TRCL-3706 Static Typing: Fixing isolated margin position update (#741)

dydxprotocol · Nov 8, 2024 · 6aa4ecf · 6aa4ecf
1 parent 338b6e6
commit 6aa4ecf
Show file tree

Hide file tree

Showing 11 changed files with 128 additions and 43 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.13.18"
+version = "1.13.19"
 
 repositories {
     google()

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/SubaccountCalculatorV2.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/SubaccountCalculatorV2.kt
@@ -419,7 +419,7 @@ internal class SubaccountCalculatorV2(
                             val marginMode = position.marginMode
                             when (marginMode) {
                                 MarginMode.Isolated -> {
-                                    val equity = subaccount.equity
+                                    val equity = subaccount.calculated[period]?.equity
                                     calculated.marginValue = equity
                                 }
 

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt b/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt
@@ -259,13 +259,13 @@ object VaultCalculator {
         val assetPositionsMap = assetPosition?.let { mapOf((it.symbol ?: "") to it) }
         val subaccount = subaccountCalculator.calculate(
             subaccount = InternalSubaccountState(
-                equity = equity ?: 0.0,
                 assetPositions = assetPositionsMap,
                 openPositions = perpetualPosition?.let { mapOf((it.market ?: "") to it) },
                 subaccountNumber = 0,
                 calculated = mutableMapOf(
                     CalculationPeriod.current to
                         InternalSubaccountCalculated(
+                            equity = equity ?: 0.0,
                             quoteBalance = subaccountCalculator.calculateQuoteBalance(
                                 assetPositionsMap,
                             ),

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/account/Subaccount.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/account/Subaccount.kt
@@ -5,6 +5,7 @@ import exchange.dydx.abacus.output.TradeStatesWithDoubleValues
 import exchange.dydx.abacus.processor.base.ComparisonOrder
 import exchange.dydx.abacus.protocols.LocalizerProtocol
 import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.state.internalstate.InternalPerpetualPendingPosition
 import exchange.dydx.abacus.state.internalstate.InternalPerpetualPosition
 import exchange.dydx.abacus.state.internalstate.InternalSubaccountState
 import exchange.dydx.abacus.utils.IList
@@ -242,11 +243,19 @@ data class Subaccount(
                     )
                 }
 
-                val pendingPositions = pendingPositions(
-                    existing?.pendingPositions,
-                    parser,
-                    parser.asList(data?.get("pendingPositions")),
-                )
+                val pendingPositions = if (staticTyping) {
+                    createPendingPositions(
+                        existing = existing?.pendingPositions,
+                        parser = parser,
+                        pendingPositions = internalState?.pendingPositions,
+                    )
+                } else {
+                    pendingPositionsDeprecated(
+                        existing?.pendingPositions,
+                        parser,
+                        parser.asList(data?.get("pendingPositions")),
+                    )
+                }
                 val orders =
                     if (staticTyping) {
                         internalState?.orders?.toIList()
@@ -387,7 +396,32 @@ data class Subaccount(
             )?.toIList()
         }
 
-        private fun pendingPositions(
+        private fun createPendingPositions(
+            existing: IList<SubaccountPendingPosition>?,
+            parser: ParserProtocol,
+            pendingPositions: List<InternalPerpetualPendingPosition>?,
+        ): IList<SubaccountPendingPosition>? {
+            val newEntries: MutableList<SubaccountPendingPosition> = mutableListOf()
+            for (position in pendingPositions ?: emptyList()) {
+                val pendingPosition = SubaccountPendingPosition.create(
+                    existing = null,
+                    parser = parser,
+                    data = emptyMap(),
+                    internalState = position,
+                )
+                if (pendingPosition != null) {
+                    newEntries.add(pendingPosition)
+                }
+            }
+
+            return if (newEntries != existing) {
+                newEntries.toIList()
+            } else {
+                existing
+            }
+        }
+
+        private fun pendingPositionsDeprecated(
             existing: IList<SubaccountPendingPosition>?,
             parser: ParserProtocol,
             data: List<*>?,
@@ -402,6 +436,7 @@ data class Subaccount(
                     obj as? SubaccountPendingPosition,
                     parser,
                     parser.asMap(itemData),
+                    internalState = null,
                 )
             }, true)?.toIList()
         }

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/account/SubaccountPendingPosition.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/account/SubaccountPendingPosition.kt
@@ -1,7 +1,9 @@
 package exchange.dydx.abacus.output.account
 
