From 54ad20fce39a0f6dac064f472c8ccf9ed55a4382 Mon Sep 17 00:00:00 2001
From: alnoki <43892045+alnoki@users.noreply.github.com>
Date: Sun, 8 Oct 2023 09:39:04 -0700
Subject: [PATCH] Add market order/swap closed logic

---
 ...b9c508e039285194b97b6d96e961dd7edc2557fbd2.json} |  4 ++--
 src/rust/aggregator/src/data/user_history.rs        | 13 ++++++++++---
 src/rust/dependencies/aptos-indexer-processors      |  2 +-
 3 files changed, 13 insertions(+), 6 deletions(-)
 rename src/rust/.sqlx/{query-a19af3d32ebfdfd481d8a334981d57c3959f401fb7884a37ebbaf76cab817328.json => query-b17a5be1a3797d2bc5bfedb9c508e039285194b97b6d96e961dd7edc2557fbd2.json} (50%)

diff --git a/src/rust/.sqlx/query-a19af3d32ebfdfd481d8a334981d57c3959f401fb7884a37ebbaf76cab817328.json b/src/rust/.sqlx/query-b17a5be1a3797d2bc5bfedb9c508e039285194b97b6d96e961dd7edc2557fbd2.json
similarity index 50%
rename from src/rust/.sqlx/query-a19af3d32ebfdfd481d8a334981d57c3959f401fb7884a37ebbaf76cab817328.json
rename to src/rust/.sqlx/query-b17a5be1a3797d2bc5bfedb9c508e039285194b97b6d96e961dd7edc2557fbd2.json
index 2e4784545..010e2db41 100644
--- a/src/rust/.sqlx/query-a19af3d32ebfdfd481d8a334981d57c3959f401fb7884a37ebbaf76cab817328.json
+++ b/src/rust/.sqlx/query-b17a5be1a3797d2bc5bfedb9c508e039285194b97b6d96e961dd7edc2557fbd2.json
@@ -1,6 +1,6 @@
 {
   "db_name": "PostgreSQL",
-  "query": "\n        UPDATE aggregator.user_history\n        SET\n            remaining_size = remaining_size - $1,\n            total_filled = total_filled + $1,\n            order_status = CASE remaining_size - $1\n                WHEN 0 THEN 'closed'\n                ELSE order_status\n            END,\n            last_updated_at = $4\n        WHERE order_id = $2 AND market_id = $3\n        ",
+  "query": "\n        UPDATE aggregator.user_history\n        SET\n            remaining_size = remaining_size - $1,\n            total_filled = total_filled + $1,\n            order_status = CASE order_type\n                WHEN 'limit' THEN CASE remaining_size - $1\n                    WHEN 0 THEN 'closed'\n                    ELSE order_status\n                END\n                ELSE 'closed'\n            END,\n            last_updated_at = $4\n        WHERE order_id = $2 AND market_id = $3\n        ",
   "describe": {
     "columns": [],
     "parameters": {
@@ -13,5 +13,5 @@
     },
     "nullable": []
   },
-  "hash": "a19af3d32ebfdfd481d8a334981d57c3959f401fb7884a37ebbaf76cab817328"
+  "hash": "b17a5be1a3797d2bc5bfedb9c508e039285194b97b6d96e961dd7edc2557fbd2"
 }
diff --git a/src/rust/aggregator/src/data/user_history.rs b/src/rust/aggregator/src/data/user_history.rs
index 6c2207fc5..7f515b346 100644
--- a/src/rust/aggregator/src/data/user_history.rs
+++ b/src/rust/aggregator/src/data/user_history.rs
@@ -383,15 +383,22 @@ async fn aggregate_fill<'a>(
     market_id: &BigDecimal,
     time: &DateTime<Utc>,
 ) -> DataAggregationResult {
+    // Only limit orders can remain open after a transaction during which they are filled against,
+    // so flag market orders and swaps as closed by default: if they end up being cancelled instead
+    // of closed, the cancel event emitted during the same transaction (aggregated after fills) will
+    // clean up the order status to cancelled.
     sqlx::query!(
         r#"
         UPDATE aggregator.user_history
         SET
             remaining_size = remaining_size - $1,
             total_filled = total_filled + $1,
-            order_status = CASE remaining_size - $1
-                WHEN 0 THEN 'closed'
-                ELSE order_status
+            order_status = CASE order_type
+                WHEN 'limit' THEN CASE remaining_size - $1
+                    WHEN 0 THEN 'closed'
+                    ELSE order_status
+                END
+                ELSE 'closed'
             END,
             last_updated_at = $4
         WHERE order_id = $2 AND market_id = $3
diff --git a/src/rust/dependencies/aptos-indexer-processors b/src/rust/dependencies/aptos-indexer-processors
index 1a68026c4..c9dd14def 160000
--- a/src/rust/dependencies/aptos-indexer-processors
+++ b/src/rust/dependencies/aptos-indexer-processors
@@ -1 +1 @@
-Subproject commit 1a68026c49c7b6f9965132850ce4ea289e5f0794
+Subproject commit c9dd14def07cc26ae349028188bfea7131c55d50