Optimize OffsetSubaccountPerpetualPosition subaccount iteration (#906)

* Optimize  subaccount iteration

* fix test

* only get relevant subaccounts for final settlement

* start from a random subaccount

* fix test

* fix test

protocol/app/ante_whitebox_test.go

@@ -1,10 +1,11 @@
 package app
 
 import (
-	"github.com/dydxprotocol/v4-chain/protocol/lib"
 	"reflect"
 	"testing"
 
+	"github.com/dydxprotocol/v4-chain/protocol/lib"
+
 	delaymsgmoduletypes "github.com/dydxprotocol/v4-chain/protocol/x/delaymsg/types"
 
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/rate_limit"
@@ -15,6 +16,7 @@ import (
 	authtypes "github.com/cosmos/cosmos-sdk/x/auth/types"
 	bankkeeper "github.com/cosmos/cosmos-sdk/x/bank/keeper"
 	feegrantkeeper "github.com/cosmos/cosmos-sdk/x/feegrant/keeper"
+	liquidationtypes "github.com/dydxprotocol/v4-chain/protocol/daemons/server/types/liquidations"
 	libante "github.com/dydxprotocol/v4-chain/protocol/lib/ante"
 	clobante "github.com/dydxprotocol/v4-chain/protocol/x/clob/ante"
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/flags"
@@ -72,6 +74,7 @@ func newTestHandlerOptions() HandlerOptions {
 		flags.GetDefaultClobFlags(),
 		rate_limit.NewNoOpRateLimiter[*types.MsgPlaceOrder](),
 		rate_limit.NewNoOpRateLimiter[*types.MsgCancelOrder](),
+		liquidationtypes.NewDaemonLiquidationInfo(),
 	)
 	return HandlerOptions{
 		HandlerOptions: ante.HandlerOptions{

protocol/app/app.go

@@ -903,14 +903,14 @@ func New(
 		clobFlags,
 		rate_limit.NewPanicRateLimiter[*clobmoduletypes.MsgPlaceOrder](),
 		rate_limit.NewPanicRateLimiter[*clobmoduletypes.MsgCancelOrder](),
+		daemonLiquidationInfo,
 	)
 	clobModule := clobmodule.NewAppModule(
 		appCodec,
 		app.ClobKeeper,
 		app.AccountKeeper,
 		app.BankKeeper,
 		app.SubaccountsKeeper,
-		daemonLiquidationInfo,
 	)
 	app.PerpetualsKeeper.SetClobKeeper(app.ClobKeeper)
 

protocol/daemons/server/types/liquidations/daemon_liquidation_info.go

@@ -97,21 +97,37 @@ func (ls *DaemonLiquidationInfo) UpdateSubaccountsWithPositions(
 	}
 }
 
-// GetSubaccountsWithPositions returns the list of subaccount ids with open positions.
-func (ls *DaemonLiquidationInfo) GetSubaccountsWithPositions() map[uint32]*clobtypes.SubaccountOpenPositionInfo {
+// GetSubaccountsWithOpenPositions returns the list of subaccount ids with open positions for a perpetual.
+func (ls *DaemonLiquidationInfo) GetSubaccountsWithOpenPositions(
+	perpetualId uint32,
+) []satypes.SubaccountId {
 	ls.Lock()
 	defer ls.Unlock()
 
-	result := make(map[uint32]*clobtypes.SubaccountOpenPositionInfo)
-	for perpetualId, info := range ls.subaccountsWithPositions {
-		clone := &clobtypes.SubaccountOpenPositionInfo{
-			PerpetualId:                  perpetualId,
-			SubaccountsWithLongPosition:  make([]satypes.SubaccountId, len(info.SubaccountsWithLongPosition)),
-			SubaccountsWithShortPosition: make([]satypes.SubaccountId, len(info.SubaccountsWithShortPosition)),
+	result := make([]satypes.SubaccountId, 0)
+	if info, ok := ls.subaccountsWithPositions[perpetualId]; ok {
+		result = append(result, info.SubaccountsWithLongPosition...)
+		result = append(result, info.SubaccountsWithShortPosition...)
+	}
+	return result
+}
+
+// GetSubaccountsWithOpenPositionsOnSide returns the list of subaccount ids with open positions
+// on a specific side for a perpetual.
+func (ls *DaemonLiquidationInfo) GetSubaccountsWithOpenPositionsOnSide(
+	perpetualId uint32,
+	isLong bool,
+) []satypes.SubaccountId {
+	ls.Lock()
+	defer ls.Unlock()
+
+	result := make([]satypes.SubaccountId, 0)
+	if info, ok := ls.subaccountsWithPositions[perpetualId]; ok {
+		if isLong {
+			result = append(result, info.SubaccountsWithLongPosition...)
+		} else {
+			result = append(result, info.SubaccountsWithShortPosition...)
 		}
-		copy(clone.SubaccountsWithLongPosition, info.SubaccountsWithLongPosition)
-		copy(clone.SubaccountsWithShortPosition, info.SubaccountsWithShortPosition)
-		result[perpetualId] = clone
 	}
 	return result
 }

