partially canceled order status + canceling -> pending for short term…

… orders (#447)

Co-authored-by: mobile-build-bot-git <[email protected]>

build.gradle.kts

@@ -51,7 +51,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.7.76"
+version = "1.7.77"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/output/input/TradeInput.kt

@@ -707,9 +707,10 @@ enum class OrderStatus(val rawValue: String) {
     canceling("BEST_EFFORT_CANCELED"),
     filled("FILLED"),
     `open`("OPEN"),
-    pending("PENDING"),
+    pending("PENDING"), // indexer returns order as BEST_EFFORT_OPENED, or BEST_EFFORT_CANCELED when order is IOC
     untriggered("UNTRIGGERED"),
-    partiallyFilled("PARTIALLY_FILLED");
+    partiallyFilled("PARTIALLY_FILLED"), // indexer returns order as OPEN but order is partially filled
+    partiallyCanceled("PARTIALLY_CANCELED"); // indexer returns order as CANCELED but order is partially filled
 
     companion object {
         operator fun invoke(rawValue: String): OrderStatus? {

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

@@ -94,6 +94,7 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
         "BEST_EFFORT_CANCELED" to "APP.TRADE.CANCELING",
         "UNTRIGGERED" to "APP.TRADE.UNTRIGGERED",
         "PARTIALLY_FILLED" to "APP.TRADE.PARTIALLY_FILLED",
+        "PARTIALLY_CANCELED" to "APP.TRADE.PARTIALLY_FILLED",
     )
     private val timeInForceStringKeys = mapOf(
         "FOK" to "APP.TRADE.FILL_OR_KILL",
@@ -180,14 +181,13 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
             return false
         }
         // If updatedAt and totalFilled are the same, we use status for best guess
-        return when (parser.asString(existing?.get("status"))) {
-            "FILLED", "CANCELED" -> false
+        return when (val status = parser.asString(existing?.get("status"))) {
             "BEST_EFFORT_CANCELED" -> {
                 val newStatus = parser.asString(payload["status"])
                 (newStatus == "FILLED") || (newStatus == "CANCELED") || (newStatus == "BEST_EFFORT_CANCELED")
             }
 
-            else -> true
+            else -> !isStatusFinalized(status)
         }
     }
 
@@ -209,27 +209,34 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
                 // 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"])
-                var remainingSize = parser.asDouble(payload["remainingSize"])
-                if (totalFilled != null && remainingSize == null) {
-                    remainingSize = size - totalFilled
-                } else if (totalFilled == null && remainingSize != null) {
-                    totalFilled = size - remainingSize
-                }
-                if (totalFilled != null && remainingSize != null) {
+            parser.asDouble(payload["size"])?.let { size ->
+                parser.asDouble(payload["totalFilled"])?.let { totalFilled ->
+                    val remainingSize = size - totalFilled
                     modified.safeSet("totalFilled", totalFilled)
                     modified.safeSet("remainingSize", remainingSize)
-
-                    if (totalFilled != Numeric.double.ZERO && modified["status"] == "OPEN") {
-                        modified.safeSet("status", "PARTIALLY_FILLED")
+                    if (totalFilled != Numeric.double.ZERO && remainingSize != Numeric.double.ZERO) {
+                        when (modified["status"]) {
+                            "OPEN" -> modified.safeSet("status", "PARTIALLY_FILLED")
+                            "CANCELED" -> modified.safeSet("status", "PARTIALLY_CANCELED") // finalized state
+                        }
                     }
                 }
             }
 
             modified.safeSet("cancelReason", payload["removalReason"] ?: payload["cancelReason"])
 
+            parser.asDouble(payload["orderFlags"])?.let { orderFlags ->
+                // if order is short-term order and indexer returns best effort canceled and has no partial fill
+                // treat as a pending order until it's partially filled or finalized
+                val isShortTermOrder = orderFlags.equals(Numeric.double.ZERO)
+                val isBestEffortCanceled = modified["status"] == "BEST_EFFORT_CANCELED"
+                val cancelReason = parser.asString(modified["cancelReason"])
+                val isUserCanceled = cancelReason == "USER_CANCELED" || cancelReason == "ORDER_REMOVAL_REASON_USER_CANCELED"
+                if (isShortTermOrder && isBestEffortCanceled && !isUserCanceled) {
+                    modified.safeSet("status", "PENDING")
+                }
+            }
+
             modified.safeSet(
                 "type",
                 OrderTypeProcessor.orderType(
@@ -286,12 +293,22 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
     ): Pair<Map<String, Any>, Boolean> {
         if (height != null) {
             when (val status = parser.asString(existing["status"])) {
-                "BEST_EFFORT_CANCELED" -> {
+                "PENDING", "BEST_EFFORT_CANCELED", "PARTIALLY_FILLED" -> {
                     val goodTilBlock = parser.asInt(existing["goodTilBlock"])
                     if (goodTilBlock != null && goodTilBlock != 0 && height.block >= goodTilBlock) {
                         val modified = existing.mutable();
                         modified["status"] = "CANCELED"
                         modified["updatedAt"] = height.time
+
+                        parser.asDouble(existing["size"])?.let { size ->
+                            parser.asDouble(existing["totalFilled"])?.let { totalFilled ->
+                                val remainingSize = size - totalFilled
+                                if (totalFilled != Numeric.double.ZERO && remainingSize != Numeric.double.ZERO) {
+                                    modified["status"] = "PARTIALLY_CANCELED"
+                                }
+                            }
+                        }
+
                         updateResource(modified)
                         return Pair(modified, true)
                     }
@@ -303,11 +320,21 @@ internal class OrderProcessor(parser: ParserProtocol) : BaseProcessor(parser) {
         return Pair(existing, false)
     }
 
