[IND-486] add new trade type (#789)

dydxprotocol · Nov 10, 2023 · dd16df6 · dd16df6
1 parent ad87ef1
commit dd16df6
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Showing 12 changed files with 88 additions and 15 deletions.
diff --git a/indexer/packages/postgres/src/types/index.ts b/indexer/packages/postgres/src/types/index.ts
@@ -12,6 +12,7 @@ export * from './utility-types';
 export * from './asset-types';
 export * from './asset-position-types';
 export * from './transfer-types';
+export * from './trade-types';
 export * from './market-types';
 export * from './oracle-price-types';
 export * from './websocket-message-types';

diff --git a/indexer/packages/postgres/src/types/trade-types.ts b/indexer/packages/postgres/src/types/trade-types.ts
@@ -0,0 +1,23 @@
+import { FillType } from './fill-types';
+
+export enum TradeType {
+  // LIMIT is the trade type for a fill with a limit taker order.
+  LIMIT = 'LIMIT',
+  // LIQUIDATED is the trade type for a fill with a liquidated taker order.
+  LIQUIDATED = 'LIQUIDATED',
+  // DELEVERAGED is the trade type for a fill with a deleveraged taker order.
+  DELEVERAGED = 'DELEVERAGED',
+}
+
+export function fillTypeToTradeType(fillType: FillType): TradeType {
+  switch (fillType) {
+    case FillType.LIMIT:
+      return TradeType.LIMIT;
+    case FillType.LIQUIDATED:
+      return TradeType.LIQUIDATED;
+    case FillType.DELEVERAGED:
+      return TradeType.DELEVERAGED;
+    default:
+      throw new Error(`Unknown fill type: ${fillType}`);
+  }
+}
diff --git a/indexer/packages/postgres/src/types/websocket-message-types.ts b/indexer/packages/postgres/src/types/websocket-message-types.ts
@@ -8,6 +8,7 @@ import {
 import { PerpetualMarketStatus } from './perpetual-market-types';
 import { PerpetualPositionStatus } from './perpetual-position-types';
 import { PositionSide } from './position-types';
+import { TradeType } from './trade-types';
 import { TransferType } from './transfer-types';
 import { IsoString } from './utility-types';
 
@@ -175,7 +176,7 @@ export interface TradeContent {
   price: string,
   side: string,
   createdAt: IsoString,
-  type: FillType,
+  type: TradeType,
 }
 
 /* ------- MarketMessageContents ------- */

diff --git a/indexer/services/comlink/public/api-documentation.md b/indexer/services/comlink/public/api-documentation.md
@@ -3049,6 +3049,32 @@ or
 |iso|[IsoString](#schemaisostring)|true|none|none|
 |epoch|number(double)|true|none|none|
 
+## TradeType
+
+<a id="schematradetype"></a>
+<a id="schema_TradeType"></a>
+<a id="tocStradetype"></a>
+<a id="tocstradetype"></a>
+
+```json
+"LIMIT"
+
+```
+
+### Properties
+
+|Name|Type|Required|Restrictions|Description|
+|---|---|---|---|---|
+|*anonymous*|string|false|none|none|
+
+#### Enumerated Values
+
+|Property|Value|
+|---|---|
+|*anonymous*|LIMIT|
+|*anonymous*|LIQUIDATED|
+|*anonymous*|DELEVERAGED|
+
 ## TradeResponseObject
 
