Close isolated position (#377)

dydxprotocol · May 24, 2024 · 78ecf70 · 78ecf70
1 parent ab4a7ce
commit 78ecf70
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Showing 8 changed files with 234 additions and 36 deletions.
diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt
@@ -1,3 +1,5 @@
+@file:Suppress("ktlint:standard:property-naming")
+
 package exchange.dydx.abacus.calculator
 
 import abs
@@ -54,12 +56,13 @@ internal class TradeInputCalculator(
     ): Map<String, Any> {
         val account = parser.asNativeMap(state["account"])
         val subaccount = if (subaccountNumber != null) {
-            parser.asNativeMap(
-                parser.value(
-                    account,
-                    "subaccounts.$subaccountNumber",
-                ),
-            )
+            parser.asMap(parser.value(account, "groupedSubaccounts.$subaccountNumber"))
+                ?: parser.asNativeMap(
+                    parser.value(
+                        account,
+                        "subaccounts.$subaccountNumber",
+                    ),
+                )
         } else {
             null
         }

diff --git a/...monMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+ClosePositionInput.kt b/...monMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+ClosePositionInput.kt
@@ -37,15 +37,15 @@ fun TradingStateMachine.closePosition(
     val input = this.input?.mutable() ?: mutableMapOf()
     input["current"] = "closePosition"
     val trade =
-        parser.asMap(input["closePosition"])?.mutable() ?: inititiateClosePosition(
+        parser.asMap(input["closePosition"])?.mutable() ?: initiateClosePosition(
             null,
             subaccountNumber,
         )
 
     var sizeChanged = false
     when (typeText) {
         ClosePositionInputField.market.rawValue -> {
-            val position = if (data != null) getPosition(data) else null
+            val position = if (data != null) getPosition(data, subaccountNumber) else null
             if (position != null) {
                 if (data != null) {
                     if (parser.asString(trade["marketId"]) != data) {
@@ -100,14 +100,21 @@ fun TradingStateMachine.closePosition(
 
 fun TradingStateMachine.getPosition(
     marketId: String,
-    subaccountNumber: Int = 0
+    subaccountNumber: Int,
 ): Map<String, Any>? {
+    val groupedSubaccounts = parser.asMap(parser.value(wallet, "account.groupedSubaccounts"))
+    val path = if (groupedSubaccounts != null) {
+        "account.groupedSubaccounts.$subaccountNumber.openPositions.$marketId"
+    } else {
+        "account.subaccounts.$subaccountNumber.openPositions.$marketId"
+    }
     val position = parser.asMap(
         parser.value(
             wallet,
-            "account.subaccounts.$subaccountNumber.openPositions.$marketId",
+            path,
         ),
     )
+
     return if (position != null && (
             parser.asDouble(parser.value(position, "size.current"))
                 ?: Numeric.double.ZERO

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+TradeInput.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+TradeInput.kt
@@ -164,7 +164,7 @@ internal fun TradingStateMachine.initiateTrade(
     return parser.asMap(modified["trade"])?.mutable() ?: trade
 }
 
-internal fun TradingStateMachine.inititiateClosePosition(
+internal fun TradingStateMachine.initiateClosePosition(
     marketId: String?,
     subaccountNumber: Int,
 ): MutableMap<String, Any> {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt
@@ -1198,7 +1198,7 @@ open class TradingStateMachine(
         for (subaccountNumber in subaccountNumbers) {
             val subaccountText = "$subaccountNumber"
             val subaccount =
-                parser.asNativeMap(parser.value(this.account, "subaccounts.$subaccountNumber"))
+                parser.asNativeMap(parser.value(this.account, "groupedSubaccounts.$subaccountNumber")) ?: parser.asNativeMap(parser.value(this.account, "subaccounts.$subaccountNumber"))
 
             if (changes.changes.contains(Changes.historicalPnl)) {
                 val now = ServerTime.now()

