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[OTE-256] Add upgrade handler to initialize OI during upgrade handler #1302

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merged 2 commits into from
Apr 1, 2024

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Changelist

  • Upgrade handler logic to aggregate OI for each perp market and initialize it.
  • Requires backporting

Test Plan

Container test

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  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
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  • Manually add any of the following labels: refactor, chore, bug.

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linear bot commented Apr 1, 2024

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coderabbitai bot commented Apr 1, 2024

Walkthrough

The upgrade introduces a significant enhancement to the protocol's handling of perpetual contracts by calculating and setting open interest values based on positions. This functionality ensures the accuracy and consistency of open interest across all perpetuals, enhancing the robustness of the system. Additionally, the upgrade includes tests to verify the correct calculation and updating of open interest post-upgrade, alongside improvements for order placement.

Changes

File(s) Change Summary
.../v5.0.0/upgrade.go Introduced initializePerpOpenInterest function to calculate and set open interest for perpetuals.
.../v5.0.0/upgrade_container_test.go Added tests for verifying open interest calculations post-upgrade and implemented order placement tests.

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@teddyding teddyding marked this pull request as ready for review April 1, 2024 17:55
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Actionable comments posted: 0

Review Status

Configuration used: CodeRabbit UI

Commits Files that changed from the base of the PR and between 82b5fa4 and 4b96c08.
Files ignored due to path filters (1)
  • protocol/testing/containertest/preupgrade_genesis.json is excluded by !**/*.json
Files selected for processing (2)
  • protocol/app/upgrades/v5.0.0/upgrade.go (3 hunks)
  • protocol/app/upgrades/v5.0.0/upgrade_container_test.go (5 hunks)
Additional Context Used
Path-based Instructions (2)
protocol/app/upgrades/v5.0.0/upgrade_container_test.go (1)

**/**:
Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/app/upgrades/v5.0.0/upgrade.go (1)

**/**:
Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (4)
protocol/app/upgrades/v5.0.0/upgrade_container_test.go (3)

20-22: The introduction of the constant AliceBobBTCQuantums is clear and follows Go naming conventions. However, it's important to ensure that the value assigned to this constant is consistent with the application's domain requirements and accurately represents the quantum size intended for Alice and Bob's BTC orders.

Ensure the value 1_000_000 for AliceBobBTCQuantums aligns with the expected quantum size for BTC orders in the context of the application.


58-105: The placeOrders function correctly broadcasts transactions for placing orders for both Alice and Bob. However, there are a few considerations:

  • The use of require.NoError ensures that any error in broadcasting a transaction will fail the test immediately, which is appropriate for setup functions in tests.
  • The hardcoded values, such as ClientId, SubaccountId, and ClobPairId, should be verified to ensure they align with the test's expectations and the application's state during the test.
  • The GoodTilBlock value is set to 20, which implies an expectation about the blockchain's block height during these tests. Ensure this assumption is valid in the test environment.

Verify that the hardcoded values used in the MsgPlaceOrder messages, including ClientId, SubaccountId, ClobPairId, and GoodTilBlock, are appropriate and align with the test's requirements and the application's expected state.


139-165: The postUpgradePerpetualOIs function checks the open interest for perpetuals post-upgrade. Considerations include:

  • The function assumes that the expected open interest for a perpetual with Id == 0 is equal to AliceBobBTCQuantums. This assumption should be explicitly documented or verified to ensure it aligns with the test's expectations and the upgrade logic.
  • The use of assert.Equalf to compare expected and actual open interest values is appropriate. However, ensure that the message format strings ("expected: %v, got: %v") provide sufficient context for debugging any failures.

Confirm that the assumption regarding the expected open interest for a perpetual with Id == 0 being equal to AliceBobBTCQuantums is valid and aligns with the upgrade logic and test expectations.

protocol/app/upgrades/v5.0.0/upgrade.go (1)

207-256: The initializePerpOpenInterest function is a critical addition to the upgrade logic, designed to calculate and set open interest for perpetuals based on position sizes. Key considerations include:

  • The function uses a map (perpOIMap) to aggregate open interest for each perpetual, which is an efficient approach for accumulating values.

  • The decision to only record positive positions for total open interest (lines 220-223) is logical, assuming that the total negative position size equals the total positive position size. This assumption should be documented or verified.

  • The panic on line 243 if a perpetual has non-zero open interest before the upgrade is a strong safety check. Ensure that this precondition is communicated to developers or operators performing the upgrade.

