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Move test-only functions off TradingStateMachine #670

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Sep 24, 2024
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Move test-only functions off TradingStateMachine #670

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298 changes: 0 additions & 298 deletions src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt
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Original file line number Diff line number Diff line change
Expand Up @@ -51,11 +51,8 @@ import exchange.dydx.abacus.protocols.ParserProtocol
import exchange.dydx.abacus.protocols.TrackingProtocol
import exchange.dydx.abacus.protocols.asTypedStringMap
import exchange.dydx.abacus.responses.ParsingError
import exchange.dydx.abacus.responses.ParsingErrorType
import exchange.dydx.abacus.responses.ParsingException
import exchange.dydx.abacus.responses.SocketInfo
import exchange.dydx.abacus.responses.StateResponse
import exchange.dydx.abacus.state.app.adaptors.AbUrl
import exchange.dydx.abacus.state.app.helper.Formatter
import exchange.dydx.abacus.state.changes.Changes
import exchange.dydx.abacus.state.changes.StateChanges
Expand All @@ -77,7 +74,6 @@ import exchange.dydx.abacus.utils.mutableMapOf
import exchange.dydx.abacus.utils.safeSet
import exchange.dydx.abacus.utils.typedSafeSet
import exchange.dydx.abacus.validator.InputValidator
import indexer.codegen.IndexerSparklineTimePeriod
import indexer.models.configs.ConfigsMarketAsset
import kollections.JsExport
import kollections.iListOf
Expand All @@ -86,9 +82,6 @@ import kollections.iMutableMapOf
import kollections.toIList
import kollections.toIMap
import kollections.toIMutableMap
import kotlinx.serialization.SerializationException
import kotlinx.serialization.json.Json
import kotlinx.serialization.json.jsonObject
import kotlin.math.max
import kotlin.math.min
import kotlin.time.Duration.Companion.days
Expand Down Expand Up @@ -283,297 +276,6 @@ open class TradingStateMachine(
return StateResponse(state, null)
}

fun socket(
url: AbUrl,
jsonString: String,
subaccountNumber: Int,
height: BlockAndTime?,
): StateResponse {
val errors = iMutableListOf<ParsingError>()
val json =
try {
Json.parseToJsonElement(jsonString).jsonObject.toMap()
} catch (e: SerializationException) {
errors.add(
ParsingError(
ParsingErrorType.ParsingError,
"$jsonString is not a valid JSON object",
e.stackTraceToString(),
),
)
null
}
if (json == null || errors.isNotEmpty()) {
return StateResponse(state, null, errors)
}
return socket(url, json, subaccountNumber, height)
}

@Throws(Exception::class)
private fun socket(
url: AbUrl,
payload: Map<String, Any>,
subaccountNumber: Int,
height: BlockAndTime?,
): StateResponse {
var changes: StateChanges? = null
val type = parser.asString(payload["type"])
val channel = parser.asString(payload["channel"])
val id = parser.asString(payload["id"])
val childSubaccountNumber = parser.asInt(payload["subaccountNumber"])
val info = SocketInfo(type, channel, id, childSubaccountNumber)
try {
when (type) {
"subscribed" -> {
val content = parser.asNativeMap(payload["contents"])
?: throw ParsingException(
ParsingErrorType.MissingContent,
payload.toString(),
)
when (channel) {
"v3_markets", "v4_markets" -> {
changes = receivedMarkets(content, subaccountNumber)
}

"v4_subaccounts", "v4_parent_subaccounts" -> {
changes = receivedSubaccountSubscribed(content, height)
}

"v3_orderbook", "v4_orderbook" -> {
val market = parser.asString(payload["id"])
changes = receivedOrderbook(market, content, subaccountNumber)
}

"v3_trades", "v4_trades" -> {
val market = parser.asString(payload["id"])
changes = receivedTrades(market, content)
}

"v4_candles" -> {
val channel = parser.asString(payload["id"])
val (market, resolution) = splitCandlesChannel(channel)
changes = receivedCandles(market, resolution, content)
}

else -> {
throw ParsingException(
ParsingErrorType.UnknownChannel,
"$channel subscribed is not known",
)
}
}
}

"unsubscribed" -> {}

"channel_data" -> {
val content = parser.asNativeMap(payload["contents"])
?: throw ParsingException(
ParsingErrorType.MissingContent,
payload.toString(),
)
when (channel) {
"v3_markets", "v4_markets" -> {
changes = receivedMarketsChanges(content, subaccountNumber)
}

"v4_subaccounts", "v4_parent_subaccounts" -> {
changes = receivedSubaccountsChanges(content, info, height)
}

"v3_orderbook", "v4_orderbook" -> {
throw ParsingException(
ParsingErrorType.UnhandledEndpoint,
"channel_data for $channel is not implemented",
)
// change = receivedOrderbookChanges(market, it)
}

