Refactor perpetual upgrade handlers in v5.0.0

protocol/app/upgrades/v5.0.0/upgrade.go

@@ -8,6 +8,7 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	consensustypes "github.com/cosmos/cosmos-sdk/x/consensus/types"
 
+	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
 	clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
 	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
@@ -19,20 +20,68 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
 )
 
-// Set all existing perpetuals to cross market type
+// perpetuals upgrade handler for v5.0.0
+// - 1. Set all perpetuals to cross market type
+// - 2. Initialize perpetual open interest to current OI
 func perpetualsUpgrade(
 	ctx sdk.Context,
 	perpetualsKeeper perptypes.PerpetualsKeeper,
+	subaccountsKeeper satypes.SubaccountsKeeper,
 ) {
-	// Set all perpetuals to cross market type
+	perpOIMap := make(map[uint32]*big.Int)
+
+	// Iterate through all subaccounts and perp positions for each subaccount.
+	// Aggregate open interest for each perpetual market.
+	subaccounts := subaccountsKeeper.GetAllSubaccount(ctx)
+	for _, sa := range subaccounts {
+		for _, perpPosition := range sa.PerpetualPositions {
+			if perpPosition.Quantums.BigInt().Sign() <= 0 {
+				// Only record positive positions for total open interest.
+				// Total negative position size should be equal to total positive position size.
+				continue
+			}
+			if openInterest, exists := perpOIMap[perpPosition.PerpetualId]; exists {
+				// Already seen this perpetual. Add to open interest.
+				openInterest.Add(
+					openInterest,
+					perpPosition.Quantums.BigInt(),
+				)
+			} else {
+				// Haven't seen this pereptual. Initialize open interest.
+				perpOIMap[perpPosition.PerpetualId] = new(big.Int).Set(
+					perpPosition.Quantums.BigInt(),
+				)
+			}
+		}
+	}
+
 	perpetuals := perpetualsKeeper.GetAllPerpetuals(ctx)
-	for _, p := range perpetuals {
-		_, err := perpetualsKeeper.SetPerpetualMarketType(
-			ctx, p.GetId(),
-			perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_CROSS)
+	for _, perp := range perpetuals {
+		// 1. Set all perpetuals to cross market type
+		perp.Params.MarketType = perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_CROSS
+
+		// 2. Initialize perpetual open interest to current OI
+		perpOpenInterst := big.NewInt(0)
+		if oi, exists := perpOIMap[perp.GetId()]; exists {
+			perpOpenInterst.Set(oi)
+		}
+		perp.OpenInterest = dtypes.NewIntFromBigInt(perpOpenInterst)
+		err := perpetualsKeeper.ValidateAndSetPerpetual(
+			ctx,
+			perp,
+		)
 		if err != nil {
-			panic(fmt.Sprintf("failed to set perpetual market type for perpetual %d: %s", p.GetId(), err))
+			panic(fmt.Sprintf(
+				"failed to modify open interest for perpetual, openInterest = %v, perpetual = %+v",
+				perpOpenInterst,
+				perp,
+			))
 		}
+		ctx.Logger().Info(fmt.Sprintf(
+			"Successfully migrated perpetual %d: %+v",
+			perp.GetId(),
+			perp,
+		))
 	}
 }
 
@@ -98,8 +147,10 @@ func blockRateLimitConfigUpdate(
 		panic(fmt.Sprintf("failed to update the block rate limit configuration: %s", err))
 	}
 	ctx.Logger().Info(
-		"Successfully upgraded block rate limit configuration to: %+v\n",
-		clobKeeper.GetBlockRateLimitConfiguration(ctx),
+		fmt.Sprintf(
+			"Successfully upgraded block rate limit configuration to: %+v\n",
+			clobKeeper.GetBlockRateLimitConfiguration(ctx),
+		),
 	)
 }
 