  • Logging successful initialization of open interest (line 251) and cases where perpetuals have zero open interest at the time of upgrade (line 253) provides valuable debugging information.

  • Confirm that the assumption regarding the equality of total negative and positive position sizes is valid and documented.

  • Ensure that the precondition of perpetuals having zero open interest before the upgrade is clearly communicated to relevant stakeholders.

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Actionable comments posted: 0

Review Status

Configuration used: CodeRabbit UI

Commits Files that changed from the base of the PR and between 4b96c08 and 762ff22.
Files selected for processing (1)
  • protocol/app/upgrades/v5.0.0/upgrade.go (3 hunks)
Files skipped from review as they are similar to previous changes (1)
  • protocol/app/upgrades/v5.0.0/upgrade.go
Additional Context Used

@teddyding teddyding merged commit 363d9f4 into main Apr 1, 2024
17 checks passed
@teddyding teddyding deleted the td/upgrade-initialize-oi branch April 1, 2024 21:22
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teddyding commented Apr 1, 2024

@Mergifyio backport release/protocol/v5.x

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mergify bot commented Apr 1, 2024

backport release/protocol/v5.x

✅ Backports have been created

mergify bot pushed a commit that referenced this pull request Apr 1, 2024
…#1302)

* Add upgrade handler to initialize OI during upgrade handler

* nits

(cherry picked from commit 363d9f4)
teddyding added a commit that referenced this pull request Apr 1, 2024
…#1302) (#1307)

* Add upgrade handler to initialize OI during upgrade handler

* nits

(cherry picked from commit 363d9f4)

Co-authored-by: Teddy Ding <teddy@dydx.exchange>
dydxwill added a commit that referenced this pull request Apr 3, 2024
* Add subaccountNumber to PerpetualPositionResponseObject (#1274)

Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>

* [CT-712] send updates for both normal order matches and liquidation (#1280)

* Remove volatile market (#1263)

* [SKI-21] Bump slinky version to v0.3.1 (#1275)

* Bump slinky version

* Add cp number method

* clean up socks logging (#1285)

* [CT-681] fix liquidated side and offsetting side for indexer delevera… (#1284)

* [CT-681] fix liquidated side and offsetting side for indexer deleveraging events

* fix test

* fix test

* fix lint

* [TRA-105] Add API for parent subaccount perpetual positions (#1282)


Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>

* Use sample rate with stream destroyed stats. (#1294)

* Revert "[CT-708] Indexer track e2e latency (#1237)" (#1292)

This reverts commit 60b94df.

* Fix swagger generation makefile command / regen swagger docs (#1299)

* pull dydx fork to generate swagger properly

* remove the print

* remove vault constants (#1293)

* Remove custom ping message from socks (#1301)

* Add subaccountNumber to the OrderResponseObject (#1296)

Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>

* sample more metrics (#1304)

* [OTE-256] Add upgrade handler to initialize OI during upgrade handler (#1302)

* Add upgrade handler to initialize OI during upgrade handler

* nits

* Fix lib.ErrorLogWithError: properly pass in args (#1306)

* fix broken tests (#1312)

* Explicitly close websockets on errors (#1290)

* Increase the number of allowed connections to 8000 (#1317)

* [TRA-104] Add parentSubaccountNumber API for orders (#1313)


Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>

* Improve Slinky logs to prevent unnecessary logs (#1289)

* [SKI-26]: Prevent funding index update with no oracle prices from (#1321)

halting indexer

* Skip equity tier limit check in PlaceShortTermOrder (#1318)

* Skip equity tier limit check in PlaceShortTermOrder

* remove tests

* Add comment

* fix lint (#1323)

---------

Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>
Co-authored-by: shrenujb <98204323+shrenujb@users.noreply.github.com>
Co-authored-by: jayy04 <103467857+jayy04@users.noreply.github.com>
Co-authored-by: Eric Warehime <eric.warehime@gmail.com>
Co-authored-by: vincentwschau <99756290+vincentwschau@users.noreply.github.com>
Co-authored-by: Jonathan Fung <121899091+jonfung-dydx@users.noreply.github.com>
Co-authored-by: Tian <tian@dydx.exchange>
Co-authored-by: Teddy Ding <teddy@dydx.exchange>
Co-authored-by: roy-dydx <133032749+roy-dydx@users.noreply.github.com>
Co-authored-by: Christopher-Li <Christopher-Li@users.noreply.github.com>
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