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountSupervisor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountSupervisor.kt
@@ -1169,8 +1169,10 @@ internal class SubaccountSupervisor(
         val goodTilTimeInSeconds = null
         val goodTilBlock = currentHeight?.plus(SHORT_TERM_ORDER_DURATION)
         val marketInfo = marketInfo(marketId)
+        val subaccountNumberForPosition = helper.parser.asInt(helper.parser.value(stateMachine.data, "wallet.account.groupedSubaccounts.$subaccountNumber.openPositions.$marketId.childSubaccountNumber")) ?: subaccountNumber
+
         return HumanReadablePlaceOrderPayload(
-            subaccountNumber,
+            subaccountNumberForPosition,
             marketId,
             clientId,
             "MARKET",

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/app/manager/v2/V4TransactionTests.kt b/src/commonTest/kotlin/exchange.dydx.abacus/app/manager/v2/V4TransactionTests.kt
@@ -10,6 +10,7 @@ import exchange.dydx.abacus.protocols.TransactionCallback
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableTriggerOrdersPayload
 import exchange.dydx.abacus.state.manager.setAddresses
+import exchange.dydx.abacus.state.model.ClosePositionInputField
 import exchange.dydx.abacus.state.model.TradeInputField
 import exchange.dydx.abacus.state.model.TriggerOrdersInputField
 import exchange.dydx.abacus.state.v2.manager.AsyncAbacusStateManagerV2
@@ -344,19 +345,26 @@ class V4TransactionTests : NetworkTests() {
         assertTransactionQueueEmpty()
     }
 
-    private fun setStateMachineForIsolatedMarginTests(stateManager: AsyncAbacusStateManagerV2) {
+    private fun setStateMachineForIsolatedMarginTests(stateManager: AsyncAbacusStateManagerV2, withPositions: Boolean = false) {
         stateManager.readyToConnect = true
         testWebSocket?.simulateConnected(true)
         testWebSocket?.simulateReceived(mock.connectionMock.connectedMessage)
         testWebSocket?.simulateReceived(mock.marketsChannel.v4_subscribed_r1)
 
         stateManager.setAddresses(null, "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5")
-        testWebSocket?.simulateReceived(mock.v4ParentSubaccountsMock.subscribed)
-        testWebSocket?.simulateReceived(mock.v4ParentSubaccountsMock.channel_batch_data)
-
+        if (withPositions) {
+            testWebSocket?.simulateReceived(mock.v4ParentSubaccountsMock.subscribed_with_positions)
+        } else {
+            testWebSocket?.simulateReceived(mock.v4ParentSubaccountsMock.subscribed)
+        }
         stateManager.market = "BTC-USD"
     }
 
+    private fun prepareIsolatedMarginClosePosition() {
+        stateManager.closePosition("APE-USD", ClosePositionInputField.market)
+        stateManager.closePosition("1", ClosePositionInputField.percent)
+    }
+
     private fun prepareIsolatedMarginTrade(isShortTerm: Boolean) {
         stateManager.trade("2000", TradeInputField.limitPrice)
         stateManager.trade("0.01", TradeInputField.size)
@@ -371,6 +379,15 @@ class V4TransactionTests : NetworkTests() {
         }
     }
 
+    @Test
+    fun testIsolatedMarginClosePosition() {
+        setStateMachineForIsolatedMarginTests(stateManager, withPositions = true)
+        prepareIsolatedMarginClosePosition()
+        val closePositionPayload = subaccountSupervisor?.closePositionPayload(0)
+        assertNotNull(closePositionPayload, "Close position payload should not be null")
+        assertEquals(128, closePositionPayload.subaccountNumber)
+    }
+
     @Test
     fun testIsolatedMarginPlaceOrderTransactions() {
         setStateMachineForIsolatedMarginTests(stateManager)