protocol/daemons/server/types/liquidations/daemon_liquidation_info_test.go

@@ -14,7 +14,7 @@ func TestNewDaemonLiquidationInfo(t *testing.T) {
 	ls := liquidationstypes.NewDaemonLiquidationInfo()
 	require.Empty(t, ls.GetLiquidatableSubaccountIds())
 	require.Empty(t, ls.GetNegativeTncSubaccountIds())
-	require.Empty(t, ls.GetSubaccountsWithPositions())
+	require.Empty(t, ls.GetSubaccountsWithOpenPositions(0))
 }
 
 func TestLiquidatableSubaccountIds_Multiple_Reads(t *testing.T) {
@@ -62,12 +62,13 @@ func TestSubaccountsWithOpenPositions_Multiple_Reads(t *testing.T) {
 	input := []clobtypes.SubaccountOpenPositionInfo{info}
 	ls.UpdateSubaccountsWithPositions(input)
 
-	expected := map[uint32]*clobtypes.SubaccountOpenPositionInfo{
-		0: &info,
+	expected := []satypes.SubaccountId{
+		constants.Alice_Num1,
+		constants.Bob_Num0,
 	}
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
 }
 
 func TestLiquidatableSubaccountIds_Multiple_Writes(t *testing.T) {
@@ -118,7 +119,7 @@ func TestNegativeTncSubaccounts_Multiple_Writes(t *testing.T) {
 
 func TestSubaccountsWithOpenPositions_Multiple_Writes(t *testing.T) {
 	ls := liquidationstypes.NewDaemonLiquidationInfo()
-	require.Empty(t, ls.GetSubaccountsWithPositions())
+	require.Empty(t, ls.GetSubaccountsWithOpenPositions(0))
 
 	info := clobtypes.SubaccountOpenPositionInfo{
 		PerpetualId: 0,
@@ -132,10 +133,11 @@ func TestSubaccountsWithOpenPositions_Multiple_Writes(t *testing.T) {
 
 	input := []clobtypes.SubaccountOpenPositionInfo{info}
 	ls.UpdateSubaccountsWithPositions(input)
-	expected := map[uint32]*clobtypes.SubaccountOpenPositionInfo{
-		0: &info,
+	expected := []satypes.SubaccountId{
+		constants.Alice_Num1,
+		constants.Bob_Num0,
 	}
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
 
 	info2 := clobtypes.SubaccountOpenPositionInfo{
 		PerpetualId: 0,
@@ -149,10 +151,11 @@ func TestSubaccountsWithOpenPositions_Multiple_Writes(t *testing.T) {
 
 	input2 := []clobtypes.SubaccountOpenPositionInfo{info2}
 	ls.UpdateSubaccountsWithPositions(input2)
-	expected = map[uint32]*clobtypes.SubaccountOpenPositionInfo{
-		0: &info2,
+	expected = []satypes.SubaccountId{
+		constants.Carl_Num0,
+		constants.Dave_Num0,
 	}
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
 
 	info3 := clobtypes.SubaccountOpenPositionInfo{
 		PerpetualId: 0,
@@ -166,10 +169,11 @@ func TestSubaccountsWithOpenPositions_Multiple_Writes(t *testing.T) {
 
 	input3 := []clobtypes.SubaccountOpenPositionInfo{info3}
 	ls.UpdateSubaccountsWithPositions(input3)
-	expected = map[uint32]*clobtypes.SubaccountOpenPositionInfo{
-		0: &info3,
+	expected = []satypes.SubaccountId{
+		constants.Dave_Num1,
+		constants.Alice_Num1,
 	}
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
 }
 
