analytics: add missing fields in place/cancel order events (#301)

* add missing fields in place/cancel order events

* format

* add mid market price

* version

build.gradle.kts

@@ -48,7 +48,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.6.40"
+version = "1.6.41"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/state/manager/V4StateManagerAdaptor.kt

@@ -1162,37 +1162,53 @@ class V4StateManagerAdaptor(
 
     override fun commitPlaceOrder(callback: TransactionCallback): HumanReadablePlaceOrderPayload {
         val payload = placeOrderPayload()
-        val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(payload)
+        val midMarketPrice = stateMachine.state?.marketOrderbook(payload.marketId)?.midPrice
+        val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(payload, midMarketPrice)
         return submitPlaceOrder(callback, payload, analyticsPayload)
     }
 
     override fun commitClosePosition(callback: TransactionCallback): HumanReadablePlaceOrderPayload {
         val payload = closePositionPayload()
-        val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(payload, true)
+        val midMarketPrice = stateMachine.state?.marketOrderbook(payload.marketId)?.midPrice
+        val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(payload, midMarketPrice, true)
         return submitPlaceOrder(callback, payload, analyticsPayload)
     }
 
     override fun cancelOrder(orderId: String, callback: TransactionCallback) {
         val payload = cancelOrderPayload(orderId)
-        val analyticsPayload = analyticsUtils.formatCancelOrderPayload(payload)
+        val subaccount = stateMachine.state?.subaccount(subaccountNumber)
+        val existingOrder = subaccount?.orders?.firstOrNull { it.id == orderId }
+        val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(
+            payload,
+            existingOrder,
+        )
+
         submitCancelOrder(orderId, callback, payload, analyticsPayload)
     }
 
     override fun commitTriggerOrders(callback: TransactionCallback): HumanReadableTriggerOrdersPayload {
         val payloads = triggerOrdersPayload()
 
-        payloads.cancelOrderPayloads.forEach {
-            val analyticsPayload = analyticsUtils.formatCancelOrderPayload(it, true)
-            submitCancelOrder(it.orderId, callback, it, analyticsPayload, true)
+        payloads.cancelOrderPayloads.forEach { payload ->
+            val subaccount = stateMachine.state?.subaccount(subaccountNumber)
+            val existingOrder = subaccount?.orders?.firstOrNull { it.id == payload.orderId }
+            val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(
+                payload,
+                existingOrder,
+                true,
+            )
+            submitCancelOrder(payload.orderId, callback, payload, analyticsPayload, true)
         }
 
-        payloads.placeOrderPayloads.forEach {
-            val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(
-                it,
+        payloads.placeOrderPayloads.forEach { payload ->
+            val midMarketPrice = stateMachine.state?.marketOrderbook(payload.marketId)?.midPrice
+            val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(
+                payload,
+                midMarketPrice,
                 isClosePosition = false,
                 fromSlTpDialog = true,
             )
-            submitPlaceOrder(callback, it, analyticsPayload, true)
+            submitPlaceOrder(callback, payload, analyticsPayload, true)
         }
 
         if (payloads.cancelOrderPayloads.isEmpty() && payloads.placeOrderPayloads.isEmpty()) {

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

@@ -737,7 +737,8 @@ internal class SubaccountSupervisor(
         callback: TransactionCallback
     ): HumanReadablePlaceOrderPayload {
         val orderPayload = placeOrderPayload(currentHeight)
-        val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(orderPayload, false)
+        val midMarketPrice = stateMachine.state?.marketOrderbook(orderPayload.marketId)?.midPrice
+        val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(orderPayload, midMarketPrice, false)
         val isIsolatedMarginOrder =
             helper.parser.asInt(orderPayload.subaccountNumber) != subaccountNumber
         val transferPayload =
@@ -751,14 +752,17 @@ internal class SubaccountSupervisor(
         callback: TransactionCallback
     ): HumanReadablePlaceOrderPayload {
         val payload = closePositionPayload(currentHeight)
-        val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(payload, true)
+        val midMarketPrice = stateMachine.state?.marketOrderbook(payload.marketId)?.midPrice
+        val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(payload, midMarketPrice, true)
 
         return submitPlaceOrder(callback, payload, analyticsPayload)
     }
 
     internal fun cancelOrder(orderId: String, callback: TransactionCallback): HumanReadableCancelOrderPayload {
         val payload = cancelOrderPayload(orderId)
-        val analyticsPayload = analyticsUtils.formatCancelOrderPayload(payload)
+        val subaccount = stateMachine.state?.subaccount(subaccountNumber)
+        val existingOrder = subaccount?.orders?.firstOrNull { it.id == orderId }
+        val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(payload, existingOrder)
 
         return submitCancelOrder(orderId, callback, payload, analyticsPayload)
     }
@@ -770,13 +774,17 @@ internal class SubaccountSupervisor(
         val payloads = triggerOrdersPayload(currentHeight)
 