+import exchange.dydx.abacus.calculator.CalculationPeriod
 import exchange.dydx.abacus.output.TradeStatesWithDoubleValues
 import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.state.internalstate.InternalPerpetualPendingPosition
 import exchange.dydx.abacus.utils.Logger
 import kollections.JsExport
 import kotlinx.serialization.Serializable
@@ -23,32 +25,33 @@ data class SubaccountPendingPosition(
             existing: SubaccountPendingPosition?,
             parser: ParserProtocol,
             data: Map<String, Any>?,
+            internalState: InternalPerpetualPendingPosition?,
         ): SubaccountPendingPosition? {
-            Logger.d { "creating Account Pending Position\n" }
-            data?.let {
-                val assetId = parser.asString(data["assetId"]) ?: return null
-                val displayId = parser.asString(data["displayId"]) ?: return null
-                val marketId = parser.asString(data["marketId"]) ?: return null
-                val firstOrderId = parser.asString(data["firstOrderId"]) ?: return null
-                val orderCount = parser.asInt(data["orderCount"]) ?: return null
-                val freeCollateral = TradeStatesWithDoubleValues.create(
-                    null,
-                    parser,
-                    parser.asMap(data["freeCollateral"]),
+            if (internalState != null) {
+                Logger.d { "Account Pending Position from internal state\n" }
+                val assetId = internalState.assetId ?: return null
+                val displayId = internalState.displayId ?: return null
+                val marketId = internalState.marketId ?: return null
+                val firstOrderId = internalState.firstOrderId ?: return null
+                val orderCount = internalState.orderCount ?: return null
+                val freeCollateral = TradeStatesWithDoubleValues(
+                    internalState.calculated[CalculationPeriod.current]?.freeCollateral,
+                    internalState.calculated[CalculationPeriod.post]?.freeCollateral,
+                    internalState.calculated[CalculationPeriod.settled]?.freeCollateral,
                 )
-                val quoteBalance = TradeStatesWithDoubleValues.create(
-                    null,
-                    parser,
-                    parser.asMap(data["quoteBalance"]),
+                val quoteBalance = TradeStatesWithDoubleValues(
+                    internalState.calculated[CalculationPeriod.current]?.quoteBalance,
+                    internalState.calculated[CalculationPeriod.post]?.quoteBalance,
+                    internalState.calculated[CalculationPeriod.settled]?.quoteBalance,
                 )
-                val equity = TradeStatesWithDoubleValues.create(
-                    null,
-                    parser,
-                    parser.asMap(data["equity"]),
+                val equity = TradeStatesWithDoubleValues(
+                    internalState.calculated[CalculationPeriod.current]?.equity,
+                    internalState.calculated[CalculationPeriod.post]?.equity,
+                    internalState.calculated[CalculationPeriod.settled]?.equity,
                 )
 
                 return if (existing?.assetId != assetId ||
-                    existing?.displayId != displayId ||
+                    existing.displayId != displayId ||
                     existing.marketId != marketId ||
                     existing.firstOrderId != firstOrderId ||
                     existing.orderCount != orderCount ||
@@ -69,9 +72,56 @@ data class SubaccountPendingPosition(
                 } else {
                     existing
                 }
+            } else {
+                Logger.d { "creating Account Pending Position\n" }
+                data?.let {
+                    val assetId = parser.asString(data["assetId"]) ?: return null
+                    val displayId = parser.asString(data["displayId"]) ?: return null
+                    val marketId = parser.asString(data["marketId"]) ?: return null
+                    val firstOrderId = parser.asString(data["firstOrderId"]) ?: return null
+                    val orderCount = parser.asInt(data["orderCount"]) ?: return null
+                    val freeCollateral = TradeStatesWithDoubleValues.create(
+                        null,
+                        parser,
+                        parser.asMap(data["freeCollateral"]),
+                    )
+                    val quoteBalance = TradeStatesWithDoubleValues.create(
+                        null,
+                        parser,
+                        parser.asMap(data["quoteBalance"]),
+                    )
+                    val equity = TradeStatesWithDoubleValues.create(
+                        null,
+                        parser,
+                        parser.asMap(data["equity"]),
+                    )
+
+                    return if (existing?.assetId != assetId ||
+                        existing?.displayId != displayId ||
+                        existing.marketId != marketId ||
+                        existing.firstOrderId != firstOrderId ||
+                        existing.orderCount != orderCount ||
+                        existing.freeCollateral !== freeCollateral ||
+                        existing.quoteBalance !== quoteBalance ||
+                        existing.equity !== equity
+                    ) {
+                        SubaccountPendingPosition(
+                            assetId = assetId,
+                            displayId = displayId,
+                            marketId = marketId,
+                            firstOrderId = firstOrderId,
+                            orderCount = orderCount,
+                            freeCollateral = freeCollateral,
+                            quoteBalance = quoteBalance,
+                            equity = equity,
+                        )
+                    } else {
+                        existing
+                    }
+                }
+                Logger.d { "Account Pending Position not valid" }
+                return null
             }
-            Logger.d { "Account Pending Position not valid" }
-            return null
         }
 
         private fun positionSide(size: TradeStatesWithDoubleValues): TradeStatesWithPositionSides {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/input/TradeInputProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/input/TradeInputProcessor.kt
@@ -317,7 +317,7 @@ internal class TradeInputProcessor(
 
         if (existingPosition != null) {
             trade.marginMode =
-                if (subaccount?.equity != null) MarginMode.Isolated else MarginMode.Cross
+                if (subaccount?.calculated?.get(CalculationPeriod.current)?.equity != null) MarginMode.Isolated else MarginMode.Cross
             val currentPositionLeverage =
                 existingPosition.calculated[CalculationPeriod.current]?.leverage?.abs()
             val positionLeverage =

