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off_chain_updates.go
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off_chain_updates.go
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package off_chain_updates
import (
"crypto/sha256"
"errors"
"fmt"
"github.com/cometbft/cometbft/libs/log"
"github.com/dydxprotocol/v4-chain/protocol/indexer/common"
"github.com/dydxprotocol/v4-chain/protocol/indexer/msgsender"
"github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1"
"github.com/dydxprotocol/v4-chain/protocol/indexer/shared"
clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
)
const (
hashErrMsg = "Cannot hash order id."
createErrMsg = "Cannot create message."
)
// MustCreateOrderPlaceMessage invokes CreateOrderPlaceMessage and panics if creation was unsuccessful.
func MustCreateOrderPlaceMessage(
logger log.Logger,
order clobtypes.Order,
) msgsender.Message {
msg, ok := CreateOrderPlaceMessage(logger, order)
if !ok {
panic(fmt.Errorf("Unable to create place order message for order %+v", order))
}
return msg
}
// CreateOrderPlaceMessage creates an off-chain update message for an order.
func CreateOrderPlaceMessage(
logger log.Logger,
order clobtypes.Order,
) (message msgsender.Message, success bool) {
errMessage := "Error creating off-chain update message for placing order."
errDetails := fmt.Sprintf("Order: %+v", order)
orderIdHash, err := GetOrderIdHash(order.OrderId)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, hashErrMsg, err, errDetails))
return msgsender.Message{}, false
}
update, err := newOrderPlaceMessage(order)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, createErrMsg, err, errDetails))
return msgsender.Message{}, false
}
return msgsender.Message{Key: orderIdHash, Value: update}, true
}
// MustCreateOrderUpdateMessage invokes CreateOrderUpdateMessage and panics if creation was unsuccessful.
func MustCreateOrderUpdateMessage(
logger log.Logger,
orderId clobtypes.OrderId,
totalFilled satypes.BaseQuantums,
) msgsender.Message {
msg, ok := CreateOrderUpdateMessage(logger, orderId, totalFilled)
if !ok {
panic(fmt.Errorf("Unable to create place order message for order id %+v", orderId))
}
return msg
}
// CreateOrderUpdateMessage creates an off-chain update message for an order being updated.
func CreateOrderUpdateMessage(
logger log.Logger,
orderId clobtypes.OrderId,
totalFilled satypes.BaseQuantums,
) (message msgsender.Message, success bool) {
errMessage := "Error creating off-chain update message for updating order."
errDetails := fmt.Sprintf("OrderId: %+v, TotalFilled %+v", orderId, totalFilled)
orderIdHash, err := GetOrderIdHash(orderId)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, hashErrMsg, err, errDetails))
return msgsender.Message{}, false
}
update, err := newOrderUpdateMessage(orderId, totalFilled)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, createErrMsg, err, errDetails))
return msgsender.Message{}, false
}
return msgsender.Message{Key: orderIdHash, Value: update}, true
}
// MustCreateOrderRemoveMessageWithReason invokes CreateOrderRemoveMessageWithReason and panics if creation was
// unsuccessful.
func MustCreateOrderRemoveMessageWithReason(
logger log.Logger,
orderId clobtypes.OrderId,
reason shared.OrderRemovalReason,
removalStatus OrderRemoveV1_OrderRemovalStatus,
) msgsender.Message {
msg, ok := CreateOrderRemoveMessageWithReason(logger, orderId, reason, removalStatus)
if !ok {
panic(fmt.Errorf("Unable to create remove order message with reason for order id %+v", orderId))
}
return msg
}
// CreateOrderRemoveMessageWithReason creates an off-chain update message for an order being removed
// with a specific reason for the removal and the resulting removal status of the removed order.
func CreateOrderRemoveMessageWithReason(
logger log.Logger,
orderId clobtypes.OrderId,
reason shared.OrderRemovalReason,
removalStatus OrderRemoveV1_OrderRemovalStatus,
) (message msgsender.Message, success bool) {
errMessage := "Error creating off-chain update message for removing order."
