[CT-645] Add protos for orderbook stream query service

dydxprotocol · Mar 1, 2024 · 1df8a76 · 1df8a76
1 parent 7fd1d4f
commit 1df8a76
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Showing 16 changed files with 326 additions and 315 deletions.
diff --git a/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto b/proto/dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto
@@ -4,7 +4,7 @@ package dydxprotocol.indexer.off_chain_updates;
 import "dydxprotocol/indexer/shared/removal_reason.proto";
 import "dydxprotocol/indexer/protocol/v1/clob.proto";
 
-option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates";
+option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types";
 
 // Do not make any breaking changes to these protos, a new version should be
 // created if a breaking change is needed.

diff --git a/proto/dydxprotocol/indexer/protocol/v1/clob.proto b/proto/dydxprotocol/indexer/protocol/v1/clob.proto
@@ -4,7 +4,7 @@ package dydxprotocol.indexer.protocol.v1;
 import "dydxprotocol/indexer/protocol/v1/subaccount.proto";
 import "gogoproto/gogo.proto";
 
-option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1";
+option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1/types";
 
 // Initial copy of protos from dYdX chain application state protos for the clob
 // module for use to send Indexer specific messages. Do not make any breaking

diff --git a/proto/dydxprotocol/indexer/protocol/v1/subaccount.proto b/proto/dydxprotocol/indexer/protocol/v1/subaccount.proto
@@ -4,7 +4,7 @@ package dydxprotocol.indexer.protocol.v1;
 import "cosmos_proto/cosmos.proto";
 import "gogoproto/gogo.proto";
 
-option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1";
+option go_package = "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1/types";
 
 // Initial copy of protos from dYdX chain application state protos for the
 // subaccount module for use to send Indexer specific messages. Do not make any

diff --git a/protocol/indexer/events/events.pb.go b/protocol/indexer/events/events.pb.go
diff --git a/protocol/indexer/events/perpetual_market_create_test.go b/protocol/indexer/events/perpetual_market_create_test.go
@@ -3,7 +3,7 @@ package events
 import (
 	"testing"
 
-	v1 "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1"
+	v1types "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1/types"
 	clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
 
 	"github.com/stretchr/testify/require"
@@ -27,7 +27,7 @@ func TestNewPerpetualMarketCreateEvent_Success(t *testing.T) {
 		ClobPairId:                0,
 		Ticker:                    "BTC",
 		MarketId:                  0,
-		Status:                    v1.ClobPairStatus_CLOB_PAIR_STATUS_ACTIVE,
+		Status:                    v1types.ClobPairStatus_CLOB_PAIR_STATUS_ACTIVE,
 		QuantumConversionExponent: -8,
 		AtomicResolution:          8,
 		SubticksPerTick:           5,

diff --git a/protocol/indexer/off_chain_updates/off_chain_updates.go b/protocol/indexer/off_chain_updates/off_chain_updates.go
@@ -4,10 +4,12 @@ import (
 	"crypto/sha256"
 	"errors"
 	"fmt"
+
 	"github.com/cosmos/gogoproto/proto"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/msgsender"
+	ocutypes "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types"
 	v1 "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/shared"
 	"github.com/dydxprotocol/v4-chain/protocol/lib/log"
@@ -113,7 +115,7 @@ func MustCreateOrderRemoveMessageWithReason(
 	ctx sdk.Context,
 	orderId clobtypes.OrderId,
 	reason shared.OrderRemovalReason,
-	removalStatus OrderRemoveV1_OrderRemovalStatus,
+	removalStatus ocutypes.OrderRemoveV1_OrderRemovalStatus,
 ) msgsender.Message {
 	msg, ok := CreateOrderRemoveMessageWithReason(ctx, orderId, reason, removalStatus)
 	if !ok {
@@ -128,7 +130,7 @@ func CreateOrderRemoveMessageWithReason(
 	ctx sdk.Context,
 	orderId clobtypes.OrderId,
 	reason shared.OrderRemovalReason,
-	removalStatus OrderRemoveV1_OrderRemovalStatus,
+	removalStatus ocutypes.OrderRemoveV1_OrderRemovalStatus,
 ) (message msgsender.Message, success bool) {
 	errMessage := "Error creating off-chain update message for removing order."
 