 <a id="schematraderesponseobject"></a>
@@ -3077,7 +3103,7 @@ or
 |side|[OrderSide](#schemaorderside)|true|none|none|
 |size|string|true|none|none|
 |price|string|true|none|none|
-|type|[FillType](#schemafilltype)|true|none|none|
+|type|[TradeType](#schematradetype)|true|none|none|
 |createdAt|[IsoString](#schemaisostring)|true|none|none|
 |createdAtHeight|string|true|none|none|
 

diff --git a/indexer/services/comlink/public/swagger.json b/indexer/services/comlink/public/swagger.json
@@ -844,6 +844,14 @@
         "type": "object",
         "additionalProperties": false
       },
+      "TradeType": {
+        "enum": [
+          "LIMIT",
+          "LIQUIDATED",
+          "DELEVERAGED"
+        ],
+        "type": "string"
+      },
       "TradeResponseObject": {
         "properties": {
           "id": {
@@ -859,7 +867,7 @@
             "type": "string"
           },
           "type": {
-            "$ref": "#/components/schemas/FillType"
+            "$ref": "#/components/schemas/TradeType"
           },
           "createdAt": {
             "$ref": "#/components/schemas/IsoString"

diff --git a/indexer/services/comlink/public/websocket-documentation.md b/indexer/services/comlink/public/websocket-documentation.md
@@ -266,6 +266,15 @@ export enum FillType {
   OFFSETTING = 'OFFSETTING',
 }
 
