fix(ts): #224 cancelled order displayed as open still (#276)

fix(ts): 224
aux-exchange · Nov 16, 2022 · 0def3f7 · 0def3f7
1 parent ff0861d
commit 0def3f7
Show file tree

Hide file tree

Showing 7 changed files with 101 additions and 53 deletions.
diff --git a/aptos/api/aux-ts/src/account.ts b/aptos/api/aux-ts/src/account.ts
@@ -76,13 +76,13 @@ export default class AuxAccount {
     return market.openOrders(this.owner);
   }
 
-  async orderHistory(marketInput: MarketInput): Promise<OrderPlacedEvent[]> {
+  async orderHistory(marketInput: MarketInput): Promise<{ order: OrderPlacedEvent; status: "open" | "canceled" | "filled" }[]> {
     const market = await Market.read(this.auxClient, marketInput);
     return market.orderHistory(this.owner);
   }
 
   async tradeHistory(marketInput: MarketInput): Promise<OrderFillEvent[]> {
     const market = await Market.read(this.auxClient, marketInput);
-    return market.tradeHistory(this.owner);
+    return market.fillHistory(this.owner);
   }
 }
diff --git a/aptos/api/aux-ts/src/clob/core/query.ts b/aptos/api/aux-ts/src/clob/core/query.ts
@@ -362,10 +362,7 @@ export async function openOrders(
     arguments: [owner],
   };
   simulator = simulator ?? auxClient.simulator;
-  const txResult = await auxClient.simulateTransaction(
-    payload,
-    simulator,
-  );
+  const txResult = await auxClient.simulateTransaction(payload, simulator);
   const event: RawOpenOrdersEvent = txResult.events[0]! as RawOpenOrdersEvent;
   if (_.isUndefined(event)) {
     return [];
@@ -393,37 +390,67 @@ export async function orderHistory(
   quoteCoinType: Types.MoveStructTag,
   owner: Types.Address | undefined,
   pagination?: { start: BN } | { limit: BN }
-): Promise<OrderPlacedEvent[]> {
-  const events = await orderPlacedEvents(
+): Promise<
+  { order: OrderPlacedEvent; status: "open" | "canceled" | "filled" }[]
+> {
+  const market_ = await market(auxClient, baseCoinType, quoteCoinType);
+  const orders = await orderPlacedEvents(
     auxClient,
     auxClient.moduleAddress,
-    await market(auxClient, baseCoinType, quoteCoinType),
+    market_,
     pagination
   );
-  return events.filter(
-    (orderPlacedEvent) =>
-      _.isUndefined(owner) || orderPlacedEvent.owner.hex() === owner
+  const fills = await orderFillEvents(
+    auxClient,
+    auxClient.moduleAddress,
+    market_,
+    pagination
   );
+  const fillIds = new Set(fills.map((order) => order.orderId.toString()));
+  const cancels = await orderCancelEvents(
+    auxClient,
+    auxClient.moduleAddress,
+    market_,
+    pagination
+  );
+  const cancelIds = new Set(cancels.map((order) => order.orderId.toString()));
+  const orderEvents: {
+    order: OrderPlacedEvent;
+    status: "open" | "canceled" | "filled";
+  }[] = orders.map((order) => {
+    const orderId = order.orderId.toString();
+    if (fillIds.has(orderId)) {
+      return { order, status: "filled" };
+    } else if (cancelIds.has(orderId)) {
+      return { order, status: "canceled" };
+    } else {
+      return { order, status: "open" };
+    }
+  });
+  if (_.isUndefined(owner)) {
+    return orderEvents;
+  }
+  return orderEvents.filter((order) => order.order.owner.hex() === owner);
 }
 
-export async function tradeHistory(
+export async function fillHistory(
   auxClient: AuxClient,
   baseCoinType: Types.MoveStructTag,
   quoteCoinType: Types.MoveStructTag,
   owner: Types.Address | undefined,
   pagination?: { start: BN } | { limit: BN }
 ): Promise<OrderFillEvent[]> {
-  return (
-    await orderFillEvents(
-      auxClient,
-      auxClient.moduleAddress,
-      await market(auxClient, baseCoinType, quoteCoinType),
-      pagination
-    )
-  ).filter(
-    (orderFillEvent) =>
-      _.isUndefined(owner) || orderFillEvent.owner.hex() === owner
+  const fills = await orderFillEvents(
+    auxClient,
+    auxClient.moduleAddress,
+    await market(auxClient, baseCoinType, quoteCoinType),
+    pagination
   );
+  if (_.isUndefined(owner)) {
+    // return all events for the market
+    return fills;
+  }
+  return fills.filter((orderFillEvent) => orderFillEvent.owner.hex() === owner);
 }
 
