[IND-171]: Do not send subaccount websocket message for unplaced and …

…unreplaced BEST_EFFORT_CANCELED orders (#716)
dydxprotocol · Oct 27, 2023 · 6ae2860 · 6ae2860
1 parent da31d6e
commit 6ae2860
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Showing 2 changed files with 52 additions and 7 deletions.
diff --git a/indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts b/indexer/services/vulcan/__tests__/handlers/order-place-handler.test.ts
@@ -748,21 +748,18 @@ describe('order-place-handler', () => {
         'good-til-block-time',
         redisTestConstants.defaultOrderGoodTilBlockTime,
         redisTestConstants.defaultRedisOrderGoodTilBlockTime,
-        redisTestConstants.defaultOrderUuidGoodTilBlockTime,
         dbOrderGoodTilBlockTime,
       ],
       [
         'conditional',
         redisTestConstants.defaultConditionalOrder,
         redisTestConstants.defaultRedisOrderConditional,
-        redisTestConstants.defaultOrderUuidConditional,
         dbConditionalOrder,
       ],
     ])('handles order place with OPEN placement status, exists initially (with %s)', async (
       _name: string,
       orderToPlace: IndexerOrder,
       expectedRedisOrder: RedisOrder,
-      expectedOrderUuid: string,
       placedOrder: OrderFromDatabase,
     ) => {
       synchronizeWrapBackgroundTask(wrapBackgroundTask);
@@ -812,6 +809,39 @@ describe('order-place-handler', () => {
       expectStats();
     });
 
+    it('handles unplaced and unreplaced order place with BEST_EFFORT_OPENED placement status', async () => {
+      synchronizeWrapBackgroundTask(wrapBackgroundTask);
+      const producerSendSpy: jest.SpyInstance = jest.spyOn(producer, 'send').mockReturnThis();
+      // Handle the order place event for the initial order with BEST_EFFORT_OPENED
+      await handleInitialOrderPlace(redisTestConstants.orderPlace);
+      expectWebsocketMessagesSent(
+        producerSendSpy,
+        redisTestConstants.defaultRedisOrder,
+        dbDefaultOrder,
+        testConstants.defaultPerpetualMarket,
+        APIOrderStatusEnum.BEST_EFFORT_OPENED,
+        true,
+      );
+      expectStats();
+      // clear mocks
+      jest.clearAllMocks();
+
+      // Handle the order place with OPEN placement status
+      await handleInitialOrderPlace(redisTestConstants.orderPlace);
+      expectWebsocketMessagesSent(
+        producerSendSpy,
+        redisTestConstants.defaultRedisOrder,
+        dbDefaultOrder,
+        testConstants.defaultPerpetualMarket,
+        APIOrderStatusEnum.BEST_EFFORT_OPENED,
+        // Subaccount messages should be sent for stateful order with OPEN status
+        false,
+      );
+
+      expect(logger.error).not.toHaveBeenCalled();
+      expectStats();
+    });
+
     it.each([
       [
         'missing order',

diff --git a/indexer/services/vulcan/src/handlers/order-place-handler.ts b/indexer/services/vulcan/src/handlers/order-place-handler.ts
@@ -64,9 +64,10 @@ export class OrderPlaceHandler extends Handler {
       update,
       txHash: this.txHash,
     });
+    const orderPlace: OrderPlaceV1 = update.orderPlace!;
     this.validateOrderPlace(update.orderPlace!);
-    const order: IndexerOrder = update.orderPlace!.order!;
-    const placementStatus: OrderPlaceV1_OrderPlacementStatus = update.orderPlace!.placementStatus;
+    const order: IndexerOrder = orderPlace.order!;
+    const placementStatus: OrderPlaceV1_OrderPlacementStatus = orderPlace.placementStatus;
 
     const perpetualMarket: PerpetualMarketFromDatabase | undefined = perpetualMarketRefresher
       .getPerpetualMarketFromClobPairId(order.orderId!.clobPairId.toString());
@@ -125,7 +126,7 @@ export class OrderPlaceHandler extends Handler {
 
     // TODO(CLOB-597): Remove this logic and log erorrs once best-effort-open is not sent for
     // stateful orders in the protocol
-    if (this.shouldSendSubaccountMessage(update.orderPlace!)) {
+    if (this.shouldSendSubaccountMessage(orderPlace, placeOrderResult, placementStatus)) {
       // TODO(IND-171): Determine whether we should always be sending a message, even when the cache
       // isn't updated.
       // For stateful and conditional orders, look the order up in the db for the createdAtHeight
@@ -325,7 +326,11 @@ export class OrderPlaceHandler extends Handler {
    * @returns TODO(CLOB-597): Remove once best-effort-opened messages are not sent for stateful
    * orders.
    */
-  protected shouldSendSubaccountMessage(orderPlace: OrderPlaceV1): boolean {
+  protected shouldSendSubaccountMessage(
+    orderPlace: OrderPlaceV1,
+    placeOrderResult: PlaceOrderResult,
+    placementStatus: OrderPlaceV1_OrderPlacementStatus,
+  ): boolean {
     const orderFlags: number = orderPlace.order!.orderId!.orderFlags;
     const status: OrderPlaceV1_OrderPlacementStatus = orderPlace.placementStatus;
     // Best-effort-opened status should only be sent for short-term orders
@@ -335,6 +340,16 @@ export class OrderPlaceHandler extends Handler {
     ) {
       return false;
     }
+
+    // In the case where a stateful orderPlace is opened with a more recent expiry than an
+    // existing order on the indexer, then the order will not have been placed or replaced and
+    // no subaccount message should be sent.
+    if (placeOrderResult.placed === false &&
+      placeOrderResult.replaced === false &&
+      placementStatus ===
+        OrderPlaceV1_OrderPlacementStatus.ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED) {
+      return false;
+    }
     return true;
   }