+export enum TradeType {
+  // LIMIT is the trade type for a fill with a limit taker order.
+  LIMIT = 'LIMIT',
+  // LIQUIDATED is the trade type for a fill with a liquidated taker order.
+  LIQUIDATED = 'LIQUIDATED',
+  // DELEVERAGED is the trade type for a fill with a deleveraged taker order.
+  DELEVERAGED = 'DELEVERAGED',
+}
+
 export interface TransferSubaccountMessageContents {
   sender: {
     address: string,
@@ -712,7 +721,7 @@ interface TradeContent {
   price: string,
   side: string,
   createdAt: IsoString,
-  type: FillType,
+  type: TradeType,
 }
 ```
 
@@ -734,15 +743,15 @@ interface TradeContent {
         "price": "27839",
         "side": "BUY",
         "createdAt": "2023-04-04T00:29:19.353Z",
-        "type": "LIQUIDATION"
+        "type": "LIQUIDATED"
       },
       {
         "id": "38e64479-af09-5417-a795-195f83879156",
         "size": "0.000000004",
         "price": "27839",
         "side": "BUY",
         "createdAt": "2023-04-04T00:29:19.353Z",
-        "type": "LIQUIDATION"
+        "type": "LIQUIDATED"
       },
       {
         "id": "d310c32c-f066-5ba8-a97d-10a29d9a6c84",

diff --git a/indexer/services/comlink/src/request-helpers/request-transformer.ts b/indexer/services/comlink/src/request-helpers/request-transformer.ts
@@ -5,6 +5,7 @@ import {
   CandleColumns,
   CandleFromDatabase,
   FillFromDatabase,
+  fillTypeToTradeType,
   FundingIndexUpdatesFromDatabase,
   helpers,
   LiquidityTiersFromDatabase,
@@ -177,7 +178,7 @@ export function fillToTradeResponseObject(
     side: fill.side,
     size: fill.size,
     price: fill.price,
-    type: fill.type,
+    type: fillTypeToTradeType(fill.type),
     createdAt: fill.createdAt,
     createdAtHeight: fill.createdAtHeight,
   };

diff --git a/indexer/services/comlink/src/types.ts b/indexer/services/comlink/src/types.ts
@@ -17,6 +17,7 @@ import {
   PerpetualPositionStatus,
   PositionSide,
   SubaccountFromDatabase,
+  TradeType,
   TransferType,
 } from '@dydxprotocol-indexer/postgres';
 import { RedisOrder } from '@dydxprotocol-indexer/v4-protos';
@@ -174,7 +175,7 @@ export interface TradeResponseObject {
   side: OrderSide,
   size: string,
   price: string,
-  type: FillType,
+  type: TradeType,
   createdAt: IsoString,
   createdAtHeight: string,
 }

diff --git a/indexer/services/ender/__tests__/helpers/constants.ts b/indexer/services/ender/__tests__/helpers/constants.ts
@@ -1,5 +1,5 @@
 import { SUBACCOUNTS_WEBSOCKET_MESSAGE_VERSION } from '@dydxprotocol-indexer/kafka';
-import { FillType, testConstants, TradeContent } from '@dydxprotocol-indexer/postgres';
+import { testConstants, TradeContent, TradeType } from '@dydxprotocol-indexer/postgres';
 import {
   bigIntToBytes,
   ORDER_FLAG_CONDITIONAL,
@@ -325,7 +325,7 @@ export const defaultTradeContent: TradeContent = {
   price: '10000',
   side: 'BUY',
   createdAt: 'createdAt',
-  type: FillType.LIMIT,
+  type: TradeType.LIMIT,
 };
 export const defaultTradeMessage: SingleTradeMessage = contentToSingleTradeMessage(
   defaultTradeContent,

diff --git a/indexer/services/ender/__tests__/helpers/indexer-proto-helpers.ts b/indexer/services/ender/__tests__/helpers/indexer-proto-helpers.ts
@@ -29,6 +29,7 @@ import {
   PerpetualMarketFromDatabase,
   PerpetualMarketTable,
   IsoString,
+  fillTypeToTradeType,
 } from '@dydxprotocol-indexer/postgres';
 import { getOrderIdHash } from '@dydxprotocol-indexer/v4-proto-parser';
 import {
@@ -805,7 +806,7 @@ export async function expectDefaultTradeKafkaMessageFromTakerFillId(
         price: takerFill!.price,
         side: takerFill!.side.toString(),
         createdAt: takerFill!.createdAt,
-        type: takerFill!.type,
+        type: fillTypeToTradeType(takerFill!.type),
       },
     ],
   };

diff --git a/indexer/services/ender/__tests__/lib/kafka-publisher.test.ts b/indexer/services/ender/__tests__/lib/kafka-publisher.test.ts
@@ -14,6 +14,7 @@ import {
   testConstants,
   TradeContent,
   TradeMessageContents,
+  TradeType,
   TransferFromDatabase,
 } from '@dydxprotocol-indexer/postgres';
 import { IndexerSubaccountId, SubaccountMessage, TradeMessage } from '@dydxprotocol-indexer/v4-protos';
@@ -409,7 +410,7 @@ describe('kafka-publisher', () => {
         price: '10000',
         side: 'side',
         createdAt: 'today',
-        type: FillType.LIMIT,
+        type: TradeType.LIMIT,
       };
       const singleTrade1: SingleTradeMessage = contentToSingleTradeMessage(
         tradeContent1,
@@ -422,7 +423,7 @@ describe('kafka-publisher', () => {
         price: '12000',
         side: 'side',
         createdAt: 'today',
-        type: FillType.LIMIT,
+        type: TradeType.LIMIT,
       };
       const singleTrade2: SingleTradeMessage = contentToSingleTradeMessage(
         tradeContent2,
@@ -436,7 +437,7 @@ describe('kafka-publisher', () => {
         price: '1000',
         side: 'side',
         createdAt: 'today',
-        type: FillType.LIMIT,
+        type: TradeType.LIMIT,
       };
       const singleTrade3: SingleTradeMessage = contentToSingleTradeMessage(
         tradeContent3,

diff --git a/indexer/services/ender/src/handlers/order-fills/abstract-order-fill-handler.ts b/indexer/services/ender/src/handlers/order-fills/abstract-order-fill-handler.ts
@@ -6,6 +6,7 @@ import {
   FillFromDatabase,
   FillTable,
   FillType,
+  fillTypeToTradeType,
   Liquidity,
   OrderCreateObject,
   OrderFromDatabase,
@@ -426,7 +427,7 @@ export abstract class AbstractOrderFillHandler<T> extends Handler<T> {
           price: fill.price,
           side: fill.side.toString(),
           createdAt: fill.createdAt,
-          type: fill.type,
+          type: fillTypeToTradeType(fill.type),
         },
       ],
     };