errDetails := fmt.Sprintf(
"OrderId: %+v, Reason %d, Removal status %d",
orderId,
reason,
removalStatus,
)
orderIdHash, err := GetOrderIdHash(orderId)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, hashErrMsg, err, errDetails))
return msgsender.Message{}, false
}
update, err := newOrderRemoveMessage(orderId, reason, removalStatus)
if err != nil {
logger.Error(fmt.Sprintf("%s %s Err: %+v %s\n", errMessage, createErrMsg, err, errDetails))
return msgsender.Message{}, false
}
return msgsender.Message{Key: orderIdHash, Value: update}, true
}
// MustCreateOrderRemoveMessage invokes CreateOrderRemoveMessage and panics if creation was unsuccessful.
func MustCreateOrderRemoveMessage(logger log.Logger,
orderId clobtypes.OrderId,
orderStatus clobtypes.OrderStatus,
orderError error,
removalStatus OrderRemoveV1_OrderRemovalStatus,
) msgsender.Message {
msg, ok := CreateOrderRemoveMessage(logger, orderId, orderStatus, orderError, removalStatus)
if !ok {
panic(fmt.Errorf("Unable to create remove order message for order id %+v", orderId))
}
return msg
}
// CreateOrderRemoveMessage creates an off-chain update message for an order being removed, with the
// order's status and the resulting removal status of the removed order.
func CreateOrderRemoveMessage(
logger log.Logger,
orderId clobtypes.OrderId,
orderStatus clobtypes.OrderStatus,
orderError error,
removalStatus OrderRemoveV1_OrderRemovalStatus,
) (message msgsender.Message, success bool) {
errDetails := fmt.Sprintf(
"OrderId: %+v, Removal status %d",
orderId,
removalStatus,
)
reason, err := shared.GetOrderRemovalReason(orderStatus, orderError)
if err != nil {
logger.Error(
fmt.Sprintf(
"Error creating off-chain update message for removing order. Invalid order removal "+
"reason. Error: %+v %s\n",
err,
errDetails,
),
)
return msgsender.Message{}, false
}
return CreateOrderRemoveMessageWithReason(logger, orderId, reason, removalStatus)
}
// CreateOrderRemoveMessageWithDefaultReason creates an off-chain update message for an order being
// removed with the resulting removal status of the removed order. It attempts to look up the removal
// reason using the given orderStatus & orderError. If the reason cannot be found, it logs an error
// and falls back to the defaultRemovalReason. If defaultRemovalReason is ...UNSPECIFIED, it panics.
func CreateOrderRemoveMessageWithDefaultReason(
logger log.Logger,
orderId clobtypes.OrderId,
orderStatus clobtypes.OrderStatus,
orderError error,
removalStatus OrderRemoveV1_OrderRemovalStatus,
defaultRemovalReason shared.OrderRemovalReason,
) (message msgsender.Message, success bool) {
if defaultRemovalReason == shared.OrderRemovalReason_ORDER_REMOVAL_REASON_UNSPECIFIED {
panic(
fmt.Errorf(
"Invalid parameter: " +
"defaultRemovalReason cannot be OrderRemove_ORDER_REMOVAL_REASON_UNSPECIFIED",
),
)
}
errDetails := fmt.Sprintf(
"OrderId: %+v, Removal status %d",
orderId,
removalStatus,
)
reason, err := shared.GetOrderRemovalReason(orderStatus, orderError)
if err != nil {
logger.Error(
fmt.Sprintf(
"Error creating off-chain update message for removing order. Invalid order removal "+
"reason. Error: %+v %s\n",
err,
errDetails,
),
)
reason = defaultRemovalReason
}
return CreateOrderRemoveMessageWithReason(logger, orderId, reason, removalStatus)
}
// newOrderPlaceMessage returns an `OffChainUpdate` struct populated with an `OrderPlace` struct
// as the `UpdateMessage` parameter, encoded as a byte slice.
func newOrderPlaceMessage(
order clobtypes.Order,
) ([]byte, error) {
indexerOrder := v1.OrderToIndexerOrder(order)
update := OffChainUpdateV1{
UpdateMessage: &OffChainUpdateV1_OrderPlace{
&OrderPlaceV1{
Order: &indexerOrder,
// Protocol will always send best effort opened messages to indexer.
