { - i = encodeVarintOrder(dAtA, i, uint64(m.Quantums)) - i-- - dAtA[i] = 0x20 - } - if m.IsBuy { - i-- - if m.IsBuy { - dAtA[i] = 1 - } else { - dAtA[i] = 0 - } - i-- - dAtA[i] = 0x18 - } - if m.ClobPairId != 0 { - i = encodeVarintOrder(dAtA, i, uint64(m.ClobPairId)) - i-- - dAtA[i] = 0x10 - } - if m.LiquidationInfo != nil { - { - size, err := m.LiquidationInfo.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintOrder(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0xa - } - return len(dAtA) - i, nil -} - func encodeVarintOrder(dAtA []byte, offset int, v uint64) int { offset -= sovOrder(v) base := offset @@ -1671,31 +1519,6 @@ func (m *TransactionOrdering) Size() (n int) { return n } -func (m *StreamLiquidationOrder) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.LiquidationInfo != nil { - l = m.LiquidationInfo.Size() - n += 1 + l + sovOrder(uint64(l)) - } - if m.ClobPairId != 0 { - n += 1 + sovOrder(uint64(m.ClobPairId)) - } - if m.IsBuy { - n += 2 - } - if m.Quantums != 0 { - n += 1 + sovOrder(uint64(m.Quantums)) - } - if m.Subticks != 0 { - n += 1 + sovOrder(uint64(m.Subticks)) - } - return n -} - func sovOrder(x uint64) (n int) { return (math_bits.Len64(x|1) + 6) / 7 } @@ -2796,169 +2619,6 @@ func (m *TransactionOrdering) Unmarshal(dAtA []byte) error { } return nil } -func (m *StreamLiquidationOrder) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: StreamLiquidationOrder: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: StreamLiquidationOrder: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field LiquidationInfo", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthOrder - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthOrder - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - if m.LiquidationInfo == nil { - m.LiquidationInfo = &PerpetualLiquidationInfo{} - } - if err := m.LiquidationInfo.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex - case 2: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field ClobPairId", wireType) - } - m.ClobPairId = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.ClobPairId |= uint32(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 3: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field IsBuy", wireType) - } - var v int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - v |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - m.IsBuy = bool(v != 0) - case 4: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field Quantums", wireType) - } - m.Quantums = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.Quantums |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 5: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field Subticks", wireType) - } - m.Subticks = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowOrder - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.Subticks |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - default: - iNdEx = preIndex - skippy, err := skipOrder(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthOrder - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} func skipOrder(dAtA []byte) (n int, err error) { l := len(dAtA) iNdEx := 0 diff --git a/protocol/x/clob/types/orderbook.go b/protocol/x/clob/types/orderbook.go index 6070a6c7c7..9fa532d3fc 100644 --- a/protocol/x/clob/types/orderbook.go +++ b/protocol/x/clob/types/orderbook.go @@ -153,16 +153,6 @@ type TakerOrderStatus struct { OrderOptimisticallyFilledQuantums satypes.BaseQuantums } -// ToStreamingTakerOrderStatus converts the TakerOrderStatus to a StreamTakerOrderStatus -// to be emitted by full node streaming. -func (tos *TakerOrderStatus) ToStreamingTakerOrderStatus() *StreamTakerOrderStatus { - return &StreamTakerOrderStatus{ - OrderStatus: uint32(tos.OrderStatus), - RemainingQuantums: tos.RemainingQuantums.ToUint64(), - OptimisticallyFilledQuantums: tos.OrderOptimisticallyFilledQuantums.ToUint64(), - } -} - // OrderStatus represents the status of an order after attempting to place it on the orderbook. type OrderStatus uint @@ -197,9 +187,6 @@ const ( // with either multiple positions in isolated perpetuals or both an isolated and a cross perpetual // position. ViolatesIsolatedSubaccountConstraints - // PostOnlyWouldCrossMakerOrder indicates that matching the post only taker order would cross the - // orderbook, and was therefore canceled. - PostOnlyWouldCrossMakerOrder ) // String returns a string representation of this `OrderStatus` enum. @@ -257,9 +244,6 @@ type MatchableOrder interface { // MustGetOrder returns the underlying order if this is not a liquidation order. Panics if called // for a liquidation order. MustGetOrder() Order - // MustGetLiquidationOrder returns the underlying liquidation order if this is not a regular order. - // Panics if called for a regular order. - MustGetLiquidationOrder() LiquidationOrder // MustGetLiquidatedPerpetualId returns the perpetual ID if this is a liquidation order. Panics // if called for a non-liquidation order. MustGetLiquidatedPerpetualId() uint32 diff --git a/protocol/x/clob/types/query.pb.go b/protocol/x/clob/types/query.pb.go index d0d00fd50a..b4c4596eae 100644 --- a/protocol/x/clob/types/query.pb.go +++ b/protocol/x/clob/types/query.pb.go @@ -11,8 +11,7 @@ import ( _ "github.com/cosmos/gogoproto/gogoproto" grpc1 "github.com/cosmos/gogoproto/grpc" proto "github.com/cosmos/gogoproto/proto" - types1 "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types" - types "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" + types "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types" _ "google.golang.org/genproto/googleapis/api/annotations" grpc "google.golang.org/grpc" codes "google.golang.org/grpc/codes" @@ -771,8 +770,6 @@ func (m *QueryLiquidationsConfigurationResponse) GetLiquidationsConfig() Liquida type StreamOrderbookUpdatesRequest struct { // Clob pair ids to stream orderbook updates for. ClobPairId []uint32 `protobuf:"varint,1,rep,packed,name=clob_pair_id,json=clobPairId,proto3" json:"clob_pair_id,omitempty"` - // Subaccount ids to stream subaccount updates for. - SubaccountIds []*types.SubaccountId `protobuf:"bytes,2,rep,name=subaccount_ids,json=subaccountIds,proto3" json:"subaccount_ids,omitempty"` } func (m *StreamOrderbookUpdatesRequest) Reset() { *m = StreamOrderbookUpdatesRequest{} } @@ -815,13 +812,6 @@ func (m *StreamOrderbookUpdatesRequest) GetClobPairId() []uint32 { return nil } -func (m *StreamOrderbookUpdatesRequest) GetSubaccountIds() []*types.SubaccountId { - if m != nil { - return m.SubaccountIds - } - return nil -} - // StreamOrderbookUpdatesResponse is a response message for the // StreamOrderbookUpdates method. type StreamOrderbookUpdatesResponse struct { @@ -873,19 +863,17 @@ func (m *StreamOrderbookUpdatesResponse) GetUpdates() []StreamUpdate { // GRPC stream. type StreamUpdate struct { // Contains one of an StreamOrderbookUpdate, - // StreamOrderbookFill, StreamTakerOrderStatus. + // StreamOrderbookFill. // // Types that are valid to be assigned to UpdateMessage: // // *StreamUpdate_OrderbookUpdate // *StreamUpdate_OrderFill - // *StreamUpdate_TakerOrder - // *StreamUpdate_SubaccountUpdate UpdateMessage isStreamUpdate_UpdateMessage `protobuf_oneof:"update_message"` // Block height of the update. - BlockHeight uint32 `protobuf:"varint,5,opt,name=block_height,json=blockHeight,proto3" json:"block_height,omitempty"` + BlockHeight uint32 `protobuf:"varint,3,opt,name=block_height,json=blockHeight,proto3" json:"block_height,omitempty"` // Exec mode of the update. - ExecMode uint32 `protobuf:"varint,6,opt,name=exec_mode,json=execMode,proto3" json:"exec_mode,omitempty"` + ExecMode uint32 `protobuf:"varint,4,opt,name=exec_mode,json=execMode,proto3" json:"exec_mode,omitempty"` } func (m *StreamUpdate) Reset() { *m = StreamUpdate{} } @@ -933,17 +921,9 @@ type StreamUpdate_OrderbookUpdate struct { type StreamUpdate_OrderFill struct { OrderFill *StreamOrderbookFill `protobuf:"bytes,2,opt,name=order_fill,json=orderFill,proto3,oneof" json:"order_fill,omitempty"` } -type StreamUpdate_TakerOrder struct { - TakerOrder *StreamTakerOrder `protobuf:"bytes,3,opt,name=taker_order,json=takerOrder,proto3,oneof" json:"taker_order,omitempty"` -} -type StreamUpdate_SubaccountUpdate struct { - SubaccountUpdate *types.StreamSubaccountUpdate `protobuf:"bytes,4,opt,name=subaccount_update,json=subaccountUpdate,proto3,oneof" json:"subaccount_update,omitempty"` -} -func (*StreamUpdate_OrderbookUpdate) isStreamUpdate_UpdateMessage() {} -func (*StreamUpdate_OrderFill) isStreamUpdate_UpdateMessage() {} -func (*StreamUpdate_TakerOrder) isStreamUpdate_UpdateMessage() {} -func (*StreamUpdate_SubaccountUpdate) isStreamUpdate_UpdateMessage() {} +func (*StreamUpdate_OrderbookUpdate) isStreamUpdate_UpdateMessage() {} +func (*StreamUpdate_OrderFill) isStreamUpdate_UpdateMessage() {} func (m *StreamUpdate) GetUpdateMessage() isStreamUpdate_UpdateMessage { if m != nil { @@ -966,20 +946,6 @@ func (m *StreamUpdate) GetOrderFill() *StreamOrderbookFill { return nil } -func (m *StreamUpdate) GetTakerOrder() *StreamTakerOrder { - if x, ok := m.GetUpdateMessage().(*StreamUpdate_TakerOrder); ok { - return x.TakerOrder - } - return nil -} - -func (m *StreamUpdate) GetSubaccountUpdate() *types.StreamSubaccountUpdate { - if x, ok := m.GetUpdateMessage().(*StreamUpdate_SubaccountUpdate); ok { - return x.SubaccountUpdate - } - return nil -} - func (m *StreamUpdate) GetBlockHeight() uint32 { if m != nil { return m.BlockHeight @@ -999,8 +965,6 @@ func (*StreamUpdate) XXX_OneofWrappers() []interface{} { return []interface{}{ (*StreamUpdate_OrderbookUpdate)(nil), (*StreamUpdate_OrderFill)(nil), - (*StreamUpdate_TakerOrder)(nil), - (*StreamUpdate_SubaccountUpdate)(nil), } } @@ -1009,7 +973,7 @@ func (*StreamUpdate) XXX_OneofWrappers() []interface{} { type StreamOrderbookUpdate struct { // Orderbook updates for the clob pair. Can contain order place, removals, // or updates. - Updates []types1.OffChainUpdateV1 `protobuf:"bytes,1,rep,name=updates,proto3" json:"updates"` + Updates []types.OffChainUpdateV1 `protobuf:"bytes,1,rep,name=updates,proto3" json:"updates"` // Snapshot indicates if the response is from a snapshot of the orderbook. // All updates should be ignored until snapshot is recieved. // If the snapshot is true, then all previous entries should be @@ -1050,7 +1014,7 @@ func (m *StreamOrderbookUpdate) XXX_DiscardUnknown() { var xxx_messageInfo_StreamOrderbookUpdate proto.InternalMessageInfo -func (m *StreamOrderbookUpdate) GetUpdates() []types1.OffChainUpdateV1 { +func (m *StreamOrderbookUpdate) GetUpdates() []types.OffChainUpdateV1 { if m != nil { return m.Updates } @@ -1131,180 +1095,6 @@ func (m *StreamOrderbookFill) GetFillAmounts() []uint64 { return nil } -// StreamTakerOrder provides information on a taker order that was attempted -// to be matched on the orderbook. -// It is intended to be used only in full node streaming. -type StreamTakerOrder struct { - // The taker order that was matched on the orderbook. Can be a - // regular order or a liquidation order. - // - // Types that are valid to be assigned to TakerOrder: - // - // *StreamTakerOrder_Order - // *StreamTakerOrder_LiquidationOrder - TakerOrder isStreamTakerOrder_TakerOrder `protobuf_oneof:"taker_order"` - // Information on the taker order after it is matched on the book, - // either successfully or unsuccessfully. - TakerOrderStatus *StreamTakerOrderStatus `protobuf:"bytes,3,opt,name=taker_order_status,json=takerOrderStatus,proto3" json:"taker_order_status,omitempty"` -} - -func (m *StreamTakerOrder) Reset() { *m = StreamTakerOrder{} } -func (m *StreamTakerOrder) String() string { return proto.CompactTextString(m) } -func (*StreamTakerOrder) ProtoMessage() {} -func (*StreamTakerOrder) Descriptor() ([]byte, []int) { - return fileDescriptor_3365c195b25c5bc0, []int{19} -} -func (m *StreamTakerOrder) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *StreamTakerOrder) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_StreamTakerOrder.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *StreamTakerOrder) XXX_Merge(src proto.Message) { - xxx_messageInfo_StreamTakerOrder.Merge(m, src) -} -func (m *StreamTakerOrder) XXX_Size() int { - return m.Size() -} -func (m *StreamTakerOrder) XXX_DiscardUnknown() { - xxx_messageInfo_StreamTakerOrder.DiscardUnknown(m) -} - -var xxx_messageInfo_StreamTakerOrder proto.InternalMessageInfo - -type isStreamTakerOrder_TakerOrder interface { - isStreamTakerOrder_TakerOrder() - MarshalTo([]byte) (int, error) - Size() int -} - -type StreamTakerOrder_Order struct { - Order *Order `protobuf:"bytes,1,opt,name=order,proto3,oneof" json:"order,omitempty"` -} -type StreamTakerOrder_LiquidationOrder struct { - LiquidationOrder *StreamLiquidationOrder `protobuf:"bytes,2,opt,name=liquidation_order,json=liquidationOrder,proto3,oneof" json:"liquidation_order,omitempty"` -} - -func (*StreamTakerOrder_Order) isStreamTakerOrder_TakerOrder() {} -func (*StreamTakerOrder_LiquidationOrder) isStreamTakerOrder_TakerOrder() {} - -func (m *StreamTakerOrder) GetTakerOrder() isStreamTakerOrder_TakerOrder { - if m != nil { - return m.TakerOrder - } - return nil -} - -func (m *StreamTakerOrder) GetOrder() *Order { - if x, ok := m.GetTakerOrder().(*StreamTakerOrder_Order); ok { - return x.Order - } - return nil -} - -func (m *StreamTakerOrder) GetLiquidationOrder() *StreamLiquidationOrder { - if x, ok := m.GetTakerOrder().