Revert "[CT-629] Fix entryPrice calc"

[dydxwill]

Reverts #2415

Summary by CodeRabbit

• Bug Fixes

  • Enhanced test cases for liquidation and order handling to ensure accurate behavior with updated position sizes.
  • Improved handling of edge cases in order fills and statuses.

• Tests

  • Updated and added tests for the LiquidationHandler and order handling logic to reflect new calculations and scenarios.

• Chores

  • Refined financial calculation logic in SQL functions for better accuracy in handling perpetual positions.

[linear]

CT-629 BE does not calculate average entry price correctly.

[coderabbitai]

Caution

Review failed

The pull request is closed.

Walkthrough

The changes in this pull request involve updates to the test cases and SQL functions related to the handling of liquidation events and order fills. Key modifications include adjustments to the defaultPerpetualPosition size from '5' to '10', enhancements in the logic for calculating entry and exit prices, and improvements in the test coverage for various scenarios involving order fills and database interactions. These changes aim to ensure accurate financial calculations and robust handling of order events.

Changes

File	Change Summary
indexer/services/ender/__tests__/handlers/order-fills/*.test.ts	Updated test cases for LiquidationHandler and OrderHandler to reflect changes in defaultPerpetualPosition size from '5' to '10', enhancing coverage and accuracy.
indexer/services/ender/src/scripts/helpers/dydx_liquidation_fill_handler_per_order.sql	Modified calculation of entryPrice to use sumOpen instead of size, refining logic for updating perpetual position records.
indexer/services/ender/src/scripts/helpers/dydx_update_perpetual_position_aggregate_fields.sql	Adjusted parameters for dydx_get_weighted_average in entryPrice calculation, ensuring accurate aggregation based on position state.

Possibly related PRs

• [CT-629] Fix entryPrice calc #2415: Modifications to the calculation of entryPrice, relevant to liquidation events and order fills.
• Handle stateful order replacement in Ender #1667: Introduces a stateful order replacement handler, potentially interacting with order and fill logic.
• Candles HLOC Data #1887: Adds new properties related to order book mid prices, relevant to order handling.
• Remove extra db lookup #1645: Changes to the getUnrealizedPnl function, which may relate to calculations during liquidation events.

Suggested reviewers

• dydxwill

Poem

🐇 In the fields where rabbits play,
Changes hop in a bright new way.
With fills and orders, all aligned,
Liquidations now more refined.
So let us cheer with joyful glee,
For better trades, as swift as can be! 🌼

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[adamfraser]

@Mergifyio backport release/indexer/v7.x

[mergify]

backport release/indexer/v7.x

✅ Backports have been created

• #2426 Revert "[CT-629] Fix entryPrice calc" (backport #2425) has been created for branch release/indexer/v7.x

[vincentwschau]

@Mergifyio backport release/indexer/v6.x

[mergify]

backport release/indexer/v6.x

✅ Backports have been created

• #2429 Revert "[CT-629] Fix entryPrice calc" (backport #2425) has been created for branch release/indexer/v6.x