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Merge branch 'main' of github.com:dydxprotocol/v4-chain into td/oimf-…
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…proto
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@teddyding
teddyding committed Mar 6, 2024
2 parents 651dd70 + 1aaa2cc commit 20ae0f3
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Showing 134 changed files with 4,530 additions and 830 deletions.
21 changes: 21 additions & 0 deletions ...tion_files/20240304115004_create_fills_clob_pair_id_created_at_height_created_at_index.ts
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Original file line number Diff line number Diff line change
@@ -0,0 +1,21 @@
import * as Knex from 'knex';

export async function up(knex: Knex): Promise<void> {
// Partial index only when `liquidity` is 'TAKER' as this index is meant to speed up the query to
// fetch all trades from the database, and we arbitrarily only use 'TAKER' fills for trades to
// avoid double counting.
// eslint-disable-next-line @typescript-eslint/quotes
await knex.raw(`
CREATE INDEX CONCURRENTLY IF NOT EXISTS "fills_clobPairId_createdAtHeight_createdAt_partial" ON "fills" ("clobPairId", "createdAtHeight", "createdAt") WHERE "liquidity" = 'TAKER';
`);
}

export async function down(knex: Knex): Promise<void> {
await knex.raw(`
DROP INDEX CONCURRENTLY IF EXISTS "fills_clobPairId_createdAtHeight_createdAt_partial";
`);
}