 export async function markets(

diff --git a/aptos/api/aux-ts/src/clob/dsl/market.ts b/aptos/api/aux-ts/src/clob/dsl/market.ts
@@ -426,7 +426,9 @@ export default class Market implements core.query.Market {
   async orderHistory(
     owner: Types.Address,
     pagination?: { start: BN } | { limit: BN }
-  ): Promise<OrderPlacedEvent[]> {
+  ): Promise<
+    { order: OrderPlacedEvent; status: "open" | "canceled" | "filled" }[]
+  > {
     return core.query.orderHistory(
       this.auxClient,
       this.baseCoinInfo.coinType,
@@ -437,15 +439,15 @@ export default class Market implements core.query.Market {
   }
 
   /**
-   * Returns trades for the given trader.
+   * Returns fills for the given trader.
    * @param owner
    * @returns
    */
-  async tradeHistory(
+  async fillHistory(
     owner?: Types.Address,
     pagination?: { start: BN } | { limit: BN }
   ): Promise<OrderFillEvent[]> {
-    return core.query.tradeHistory(
+    return core.query.fillHistory(
       this.auxClient,
       this.baseCoinInfo.coinType,
       this.quoteCoinInfo.coinType,

diff --git a/aptos/api/aux-ts/src/graphql/conversion.ts b/aptos/api/aux-ts/src/graphql/conversion.ts
@@ -33,21 +33,44 @@ export function orderToOrder(
   };
 }
 
-export function orderEventToOrder(
-  orderEvent: OrderPlacedEvent | OrderFillEvent,
+export function orderPlacedEventToOrder(
+  orderEvent: OrderPlacedEvent,
   baseCoinInfo: CoinInfo,
   quoteCoinInfo: CoinInfo
 ): GqlOrder {
   const price = orderEvent.price
     .toDecimalUnits(quoteCoinInfo.decimals)
     .toNumber();
-  let quantity;
-  if (orderEvent.type === "OrderPlacedEvent") {
-    quantity = orderEvent.quantity;
-  } else {
-    quantity = orderEvent.baseQuantity;
-  }
-  quantity = quantity.toDecimalUnits(baseCoinInfo.decimals).toNumber();
+  const quantity = orderEvent.quantity
+    .toDecimalUnits(baseCoinInfo.decimals)
+    .toNumber();
+  return {
+    baseCoinType: baseCoinInfo.coinType,
+    quoteCoinType: quoteCoinInfo.coinType,
+    orderId: orderEvent.orderId.toString(),
+    owner: orderEvent.owner.toString(),
+    orderType: OrderType.Limit,
+    orderStatus: OrderStatus.Open,
+    side: orderEvent.isBid ? Side.Buy : Side.Sell,
+    auxBurned: 0,
+    time: orderEvent.timestamp.divn(1000).toString(),
+    price: orderEvent.price.toDecimalUnits(quoteCoinInfo.decimals).toNumber(),
+    quantity,
+    value: price * quantity,
+  };
+}
+
+export function orderFillEventToOrder(
+  orderEvent: OrderFillEvent,
+  baseCoinInfo: CoinInfo,
+  quoteCoinInfo: CoinInfo
+): GqlOrder {
+  const price = orderEvent.price
+    .toDecimalUnits(quoteCoinInfo.decimals)
+    .toNumber();
+  const quantity = orderEvent.baseQuantity
+    .toDecimalUnits(baseCoinInfo.decimals)
+    .toNumber();
   return {
     baseCoinType: baseCoinInfo.coinType,
     quoteCoinType: quoteCoinInfo.coinType,

