add cancel orders with tx queue

dydxprotocol · Aug 29, 2024 · bc416a0 · bc416a0
1 parent 2515890
commit bc416a0
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diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/AsyncAbacusStateManagerProtocol.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/AsyncAbacusStateManagerProtocol.kt
@@ -63,6 +63,7 @@ interface AsyncAbacusStateManagerProtocol {
     fun closePositionPayload(): HumanReadablePlaceOrderPayload?
     fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload?
     fun cancelOrderPayload(orderId: String): HumanReadableCancelOrderPayload?
+    fun cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload?
     fun depositPayload(): HumanReadableDepositPayload?
     fun withdrawPayload(): HumanReadableWithdrawPayload?
     fun subaccountTransferPayload(): HumanReadableSubaccountTransferPayload?
@@ -80,6 +81,7 @@ interface AsyncAbacusStateManagerProtocol {
     // Commit changes with params
     fun faucet(amount: Double, callback: TransactionCallback)
     fun cancelOrder(orderId: String, callback: TransactionCallback)
+    fun cancelOrders(marketId: String?, callback: TransactionCallback)
 
     // Bridge functions.
     // If client is not using cancelOrder function, it should call orderCanceled function with

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/utils/Payloads.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/utils/Payloads.kt
@@ -83,6 +83,13 @@ data class HumanReadableCancelOrderPayload(
     val goodTilBlockTime: Int?,
 )
 
+@JsExport
+@Serializable
+data class HumanReadableCancelMultipleOrdersPayload(
+    val marketId: String?,
+    val payloads: IList<HumanReadableCancelOrderPayload>,
+)
+
 @JsExport
 @Serializable
 data class HumanReadableTriggerOrdersPayload(

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/AsyncAbacusStateManagerV2.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/AsyncAbacusStateManagerV2.kt
@@ -23,6 +23,7 @@ import exchange.dydx.abacus.state.manager.ConfigFile
 import exchange.dydx.abacus.state.manager.GasToken
 import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -503,6 +504,10 @@ class AsyncAbacusStateManagerV2(
         return adaptor?.cancelOrderPayload(orderId)
     }
 
+    override fun cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload? {
+        return adaptor?.cancelOrdersPayload(marketId)
+    }
+
     override fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload? {
         return adaptor?.triggerOrdersPayload()
     }
@@ -603,6 +608,15 @@ class AsyncAbacusStateManagerV2(
         }
     }
 
+    override fun cancelOrders(marketId: String?, callback: TransactionCallback) {
+        try {
+            adaptor?.cancelOrders(marketId, 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)

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/StateManagerAdaptorV2.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/manager/StateManagerAdaptorV2.kt
@@ -26,6 +26,7 @@ import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.GasToken
 import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -58,6 +59,8 @@ import exchange.dydx.abacus.state.v2.supervisor.adjustIsolatedMargin
 import exchange.dydx.abacus.state.v2.supervisor.adjustIsolatedMarginPayload
 import exchange.dydx.abacus.state.v2.supervisor.cancelOrder
 import exchange.dydx.abacus.state.v2.supervisor.cancelOrderPayload
+import exchange.dydx.abacus.state.v2.supervisor.cancelOrders
+import exchange.dydx.abacus.state.v2.supervisor.cancelOrdersPayload
 import exchange.dydx.abacus.state.v2.supervisor.closePosition
 import exchange.dydx.abacus.state.v2.supervisor.closePositionPayload
 import exchange.dydx.abacus.state.v2.supervisor.commitAdjustIsolatedMargin
@@ -538,6 +541,10 @@ internal class StateManagerAdaptorV2(
         return accounts.cancelOrderPayload(orderId)
     }
 
+    internal fun cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload? {
+        return accounts.cancelOrdersPayload(marketId)
+    }
+
     internal fun triggerOrdersPayload(): HumanReadableTriggerOrdersPayload? {
         return accounts.triggerOrdersPayload(currentHeight)
     }
@@ -596,6 +603,10 @@ internal class StateManagerAdaptorV2(
         accounts.cancelOrder(orderId, callback)
     }
 