export const config = {
transaction: false,
};
205 changes: 107 additions & 98 deletions indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -87,82 +87,86 @@ import * as _90 from "./subaccounts/genesis";
import * as _91 from "./subaccounts/perpetual_position";
import * as _92 from "./subaccounts/query";
import * as _93 from "./subaccounts/subaccount";
import * as _94 from "./vest/genesis";
import * as _95 from "./vest/query";
import * as _96 from "./vest/tx";
import * as _97 from "./vest/vest_entry";
import * as _105 from "./assets/query.lcd";
import * as _106 from "./blocktime/query.lcd";
import * as _107 from "./bridge/query.lcd";
import * as _108 from "./clob/query.lcd";
import * as _109 from "./delaymsg/query.lcd";
import * as _110 from "./epochs/query.lcd";
import * as _111 from "./feetiers/query.lcd";
import * as _112 from "./perpetuals/query.lcd";
import * as _113 from "./prices/query.lcd";
import * as _114 from "./ratelimit/query.lcd";
import * as _115 from "./rewards/query.lcd";
import * as _116 from "./stats/query.lcd";
import * as _117 from "./subaccounts/query.lcd";
import * as _118 from "./vest/query.lcd";
import * as _119 from "./assets/query.rpc.Query";
import * as _120 from "./blocktime/query.rpc.Query";
import * as _121 from "./bridge/query.rpc.Query";
import * as _122 from "./clob/query.rpc.Query";
import * as _123 from "./delaymsg/query.rpc.Query";
import * as _124 from "./epochs/query.rpc.Query";
import * as _125 from "./feetiers/query.rpc.Query";
import * as _126 from "./govplus/query.rpc.Query";
import * as _127 from "./perpetuals/query.rpc.Query";
import * as _128 from "./prices/query.rpc.Query";
import * as _129 from "./ratelimit/query.rpc.Query";
import * as _130 from "./rewards/query.rpc.Query";
import * as _131 from "./sending/query.rpc.Query";
import * as _132 from "./stats/query.rpc.Query";
import * as _133 from "./subaccounts/query.rpc.Query";
import * as _134 from "./vest/query.rpc.Query";
import * as _135 from "./blocktime/tx.rpc.msg";
import * as _136 from "./bridge/tx.rpc.msg";
import * as _137 from "./clob/tx.rpc.msg";
import * as _138 from "./delaymsg/tx.rpc.msg";
import * as _139 from "./feetiers/tx.rpc.msg";
import * as _140 from "./govplus/tx.rpc.msg";
import * as _141 from "./perpetuals/tx.rpc.msg";
import * as _142 from "./prices/tx.rpc.msg";
import * as _143 from "./ratelimit/tx.rpc.msg";
import * as _144 from "./rewards/tx.rpc.msg";
import * as _145 from "./sending/tx.rpc.msg";
import * as _146 from "./stats/tx.rpc.msg";
import * as _147 from "./vest/tx.rpc.msg";
import * as _148 from "./lcd";
import * as _149 from "./rpc.query";
import * as _150 from "./rpc.tx";
import * as _94 from "./vault/genesis";
import * as _95 from "./vault/query";
import * as _96 from "./vault/tx";
import * as _97 from "./vest/genesis";
import * as _98 from "./vest/query";
import * as _99 from "./vest/tx";
import * as _100 from "./vest/vest_entry";
import * as _108 from "./assets/query.lcd";
import * as _109 from "./blocktime/query.lcd";
import * as _110 from "./bridge/query.lcd";
import * as _111 from "./clob/query.lcd";
import * as _112 from "./delaymsg/query.lcd";
import * as _113 from "./epochs/query.lcd";
import * as _114 from "./feetiers/query.lcd";
import * as _115 from "./perpetuals/query.lcd";
import * as _116 from "./prices/query.lcd";
import * as _117 from "./ratelimit/query.lcd";
import * as _118 from "./rewards/query.lcd";
import * as _119 from "./stats/query.lcd";
import * as _120 from "./subaccounts/query.lcd";
import * as _121 from "./vest/query.lcd";
import * as _122 from "./assets/query.rpc.Query";
import * as _123 from "./blocktime/query.rpc.Query";
import * as _124 from "./bridge/query.rpc.Query";
import * as _125 from "./clob/query.rpc.Query";
import * as _126 from "./delaymsg/query.rpc.Query";
import * as _127 from "./epochs/query.rpc.Query";
import * as _128 from "./feetiers/query.rpc.Query";
import * as _129 from "./govplus/query.rpc.Query";
import * as _130 from "./perpetuals/query.rpc.Query";
import * as _131 from "./prices/query.rpc.Query";
import * as _132 from "./ratelimit/query.rpc.Query";
import * as _133 from "./rewards/query.rpc.Query";
import * as _134 from "./sending/query.rpc.Query";
import * as _135 from "./stats/query.rpc.Query";
import * as _136 from "./subaccounts/query.rpc.Query";
import * as _137 from "./vault/query.rpc.Query";
import * as _138 from "./vest/query.rpc.Query";
import * as _139 from "./blocktime/tx.rpc.msg";
import * as _140 from "./bridge/tx.rpc.msg";
import * as _141 from "./clob/tx.rpc.msg";
import * as _142 from "./delaymsg/tx.rpc.msg";
import * as _143 from "./feetiers/tx.rpc.msg";
import * as _144 from "./govplus/tx.rpc.msg";
import * as _145 from "./perpetuals/tx.rpc.msg";
import * as _146 from "./prices/tx.rpc.msg";
import * as _147 from "./ratelimit/tx.rpc.msg";
import * as _148 from "./rewards/tx.rpc.msg";
import * as _149 from "./sending/tx.rpc.msg";
import * as _150 from "./stats/tx.rpc.msg";
import * as _151 from "./vest/tx.rpc.msg";
import * as _152 from "./lcd";
import * as _153 from "./rpc.query";
import * as _154 from "./rpc.tx";
export namespace dydxprotocol {
export const assets = { ..._5,
..._6,
..._7,
..._8,
..._105,
..._119
..._108,
..._122
};
export const blocktime = { ..._9,
..._10,
..._11,
..._12,
..._13,
..._106,
..._120,
..._135
..._109,
..._123,
..._139
};
export const bridge = { ..._14,
..._15,
..._16,
..._17,
..._18,
..._19,
..._107,
..._121,
..._136
..._110,
..._124,
..._140
};
export const clob = { ..._20,
..._21,
Expand All @@ -178,9 +182,9 @@ export namespace dydxprotocol {
..._31,
..._32,
..._33,
..._108,
..._122,
..._137
..._111,
..._125,
..._141
};
export namespace daemons {
export const bridge = { ..._34
Expand All @@ -195,29 +199,29 @@ export namespace dydxprotocol {
..._39,
..._40,
..._41,
..._109,
..._123,
..._138
..._112,
..._126,
..._142
};
export const epochs = { ..._42,
..._43,
..._44,
..._110,
..._124
..._113,
..._127
};
export const feetiers = { ..._45,
..._46,
..._47,
..._48,
..._111,
..._125,
..._139
..._114,
..._128,
..._143
};
export const govplus = { ..._49,
..._50,
..._51,
..._126,
..._140
..._129,
..._144
};
export namespace indexer {
export const events = { ..._52
Expand All @@ -243,71 +247,76 @@ export namespace dydxprotocol {
..._62,
..._63,
..._64,
..._112,
..._127,
..._141
..._115,
..._130,
..._145
};
export const prices = { ..._65,
..._66,
..._67,
..._68,
..._69,
..._113,
..._128,
..._142
..._116,
..._131,
..._146
};
export const ratelimit = { ..._70,
..._71,
..._72,
..._73,
..._74,
..._114,
..._129,
..._143
..._117,
..._132,
..._147
};
export const rewards = { ..._75,
..._76,
..._77,
..._78,
..._79,
..._115,
..._130,
..._144
..._118,
..._133,
..._148
};
export const sending = { ..._80,
..._81,
..._82,
..._83,
..._131,
..._145
..._134,
..._149
};
export const stats = { ..._84,
..._85,
..._86,
..._87,
..._88,
..._116,
..._132,
..._146
..._119,
..._135,
..._150
};
export const subaccounts = { ..._89,
..._90,
..._91,
..._92,
..._93,
..._117,
..._133
..._120,
..._136
};
export const vest = { ..._94,
export const vault = { ..._94,
..._95,
..._96,
..._97,
..._118,
..._134,
..._147
..._137
};
export const ClientFactory = { ..._148,
..._149,
..._150
export const vest = { ..._97,
..._98,
..._99,
..._100,
..._121,
..._138,
..._151
};
export const ClientFactory = { ..._152,
..._153,
..._154
};
}
16 changes: 15 additions & 1 deletion indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.rpc.Query.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
import { Rpc } from "../../helpers";
import * as _m0 from "protobufjs/minimal";
import { QueryClient, createProtobufRpcClient } from "@cosmjs/stargate";
import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse } from "./query";
import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse, StreamOrderbookUpdatesRequest, StreamOrderbookUpdatesResponse } from "./query";
/** Query defines the gRPC querier service. */

