add mid market price

dydxprotocol · Apr 11, 2024 · a7e6595 · a7e6595
1 parent cd00770
commit a7e6595
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Showing 3 changed files with 74 additions and 22 deletions.
diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/V4StateManagerAdaptor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/V4StateManagerAdaptor.kt
@@ -1162,43 +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 subaccount = stateMachine.state?.subaccount(subaccountNumber)
         val existingOrder = subaccount?.orders?.firstOrNull { it.id == orderId }
-        val analyticsPayload = ParsingHelper.merge(
-            analyticsUtils.formatCancelOrderPayload(payload),
-            if (existingOrder != null) analyticsUtils.formatOrder(existingOrder) else mapOf(),
-        )?.toIMap()
+        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()) {

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
@@ -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,
             )

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/utils/AnalyticsUtils.kt b/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,
@@ -31,7 +54,6 @@ class AnalyticsUtils {
             "size" to payload.size,
             "subaccountNumber" to payload.subaccountNumber,
             "timeInForce" to payload.timeInForce,
-            "inferredTimeInForce" to calculateOrderTimeInForce(payload),
             "triggerPrice" to payload.triggerPrice,
             "type" to payload.type,
         ) as IMap<String, Any>?
@@ -66,11 +88,23 @@ class AnalyticsUtils {
     }
 
     /**
-     * Format Cancel Order Payload for `TradeCancelOrder` Analytic Event
+     * Format Cancel Order Payload and add order details for `TradeCancelOrder` Analytic Events
      * @param payload HumanReadableCancelOrderPayload
+     * @param existingOrder SubaccountOrder?
      * @param fromSlTpDialog Boolean
      */
-    fun formatCancelOrderPayload(
+    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>? {