v1.7.38: Handle channel_batch_data for v4_parent_subaccount (#370)

Co-authored-by: mike-dydx <[email protected]> Co-authored-by: Rui <[email protected]> Co-authored-by: mobile-build-bot-git <[email protected]> Co-authored-by: mike-dydx <[email protected]>
dydxprotocol · May 31, 2024 · 2b8834c · 2b8834c
1 parent 50b68fc
commit 2b8834c
Show file tree

Hide file tree

Showing 23 changed files with 175 additions and 111 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -51,7 +51,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.7.38"
+version = "1.7.39"
 
 repositories {
     google()

diff --git a/integration/iOS/Pods/Pods.xcodeproj/project.pbxproj b/integration/iOS/Pods/Pods.xcodeproj/project.pbxproj
diff --git a/...get Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Debug-input-files.xcfilelist b/...get Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Debug-input-files.xcfilelist
diff --git a/...et Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Debug-output-files.xcfilelist b/...et Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Debug-output-files.xcfilelist
diff --git a/...t Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Release-input-files.xcfilelist b/...t Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Release-input-files.xcfilelist
diff --git a/... Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Release-output-files.xcfilelist b/... Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks-Release-output-files.xcfilelist
diff --git a/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks.sh b/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios-frameworks.sh
diff --git a/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios.debug.xcconfig b/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios.debug.xcconfig
diff --git a/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios.release.xcconfig b/integration/iOS/Pods/Target Support Files/Pods-abacus.ios/Pods-abacus.ios.release.xcconfig
diff --git a/...on/iOS/Pods/Target Support Files/Pods-abacus.iosTests/Pods-abacus.iosTests.debug.xcconfig b/...on/iOS/Pods/Target Support Files/Pods-abacus.iosTests/Pods-abacus.iosTests.debug.xcconfig
diff --git a/.../iOS/Pods/Target Support Files/Pods-abacus.iosTests/Pods-abacus.iosTests.release.xcconfig b/.../iOS/Pods/Target Support Files/Pods-abacus.iosTests/Pods-abacus.iosTests.release.xcconfig
diff --git a/integration/iOS/Pods/Target Support Files/abacus/abacus.debug.xcconfig b/integration/iOS/Pods/Target Support Files/abacus/abacus.debug.xcconfig
diff --git a/integration/iOS/Pods/Target Support Files/abacus/abacus.release.xcconfig b/integration/iOS/Pods/Target Support Files/abacus/abacus.release.xcconfig
diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt
@@ -8,6 +8,7 @@ import exchange.dydx.abacus.calculator.SlippageConstants.STOP_MARKET_ORDER_SLIPP
 import exchange.dydx.abacus.calculator.SlippageConstants.STOP_MARKET_ORDER_SLIPPAGE_BUFFER_MAJOR_MARKET
 import exchange.dydx.abacus.calculator.SlippageConstants.TAKE_PROFIT_MARKET_ORDER_SLIPPAGE_BUFFER
 import exchange.dydx.abacus.calculator.SlippageConstants.TAKE_PROFIT_MARKET_ORDER_SLIPPAGE_BUFFER_MAJOR_MARKET
+import exchange.dydx.abacus.output.input.MarginMode
 import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.state.manager.EnvironmentFeatureFlags
 import exchange.dydx.abacus.utils.Numeric
@@ -363,12 +364,9 @@ internal class TradeInputCalculator(
             when (marginMode) {
                 "ISOLATED" -> {
                     // TODO: When the collateral of child subaccounts is implemented, return from here. The below code is the CROSS implementation.
-                    val currentNotionalTotal =
-                        parser.asDouble(parser.value(position, "notionalTotal.current"))
-                    val postOrderNotionalTotal =
-                        parser.asDouble(parser.value(position, "notionalTotal.postOrder"))
-                    val mmf =
-                        parser.asDouble(parser.value(market, "configs.maintenanceMarginFraction"))
+                    val currentNotionalTotal = parser.asDouble(parser.value(position, "notionalTotal.current"))
+                    val postOrderNotionalTotal = parser.asDouble(parser.value(position, "notionalTotal.postOrder"))
+                    val mmf = parser.asDouble(parser.value(market, "configs.maintenanceMarginFraction"))
                     if (currentNotionalTotal != null && mmf != null) {
                         if (postOrderNotionalTotal != null) {
                             return postOrderNotionalTotal.times(mmf)
@@ -874,14 +872,24 @@ internal class TradeInputCalculator(
     ): List<Any>? {
         val type = parser.asString(trade["type"])
         return when (type) {
-            "MARKET" ->
-                listOf(
-                    sizeField(),
-                    leverageField(),
-                    bracketsField(),
-                    marginModeField(market, account, subaccount),
-                    reduceOnlyField(),
-                ).filterNotNull()
+            "MARKET" -> {
+                val marginMode = parser.asString(trade["marginMode"])
+                return when (MarginMode.invoke(marginMode)) {
+                    MarginMode.isolated -> listOf(
+                        sizeField(),
+                        bracketsField(),
+                        marginModeField(market, account, subaccount),
+                        reduceOnlyField(),
+                    ).filterNotNull()
+                    else -> listOf(
+                        sizeField(),
+                        leverageField(),
+                        bracketsField(),
+                        marginModeField(market, account, subaccount),
+                        reduceOnlyField(),
+                    ).filterNotNull()
+                }
+            }
 