(*StreamTakerOrder_LiquidationOrder); ok { - return x.LiquidationOrder - } - return nil -} - -func (m *StreamTakerOrder) GetTakerOrderStatus() *StreamTakerOrderStatus { - if m != nil { - return m.TakerOrderStatus - } - return nil -} - -// XXX_OneofWrappers is for the internal use of the proto package. -func (*StreamTakerOrder) XXX_OneofWrappers() []interface{} { - return []interface{}{ - (*StreamTakerOrder_Order)(nil), - (*StreamTakerOrder_LiquidationOrder)(nil), - } -} - -// StreamTakerOrderStatus is a representation of a taker order -// after it is attempted to be matched on the orderbook. -// It is intended to be used only in full node streaming. -type StreamTakerOrderStatus struct { - // The state of the taker order after attempting to match it against the - // orderbook. Possible enum values can be found here: - // https://github.com/dydxprotocol/v4-chain/blob/main/protocol/x/clob/types/orderbook.go#L105 - OrderStatus uint32 `protobuf:"varint,1,opt,name=order_status,json=orderStatus,proto3" json:"order_status,omitempty"` - // The amount of remaining (non-matched) base quantums of this taker order. - RemainingQuantums uint64 `protobuf:"varint,2,opt,name=remaining_quantums,json=remainingQuantums,proto3" json:"remaining_quantums,omitempty"` - // The amount of base quantums that were *optimistically* filled for this - // taker order when the order is matched against the orderbook. Note that if - // any quantums of this order were optimistically filled or filled in state - // before this invocation of the matching loop, this value will not include - // them. - OptimisticallyFilledQuantums uint64 `protobuf:"varint,3,opt,name=optimistically_filled_quantums,json=optimisticallyFilledQuantums,proto3" json:"optimistically_filled_quantums,omitempty"` -} - -func (m *StreamTakerOrderStatus) Reset() { *m = StreamTakerOrderStatus{} } -func (m *StreamTakerOrderStatus) String() string { return proto.CompactTextString(m) } -func (*StreamTakerOrderStatus) ProtoMessage() {} -func (*StreamTakerOrderStatus) Descriptor() ([]byte, []int) { - return fileDescriptor_3365c195b25c5bc0, []int{20} -} -func (m *StreamTakerOrderStatus) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *StreamTakerOrderStatus) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_StreamTakerOrderStatus.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *StreamTakerOrderStatus) XXX_Merge(src proto.Message) { - xxx_messageInfo_StreamTakerOrderStatus.Merge(m, src) -} -func (m *StreamTakerOrderStatus) XXX_Size() int { - return m.Size() -} -func (m *StreamTakerOrderStatus) XXX_DiscardUnknown() { - xxx_messageInfo_StreamTakerOrderStatus.DiscardUnknown(m) -} - -var xxx_messageInfo_StreamTakerOrderStatus proto.InternalMessageInfo - -func (m *StreamTakerOrderStatus) GetOrderStatus() uint32 { - if m != nil { - return m.OrderStatus - } - return 0 -} - -func (m *StreamTakerOrderStatus) GetRemainingQuantums() uint64 { - if m != nil { - return m.RemainingQuantums - } - return 0 -} - -func (m *StreamTakerOrderStatus) GetOptimisticallyFilledQuantums() uint64 { - if m != nil { - return m.OptimisticallyFilledQuantums - } - return 0 -} - func init() { proto.RegisterType((*QueryGetClobPairRequest)(nil), "dydxprotocol.clob.QueryGetClobPairRequest") proto.RegisterType((*QueryClobPairResponse)(nil), "dydxprotocol.clob.QueryClobPairResponse") @@ -1326,118 +1116,100 @@ func init() { proto.RegisterType((*StreamUpdate)(nil), "dydxprotocol.clob.StreamUpdate") proto.RegisterType((*StreamOrderbookUpdate)(nil), "dydxprotocol.clob.StreamOrderbookUpdate") proto.RegisterType((*StreamOrderbookFill)(nil), "dydxprotocol.clob.StreamOrderbookFill") - proto.RegisterType((*StreamTakerOrder)(nil), "dydxprotocol.clob.StreamTakerOrder") - proto.RegisterType((*StreamTakerOrderStatus)(nil), "dydxprotocol.clob.StreamTakerOrderStatus") } func init() { proto.RegisterFile("dydxprotocol/clob/query.proto", fileDescriptor_3365c195b25c5bc0) } var fileDescriptor_3365c195b25c5bc0 = []byte{ - // 1656 bytes of a gzipped FileDescriptorProto - 0x1f, 0x8b, 0x08, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02, 0xff, 0x9c, 0x58, 0x41, 0x4f, 0xdc, 0x46, - 0x14, 0x5e, 0xb3, 0x84, 0xc0, 0xdb, 0x40, 0x60, 0x08, 0xc9, 0x66, 0x21, 0x0b, 0x71, 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0xf0, 0x81, 0xde, 0x28, 0xda, 0x3b, 0x6f, 0xfc, 0x51, 0x2f, 0xed, 0x51, 0x5b, + 0xa2, 0x2b, 0xa1, 0x4f, 0xe0, 0x54, 0x7e, 0x17, 0x45, 0x97, 0xf7, 0xda, 0xd1, 0x92, 0x9e, 0xad, + 0x2e, 0xec, 0xc3, 0x42, 0x00, 0xb8, 0xac, 0xac, 0xac, 0x3f, 0x7f, 0x59, 0x55, 0x5e, 0xbc, 0xac, + 0x2a, 0x7f, 0xbf, 0xac, 0x2a, 0x5f, 0xbf, 0xaa, 0x96, 0x5e, 0xbc, 0xaa, 0x96, 0xfe, 0x78, 0x55, + 0x2d, 0x7d, 0x70, 0xcd, 0x71, 0xd9, 0x46, 0xbb, 0x51, 0xb7, 0xa8, 0x9f, 0x4e, 0x5e, 0xe7, 0xea, + 0x25, 0xde, 0x50, 0xf4, 0xae, 0x64, 0x4b, 0x24, 0x94, 0x6d, 0xb7, 0x48, 0xd4, 0x38, 0xc4, 0xc5, + 0x57, 0xfe, 0x0b, 0x00, 0x00, 0xff, 0xff, 0xd1, 0xc6, 0xcc, 0x0a, 0xf6, 0x10, 0x00, 0x00, } // Reference imports to suppress errors if they are not otherwise used. @@ -2355,20 +2127,6 @@ func (m *StreamOrderbookUpdatesRequest) MarshalToSizedBuffer(dAtA []byte) (int, _ = i var l int _ = l - if len(m.SubaccountIds) > 0 { - for iNdEx := len(m.SubaccountIds) - 1; iNdEx >= 0; iNdEx-- { - { - size, err := m.SubaccountIds[iNdEx].MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x12 - } - } if len(m.ClobPairId) > 0 { dAtA12 := make([]byte, len(m.ClobPairId)*10) var j11 int @@ -2450,12 +2208,12 @@ func (m *StreamUpdate) MarshalToSizedBuffer(dAtA []byte) (int, error) { if m.ExecMode != 0 { i = encodeVarintQuery(dAtA, i, uint64(m.ExecMode)) i-- - dAtA[i] = 0x30 + dAtA[i] = 0x20 } if m.BlockHeight != 0 { i = encodeVarintQuery(dAtA, i, uint64(m.BlockHeight)) i-- - dAtA[i] = 0x28 + dAtA[i] = 0x18 } if m.UpdateMessage != nil { { @@ -2511,48 +2269,6 @@ func (m *StreamUpdate_OrderFill) MarshalToSizedBuffer(dAtA []byte) (int, error) } return len(dAtA) - i, nil } -func (m *StreamUpdate_TakerOrder) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamUpdate_TakerOrder) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - if m.TakerOrder != nil { - { - size, err := m.TakerOrder.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x1a - } - return len(dAtA) - i, nil -} -func (m *StreamUpdate_SubaccountUpdate) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamUpdate_SubaccountUpdate) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - if m.SubaccountUpdate != nil { - { - size, err := m.SubaccountUpdate.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x22 - } - return len(dAtA) - i, nil -} func (m *StreamOrderbookUpdate) Marshal() (dAtA []byte, err error) { size := m.Size() dAtA = make([]byte, size) @@ -2621,20 +2337,20 @@ func (m *StreamOrderbookFill) MarshalToSizedBuffer(dAtA []byte) (int, error) { var l int _ = l if len(m.FillAmounts) > 0 { - dAtA18 := make([]byte, len(m.FillAmounts)*10) - var j17 int + dAtA16 := make([]byte, len(m.FillAmounts)*10) + var j15 int for _, num := range m.FillAmounts { for num >= 1<<7 { - dAtA18[j17] = uint8(uint64(num)&0x7f | 0x80) + dAtA16[j15] = uint8(uint64(num)&0x7f | 0x80) num >>= 7 - j17++ + j15++ } - dAtA18[j17] = uint8(num) - j17++ + dAtA16[j15] = uint8(num) + j15++ } - i -= j17 - copy(dAtA[i:], dAtA18[:j17]) - i = encodeVarintQuery(dAtA, i, uint64(j17)) + i -= j15 + copy(dAtA[i:], dAtA16[:j15]) + i = encodeVarintQuery(dAtA, i, uint64(j15)) i-- dAtA[i] = 0x1a } @@ -2667,130 +2383,6 @@ func (m *StreamOrderbookFill) MarshalToSizedBuffer(dAtA []byte) (int, error) { return len(dAtA) - i, nil } -func (m *StreamTakerOrder) Marshal() (dAtA []byte, err error) { - size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *StreamTakerOrder) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamTakerOrder) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.TakerOrderStatus != nil { - { - size, err := m.TakerOrderStatus.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x1a - } - if m.TakerOrder != nil { - { - size := m.TakerOrder.Size() - i -= size - if _, err := m.TakerOrder.MarshalTo(dAtA[i:]); err != nil { - return 0, err - } - } - } - return len(dAtA) - i, nil -} - -func (m *StreamTakerOrder_Order) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamTakerOrder_Order) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - if m.Order != nil { - { - size, err := m.Order.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0xa - } - return len(dAtA) - i, nil -} -func (m *StreamTakerOrder_LiquidationOrder) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamTakerOrder_LiquidationOrder) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - if m.LiquidationOrder != nil { - { - size, err := m.LiquidationOrder.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintQuery(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x12 - } - return len(dAtA) - i, nil -} -func (m *StreamTakerOrderStatus) Marshal() (dAtA []byte, err error) { - size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *StreamTakerOrderStatus) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamTakerOrderStatus) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.OptimisticallyFilledQuantums != 0 { - i = encodeVarintQuery(dAtA, i, uint64(m.OptimisticallyFilledQuantums)) - i-- - dAtA[i] = 0x18 - } - if m.RemainingQuantums != 0 { - i = encodeVarintQuery(dAtA, i, uint64(m.RemainingQuantums)) - i-- - dAtA[i] = 0x10 - } - if m.OrderStatus != 0 { - i = encodeVarintQuery(dAtA, i, uint64(m.OrderStatus)) - i-- - dAtA[i] = 0x8 - } - return len(dAtA) - i, nil -} - func encodeVarintQuery(dAtA []byte, offset int, v uint64) int { offset -= sovQuery(v) base := offset @@ -3008,12 +2600,6 @@ func (m *StreamOrderbookUpdatesRequest) Size() (n int) { } n += 1 + sovQuery(uint64(l)) + l } - if len(m.SubaccountIds) > 0 { - for _, e := range m.SubaccountIds { - l = e.Size() - n += 1 + l + sovQuery(uint64(l)) - } - } return n } @@ -3074,41 +2660,17 @@ func (m *StreamUpdate_OrderFill) Size() (n int) { } return n } -func (m *StreamUpdate_TakerOrder) Size() (n int) { +func (m *StreamOrderbookUpdate) Size() (n int) { if m == nil { return 0 } var l int _ = l - if m.TakerOrder != nil { - l = m.TakerOrder.Size() - n += 1 + l + sovQuery(uint64(l)) - } - return n -} -func (m *StreamUpdate_SubaccountUpdate) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.SubaccountUpdate != nil { - l = m.SubaccountUpdate.Size() - n += 1 + l + sovQuery(uint64(l)) - } - return n -} -func (m *StreamOrderbookUpdate) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if len(m.Updates) > 0 { - for _, e := range m.Updates { - l = e.Size() - n += 1 + l + sovQuery(uint64(l)) - } + if len(m.Updates) > 0 { + for _, e := range m.Updates { + l = e.Size() + n += 1 + l + sovQuery(uint64(l)) + } } if m.Snapshot { n += 2 @@ -3142,64 +2704,6 @@ func (m *StreamOrderbookFill) Size() (n int) { return n } -func (m *StreamTakerOrder) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.TakerOrder != nil { - n += m.TakerOrder.Size() - } - if m.TakerOrderStatus != nil { - l = m.TakerOrderStatus.Size() - n += 1 + l + sovQuery(uint64(l)) - } - return n -} - -func (m *StreamTakerOrder_Order) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.Order != nil { - l = m.Order.Size() - n += 1 + l + sovQuery(uint64(l)) - } - return n -} -func (m *StreamTakerOrder_LiquidationOrder) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.LiquidationOrder != nil { - l = m.LiquidationOrder.Size() - n += 1 + l + sovQuery(uint64(l)) - } - return n -} -func (m *StreamTakerOrderStatus) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.OrderStatus != 0 { - n += 1 + sovQuery(uint64(m.OrderStatus)) - } - if m.RemainingQuantums != 0 { - n += 1 + sovQuery(uint64(m.RemainingQuantums)) - } - if m.OptimisticallyFilledQuantums != 0 { - n += 1 + sovQuery(uint64(m.OptimisticallyFilledQuantums)) - } - return n -} - func sovQuery(x uint64) (n int) { return (math_bits.Len64(x|1) + 6) / 7 } @@ -4578,40 +4082,6 @@ func (m *StreamOrderbookUpdatesRequest) Unmarshal(dAtA []byte) error { } else { return fmt.Errorf("proto: wrong wireType = %d for field ClobPairId", wireType) } - case 2: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field SubaccountIds", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - m.SubaccountIds = append(m.SubaccountIds, &types.SubaccountId{}) - if err := m.SubaccountIds[len(m.SubaccountIds)-1].Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex default: iNdEx = preIndex skippy, err := skipQuery(dAtA[iNdEx:]) @@ -4817,76 +4287,6 @@ func (m *StreamUpdate) Unmarshal(dAtA []byte) error { m.UpdateMessage = &StreamUpdate_OrderFill{v} iNdEx = postIndex case 3: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field TakerOrder", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - v := &StreamTakerOrder{} - if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - m.UpdateMessage = &StreamUpdate_TakerOrder{v} - iNdEx = postIndex - case 4: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field SubaccountUpdate", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - v := &types.StreamSubaccountUpdate{} - if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - m.UpdateMessage = &StreamUpdate_SubaccountUpdate{v} - iNdEx = postIndex - case 5: if wireType != 0 { return fmt.Errorf("proto: wrong wireType = %d for field BlockHeight", wireType) } @@ -4905,7 +4305,7 @@ func (m *StreamUpdate) Unmarshal(dAtA []byte) error { break } } - case 6: + case 4: if wireType != 0 { return fmt.Errorf("proto: wrong wireType = %d for field ExecMode", wireType) } @@ -5003,7 +4403,7 @@ func (m *StreamOrderbookUpdate) Unmarshal(dAtA []byte) error { if postIndex > l { return io.ErrUnexpectedEOF } - m.Updates = append(m.Updates, types1.OffChainUpdateV1{}) + m.Updates = append(m.Updates, types.OffChainUpdateV1{}) if err := m.Updates[len(m.Updates)-1].Unmarshal(dAtA[iNdEx:postIndex]); err != nil { return err } @@ -5245,269 +4645,6 @@ func (m *StreamOrderbookFill) Unmarshal(dAtA []byte) error { } return nil } -func (m *StreamTakerOrder) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: StreamTakerOrder: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: StreamTakerOrder: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field Order", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - v := &Order{} - if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - m.TakerOrder = &StreamTakerOrder_Order{v} - iNdEx = postIndex - case 2: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field LiquidationOrder", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - v := &StreamLiquidationOrder{} - if err := v.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - m.TakerOrder = &StreamTakerOrder_LiquidationOrder{v} - iNdEx = postIndex - case 3: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field TakerOrderStatus", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthQuery - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthQuery - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - if m.TakerOrderStatus == nil { - m.TakerOrderStatus = &StreamTakerOrderStatus{} - } - if err := m.TakerOrderStatus.