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[OTE-877] deprecate OI indexer update event (backport #2499) #2507

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Oct 17, 2024
Merged

[OTE-877] deprecate OI indexer update event (backport #2499) #2507

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55eb238
[OTE-877] deprecate OI indexer update event (#2499)
affanv14 Oct 16, 2024
ea9befc
fix conflict
affanv14 Oct 17, 2024
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32 changes: 24 additions & 8 deletions indexer/packages/v4-protos/src/codegen/dydxprotocol/indexer/events/events.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -1365,31 +1365,47 @@ export interface AddressTradingRewardSDKType {

denom_amount: Uint8Array;
}
/** OpenInterestUpdateEventV1 is used for open interest update events */
/**
* OpenInterestUpdateEventV1 is used for open interest update events
* Deprecated.
*/

/** @deprecated */

export interface OpenInterestUpdateEventV1 {
/** The list of all open interest updates in the block. */
openInterestUpdates: OpenInterestUpdate[];
}
/** OpenInterestUpdateEventV1 is used for open interest update events */
/**
* OpenInterestUpdateEventV1 is used for open interest update events
* Deprecated.
*/

/** @deprecated */

export interface OpenInterestUpdateEventV1SDKType {
/** The list of all open interest updates in the block. */
open_interest_updates: OpenInterestUpdateSDKType[];
}
/** OpenInterestUpdate contains a single open interest update for a perpetual */
/**
* OpenInterestUpdate contains a single open interest update for a perpetual
* Deprecated.
*/

/** @deprecated */

export interface OpenInterestUpdate {
/** The ID of the perpetual market. */
perpetualId: number;
/** The new open interest value for the perpetual market. */

openInterest: Uint8Array;
}
/** OpenInterestUpdate contains a single open interest update for a perpetual */
/**
* OpenInterestUpdate contains a single open interest update for a perpetual
* Deprecated.
*/

/** @deprecated */

export interface OpenInterestUpdateSDKType {
/** The ID of the perpetual market. */
perpetual_id: number;
/** The new open interest value for the perpetual market. */

Expand Down
4 changes: 4 additions & 0 deletions proto/dydxprotocol/indexer/events/events.proto
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Expand Up @@ -531,14 +531,18 @@ message AddressTradingReward {
}

// OpenInterestUpdateEventV1 is used for open interest update events
// Deprecated.
message OpenInterestUpdateEventV1 {
// The list of all open interest updates in the block.
option deprecated = true;
repeated OpenInterestUpdate open_interest_updates = 1;
}

// OpenInterestUpdate contains a single open interest update for a perpetual
// Deprecated.
message OpenInterestUpdate {
// The ID of the perpetual market.
option deprecated = true;
uint32 perpetual_id = 1;

// The new open interest value for the perpetual market.
Expand Down
214 changes: 109 additions & 105 deletions protocol/indexer/events/events.pb.go
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Large diffs are not rendered by default.

64 changes: 0 additions & 64 deletions protocol/x/clob/e2e/long_term_orders_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -824,22 +824,6 @@ func TestPlaceLongTermOrder(t *testing.T) {
EventIndex: 2,
Version: indexerevents.OrderFillEventVersion,
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewInt(10_000_000_000),
},
},
}),
},
},
TxHashes: []string{
string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
Expand Down Expand Up @@ -1167,22 +1151,6 @@ func TestPlaceLongTermOrder(t *testing.T) {
EventIndex: 2,
Version: indexerevents.OrderFillEventVersion,
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewInt(10_000_000_000),
},
},
}),
},
},
TxHashes: []string{
string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
Expand Down Expand Up @@ -1337,22 +1305,6 @@ func TestPlaceLongTermOrder(t *testing.T) {
EventIndex: 2,
Version: indexerevents.OrderFillEventVersion,
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewInt(20_000_000_000),
},
},
}),
},
},
TxHashes: []string{
string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
Expand Down Expand Up @@ -1735,22 +1687,6 @@ func TestRegression_InvalidTimeInForce(t *testing.T) {
EventIndex: 2,
Version: indexerevents.OrderFillEventVersion,
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewInt(10_000_000_000),
},
},
}),
},
},
TxHashes: []string{
string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
Expand Down
55 changes: 0 additions & 55 deletions protocol/x/clob/e2e/short_term_orders_test.go
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Expand Up @@ -8,7 +8,6 @@ import (
"github.com/stretchr/testify/require"
"golang.org/x/exp/slices"