@@ -167,7 +169,7 @@ func MustCreateOrderRemoveMessage(
 	orderId clobtypes.OrderId,
 	orderStatus clobtypes.OrderStatus,
 	orderError error,
-	removalStatus OrderRemoveV1_OrderRemovalStatus,
+	removalStatus ocutypes.OrderRemoveV1_OrderRemovalStatus,
 ) msgsender.Message {
 	msg, ok := CreateOrderRemoveMessage(ctx, orderId, orderStatus, orderError, removalStatus)
 	if !ok {
@@ -183,7 +185,7 @@ func CreateOrderRemoveMessage(
 	orderId clobtypes.OrderId,
 	orderStatus clobtypes.OrderStatus,
 	orderError error,
-	removalStatus OrderRemoveV1_OrderRemovalStatus,
+	removalStatus ocutypes.OrderRemoveV1_OrderRemovalStatus,
 ) (message msgsender.Message, success bool) {
 	reason, err := shared.GetOrderRemovalReason(orderStatus, orderError)
 	if err != nil {
@@ -210,7 +212,7 @@ func CreateOrderRemoveMessageWithDefaultReason(
 	orderId clobtypes.OrderId,
 	orderStatus clobtypes.OrderStatus,
 	orderError error,
-	removalStatus OrderRemoveV1_OrderRemovalStatus,
+	removalStatus ocutypes.OrderRemoveV1_OrderRemovalStatus,
 	defaultRemovalReason shared.OrderRemovalReason,
 ) (message msgsender.Message, success bool) {
 	if defaultRemovalReason == shared.OrderRemovalReason_ORDER_REMOVAL_REASON_UNSPECIFIED {
@@ -243,12 +245,12 @@ func newOrderPlaceMessage(
 	order clobtypes.Order,
 ) ([]byte, error) {
 	indexerOrder := v1.OrderToIndexerOrder(order)
-	update := OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderPlace{
-			&OrderPlaceV1{
+	update := ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderPlace{
+			OrderPlace: &ocutypes.OrderPlaceV1{
 				Order: &indexerOrder,
 				// Protocol will always send best effort opened messages to indexer.
-				PlacementStatus: OrderPlaceV1_ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED,
+				PlacementStatus: ocutypes.OrderPlaceV1_ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED,
 			},
 		},
 	}
@@ -261,12 +263,12 @@ func newOrderPlaceMessage(
 func newOrderRemoveMessage(
 	orderId clobtypes.OrderId,
 	reason shared.OrderRemovalReason,
-	status OrderRemoveV1_OrderRemovalStatus,
+	status ocutypes.OrderRemoveV1_OrderRemovalStatus,
 ) ([]byte, error) {
 	indexerOrderId := v1.OrderIdToIndexerOrderId(orderId)
-	update := OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderRemove{
-			&OrderRemoveV1{
+	update := ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderRemove{
+			OrderRemove: &ocutypes.OrderRemoveV1{
 				RemovedOrderId: &indexerOrderId,
 				Reason:         reason,
 				RemovalStatus:  status,
@@ -284,9 +286,9 @@ func newOrderUpdateMessage(
 	totalFilled satypes.BaseQuantums,
 ) ([]byte, error) {
 	indexerOrderId := v1.OrderIdToIndexerOrderId(orderId)
-	update := OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderUpdate{
-			&OrderUpdateV1{
+	update := ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderUpdate{
+			OrderUpdate: &ocutypes.OrderUpdateV1{
 				OrderId:             &indexerOrderId,
 				TotalFilledQuantums: totalFilled.ToUint64(),
 			},

diff --git a/protocol/indexer/off_chain_updates/off_chain_updates_test.go b/protocol/indexer/off_chain_updates/off_chain_updates_test.go
@@ -7,6 +7,7 @@ import (
 
