feat: market close all positions (#660)

build.gradle.kts

@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.11.10"
+version = "1.11.11"
 
 repositories {
     google()

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

@@ -204,6 +204,7 @@ enum class AnalyticsEvent {
     TradePlaceOrderClick,
     TradeCancelOrderClick,
     TradeCancelAllOrdersClick,
+    TradeCloseAllPositionsClick,
     TradePlaceOrder,
     TradeCancelOrder,
     TradePlaceOrderSubmissionConfirmed,

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

@@ -66,6 +66,7 @@ interface AsyncAbacusStateManagerProtocol {
     // these functions provide payload
     fun placeOrderPayload(): HumanReadablePlaceOrderPayload?
     fun closePositionPayload(): HumanReadablePlaceOrderPayload?
+    fun closeAllPositionsPayload(): HumanReadableCloseAllPositionsPayload?
     fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload?
     fun cancelOrderPayload(orderId: String): HumanReadableCancelOrderPayload?
     fun cancelAllOrdersPayload(marketId: String?): HumanReadableCancelAllOrdersPayload?
@@ -87,6 +88,7 @@ interface AsyncAbacusStateManagerProtocol {
     fun faucet(amount: Double, callback: TransactionCallback)
     fun cancelOrder(orderId: String, callback: TransactionCallback)
     fun cancelAllOrders(marketId: String?, callback: TransactionCallback)
+    fun closeAllPositions(callback: TransactionCallback)
 
     // Bridge functions.
     // If client is not using cancelOrder function, it should call orderCanceled function with

src/commonMain/kotlin/exchange.dydx.abacus/state/manager/utils/Payloads.kt

@@ -3,6 +3,7 @@ package exchange.dydx.abacus.state.manager
 import exchange.dydx.abacus.output.input.OrderStatus
 import exchange.dydx.abacus.utils.IList
 import kollections.JsExport
+import kollections.List
 import kotlinx.serialization.Serializable
 
 internal data class Subaccount(
@@ -87,7 +88,13 @@ data class HumanReadableCancelOrderPayload(
 @Serializable
 data class HumanReadableCancelAllOrdersPayload(
     val marketId: String?,
-    val payloads: IList<HumanReadableCancelOrderPayload>,
+    val payloads: List<HumanReadableCancelOrderPayload>,
+)
+
+@JsExport
+@Serializable
+data class HumanReadableCloseAllPositionsPayload(
+    val payloads: List<HumanReadablePlaceOrderPayload>,
 )
 
 @JsExport

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/AsyncAbacusStateManagerV2.kt

@@ -26,6 +26,7 @@ import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -516,6 +517,10 @@ class AsyncAbacusStateManagerV2(
         return adaptor?.cancelAllOrdersPayload(marketId)
     }
 
+    override fun closeAllPositionsPayload(): HumanReadableCloseAllPositionsPayload? {
+        return adaptor?.closeAllPositionsPayload()
+    }
+
     override fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload? {
         return adaptor?.triggerOrdersPayload()
     }
@@ -625,6 +630,15 @@ class AsyncAbacusStateManagerV2(
         }
     }
 
+    override fun closeAllPositions(callback: TransactionCallback) {
+        try {
+            adaptor?.closeAllPositions(callback)
+        } catch (e: Exception) {
+            val error = V4TransactionErrors.error(null, e.toString())
+            callback(false, error, null)
+        }
+    }
+
     override fun triggerCompliance(action: ComplianceAction, callback: TransactionCallback) {
         try {
             adaptor?.triggerCompliance(action, callback)

src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/StateManagerAdaptorV2.kt

@@ -28,6 +28,7 @@ import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -62,6 +63,8 @@ import exchange.dydx.abacus.state.v2.supervisor.cancelAllOrders
 import exchange.dydx.abacus.state.v2.supervisor.cancelAllOrdersPayload
 import exchange.dydx.abacus.state.v2.supervisor.cancelOrder
 import exchange.dydx.abacus.state.v2.supervisor.cancelOrderPayload
+import exchange.dydx.abacus.state.v2.supervisor.closeAllPositions
+import exchange.dydx.abacus.state.v2.supervisor.closeAllPositionsPayload
 import exchange.dydx.abacus.state.v2.supervisor.closePosition
 import exchange.dydx.abacus.state.v2.supervisor.closePositionPayload
 import exchange.dydx.abacus.state.v2.supervisor.commitAdjustIsolatedMargin
@@ -546,6 +549,10 @@ internal class StateManagerAdaptorV2(
         return accounts.cancelAllOrdersPayload(marketId)
     }
 