"github.com/dydxprotocol/v4-chain/protocol/dtypes"
"github.com/dydxprotocol/v4-chain/protocol/indexer"
indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events"
"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
Expand Down Expand Up @@ -218,24 +217,6 @@ func TestPlaceOrder(t *testing.T) {
),
),
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewIntFromUint64(
PlaceOrder_Alice_Num0_Id0_Clob0_Buy5_Price10_GTB20.Order.GetBigQuantums().Uint64(),
),
},
},
}),
},
},
TxHashes: []string{string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
OperationsQueue: []clobtypes.OperationRaw{
Expand Down Expand Up @@ -397,24 +378,6 @@ func TestPlaceOrder(t *testing.T) {
),
),
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewIntFromUint64(
PlaceOrder_Bob_Num0_Id0_Clob0_Sell5_Price10_GTB20.Order.GetBigQuantums().Uint64(),
),
},
},
}),
},
},
TxHashes: []string{string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
OperationsQueue: []clobtypes.OperationRaw{
Expand Down Expand Up @@ -576,24 +539,6 @@ func TestPlaceOrder(t *testing.T) {
),
),
},
{
Subtype: indexerevents.SubtypeOpenInterestUpdate,
OrderingWithinBlock: &indexer_manager.IndexerTendermintEvent_BlockEvent_{
BlockEvent: indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
},
Version: indexerevents.OpenInterestUpdateVersion,
DataBytes: indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: []*indexerevents.OpenInterestUpdate{
{
PerpetualId: Clob_0.MustGetPerpetualId(),
OpenInterest: dtypes.NewIntFromUint64(
PlaceOrder_Bob_Num0_Id0_Clob0_Sell5_Price10_GTB20.Order.GetBigQuantums().Uint64(),
),
},
},
}),
},
},
TxHashes: []string{string(lib.GetTxHash(testtx.MustGetTxBytes(&clobtypes.MsgProposedOperations{
OperationsQueue: []clobtypes.OperationRaw{
Expand Down
1 change: 0 additions & 1 deletion protocol/x/perpetuals/abci.go
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Original file line number Diff line number Diff line change
Expand Up @@ -15,5 +15,4 @@ func EndBlocker(ctx sdk.Context, k types.PerpetualsKeeper) {
// first so that new samples are processed in `MaybeProcessNewFundingTickEpoch`.
k.MaybeProcessNewFundingSampleEpoch(ctx)
k.MaybeProcessNewFundingTickEpoch(ctx)
k.SendOIUpdatesToIndexer(ctx)
}
4 changes: 0 additions & 4 deletions protocol/x/perpetuals/abci_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -28,10 +28,6 @@ func TestEndBlocker(t *testing.T) {
"MaybeProcessNewFundingSampleEpoch",
ctx,
).Return(nil)
mck.On(
"SendOIUpdatesToIndexer",
ctx,
)
},
expectedErr: nil,
},
Expand Down
45 changes: 0 additions & 45 deletions protocol/x/perpetuals/keeper/perpetual.go
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Original file line number Diff line number Diff line change
@@ -1,7 +1,6 @@
package keeper

import (
"encoding/binary"
"fmt"
"math/big"
"math/rand"
Expand Down Expand Up @@ -1041,14 +1040,6 @@ func (k Keeper) ModifyOpenInterest(
perpetual.OpenInterest = dtypes.NewIntFromBigInt(bigOpenInterest)
k.setPerpetual(ctx, perpetual)

if ctx.ExecMode() == sdk.ExecModeFinalize {
updatedOIStore := prefix.NewStore(ctx.TransientStore(k.transientStoreKey), []byte(types.UpdatedOIKeyPrefix))
openInterestInBytes, err := perpetual.OpenInterest.Marshal()
if err != nil {
return err
}
updatedOIStore.Set(lib.Uint32ToKey(perpetualId), openInterestInBytes)
}
return nil
}