 	"github.com/cosmos/gogoproto/proto"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/msgsender"
+	ocutypes "github.com/dydxprotocol/v4-chain/protocol/indexer/off_chain_updates/types"
 	v1 "github.com/dydxprotocol/v4-chain/protocol/indexer/protocol/v1"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/shared"
 	"github.com/dydxprotocol/v4-chain/protocol/testutil/constants"
@@ -24,36 +25,36 @@ var (
 	orderStatus                    = clobtypes.Undercollateralized
 	orderError               error = nil
 	reason                         = shared.OrderRemovalReason_ORDER_REMOVAL_REASON_UNDERCOLLATERALIZED
-	status                         = OrderRemoveV1_ORDER_REMOVAL_STATUS_BEST_EFFORT_CANCELED
+	status                         = ocutypes.OrderRemoveV1_ORDER_REMOVAL_STATUS_BEST_EFFORT_CANCELED
 	defaultRemovalReason           = shared.OrderRemovalReason_ORDER_REMOVAL_REASON_INTERNAL_ERROR
-	offchainUpdateOrderPlace       = OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderPlace{
-			&OrderPlaceV1{
+	offchainUpdateOrderPlace       = ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderPlace{
+			OrderPlace: &ocutypes.OrderPlaceV1{
 				Order:           &indexerOrder,
-				PlacementStatus: OrderPlaceV1_ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED,
+				PlacementStatus: ocutypes.OrderPlaceV1_ORDER_PLACEMENT_STATUS_BEST_EFFORT_OPENED,
 			},
 		},
 	}
-	offchainUpdateOrderUpdate = OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderUpdate{
-			&OrderUpdateV1{
+	offchainUpdateOrderUpdate = ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderUpdate{
+			OrderUpdate: &ocutypes.OrderUpdateV1{
 				OrderId:             &indexerOrder.OrderId,
 				TotalFilledQuantums: totalFilledAmount.ToUint64(),
 			},
 		},
 	}
-	offchainUpdateOrderRemove = OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderRemove{
-			&OrderRemoveV1{
+	offchainUpdateOrderRemove = ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderRemove{
+			OrderRemove: &ocutypes.OrderRemoveV1{
 				RemovedOrderId: &indexerOrder.OrderId,
 				Reason:         reason,
 				RemovalStatus:  status,
 			},
 		},
 	}
-	offchainUpdateOrderRemoveWithDefaultRemovalReason = OffChainUpdateV1{
-		UpdateMessage: &OffChainUpdateV1_OrderRemove{
-			&OrderRemoveV1{
+	offchainUpdateOrderRemoveWithDefaultRemovalReason = ocutypes.OffChainUpdateV1{
+		UpdateMessage: &ocutypes.OffChainUpdateV1_OrderRemove{
+			OrderRemove: &ocutypes.OrderRemoveV1{
 				RemovedOrderId: &indexerOrder.OrderId,
 				Reason:         defaultRemovalReason,
 				RemovalStatus:  status,
@@ -212,7 +213,7 @@ func TestNewOrderPlaceMessage(t *testing.T) {
 		err,
 		"Encoding OffchainUpdateV1 proto into bytes should not result in an error.",
 	)
-	actualUpdate := &OffChainUpdateV1{}
+	actualUpdate := &ocutypes.OffChainUpdateV1{}
 	err = proto.Unmarshal(actualUpdateBytes, actualUpdate)
 	require.NoError(
 		t,
@@ -234,7 +235,7 @@ func TestNewOrderUpdateMessage(t *testing.T) {
 		err,
 		"Encoding OffchainUpdateV1 proto into bytes should not result in an error.",
 	)
-	actualUpdate := &OffChainUpdateV1{}
+	actualUpdate := &ocutypes.OffChainUpdateV1{}
 	err = proto.Unmarshal(actualUpdateBytes, actualUpdate)
 	require.NoError(
 		t,
@@ -256,7 +257,7 @@ func TestNewOrderRemoveMessage(t *testing.T) {
 		err,
 		"Encoding OffchainUpdateV1 proto into bytes should not result in an error.",
 	)
-	actualUpdate := &OffChainUpdateV1{}
+	actualUpdate := &ocutypes.OffChainUpdateV1{}
 	err = proto.Unmarshal(actualUpdateBytes, actualUpdate)
 	require.NoError(
 		t,