+    internal fun cancelOrders(marketId: String?, callback: TransactionCallback) {
+        accounts.cancelOrders(marketId, callback)
+    }
+
     internal fun orderCanceled(orderId: String) {
         accounts.orderCanceled(orderId)
     }

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountSupervisor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountSupervisor.kt
@@ -21,6 +21,7 @@ import exchange.dydx.abacus.state.changes.StateChanges
 import exchange.dydx.abacus.state.manager.ApiData
 import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -1180,6 +1181,10 @@ internal fun AccountSupervisor.cancelOrderPayload(
     return subaccount?.cancelOrderPayload(orderId)
 }
 
+internal fun AccountSupervisor.cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload? {
+    return subaccount?.cancelOrdersPayload(marketId)
+}
+
 internal fun AccountSupervisor.depositPayload(): HumanReadableDepositPayload? {
     return subaccount?.depositPayload()
 }
@@ -1231,6 +1236,10 @@ internal fun AccountSupervisor.cancelOrder(orderId: String, callback: Transactio
     subaccount?.cancelOrder(orderId = orderId, callback = callback)
 }
 
+internal fun AccountSupervisor.cancelOrders(marketId: String?, callback: TransactionCallback) {
+    subaccount?.cancelOrders(marketId, callback)
+}
+
 internal fun AccountSupervisor.orderCanceled(orderId: String) {
     subaccount?.orderCanceled(orderId)
 }

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountsSupervisor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/AccountsSupervisor.kt
@@ -15,6 +15,7 @@ import exchange.dydx.abacus.state.manager.ApiData
 import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.HistoricalPnlPeriod
 import exchange.dydx.abacus.state.manager.HistoricalTradingRewardsPeriod
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -275,6 +276,10 @@ internal fun AccountsSupervisor.cancelOrderPayload(orderId: String): HumanReadab
     return account?.cancelOrderPayload(orderId)
 }
 
+internal fun AccountsSupervisor.cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload? {
+    return account?.cancelOrdersPayload(marketId)
+}
+
 internal fun AccountsSupervisor.depositPayload(): HumanReadableDepositPayload? {
     return account?.depositPayload()
 }
@@ -337,6 +342,10 @@ internal fun AccountsSupervisor.cancelOrder(orderId: String, callback: Transacti
     account?.cancelOrder(orderId, callback)
 }
 
+internal fun AccountsSupervisor.cancelOrders(marketId: String?, callback: TransactionCallback) {
+    account?.cancelOrders(marketId, callback)
+}
+
 internal fun AccountsSupervisor.orderCanceled(orderId: String) {
     account?.orderCanceled(orderId)
 }

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
@@ -14,6 +14,7 @@ import exchange.dydx.abacus.state.changes.StateChanges
 import exchange.dydx.abacus.state.manager.ApiData
 import exchange.dydx.abacus.state.manager.BlockAndTime
 import exchange.dydx.abacus.state.manager.FaucetRecord
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadableFaucetPayload
@@ -328,6 +329,10 @@ internal class SubaccountSupervisor(
         return payloadProvider.cancelOrderPayload(orderId)
     }
 
+    internal fun cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload {
+        return payloadProvider.cancelOrdersPayload(marketId)
+    }
+
     fun trade(
         data: String?,
         type: TradeInputField?,
@@ -425,6 +430,10 @@ internal class SubaccountSupervisor(
         return transactionSupervisor.cancelOrder(orderId, isOrphanedTriggerOrder, callback)
     }
 
+    internal fun cancelOrders(marketId: String?, callback: TransactionCallback): HumanReadableCancelMultipleOrdersPayload {
+        return transactionSupervisor.cancelOrders(marketId, callback)
+    }
+
     internal fun commitTriggerOrders(
         currentHeight: Int?,
         callback: TransactionCallback

diff --git a/...n/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountTransactionPayloadProvider.kt b/...n/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountTransactionPayloadProvider.kt
@@ -10,6 +10,7 @@ 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.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableDepositPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
@@ -22,8 +23,10 @@ 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.SHORT_TERM_ORDER_DURATION
+import kollections.iEmptyList
 import kollections.iListOf
 import kollections.iMutableListOf
+import kollections.toIList
 import kotlin.random.Random
 import kotlin.time.Duration.Companion.seconds
 
