[CT-834] new endpoint for stateful orders (#1501) (#1509)

* [CT-834] new endpoint for stateful orders * fix test * indexer (cherry picked from commit c24be3a) Co-authored-by: jayy04 <[email protected]>
dydxprotocol · May 14, 2024 · edbcd22 · edbcd22
1 parent cae35bc
commit edbcd22
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Showing 10 changed files with 975 additions and 110 deletions.
diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.rpc.Query.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.rpc.Query.ts
@@ -1,7 +1,7 @@
 import { Rpc } from "../../helpers";
 import * as _m0 from "protobufjs/minimal";
 import { QueryClient, createProtobufRpcClient } from "@cosmjs/stargate";
-import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse, StreamOrderbookUpdatesRequest, StreamOrderbookUpdatesResponse } from "./query";
+import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse, QueryStatefulOrderRequest, QueryStatefulOrderResponse, StreamOrderbookUpdatesRequest, StreamOrderbookUpdatesResponse } from "./query";
 /** Query defines the gRPC querier service. */
 
 export interface Query {
@@ -22,6 +22,9 @@ export interface Query {
   /** Queries LiquidationsConfiguration. */
 
   liquidationsConfiguration(request?: QueryLiquidationsConfigurationRequest): Promise<QueryLiquidationsConfigurationResponse>;
+  /** Queries the stateful order for a given order id. */
+
+  statefulOrder(request: QueryStatefulOrderRequest): Promise<QueryStatefulOrderResponse>;
   /**
    * Streams orderbook updates. Updates contain orderbook data
    * such as order placements, updates, and fills.
@@ -40,6 +43,7 @@ export class QueryClientImpl implements Query {
     this.equityTierLimitConfiguration = this.equityTierLimitConfiguration.bind(this);
     this.blockRateLimitConfiguration = this.blockRateLimitConfiguration.bind(this);
     this.liquidationsConfiguration = this.liquidationsConfiguration.bind(this);
+    this.statefulOrder = this.statefulOrder.bind(this);
     this.streamOrderbookUpdates = this.streamOrderbookUpdates.bind(this);
   }
 
@@ -81,6 +85,12 @@ export class QueryClientImpl implements Query {
     return promise.then(data => QueryLiquidationsConfigurationResponse.decode(new _m0.Reader(data)));
   }
 
+  statefulOrder(request: QueryStatefulOrderRequest): Promise<QueryStatefulOrderResponse> {
+    const data = QueryStatefulOrderRequest.encode(request).finish();
+    const promise = this.rpc.request("dydxprotocol.clob.Query", "StatefulOrder", data);
+    return promise.then(data => QueryStatefulOrderResponse.decode(new _m0.Reader(data)));
+  }
+
   streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
     const data = StreamOrderbookUpdatesRequest.encode(request).finish();
     const promise = this.rpc.request("dydxprotocol.clob.Query", "StreamOrderbookUpdates", data);
@@ -116,6 +126,10 @@ export const createRpcQueryExtension = (base: QueryClient) => {
       return queryService.liquidationsConfiguration(request);
     },
 
+    statefulOrder(request: QueryStatefulOrderRequest): Promise<QueryStatefulOrderResponse> {
+      return queryService.statefulOrder(request);
+    },
+
     streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
       return queryService.streamOrderbookUpdates(request);
     }

diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts
@@ -1,12 +1,12 @@
 import { PageRequest, PageRequestSDKType, PageResponse, PageResponseSDKType } from "../../cosmos/base/query/v1beta1/pagination";
 import { ValidatorMevMatches, ValidatorMevMatchesSDKType, MevNodeToNodeMetrics, MevNodeToNodeMetricsSDKType } from "./mev";
+import { OrderId, OrderIdSDKType, LongTermOrderPlacement, LongTermOrderPlacementSDKType, Order, OrderSDKType } from "./order";
 import { ClobPair, ClobPairSDKType } from "./clob_pair";
 import { EquityTierLimitConfiguration, EquityTierLimitConfigurationSDKType } from "./equity_tier_limit_config";
 import { BlockRateLimitConfiguration, BlockRateLimitConfigurationSDKType } from "./block_rate_limit_config";
 import { LiquidationsConfig, LiquidationsConfigSDKType } from "./liquidations_config";
 import { OffChainUpdateV1, OffChainUpdateV1SDKType } from "../indexer/off_chain_updates/off_chain_updates";
 import { ClobMatch, ClobMatchSDKType } from "./matches";
-import { Order, OrderSDKType } from "./order";
 import * as _m0 from "protobufjs/minimal";
 import { DeepPartial, Long } from "../../helpers";
 /** QueryGetClobPairRequest is request type for the ClobPair method. */
@@ -173,6 +173,48 @@ export interface QueryBlockRateLimitConfigurationResponse {
 export interface QueryBlockRateLimitConfigurationResponseSDKType {
   block_rate_limit_config?: BlockRateLimitConfigurationSDKType;
 }
+/** QueryStatefulOrderRequest is a request message for StatefulOrder. */
+
+export interface QueryStatefulOrderRequest {
+  /** Order id to query. */
+  orderId?: OrderId;
+}
+/** QueryStatefulOrderRequest is a request message for StatefulOrder. */
+
+export interface QueryStatefulOrderRequestSDKType {
+  /** Order id to query. */
+  order_id?: OrderIdSDKType;
+}
+/**
+ * QueryStatefulOrderResponse is a response message that contains the stateful
+ * order.
+ */
+
+export interface QueryStatefulOrderResponse {
+  /** Stateful order placement. */
+  orderPlacement?: LongTermOrderPlacement;
+  /** Fill amounts. */
+
+  fillAmount: Long;
+  /** Triggered status. */
+
+  triggered: boolean;
+}
+/**
+ * QueryStatefulOrderResponse is a response message that contains the stateful
+ * order.
+ */
+
+export interface QueryStatefulOrderResponseSDKType {
+  /** Stateful order placement. */
+  order_placement?: LongTermOrderPlacementSDKType;
+  /** Fill amounts. */
+
+  fill_amount: Long;
+  /** Triggered status. */
+
+  triggered: boolean;
+}
 /**
  * QueryLiquidationsConfigurationRequest is a request message for
  * LiquidationsConfiguration.
@@ -869,6 +911,116 @@ export const QueryBlockRateLimitConfigurationResponse = {
 
 };
 
+function createBaseQueryStatefulOrderRequest(): QueryStatefulOrderRequest {
+  return {
+    orderId: undefined
+  };
+}
+
+export const QueryStatefulOrderRequest = {
+  encode(message: QueryStatefulOrderRequest, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.orderId !== undefined) {
+      OrderId.encode(message.orderId, writer.uint32(10).fork()).ldelim();
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): QueryStatefulOrderRequest {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseQueryStatefulOrderRequest();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.orderId = OrderId.decode(reader, reader.uint32());
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<QueryStatefulOrderRequest>): QueryStatefulOrderRequest {
+    const message = createBaseQueryStatefulOrderRequest();
+    message.orderId = object.orderId !== undefined && object.orderId !== null ? OrderId.fromPartial(object.orderId) : undefined;
+    return message;
+  }
+
+};
+
+function createBaseQueryStatefulOrderResponse(): QueryStatefulOrderResponse {
+  return {
+    orderPlacement: undefined,
+    fillAmount: Long.UZERO,
+    triggered: false
+  };
+}
+
+export const QueryStatefulOrderResponse = {
+  encode(message: QueryStatefulOrderResponse, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.orderPlacement !== undefined) {
+      LongTermOrderPlacement.encode(message.orderPlacement, writer.uint32(10).fork()).ldelim();
+    }
+
+    if (!message.fillAmount.isZero()) {
+      writer.uint32(16).uint64(message.fillAmount);
+    }
+
+    if (message.triggered === true) {
+      writer.uint32(24).bool(message.triggered);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): QueryStatefulOrderResponse {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseQueryStatefulOrderResponse();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.orderPlacement = LongTermOrderPlacement.decode(reader, reader.uint32());
+          break;
+
+        case 2:
+          message.fillAmount = (reader.uint64() as Long);
+          break;
+
+        case 3:
+          message.triggered = reader.bool();
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<QueryStatefulOrderResponse>): QueryStatefulOrderResponse {
+    const message = createBaseQueryStatefulOrderResponse();
+    message.orderPlacement = object.orderPlacement !== undefined && object.orderPlacement !== null ? LongTermOrderPlacement.fromPartial(object.orderPlacement) : undefined;
+    message.fillAmount = object.fillAmount !== undefined && object.fillAmount !== null ? Long.fromValue(object.fillAmount) : Long.UZERO;
+    message.triggered = object.triggered ?? false;
+    return message;
+  }
+
+};
+
 function createBaseQueryLiquidationsConfigurationRequest(): QueryLiquidationsConfigurationRequest {
   return {};
 }

diff --git a/proto/dydxprotocol/clob/query.proto b/proto/dydxprotocol/clob/query.proto
@@ -54,6 +54,10 @@ service Query {
     option (google.api.http).get = "/dydxprotocol/clob/liquidations_config";
   }
 