 func TestLiquidatableSubaccountIds_Empty_Update(t *testing.T) {
@@ -204,7 +208,7 @@ func TestNegativeTnc_Empty_Update(t *testing.T) {
 
 func TestSubaccountsWithOpenPosition_Empty_Update(t *testing.T) {
 	ls := liquidationstypes.NewDaemonLiquidationInfo()
-	require.Empty(t, ls.GetSubaccountsWithPositions())
+	require.Empty(t, ls.GetSubaccountsWithOpenPositions(0))
 
 	info := clobtypes.SubaccountOpenPositionInfo{
 		PerpetualId: 0,
@@ -217,12 +221,13 @@ func TestSubaccountsWithOpenPosition_Empty_Update(t *testing.T) {
 	}
 	input := []clobtypes.SubaccountOpenPositionInfo{info}
 	ls.UpdateSubaccountsWithPositions(input)
-	expected := map[uint32]*clobtypes.SubaccountOpenPositionInfo{
-		0: &info,
+	expected := []satypes.SubaccountId{
+		constants.Alice_Num1,
+		constants.Bob_Num0,
 	}
-	require.Equal(t, expected, ls.GetSubaccountsWithPositions())
+	require.Equal(t, expected, ls.GetSubaccountsWithOpenPositions(0))
 
 	input2 := []clobtypes.SubaccountOpenPositionInfo{}
 	ls.UpdateSubaccountsWithPositions(input2)
-	require.Empty(t, ls.GetSubaccountsWithPositions())
+	require.Empty(t, ls.GetSubaccountsWithOpenPositions(0))
 }

protocol/testutil/clob/open_positions.go

@@ -0,0 +1,42 @@
+package clob
+
+import (
+	clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
+	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
+)
+
+func GetOpenPositionsFromSubaccounts(
+	subaccounts []satypes.Subaccount,
+) []clobtypes.SubaccountOpenPositionInfo {
+	positionMap := make(map[uint32]*clobtypes.SubaccountOpenPositionInfo)
+	for _, subaccount := range subaccounts {
+		for _, position := range subaccount.PerpetualPositions {
+			info, ok := positionMap[position.PerpetualId]
+			if !ok {
+				info = &clobtypes.SubaccountOpenPositionInfo{
+					PerpetualId:                  position.PerpetualId,
+					SubaccountsWithLongPosition:  make([]satypes.SubaccountId, 0),
+					SubaccountsWithShortPosition: make([]satypes.SubaccountId, 0),
+				}
+				positionMap[position.PerpetualId] = info
+			}
+			if position.GetIsLong() {
+				info.SubaccountsWithLongPosition = append(
+					info.SubaccountsWithLongPosition,
+					*subaccount.Id,
+				)
+			} else {
+				info.SubaccountsWithShortPosition = append(
+					info.SubaccountsWithShortPosition,
+					*subaccount.Id,
+				)
+			}
+		}
+	}
+
+	positionSlice := make([]clobtypes.SubaccountOpenPositionInfo, 0)
+	for _, info := range positionMap {
+		positionSlice = append(positionSlice, *info)
+	}
+	return positionSlice
+}

protocol/testutil/keeper/clob.go

@@ -23,6 +23,7 @@ import (
 	storetypes "github.com/cosmos/cosmos-sdk/store/types"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	bankkeeper "github.com/cosmos/cosmos-sdk/x/bank/keeper"
+	liquidationtypes "github.com/dydxprotocol/v4-chain/protocol/daemons/server/types/liquidations"
 	asskeeper "github.com/dydxprotocol/v4-chain/protocol/x/assets/keeper"
 	blocktimekeeper "github.com/dydxprotocol/v4-chain/protocol/x/blocktime/keeper"
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/keeper"
@@ -217,6 +218,7 @@ func createClobKeeper(
 		flags.GetDefaultClobFlags(),
 		rate_limit.NewNoOpRateLimiter[*types.MsgPlaceOrder](),
 		rate_limit.NewNoOpRateLimiter[*types.MsgCancelOrder](),
+		liquidationtypes.NewDaemonLiquidationInfo(),
 	)
 	k.SetAnteHandler(constants.EmptyAnteHandler)
 

