Add ticker to the static typed model for Fill object. (#747)

build.gradle.kts

@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.13.24"
+version = "1.13.25"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/WalletProcessor.kt

@@ -11,10 +11,10 @@ import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
-import indexer.codegen.IndexerFillResponseObject
 import indexer.codegen.IndexerHistoricalTradingRewardAggregation
 import indexer.codegen.IndexerPnlTicksResponseObject
 import indexer.codegen.IndexerTransferResponseObject
+import indexer.models.IndexerCompositeFillObject
 import indexer.models.chain.OnChainAccountBalanceObject
 import indexer.models.chain.OnChainDelegationResponse
 import indexer.models.chain.OnChainStakingRewardsResponse
@@ -356,7 +356,7 @@ internal class WalletProcessor(
 
     internal fun processFills(
         existing: InternalWalletState,
-        payload: List<IndexerFillResponseObject>?,
+        payload: List<IndexerCompositeFillObject>?,
         subaccountNumber: Int,
     ): InternalWalletState {
         existing.account = v4accountProcessor.processFills(

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/AccountProcessor.kt

@@ -20,11 +20,11 @@ import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.utils.IMutableList
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
-import indexer.codegen.IndexerFillResponseObject
 import indexer.codegen.IndexerHistoricalBlockTradingReward
 import indexer.codegen.IndexerHistoricalTradingRewardAggregation
 import indexer.codegen.IndexerPnlTicksResponseObject
 import indexer.codegen.IndexerTransferResponseObject
+import indexer.models.IndexerCompositeFillObject
 import indexer.models.chain.OnChainAccountBalanceObject
 import indexer.models.chain.OnChainDelegationResponse
 import indexer.models.chain.OnChainStakingRewardsResponse
@@ -313,7 +313,7 @@ internal class V4AccountProcessor(
 
     internal fun processFills(
         existing: InternalAccountState,
-        payload: List<IndexerFillResponseObject>?,
+        payload: List<IndexerCompositeFillObject>?,
         subaccountNumber: Int,
     ): InternalAccountState {
         val subaccount = existing.subaccounts[subaccountNumber] ?: InternalSubaccountState(subaccountNumber = subaccountNumber)

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/FillProcessor.kt

@@ -14,11 +14,11 @@ import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.utils.Logger
 import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
 import exchange.dydx.abacus.utils.safeSet
-import indexer.codegen.IndexerFillResponseObject
+import indexer.models.IndexerCompositeFillObject
 
 internal interface FillProcessorProtocol {
     fun process(
-        payload: IndexerFillResponseObject,
+        payload: IndexerCompositeFillObject,
         subaccountNumber: Int,
     ): SubaccountFill?
 }
@@ -82,14 +82,14 @@ internal class FillProcessor(
     )
 
     override fun process(
-        payload: IndexerFillResponseObject,
+        payload: IndexerCompositeFillObject,
         subaccountNumber: Int,
     ): SubaccountFill? {
         fun doProcess(): SubaccountFill? {
             val fillSubaccountNumber = parser.asInt(payload.subaccountNumber) ?: subaccountNumber
 
             val id = payload.id ?: return null
-            val marketId = payload.market ?: return null
+            val marketId = payload.market ?: payload.ticker ?: return null
             val displayId = MarketId.getDisplayId(marketId)
             val side = payload.side?.name?.let { OrderSide.invoke(rawValue = it) } ?: return null
             val liquidity =

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/FillsProcessor.kt

@@ -5,7 +5,7 @@ import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.processor.base.mergeWithIds
 import exchange.dydx.abacus.protocols.LocalizerProtocol
 import exchange.dydx.abacus.protocols.ParserProtocol
-import indexer.codegen.IndexerFillResponseObject
+import indexer.models.IndexerCompositeFillObject
 
 internal class FillsProcessor(
     parser: ParserProtocol,
@@ -15,7 +15,7 @@ internal class FillsProcessor(
 
     fun process(
         existing: List<SubaccountFill>?,
-        payload: List<IndexerFillResponseObject>,
+        payload: List<IndexerCompositeFillObject>,
         subaccountNumber: Int
     ): List<SubaccountFill> {
         val new = payload.mapNotNull { eachPayload ->

src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/SubaccountProcessor.kt

@@ -13,12 +13,12 @@ import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
 import indexer.codegen.IndexerAssetPositionResponseObject
-import indexer.codegen.IndexerFillResponseObject
 import indexer.codegen.IndexerPerpetualPositionResponseObject
 import indexer.codegen.IndexerPerpetualPositionStatus
 import indexer.codegen.IndexerPnlTicksResponseObject
 import indexer.codegen.IndexerSubaccountResponseObject
 import indexer.codegen.IndexerTransferResponseObject
+import indexer.models.IndexerCompositeFillObject
 import indexer.models.IndexerCompositeOrderObject
 