diff --git a/aptos/api/aux-ts/src/graphql/resolvers/account.ts b/aptos/api/aux-ts/src/graphql/resolvers/account.ts
@@ -4,7 +4,7 @@ import { AU } from "../../";
 import AuxAccount from "../../account";
 import { parseTypeArgs } from "../../client";
 import { auxClient } from "../client";
-import { orderEventToOrder, orderToOrder } from "../conversion";
+import { orderPlacedEventToOrder, orderFillEventToOrder, orderToOrder } from "../conversion";
 import type {
   Account,
   AccountIsCoinRegisteredArgs,
@@ -212,7 +212,7 @@ export const account = {
         const market = await aux.Market.read(auxClient, marketInput);
         const orders = await account.orderHistory(marketInput);
         return orders.map((order) =>
-          orderEventToOrder(order, market.baseCoinInfo, market.quoteCoinInfo)
+          orderPlacedEventToOrder(order.order, market.baseCoinInfo, market.quoteCoinInfo)
         );
       })
     );
@@ -230,7 +230,7 @@ export const account = {
         const market = await aux.Market.read(auxClient, marketInput);
         const fills = await account.tradeHistory(marketInput);
         return fills.map((fill) =>
-          orderEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
+          orderFillEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
         );
       })
     );

diff --git a/aptos/api/aux-ts/src/graphql/resolvers/market.ts b/aptos/api/aux-ts/src/graphql/resolvers/market.ts
@@ -1,12 +1,8 @@
 import _ from "lodash";
 import * as aux from "../../";
-import {
-  ALL_USD_STABLES,
-  COIN_MAPPING,
-  fakeMapping
-} from "../../coin";
+import { ALL_USD_STABLES, COIN_MAPPING, fakeMapping } from "../../coin";
 import { auxClient, pythClient, redisClient } from "../client";
-import { orderEventToOrder, orderToOrder } from "../conversion";
+import { orderPlacedEventToOrder, orderFillEventToOrder, orderToOrder } from "../conversion";
 import {
   Bar,
   Market,
@@ -21,7 +17,7 @@ import {
   Order,
   PythRating,
   Resolution as GqlResolution,
-  Side
+  Side,
 } from "../generated/types";
 import { generatePythRating, LATEST_PYTH_PRICE } from "../pyth";
 
@@ -115,7 +111,7 @@ export const market = {
     });
     const orders = await market.orderHistory(owner);
     return orders.map((order) =>
-      orderEventToOrder(order, market.baseCoinInfo, market.quoteCoinInfo)
+      orderPlacedEventToOrder(order.order, market.baseCoinInfo, market.quoteCoinInfo)
     );
   },
   async tradeHistory(
@@ -126,11 +122,11 @@ export const market = {
       baseCoinType: parent.baseCoinInfo.coinType,
       quoteCoinType: parent.quoteCoinInfo.coinType,
     });
-    const fills = await market.tradeHistory(owner);
+    const fills = await market.fillHistory(owner);
     return fills
       .filter((fill) => fill.sequenceNumber.toNumber() % 2 === 0)
       .map((fill) =>
-        orderEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
+        orderFillEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
       );
   },
   high24h(parent: Market): Promise<Maybe<number>> {

diff --git a/aptos/api/aux-ts/src/indexer/index.ts b/aptos/api/aux-ts/src/indexer/index.ts
@@ -5,11 +5,11 @@ import { AuxClient } from "../client";
 import type { Types } from "aptos";
 import { RedisPubSub } from "graphql-redis-subscriptions";
 import _ from "lodash";
-import { orderEventToOrder } from "../graphql/conversion";
+import { AuxEnv } from "../env";
+import { orderFillEventToOrder } from "../graphql/conversion";
 import type { MarketInput, Maybe, Side } from "../graphql/generated/types";
-import { Resolution, RESOLUTIONS } from "../graphql/resolvers/query";
 import { resolutionToSeconds } from "../graphql/resolvers/market";
-import { AuxEnv } from "../env";
+import { Resolution, RESOLUTIONS } from "../graphql/resolvers/query";
 
 const auxEnv = new AuxEnv();
 const auxClient = new AuxClient(auxEnv.aptosNetwork, auxEnv.aptosClient);
@@ -171,7 +171,7 @@ async function publishMarketEvents(
   const trades = fills
     .filter((fill) => fill.sequenceNumber.toNumber() % 2 === 0)
     .map((fill) =>
-      orderEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
+      orderFillEventToOrder(fill, market.baseCoinInfo, market.quoteCoinInfo)
     )
     .map((fill) => _.pick(fill, "side", "price", "quantity", "value", "time"));
   await publishTrades(trades, { baseCoinType, quoteCoinType });