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex - default: - iNdEx = preIndex - skippy, err := skipQuery(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthQuery - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} -func (m *StreamTakerOrderStatus) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: StreamTakerOrderStatus: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: StreamTakerOrderStatus: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field OrderStatus", wireType) - } - m.OrderStatus = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.OrderStatus |= uint32(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 2: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field RemainingQuantums", wireType) - } - m.RemainingQuantums = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.RemainingQuantums |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 3: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field OptimisticallyFilledQuantums", wireType) - } - m.OptimisticallyFilledQuantums = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowQuery - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.OptimisticallyFilledQuantums |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - default: - iNdEx = preIndex - skippy, err := skipQuery(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthQuery - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} func skipQuery(dAtA []byte) (n int, err error) { l := len(dAtA) iNdEx := 0 diff --git a/protocol/x/subaccounts/keeper/isolated_subaccount.go b/protocol/x/subaccounts/keeper/isolated_subaccount.go index 4db1a60a42..9d4f4cebb5 100644 --- a/protocol/x/subaccounts/keeper/isolated_subaccount.go +++ b/protocol/x/subaccounts/keeper/isolated_subaccount.go @@ -23,7 +23,7 @@ import ( // caused a failure, if any. func (k Keeper) checkIsolatedSubaccountConstraints( ctx sdk.Context, - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, perpInfos map[uint32]perptypes.PerpInfo, ) ( success bool, @@ -59,7 +59,7 @@ func (k Keeper) checkIsolatedSubaccountConstraints( // - a subaccount with no positions cannot be updated to have positions in multiple isolated // perpetuals or a combination of isolated and non-isolated perpetuals func isValidIsolatedPerpetualUpdates( - settledUpdate types.SettledUpdate, + settledUpdate SettledUpdate, perpInfos map[uint32]perptypes.PerpInfo, ) (types.UpdateResult, error) { // If there are no perpetual updates, then this update does not violate constraints for isolated @@ -141,7 +141,7 @@ func isValidIsolatedPerpetualUpdates( // The input `settledUpdate` must have an updated subaccount (`settledUpdate.SettledSubaccount`), // so all the updates must have been applied already to the subaccount. func GetIsolatedPerpetualStateTransition( - settledUpdateWithUpdatedSubaccount types.SettledUpdate, + settledUpdateWithUpdatedSubaccount SettledUpdate, perpInfos map[uint32]perptypes.PerpInfo, ) (*types.IsolatedPerpetualPositionStateTransition, error) { // This subaccount needs to have had the updates in the `settledUpdate` already applied to it. @@ -317,7 +317,7 @@ func (k *Keeper) transferCollateralForIsolatedPerpetual( // Note: This uses the `x/bank` keeper and modifies `x/bank` state. func (k *Keeper) computeAndExecuteCollateralTransfer( ctx sdk.Context, - settledUpdateWithUpdatedSubaccount types.SettledUpdate, + settledUpdateWithUpdatedSubaccount SettledUpdate, perpInfos map[uint32]perptypes.PerpInfo, ) error { // The subaccount in `settledUpdateWithUpdatedSubaccount` already has the perpetual updates diff --git a/protocol/x/subaccounts/keeper/isolated_subaccount_test.go b/protocol/x/subaccounts/keeper/isolated_subaccount_test.go index b42046a52f..5b226cdd0b 100644 --- a/protocol/x/subaccounts/keeper/isolated_subaccount_test.go +++ b/protocol/x/subaccounts/keeper/isolated_subaccount_test.go @@ -16,7 +16,7 @@ import ( func TestGetIsolatedPerpetualStateTransition(t *testing.T) { tests := map[string]struct { // parameters - settledUpdateWithUpdatedSubaccount types.SettledUpdate + settledUpdateWithUpdatedSubaccount keeper.SettledUpdate perpetuals []perptypes.Perpetual // expectation @@ -24,7 +24,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedErr error }{ `If no perpetual updates, nil state transition is returned`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: nil, @@ -37,7 +37,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedStateTransition: nil, }, `If single non-isolated perpetual updates, nil state transition is returned`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: nil, @@ -57,7 +57,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedStateTransition: nil, }, `If multiple non-isolated perpetual updates, nil state transition is returned`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: nil, @@ -82,7 +82,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedStateTransition: nil, }, `If multiple non-isolated perpetual positions, nil state transition is returned`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ @@ -106,7 +106,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedStateTransition: nil, }, `If single isolated perpetual update, no perpetual position, state transition is returned for closed position`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: nil, @@ -139,7 +139,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { }, `If single isolated perpetual update, existing perpetual position with same size, state transition is returned for opened position`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ @@ -177,7 +177,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { }, `If single isolated perpetual update, existing perpetual position with different size, nil state transition returned`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ @@ -209,7 +209,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedStateTransition: nil, }, `Returns error if perpetual position was opened with no asset updates`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ @@ -237,7 +237,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedErr: types.ErrFailedToUpdateSubaccounts, }, `Returns error if perpetual position was opened with multiple asset updates`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ @@ -278,7 +278,7 @@ func TestGetIsolatedPerpetualStateTransition(t *testing.T) { expectedErr: types.ErrFailedToUpdateSubaccounts, }, `Returns error if perpetual position was opened with non-usdc asset update`: { - settledUpdateWithUpdatedSubaccount: types.SettledUpdate{ + settledUpdateWithUpdatedSubaccount: keeper.SettledUpdate{ SettledSubaccount: types.Subaccount{ Id: &constants.Alice_Num0, PerpetualPositions: []*types.PerpetualPosition{ diff --git a/protocol/x/subaccounts/keeper/keeper.go b/protocol/x/subaccounts/keeper/keeper.go index 635747e869..aebf6f805e 100644 --- a/protocol/x/subaccounts/keeper/keeper.go +++ b/protocol/x/subaccounts/keeper/keeper.go @@ -2,7 +2,6 @@ package keeper import ( "fmt" - streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/types" "cosmossdk.io/log" storetypes "cosmossdk.io/store/types" @@ -21,7 +20,6 @@ type ( perpetualsKeeper types.PerpetualsKeeper blocktimeKeeper types.BlocktimeKeeper indexerEventManager indexer_manager.IndexerEventManager - streamingManager streamingtypes.FullNodeStreamingManager } ) @@ -33,7 +31,6 @@ func NewKeeper( perpetualsKeeper types.PerpetualsKeeper, blocktimeKeeper types.BlocktimeKeeper, indexerEventManager indexer_manager.IndexerEventManager, - streamingManager streamingtypes.FullNodeStreamingManager, ) *Keeper { return &Keeper{ cdc: cdc, @@ -43,7 +40,6 @@ func NewKeeper( perpetualsKeeper: perpetualsKeeper, blocktimeKeeper: blocktimeKeeper, indexerEventManager: indexerEventManager, - streamingManager: streamingManager, } } diff --git a/protocol/x/subaccounts/keeper/negative_tnc_subaccount.go b/protocol/x/subaccounts/keeper/negative_tnc_subaccount.go index ca710ef19d..069dcff2b7 100644 --- a/protocol/x/subaccounts/keeper/negative_tnc_subaccount.go +++ b/protocol/x/subaccounts/keeper/negative_tnc_subaccount.go @@ -123,7 +123,7 @@ func (k Keeper) getNegativeTncSubaccountStoreSuffix( // The slice will be de-duplicated and will contain unique store suffixes. func (k Keeper) getNegativeTncSubaccountStoresuffixes( ctx sdk.Context, - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, ) ( suffixes []string, err error, @@ -152,7 +152,7 @@ func (k Keeper) getNegativeTncSubaccountStoresuffixes( // collateral was seen for subaccounts in a slice of settled updates. func (k Keeper) getLastBlockNegativeSubaccountSeen( ctx sdk.Context, - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, ) ( lastBlockNegativeSubaccountSeen uint32, negativeSubaccountExists bool, diff --git a/protocol/x/subaccounts/lib/oimf.go b/protocol/x/subaccounts/keeper/oimf.go similarity index 97% rename from protocol/x/subaccounts/lib/oimf.go rename to protocol/x/subaccounts/keeper/oimf.go index 80068c9b5f..691dd941a0 100644 --- a/protocol/x/subaccounts/lib/oimf.go +++ b/protocol/x/subaccounts/keeper/oimf.go @@ -1,4 +1,4 @@ -package lib +package keeper import ( "fmt" @@ -10,7 +10,7 @@ import ( // Helper function to compute the delta long for a single settled update on a perpetual. func getDeltaLongFromSettledUpdate( - u types.SettledUpdate, + u SettledUpdate, updatedPerpId uint32, ) ( deltaLong *big.Int, @@ -51,7 +51,7 @@ func getDeltaLongFromSettledUpdate( // // For other update types, returns nil. func GetDeltaOpenInterestFromUpdates( - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, updateType types.UpdateType, ) (ret *perptypes.OpenInterestDelta) { if updateType != types.Match { diff --git a/protocol/x/subaccounts/lib/oimf_test.go b/protocol/x/subaccounts/keeper/oimf_test.go similarity index 92% rename from protocol/x/subaccounts/lib/oimf_test.go rename to protocol/x/subaccounts/keeper/oimf_test.go index 13d9c7acc7..46cb310769 100644 --- a/protocol/x/subaccounts/lib/oimf_test.go +++ b/protocol/x/subaccounts/keeper/oimf_test.go @@ -1,4 +1,4 @@ -package lib_test +package keeper_test import ( "fmt" @@ -7,7 +7,7 @@ import ( "github.com/dydxprotocol/v4-chain/protocol/dtypes" perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types" - salib "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/lib" + keeper "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/keeper" "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" "github.com/stretchr/testify/require" ) @@ -23,14 +23,14 @@ var ( func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { tests := map[string]struct { - settledUpdates []types.SettledUpdate + settledUpdates []keeper.SettledUpdate updateType types.UpdateType expectedVal *perptypes.OpenInterestDelta panicErr string }{ "Invalid: 1 update": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{}, PerpetualUpdates: []types.PerpetualUpdate{ @@ -45,7 +45,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Invalid: one of the updates contains no perp update": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -67,7 +67,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Invalid: updates are on different perpetuals": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -95,7 +95,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Invalid: updates don't have opposite signs": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -123,7 +123,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Invalid: updates don't have equal absolute base quantums": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -151,7 +151,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Valid: 0 -> -500, 0 -> 500, delta = 500": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -182,7 +182,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Valid: 500 -> 0, 0 -> 500, delta = 0": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -217,7 +217,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Not Match update, return nil": { updateType: types.CollatCheck, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -235,7 +235,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Valid: 500 -> 350, 0 -> 150, delta = 0": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -270,7 +270,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Valid: -100 -> 200, 250 -> -50, delta = -50": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -313,7 +313,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { }, "Valid: -3100 -> -5000, 1000 -> 2900, delta = 1900": { updateType: types.Match, - settledUpdates: []types.SettledUpdate{ + settledUpdates: []keeper.SettledUpdate{ { SettledSubaccount: types.Subaccount{ Id: aliceSubaccountId, @@ -364,7 +364,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { tc.panicErr, tc.settledUpdates, ), func() { - salib.GetDeltaOpenInterestFromUpdates( + keeper.GetDeltaOpenInterestFromUpdates( tc.settledUpdates, tc.updateType, ) @@ -373,7 +373,7 @@ func TestGetDeltaOpenInterestFromUpdates(t *testing.T) { return } - perpOpenInterestDelta := salib.GetDeltaOpenInterestFromUpdates( + perpOpenInterestDelta := keeper.GetDeltaOpenInterestFromUpdates( tc.settledUpdates, tc.updateType, ) diff --git a/protocol/x/subaccounts/keeper/subaccount.go b/protocol/x/subaccounts/keeper/subaccount.go index 7904cf41de..5a10c242a0 100644 --- a/protocol/x/subaccounts/keeper/subaccount.go +++ b/protocol/x/subaccounts/keeper/subaccount.go @@ -3,7 +3,6 @@ package keeper import ( "errors" "fmt" - streamingtypes "github.com/dydxprotocol/v4-chain/protocol/streaming/types" "math/big" "math/rand" "time" @@ -25,7 +24,6 @@ import ( "github.com/dydxprotocol/v4-chain/protocol/lib/metrics" perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib" perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types" - salib "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/lib" "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" gometrics "github.com/hashicorp/go-metrics" ) @@ -133,35 +131,6 @@ func (k Keeper) GetSubaccount( return val } -func (k Keeper) GetStreamSubaccountUpdate( - ctx sdk.Context, - id types.SubaccountId, - snapshot bool, -) (val types.StreamSubaccountUpdate) { - subaccount := k.GetSubaccount(ctx, id) - assetPositions := make([]*types.SubaccountAssetPosition, len(subaccount.AssetPositions)) - for i, ap := range