Remove uncommitted stateful orders from equity tier check (#1569)

dydxprotocol · May 24, 2024 · 5662a8b · 5662a8b
1 parent 76c548c
commit 5662a8b
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diff --git a/protocol/x/clob/e2e/equity_tier_limit_test.go b/protocol/x/clob/e2e/equity_tier_limit_test.go
@@ -26,130 +26,6 @@ func TestPlaceOrder_EquityTierLimit(t *testing.T) {
 		expectError                                   bool
 		crashingAppCheckTxNonDeterminsmChecksDisabled bool
 	}{
-		"Long-term order would exceed max open stateful orders in same block": {
-			allowedOrders: []clobtypes.Order{
-				testapp.MustScaleOrder(
-					constants.ConditionalOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15_StopLoss20,
-					testapp.DefaultGenesis(),
-				),
-			},
-			limitedOrder: testapp.MustScaleOrder(
-				constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
-				testapp.DefaultGenesis(),
-			),
-			equityTierLimitConfiguration: clobtypes.EquityTierLimitConfiguration{
-				StatefulOrderEquityTiers: []clobtypes.EquityTierLimit{
-					{
-						UsdTncRequired: dtypes.NewInt(0),
-						Limit:          0,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(5_000_000_000), // $5,000
-						Limit:          1,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(70_000_000_000), // $70,000
-						Limit:          100,
-					},
-				},
-			},
-			expectError: true,
-		},
-		"Long-term order would exceed max open stateful orders in same block with multiple orders": {
-			allowedOrders: []clobtypes.Order{
-				testapp.MustScaleOrder(
-					constants.ConditionalOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15_StopLoss20,
-					testapp.DefaultGenesis(),
-				),
-				testapp.MustScaleOrder(
-					constants.ConditionalOrder_Alice_Num0_Id0_Clob1_Buy5_Price10_GTBT15_StopLoss20,
-					testapp.DefaultGenesis(),
-				),
-			},
-			limitedOrder: testapp.MustScaleOrder(
-				constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
-				testapp.DefaultGenesis(),
-			),
-			equityTierLimitConfiguration: clobtypes.EquityTierLimitConfiguration{
-				StatefulOrderEquityTiers: []clobtypes.EquityTierLimit{
-					{
-						UsdTncRequired: dtypes.NewInt(0),
-						Limit:          0,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(5_000_000_000), // $5,000
-						Limit:          2,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(70_000_000_000), // $70,000
-						Limit:          100,
-					},
-				},
-			},
-			expectError: true,
-		},
-		"Conditional order would exceed max open stateful orders in same block": {
-			allowedOrders: []clobtypes.Order{
-				testapp.MustScaleOrder(
-					constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
-					testapp.DefaultGenesis(),
-				),
-			},
-			limitedOrder: testapp.MustScaleOrder(
-				constants.ConditionalOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15_StopLoss20,
-				testapp.DefaultGenesis(),
-			),
-			equityTierLimitConfiguration: clobtypes.EquityTierLimitConfiguration{
-				StatefulOrderEquityTiers: []clobtypes.EquityTierLimit{
-					{
-						UsdTncRequired: dtypes.NewInt(0),
-						Limit:          0,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(5_000_000_000), // $5,000
-						Limit:          1,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(70_000_000_000), // $70,000
-						Limit:          100,
-					},
-				},
-			},
-			expectError: true,
-		},
-		"Conditional order would exceed max open stateful orders in same block with multiple orders": {
-			allowedOrders: []clobtypes.Order{
-				testapp.MustScaleOrder(
-					constants.LongTermOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15,
-					testapp.DefaultGenesis(),
-				),
-				testapp.MustScaleOrder(
-					constants.LongTermOrder_Alice_Num0_Id1_Clob1_Sell65_Price15_GTBT25,
-					testapp.DefaultGenesis(),
-				),
-			},
-			limitedOrder: testapp.MustScaleOrder(
-				constants.ConditionalOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTBT15_StopLoss20,
-				testapp.DefaultGenesis(),
-			),
-			equityTierLimitConfiguration: clobtypes.EquityTierLimitConfiguration{
-				StatefulOrderEquityTiers: []clobtypes.EquityTierLimit{
-					{
-						UsdTncRequired: dtypes.NewInt(0),
-						Limit:          0,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(5_000_000_000), // $5,000
-						Limit:          2,
-					},
-					{
-						UsdTncRequired: dtypes.NewInt(70_000_000_000), // $70,000
-						Limit:          100,
-					},
-				},
-			},
-			expectError: true,
-		},
 		"Long-term order would exceed max open stateful orders across blocks": {
 			allowedOrders: []clobtypes.Order{
 				testapp.MustScaleOrder(

diff --git a/protocol/x/clob/keeper/equity_tier_limit.go b/protocol/x/clob/keeper/equity_tier_limit.go
@@ -1,7 +1,6 @@
 package keeper
 
 import (
-	"fmt"
 	"math/big"
 
 	errorsmod "cosmossdk.io/errors"
@@ -145,7 +144,6 @@ func (k Keeper) ValidateSubaccountEquityTierLimitForShortTermOrder(ctx sdk.Conte
 // stateful orders. For `deliverState`, we sum:
 //   - the number of long term orders.
 //   - the number of conditional orders.
-//   - the number of uncommitted stateful orders in the mempool (checkState only)
 func (k Keeper) ValidateSubaccountEquityTierLimitForStatefulOrder(ctx sdk.Context, order types.Order) error {
 	equityTierLimits := k.GetEquityTierLimitConfiguration(ctx).StatefulOrderEquityTiers
 	if len(equityTierLimits) == 0 {
@@ -162,24 +160,6 @@ func (k Keeper) ValidateSubaccountEquityTierLimitForStatefulOrder(ctx sdk.Contex
 	}
 
 	equityTierCount := k.GetStatefulOrderCount(ctx, order.OrderId.SubaccountId)
-	// If this is `CheckTx` then we must also add the number of uncommitted stateful orders that this validator
-	// is aware of (orders that are part of the mempool but have yet to proposed in a block).
-	if !lib.IsDeliverTxMode(ctx) {
-		equityTierCountMaybeNegative := k.GetUncommittedStatefulOrderCount(ctx, order.OrderId) + int32(equityTierCount)
-		if equityTierCountMaybeNegative < 0 {
-			panic(
-				fmt.Errorf(
-					"Expected ValidateSubaccountEquityTierLimitForStatefulOrder for new order %+v to be >= 0. "+
-						"equityTierCount %d, statefulOrderCount %d, uncommittedStatefulOrderCount %d.",
-					order,
-					equityTierCountMaybeNegative,
-					k.GetStatefulOrderCount(ctx, order.OrderId.SubaccountId),
-					k.GetUncommittedStatefulOrderCount(ctx, order.OrderId),
-				),
-			)
-		}
-		equityTierCount = uint32(equityTierCountMaybeNegative)
-	}
 
 	// Verify that opening this order would not exceed the maximum amount of orders for the equity tier.
 	if lib.MustConvertIntegerToUint32(equityTierCount) >= equityTierLimit.Limit {