PlacementStatus: OrderPlaceV1_ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED,
},
},
}
return marshalOffchainUpdate(update, &common.MarshalerImpl{})
}
// newOrderPlaceMessage returns an `OffChainUpdate` struct populated with an `OrderRemove`
// struct as the `UpdateMessage` parameter, encoded as a byte slice.
// The `OrderRemove` struct is instantiated with the given orderId, reason and status parameters.
func newOrderRemoveMessage(
orderId clobtypes.OrderId,
reason shared.OrderRemovalReason,
status OrderRemoveV1_OrderRemovalStatus,
) ([]byte, error) {
indexerOrderId := v1.OrderIdToIndexerOrderId(orderId)
update := OffChainUpdateV1{
UpdateMessage: &OffChainUpdateV1_OrderRemove{
&OrderRemoveV1{
RemovedOrderId: &indexerOrderId,
Reason: reason,
RemovalStatus: status,
},
},
}
return marshalOffchainUpdate(update, &common.MarshalerImpl{})
}
// NewOrderUpdateMessage returns an `OffChainUpdate` struct populated with an `OrderUpdate`
// struct as the `UpdateMessage` parameter, encoded as a byte slice.
// The `OrderUpdate` struct is instantiated with the given orderId and totalFilled parameters.
func newOrderUpdateMessage(
orderId clobtypes.OrderId,
totalFilled satypes.BaseQuantums,
) ([]byte, error) {
indexerOrderId := v1.OrderIdToIndexerOrderId(orderId)
update := OffChainUpdateV1{
UpdateMessage: &OffChainUpdateV1_OrderUpdate{
&OrderUpdateV1{
OrderId: &indexerOrderId,
TotalFilledQuantums: totalFilled.ToUint64(),
},
},
}
return marshalOffchainUpdate(update, &common.MarshalerImpl{})
}
func marshalOffchainUpdate(
offChainUpdate OffChainUpdateV1,
marshaler common.Marshaler,
) ([]byte, error) {
updateBytes, err := marshaler.Marshal(&offChainUpdate)
return updateBytes, err
}
// GetOrderIdHash gets the SHA256 hash of the `IndexerOrderId` mapped from an `OrderId`.
func GetOrderIdHash(orderId clobtypes.OrderId) ([]byte, error) {
indexerOrderId := v1.OrderIdToIndexerOrderId(orderId)
orderIdBytes, err := (&indexerOrderId).Marshal()
if err != nil {
return []byte{}, err
}
byteArray := sha256.Sum256(orderIdBytes)
return byteArray[:], nil
}
// ShouldSendOrderRemovalOnReplay returns a true/false for whether an order removal message should
// be sent given the error encountered while replaying an order.
// TODO(CLOB-518): Re-visit enumerating all the errors where an order removal should be / not be
// sent vs using the existence of an order nonce to determine if an order removal message should be
// sent.
func ShouldSendOrderRemovalOnReplay(
orderError error,
) bool {
switch {
// Order was reprocessed, so should still be on the book.
case errors.Is(orderError, clobtypes.ErrOrderReprocessed):
fallthrough
// Order was not replaced, the order or a newer replacement of it, is still on the book.
case errors.Is(orderError, clobtypes.ErrInvalidReplacement):
fallthrough
// Order was fully filled, no need to remove.
case errors.Is(orderError, clobtypes.ErrOrderFullyFilled):
fallthrough
// Order cancelation was already processed, no need to send a remove.
case errors.Is(orderError, clobtypes.ErrOrderIsCanceled):
fallthrough
// Order already exists on the book, order is still on the book.
case errors.Is(orderError, clobtypes.ErrStatefulOrderAlreadyExists):
fallthrough
// Order should have already been fully-filled or expired as the current height > GoodTilBlock.
case errors.Is(orderError, clobtypes.ErrHeightExceedsGoodTilBlock):
fallthrough
// TODO(IND-199): Resolve edge case where the stateful order which has this error was never included
// in a block and then expired. We do want to send the `OrderRemove` message as the order will not
// be in state, and thus a stateful order expiration message will not be sent for the order.
// Order should have already been fully-filled or expired as the previous block time >= GoodTilBlockTime.
case errors.Is(orderError, clobtypes.ErrTimeExceedsGoodTilBlockTime):
return false
default:
return true
}
}