@@ -35,6 +38,9 @@ internal interface SubaccountTransactionPayloadProviderProtocol {
     @Throws(Exception::class)
     fun cancelOrderPayload(orderId: String): HumanReadableCancelOrderPayload
 
+    @Throws(Exception::class)
+    fun cancelOrdersPayload(marketId: String?): HumanReadableCancelMultipleOrdersPayload
+
     fun triggerOrdersPayload(currentHeight: Int?): HumanReadableTriggerOrdersPayload
 
     @Throws(Exception::class)
@@ -169,6 +175,22 @@ internal class SubaccountTransactionPayloadProvider(
         )
     }
 
+    @Throws(Exception::class)
+    override fun cancelOrdersPayload(
+        marketId: String?,
+    ): HumanReadableCancelMultipleOrdersPayload {
+        val subaccount = stateMachine.state?.subaccount(subaccountNumber) ?: throw Exception("subaccount is null")
+        val openOrders = subaccount.orders?.let { orders ->
+            orders.filter { ( marketId == null || it.marketId == marketId ) && it.status.isOpen }
+        } ?: iEmptyList()
+        val cancelPayloads = openOrders.map { cancelOrderPayload(it.id) }.sortedBy { payload -> payload.orderFlags }.toIList()
+
+        return HumanReadableCancelMultipleOrdersPayload(
+            marketId = marketId,
+            payloads = cancelPayloads
+        )
+    }
+
     override fun transferPayloadForIsolatedMarginTrade(orderPayload: HumanReadablePlaceOrderPayload): HumanReadableSubaccountTransferPayload? {
         val trade = stateMachine.state?.input?.trade ?: return null
         val childSubaccountNumber = orderPayload.subaccountNumber

diff --git a/...onMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountTransactionSupervisor.kt b/...onMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountTransactionSupervisor.kt
@@ -14,6 +14,7 @@ import exchange.dydx.abacus.responses.ParsingErrorType
 import exchange.dydx.abacus.responses.ParsingException
 import exchange.dydx.abacus.state.manager.CancelOrderRecord
 import exchange.dydx.abacus.state.manager.FaucetRecord
+import exchange.dydx.abacus.state.manager.HumanReadableCancelMultipleOrdersPayload
 import exchange.dydx.abacus.state.manager.HumanReadableCancelOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadablePlaceOrderPayload
 import exchange.dydx.abacus.state.manager.HumanReadableSubaccountTransferPayload
@@ -31,6 +32,7 @@ import exchange.dydx.abacus.utils.IMap
 import exchange.dydx.abacus.utils.IMutableList
 import exchange.dydx.abacus.utils.Logger
 import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
+import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.ParsingHelper
 import exchange.dydx.abacus.utils.SHORT_TERM_ORDER_FLAGS
 import exchange.dydx.abacus.utils.iMapOf
@@ -147,6 +149,33 @@ internal class SubaccountTransactionSupervisor(
         return submitCancelOrder(orderId, marketId, callback, payload, analyticsPayload, uiClickTimeMs)
     }
 
+    internal fun cancelOrders(marketId: String?, callback: TransactionCallback): HumanReadableCancelMultipleOrdersPayload {
+        val payload = payloadProvider.cancelOrdersPayload(marketId)
+
+        payload.payloads.forEach { cancelPayload ->
+            val subaccount = stateMachine.state?.subaccount(subaccountNumber)
+            val existingOrder = subaccount?.orders?.firstOrNull { it.id == cancelPayload.orderId }
+                ?: throw ParsingException(
+                    ParsingErrorType.MissingRequiredData,
+                    "no existing order to be cancelled for $cancelPayload.orderId",
+                )
+            val marketId = existingOrder.marketId
+            val cancelOrderAnalyticsPayload = analyticsUtils.cancelOrderAnalyticsPayload(
+                cancelPayload,
+                existingOrder
+            )
+            submitCancelOrder(
+                orderId = cancelPayload.orderId,
+                marketId = marketId,
+                callback = callback,
+                payload = cancelPayload,
+                analyticsPayload = cancelOrderAnalyticsPayload,
+                uiClickTimeMs = Numeric.double.ZERO, // TODO(@aforaleka) add back tracking
+            )
+        }
+        return payload
+    }
+
     internal fun commitTriggerOrders(
         currentHeight: Int?,
         callback: TransactionCallback