export interface Query {
Expand All @@ -22,6 +22,9 @@ export interface Query {
/** Queries LiquidationsConfiguration. */

liquidationsConfiguration(request?: QueryLiquidationsConfigurationRequest): Promise<QueryLiquidationsConfigurationResponse>;
/** Streams orderbook updates. */

streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse>;
}
export class QueryClientImpl implements Query {
private readonly rpc: Rpc;
Expand All @@ -34,6 +37,7 @@ export class QueryClientImpl implements Query {
this.equityTierLimitConfiguration = this.equityTierLimitConfiguration.bind(this);
this.blockRateLimitConfiguration = this.blockRateLimitConfiguration.bind(this);
this.liquidationsConfiguration = this.liquidationsConfiguration.bind(this);
this.streamOrderbookUpdates = this.streamOrderbookUpdates.bind(this);
}

clobPair(request: QueryGetClobPairRequest): Promise<QueryClobPairResponse> {
Expand Down Expand Up @@ -74,6 +78,12 @@ export class QueryClientImpl implements Query {
return promise.then(data => QueryLiquidationsConfigurationResponse.decode(new _m0.Reader(data)));
}

streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
const data = StreamOrderbookUpdatesRequest.encode(request).finish();
const promise = this.rpc.request("dydxprotocol.clob.Query", "StreamOrderbookUpdates", data);
return promise.then(data => StreamOrderbookUpdatesResponse.decode(new _m0.Reader(data)));
}

}
export const createRpcQueryExtension = (base: QueryClient) => {
const rpc = createProtobufRpcClient(base);
Expand Down Expand Up @@ -101,6 +111,10 @@ export const createRpcQueryExtension = (base: QueryClient) => {

liquidationsConfiguration(request?: QueryLiquidationsConfigurationRequest): Promise<QueryLiquidationsConfigurationResponse> {
return queryService.liquidationsConfiguration(request);
},

streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
return queryService.streamOrderbookUpdates(request);
}

};
Expand Down
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