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/MarketsChannelMock.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/MarketsChannelMock.kt
@@ -29,25 +29,25 @@ internal class MarketsChannelMock {
                 "stepBaseQuantums": 1000000,
                 "subticksPerTick": 1000000
               },
-                "LDO-USD":{
-                    "clobPairId":"26",
-                    "ticker":"LDO-USD",
-                    "status":"ACTIVE",
-                    "oraclePrice":"1.619032989",
-                    "priceChange24H":"-0.049527727",
-                    "volume24H":"1181661.046",
-                    "trades24H":2992,
-                    "nextFundingRate":"0",
-                    "initialMarginFraction":"0.2",
-                    "maintenanceMarginFraction":"0.1",
-                    "openInterest":"83181",
-                    "atomicResolution":-6,
-                    "quantumConversionExponent":-9,
-                    "tickSize":"0.001",
-                    "stepSize":"1",
-                    "stepBaseQuantums":1000000,
-                    "subticksPerTick":1000000
-                 },
+              "LDO-USD":{
+                "clobPairId":"26",
+                "ticker":"LDO-USD",
+                "status":"ACTIVE",
+                "oraclePrice":"1.619032989",
+                "priceChange24H":"-0.049527727",
+                "volume24H":"1181661.046",
+                "trades24H":2992,
+                "nextFundingRate":"0",
+                "initialMarginFraction":"0.2",
+                "maintenanceMarginFraction":"0.1",
+                "openInterest":"83181",
+                "atomicResolution":-6,
+                "quantumConversionExponent":-9,
+                "tickSize":"0.001",
+                "stepSize":"1",
+                "stepBaseQuantums":1000000,
+                "subticksPerTick":1000000
+              },
               "BTC-USD": {
                 "clobPairId":"0",
                 "ticker":"BTC-USD",
@@ -2739,6 +2739,25 @@ internal class MarketsChannelMock {
            "channel":"v4_markets",
            "contents":{
               "markets":{
+                  "APE-USD": {
+                    "clobPairId": "22",
+                    "ticker": "APE-USD",
+                    "status": "ACTIVE",
+                    "oraclePrice": "1.260519794",
+                    "priceChange24H": "-0.013680206",
+                    "volume24H": "519465.935",
+                    "trades24H": 1358,
+                    "nextFundingRate": "-0.00000426818181818182",
+                    "initialMarginFraction": "0.2",
+                    "maintenanceMarginFraction": "0.1",
+                    "openInterest": "142671",
+                    "atomicResolution": -6,
+                    "quantumConversionExponent": -9,
+                    "tickSize": "0.001",
+                    "stepSize": "1",
+                    "stepBaseQuantums": 1000000,
+                    "subticksPerTick": 1000000
+                  },
                  "BTC-USD":{
                     "clobPairId":"0",
                     "ticker":"BTC-USD",

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/V4ParentSubaccountsMock.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/V4ParentSubaccountsMock.kt
@@ -111,6 +111,156 @@ internal class V4ParentSubaccountsMock {
         }
     """.trimIndent()
 