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
@@ -208,6 +208,50 @@ class V4TransactionTests : NetworkTests() {
         assertTransactionQueueEmpty()
     }
 
+    @Test
+    fun testCancelAllOrders() {
+        setStateMachineConnected(stateManager)
+        testWebSocket?.simulateReceived(mock.accountsChannel.v4_channel_data_with_orders)
+
+        var statefulCancelCalledCount = 0
+        val callback: TransactionCallback = { _, _, _ -> statefulCancelCalledCount++ }
+        val cancelPayloads = testChain!!.canceldOrderPayloads
+
+        subaccountSupervisor?.cancelOrders(null, callback)
+        // there are 2 short term orders and 4 stateful orders
+        // hence 2 stateful orders should be queued
+        assertEquals(3, cancelPayloads.size)
+        assertEquals(2, subaccountSupervisor?.transactionQueue?.size)
+        repeat(4) {
+            testChain?.simulateTransactionResponse(testChain!!.dummySuccess)
+        }
+
+        assertEquals(4, statefulCancelCalledCount)
+        assertEquals(5, cancelPayloads.size)
+    }
+
+    @Test
+    fun testCancelAllOrdersUnderMarket() {
+        setStateMachineConnected(stateManager)
+        testWebSocket?.simulateReceived(mock.accountsChannel.v4_channel_data_with_orders)
+
+        var statefulCancelCalledCount = 0
+        val callback: TransactionCallback = { _, _, _ -> statefulCancelCalledCount++ }
+        val cancelPayloads = testChain!!.canceldOrderPayloads
+
+        subaccountSupervisor?.cancelOrders("ETH-USD", callback)
+        // there are 1 short term order and 3 stateful orders in "ETH"
+        // hence 2 stateful orders should be queued
+        assertEquals(2, cancelPayloads.size)
+        assertEquals(2, subaccountSupervisor?.transactionQueue?.size)
+        repeat(3) {
+            testChain?.simulateTransactionResponse(testChain!!.dummySuccess)
+        }
+        assertTransactionQueueEmpty()
+        assertEquals(3, statefulCancelCalledCount)
+        assertEquals(4, cancelPayloads.size)
+    }
+
     @Test
     fun testCancelTriggerOrdersWithClosedOrFlippedPositions() {
         setStateMachineConnected(stateManager)

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/AccountsChannelMock.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/AccountsChannelMock.kt
@@ -1949,6 +1949,28 @@ internal class AccountsChannelMock {
                     "goodTilBlock": "8864635",
                     "ticker": "ETH-USD",
                     "clientMetadata": "1"
+                },
+                {
+                    "id": "734617f4-29ba-50fe-878d-391ad4e4fbae",
+                    "subaccountId": "e470a747-3aa0-543e-aafa-0bd27d568901",
+                    "clientId": "1597910999",
+                    "clobPairId": "0",
+                    "side": "BUY",
+                    "size": "0.1",
+                    "totalFilled": "0",
+                    "price": "42000",
+                    "type": "LIMIT",
+                    "status": "OPEN",
+                    "timeInForce": "IOC",
+                    "reduceOnly": true,
+                    "orderFlags": "0",
+                    "goodTilBlockTime": "2024-04-02T15:57:16.000Z",
+                    "createdAtHeight": "8489771",
+                    "clientMetadata": "0",
+                    "updatedAt": "2024-03-15T06:37:01.731Z",
+                    "updatedAtHeight": "8489771",
+                    "postOnly": false,
+                    "ticker": "BTC-USD"
                 }
               ],
               "fills":[