"v3_trades", "v4_trades" -> {
val market = parser.asString(payload["id"])
changes = receivedTradesChanges(market, content)
}

"v4_candles" -> {
val channel = parser.asString(payload["id"])
val (market, resolution) = splitCandlesChannel(channel)
changes = receivedCandlesChanges(market, resolution, content)
}

else -> {
throw ParsingException(
ParsingErrorType.UnknownChannel,
"$channel channel data is not known",
)
}
}
}

"channel_batch_data" -> {
val content = parser.asList(payload["contents"])
?: throw ParsingException(
ParsingErrorType.MissingContent,
payload.toString(),
)
when (channel) {
"v3_markets", "v4_markets" -> {
changes = receivedBatchedMarketsChanges(content, subaccountNumber)
}

"v3_trades", "v4_trades" -> {
val market = parser.asString(payload["id"])
changes = receivedBatchedTradesChanges(market, content)
}

"v4_candles" -> {
val channel = parser.asString(payload["id"])
val (market, resolution) = splitCandlesChannel(channel)
changes = receivedBatchedCandlesChanges(market, resolution, content)
}

"v3_orderbook", "v4_orderbook" -> {
val market = parser.asString(payload["id"])
changes = receivedBatchOrderbookChanges(
market,
content,
subaccountNumber,
)
}

"v4_subaccounts", "v4_parent_subaccounts" -> {
changes = receivedBatchSubaccountsChanges(content, info, height)
}

else -> {
throw ParsingException(
ParsingErrorType.UnknownChannel,
"$channel channel batch data is not known",
)
}
}
}

"connected" -> {}

"error" -> {
throw ParsingException(ParsingErrorType.BackendError, payload.toString())
}

else -> {
throw ParsingException(
ParsingErrorType.Unhandled,
"Type [ $type # $channel ] is not handled",
)
}
}
var realChanges = changes
changes?.let {
realChanges = updateStateChanges(it)
}
return StateResponse(state, realChanges, null, info)
} catch (e: ParsingException) {
return StateResponse(state, null, iListOf(e.toParsingError()), info)
}
}

private fun splitCandlesChannel(channel: String?): Pair<String, String> {
if (channel == null) {
throw ParsingException(
ParsingErrorType.UnknownChannel,
"$channel is not known",
)
}
val marketAndResolution = channel.split("/")
if (marketAndResolution.size != 2) {
throw ParsingException(
ParsingErrorType.UnknownChannel,
"$channel is not known",
)
}
val market = marketAndResolution[0]
val resolution = marketAndResolution[1]
return Pair(market, resolution)
}

/**
* function specifically for testing spoofed rest response processing
*/
fun rest(
url: AbUrl,
payload: String,
subaccountNumber: Int,
height: Int?,
deploymentUri: String? = null,
period: String? = null,
): StateResponse {
/*
For backward compatibility only
*/
var changes: StateChanges? = null
var error: ParsingError? = null
when (url.path) {
"/v3/historical-pnl", "/v4/historical-pnl" -> {
val subaccountNumber =
parser.asInt(url.params?.firstOrNull { param -> param.key == "subaccountNumber" }?.value)
?: 0
changes = historicalPnl(payload, subaccountNumber)
}

"/v3/candles" -> {
changes = candles(payload)
}

"/v4/sparklines" -> {
changes = sparklines(payload, IndexerSparklineTimePeriod.ONEDAY)
}

"/v4/fills" -> {
val subaccountNumber =
parser.asInt(url.params?.firstOrNull { param -> param.key == "subaccountNumber" }?.value)
?: 0
changes = fills(payload, subaccountNumber)
}

"/v4/transfers" -> {
val subaccountNumber =
parser.asInt(url.params?.firstOrNull { param -> param.key == "subaccountNumber" }?.value)
?: 0
changes = transfers(payload, subaccountNumber)
}

"/configs/markets.json" -> {
if (deploymentUri != null) {
changes = configurations(
payload = payload,
subaccountNumber = subaccountNumber,
deploymentUri = deploymentUri,
)
}
}

else -> {
if (url.path.contains("/v3/historical-funding/") || url.path.contains("/v4/historicalFunding/")) {
changes = historicalFundings(payload)
} else if (url.path.contains("/v3/candles/") || url.path.contains("/v4/candles/")) {
changes = candles(payload)
} else if (url.path.contains("/v4/addresses/")) {
changes = account(payload)
} else {
error = ParsingError(
ParsingErrorType.UnhandledEndpoint,
"${url.path} parsing has not be implemented, or is an invalid endpoint",
)
}
}
}
if (changes != null) {
updateStateChanges(changes)
}

val errors = if (error != null) iListOf(error) else null
return StateResponse(state, changes, errors)
}