 @Suppress("UNCHECKED_CAST")
@@ -123,7 +123,7 @@ internal open class SubaccountProcessor(
         subaccountCalculated.quoteBalance = subaccountCalculator.calculateQuoteBalance(state.assetPositions)
         state.calculated[CalculationPeriod.current] = subaccountCalculated
 
-        val fills = parser.asTypedList<IndexerFillResponseObject>(content["fills"])
+        val fills = parser.asTypedList<IndexerCompositeFillObject>(content["fills"])
         state = processFills(
             subaccount = state,
             payload = fills,
@@ -413,7 +413,7 @@ internal open class SubaccountProcessor(
 
     private fun processFills(
         subaccount: InternalSubaccountState,
-        payload: List<IndexerFillResponseObject>?,
+        payload: List<IndexerCompositeFillObject>?,
         reset: Boolean,
     ): InternalSubaccountState {
         subaccount.fills = fillsProcessor.process(
@@ -574,7 +574,7 @@ internal open class SubaccountProcessor(
 
     internal fun processFills(
         existing: InternalSubaccountState,
-        payload: List<IndexerFillResponseObject>?,
+        payload: List<IndexerCompositeFillObject>?,
     ): InternalSubaccountState {
         return processFills(existing, payload, true)
     }

src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+Wallet.kt

@@ -8,8 +8,8 @@ import exchange.dydx.abacus.state.changes.Changes
 import exchange.dydx.abacus.state.changes.StateChanges
 import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.utils.Logger
-import indexer.codegen.IndexerFillResponse
 import indexer.codegen.IndexerTransferResponse
+import indexer.models.IndexerCompositeFillResponse
 import indexer.models.chain.OnChainAccountBalanceObject
 import indexer.models.chain.OnChainDelegationResponse
 import indexer.models.chain.OnChainStakingRewardsResponse
@@ -202,7 +202,7 @@ internal fun TradingStateMachine.receivedFills(
     val size = fills?.size ?: 0
     return if (size > 0) {
         if (staticTyping) {
-            val payload = parser.asTypedObject<IndexerFillResponse>(payload)
+            val payload = parser.asTypedObject<IndexerCompositeFillResponse>(payload)
             walletProcessor.processFills(internalState.wallet, payload?.fills?.toList(), subaccountNumber)
         } else {
             wallet = walletProcessor.receivedFillsDeprecated(wallet, payload, subaccountNumber)

src/commonMain/kotlin/indexer/models/IndexerCompositeFillObject.kt

@@ -0,0 +1,32 @@
+package indexer.models
+
+import indexer.codegen.IndexerFillType
+import indexer.codegen.IndexerIsoString
+import indexer.codegen.IndexerLiquidity
+import indexer.codegen.IndexerMarketType
+import indexer.codegen.IndexerOrderSide
+import kotlinx.serialization.Serializable
+
+@Serializable
+data class IndexerCompositeFillObject(
+
+    // Copied from IndexerFillResponseObject
+    val id: kotlin.String? = null,
+    val side: IndexerOrderSide? = null,
+    val liquidity: IndexerLiquidity? = null,
+    val type: IndexerFillType? = null,
+    val market: kotlin.String? = null,
+    val marketType: IndexerMarketType? = null,
+    val price: kotlin.String? = null,
+    val size: kotlin.String? = null,
+    val fee: kotlin.String? = null,
+    val affiliateRevShare: kotlin.String? = null,
+    val createdAt: IndexerIsoString? = null,
+    val createdAtHeight: kotlin.String? = null,
+    val orderId: kotlin.String? = null,
+    val clientMetadata: kotlin.String? = null,
+    val subaccountNumber: kotlin.Int? = null,
+
+    // Additional fields for WS
+    val ticker: kotlin.String? = null,
+)