subaccount.AssetPositions { - assetPositions[i] = &types.SubaccountAssetPosition{ - AssetId: ap.AssetId, - Quantums: ap.Quantums.BigInt().Uint64(), - } - } - perpetualPositions := make([]*types.SubaccountPerpetualPosition, len(subaccount.PerpetualPositions)) - for i, pp := range subaccount.PerpetualPositions { - perpetualPositions[i] = &types.SubaccountPerpetualPosition{ - PerpetualId: pp.PerpetualId, - Quantums: pp.Quantums.BigInt().Uint64(), - } - } - - return types.StreamSubaccountUpdate{ - SubaccountId: &id, - UpdatedAssetPositions: assetPositions, - UpdatedPerpetualPositions: perpetualPositions, - Snapshot: snapshot, - } -} - // GetAllSubaccount returns all subaccount. // For more performant searching and iteration, use `ForEachSubaccount`. func (k Keeper) GetAllSubaccount(ctx sdk.Context) (list []types.Subaccount) { @@ -245,12 +214,12 @@ func (k Keeper) getSettledUpdates( perpInfos map[uint32]perptypes.PerpInfo, requireUniqueSubaccount bool, ) ( - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, subaccountIdToFundingPayments map[types.SubaccountId]map[uint32]dtypes.SerializableInt, err error, ) { var idToSettledSubaccount = make(map[types.SubaccountId]types.Subaccount) - settledUpdates = make([]types.SettledUpdate, len(updates)) + settledUpdates = make([]SettledUpdate, len(updates)) subaccountIdToFundingPayments = make(map[types.SubaccountId]map[uint32]dtypes.SerializableInt) // Iterate over all updates and query the relevant `Subaccounts`. @@ -266,7 +235,7 @@ func (k Keeper) getSettledUpdates( // idToSettledSubaccount map. if !exists { subaccount := k.GetSubaccount(ctx, u.SubaccountId) - settledSubaccount, fundingPayments, err = salib.GetSettledSubaccountWithPerpetuals(subaccount, perpInfos) + settledSubaccount, fundingPayments, err = GetSettledSubaccountWithPerpetuals(subaccount, perpInfos) if err != nil { return nil, nil, err } @@ -275,7 +244,7 @@ func (k Keeper) getSettledUpdates( subaccountIdToFundingPayments[u.SubaccountId] = fundingPayments } - settledUpdate := types.SettledUpdate{ + settledUpdate := SettledUpdate{ SettledSubaccount: settledSubaccount, AssetUpdates: u.AssetUpdates, PerpetualUpdates: u.PerpetualUpdates, @@ -287,43 +256,6 @@ func (k Keeper) getSettledUpdates( return settledUpdates, subaccountIdToFundingPayments, nil } -func GenerateStreamSubaccountUpdate( - settledUpdate types.SettledUpdate, - fundingPayments map[uint32]dtypes.SerializableInt, -) types.StreamSubaccountUpdate { - // Get updated perpetual positions - updatedPerpetualPositions := salib.GetUpdatedPerpetualPositions( - settledUpdate, - fundingPayments, - ) - // Convert updated perpetual positions to SubaccountPerpetualPosition type - perpetualPositions := make([]*types.SubaccountPerpetualPosition, len(updatedPerpetualPositions)) - for i, pp := range updatedPerpetualPositions { - perpetualPositions[i] = &types.SubaccountPerpetualPosition{ - PerpetualId: pp.PerpetualId, - Quantums: pp.Quantums.BigInt().Uint64(), - } - } - - updatedAssetPositions := salib.GetUpdatedAssetPositions(settledUpdate) - - // Convert updated asset positions to SubaccountAssetPosition type - assetPositions := make([]*types.SubaccountAssetPosition, len(updatedAssetPositions)) - for i, ap := range updatedAssetPositions { - assetPositions[i] = &types.SubaccountAssetPosition{ - AssetId: ap.AssetId, - Quantums: ap.Quantums.BigInt().Uint64(), - } - } - - return types.StreamSubaccountUpdate{ - SubaccountId: settledUpdate.SettledSubaccount.Id, - UpdatedAssetPositions: assetPositions, - UpdatedPerpetualPositions: perpetualPositions, - Snapshot: false, - } -} - // UpdateSubaccounts validates and applies all `updates` to the relevant subaccounts as long as this is a // valid state-transition for all subaccounts involved. All `updates` are made atomically, meaning that // all state-changes will either succeed or all will fail. @@ -376,7 +308,7 @@ func (k Keeper) UpdateSubaccounts( } // Get OpenInterestDelta from the updates, and persist the OI change if any. - perpOpenInterestDelta := salib.GetDeltaOpenInterestFromUpdates(settledUpdates, updateType) + perpOpenInterestDelta := GetDeltaOpenInterestFromUpdates(settledUpdates, updateType) if perpOpenInterestDelta != nil { if err := k.perpetualsKeeper.ModifyOpenInterest( ctx, @@ -395,13 +327,13 @@ func (k Keeper) UpdateSubaccounts( } // Apply the updates to perpetual positions. - salib.UpdatePerpetualPositions( + UpdatePerpetualPositions( settledUpdates, perpInfos, ) // Apply the updates to asset positions. - salib.UpdateAssetPositions(settledUpdates) + UpdateAssetPositions(settledUpdates) // Transfer collateral between collateral pools for any isolated perpetual positions that changed // state due to an update. @@ -431,29 +363,16 @@ func (k Keeper) UpdateSubaccounts( indexer_manager.GetBytes( indexerevents.NewSubaccountUpdateEvent( u.SettledSubaccount.Id, - salib.GetUpdatedPerpetualPositions( + getUpdatedPerpetualPositions( u, fundingPayments, ), - salib.GetUpdatedAssetPositions(u), + getUpdatedAssetPositions(u), fundingPayments, ), ), ) - // if GRPC streaming is on, emit a generated subaccount update to stream. - if streamingManager := k.GetFullNodeStreamingManager(); streamingManager.Enabled() { - if k.GetFullNodeStreamingManager().TracksSubaccountId(*u.SettledSubaccount.Id) { - subaccountUpdate := GenerateStreamSubaccountUpdate(u, fundingPayments) - k.SendSubaccountUpdates( - ctx, - []types.StreamSubaccountUpdate{ - subaccountUpdate, - }, - ) - } - } - // Emit an event indicating a funding payment was paid / received for each settled funding // payment. Note that `fundingPaid` is positive if the subaccount paid funding, // and negative if the subaccount received funding. @@ -516,6 +435,79 @@ func (k Keeper) CanUpdateSubaccounts( return success, successPerUpdate, err } +// GetSettledSubaccountWithPerpetuals returns 1. a new settled subaccount given an unsettled subaccount, +// updating the USDC AssetPosition, FundingIndex, and LastFundingPayment fields accordingly +// (does not persist any changes) and 2. a map with perpetual ID as key and last funding +// payment as value (for emitting funding payments to indexer). +// +// Note that this is a stateless utility function. +func GetSettledSubaccountWithPerpetuals( + subaccount types.Subaccount, + perpInfos map[uint32]perptypes.PerpInfo, +) ( + settledSubaccount types.Subaccount, + fundingPayments map[uint32]dtypes.SerializableInt, + err error, +) { + totalNetSettlementPpm := big.NewInt(0) + + newPerpetualPositions := []*types.PerpetualPosition{} + fundingPayments = make(map[uint32]dtypes.SerializableInt) + + // Iterate through and settle all perpetual positions. + for _, p := range subaccount.PerpetualPositions { + perpInfo, found := perpInfos[p.PerpetualId] + if !found { + return types.Subaccount{}, nil, errorsmod.Wrapf(types.ErrPerpetualInfoDoesNotExist, "%d", p.PerpetualId) + } + + // Call the stateless utility function to get the net settlement and new funding index. + bigNetSettlementPpm, newFundingIndex := perplib.GetSettlementPpmWithPerpetual( + perpInfo.Perpetual, + p.GetBigQuantums(), + p.FundingIndex.BigInt(), + ) + // Record non-zero funding payment (to be later emitted in SubaccountUpdateEvent to indexer). + // Note: Funding payment is the negative of settlement, i.e. positive settlement is equivalent + // to a negative funding payment (position received funding payment) and vice versa. + if bigNetSettlementPpm.Cmp(lib.BigInt0()) != 0 { + fundingPayments[p.PerpetualId] = dtypes.NewIntFromBigInt( + new(big.Int).Neg( + new(big.Int).Div(bigNetSettlementPpm, lib.BigIntOneMillion()), + ), + ) + } + + // Aggregate all net settlements. + totalNetSettlementPpm.Add(totalNetSettlementPpm, bigNetSettlementPpm) + + // Update cached funding index of the perpetual position. + newPerpetualPositions = append( + newPerpetualPositions, &types.PerpetualPosition{ + PerpetualId: p.PerpetualId, + Quantums: p.Quantums, + FundingIndex: dtypes.NewIntFromBigInt(newFundingIndex), + }, + ) + } + + newSubaccount := types.Subaccount{ + Id: subaccount.Id, + AssetPositions: subaccount.AssetPositions, + PerpetualPositions: newPerpetualPositions, + MarginEnabled: subaccount.MarginEnabled, + } + newUsdcPosition := new(big.Int).Add( + subaccount.GetUsdcPosition(), + // `Div` implements Euclidean division (unlike Go). When the diviser is positive, + // division result always rounds towards negative infinity. + totalNetSettlementPpm.Div(totalNetSettlementPpm, lib.BigIntOneMillion()), + ) + // TODO(CLOB-993): Remove this function and use `UpdateAssetPositions` instead. + newSubaccount.SetUsdcAssetPosition(newUsdcPosition) + return newSubaccount, fundingPayments, nil +} + func checkPositionUpdatable( ctx sdk.Context, pk types.ProductKeeper, @@ -556,7 +548,7 @@ func checkPositionUpdatable( // caused a failure, if any. func (k Keeper) internalCanUpdateSubaccounts( ctx sdk.Context, - settledUpdates []types.SettledUpdate, + settledUpdates []SettledUpdate, updateType types.UpdateType, perpInfos map[uint32]perptypes.PerpInfo, ) ( @@ -646,7 +638,7 @@ func (k Keeper) internalCanUpdateSubaccounts( // Get delta open interest from the updates. // `perpOpenInterestDelta` is nil if the update type is not `Match` or if the updates // do not result in OI changes. - perpOpenInterestDelta := salib.GetDeltaOpenInterestFromUpdates(settledUpdates, updateType) + perpOpenInterestDelta := GetDeltaOpenInterestFromUpdates(settledUpdates, updateType) // Temporily apply open interest delta to perpetuals, so IMF is calculated based on open interest after the update. // `perpOpenInterestDeltas` is only present for `Match` update type. @@ -714,7 +706,7 @@ func (k Keeper) internalCanUpdateSubaccounts( // We must now check if the state transition is valid. if bigNewInitialMargin.Cmp(bigNewNetCollateral) > 0 { // Get the current collateralization and margin requirements without the update applied. - emptyUpdate := types.SettledUpdate{ + emptyUpdate := SettledUpdate{ SettledSubaccount: u.SettledSubaccount, } @@ -740,7 +732,7 @@ func (k Keeper) internalCanUpdateSubaccounts( } // Determine whether the state transition is valid. - result = salib.IsValidStateTransitionForUndercollateralizedSubaccount( + result = IsValidStateTransitionForUndercollateralizedSubaccount( bigCurNetCollateral[saKey], bigCurInitialMargin[saKey], bigCurMaintenanceMargin[saKey], @@ -760,6 +752,74 @@ func (k Keeper) internalCanUpdateSubaccounts( return success, successPerUpdate, nil } +// IsValidStateTransitionForUndercollateralizedSubaccount returns an `UpdateResult` +// denoting whether this state transition is valid. This function accepts the collateral and +// margin requirements of a subaccount before and after an update ("cur" and +// "new", respectively). +// +// This function should only be called if the account is undercollateralized after the update. +// +// A state transition is valid if the subaccount enters a +// "less-or-equally-risky" state after an update. +// i.e.`newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin`. +// +// Otherwise, the state transition is invalid. If the account was previously undercollateralized, +// `types.StillUndercollateralized` is returned. If the account was previously +// collateralized and is now undercollateralized, `types.NewlyUndercollateralized` is +// returned. +// +// Note that the inequality `newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin` +// has divide-by-zero issue when margin requirements are zero. To make sure the state +// transition is valid, we special case this scenario and only allow state transition that improves net collateral. +func IsValidStateTransitionForUndercollateralizedSubaccount( + bigCurNetCollateral *big.Int, + bigCurInitialMargin *big.Int, + bigCurMaintenanceMargin *big.Int, + bigNewNetCollateral *big.Int, + bigNewMaintenanceMargin *big.Int, +) types.UpdateResult { + // Determine whether the subaccount was previously undercollateralized before the update. + var underCollateralizationResult = types.StillUndercollateralized + if bigCurInitialMargin.Cmp(bigCurNetCollateral) <= 0 { + underCollateralizationResult = types.NewlyUndercollateralized + } + + // If the maintenance margin is increasing, then the subaccount is undercollateralized. + if bigNewMaintenanceMargin.Cmp(bigCurMaintenanceMargin) > 0 { + return underCollateralizationResult + } + + // If the maintenance margin is zero, it means the subaccount must have no open positions, and negative net + // collateral. If the net collateral is not improving then this transition is not valid. + if bigNewMaintenanceMargin.BitLen() == 0 || bigCurMaintenanceMargin.BitLen() == 0 { + if bigNewMaintenanceMargin.BitLen() == 0 && + bigCurMaintenanceMargin.BitLen() == 0 && + bigNewNetCollateral.Cmp(bigCurNetCollateral) > 0 { + return types.Success + } + + return underCollateralizationResult + } + + // Note that here we are effectively checking that + // `newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin`. + // However, to avoid rounding errors, we factor this as + // `newNetCollateral * curMaintenanceMargin >= curNetCollateral * newMaintenanceMargin`. + bigCurRisk := new(big.Int).Mul(bigNewNetCollateral, bigCurMaintenanceMargin) + bigNewRisk := new(big.Int).Mul(bigCurNetCollateral, bigNewMaintenanceMargin) + + // The subaccount is not well-collateralized, and the state transition leaves the subaccount in a + // "more-risky" state (collateral relative to margin requirements is decreasing). + if bigNewRisk.Cmp(bigCurRisk) > 0 { + return underCollateralizationResult + } + + // The subaccount is in a "less-or-equally-risky" state (margin requirements are decreasing or unchanged, + // collateral relative to margin requirements is decreasing or unchanged). + // This subaccount is undercollateralized in this state, but we still consider this state transition valid. + return types.Success +} + // GetNetCollateralAndMarginRequirements returns the total net collateral, total initial margin requirement, // and total maintenance margin requirement for the subaccount as if the `update` was applied. // It is used to get information about speculative changes to the subaccount. @@ -785,12 +845,12 @@ func (k Keeper) GetNetCollateralAndMarginRequirements( if err != nil { return