             "LIMIT" -> {
                 val timeInForce = parser.asString(trade["timeInForce"])

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/Account.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/Account.kt
@@ -1,5 +1,6 @@
 package exchange.dydx.abacus.output
 
+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.OrderTimeInForce
@@ -255,6 +256,7 @@ data class SubaccountPosition(
     val marginUsage: TradeStatesWithDoubleValues,
     val quoteBalance: TradeStatesWithDoubleValues, // available for isolated market position
     val equity: TradeStatesWithDoubleValues, // available for isolated market position
+    val marginMode: MarginMode?
 ) {
     companion object {
         internal fun create(
@@ -383,6 +385,7 @@ data class SubaccountPosition(
                         parser,
                         parser.asMap(data["equity"]),
                     )
+                    val marginMode = parser.asString(data["marginMode"])?.let { MarginMode.invoke(it) }
 
                     return if (existing?.id != id ||
                         existing.assetId != assetId ||
@@ -410,7 +413,8 @@ data class SubaccountPosition(
                         existing.freeCollateral !== freeCollateral ||
                         existing.marginUsage !== marginUsage ||
                         existing.quoteBalance !== quoteBalance ||
-                        existing.equity !== equity
+                        existing.equity !== equity ||
+                        existing.marginMode != marginMode
                     ) {
                         val side = positionSide(size)
                         SubaccountPosition(
@@ -442,6 +446,7 @@ data class SubaccountPosition(
                             marginUsage,
                             quoteBalance,
                             equity,
+                            marginMode,
                         )
                     } else {
                         existing
@@ -662,6 +667,7 @@ data class SubaccountOrder(
     val reduceOnly: Boolean,
     val cancelReason: String?,
     val resources: SubaccountOrderResources,
+    val marginMode: MarginMode?
 ) {
     companion object {
         internal fun create(
@@ -695,6 +701,7 @@ data class SubaccountOrder(
                 val resources = parser.asMap(data["resources"])?.let {
                     SubaccountOrderResources.create(existing?.resources, parser, it, localizer)
                 }
+                val marginMode = parser.asString(data["marginMode"])?.let { MarginMode.invoke(it) }
                 if (id != null && marketId != null && type != null && side != null && status != null && price != null && size != null &&
                     resources != null
                 ) {
@@ -744,7 +751,9 @@ data class SubaccountOrder(
                         existing.postOnly != postOnly ||
                         existing.reduceOnly != reduceOnly ||
                         existing.cancelReason != cancelReason ||
-                        existing.resources !== resources
+                        existing.resources !== resources ||
+                        existing.subaccountNumber != subaccountNumber ||
+                        existing.marginMode != marginMode
                     ) {
                         SubaccountOrder(
                             subaccountNumber,
@@ -774,6 +783,7 @@ data class SubaccountOrder(
                             reduceOnly,
                             cancelReason,
                             resources,
+                            marginMode,
                         )
                     } else {
                         existing

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/AccountProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/AccountProcessor.kt
@@ -299,13 +299,14 @@ internal open class SubaccountProcessor(parser: ParserProtocol) : BaseProcessor(
         modified = transform(modified, payload, "current", currentAccountKeyMap)
 
         if (firstTime) {
+            val subaccountNumber = parser.asInt(modified["subaccountNumber"])
             val openPerpetualPositionsData =
                 (
                     parser.asNativeMap(payload["openPositions"])
                         ?: parser.asNativeMap(payload["openPerpetualPositions"])
                     )
 
-            val positions = perpetualPositionsProcessor.received(openPerpetualPositionsData)
+            val positions = perpetualPositionsProcessor.received(openPerpetualPositionsData, subaccountNumber)
             modified.safeSet(
                 "positions",
                 positions,
@@ -371,12 +372,14 @@ internal open class SubaccountProcessor(parser: ParserProtocol) : BaseProcessor(
         payload: List<Any>?,
         height: BlockAndTime?,
     ): Map<String, Any> {
+        val subaccountNumber = parser.asInt(subaccount["subaccountNumber"])
         return if (payload != null) {
             val modified = subaccount.mutable()
             val transformed = ordersProcessor.received(
                 parser.asNativeMap(subaccount["orders"]),
                 payload,
                 height,
+                subaccountNumber,
             )
             modified.safeSet("orders", transformed)
             modified

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/OrderProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/OrderProcessor.kt
@@ -1,9 +1,11 @@
 package exchange.dydx.abacus.processor.wallet.account
 