         payloads.cancelOrderPayloads.forEach { payload ->
-            val analyticsPayload = analyticsUtils.formatCancelOrderPayload(payload, true)
+            val subaccount = stateMachine.state?.subaccount(subaccountNumber)
+            val existingOrder = subaccount?.orders?.firstOrNull { it.id == payload.orderId }
+            val analyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(payload, existingOrder, true)
             submitCancelOrder(payload.orderId, callback, payload, analyticsPayload, true)
         }
 
         payloads.placeOrderPayloads.forEach { payload ->
-            val analyticsPayload = analyticsUtils.formatPlaceOrderPayload(
+            val midMarketPrice = stateMachine.state?.marketOrderbook(payload.marketId)?.midPrice
+            val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(
                 payload,
+                midMarketPrice,
                 isClosePosition = false,
                 fromSlTpDialog = true,
             )

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

@@ -3,14 +3,37 @@ package exchange.dydx.abacus.utils
 import exchange.dydx.abacus.output.SubaccountOrder
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
+import kollections.toIMap
 
 class AnalyticsUtils {
+    /**
+     * Format Place Order Payload and add additional details for `TradePlaceOrder` Analytic Events
+     * @param payload HumanReadablePlaceOrderPayload
+     * @param midMarketPrice Double?
+     * @param isClosePosition Boolean?
+     * @param fromSlTpDialog Boolean?
+     */
+    fun placeOrderAnalyticsPayload(
+        payload: HumanReadablePlaceOrderPayload,
+        midMarketPrice: Double?,
+        isClosePosition: Boolean? = false,
+        fromSlTpDialog: Boolean? = false,
+    ): IMap<String, Any>? {
+        return ParsingHelper.merge(
+            formatPlaceOrderPayload(payload, isClosePosition, fromSlTpDialog),
+            iMapOf(
+                "inferredTimeInForce" to calculateOrderTimeInForce(payload),
+                "midMarketPrice" to midMarketPrice,
+            ) as IMap<String, Any>?,
+        )?.toIMap()
+    }
+
     /**
      * Format Place Order Payload for `TradePlaceOrder` Analytic Event
      * @param payload HumanReadablePlaceOrderPayload
      * @param isClosePosition Boolean
      */
-    fun formatPlaceOrderPayload(
+    private fun formatPlaceOrderPayload(
         payload: HumanReadablePlaceOrderPayload,
         isClosePosition: Boolean? = false,
         fromSlTpDialog: Boolean? = false,
@@ -37,11 +60,54 @@ class AnalyticsUtils {
     }
 
     /**
-     * Format Cancel Order Payload for `TradeCancelOrder` Analytic Event
+     * Infer time in force from order params for analytics, mirroring v4-clients
+     * @param payload HumanReadablePlaceOrderPayload
+     */
+    private fun calculateOrderTimeInForce(
+        payload: HumanReadablePlaceOrderPayload
+    ): String? {
+        return when (payload.type) {
+            "MARKET" -> payload.timeInForce ?: "FOK"
+            "LIMIT" -> {
+                when (payload.timeInForce) {
+                    "GTT" -> if (payload.postOnly == true) "POST_ONLY" else "GTT"
+                    else -> payload.timeInForce
+                }
+            }
+
+            "STOP_LIMIT", "TAKE_PROFIT" -> {
+                when (payload.execution) {
+                    "DEFAULT" -> "GTT"
+                    else -> payload.execution
+                }
+            }
+
+            "STOP_MARKET", "TAKE_PROFIT_MARKET" -> payload.execution
+            else -> payload.timeInForce ?: payload.execution
+        }
+    }
+
+    /**
+     * Format Cancel Order Payload and add order details for `TradeCancelOrder` Analytic Events
      * @param payload HumanReadableCancelOrderPayload
+     * @param existingOrder SubaccountOrder?
      * @param fromSlTpDialog Boolean
      */
-    fun formatCancelOrderPayload(payload: HumanReadableCancelOrderPayload, fromSlTpDialog: Boolean? = false,): IMap<String, Any>? {
+    fun cancelOrderAnalyticsPayload(
+        payload: HumanReadableCancelOrderPayload,
+        existingOrder: SubaccountOrder?,
+        fromSlTpDialog: Boolean? = false,
+    ): IMap<String, Any>? {
+        return ParsingHelper.merge(
+            formatCancelOrderPayload(payload, fromSlTpDialog),
+            if (existingOrder != null) formatOrder(existingOrder) else mapOf(),
+        )?.toIMap()
+    }
+
+    private fun formatCancelOrderPayload(
+        payload: HumanReadableCancelOrderPayload,
+        fromSlTpDialog: Boolean? = false,
+    ): IMap<String, Any>? {
         return iMapOf(
             "fromSlTpDialog" to fromSlTpDialog,
             "subaccountNumber" to payload.subaccountNumber,

v4_abacus.podspec

@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.6.40'
+    spec.version                  = '1.6.41'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''