[IND-288]: Remove unused socks fields and add candle resolutions for …

…websockets (#633)
dydxprotocol · Oct 16, 2023 · 4906fc4 · 4906fc4
1 parent a5a391d
commit 4906fc4
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Showing 6 changed files with 15 additions and 74 deletions.
diff --git a/indexer/packages/postgres/src/types/websocket-message-types.ts b/indexer/packages/postgres/src/types/websocket-message-types.ts
@@ -1,3 +1,4 @@
+import { CandleResolution } from './candle-types';
 import { FillType, Liquidity } from './fill-types';
 import {
   OrderSide,
@@ -226,8 +227,8 @@ export interface OraclePriceMarket {
 
 /* ------- CandleMessageContents ------- */
 
-// Does not include resolution, because resolution is included in CandleMessage
 export interface CandleMessageContents {
+  resolution: CandleResolution,
   startedAt: IsoString,
   ticker: string,
   low: string,

diff --git a/indexer/services/ender/__tests__/lib/candles-generator.test.ts b/indexer/services/ender/__tests__/lib/candles-generator.test.ts
@@ -480,7 +480,7 @@ function verifyAllCandlesEqualsKafkaMessages(
   Partial<Record<CandleResolution, CandleMessageContents>> = _.chain(expectedCandles)
     .keyBy(CandleColumns.resolution)
     .mapValues((candle: CandleFromDatabase) => {
-      return _.omit(candle, [CandleColumns.id, CandleColumns.resolution]);
+      return _.omit(candle, [CandleColumns.id]);
     })
     .value();
 
@@ -516,7 +516,7 @@ function verifyContainsCandlesKafkaMessages(
 
   _.forEach(expectedCandles, (expectedCandle: CandleFromDatabase) => {
     expect(
-      _.omit(expectedCandle, [CandleColumns.id, CandleColumns.resolution]),
+      _.omit(expectedCandle, [CandleColumns.id]),
     ).toEqual(resolutionToContent[expectedCandle.resolution]);
   });
 }

diff --git a/indexer/services/ender/src/lib/candles-generator.ts b/indexer/services/ender/src/lib/candles-generator.ts
@@ -442,7 +442,7 @@ export class CandlesGenerator {
     _.forEach(candles, (candle: CandleFromDatabase) => {
       const candleMessageContents: CandleMessageContents = _.omit(
         candle,
-        [CandleColumns.id, CandleColumns.resolution],
+        [CandleColumns.id],
       );
       const message: CandleMessage = {
         contents: JSON.stringify(candleMessageContents),

diff --git a/indexer/services/socks/__tests__/helpers/from-kafka-helpers.test.ts b/indexer/services/socks/__tests__/helpers/from-kafka-helpers.test.ts
@@ -1,12 +1,8 @@
 import { getChannel, getMessageToForward } from '../../src/helpers/from-kafka-helpers';
 import { InvalidForwardMessageError, InvalidTopicError } from '../../src/lib/errors';
 import {
-  CandlesChannelMessageToForward,
   Channel,
   MessageToForward,
-  OrderbooksChannelMessageToForward,
-  SubaccountsChannelMessageToForward,
-  TradesChannelMessageToForward,
   WebsocketTopics,
 } from '../../src/types';
 import {
@@ -26,7 +22,7 @@ import {
 import { KafkaMessage } from 'kafkajs';
 import { createKafkaMessage } from './kafka';
 import {
-  CandleMessage, CandleMessage_Resolution,
+  CandleMessage,
   MarketMessage,
   OrderbookMessage,
   SubaccountMessage,
@@ -37,7 +33,6 @@ import {
   dbHelpers,
   testMocks,
   perpetualMarketRefresher,
-  PROTO_TO_CANDLE_RESOLUTION,
   CandleResolution,
 } from '@dydxprotocol-indexer/postgres';
 
@@ -74,37 +69,28 @@ describe('from-kafka-helpers', () => {
       const message: KafkaMessage = createKafkaMessage(
         Buffer.from(Uint8Array.from(SubaccountMessage.encode(subaccountMessage).finish())),
       );
-      const messageToForward: SubaccountsChannelMessageToForward = getMessageToForward(
+      const messageToForward: MessageToForward = getMessageToForward(
         Channel.V4_ACCOUNTS,
         message,
-      ) as SubaccountsChannelMessageToForward;
+      );
 
       expect(messageToForward.channel).toEqual(Channel.V4_ACCOUNTS);
       expect(messageToForward.id).toEqual(`${defaultOwner}/${defaultAccNumber}`);
       expect(messageToForward.contents).toEqual(defaultContents);
-      expect(messageToForward.blockHeight).toEqual(subaccountMessage.blockHeight);
-      expect(messageToForward.transactionIndex).toEqual(subaccountMessage.transactionIndex);
-      expect(messageToForward.eventIndex).toEqual(subaccountMessage.eventIndex);
     });
 
     it('gets correct MessageToForward for candles message', () => {
       const message: KafkaMessage = createKafkaMessage(
         Buffer.from(Uint8Array.from(CandleMessage.encode(candlesMessage).finish())),
       );
-      const messageToForward: CandlesChannelMessageToForward = getMessageToForward(
+      const messageToForward: MessageToForward = getMessageToForward(
         Channel.V4_CANDLES,
         message,
-      ) as CandlesChannelMessageToForward;
+      );
 
