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[TRA-109] Filter out transfers between child subaccounts of same parent. #1544

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merged 3 commits into from
May 21, 2024
Merged

[TRA-109] Filter out transfers between child subaccounts of same parent. #1544

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[TRA-109] Filter out transfers between child subaccounts of same parent.
vincentwschau May 17, 2024
b27f8e5
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vincentwschau May 17, 2024
576e8d1
Update indexer/services/socks/__tests__/helpers/from-kafka-helpers.te…
vincentwschau May 20, 2024
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19 changes: 19 additions & 0 deletions indexer/services/socks/__tests__/constants.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,8 @@ import {
TRADES_WEBSOCKET_MESSAGE_VERSION,
} from '@dydxprotocol-indexer/kafka';
import {
TransferSubaccountMessageContents,
TransferType,
MAX_PARENT_SUBACCOUNTS,
} from '@dydxprotocol-indexer/postgres';
import {
Expand Down Expand Up @@ -102,3 +104,20 @@ export const childSubaccountMessage: SubaccountMessage = {
contents: defaultContentsString,
version: SUBACCOUNTS_WEBSOCKET_MESSAGE_VERSION,
};

export const defaultTransferContents: TransferSubaccountMessageContents = {
sender: {
address: defaultOwner,
subaccountNumber: defaultAccNumber,
},
recipient: {
address: defaultOwner,
subaccountNumber: defaultChildAccNumber,
},
symbol: 'USDC',
size: '1',
type: TransferType.TRANSFER_IN,
transactionHash: '0x1',
createdAt: '2023-10-05T14:48:00.000Z',
createdAtHeight: '10',
};
110 changes: 110 additions & 0 deletions indexer/services/socks/__tests__/helpers/from-kafka-helpers.test.ts
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Expand Up @@ -20,6 +20,7 @@ import {
childSubaccountMessage,
tradesMessage,
defaultChildAccNumber,
defaultTransferContents,
} from '../constants';
import { KafkaMessage } from 'kafkajs';
import { createKafkaMessage } from './kafka';
Expand All @@ -36,6 +37,8 @@ import {
testMocks,
perpetualMarketRefresher,
CandleResolution,
TransferSubaccountMessageContents,
SubaccountMessageContents, TransferType,
} from '@dydxprotocol-indexer/postgres';

describe('from-kafka-helpers', () => {
Expand Down Expand Up @@ -153,6 +156,113 @@ describe('from-kafka-helpers', () => {
expect(messageToForward.subaccountNumber).toEqual(defaultChildAccNumber);
});

it('filters out transfers between child subaccounts for parent subaccout channel', () => {
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const transferContents: SubaccountMessageContents = {
transfers: {
...defaultTransferContents,
sender: {
address: defaultOwner,
subaccountNumber: defaultAccNumber,
},
recipient: {
address: defaultOwner,
subaccountNumber: defaultChildAccNumber,
},
type: TransferType.TRANSFER_IN,
},
};
const message: KafkaMessage = createKafkaMessage(
Buffer.from(Uint8Array.from(SubaccountMessage.encode(
{
...childSubaccountMessage,
contents: JSON.stringify(transferContents),
},
).finish())),
);
const messageToForward: MessageToForward = getMessageToForward(
Channel.V4_PARENT_ACCOUNTS,
message,
);

expect(messageToForward.channel).toEqual(Channel.V4_PARENT_ACCOUNTS);
expect(messageToForward.id).toEqual(`${defaultOwner}/${defaultAccNumber}`);
expect(messageToForward.contents).toEqual({});
expect(messageToForward.subaccountNumber).toBeDefined();
expect(messageToForward.subaccountNumber).toEqual(defaultChildAccNumber);
});