nil, nil, nil, err } - settledSubaccount, _, err := salib.GetSettledSubaccountWithPerpetuals(subaccount, perpInfos) + settledSubaccount, _, err := GetSettledSubaccountWithPerpetuals(subaccount, perpInfos) if err != nil { return nil, nil, nil, err } - settledUpdate := types.SettledUpdate{ + settledUpdate := SettledUpdate{ SettledSubaccount: settledSubaccount, AssetUpdates: update.AssetUpdates, PerpetualUpdates: update.PerpetualUpdates, @@ -816,7 +876,7 @@ func (k Keeper) GetNetCollateralAndMarginRequirements( // If two position updates reference the same position, an error is returned. func (k Keeper) internalGetNetCollateralAndMarginRequirements( ctx sdk.Context, - settledUpdate types.SettledUpdate, + settledUpdate SettledUpdate, perpInfos map[uint32]perptypes.PerpInfo, ) ( bigNetCollateral *big.Int, @@ -837,7 +897,7 @@ func (k Keeper) internalGetNetCollateralAndMarginRequirements( bigMaintenanceMargin = big.NewInt(0) // Merge updates and assets. - assetSizes, err := salib.ApplyUpdatesToPositions( + assetSizes, err := applyUpdatesToPositions( settledUpdate.SettledSubaccount.AssetPositions, settledUpdate.AssetUpdates, ) @@ -846,7 +906,7 @@ func (k Keeper) internalGetNetCollateralAndMarginRequirements( } // Merge updates and perpetuals. - perpetualSizes, err := salib.ApplyUpdatesToPositions( + perpetualSizes, err := applyUpdatesToPositions( settledUpdate.SettledSubaccount.PerpetualPositions, settledUpdate.PerpetualUpdates, ) @@ -898,6 +958,65 @@ func (k Keeper) internalGetNetCollateralAndMarginRequirements( return bigNetCollateral, bigInitialMargin, bigMaintenanceMargin, nil } +// applyUpdatesToPositions merges a slice of `types.UpdatablePositions` and `types.PositionSize` +// (i.e. concrete types *types.AssetPosition` and `types.AssetUpdate`) into a slice of `types.PositionSize`. +// If a given `PositionSize` shares an ID with an `UpdatablePositionSize`, the update and position are merged +// into a single `PositionSize`. +// +// An error is returned if two updates share the same position id. +// +// Note: There are probably performance implications here for allocating a new slice of PositionSize, +// and for allocating new slices when converting the concrete types to interfaces. However, without doing +// this there would be a lot of duplicate code for calculating changes for both `Assets` and `Perpetuals`. +func applyUpdatesToPositions[ + P types.PositionSize, + U types.PositionSize, +](positions []P, updates []U) ([]types.PositionSize, error) { + var result []types.PositionSize = make([]types.PositionSize, 0, len(positions)+len(updates)) + + updateMap := make(map[uint32]types.PositionSize) + updateIndexMap := make(map[uint32]int) + for i, update := range updates { + // Check for non-unique updates (two updates to the same position). + id := update.GetId() + _, exists := updateMap[id] + if exists { + errMsg := fmt.Sprintf("Multiple updates exist for position %v", update.GetId()) + return nil, errorsmod.Wrap(types.ErrNonUniqueUpdatesPosition, errMsg) + } + + updateMap[id] = update + updateIndexMap[id] = i + result = append(result, update) + } + + // Iterate over each position, if the position shares an ID with + // an update, then we "merge" the update and the position into a new `PositionUpdate`. + for _, pos := range positions { + id := pos.GetId() + update, exists := updateMap[id] + if !exists { + result = append(result, pos) + } else { + var newPos = types.NewPositionUpdate(id) + + // Add the position size and update together to get the new size. + var bigNewPositionSize = new(big.Int).Add( + pos.GetBigQuantums(), + update.GetBigQuantums(), + ) + + newPos.SetBigQuantums(bigNewPositionSize) + + // Replace update with `PositionUpdate` + index := updateIndexMap[id] + result[index] = newPos + } + } + + return result, nil +} + // GetAllRelevantPerpetuals returns all relevant perpetual information for a given set of updates. // This includes all perpetuals that exist on the accounts already and all perpetuals that are // being updated in the input updates. @@ -947,22 +1066,3 @@ func (k Keeper) GetAllRelevantPerpetuals( return perpetuals, nil } - -func (k Keeper) GetFullNodeStreamingManager() streamingtypes.FullNodeStreamingManager { - return k.streamingManager -} - -// SendSubaccountUpdates sends the subaccount updates to the gRPC streaming manager. -func (k Keeper) SendSubaccountUpdates( - ctx sdk.Context, - subaccountUpdates []types.StreamSubaccountUpdate, -) { - if len(subaccountUpdates) == 0 { - return - } - k.GetFullNodeStreamingManager().SendSubaccountUpdates( - subaccountUpdates, - lib.MustConvertIntegerToUint32(ctx.BlockHeight()), - ctx.ExecMode(), - ) -} diff --git a/protocol/x/subaccounts/keeper/subaccount_helper.go b/protocol/x/subaccounts/keeper/subaccount_helper.go new file mode 100644 index 0000000000..9fc97011d6 --- /dev/null +++ b/protocol/x/subaccounts/keeper/subaccount_helper.go @@ -0,0 +1,224 @@ +package keeper + +import ( + "sort" + + errorsmod "cosmossdk.io/errors" + + "github.com/dydxprotocol/v4-chain/protocol/dtypes" + perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types" + "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" +) + +// getUpdatedAssetPositions filters out all the asset positions on a subaccount that have +// been updated. This will include any asset postions that were closed due to an update. +// TODO(DEC-1295): look into reducing code duplication here using Generics+Reflect. +func getUpdatedAssetPositions( + update SettledUpdate, +) []*types.AssetPosition { + assetIdToPositionMap := make(map[uint32]*types.AssetPosition) + for _, assetPosition := range update.SettledSubaccount.AssetPositions { + assetIdToPositionMap[assetPosition.AssetId] = assetPosition + } + + updatedAssetIds := make(map[uint32]struct{}) + for _, assetUpdate := range update.AssetUpdates { + updatedAssetIds[assetUpdate.AssetId] = struct{}{} + } + + updatedAssetPositions := make([]*types.AssetPosition, 0, len(updatedAssetIds)) + for updatedId := range updatedAssetIds { + assetPosition, exists := assetIdToPositionMap[updatedId] + // If a position does not exist on the subaccount with the asset id of an update, it must + // have been deleted due to quantums becoming 0. This needs to be included in the event, so we + // construct a position with the AssetId of the update and a Quantums value of 0. The other + // properties are left as the default values as a 0-sized position indicates the position is + // closed. + if !exists { + assetPosition = &types.AssetPosition{ + AssetId: updatedId, + Quantums: dtypes.ZeroInt(), + } + } + updatedAssetPositions = append(updatedAssetPositions, assetPosition) + } + + // Sort the asset positions in ascending order by asset id. + sort.Slice(updatedAssetPositions, func(i, j int) bool { + return updatedAssetPositions[i].GetId() < updatedAssetPositions[j].GetId() + }) + + return updatedAssetPositions +} + +// getUpdatedPerpetualPositions filters out all the perpetual positions on a subaccount that have +// been updated. This will include any perpetual postions that were closed due to an update or that +// received / paid out funding payments.. +func getUpdatedPerpetualPositions( + update SettledUpdate, + fundingPayments map[uint32]dtypes.SerializableInt, +) []*types.PerpetualPosition { + perpetualIdToPositionMap := make(map[uint32]*types.PerpetualPosition) + for _, perpetualPosition := range update.SettledSubaccount.PerpetualPositions { + perpetualIdToPositionMap[perpetualPosition.PerpetualId] = perpetualPosition + } + + // `updatedPerpetualIds` indicates which perpetuals were either explicitly updated + // (through update.PerpetualUpdates) or implicitly updated (had non-zero last funding + // payment). + updatedPerpetualIds := make(map[uint32]struct{}) + for _, perpetualUpdate := range update.PerpetualUpdates { + updatedPerpetualIds[perpetualUpdate.PerpetualId] = struct{}{} + } + // Mark perpetuals with non-zero funding payment also as updated. + for perpetualIdWithNonZeroLastFunding := range fundingPayments { + updatedPerpetualIds[perpetualIdWithNonZeroLastFunding] = struct{}{} + } + + updatedPerpetualPositions := make([]*types.PerpetualPosition, 0, len(updatedPerpetualIds)) + for updatedId := range updatedPerpetualIds { + perpetualPosition, exists := perpetualIdToPositionMap[updatedId] + // If a position does not exist on the subaccount with the perpetual id of an update, it must + // have been deleted due to quantums becoming 0. This needs to be included in the event, so we + // construct a position with the PerpetualId of the update and a Quantums value of 0. The other + // properties are left as the default values as a 0-sized position indicates the position is + // closed and thus the funding index and the side of the position does not matter. + if !exists { + perpetualPosition = &types.PerpetualPosition{ + PerpetualId: updatedId, + Quantums: dtypes.ZeroInt(), + } + } + updatedPerpetualPositions = append(updatedPerpetualPositions, perpetualPosition) + } + + // Sort the perpetual positions in ascending order by perpetual id. + sort.Slice(updatedPerpetualPositions, func(i, j int) bool { + return updatedPerpetualPositions[i].GetId() < updatedPerpetualPositions[j].GetId() + }) + + return updatedPerpetualPositions +} + +// For each settledUpdate in settledUpdates, updates its SettledSubaccount.PerpetualPositions +// to reflect settledUpdate.PerpetualUpdates. +// For newly created positions, use `perpIdToFundingIndex` map to populate the `FundingIndex` field. +func UpdatePerpetualPositions( + settledUpdates []SettledUpdate, + perpInfos map[uint32]perptypes.PerpInfo, +) { + // Apply the updates. + for i, u := range settledUpdates { + // Build a map of all the Subaccount's Perpetual Positions by id. + perpetualPositionsMap := make(map[uint32]*types.PerpetualPosition) + for _, pp := range u.SettledSubaccount.PerpetualPositions { + perpetualPositionsMap[pp.PerpetualId] = pp + } + + // Update the perpetual positions. + for _, pu := range u.PerpetualUpdates { + // Check if the `Subaccount` already has a position with the same id. + // If so – we update the size of the existing position, otherwise + // we create a new position. + if pp, exists := perpetualPositionsMap[pu.PerpetualId]; exists { + curQuantums := pp.GetBigQuantums() + updateQuantums := pu.GetBigQuantums() + newQuantums := curQuantums.Add(curQuantums, updateQuantums) + + // Handle the case where the position is now closed. + if newQuantums.Sign() == 0 { + delete(perpetualPositionsMap, pu.PerpetualId) + } + pp.Quantums = dtypes.NewIntFromBigInt(newQuantums) + } else { + // This subaccount does not have a matching position for this update. + // Create the new position. + perpInfo, exists := perpInfos[pu.PerpetualId] + if !exists { + // Invariant: `perpInfos` should all relevant perpetuals, which includes all + // perpetuals that are updated. + panic(errorsmod.Wrapf(types.ErrPerpetualInfoDoesNotExist, "%d", pu.PerpetualId)) + } + perpetualPosition := &types.PerpetualPosition{ + PerpetualId: pu.PerpetualId, + Quantums: dtypes.NewIntFromBigInt(pu.GetBigQuantums()), + FundingIndex: perpInfo.Perpetual.FundingIndex, + } + + // Add the new position to the map. + perpetualPositionsMap[pu.PerpetualId] = perpetualPosition + } + } + + // Convert the new PerpetualPostiion values back into a slice. + perpetualPositions := make([]*types.PerpetualPosition, 0, len(perpetualPositionsMap)) + for _, value := range perpetualPositionsMap { + perpetualPositions = append(perpetualPositions, value) + } + + // Sort the new PerpetualPositions in ascending order by Id. + sort.Slice(perpetualPositions, func(i, j int) bool { + return perpetualPositions[i].GetId() < perpetualPositions[j].GetId() + }) + + settledUpdates[i].SettledSubaccount.PerpetualPositions = perpetualPositions + } +} + +// For each settledUpdate in settledUpdates, updates its SettledSubaccount.AssetPositions +// to reflect settledUpdate.AssetUpdates. +func UpdateAssetPositions( + settledUpdates []SettledUpdate, +) { + // Apply the updates. + for i, u := range settledUpdates { + // Build a map of all the Subaccount's Asset Positions by id. + assetPositionsMap := make(map[uint32]*types.AssetPosition) + for _, ap := range u.SettledSubaccount.AssetPositions { + assetPositionsMap[ap.AssetId] = ap + } + + // Update the asset positions. + for _, au := range u.AssetUpdates { + // Check if the `Subaccount` already has a position with the same id. + // If so - we update the size of the existing position, otherwise + // we create a new position. + if ap, exists := assetPositionsMap[au.AssetId]; exists { + curQuantums := ap.GetBigQuantums() + updateQuantums := au.GetBigQuantums() + newQuantums := curQuantums.Add(curQuantums, updateQuantums) + + ap.Quantums = dtypes.NewIntFromBigInt(newQuantums) + + // Handle the case where the position is now closed. + if ap.Quantums.Sign() == 0 { + delete(assetPositionsMap, au.AssetId) + } + } else { + // This subaccount does not have a matching asset position for this update. + + // Create the new asset position. + assetPosition := &types.AssetPosition{ + AssetId: au.AssetId, + Quantums: dtypes.NewIntFromBigInt(au.GetBigQuantums()), + } + + // Add the new asset position to the map. + assetPositionsMap[au.AssetId] = assetPosition + } + } + + // Convert the new AssetPostiion values back into a slice. + assetPositions := make([]*types.AssetPosition, 0, len(assetPositionsMap)) + for _, value := range assetPositionsMap { + assetPositions = append(assetPositions, value) + } + + // Sort the new AssetPositions in ascending order by AssetId. + sort.Slice(assetPositions, func(i, j int) bool { + return assetPositions[i].GetId() < assetPositions[j].GetId() + }) + + settledUpdates[i].SettledSubaccount.AssetPositions = assetPositions + } +} diff --git a/protocol/x/subaccounts/keeper/subaccount_test.go b/protocol/x/subaccounts/keeper/subaccount_test.go index fe47a46e5d..747ff8cfb9 100644 --- a/protocol/x/subaccounts/keeper/subaccount_test.go +++ b/protocol/x/subaccounts/keeper/subaccount_test.go @@ -5849,3 +5849,91 @@ func TestGetNetCollateralAndMarginRequirements(t *testing.T) { }) } } + +func TestIsValidStateTransitionForUndercollateralizedSubaccount_ZeroMarginRequirements(t *testing.T) { + tests := map[string]struct { + bigCurNetCollateral *big.Int + bigCurInitialMargin *big.Int + bigCurMaintenanceMargin *big.Int + bigNewNetCollateral *big.Int + bigNewMaintenanceMargin *big.Int + + expectedResult types.UpdateResult + }{ + // Tests when current margin requirement is zero and margin requirement increases. + "fails when MMR increases and TNC decreases - negative TNC": { + bigCurNetCollateral: big.NewInt(-1), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(-2), + bigNewMaintenanceMargin: big.NewInt(1), + expectedResult: types.StillUndercollateralized, + }, + "fails when MMR increases and TNC stays the same - negative TNC": { + bigCurNetCollateral: big.NewInt(-1), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(-1), + bigNewMaintenanceMargin: big.NewInt(1), + expectedResult: types.StillUndercollateralized, + }, + "fails when MMR increases and TNC increases - negative TNC": { + bigCurNetCollateral: big.NewInt(-1), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(100), + bigNewMaintenanceMargin: big.NewInt(1), + expectedResult: types.StillUndercollateralized, + }, + // Tests when both margin requirements are zero. + "fails when both new and old MMR are zero and TNC stays the same": { + bigCurNetCollateral: big.NewInt(-1), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(-1), + bigNewMaintenanceMargin: big.NewInt(0), + expectedResult: types.StillUndercollateralized, + }, + "fails when both new and old MMR are zero and TNC decrease from negative to negative": { + bigCurNetCollateral: big.NewInt(-1), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(-2), + bigNewMaintenanceMargin: big.NewInt(0), + expectedResult: types.StillUndercollateralized, + }, + "succeeds when both new and old MMR are zero and TNC increases": { + bigCurNetCollateral: big.NewInt(-2), + bigCurInitialMargin: big.NewInt(0), + bigCurMaintenanceMargin: big.NewInt(0), + bigNewNetCollateral: big.NewInt(-1), + bigNewMaintenanceMargin: big.NewInt(0), + expectedResult: types.Success, + }, + // Tests when new margin requirement is zero. + "fails when MMR decreased to zero, and TNC increases but is still negative": { + bigCurNetCollateral: big.NewInt(-2), + bigCurInitialMargin: big.NewInt(1), + bigCurMaintenanceMargin: big.NewInt(1), + bigNewNetCollateral: big.NewInt(-1), + bigNewMaintenanceMargin: big.NewInt(0), + expectedResult: types.StillUndercollateralized, + }, + } + + for name, tc := range tests { + t.Run(name, func(t *testing.T) { + require.Equal( + t, + tc.expectedResult, + keeper.IsValidStateTransitionForUndercollateralizedSubaccount( + tc.bigCurNetCollateral, + tc.bigCurInitialMargin, + tc.bigCurMaintenanceMargin, + tc.bigNewNetCollateral, + tc.bigNewMaintenanceMargin, + ), + ) + }) + } +} diff --git a/protocol/x/subaccounts/types/settled_update.go b/protocol/x/subaccounts/keeper/update.go similarity index 70% rename from protocol/x/subaccounts/types/settled_update.go rename to protocol/x/subaccounts/keeper/update.go index 76811b6410..30e0ad58f7 100644 --- a/protocol/x/subaccounts/types/settled_update.go +++ b/protocol/x/subaccounts/keeper/update.go @@ -1,4 +1,8 @@ -package types +package keeper + +import ( + "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" +) // SettledUpdate is used internally in the subaccounts keeper to // to specify changes to one or more `Subaccounts` (for example the @@ -6,9 +10,9 @@ package types // The subaccount is always in its settled state. type SettledUpdate struct { // The `Subaccount` for which this update applies to, in its settled form. - SettledSubaccount Subaccount + SettledSubaccount types.Subaccount // A list of changes to make to any `AssetPositions` in the `Subaccount`. - AssetUpdates []AssetUpdate + AssetUpdates []types.AssetUpdate // A list of changes to make to any `PerpetualPositions` in the `Subaccount`. - PerpetualUpdates []PerpetualUpdate + PerpetualUpdates []types.PerpetualUpdate } diff --git a/protocol/x/subaccounts/lib/updates.go b/protocol/x/subaccounts/lib/updates.go deleted file mode 100644 index 27956ba211..0000000000 --- a/protocol/x/subaccounts/lib/updates.go +++ /dev/null @@ -1,425 +0,0 @@ -package lib - -import ( - "fmt" - "math/big" - "sort" - - errorsmod "cosmossdk.io/errors" - "github.com/dydxprotocol/v4-chain/protocol/dtypes" - "github.com/dydxprotocol/v4-chain/protocol/lib" - perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib" - perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types" - "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" -) - -// GetSettledSubaccountWithPerpetuals returns 1. a new settled subaccount given an unsettled subaccount, -// updating the USDC AssetPosition, FundingIndex, and LastFundingPayment fields accordingly -// (does not persist any changes) and 2. a map with perpetual ID as key and last funding -// payment as value (for emitting funding payments to indexer). -func GetSettledSubaccountWithPerpetuals( - subaccount types.Subaccount, - perpInfos map[uint32]perptypes.PerpInfo, -) ( - settledSubaccount types.Subaccount, - fundingPayments map[uint32]dtypes.SerializableInt, - err error, -) { - totalNetSettlementPpm := big.NewInt(0) - - newPerpetualPositions := []*types.PerpetualPosition{} - fundingPayments = make(map[uint32]dtypes.SerializableInt) - - // Iterate through and settle all perpetual positions. - for _, p := range subaccount.PerpetualPositions { - perpInfo, found := perpInfos[p.PerpetualId] - if !found { - return types.Subaccount{}, nil, errorsmod.Wrapf(types.ErrPerpetualInfoDoesNotExist, "%d", p.PerpetualId) - } - - // Call the stateless utility function to get the net settlement and new funding index. - bigNetSettlementPpm, newFundingIndex := perplib.GetSettlementPpmWithPerpetual( - perpInfo.Perpetual, - p.GetBigQuantums(), - p.FundingIndex.BigInt(), - ) - // Record non-zero funding payment (to be later emitted in SubaccountUpdateEvent to indexer). - // Note: Funding payment is the negative of settlement, i.e. positive settlement is equivalent - // to a negative funding payment (position received funding payment) and vice versa. - if bigNetSettlementPpm.Cmp(lib.BigInt0()) != 0 { - fundingPayments[p.PerpetualId] = dtypes.NewIntFromBigInt( - new(big.Int).Neg( - new(big.Int).Div(bigNetSettlementPpm, lib.BigIntOneMillion()), - ), - ) - } - - // Aggregate all net settlements. - totalNetSettlementPpm.Add(totalNetSettlementPpm, bigNetSettlementPpm) - - // Update cached funding index of the perpetual position. - newPerpetualPositions = append( - newPerpetualPositions, &types.PerpetualPosition{ - PerpetualId: p.PerpetualId, - Quantums: p.Quantums, - FundingIndex: dtypes.NewIntFromBigInt(newFundingIndex), - }, - ) - } - - newSubaccount := types.Subaccount{ - Id: subaccount.Id, - AssetPositions: subaccount.AssetPositions, - PerpetualPositions: newPerpetualPositions, - MarginEnabled: subaccount.MarginEnabled, - } - newUsdcPosition := new(big.Int).Add( - subaccount.GetUsdcPosition(), - // `Div` implements Euclidean division (unlike Go). When the diviser is positive, - // division result always rounds towards negative infinity. - totalNetSettlementPpm.Div(totalNetSettlementPpm, lib.BigIntOneMillion()), - ) - // TODO(CLOB-993): Remove this function and use `UpdateAssetPositions` instead. - newSubaccount.SetUsdcAssetPosition(newUsdcPosition) - return newSubaccount, fundingPayments, nil -} - -// IsValidStateTransitionForUndercollateralizedSubaccount returns an `UpdateResult` -// denoting whether this state transition is valid. This function accepts the collateral and -// margin requirements of a subaccount before and after an update ("cur" and -// "new", respectively). -// -// This function should only be called if the account is undercollateralized after the update. -// -// A state transition is valid if the subaccount enters a -// "less-or-equally-risky" state after an update. -// i.e.`newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin`. -// -// Otherwise, the state transition is invalid. If the account was previously undercollateralized, -// `types.StillUndercollateralized` is returned. If the account was previously -// collateralized and is now undercollateralized, `types.NewlyUndercollateralized` is -// returned. -// -// Note that the inequality `newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin` -// has divide-by-zero issue when margin requirements are zero. To make sure the state -// transition is valid, we special case this scenario and only allow state transition that improves net collateral. -func IsValidStateTransitionForUndercollateralizedSubaccount( - bigCurNetCollateral *big.Int, - bigCurInitialMargin *big.Int, - bigCurMaintenanceMargin *big.Int, - bigNewNetCollateral *big.Int, - bigNewMaintenanceMargin *big.Int, -) types.UpdateResult { - // Determine whether the subaccount was previously undercollateralized before the update. - var underCollateralizationResult = types.StillUndercollateralized - if bigCurInitialMargin.Cmp(bigCurNetCollateral) <= 0 { - underCollateralizationResult = types.NewlyUndercollateralized - } - - // If the maintenance margin is increasing, then the subaccount is undercollateralized. - if bigNewMaintenanceMargin.Cmp(bigCurMaintenanceMargin) > 0 { - return underCollateralizationResult - } - - // If the maintenance margin is zero, it means the subaccount must have no open positions, and negative net - // collateral. If the net collateral is not improving then this transition is not valid. - if bigNewMaintenanceMargin.BitLen() == 0 || bigCurMaintenanceMargin.BitLen() == 0 { - if bigNewMaintenanceMargin.BitLen() == 0 && - bigCurMaintenanceMargin.BitLen() == 0 && - bigNewNetCollateral.Cmp(bigCurNetCollateral) > 0 { - return types.Success - } - - return underCollateralizationResult - } - - // Note that here we are effectively checking that - // `newNetCollateral / newMaintenanceMargin >= curNetCollateral / curMaintenanceMargin`. - // However, to avoid rounding errors, we factor this as - // `newNetCollateral * curMaintenanceMargin >= curNetCollateral * newMaintenanceMargin`. - bigCurRisk := new(big.Int).Mul(bigNewNetCollateral, bigCurMaintenanceMargin) - bigNewRisk := new(big.Int).Mul(bigCurNetCollateral, bigNewMaintenanceMargin) - - // The subaccount is not well-collateralized, and the state transition leaves the subaccount in a - // "more-risky" state (collateral relative to margin requirements is decreasing). - if bigNewRisk.Cmp(bigCurRisk) > 0 { - return underCollateralizationResult - } - - // The subaccount is in a "less-or-equally-risky" state (margin requirements are decreasing or unchanged, - // collateral relative to margin requirements is decreasing or unchanged). - // This subaccount is undercollateralized in this state, but we still consider this state transition valid. - return types.Success -} - -// ApplyUpdatesToPositions merges a slice of `types.UpdatablePositions` and `types.PositionSize` -// (i.e. concrete types *types.AssetPosition` and `types.AssetUpdate`) into a slice of `types.PositionSize`. -// If a given `PositionSize` shares an ID with an `UpdatablePositionSize`, the update and position are merged -// into a single `PositionSize`. -// -// An error is returned if two updates share the same position id. -// -// Note: There are probably performance implications here for allocating a new slice of PositionSize, -// and for allocating new slices when converting the concrete types to interfaces. However, without doing -// this there would be a lot of duplicate code for calculating changes for both `Assets` and `Perpetuals`. -func ApplyUpdatesToPositions[ - P types.PositionSize, - U types.PositionSize, -](positions []P, updates []U) ([]types.PositionSize, error) { - var result []types.PositionSize = make([]types.PositionSize, 0, len(positions)+len(updates)) - - updateMap := make(map[uint32]types.PositionSize, len(updates)) - updateIndexMap := make(map[uint32]int, len(updates)) - for i, update := range updates { - // Check for non-unique updates (two updates to the same position). - id := update.GetId() - _, exists := updateMap[id] - if exists { - errMsg := fmt.Sprintf("Multiple updates exist for position %v", update.GetId()) - return nil, errorsmod.Wrap(types.ErrNonUniqueUpdatesPosition, errMsg) - } - - updateMap[id] = update - updateIndexMap[id] = i - result = append(result, update) - } - - // Iterate over each position, if the position shares an ID with - // an update, then we "merge" the update and the position into a new `PositionUpdate`. - for _, pos := range positions { - id := pos.GetId() - update, exists := updateMap[id] - if !exists { - result = append(result, pos) - } else { - var newPos = types.NewPositionUpdate(id) - - // Add the position size and update together to get the new size. - var bigNewPositionSize = new(big.Int).Add( - pos.GetBigQuantums(), - update.GetBigQuantums(), - ) - - newPos.SetBigQuantums(bigNewPositionSize) - - // Replace update with `PositionUpdate` - index := updateIndexMap[id] - result[index] = newPos - } - } - - return result, nil -} - -// GetUpdatedAssetPositions filters out all the asset positions on a subaccount that have -// been updated. This will include any asset postions that were closed due to an update. -// TODO(DEC-1295): look into reducing code duplication here using Generics+Reflect. -func GetUpdatedAssetPositions( - update types.SettledUpdate, -) []*types.AssetPosition { - assetIdToPositionMap := make(map[uint32]*types.AssetPosition) - for _, assetPosition := range update.SettledSubaccount.AssetPositions { - assetIdToPositionMap[assetPosition.AssetId] = assetPosition - } - - updatedAssetIds := make(map[uint32]struct{}) - for _, assetUpdate := range update.AssetUpdates { - updatedAssetIds[assetUpdate.AssetId] = struct{}{} - } - - updatedAssetPositions := make([]*types.AssetPosition, 0, len(updatedAssetIds)) - for updatedId := range updatedAssetIds { - assetPosition, exists := assetIdToPositionMap[updatedId] - // If a position does not exist on the subaccount with the asset id of an update, it must - // have been deleted due to quantums becoming 0. This needs to be included in the event, so we - // construct a position with the AssetId of the update and a Quantums value of 0. The other - // properties are left as the default values as a 0-sized position indicates