Automatically cancel trigger orders if position has been closed/flipped

build.gradle.kts

@@ -51,7 +51,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.7.78"
+version = "1.7.79"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/state/manager/AsyncAbacusStateManagerProtocol.kt

@@ -79,7 +79,7 @@ interface AsyncAbacusStateManagerProtocol {
 
     // Commit changes with params
     fun faucet(amount: Double, callback: TransactionCallback)
-    fun cancelOrder(orderId: String, callback: TransactionCallback)
+    fun cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean)
 
     // Bridge functions.
     // If client is not using cancelOrder function, it should call orderCanceled function with

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/AsyncAbacusStateManagerV2.kt

@@ -592,9 +592,9 @@ class AsyncAbacusStateManagerV2(
         }
     }
 
-    override fun cancelOrder(orderId: String, callback: TransactionCallback) {
+    override fun cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean) {
         try {
-            adaptor?.cancelOrder(orderId, callback)
+            adaptor?.cancelOrder(orderId, callback, isOrphanedTriggerOrder)
         } catch (e: Exception) {
             val error = V4TransactionErrors.error(null, e.toString())
             callback(false, error, null)

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/StateManagerAdaptorV2.kt

@@ -581,8 +581,8 @@ internal class StateManagerAdaptorV2(
         accounts.stopWatchingLastOrder()
     }
 
-    internal fun cancelOrder(orderId: String, callback: TransactionCallback) {
-        accounts.cancelOrder(orderId, callback)
+    internal fun cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean) {
+        accounts.cancelOrder(orderId, callback, isOrphanedTriggerOrder)
     }
 
     internal fun orderCanceled(orderId: String) {

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountSupervisor.kt

@@ -1121,8 +1121,8 @@ internal fun AccountSupervisor.faucet(amount: Double, callback: TransactionCallb
     subaccount?.faucet(amount, callback)
 }
 
-internal fun AccountSupervisor.cancelOrder(orderId: String, callback: TransactionCallback) {
-    subaccount?.cancelOrder(orderId, callback)
+internal fun AccountSupervisor.cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean) {
+    subaccount?.cancelOrder(orderId, callback, isOrphanedTriggerOrder)
 }
 
 internal fun AccountSupervisor.orderCanceled(orderId: String) {

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountsSupervisor.kt

@@ -333,8 +333,8 @@ internal fun AccountsSupervisor.faucet(amount: Double, callback: TransactionCall
     account?.faucet(amount, callback)
 }
 
-internal fun AccountsSupervisor.cancelOrder(orderId: String, callback: TransactionCallback) {
-    account?.cancelOrder(orderId, callback)
+internal fun AccountsSupervisor.cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean) {
+    account?.cancelOrder(orderId, callback, isOrphanedTriggerOrder)
 }
 
 internal fun AccountsSupervisor.orderCanceled(orderId: String) {

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountSupervisor.kt

@@ -3,10 +3,12 @@ package exchange.dydx.abacus.state.v2.supervisor
 import abs
 import exchange.dydx.abacus.calculator.TriggerOrdersConstants.TRIGGER_ORDER_DEFAULT_DURATION_DAYS
 import exchange.dydx.abacus.output.Notification
+import exchange.dydx.abacus.output.PositionSide
 import exchange.dydx.abacus.output.SubaccountOrder
 import exchange.dydx.abacus.output.TransferRecordType
 import exchange.dydx.abacus.output.input.IsolatedMarginAdjustmentType
 import exchange.dydx.abacus.output.input.MarginMode
+import exchange.dydx.abacus.output.input.OrderSide
 import exchange.dydx.abacus.output.input.OrderStatus
 import exchange.dydx.abacus.output.input.OrderType
 import exchange.dydx.abacus.output.input.TradeInputGoodUntil
@@ -395,6 +397,38 @@ internal class SubaccountSupervisor(
         }
     }
 