it.each([
[
'transfer between other parent/child subaccount',
{
...defaultTransferContents,
sender: {
address: defaultOwner,
subaccountNumber: defaultAccNumber + 1,
},
recipient: {
address: defaultOwner,
subaccountNumber: defaultChildAccNumber,
},
},
],
[
'deposit',
{
...defaultTransferContents,
sender: {
address: defaultOwner,
subaccountNumber: undefined,
},
recipient: {
address: defaultOwner,
subaccountNumber: defaultChildAccNumber,
},
type: TransferType.DEPOSIT,
},
],
[
'withdraw',
{
...defaultTransferContents,
sender: {
address: defaultOwner,
subaccountNumber: defaultChildAccNumber,
},
recipient: {
address: defaultOwner,
subaccountNumber: undefined,
},
type: TransferType.WITHDRAWAL,
},
],
])('does not filter out transfer message for (%s)', (
_name: string,
transfer: TransferSubaccountMessageContents,
) => {
const transferContents: SubaccountMessageContents = {
transfers: transfer,
};
const message: KafkaMessage = createKafkaMessage(
Buffer.from(Uint8Array.from(SubaccountMessage.encode(
{
...childSubaccountMessage,
contents: JSON.stringify(transferContents),
},
).finish())),
);
const messageToForward: MessageToForward = getMessageToForward(
Channel.V4_PARENT_ACCOUNTS,
message,
);

expect(messageToForward.channel).toEqual(Channel.V4_PARENT_ACCOUNTS);
expect(messageToForward.id).toEqual(`${defaultOwner}/${defaultAccNumber}`);
expect(messageToForward.contents).toEqual(transferContents);
expect(messageToForward.subaccountNumber).toBeDefined();
expect(messageToForward.subaccountNumber).toEqual(defaultChildAccNumber);
});

it('throws InvalidForwardMessageError for empty message', () => {
const message: KafkaMessage = createKafkaMessage(null);

Expand Down
39 changes: 37 additions & 2 deletions indexer/services/socks/src/helpers/from-kafka-helpers.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -3,13 +3,16 @@ import {
perpetualMarketRefresher,
PROTO_TO_CANDLE_RESOLUTION,
parentSubaccountHelpers,
SubaccountMessageContents,
} from '@dydxprotocol-indexer/postgres';
import { getParentSubaccountNum } from '@dydxprotocol-indexer/postgres/build/src/lib/parent-subaccount-helpers';
import {
CandleMessage,
MarketMessage,
OrderbookMessage,
TradeMessage,
SubaccountMessage, CandleMessage_Resolution,
SubaccountMessage,
CandleMessage_Resolution,
} from '@dydxprotocol-indexer/v4-protos';
import { KafkaMessage } from 'kafkajs';

Expand Down Expand Up @@ -91,7 +94,7 @@ export function getMessageToForward(
channel,
id: getParentSubaccountMessageId(subaccountMessage),
subaccountNumber: subaccountMessage.subaccountId!.number,
contents: JSON.parse(subaccountMessage.contents),
contents: getParentSubaccountContents(subaccountMessage),
version: subaccountMessage.version,
};
}
Expand Down Expand Up @@ -133,3 +136,35 @@ function getCandleMessageId(candleMessage: CandleMessage): string {
}
return `${ticker}/${PROTO_TO_CANDLE_RESOLUTION[candleMessage.resolution]}`;
}

function getParentSubaccountContents(msg: SubaccountMessage): SubaccountMessageContents {
// Filter out transfers between child subaccounts of the same parent subaccount.
const contents: SubaccountMessageContents = JSON.parse(msg.contents) as SubaccountMessageContents;
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Sorta unrelated to this change but why does SubaccountMessageContents have multiples of positions, orders, fills but only a singular transfer?

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That's tech debt that was never fixed.

if (contents.transfers === undefined) {
return contents;
}

const senderAddress: string = contents.transfers.sender.address;
const recipientAddress: string = contents.transfers.recipient.address;

if (senderAddress !== recipientAddress) {
return contents;
}

const senderSubaccount: number | undefined = contents.transfers.sender.subaccountNumber;
const recipientSubaccount: number | undefined = contents.transfers.recipient.subaccountNumber;

if (senderSubaccount === undefined || recipientSubaccount === undefined) {
return contents;
}

const senderParentSubaccountNumber: number = getParentSubaccountNum(senderSubaccount);
const recipientParentSubaccountNumber: number = getParentSubaccountNum(recipientSubaccount);

if (senderParentSubaccountNumber !== recipientParentSubaccountNumber) {
return contents;
}

delete contents.transfers;
return contents;
}
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