+  // Queries the stateful order for a given order id.
+  rpc StatefulOrder(QueryStatefulOrderRequest)
+      returns (QueryStatefulOrderResponse) {}
+
   // GRPC Streams
 
   // Streams orderbook updates. Updates contain orderbook data
@@ -127,6 +131,25 @@ message QueryBlockRateLimitConfigurationResponse {
       [ (gogoproto.nullable) = false ];
 }
 
+// QueryStatefulOrderRequest is a request message for StatefulOrder.
+message QueryStatefulOrderRequest {
+  // Order id to query.
+  OrderId order_id = 1 [ (gogoproto.nullable) = false ];
+}
+
+// QueryStatefulOrderResponse is a response message that contains the stateful
+// order.
+message QueryStatefulOrderResponse {
+  // Stateful order placement.
+  LongTermOrderPlacement order_placement = 1 [ (gogoproto.nullable) = false ];
+
+  // Fill amounts.
+  uint64 fill_amount = 2;
+
+  // Triggered status.
+  bool triggered = 3;
+}
+
 // QueryLiquidationsConfigurationRequest is a request message for
 // LiquidationsConfiguration.
 message QueryLiquidationsConfigurationRequest {}

diff --git a/protocol/mocks/QueryClient.go b/protocol/mocks/QueryClient.go
diff --git a/protocol/x/clob/client/cli/query.go b/protocol/x/clob/client/cli/query.go
@@ -26,6 +26,7 @@ func GetQueryCmd(queryRoute string) *cobra.Command {
 	cmd.AddCommand(CmdGetBlockRateLimitConfiguration())
 	cmd.AddCommand(CmdGetEquityTierLimitConfig())
 	cmd.AddCommand(CmdGetLiquidationsConfiguration())
+	cmd.AddCommand(CmdQueryStatefulOrder())
 
 	return cmd
 }
diff --git a/protocol/x/clob/client/cli/query_stateful_order.go b/protocol/x/clob/client/cli/query_stateful_order.go
@@ -0,0 +1,70 @@
+package cli
+
+import (
+	"context"
+
+	"github.com/cosmos/cosmos-sdk/client"
+	"github.com/cosmos/cosmos-sdk/client/flags"
+	"github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
+	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
+	"github.com/spf13/cast"
+	"github.com/spf13/cobra"
+)
+
+func CmdQueryStatefulOrder() *cobra.Command {
+	cmd := &cobra.Command{
+		Use:   "stateful-order subaccount_owner subaccount_number client_id clob_pair_id order_flags",
+		Short: "queries a stateful order by id",
+		Args:  cobra.ExactArgs(5),
+		RunE: func(cmd *cobra.Command, args []string) (err error) {
+			clientCtx := client.GetClientContextFromCmd(cmd)
+
+			queryClient := types.NewQueryClient(clientCtx)
+
+			owner := args[0]
+
+			number, err := cast.ToUint32E(args[1])
+			if err != nil {
+				return err
+			}
+
+			clientId, err := cast.ToUint32E(args[2])
+			if err != nil {
+				return err
+			}
+
+			clobPairId, err := cast.ToUint32E(args[3])
+			if err != nil {
+				return err
+			}
+
+			orderFlag, err := cast.ToUint32E(args[4])
+			if err != nil {
+				return err
+			}
+
+			req := &types.QueryStatefulOrderRequest{
+				OrderId: types.OrderId{
+					SubaccountId: satypes.SubaccountId{
+						Owner:  owner,
+						Number: number,
+					},
+					ClientId:   clientId,
+					ClobPairId: clobPairId,
+					OrderFlags: orderFlag,
+				},
+			}
+
+			res, err := queryClient.StatefulOrder(context.Background(), req)
+			if err != nil {
+				return err
+			}
+
+			return clientCtx.PrintProto(res)
+		},
+	}
+
+	flags.AddQueryFlagsToCmd(cmd)
+
+	return cmd
+}