internal fun resetWallet(accountAddress: String?): StateResponse {
val wallet = if (accountAddress != null) iMapOf("walletAddress" to accountAddress) else null
this.wallet = wallet
Expand Down
2 changes: 2 additions & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/AdjustIsolatedMarginInputTests.kt
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Expand Up @@ -9,6 +9,8 @@ import exchange.dydx.abacus.state.app.adaptors.AbUrl
import exchange.dydx.abacus.state.model.AdjustIsolatedMarginInputField
import exchange.dydx.abacus.state.model.adjustIsolatedMargin
import exchange.dydx.abacus.tests.extensions.parseOnChainEquityTiers
import exchange.dydx.abacus.tests.extensions.rest
import exchange.dydx.abacus.tests.extensions.socket
import kotlin.test.BeforeTest
import kotlin.test.Test
import kotlin.test.assertEquals
Expand Down
1 change: 1 addition & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/IsolatedMarginModeTests.kt
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Expand Up @@ -12,6 +12,7 @@ import exchange.dydx.abacus.state.model.closePosition
import exchange.dydx.abacus.state.model.trade
import exchange.dydx.abacus.state.model.tradeInMarket
import exchange.dydx.abacus.tests.extensions.parseOnChainEquityTiers
import exchange.dydx.abacus.tests.extensions.socket
import kotlin.test.BeforeTest
import kotlin.test.DefaultAsserter.assertTrue
import kotlin.test.Test
Expand Down
1 change: 1 addition & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/TriggerOrdersInputTests.kt
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Expand Up @@ -7,6 +7,7 @@ import exchange.dydx.abacus.responses.StateResponse
import exchange.dydx.abacus.state.app.adaptors.AbUrl
import exchange.dydx.abacus.state.model.TriggerOrdersInputField
import exchange.dydx.abacus.state.model.triggerOrders
import exchange.dydx.abacus.tests.extensions.rest
import exchange.dydx.abacus.utils.Rounder
import kotlin.math.abs
import kotlin.test.Test
Expand Down
1 change: 1 addition & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/v3/V3OrderbookLoadTests.kt
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@@ -1,5 +1,6 @@
package exchange.dydx.abacus.payload.v3

import exchange.dydx.abacus.tests.extensions.socket
import exchange.dydx.abacus.utils.Logger
import kotlin.test.Test
import kotlin.test.assertNotNull
Expand Down
1 change: 1 addition & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/v3/V3OrderbookTests.kt
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@@ -1,6 +1,7 @@
package exchange.dydx.abacus.payload.v3

import exchange.dydx.abacus.state.model.setOrderbookGrouping
import exchange.dydx.abacus.tests.extensions.socket
import kotlin.test.Test
import kotlin.test.assertEquals
import kotlin.test.assertNotNull
Expand Down
1 change: 1 addition & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4AccountOrdersSortingTest.kt
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Expand Up @@ -3,6 +3,7 @@ package exchange.dydx.abacus.payload.v4
import exchange.dydx.abacus.calculator.CalculationPeriod
import exchange.dydx.abacus.tests.extensions.loadv4SubaccountsWithPositions
import exchange.dydx.abacus.tests.extensions.log
import exchange.dydx.abacus.tests.extensions.socket
import exchange.dydx.abacus.utils.SHORT_TERM_ORDER_DURATION
import exchange.dydx.abacus.utils.ServerTime
import kotlin.test.Test
Expand Down
2 changes: 2 additions & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4AccountTests.kt
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Expand Up @@ -25,6 +25,8 @@ import exchange.dydx.abacus.tests.extensions.loadv4SubaccountWithOrdersAndFillsC
import exchange.dydx.abacus.tests.extensions.loadv4SubaccountsWithPositions
import exchange.dydx.abacus.tests.extensions.log
import exchange.dydx.abacus.tests.extensions.parseOnChainEquityTiers
import exchange.dydx.abacus.tests.extensions.rest
import exchange.dydx.abacus.tests.extensions.socket
import exchange.dydx.abacus.utils.JsonEncoder
import exchange.dydx.abacus.utils.Parser
import exchange.dydx.abacus.utils.ServerTime
Expand Down
2 changes: 2 additions & 0 deletions src/commonTest/kotlin/exchange.dydx.abacus/payload/v4/V4CalculationTests.kt
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Expand Up @@ -3,6 +3,8 @@ package exchange.dydx.abacus.payload.v4
import exchange.dydx.abacus.calculator.CalculationPeriod
import exchange.dydx.abacus.responses.StateResponse
import exchange.dydx.abacus.state.app.adaptors.AbUrl
import exchange.dydx.abacus.tests.extensions.rest
import exchange.dydx.abacus.tests.extensions.socket
import kotlin.test.Test
import kotlin.test.assertEquals

Expand Down
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