the position is - // closed. - if !exists { - assetPosition = &types.AssetPosition{ - AssetId: updatedId, - Quantums: dtypes.ZeroInt(), - } - } - updatedAssetPositions = append(updatedAssetPositions, assetPosition) - } - - // Sort the asset positions in ascending order by asset id. - sort.Slice(updatedAssetPositions, func(i, j int) bool { - return updatedAssetPositions[i].GetId() < updatedAssetPositions[j].GetId() - }) - - return updatedAssetPositions -} - -// GetUpdatedPerpetualPositions filters out all the perpetual positions on a subaccount that have -// been updated. This will include any perpetual postions that were closed due to an update or that -// received / paid out funding payments.. -func GetUpdatedPerpetualPositions( - update types.SettledUpdate, - fundingPayments map[uint32]dtypes.SerializableInt, -) []*types.PerpetualPosition { - perpetualIdToPositionMap := make(map[uint32]*types.PerpetualPosition) - for _, perpetualPosition := range update.SettledSubaccount.PerpetualPositions { - perpetualIdToPositionMap[perpetualPosition.PerpetualId] = perpetualPosition - } - - // `updatedPerpetualIds` indicates which perpetuals were either explicitly updated - // (through update.PerpetualUpdates) or implicitly updated (had non-zero last funding - // payment). - updatedPerpetualIds := make(map[uint32]struct{}) - for _, perpetualUpdate := range update.PerpetualUpdates { - updatedPerpetualIds[perpetualUpdate.PerpetualId] = struct{}{} - } - // Mark perpetuals with non-zero funding payment also as updated. - for perpetualIdWithNonZeroLastFunding := range fundingPayments { - updatedPerpetualIds[perpetualIdWithNonZeroLastFunding] = struct{}{} - } - - updatedPerpetualPositions := make([]*types.PerpetualPosition, 0, len(updatedPerpetualIds)) - for updatedId := range updatedPerpetualIds { - perpetualPosition, exists := perpetualIdToPositionMap[updatedId] - // If a position does not exist on the subaccount with the perpetual id of an update, it must - // have been deleted due to quantums becoming 0. This needs to be included in the event, so we - // construct a position with the PerpetualId of the update and a Quantums value of 0. The other - // properties are left as the default values as a 0-sized position indicates the position is - // closed and thus the funding index and the side of the position does not matter. - if !exists { - perpetualPosition = &types.PerpetualPosition{ - PerpetualId: updatedId, - Quantums: dtypes.ZeroInt(), - } - } - updatedPerpetualPositions = append(updatedPerpetualPositions, perpetualPosition) - } - - // Sort the perpetual positions in ascending order by perpetual id. - sort.Slice(updatedPerpetualPositions, func(i, j int) bool { - return updatedPerpetualPositions[i].GetId() < updatedPerpetualPositions[j].GetId() - }) - - return updatedPerpetualPositions -} - -// For each settledUpdate in settledUpdates, updates its SettledSubaccount.PerpetualPositions -// to reflect settledUpdate.PerpetualUpdates. -// For newly created positions, use `perpIdToFundingIndex` map to populate the `FundingIndex` field. -func UpdatePerpetualPositions( - settledUpdates []types.SettledUpdate, - perpInfos map[uint32]perptypes.PerpInfo, -) { - // Apply the updates. - for i, u := range settledUpdates { - // Build a map of all the Subaccount's Perpetual Positions by id. - perpetualPositionsMap := make(map[uint32]*types.PerpetualPosition) - for _, pp := range u.SettledSubaccount.PerpetualPositions { - perpetualPositionsMap[pp.PerpetualId] = pp - } - - // Update the perpetual positions. - for _, pu := range u.PerpetualUpdates { - // Check if the `Subaccount` already has a position with the same id. - // If so – we update the size of the existing position, otherwise - // we create a new position. - if pp, exists := perpetualPositionsMap[pu.PerpetualId]; exists { - curQuantums := pp.GetBigQuantums() - updateQuantums := pu.GetBigQuantums() - newQuantums := curQuantums.Add(curQuantums, updateQuantums) - - // Handle the case where the position is now closed. - if newQuantums.Sign() == 0 { - delete(perpetualPositionsMap, pu.PerpetualId) - } - pp.Quantums = dtypes.NewIntFromBigInt(newQuantums) - } else { - // This subaccount does not have a matching position for this update. - // Create the new position. - perpInfo, exists := perpInfos[pu.PerpetualId] - if !exists { - // Invariant: `perpInfos` should all relevant perpetuals, which includes all - // perpetuals that are updated. - panic(errorsmod.Wrapf(types.ErrPerpetualInfoDoesNotExist, "%d", pu.PerpetualId)) - } - perpetualPosition := &types.PerpetualPosition{ - PerpetualId: pu.PerpetualId, - Quantums: dtypes.NewIntFromBigInt(pu.GetBigQuantums()), - FundingIndex: perpInfo.Perpetual.FundingIndex, - } - - // Add the new position to the map. - perpetualPositionsMap[pu.PerpetualId] = perpetualPosition - } - } - - // Convert the new PerpetualPostiion values back into a slice. - perpetualPositions := make([]*types.PerpetualPosition, 0, len(perpetualPositionsMap)) - for _, value := range perpetualPositionsMap { - perpetualPositions = append(perpetualPositions, value) - } - - // Sort the new PerpetualPositions in ascending order by Id. - sort.Slice(perpetualPositions, func(i, j int) bool { - return perpetualPositions[i].GetId() < perpetualPositions[j].GetId() - }) - - settledUpdates[i].SettledSubaccount.PerpetualPositions = perpetualPositions - } -} - -// For each settledUpdate in settledUpdates, updates its SettledSubaccount.AssetPositions -// to reflect settledUpdate.AssetUpdates. -func UpdateAssetPositions( - settledUpdates []types.SettledUpdate, -) { - // Apply the updates. - for i, u := range settledUpdates { - // Build a map of all the Subaccount's Asset Positions by id. - assetPositionsMap := make(map[uint32]*types.AssetPosition) - for _, ap := range u.SettledSubaccount.AssetPositions { - assetPositionsMap[ap.AssetId] = ap - } - - // Update the asset positions. - for _, au := range u.AssetUpdates { - // Check if the `Subaccount` already has a position with the same id. - // If so - we update the size of the existing position, otherwise - // we create a new position. - if ap, exists := assetPositionsMap[au.AssetId]; exists { - curQuantums := ap.GetBigQuantums() - updateQuantums := au.GetBigQuantums() - newQuantums := curQuantums.Add(curQuantums, updateQuantums) - - ap.Quantums = dtypes.NewIntFromBigInt(newQuantums) - - // Handle the case where the position is now closed. - if ap.Quantums.Sign() == 0 { - delete(assetPositionsMap, au.AssetId) - } - } else { - // This subaccount does not have a matching asset position for this update. - - // Create the new asset position. - assetPosition := &types.AssetPosition{ - AssetId: au.AssetId, - Quantums: dtypes.NewIntFromBigInt(au.GetBigQuantums()), - } - - // Add the new asset position to the map. - assetPositionsMap[au.AssetId] = assetPosition - } - } - - // Convert the new AssetPostiion values back into a slice. - assetPositions := make([]*types.AssetPosition, 0, len(assetPositionsMap)) - for _, value := range assetPositionsMap { - assetPositions = append(assetPositions, value) - } - - // Sort the new AssetPositions in ascending order by AssetId. - sort.Slice(assetPositions, func(i, j int) bool { - return assetPositions[i].GetId() < assetPositions[j].GetId() - }) - - settledUpdates[i].SettledSubaccount.AssetPositions = assetPositions - } -} diff --git a/protocol/x/subaccounts/lib/updates_test.go b/protocol/x/subaccounts/lib/updates_test.go deleted file mode 100644 index 99e2d73ba7..0000000000 --- a/protocol/x/subaccounts/lib/updates_test.go +++ /dev/null @@ -1,98 +0,0 @@ -package lib_test - -import ( - "math/big" - "testing" - - "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/lib" - "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types" - "github.com/stretchr/testify/require" -) - -func TestIsValidStateTransitionForUndercollateralizedSubaccount_ZeroMarginRequirements(t *testing.T) { - tests := map[string]struct { - bigCurNetCollateral *big.Int - bigCurInitialMargin *big.Int - bigCurMaintenanceMargin *big.Int - bigNewNetCollateral *big.Int - bigNewMaintenanceMargin *big.Int - - expectedResult types.UpdateResult - }{ - // Tests when current margin requirement is zero and margin requirement increases. - "fails when MMR increases and TNC decreases - negative TNC": { - bigCurNetCollateral: big.NewInt(-1), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(-2), - bigNewMaintenanceMargin: big.NewInt(1), - expectedResult: types.StillUndercollateralized, - }, - "fails when MMR increases and TNC stays the same - negative TNC": { - bigCurNetCollateral: big.NewInt(-1), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(-1), - bigNewMaintenanceMargin: big.NewInt(1), - expectedResult: types.StillUndercollateralized, - }, - "fails when MMR increases and TNC increases - negative TNC": { - bigCurNetCollateral: big.NewInt(-1), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(100), - bigNewMaintenanceMargin: big.NewInt(1), - expectedResult: types.StillUndercollateralized, - }, - // Tests when both margin requirements are zero. - "fails when both new and old MMR are zero and TNC stays the same": { - bigCurNetCollateral: big.NewInt(-1), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(-1), - bigNewMaintenanceMargin: big.NewInt(0), - expectedResult: types.StillUndercollateralized, - }, - "fails when both new and old MMR are zero and TNC decrease from negative to negative": { - bigCurNetCollateral: big.NewInt(-1), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(-2), - bigNewMaintenanceMargin: big.NewInt(0), - expectedResult: types.StillUndercollateralized, - }, - "succeeds when both new and old MMR are zero and TNC increases": { - bigCurNetCollateral: big.NewInt(-2), - bigCurInitialMargin: big.NewInt(0), - bigCurMaintenanceMargin: big.NewInt(0), - bigNewNetCollateral: big.NewInt(-1), - bigNewMaintenanceMargin: big.NewInt(0), - expectedResult: types.Success, - }, - // Tests when new margin requirement is zero. - "fails when MMR decreased to zero, and TNC increases but is still negative": { - bigCurNetCollateral: big.NewInt(-2), - bigCurInitialMargin: big.NewInt(1), - bigCurMaintenanceMargin: big.NewInt(1), - bigNewNetCollateral: big.NewInt(-1), - bigNewMaintenanceMargin: big.NewInt(0), - expectedResult: types.StillUndercollateralized, - }, - } - - for name, tc := range tests { - t.Run(name, func(t *testing.T) { - require.Equal( - t, - tc.expectedResult, - lib.IsValidStateTransitionForUndercollateralizedSubaccount( - tc.bigCurNetCollateral, - tc.bigCurInitialMargin, - tc.bigCurMaintenanceMargin, - tc.bigNewNetCollateral, - tc.bigNewMaintenanceMargin, - ), - ) - }) - } -} diff --git a/protocol/x/subaccounts/types/streaming.pb.go b/protocol/x/subaccounts/types/streaming.pb.go deleted file mode 100644 index 2babfbf862..0000000000 --- a/protocol/x/subaccounts/types/streaming.pb.go +++ /dev/null @@ -1,900 +0,0 @@ -// Code generated by protoc-gen-gogo. DO NOT EDIT. -// source: dydxprotocol/subaccounts/streaming.proto - -package types - -import ( - fmt "fmt" - proto "github.com/cosmos/gogoproto/proto" - io "io" - math "math" - math_bits "math/bits" -) - -// Reference imports to suppress errors if they are not otherwise used. -var _ = proto.Marshal -var _ = fmt.Errorf -var _ = math.Inf - -// This is a compile-time assertion to ensure that this generated file -// is compatible with the proto package it is being compiled against. -// A compilation error at this line likely means your copy of the -// proto package needs to be updated. -const _ = proto.GoGoProtoPackageIsVersion3 // please upgrade the proto package - -// StreamSubaccountUpdate provides information on a subaccount update. Used in -// the full node GRPC stream. -type StreamSubaccountUpdate struct { - SubaccountId *SubaccountId `protobuf:"bytes,1,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"` - // updated_perpetual_positions will each be for unique perpetuals. - UpdatedPerpetualPositions []*SubaccountPerpetualPosition `protobuf:"bytes,2,rep,name=updated_perpetual_positions,json=updatedPerpetualPositions,proto3" json:"updated_perpetual_positions,omitempty"` - // updated_asset_positions will each be for unique assets. - UpdatedAssetPositions []*SubaccountAssetPosition `protobuf:"bytes,3,rep,name=updated_asset_positions,json=updatedAssetPositions,proto3" json:"updated_asset_positions,omitempty"` - // Snapshot indicates if the response is from a snapshot of the subaccount. - // All updates should be ignored until snapshot is received. - // If the snapshot is true, then all previous entries should be - // discarded and the subaccount should be resynced. - // For a snapshot subaccount update, the `updated_perpetual_positions` and - // `updated_asset_positions` fields will contain the full state of the - // subaccount. - Snapshot bool `protobuf:"varint,4,opt,name=snapshot,proto3" json:"snapshot,omitempty"` -} - -func (m *StreamSubaccountUpdate) Reset() { *m = StreamSubaccountUpdate{} } -func (m *StreamSubaccountUpdate) String() string { return proto.CompactTextString(m) } -func (*StreamSubaccountUpdate) ProtoMessage() {} -func (*StreamSubaccountUpdate) Descriptor() ([]byte, []int) { - return fileDescriptor_e6cf3092946c3c13, []int{0} -} -func (m *StreamSubaccountUpdate) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *StreamSubaccountUpdate) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_StreamSubaccountUpdate.