+    internal fun closeAllPositionsPayload(): HumanReadableCloseAllPositionsPayload? {
+        return accounts.closeAllPositionsPayload(currentHeight)
+    }
+
     internal fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload? {
         return accounts.triggerOrdersPayload(currentHeight)
     }
@@ -608,6 +615,10 @@ internal class StateManagerAdaptorV2(
         accounts.cancelAllOrders(marketId, callback)
     }
 
+    internal fun closeAllPositions(callback: TransactionCallback) {
+        accounts.closeAllPositions(currentHeight, callback)
+    }
+
     internal fun orderCanceled(orderId: String) {
         accounts.orderCanceled(orderId)
     }

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

@@ -23,6 +23,7 @@ import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -1154,6 +1155,10 @@ internal fun AccountSupervisor.cancelAllOrdersPayload(marketId: String?): HumanR
     return subaccount?.cancelAllOrdersPayload(marketId)
 }
 
+internal fun AccountSupervisor.closeAllPositionsPayload(currentHeight: Int?): HumanReadableCloseAllPositionsPayload? {
+    return subaccount?.closeAllPositionsPayload(currentHeight)
+}
+
 internal fun AccountSupervisor.depositPayload(): HumanReadableDepositPayload? {
     return subaccount?.depositPayload()
 }
@@ -1209,6 +1214,10 @@ internal fun AccountSupervisor.cancelAllOrders(marketId: String?, callback: Tran
     subaccount?.cancelAllOrders(marketId, callback)
 }
 
+internal fun AccountSupervisor.closeAllPositions(currentHeight: Int?, callback: TransactionCallback) {
+    subaccount?.closeAllPositions(currentHeight, callback)
+}
+
 internal fun AccountSupervisor.orderCanceled(orderId: String) {
     subaccount?.orderCanceled(orderId)
 }

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

@@ -17,6 +17,7 @@ import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -295,6 +296,10 @@ internal fun AccountsSupervisor.cancelAllOrdersPayload(marketId: String?): Human
     return account?.cancelAllOrdersPayload(marketId)
 }
 
+internal fun AccountsSupervisor.closeAllPositionsPayload(currentHeight: Int?): HumanReadableCloseAllPositionsPayload? {
+    return account?.closeAllPositionsPayload(currentHeight)
+}
+
 internal fun AccountsSupervisor.depositPayload(): HumanReadableDepositPayload? {
     return account?.depositPayload()
 }
@@ -361,6 +366,10 @@ internal fun AccountsSupervisor.cancelAllOrders(marketId: String?, callback: Tra
     account?.cancelAllOrders(marketId, callback)
 }
 
+internal fun AccountsSupervisor.closeAllPositions(currentHeight: Int?, callback: TransactionCallback) {
+    account?.closeAllPositions(currentHeight, callback)
+}
+
 internal fun AccountsSupervisor.orderCanceled(orderId: String) {
     account?.orderCanceled(orderId)
 }

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

@@ -16,6 +16,7 @@ import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.FaucetRecord
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadableFaucetPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -334,6 +335,10 @@ internal class SubaccountSupervisor(
         return payloadProvider.cancelAllOrdersPayload(marketId)
     }
 
+    internal fun closeAllPositionsPayload(currentHeight: Int?): HumanReadableCloseAllPositionsPayload {
+        return payloadProvider.closeAllPositionsPayload(currentHeight)
+    }
+
     fun trade(
         data: String?,
         type: TradeInputField?,
@@ -435,6 +440,10 @@ internal class SubaccountSupervisor(
         return transactionSupervisor.cancelAllOrders(marketId, callback)
     }
 
+    internal fun closeAllPositions(currentHeight: Int?, callback: TransactionCallback): HumanReadableCloseAllPositionsPayload {
+        return transactionSupervisor.closeAllPositions(currentHeight, callback)
+    }
+
     internal fun commitTriggerOrders(
         currentHeight: Int?,
         callback: TransactionCallback

