Full Node Status taker order status protos (#2003)

proto/dydxprotocol/clob/order.proto

@@ -3,6 +3,7 @@ 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";
 
@@ -227,3 +228,22 @@ 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;
+}

proto/dydxprotocol/clob/query.proto

@@ -220,3 +220,38 @@ 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;
+}

protocol/x/clob/types/liquidation_order.go

@@ -51,6 +51,18 @@ 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 {