+    private fun isStatusFinalized(status: String?): Boolean {
+        // once an order is filled, canceled, or canceled with partial fill
+        // there is no need to update status again
+        return when (status) {
+            "FILLED", "CANCELED", "PARTIALLY_CANCELED" -> true
+            else -> false
+        }
+    }
+
     internal fun canceled(
         existing: Map<String, Any>,
     ): Map<String, Any> {
         val modified = existing.mutable()
-        if (modified["status"] !== "CANCELED" && modified["status"] !== "FILLED") {
+        // show order status as canceling if frontend initiated cancel
+        if (!isStatusFinalized(parser.asString(modified["status"]))) {
             modified["status"] = "BEST_EFFORT_CANCELED"
         }
 

src/commonMain/kotlin/exchange.dydx.abacus/protocols/PublicProtocols.kt

@@ -218,6 +218,7 @@ enum class AnalyticsEvent(val rawValue: String) {
     TradePlaceOrderStatusPending("TradePlaceOrderStatusPending"),
     TradePlaceOrderStatusUntriggered("TradePlaceOrderStatusUntriggered"),
     TradePlaceOrderStatusPartiallyFilled("TradePlaceOrderStatusPartiallyFilled"),
+    TradePlaceOrderStatusPartiallyCanceled("TradePlaceOrderStatusPartiallyCanceled"),
 
     // Trigger Order
     TriggerOrderClick("TriggerOrderClick"),

src/commonMain/kotlin/exchange.dydx.abacus/state/manager/notification/providers/FillsNotificationProvider.kt

@@ -257,7 +257,7 @@ class FillsNotificationProvider(
                 uiImplementations.localizer?.localize("NOTIFICATIONS.ORDER_FILL.TITLE")
             }
 
-            OrderStatus.partiallyFilled -> {
+            OrderStatus.partiallyFilled, OrderStatus.partiallyCanceled -> {
                 uiImplementations.localizer?.localize("NOTIFICATIONS.ORDER_PARTIAL_FILL.TITLE")
             }
 
@@ -278,7 +278,7 @@ class FillsNotificationProvider(
                 )
             }
 
-            OrderStatus.partiallyFilled -> {
+            OrderStatus.partiallyFilled, OrderStatus.partiallyCanceled -> {
                 uiImplementations.localizer?.localize(
                     "NOTIFICATIONS.ORDER_PARTIAL_FILL.BODY",
                     paramsAsJson,

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

@@ -354,13 +354,14 @@ internal class SubaccountSupervisor(
                             OrderStatus.pending -> AnalyticsEvent.TradePlaceOrderStatusPending
                             OrderStatus.untriggered -> AnalyticsEvent.TradePlaceOrderStatusUntriggered
                             OrderStatus.partiallyFilled -> AnalyticsEvent.TradePlaceOrderStatusPartiallyFilled
+                            OrderStatus.partiallyCanceled -> AnalyticsEvent.TradePlaceOrderStatusPartiallyCanceled
                         }
 
                         tracking(orderStatusChangeEvent.rawValue, analyticsPayload)
 
                         when (order.status) {
                             // order reaches final state, can remove / skip further tracking
-                            OrderStatus.cancelled, OrderStatus.filled -> {
+                            OrderStatus.cancelled, OrderStatus.partiallyCanceled, OrderStatus.filled -> {
                                 placeOrderRecords.remove(placeOrderRecord)
                             }
                             else -> {}

src/commonTest/kotlin/exchange.dydx.abacus/payload/v3/V3PerpTests.kt

@@ -195,7 +195,6 @@ class V3PerpTests : V3BaseTests() {
                                             "marketId": "ETH-USD",
                                             "price": 1500.0,
                                             "size": 0.1,
-                                            "remainingSize": 0.1,
                                             "createdAt": "2022-08-01T22:25:31.111Z",
                                             "expiresAt": "2022-08-29T22:45:30.776Z",
                                             "postOnly": false,
@@ -317,7 +316,6 @@ class V3PerpTests : V3BaseTests() {
                                             "marketId": "ETH-USD",
                                             "price": 1702.7,
                                             "size": 45.249,
-                                            "remainingSize": 0.0,
                                             "createdAt": "2022-08-01T19:53:29.653Z",
                                             "expiresAt": "2022-08-01T20:13:29.361Z",
                                             "postOnly": false,