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

@@ -2,16 +2,20 @@ package exchange.dydx.abacus.state.v2.supervisor
 
 import abs
 import exchange.dydx.abacus.calculator.MarginCalculator
+import exchange.dydx.abacus.calculator.SlippageConstants.MARKET_ORDER_MAX_SLIPPAGE
 import exchange.dydx.abacus.calculator.TriggerOrdersConstants.TRIGGER_ORDER_DEFAULT_DURATION_DAYS
 import exchange.dydx.abacus.output.account.SubaccountOrder
+import exchange.dydx.abacus.output.account.SubaccountPosition
 import exchange.dydx.abacus.output.input.IsolatedMarginAdjustmentType
 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.OrderType
 import exchange.dydx.abacus.output.input.TradeInputGoodUntil
 import exchange.dydx.abacus.output.input.TriggerOrder
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -23,6 +27,7 @@ import exchange.dydx.abacus.state.model.TradingStateMachine
 import exchange.dydx.abacus.utils.LIMIT_CLOSE_ORDER_DEFAULT_DURATION_DAYS
 import exchange.dydx.abacus.utils.MAX_SUBACCOUNT_NUMBER
 import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
+import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.SHORT_TERM_ORDER_DURATION
 import kollections.iEmptyList
 import kollections.iListOf
@@ -46,6 +51,9 @@ internal interface SubaccountTransactionPayloadProviderProtocol {
     @Throws(Exception::class)
     fun closePositionPayload(currentHeight: Int?): HumanReadablePlaceOrderPayload
 
+    @Throws(Exception::class)
+    fun closeAllPositionsPayload(currentHeight: Int?): HumanReadableCloseAllPositionsPayload
+
     @Throws(Exception::class)
     fun adjustIsolatedMarginPayload(): HumanReadableSubaccountTransferPayload
 
@@ -191,6 +199,16 @@ internal class SubaccountTransactionPayloadProvider(
         )
     }
 
+    @Throws(Exception::class)
+    override fun closeAllPositionsPayload(currentHeight: Int?): HumanReadableCloseAllPositionsPayload {
+        val subaccount = stateMachine.state?.subaccount(subaccountNumber) ?: throw Exception("subaccount is null")
+        val orderPayloads = subaccount.openPositions?.map { marketFullClosePositionPayload(it, currentHeight) }?.toIList() ?: iEmptyList()
+
+        return HumanReadableCloseAllPositionsPayload(
+            payloads = orderPayloads,
+        )
+    }
+
     override fun transferPayloadForIsolatedMarginTrade(orderPayload: HumanReadablePlaceOrderPayload): HumanReadableSubaccountTransferPayload? {
         val trade = stateMachine.state?.input?.trade ?: return null
         val childSubaccountNumber = orderPayload.subaccountNumber
@@ -268,6 +286,19 @@ internal class SubaccountTransactionPayloadProvider(
         return HumanReadableTriggerOrdersPayload(marketId, positionSize, placeOrderPayloads, cancelOrderPayloads)
     }
 
+    private fun subaccountNumberForPosition(marketId: String): Int {
+        return if (stateMachine.staticTyping) {
+            stateMachine.internalState.wallet.account.groupedSubaccounts[subaccountNumber]?.openPositions?.get(marketId)?.childSubaccountNumber ?: subaccountNumber
+        } else {
+            helper.parser.asInt(
+                helper.parser.value(
+                    stateMachine.data,
+                    "wallet.account.groupedSubaccounts.$subaccountNumber.openPositions.$marketId.childSubaccountNumber",
+                ),
+            ) ?: subaccountNumber
+        }
+    }
+
     @Throws(Exception::class)
     override fun closePositionPayload(currentHeight: Int?): HumanReadablePlaceOrderPayload {
         val closePosition = stateMachine.state?.input?.closePosition
@@ -288,17 +319,7 @@ internal class SubaccountTransactionPayloadProvider(
         val goodTilTimeInSeconds = if (isLimitClose) (limitCloseDuration / 1.seconds).toInt() else null
         val goodTilBlock = if (isLimitClose) null else currentHeight?.plus(SHORT_TERM_ORDER_DURATION)
         val marketInfo = marketInfo(marketId)
-        val subaccountNumberForPosition =
-            if (stateMachine.staticTyping) {
-                stateMachine.internalState.wallet.account.groupedSubaccounts[subaccountNumber]?.openPositions?.get(marketId)?.childSubaccountNumber ?: subaccountNumber
-            } else {
-                helper.parser.asInt(
-                    helper.parser.value(
-                        stateMachine.data,
-                        "wallet.account.groupedSubaccounts.$subaccountNumber.openPositions.$marketId.childSubaccountNumber",
-                    ),
-                ) ?: subaccountNumber
-            }
+        val subaccountNumberForPosition = subaccountNumberForPosition(marketId)
 
         return HumanReadablePlaceOrderPayload(
             subaccountNumber = subaccountNumberForPosition,
@@ -321,6 +342,48 @@ internal class SubaccountTransactionPayloadProvider(
         )
     }
 