+    private var cancelingOrphanedTriggerOrders = mutableSetOf<String>()
+
+    private fun cancelTriggerOrder(orderId: String) {
+        cancelingOrphanedTriggerOrders.add(orderId)
+        cancelOrder(orderId, { _, _, _ -> cancelingOrphanedTriggerOrders.remove(orderId) }, true)
+    }
+
+    private fun cancelTriggerOrdersWithClosedOrFlippedPositions() {
+        val subaccount = stateMachine.state?.subaccount(subaccountNumber) ?: return
+        val cancelableTriggerOrders = subaccount.orders?.filter { order ->
+            val isConditionalOrder = order.orderFlags == 32
+            val isReduceOnly = order.reduceOnly
+            val isActiveOrder =
+                (order.status === OrderStatus.untriggered || order.status === OrderStatus.open)
+            isConditionalOrder && isReduceOnly && isActiveOrder
+        } ?: return
+
+        cancelableTriggerOrders.forEach { order ->
+            if (order.id !in cancelingOrphanedTriggerOrders) {
+                val marketPosition = subaccount.openPositions?.find { position -> position.id === order.marketId }
+                val hasPositionFlippedOrClosed = marketPosition?.let { position ->
+                    when (position.side.current) {
+                        PositionSide.LONG -> order.side == OrderSide.buy
+                        PositionSide.SHORT -> order.side == OrderSide.sell
+                        else -> true
+                    }
+                } ?: true
+                if (hasPositionFlippedOrClosed) cancelTriggerOrder(order.id)
+            }
+        }
+    }
+
     private fun fromSlTpDialogParams(fromSlTpDialog: Boolean): IMap<String, Any> {
         return iMapOf(
             "fromSlTpDialog" to fromSlTpDialog,
@@ -778,7 +812,7 @@ internal class SubaccountSupervisor(
         payload: HumanReadableCancelOrderPayload,
         analyticsPayload: IMap<String, Any>?,
         uiClickTimeMs: Double,
-        isTriggerOrder: Boolean = false,
+        fromSlTpDialog: Boolean = false,
     ): HumanReadableCancelOrderPayload {
         val clientId = payload.clientId
         val string = Json.encodeToString(payload)
@@ -801,7 +835,7 @@ internal class SubaccountSupervisor(
                             subaccountNumber,
                             clientId,
                             submitTimeMs,
-                            fromSlTpDialog = isTriggerOrder,
+                            fromSlTpDialog,
                         ),
                     )
                 }
@@ -820,7 +854,7 @@ internal class SubaccountSupervisor(
                 helper.send(
                     error,
                     callback,
-                    if (isTriggerOrder) {
+                    if (fromSlTpDialog) {
                         HumanReadableTriggerOrdersPayload(
                             marketId,
                             positionSize,
@@ -863,15 +897,15 @@ internal class SubaccountSupervisor(
         return submitPlaceOrder(callback, payload, analyticsPayload, uiClickTimeMs)
     }
 
-    internal fun cancelOrder(orderId: String, callback: TransactionCallback): HumanReadableCancelOrderPayload {
+    internal fun cancelOrder(orderId: String, callback: TransactionCallback, isOrphanedTriggerOrder: Boolean = false): HumanReadableCancelOrderPayload {
         val payload = cancelOrderPayload(orderId)
         val subaccount = stateMachine.state?.subaccount(subaccountNumber)
         val existingOrder = subaccount?.orders?.firstOrNull { it.id == orderId } ?: throw ParsingException(
             ParsingErrorType.MissingRequiredData,
             "no existing order to be cancelled for $orderId",
         )
         val marketId = existingOrder.marketId
-        val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(payload, existingOrder, fromSlTpDialog = false)
+        val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(payload, existingOrder, fromSlTpDialog = false, isOrphanedTriggerOrder)
         val uiClickTimeMs = trackOrderClick(analyticsPayload, AnalyticsEvent.TradeCancelOrderClick)
 
         return submitCancelOrder(orderId, marketId, callback, payload, analyticsPayload, uiClickTimeMs)
@@ -1424,6 +1458,7 @@ internal class SubaccountSupervisor(
         }
         if (changes.changes.contains(Changes.subaccount)) {
             parseOrdersToMatchPlaceOrdersAndCancelOrders()
+            cancelTriggerOrdersWithClosedOrFlippedPositions()
         }
     }
 

src/commonMain/kotlin/exchange.dydx.abacus/utils/AnalyticsUtils.kt

@@ -179,9 +179,10 @@ class AnalyticsUtils {
         payload: HumanReadableCancelOrderPayload,
         existingOrder: SubaccountOrder?,
         fromSlTpDialog: Boolean? = false,
+        isOrphanedTriggerOrder: Boolean = false,
     ): IMap<String, Any>? {
         return ParsingHelper.merge(
-            formatCancelOrderPayload(payload, fromSlTpDialog),
+            formatCancelOrderPayload(payload, fromSlTpDialog, isOrphanedTriggerOrder),
             if (existingOrder != null) formatOrder(existingOrder) else mapOf(),
         )?.toIMap()
     }
@@ -194,9 +195,11 @@ class AnalyticsUtils {
     private fun formatCancelOrderPayload(
         payload: HumanReadableCancelOrderPayload,
         fromSlTpDialog: Boolean? = false,
+        isOrphanedTriggerOrder: Boolean = false,
     ): IMap<String, Any>? {
         return iMapOf(
             "fromSlTpDialog" to fromSlTpDialog,
+            "isAutomaticallyCanceledByFrontend" to isOrphanedTriggerOrder,
             "subaccountNumber" to payload.subaccountNumber,
             "clientId" to payload.clientId,
             "orderId" to payload.orderId,