src/commonMain/kotlin/indexer/models/IndexerCompositeFillResponse.kt

@@ -0,0 +1,11 @@
+package indexer.models
+
+import kotlinx.serialization.Serializable
+
+@Serializable
+data class IndexerCompositeFillResponse(
+    val pageSize: kotlin.Int? = null,
+    val totalResults: kotlin.Int? = null,
+    val offset: kotlin.Int? = null,
+    val fills: kotlin.Array<IndexerCompositeFillObject>? = null
+)

src/commonTest/kotlin/exchange.dydx.abacus/processor/wallet/account/FillProcessorTests.kt

@@ -8,11 +8,11 @@ import exchange.dydx.abacus.output.input.OrderSide
 import exchange.dydx.abacus.output.input.OrderType
 import exchange.dydx.abacus.tests.mock.LocalizerProtocolMock
 import exchange.dydx.abacus.utils.Parser
-import indexer.codegen.IndexerFillResponseObject
 import indexer.codegen.IndexerFillType
 import indexer.codegen.IndexerLiquidity
 import indexer.codegen.IndexerMarketType
 import indexer.codegen.IndexerOrderSide
+import indexer.models.IndexerCompositeFillObject
 import kotlinx.datetime.Instant
 import kotlin.test.Test
 import kotlin.test.assertEquals
@@ -22,7 +22,7 @@ class FillProcessorTests {
     companion object {
         private val createdAt = Instant.parse("2021-01-01T00:00:00Z")
 
-        val payloadMock = IndexerFillResponseObject(
+        val payloadMock = IndexerCompositeFillObject(
             id = "1",
             side = IndexerOrderSide.BUY,
             liquidity = IndexerLiquidity.MAKER,

src/commonTest/kotlin/exchange.dydx.abacus/processor/wallet/account/FillsProcessorTests.kt

@@ -4,7 +4,7 @@ import exchange.dydx.abacus.output.account.SubaccountFill
 import exchange.dydx.abacus.tests.mock.LocalizerProtocolMock
 import exchange.dydx.abacus.tests.mock.processor.wallet.account.FillProcessorMock
 import exchange.dydx.abacus.utils.Parser
-import indexer.codegen.IndexerFillResponseObject
+import indexer.models.IndexerCompositeFillObject
 import kotlin.test.Test
 import kotlin.test.assertEquals
 
@@ -35,7 +35,7 @@ class FillsProcessorTests {
         val output = fillsProcessor.process(
             existing = null,
             payload = listOf(
-                IndexerFillResponseObject(
+                IndexerCompositeFillObject(
                     id = "1",
                 ),
             ),
@@ -56,10 +56,10 @@ class FillsProcessorTests {
                 createSubaccountFill("1"),
             ),
             payload = listOf(
-                IndexerFillResponseObject(
+                IndexerCompositeFillObject(
                     id = "1",
                 ),
-                IndexerFillResponseObject(
+                IndexerCompositeFillObject(
                     id = "2",
                 ),
             ),

src/commonTest/kotlin/exchange.dydx.abacus/tests/mock/processor/wallet/account/FillProcessorMock.kt

@@ -2,14 +2,14 @@ package exchange.dydx.abacus.tests.mock.processor.wallet.account
 
 import exchange.dydx.abacus.output.account.SubaccountFill
 import exchange.dydx.abacus.processor.wallet.account.FillProcessorProtocol
-import indexer.codegen.IndexerFillResponseObject
+import indexer.models.IndexerCompositeFillObject
 
 internal class FillProcessorMock : FillProcessorProtocol {
     var processCallCount = 0
-    var processAction: ((payload: IndexerFillResponseObject, subaccountNumber: Int) -> SubaccountFill?)? = null
+    var processAction: ((payload: IndexerCompositeFillObject, subaccountNumber: Int) -> SubaccountFill?)? = null
 
     override fun process(
-        payload: IndexerFillResponseObject,
+        payload: IndexerCompositeFillObject,
         subaccountNumber: Int
     ): SubaccountFill? {
         processCallCount++

v4_abacus.podspec

@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.13.24'
+    spec.version                  = '1.13.25'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''