+    internal val subscribed_with_positions = """
+        {
+          "type": "subscribed",
+          "connection_id": "3adc59d6-09cb-432e-b987-ced0da32bec9",
+          "message_id": 2,
+          "channel": "v4_parent_subaccounts",
+          "id": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5/0",
+          "contents": {
+            "subaccount": {
+              "address": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5",
+              "parentSubaccountNumber": 0,
+              "equity": "1004.026896843",
+              "freeCollateral": "963.0237707731",
+              "childSubaccounts": [
+                {
+                  "address": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5",
+                  "subaccountNumber": 0,
+                  "equity": "862.675984",
+                  "freeCollateral": "862.675984",
+                  "openPerpetualPositions": {},
+                  "assetPositions": {
+                    "USDC": {
+                      "size": "862.675984",
+                      "symbol": "USDC",
+                      "side": "LONG",
+                      "assetId": "0",
+                      "subaccountNumber": 0
+                    }
+                  },
+                  "marginEnabled": true,
+                  "updatedAtHeight": "12906107"
+                },
+                {
+                  "address": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5",
+                  "subaccountNumber": 128,
+                  "equity": "59.810279856",
+                  "freeCollateral": "57.7685502848",
+                  "openPerpetualPositions": {
+                    "APE-USD": {
+                      "market": "APE-USD",
+                      "status": "OPEN",
+                      "side": "LONG",
+                      "size": "8",
+                      "maxSize": "8",
+                      "entryPrice": "1.292",
+                      "exitPrice": null,
+                      "realizedPnl": "0",
+                      "unrealizedPnl": "-0.127352144",
+                      "createdAt": "2024-05-22T20:18:18.080Z",
+                      "createdAtHeight": "12905490",
+                      "closedAt": null,
+                      "sumOpen": "8",
+                      "sumClose": "0",
+                      "netFunding": "0",
+                      "subaccountNumber": 128
+                    }
+                  },
+                  "assetPositions": {
+                    "USDC": {
+                      "size": "49.601632",
+                      "symbol": "USDC",
+                      "side": "LONG",
+                      "assetId": "0",
+                      "subaccountNumber": 128
+                    }
+                  },
+                  "marginEnabled": true,
+                  "updatedAtHeight": "12905505"
+                },
+                {
+                  "address": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5",
+                  "subaccountNumber": 256,
+                  "equity": "41.902552695",
+                  "freeCollateral": "21.9040510255",
+                  "openPerpetualPositions": {
+                    "XLM-USD": {
+                      "market": "XLM-USD",
+                      "status": "OPEN",
+                      "side": "LONG",
+                      "size": "1810",
+                      "maxSize": "1810",
+                      "entryPrice": "0.11046795580110497238",
+                      "exitPrice": null,
+                      "realizedPnl": "0",
+                      "unrealizedPnl": "0.0380166949999999922",
+                      "createdAt": "2024-05-22T20:30:13.972Z",
+                      "createdAtHeight": "12906057",
+                      "closedAt": null,
+                      "sumOpen": "1810",
+                      "sumClose": "0",
+                      "netFunding": "0",
+                      "subaccountNumber": 256
+                    }
+                  },
+                  "assetPositions": {
+                    "USDC": {
+                      "size": "158.082464",
+                      "symbol": "USDC",
+                      "side": "SHORT",
+                      "assetId": "0",
+                      "subaccountNumber": 256
+                    }
+                  },
+                  "marginEnabled": true,
+                  "updatedAtHeight": "12906057"
+                },
+                {
+                  "address": "dydx155va0m7wz5n8zcqscn9afswwt04n4usj46wvp5",
+                  "subaccountNumber": 384,
+                  "equity": "39.638080292",
+                  "freeCollateral": "20.6751854628",
+                  "openPerpetualPositions": {
+                    "ARB-USD": {
+                      "market": "ARB-USD",
+                      "status": "OPEN",
+                      "side": "LONG",
+                      "size": "166",
+                      "maxSize": "166",
+                      "entryPrice": "1.14298795180722891566",
+                      "exitPrice": null,
+                      "realizedPnl": "0",
+                      "unrealizedPnl": "-0.10705170799999999956",
+                      "createdAt": "2024-05-22T20:31:23.666Z",
+                      "createdAtHeight": "12906110",
+                      "closedAt": null,
+                      "sumOpen": "166",
+                      "sumClose": "0",
+                      "netFunding": "0",
+                      "subaccountNumber": 384
+                    }
+                  },
+                  "assetPositions": {
+                    "USDC": {
+                      "size": "149.990868",
+                      "symbol": "USDC",
+                      "side": "SHORT",
+                      "assetId": "0",
+                      "subaccountNumber": 384
+                    }
+                  },
+                  "marginEnabled": true,
+                  "updatedAtHeight": "12906110"
+                }
+              ]
+            },
+            "orders": []
+          }
+        }
+    """.trimIndent()
+
     internal val channel_batch_data = """
         {
           "type": "channel_batch_data",