@@ -238,69 +289,6 @@ func voteExtensionsUpgrade(
 	)
 }
 
-// Initialize open interest for perpetuals
-func initializePerpOpenInterest(
-	ctx sdk.Context,
-	perpetualsKeeper perptypes.PerpetualsKeeper,
-	subaccountsKeeper satypes.SubaccountsKeeper,
-) {
-	perpOIMap := make(map[uint32]*big.Int)
-
-	subaccounts := subaccountsKeeper.GetAllSubaccount(ctx)
-
-	// Iterate through all subaccounts and perp positions for each subaccount.
-	// Aggregate open interest for each perpetual market.
-	for _, sa := range subaccounts {
-		for _, perpPosition := range sa.PerpetualPositions {
-			if perpPosition.Quantums.BigInt().Sign() <= 0 {
-				// Only record positive positions for total open interest.
-				// Total negative position size should be equal to total positive position size.
-				continue
-			}
-			if openInterest, exists := perpOIMap[perpPosition.PerpetualId]; exists {
-				// Already seen this perpetual. Add to open interest.
-				openInterest.Add(
-					openInterest,
-					perpPosition.Quantums.BigInt(),
-				)
-			} else {
-				// Haven't seen this pereptual. Initialize open interest.
-				perpOIMap[perpPosition.PerpetualId] = new(big.Int).Set(
-					perpPosition.Quantums.BigInt(),
-				)
-			}
-		}
-	}
-
-	allPerps := perpetualsKeeper.GetAllPerpetuals(ctx)
-	for _, perp := range allPerps {
-		if perp.OpenInterest.BigInt().Sign() != 0 {
-			panic(fmt.Sprintf("perpetual %d has non-zero OI (%v) before upgrade", perp.GetId(), perp.OpenInterest))
-		}
-		if openInterest, exists := perpOIMap[perp.GetId()]; exists {
-			err := perpetualsKeeper.ModifyOpenInterest(
-				ctx,
-				perp.GetId(),
-				openInterest, // by default perpetual.OI = 0, so use the total open interest as delta
-			)
-			if err != nil {
-				panic(fmt.Sprintf(
-					"failed to modify open interest for perpetual, openInterest = %v, perpetual = %+v",
-					openInterest,
-					perp,
-				))
-			}
-			ctx.Logger().Info(fmt.Sprintf(
-				"Successfully initialized open interest for perpetual %d = %v",
-				perp.GetId(),
-				openInterest,
-			))
-		} else {
-			ctx.Logger().Info(fmt.Sprintf("Perpetual %d has zero open interest at the time of upgrade", perp.GetId()))
-		}
-	}
-}
-
 // Initialize vault module parameters.
 func initializeVaultModuleParams(
 	ctx sdk.Context,
@@ -331,11 +319,8 @@ func CreateUpgradeHandler(
 		clobKeeper.MigratePruneableOrders(sdkCtx)
 		sdkCtx.Logger().Info("Successfully migrated pruneable orders")
 
-		// Set all perpetuals to cross market type
-		perpetualsUpgrade(sdkCtx, perpetualsKeeper)
-
-		// Initialize open interest for all perpetuals
-		initializePerpOpenInterest(sdkCtx, perpetualsKeeper, subaccountsKeeper)
+		// Set all perpetuals to cross market type and initialize open interest
+		perpetualsUpgrade(sdkCtx, perpetualsKeeper, subaccountsKeeper)
 
 		// Set block rate limit configuration
 		blockRateLimitConfigUpdate(sdkCtx, clobKeeper)

protocol/app/upgrades/v5.0.0/upgrade_container_test.go

@@ -21,6 +21,8 @@ import (
 
 const (
 	AliceBobBTCQuantums = 1_000_000
+	CarlDaveBTCQuantums = 2_000_000
+	CarlDaveETHQuantums = 4_000_000
 )
 