Expand Down Expand Up @@ -1481,42 +1472,6 @@ func (k Keeper) IsPositionUpdatable(
return true, nil
}

func (k Keeper) SendOIUpdatesToIndexer(ctx sdk.Context) {
updatedOIStore := prefix.NewStore(ctx.TransientStore(k.transientStoreKey), []byte(types.UpdatedOIKeyPrefix))
iterator := updatedOIStore.Iterator(nil, nil)
defer iterator.Close()

OIMessageArray := make([]*indexerevents.OpenInterestUpdate, 0)

for ; iterator.Valid(); iterator.Next() {
openInterestSerializableInt := dtypes.SerializableInt{}
if err := openInterestSerializableInt.Unmarshal(iterator.Value()); err != nil {
panic(errorsmod.Wrap(err, "failed to unmarshal open interest"))
}
OIMessage := indexerevents.OpenInterestUpdate{
PerpetualId: binary.BigEndian.Uint32(iterator.Key()),
OpenInterest: openInterestSerializableInt,
}
OIMessageArray = append(OIMessageArray, &OIMessage)
}

if len(OIMessageArray) == 0 {
return
}

k.GetIndexerEventManager().AddBlockEvent(
ctx,
indexerevents.SubtypeOpenInterestUpdate,
indexer_manager.IndexerTendermintEvent_BLOCK_EVENT_END_BLOCK,
indexerevents.OpenInterestUpdateVersion,
indexer_manager.GetBytes(
&indexerevents.OpenInterestUpdateEventV1{
OpenInterestUpdates: OIMessageArray,
},
),
)
}

// GetNextPerpetualID returns the next perpetual id to be used from the module store
func (k Keeper) GetNextPerpetualID(ctx sdk.Context) uint32 {
store := ctx.KVStore(k.storeKey)
Expand Down
26 changes: 0 additions & 26 deletions protocol/x/perpetuals/keeper/perpetual_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -3013,32 +3013,6 @@ func TestIsPositionUpdatable(t *testing.T) {
}
}

func TestModifyOpenInterest_store(t *testing.T) {
pc := keepertest.PerpetualsKeepers(t)
perps := keepertest.CreateLiquidityTiersAndNPerpetuals(t, pc.Ctx, pc.PerpetualsKeeper, pc.PricesKeeper, 100)
pc.Ctx = pc.Ctx.WithExecMode(sdk.ExecModeFinalize)
for _, perp := range perps {
openInterestDeltaBaseQuantums := big.NewInt(2_000_000 * (int64(perp.Params.Id)))

err := pc.PerpetualsKeeper.ModifyOpenInterest(
pc.Ctx,
perp.Params.Id,
openInterestDeltaBaseQuantums,
)
require.NoError(t, err)
}

transientStore := prefix.NewStore(pc.Ctx.TransientStore(pc.TransientStoreKey), []byte(types.UpdatedOIKeyPrefix))
for _, perp := range perps {
perpetualObject, err := pc.PerpetualsKeeper.GetPerpetual(pc.Ctx, perp.Params.Id)
require.NoError(t, err)
serializedOpenInterest := dtypes.SerializableInt{}
err = serializedOpenInterest.Unmarshal(transientStore.Get(lib.Uint32ToKey(perpetualObject.Params.Id)))
require.NoError(t, err)
require.Equal(t, perpetualObject.OpenInterest, serializedOpenInterest)
}
}

func TestIsIsolatedPerpetual(t *testing.T) {
testCases := map[string]struct {
perp types.Perpetual
Expand Down
1 change: 0 additions & 1 deletion protocol/x/perpetuals/types/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -114,7 +114,6 @@ type PerpetualsKeeper interface {
ctx sdk.Context,
) []Perpetual
GetAllLiquidityTiers(ctx sdk.Context) (list []LiquidityTier)
SendOIUpdatesToIndexer(ctx sdk.Context)
ValidateAndSetPerpetual(
ctx sdk.Context,
perpetual Perpetual,
Expand Down
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