+    private fun marketFullClosePositionPayload(position: SubaccountPosition, currentHeight: Int?): HumanReadablePlaceOrderPayload {
+        val marketId = position.id
+        val clientId = ClientId.generate()
+        val subaccountNumberForPosition = subaccountNumberForPosition(marketId)
+        val positionSize = position.size.current ?: throw Exception("size is null")
+        val side = if (positionSize > Numeric.double.ZERO) OrderSide.Sell.rawValue else OrderSide.Buy.rawValue
+        val oraclePrice = stateMachine.state?.market(marketId)?.oraclePrice ?: throw Exception("missing oraclePrice")
+        val price = if (side == OrderSide.Buy.rawValue) {
+            oraclePrice * (Numeric.double.ONE + MARKET_ORDER_MAX_SLIPPAGE)
+        } else {
+            oraclePrice * (Numeric.double.ONE - MARKET_ORDER_MAX_SLIPPAGE)
+        }
+        val size = positionSize.abs()
+        val type = "MARKET"
+        val reduceOnly = true
+        val postOnly = false
+        val timeInForce = "IOC"
+        val execution = "DEFAULT"
+        val goodTilBlock = currentHeight?.plus(SHORT_TERM_ORDER_DURATION)
+        val marketInfo = marketInfo(marketId)
+
+        return HumanReadablePlaceOrderPayload(
+            subaccountNumber = subaccountNumberForPosition,
+            marketId = marketId,
+            clientId = clientId,
+            type = type,
+            side = side,
+            price = price,
+            triggerPrice = null,
+            size = size,
+            sizeInput = null,
+            reduceOnly = reduceOnly,
+            postOnly = postOnly,
+            timeInForce = timeInForce,
+            execution = execution,
+            goodTilTimeInSeconds = null,
+            goodTilBlock = goodTilBlock,
+            marketInfo = marketInfo,
+            currentHeight = currentHeight,
+        )
+    }
+
     @Throws(Exception::class)
     override fun adjustIsolatedMarginPayload(): HumanReadableSubaccountTransferPayload {
         val isolatedMarginAdjustment = stateMachine.state?.input?.adjustIsolatedMargin ?: error("AdjustIsolatedMarginInput is null")

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

@@ -16,6 +16,7 @@ import exchange.dydx.abacus.state.manager.CancelOrderRecord
 import exchange.dydx.abacus.state.manager.FaucetRecord
 import exchange.dydx.abacus.state.manager.HumanReadableCancelAllOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
+import exchange.dydx.abacus.state.manager.HumanReadableCloseAllPositionsPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
 import exchange.dydx.abacus.state.manager.HumanReadableTriggerOrdersPayload
@@ -181,6 +182,23 @@ internal class SubaccountTransactionSupervisor(
         return payload
     }
 
+    internal fun closeAllPositions(currentHeight: Int?, callback: TransactionCallback): HumanReadableCloseAllPositionsPayload {
+        val payload = payloadProvider.closeAllPositionsPayload(currentHeight)
+        payload.payloads.forEach { closePositionPayload ->
+            val marketId = closePositionPayload.marketId
+            val midMarketPrice = stateMachine.state?.marketOrderbook(marketId)?.midPrice
+            val analyticsPayload = analyticsUtils.placeOrderAnalyticsPayload(
+                payload = closePositionPayload,
+                midMarketPrice = midMarketPrice,
+                fromSlTpDialog = false,
+                isClosePosition = true,
+            )
+            val uiClickTimeMs = transactionTracker.trackOrderClick(analyticsPayload, AnalyticsEvent.TradeCloseAllPositionsClick)
+            submitPlaceOrder(callback, closePositionPayload, analyticsPayload, uiClickTimeMs, false)
+        }
+        return payload
+    }
+
     internal fun commitTriggerOrders(
         currentHeight: Int?,
         callback: TransactionCallback