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/markets/MarketProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/markets/MarketProcessor.kt
@@ -184,9 +184,9 @@ internal class MarketProcessor(
         payload: List<String>,
         period: IndexerSparklineTimePeriod,
     ): PerpetualMarket? {
+        cachedIndexerSparklines[marketId] = payload.mapNotNull { parser.asDouble(it) }.reversed()
         when (period) {
             IndexerSparklineTimePeriod.ONEDAY -> {
-                cachedIndexerSparklines[marketId] = payload.mapNotNull { parser.asDouble(it) }.reversed()
                 return createPerpetualMarket(marketId)
             }
             IndexerSparklineTimePeriod.SEVENDAYS -> {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/SubaccountProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/SubaccountProcessor.kt
@@ -120,8 +120,8 @@ internal open class SubaccountProcessor(
         )
 
         val subaccountCalculated = state.calculated[CalculationPeriod.current] ?: InternalSubaccountCalculated()
-        state.calculated[CalculationPeriod.current] = subaccountCalculated
         subaccountCalculated.quoteBalance = subaccountCalculator.calculateQuoteBalance(state.assetPositions)
+        state.calculated[CalculationPeriod.current] = subaccountCalculated
 
         val fills = parser.asTypedList<IndexerFillResponseObject>(content["fills"])
         state = processFills(
@@ -231,8 +231,11 @@ internal open class SubaccountProcessor(
         existing.subaccountNumber = subaccountNumber
         existing.address = payload.address
 
-        existing.equity = parser.asDouble(payload.equity)
-        existing.freeCollateral = parser.asDouble(payload.freeCollateral)
+        val calculated = existing.calculated[CalculationPeriod.current] ?: InternalSubaccountCalculated()
+        calculated.equity = parser.asDouble(payload.equity)
+        calculated.freeCollateral = parser.asDouble(payload.freeCollateral)
+        existing.calculated[CalculationPeriod.current] = calculated
+
         existing.marginEnabled = payload.marginEnabled
         existing.updatedAtHeight = payload.updatedAtHeight
         existing.latestProcessedBlockHeight = payload.latestProcessedBlockHeight
@@ -251,8 +254,8 @@ internal open class SubaccountProcessor(
         }
 
         val subaccountCalculated = existing.calculated[CalculationPeriod.current] ?: InternalSubaccountCalculated()
-        existing.calculated[CalculationPeriod.current] = subaccountCalculated
         subaccountCalculated.quoteBalance = subaccountCalculator.calculateQuoteBalance(existing.assetPositions)
+        existing.calculated[CalculationPeriod.current] = subaccountCalculated
 
         return existing
     }

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt
@@ -305,8 +305,6 @@ internal data class InternalSubaccountState(
     var assetPositions: Map<String, InternalAssetPositionState>? = null,
     var subaccountNumber: Int,
     var address: String? = null,
-    var equity: Double? = null,
-    var freeCollateral: Double? = null,
     var marginEnabled: Boolean? = null,
     var updatedAtHeight: String? = null,
     var latestProcessedBlockHeight: String? = null,
@@ -332,8 +330,6 @@ internal data class InternalSubaccountState(
             assetPositions = assetPositions?.map { it.key to it.value.copy() }?.toMap(),
             subaccountNumber = subaccountNumber,
             address = address,
-            equity = equity,
-            freeCollateral = freeCollateral,
             marginEnabled = marginEnabled,
             updatedAtHeight = updatedAtHeight,
             latestProcessedBlockHeight = latestProcessedBlockHeight,

diff --git a/...hange.dydx.abacus/state/manager/notification/providers/BlockRewardNotificationProvider.kt b/...hange.dydx.abacus/state/manager/notification/providers/BlockRewardNotificationProvider.kt
@@ -1,5 +1,6 @@
 package exchange.dydx.abacus.state.manager.notification.providers
 
+import com.ionspin.kotlin.bignum.decimal.toBigDecimal
 import exchange.dydx.abacus.output.Notification
 import exchange.dydx.abacus.output.NotificationPriority
 import exchange.dydx.abacus.output.NotificationType
@@ -52,7 +53,7 @@ class BlockRewardNotificationProvider(
         token: String,
     ): Notification? {
         val blockHeight = blockReward.createdAtHeight
-        val blockRewardAmount = blockReward.tradingReward
+        val blockRewardAmount = blockReward.tradingReward.toBigDecimal().toPlainString()
         val params = iMapOf(
             "BLOCK_REWARD_HEIGHT" to blockHeight,
             "TOKEN_NAME" to token,

diff --git a/v4_abacus.podspec b/v4_abacus.podspec
@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.13.18'
+    spec.version                  = '1.13.19'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''