+import exchange.dydx.abacus.output.input.MarginMode
 import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.processor.utils.OrderTypeProcessor
 import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.state.manager.BlockAndTime
+import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
 import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
@@ -202,6 +204,11 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
             if (modified["id"] == null) {
                 modified.safeSet("id", payload["clientId"])
             }
+            parser.asInt(modified["subaccountNumber"])?.run {
+                modified.safeSet("subaccountNumber", this)
+                // the v4_parent_subaccount message has subaccountNumber available but v4_orders does not
+                modified.safeSet("marginMode", if (this >= NUM_PARENT_SUBACCOUNTS) MarginMode.isolated.rawValue else MarginMode.cross.rawValue)
+            }
             val size = parser.asDouble(payload["size"])
             if (size != null) {
                 var totalFilled = parser.asDouble(payload["totalFilled"])

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/OrdersProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/wallet/account/OrdersProcessor.kt
@@ -4,6 +4,7 @@ import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.utils.mutable
+import exchange.dydx.abacus.utils.safeSet
 import exchange.dydx.abacus.utils.typedSafeSet
 
 internal class OrdersProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
@@ -12,16 +13,24 @@ internal class OrdersProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
     internal fun received(
         existing: Map<String, Any>?,
         payload: List<Any>?,
-        height: BlockAndTime?
+        height: BlockAndTime?,
+        subaccountNumber: Int?,
     ): Map<String, Any>? {
         return if (payload != null) {
             val orders = existing?.mutable() ?: mutableMapOf<String, Any>()
             for (data in payload) {
                 parser.asNativeMap(data)?.let { data ->
                     val orderId = parser.asString(data["id"] ?: data["clientId"])
+                    val modified = data.toMutableMap()
+                    val orderSubaccountNumber = parser.asInt(data["subaccountNumber"])
+
+                    if (orderSubaccountNumber == null) {
+                        modified.safeSet("subaccountNumber", subaccountNumber)
+                    }
+
                     if (orderId != null) {
                         val existing = parser.asNativeMap(orders[orderId])
-                        val order = itemProcessor.received(existing, data, height)
+                        val order = itemProcessor.received(existing, modified, height)
                         orders.typedSafeSet(orderId, order)
                     }
                 }

diff --git a/...onMain/kotlin/exchange.dydx.abacus/processor/wallet/account/PerpetualPositionProcessor.kt b/...onMain/kotlin/exchange.dydx.abacus/processor/wallet/account/PerpetualPositionProcessor.kt
@@ -1,8 +1,10 @@
 package exchange.dydx.abacus.processor.wallet.account
 
 import abs
+import exchange.dydx.abacus.output.input.MarginMode
 import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
 import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.ParsingHelper
 import exchange.dydx.abacus.utils.safeSet
@@ -106,7 +108,7 @@ internal class PerpetualPositionProcessor(parser: ParserProtocol) : BaseProcesso
 
     override fun received(
         existing: Map<String, Any>?,
-        payload: Map<String, Any>
+        payload: Map<String, Any>,
     ): Map<String, Any> {
         var modified = transform(existing, payload, positionKeyMap)
         modified = transform(modified, payload, "current", currentPositionKeyMap)
@@ -115,6 +117,13 @@ internal class PerpetualPositionProcessor(parser: ParserProtocol) : BaseProcesso
         val sizeMap = size(parser.asNativeMap(payload["size"]), size, parser.asString(payload["side"]))
         modified.safeSet("size", sizeMap)
 
+        parser.asInt(payload["subaccountNumber"])?.run {
+            modified.safeSet("subaccountNumber", this)
+
+            // the v4_parent_subaccount message has subaccountNumber available but v4_orders does not
+            modified.safeSet("marginMode", if (this >= NUM_PARENT_SUBACCOUNTS) MarginMode.isolated.rawValue else MarginMode.cross.rawValue)
+        }
+
         ParsingHelper.asset(parser.asString(modified["id"]))?.let {
             modified["assetId"] = it
         }

diff --git a/...nMain/kotlin/exchange.dydx.abacus/processor/wallet/account/PerpetualPositionsProcessor.kt b/...nMain/kotlin/exchange.dydx.abacus/processor/wallet/account/PerpetualPositionsProcessor.kt
@@ -2,18 +2,28 @@ package exchange.dydx.abacus.processor.wallet.account
 
 import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.utils.modify
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
 
 internal class PerpetualPositionsProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
     private val itemProcessor = PerpetualPositionProcessor(parser = parser)
 
-    internal fun received(payload: Map<String, Any>?): Map<String, Any>? {
+    internal fun received(
+        payload: Map<String, Any>?,
+        subaccountNumber: Int?,
+    ): Map<String, Any>? {
         if (payload != null) {
             val result = mutableMapOf<String, Any>()
             for ((key, value) in payload) {
-                parser.asNativeMap(value)?.let { value ->
-                    val item = itemProcessor.received(null, value)
+                parser.asNativeMap(value)?.let { data ->
+
+                    var modifiedData = data.toMutableMap()
+                    subaccountNumber?.run {
+                        modifiedData.modify("subaccountNumber", subaccountNumber)
+                    }
+
+                    val item = itemProcessor.received(null, modifiedData)
                     result.safeSet(key, item)
                 }
             }