protocol/x/clob/abci.go

@@ -6,7 +6,6 @@ import (
 
 	"github.com/cosmos/cosmos-sdk/telemetry"
 	sdk "github.com/cosmos/cosmos-sdk/types"
-	liquidationtypes "github.com/dydxprotocol/v4-chain/protocol/daemons/server/types/liquidations"
 	indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
 	indexershared "github.com/dydxprotocol/v4-chain/protocol/indexer/shared"
@@ -117,7 +116,6 @@ func EndBlocker(
 func PrepareCheckState(
 	ctx sdk.Context,
 	keeper *keeper.Keeper,
-	daemonLiquidationInfo *liquidationtypes.DaemonLiquidationInfo,
 ) {
 	// Get the events generated from processing the matches in the latest block.
 	processProposerMatchesEvents := keeper.GetProcessProposerMatchesEvents(ctx)
@@ -197,20 +195,16 @@ func PrepareCheckState(
 	}
 
 	// 6. Get all potentially liquidatable subaccount IDs and attempt to liquidate them.
-	liquidatableSubaccountIds := daemonLiquidationInfo.GetLiquidatableSubaccountIds()
+	liquidatableSubaccountIds := keeper.DaemonLiquidationInfo.GetLiquidatableSubaccountIds()
 	subaccountsToDeleverage, err := keeper.LiquidateSubaccountsAgainstOrderbook(ctx, liquidatableSubaccountIds)
 	if err != nil {
 		panic(err)
 	}
-	subaccountPositionInfo := daemonLiquidationInfo.GetSubaccountsWithPositions()
 	// Add subaccounts with open positions in final settlement markets to the slice of subaccounts/perps
 	// to be deleveraged.
 	subaccountsToDeleverage = append(
 		subaccountsToDeleverage,
-		keeper.GetSubaccountsWithPositionsInFinalSettlementMarkets(
-			ctx,
-			subaccountPositionInfo,
-		)...,
+		keeper.GetSubaccountsWithPositionsInFinalSettlementMarkets(ctx)...,
 	)
 
 	// 7. Deleverage subaccounts.

protocol/x/clob/abci_test.go

@@ -25,7 +25,6 @@ import (
 	"github.com/cosmos/cosmos-sdk/store/prefix"
 	storetypes "github.com/cosmos/cosmos-sdk/store/types"
 	sdk "github.com/cosmos/cosmos-sdk/types"
-	liquidationtypes "github.com/dydxprotocol/v4-chain/protocol/daemons/server/types/liquidations"
 	"github.com/dydxprotocol/v4-chain/protocol/mocks"
 	keepertest "github.com/dydxprotocol/v4-chain/protocol/testutil/keeper"
 	blocktimetypes "github.com/dydxprotocol/v4-chain/protocol/x/blocktime/types"
@@ -1099,7 +1098,6 @@ func TestPrepareCheckState_WithProcessProposerMatchesEventsWithBadBlockHeight(t
 		clob.PrepareCheckState(
 			ks.Ctx.WithBlockHeight(int64(blockHeight+1)),
 			ks.ClobKeeper,
-			liquidationtypes.NewDaemonLiquidationInfo(),
 		)
 	})
 }
@@ -1126,7 +1124,6 @@ func TestCommitBlocker_WithProcessProposerMatchesEventsWithBadBlockHeight(t *tes
 		clob.PrepareCheckState(
 			ks.Ctx.WithBlockHeight(int64(blockHeight+1)),
 			ks.ClobKeeper,
-			liquidationtypes.NewDaemonLiquidationInfo(),
 		)
 	})
 }
@@ -1475,14 +1472,12 @@ func TestPrepareCheckState(t *testing.T) {
 			}
 
 			// Set the liquidatable subaccount IDs.
-			liquidatableSubaccountIds := liquidationtypes.NewDaemonLiquidationInfo()
-			liquidatableSubaccountIds.UpdateLiquidatableSubaccountIds(tc.liquidatableSubaccounts)
+			ks.ClobKeeper.DaemonLiquidationInfo.UpdateLiquidatableSubaccountIds(tc.liquidatableSubaccounts)
 
 			// Run the test.
 			clob.PrepareCheckState(
 				ctx,
 				ks.ClobKeeper,
-				liquidatableSubaccountIds,
 			)
 
 			// Verify test expectations.