src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4AccountTests.kt

@@ -1,6 +1,5 @@
 package exchange.dydx.abacus.payload.v4
 
-import exchange.dydx.abacus.payload.BaseTests
 import exchange.dydx.abacus.responses.StateResponse
 import exchange.dydx.abacus.state.app.adaptors.AbUrl
 import exchange.dydx.abacus.state.manager.BlockAndTime
@@ -53,6 +52,8 @@ class V4AccountTests : V4BaseTests() {
 
         testBatchedSubaccountChanged()
 
+        testPartiallyFilledAndCanceledOrders()
+
         testEquityTiers()
 
         testFeeTiers()
@@ -701,7 +702,7 @@ class V4AccountTests : V4BaseTests() {
                                     "orders": {
                                         "80133551-6d61-573b-9788-c1488e11027a": {
                                             "id": "80133551-6d61-573b-9788-c1488e11027a",
-                                            "status": "BEST_EFFORT_CANCELED"
+                                            "status": "PENDING"
                                         }
                                     }
                                 }
@@ -845,9 +846,9 @@ class V4AccountTests : V4BaseTests() {
                 }
             """.trimIndent(),
             {
-                val ioImplementations = BaseTests.testIOImplementations()
-                val localizer = BaseTests.testLocalizer(ioImplementations)
-                val uiImplementations = BaseTests.testUIImplementations(localizer)
+                val ioImplementations = testIOImplementations()
+                val localizer = testLocalizer(ioImplementations)
+                val uiImplementations = testUIImplementations(localizer)
                 val notificationsProvider =
                     NotificationsProvider(
                         perp,
@@ -877,6 +878,63 @@ class V4AccountTests : V4BaseTests() {
         )
     }
 
+    private fun testPartiallyFilledAndCanceledOrders() {
+        test(
+            {
+                perp.socket(
+                    testWsUrl,
+                    mock.accountsChannel.v4_parent_subaccounts_partially_filled_and_canceled_orders,
+                    0,
+                    BlockAndTime(14689438, Clock.System.now()),
+                )
+            },
+            """
+                {
+                    "wallet": {
+                        "account": {
+                            "subaccounts": {
+                                "0": {
+                                    "orders": {
+                                        "a4586c75-c3f5-5bf5-877a-b3f2c8ff32a7": {
+                                            "status": "PARTIALLY_FILLED"
+                                        },
+                                        "3a8c6f8f-d8dd-54b5-a3a1-d318f586a80c": {
+                                            "status": "PARTIALLY_CANCELED"
+                                        }
+                                    }
+                                }
+                            }
+                        }
+                    }
+                }
+            """.trimIndent(),
+            {
+                val ioImplementations = testIOImplementations()
+                val localizer = testLocalizer(ioImplementations)
+                val uiImplementations = testUIImplementations(localizer)
+                val notificationsProvider =
+                    NotificationsProvider(
+                        perp,
+                        uiImplementations,
+                        environment = mock.v4Environment,
+                        Parser(),
+                        JsonEncoder(),
+                    )
+                val notifications = notificationsProvider.buildNotifications(0)
+                assertEquals(
+                    8,
+                    notifications.size,
+                )
+                val order = notifications["order:3a8c6f8f-d8dd-54b5-a3a1-d318f586a80c"]
+                assertNotNull(order)
+                assertEquals(
+                    "NOTIFICATIONS.ORDER_PARTIAL_FILL.TITLE",
+                    order.title,
+                )
+            },
+        )
+    }
+
     private fun testEquityTiers() {
         test(
             {

src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4SubaccountTests.kt

@@ -1980,7 +1980,7 @@ class V4SubaccountTests : V4BaseTests() {
                                      "size":"545",
                                      "price":"2.201",
                                      "type":"LIMIT",
-                                     "status":"BEST_EFFORT_CANCELED",
+                                     "status":"PENDING",
                                      "timeInForce":"IOC",
                                      "postOnly":false,
                                      "reduceOnly":false,
@@ -1998,7 +1998,7 @@ class V4SubaccountTests : V4BaseTests() {
                                      "size":"3540",
                                      "price":"0.5649",
                                      "type":"LIMIT",
-                                     "status":"BEST_EFFORT_CANCELED",
+                                     "status":"PENDING",
                                      "timeInForce":"IOC",
                                      "postOnly":false,
                                      "reduceOnly":false,