 func TestStateUpgrade(t *testing.T) {
@@ -119,6 +121,94 @@ func placeOrders(node *containertest.Node, t *testing.T) {
 		},
 		constants.BobAccAddress.String(),
 	))
+	require.NoError(t, containertest.BroadcastTx(
+		node,
+		&clobtypes.MsgPlaceOrder{
+			Order: clobtypes.Order{
+				OrderId: clobtypes.OrderId{
+					ClientId: 0,
+					SubaccountId: satypes.SubaccountId{
+						Owner:  constants.CarlAccAddress.String(),
+						Number: 0,
+					},
+					ClobPairId: 0,
+				},
+				Side:     clobtypes.Order_SIDE_BUY,
+				Quantums: CarlDaveBTCQuantums,
+				Subticks: 5_000_000,
+				GoodTilOneof: &clobtypes.Order_GoodTilBlock{
+					GoodTilBlock: 20,
+				},
+			},
+		},
+		constants.CarlAccAddress.String(),
+	))
+	require.NoError(t, containertest.BroadcastTx(
+		node,
+		&clobtypes.MsgPlaceOrder{
+			Order: clobtypes.Order{
+				OrderId: clobtypes.OrderId{
+					ClientId: 0,
+					SubaccountId: satypes.SubaccountId{
+						Owner:  constants.DaveAccAddress.String(),
+						Number: 0,
+					},
+					ClobPairId: 0,
+				},
+				Side:     clobtypes.Order_SIDE_SELL,
+				Quantums: CarlDaveBTCQuantums,
+				Subticks: 5_000_000,
+				GoodTilOneof: &clobtypes.Order_GoodTilBlock{
+					GoodTilBlock: 20,
+				},
+			},
+		},
+		constants.DaveAccAddress.String(),
+	))
+	require.NoError(t, containertest.BroadcastTx(
+		node,
+		&clobtypes.MsgPlaceOrder{
+			Order: clobtypes.Order{
+				OrderId: clobtypes.OrderId{
+					ClientId: 0,
+					SubaccountId: satypes.SubaccountId{
+						Owner:  constants.CarlAccAddress.String(),
+						Number: 0,
+					},
+					ClobPairId: 1,
+				},
+				Side:     clobtypes.Order_SIDE_BUY,
+				Quantums: CarlDaveETHQuantums,
+				Subticks: 5_000_000,
+				GoodTilOneof: &clobtypes.Order_GoodTilBlock{
+					GoodTilBlock: 20,
+				},
+			},
+		},
+		constants.CarlAccAddress.String(),
+	))
+	require.NoError(t, containertest.BroadcastTx(
+		node,
+		&clobtypes.MsgPlaceOrder{
+			Order: clobtypes.Order{
+				OrderId: clobtypes.OrderId{
+					ClientId: 0,
+					SubaccountId: satypes.SubaccountId{
+						Owner:  constants.DaveAccAddress.String(),
+						Number: 0,
+					},
+					ClobPairId: 1,
+				},
+				Side:     clobtypes.Order_SIDE_SELL,
+				Quantums: CarlDaveETHQuantums,
+				Subticks: 5_000_000,
+				GoodTilOneof: &clobtypes.Order_GoodTilBlock{
+					GoodTilBlock: 20,
+				},
+			},
+		},
+		constants.DaveAccAddress.String(),
+	))
 	err := node.Wait(2)
 	require.NoError(t, err)
 }
@@ -186,7 +276,9 @@ func postUpgradePerpetualOIs(node *containertest.Node, t *testing.T) {
 	for _, perp := range allPerpsResp.Perpetual {
 		expectedOI := 0
 		if perp.Params.Id == 0 {
-			expectedOI = AliceBobBTCQuantums
+			expectedOI = AliceBobBTCQuantums + CarlDaveBTCQuantums
+		} else if perp.Params.Id == 1 {
+			expectedOI = CarlDaveETHQuantums
 		}
 		assert.Equalf(t,
 			dtypes.NewInt(int64(expectedOI)),

protocol/testing/containertest/preupgrade_genesis.json

@@ -2158,6 +2158,34 @@
           },
           "margin_enabled": true
         },
+        {
+          "asset_positions": [
+            {
+              "asset_id": 0,
+              "index": 0,
+              "quantums": "100000000000000000"
+            }
+          ],
+          "id": {
+            "number": 0,
+            "owner": "dydx1fjg6zp6vv8t9wvy4lps03r5l4g7tkjw9wvmh70"
+          },
+          "margin_enabled": true
+        },
+        {
+          "asset_positions": [
+            {
+              "asset_id": 0,
+              "index": 0,
+              "quantums": "100000000000000000"
+            }
+          ],
+          "id": {
+            "number": 0,
+            "owner": "dydx1wau5mja7j7zdavtfq9lu7ejef05hm6ffenlcsn"
+          },
+          "margin_enabled": true
+        },
         {
           "asset_positions": [
             {

protocol/x/perpetuals/types/types.go

@@ -124,6 +124,10 @@ type PerpetualsKeeper interface {
 	) []Perpetual
 	GetAllLiquidityTiers(ctx sdk.Context) (list []LiquidityTier)
 	SendOIUpdatesToIndexer(ctx sdk.Context)
+	ValidateAndSetPerpetual(
+		ctx sdk.Context,
+		perpetual Perpetual,
+	) error
 }
 
 // OpenInterestDelta represents a (perpId, openInterestDelta) tuple.