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *StreamSubaccountUpdate) XXX_Merge(src proto.Message) { - xxx_messageInfo_StreamSubaccountUpdate.Merge(m, src) -} -func (m *StreamSubaccountUpdate) XXX_Size() int { - return m.Size() -} -func (m *StreamSubaccountUpdate) XXX_DiscardUnknown() { - xxx_messageInfo_StreamSubaccountUpdate.DiscardUnknown(m) -} - -var xxx_messageInfo_StreamSubaccountUpdate proto.InternalMessageInfo - -func (m *StreamSubaccountUpdate) GetSubaccountId() *SubaccountId { - if m != nil { - return m.SubaccountId - } - return nil -} - -func (m *StreamSubaccountUpdate) GetUpdatedPerpetualPositions() []*SubaccountPerpetualPosition { - if m != nil { - return m.UpdatedPerpetualPositions - } - return nil -} - -func (m *StreamSubaccountUpdate) GetUpdatedAssetPositions() []*SubaccountAssetPosition { - if m != nil { - return m.UpdatedAssetPositions - } - return nil -} - -func (m *StreamSubaccountUpdate) GetSnapshot() bool { - if m != nil { - return m.Snapshot - } - return false -} - -// SubaccountPerpetualPosition provides information on a subaccount's updated -// perpetual positions. -type SubaccountPerpetualPosition struct { - // The `Id` of the `Perpetual`. - PerpetualId uint32 `protobuf:"varint,1,opt,name=perpetual_id,json=perpetualId,proto3" json:"perpetual_id,omitempty"` - // The size of the position in base quantums. - Quantums uint64 `protobuf:"varint,2,opt,name=quantums,proto3" json:"quantums,omitempty"` -} - -func (m *SubaccountPerpetualPosition) Reset() { *m = SubaccountPerpetualPosition{} } -func (m *SubaccountPerpetualPosition) String() string { return proto.CompactTextString(m) } -func (*SubaccountPerpetualPosition) ProtoMessage() {} -func (*SubaccountPerpetualPosition) Descriptor() ([]byte, []int) { - return fileDescriptor_e6cf3092946c3c13, []int{1} -} -func (m *SubaccountPerpetualPosition) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *SubaccountPerpetualPosition) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_SubaccountPerpetualPosition.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *SubaccountPerpetualPosition) XXX_Merge(src proto.Message) { - xxx_messageInfo_SubaccountPerpetualPosition.Merge(m, src) -} -func (m *SubaccountPerpetualPosition) XXX_Size() int { - return m.Size() -} -func (m *SubaccountPerpetualPosition) XXX_DiscardUnknown() { - xxx_messageInfo_SubaccountPerpetualPosition.DiscardUnknown(m) -} - -var xxx_messageInfo_SubaccountPerpetualPosition proto.InternalMessageInfo - -func (m *SubaccountPerpetualPosition) GetPerpetualId() uint32 { - if m != nil { - return m.PerpetualId - } - return 0 -} - -func (m *SubaccountPerpetualPosition) GetQuantums() uint64 { - if m != nil { - return m.Quantums - } - return 0 -} - -// SubaccountAssetPosition provides information on a subaccount's updated asset -// positions. -type SubaccountAssetPosition struct { - // The `Id` of the `Asset`. - AssetId uint32 `protobuf:"varint,1,opt,name=asset_id,json=assetId,proto3" json:"asset_id,omitempty"` - // The absolute size of the position in base quantums. - Quantums uint64 `protobuf:"varint,2,opt,name=quantums,proto3" json:"quantums,omitempty"` -} - -func (m *SubaccountAssetPosition) Reset() { *m = SubaccountAssetPosition{} } -func (m *SubaccountAssetPosition) String() string { return proto.CompactTextString(m) } -func (*SubaccountAssetPosition) ProtoMessage() {} -func (*SubaccountAssetPosition) Descriptor() ([]byte, []int) { - return fileDescriptor_e6cf3092946c3c13, []int{2} -} -func (m *SubaccountAssetPosition) XXX_Unmarshal(b []byte) error { - return m.Unmarshal(b) -} -func (m *SubaccountAssetPosition) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) { - if deterministic { - return xxx_messageInfo_SubaccountAssetPosition.Marshal(b, m, deterministic) - } else { - b = b[:cap(b)] - n, err := m.MarshalToSizedBuffer(b) - if err != nil { - return nil, err - } - return b[:n], nil - } -} -func (m *SubaccountAssetPosition) XXX_Merge(src proto.Message) { - xxx_messageInfo_SubaccountAssetPosition.Merge(m, src) -} -func (m *SubaccountAssetPosition) XXX_Size() int { - return m.Size() -} -func (m *SubaccountAssetPosition) XXX_DiscardUnknown() { - 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size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *StreamSubaccountUpdate) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *StreamSubaccountUpdate) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.Snapshot { - i-- - if m.Snapshot { - dAtA[i] = 1 - } else { - dAtA[i] = 0 - } - i-- - dAtA[i] = 0x20 - } - if len(m.UpdatedAssetPositions) > 0 { - for iNdEx := len(m.UpdatedAssetPositions) - 1; iNdEx >= 0; iNdEx-- { - { - size, err := m.UpdatedAssetPositions[iNdEx].MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintStreaming(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x1a - } - } - if len(m.UpdatedPerpetualPositions) > 0 { - for iNdEx := len(m.UpdatedPerpetualPositions) - 1; iNdEx >= 0; iNdEx-- { - { - size, err := m.UpdatedPerpetualPositions[iNdEx].MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintStreaming(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0x12 - } - } - if m.SubaccountId != nil { - { - size, err := m.SubaccountId.MarshalToSizedBuffer(dAtA[:i]) - if err != nil { - return 0, err - } - i -= size - i = encodeVarintStreaming(dAtA, i, uint64(size)) - } - i-- - dAtA[i] = 0xa - } - return len(dAtA) - i, nil -} - -func (m *SubaccountPerpetualPosition) Marshal() (dAtA []byte, err error) { - size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *SubaccountPerpetualPosition) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *SubaccountPerpetualPosition) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.Quantums != 0 { - i = encodeVarintStreaming(dAtA, i, uint64(m.Quantums)) - i-- - dAtA[i] = 0x10 - } - if m.PerpetualId != 0 { - i = encodeVarintStreaming(dAtA, i, uint64(m.PerpetualId)) - i-- - dAtA[i] = 0x8 - } - return len(dAtA) - i, nil -} - -func (m *SubaccountAssetPosition) Marshal() (dAtA []byte, err error) { - size := m.Size() - dAtA = make([]byte, size) - n, err := m.MarshalToSizedBuffer(dAtA[:size]) - if err != nil { - return nil, err - } - return dAtA[:n], nil -} - -func (m *SubaccountAssetPosition) MarshalTo(dAtA []byte) (int, error) { - size := m.Size() - return m.MarshalToSizedBuffer(dAtA[:size]) -} - -func (m *SubaccountAssetPosition) MarshalToSizedBuffer(dAtA []byte) (int, error) { - i := len(dAtA) - _ = i - var l int - _ = l - if m.Quantums != 0 { - i = encodeVarintStreaming(dAtA, i, uint64(m.Quantums)) - i-- - dAtA[i] = 0x10 - } - if m.AssetId != 0 { - i = encodeVarintStreaming(dAtA, i, uint64(m.AssetId)) - i-- - dAtA[i] = 0x8 - } - return len(dAtA) - i, nil -} - -func encodeVarintStreaming(dAtA []byte, offset int, v uint64) int { - offset -= sovStreaming(v) - base := offset - for v >= 1<<7 { - dAtA[offset] = uint8(v&0x7f | 0x80) - v >>= 7 - offset++ - } - dAtA[offset] = uint8(v) - return base -} -func (m *StreamSubaccountUpdate) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.SubaccountId != nil { - l = m.SubaccountId.Size() - n += 1 + l + sovStreaming(uint64(l)) - } - if len(m.UpdatedPerpetualPositions) > 0 { - for _, e := range m.UpdatedPerpetualPositions { - l = e.Size() - n += 1 + l + sovStreaming(uint64(l)) - } - } - if len(m.UpdatedAssetPositions) > 0 { - for _, e := range m.UpdatedAssetPositions { - l = e.Size() - n += 1 + l + sovStreaming(uint64(l)) - } - } - if m.Snapshot { - n += 2 - } - return n -} - -func (m *SubaccountPerpetualPosition) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.PerpetualId != 0 { - n += 1 + sovStreaming(uint64(m.PerpetualId)) - } - if m.Quantums != 0 { - n += 1 + sovStreaming(uint64(m.Quantums)) - } - return n -} - -func (m *SubaccountAssetPosition) Size() (n int) { - if m == nil { - return 0 - } - var l int - _ = l - if m.AssetId != 0 { - n += 1 + sovStreaming(uint64(m.AssetId)) - } - if m.Quantums != 0 { - n += 1 + sovStreaming(uint64(m.Quantums)) - } - return n -} - -func sovStreaming(x uint64) (n int) { - return (math_bits.Len64(x|1) + 6) / 7 -} -func sozStreaming(x uint64) (n int) { - return sovStreaming(uint64((x << 1) ^ uint64((int64(x) >> 63)))) -} -func (m *StreamSubaccountUpdate) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: StreamSubaccountUpdate: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: StreamSubaccountUpdate: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field SubaccountId", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthStreaming - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthStreaming - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - if m.SubaccountId == nil { - m.SubaccountId = &SubaccountId{} - } - if err := m.SubaccountId.Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex - case 2: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field UpdatedPerpetualPositions", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthStreaming - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthStreaming - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - m.UpdatedPerpetualPositions = append(m.UpdatedPerpetualPositions, &SubaccountPerpetualPosition{}) - if err := m.UpdatedPerpetualPositions[len(m.UpdatedPerpetualPositions)-1].Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex - case 3: - if wireType != 2 { - return fmt.Errorf("proto: wrong wireType = %d for field UpdatedAssetPositions", wireType) - } - var msglen int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - msglen |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - if msglen < 0 { - return ErrInvalidLengthStreaming - } - postIndex := iNdEx + msglen - if postIndex < 0 { - return ErrInvalidLengthStreaming - } - if postIndex > l { - return io.ErrUnexpectedEOF - } - m.UpdatedAssetPositions = append(m.UpdatedAssetPositions, &SubaccountAssetPosition{}) - if err := m.UpdatedAssetPositions[len(m.UpdatedAssetPositions)-1].Unmarshal(dAtA[iNdEx:postIndex]); err != nil { - return err - } - iNdEx = postIndex - case 4: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field Snapshot", wireType) - } - var v int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - v |= int(b&0x7F) << shift - if b < 0x80 { - break - } - } - m.Snapshot = bool(v != 0) - default: - iNdEx = preIndex - skippy, err := skipStreaming(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthStreaming - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} -func (m *SubaccountPerpetualPosition) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: SubaccountPerpetualPosition: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: SubaccountPerpetualPosition: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field PerpetualId", wireType) - } - m.PerpetualId = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.PerpetualId |= uint32(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 2: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field Quantums", wireType) - } - m.Quantums = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.Quantums |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - default: - iNdEx = preIndex - skippy, err := skipStreaming(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthStreaming - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} -func (m *SubaccountAssetPosition) Unmarshal(dAtA []byte) error { - l := len(dAtA) - iNdEx := 0 - for iNdEx < l { - preIndex := iNdEx - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - fieldNum := int32(wire >> 3) - wireType := int(wire & 0x7) - if wireType == 4 { - return fmt.Errorf("proto: SubaccountAssetPosition: wiretype end group for non-group") - } - if fieldNum <= 0 { - return fmt.Errorf("proto: SubaccountAssetPosition: illegal tag %d (wire type %d)", fieldNum, wire) - } - switch fieldNum { - case 1: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field AssetId", wireType) - } - m.AssetId = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.AssetId |= uint32(b&0x7F) << shift - if b < 0x80 { - break - } - } - case 2: - if wireType != 0 { - return fmt.Errorf("proto: wrong wireType = %d for field Quantums", wireType) - } - m.Quantums = 0 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return ErrIntOverflowStreaming - } - if iNdEx >= l { - return io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - m.Quantums |= uint64(b&0x7F) << shift - if b < 0x80 { - break - } - } - default: - iNdEx = preIndex - skippy, err := skipStreaming(dAtA[iNdEx:]) - if err != nil { - return err - } - if (skippy < 0) || (iNdEx+skippy) < 0 { - return ErrInvalidLengthStreaming - } - if (iNdEx + skippy) > l { - return io.ErrUnexpectedEOF - } - iNdEx += skippy - } - } - - if iNdEx > l { - return io.ErrUnexpectedEOF - } - return nil -} -func skipStreaming(dAtA []byte) (n int, err error) { - l := len(dAtA) - iNdEx := 0 - depth := 0 - for iNdEx < l { - var wire uint64 - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return 0, ErrIntOverflowStreaming - } - if iNdEx >= l { - return 0, io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - wire |= (uint64(b) & 0x7F) << shift - if b < 0x80 { - break - } - } - wireType := int(wire & 0x7) - switch wireType { - case 0: - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return 0, ErrIntOverflowStreaming - } - if iNdEx >= l { - return 0, io.ErrUnexpectedEOF - } - iNdEx++ - if dAtA[iNdEx-1] < 0x80 { - break - } - } - case 1: - iNdEx += 8 - case 2: - var length int - for shift := uint(0); ; shift += 7 { - if shift >= 64 { - return 0, ErrIntOverflowStreaming - } - if iNdEx >= l { - return 0, io.ErrUnexpectedEOF - } - b := dAtA[iNdEx] - iNdEx++ - length |= (int(b) & 0x7F) << shift - if b < 0x80 { - break - } - } - if length < 0 { - return 0, ErrInvalidLengthStreaming - } - iNdEx += length - case 3: - depth++ - case 4: - if depth == 0 { - return 0, ErrUnexpectedEndOfGroupStreaming - } - depth-- - case 5: - iNdEx += 4 - default: - return 0, fmt.Errorf("proto: illegal wireType %d", wireType) - } - if iNdEx < 0 { - return 0, ErrInvalidLengthStreaming - } - if depth == 0 { - return iNdEx, nil - } - } - return 0, io.ErrUnexpectedEOF -} - -var ( - ErrInvalidLengthStreaming = fmt.Errorf("proto: negative length found during unmarshaling") - ErrIntOverflowStreaming = fmt.Errorf("proto: integer overflow") - ErrUnexpectedEndOfGroupStreaming = fmt.Errorf("proto: unexpected end of group") -) diff --git a/protocol/x/subaccounts/types/types.go b/protocol/x/subaccounts/types/types.go index e977afebfe..cf4ac34475 100644 --- a/protocol/x/subaccounts/types/types.go +++ b/protocol/x/subaccounts/types/types.go @@ -63,11 +63,6 @@ type SubaccountsKeeper interface { ctx sdk.Context, id SubaccountId, ) (val Subaccount) - GetStreamSubaccountUpdate( - ctx sdk.Context, - id SubaccountId, - snapshot bool, - ) (val StreamSubaccountUpdate) LegacyGetNegativeTncSubaccountSeenAtBlock(ctx sdk.Context) (uint32, bool) GetNegativeTncSubaccountSeenAtBlock( ctx sdk.Context, @@ -78,8 +73,4 @@ type SubaccountsKeeper interface { perpetualId uint32, blockHeight uint32, ) error - SendSubaccountUpdates( - ctx sdk.Context, - subaccountUpdates []StreamSubaccountUpdate, - ) }