       expect(messageToForward.channel).toEqual(Channel.V4_CANDLES);
       expect(messageToForward.id).toEqual(`${btcTicker}/${CandleResolution.ONE_MINUTE}`);
       expect(messageToForward.contents).toEqual(defaultContents);
-      expect(messageToForward.clobPairId).toEqual(candlesMessage.clobPairId);
-      if (candlesMessage.resolution !== CandleMessage_Resolution.UNRECOGNIZED) {
-        expect(messageToForward.resolution).toEqual(
-          PROTO_TO_CANDLE_RESOLUTION[candlesMessage.resolution],
-        );
-      }
     });
 
     it('gets correct MessageToForward for market message', () => {
@@ -122,30 +108,28 @@ describe('from-kafka-helpers', () => {
       const message: KafkaMessage = createKafkaMessage(
         Buffer.from(Uint8Array.from(OrderbookMessage.encode(orderbookMessage).finish())),
       );
-      const messageToForward: OrderbooksChannelMessageToForward = getMessageToForward(
+      const messageToForward: MessageToForward = getMessageToForward(
         Channel.V4_ORDERBOOK,
         message,
-      ) as OrderbooksChannelMessageToForward;
+      );
 
       expect(messageToForward.channel).toEqual(Channel.V4_ORDERBOOK);
       expect(messageToForward.id).toEqual(btcTicker);
       expect(messageToForward.contents).toEqual(defaultContents);
-      expect(messageToForward.clobPairId).toEqual(orderbookMessage.clobPairId);
     });
 
     it('gets correct MessageToForward for trade message', () => {
       const message: KafkaMessage = createKafkaMessage(
         Buffer.from(Uint8Array.from(TradeMessage.encode(tradesMessage).finish())),
       );
-      const messageToForward: TradesChannelMessageToForward = getMessageToForward(
+      const messageToForward: MessageToForward = getMessageToForward(
         Channel.V4_TRADES,
         message,
-      ) as TradesChannelMessageToForward;
+      );
 
       expect(messageToForward.channel).toEqual(Channel.V4_TRADES);
       expect(messageToForward.id).toEqual(btcTicker);
       expect(messageToForward.contents).toEqual(defaultContents);
-      expect(messageToForward.blockHeight).toEqual(tradesMessage.blockHeight);
     });
 
     it('throws InvalidForwardMessageError for empty message', () => {

diff --git a/indexer/services/socks/src/helpers/from-kafka-helpers.ts b/indexer/services/socks/src/helpers/from-kafka-helpers.ts
@@ -42,9 +42,6 @@ export function getMessageToForward(
         channel,
         id: getSubaccountMessageId(subaccountMessage),
         contents: JSON.parse(subaccountMessage.contents),
-        blockHeight: subaccountMessage.blockHeight,
-        transactionIndex: subaccountMessage.transactionIndex,
-        eventIndex: subaccountMessage.eventIndex,
         version: subaccountMessage.version,
       };
     }
@@ -57,8 +54,6 @@ export function getMessageToForward(
         channel,
         id: getCandleMessageId(candleMessage),
         contents: JSON.parse(candleMessage.contents),
-        clobPairId: candleMessage.clobPairId,
-        resolution: PROTO_TO_CANDLE_RESOLUTION[candleMessage.resolution],
         version: candleMessage.version,
       };
     }
@@ -77,7 +72,6 @@ export function getMessageToForward(
         channel,
         id: getTickerOrThrow(orderbookMessage.clobPairId),
         contents: JSON.parse(orderbookMessage.contents),
-        clobPairId: orderbookMessage.clobPairId,
         version: orderbookMessage.version,
       };
     }
@@ -87,8 +81,6 @@ export function getMessageToForward(
         channel,
         id: getTickerOrThrow(tradeMessage.clobPairId),
         contents: JSON.parse(tradeMessage.contents),
-        blockHeight: tradeMessage.blockHeight,
-        clobPairId: tradeMessage.clobPairId,
         version: tradeMessage.version,
       };
     }

diff --git a/indexer/services/socks/src/types.ts b/indexer/services/socks/src/types.ts
@@ -1,6 +1,5 @@
 import { IncomingMessage as IncomingMessageHttp } from 'http';
 
-import { CandleResolution } from '@dydxprotocol-indexer/postgres';
 import express from 'express';
 import WebSocket from 'ws';
 
@@ -122,49 +121,14 @@ export interface Connection {
   disconnect?: NodeJS.Timeout;
 }
 
-export interface MessageToForwardBase {
+export interface MessageToForward {
   channel: Channel;
   id: string;
   // eslint-disable-next-line  @typescript-eslint/no-explicit-any
   contents: any;
   version: string;
 }
 
-export type OrderbooksChannelMessageToForward = MessageToForwardBase & {
-  channel: Channel.V4_ORDERBOOK;
-  clobPairId: string;
-};
-
-export type SubaccountsChannelMessageToForward = MessageToForwardBase & {
-  channel: Channel.V4_ACCOUNTS;
-  blockHeight: string;
-  transactionIndex: number;
-  eventIndex: number;
-  subaccountId?: string;
-};
-
-export type TradesChannelMessageToForward = MessageToForwardBase & {
-  channel: Channel.V4_TRADES;
-  blockHeight: string;
-  clobPairId: string;
-};
-
-export type MarketsChannelMessageToForward = MessageToForwardBase & {
-  channel: Channel.V4_MARKETS;
-};
-
-export type CandlesChannelMessageToForward = MessageToForwardBase & {
-  channel: Channel.V4_CANDLES;
-  clobPairId: string;
-  resolution: CandleResolution;
-};
-
-export type MessageToForward = OrderbooksChannelMessageToForward
-| SubaccountsChannelMessageToForward
-| TradesChannelMessageToForward
-| MarketsChannelMessageToForward
-| CandlesChannelMessageToForward;
-
 export interface ResponseWithBody extends express.Response {
   body: unknown
 }