[IND-461] handle deleveraging events (#730)

dydxprotocol · Nov 9, 2023 · 8c5c258 · 8c5c258
1 parent 8ec07fa
commit 8c5c258
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Showing 21 changed files with 754 additions and 62 deletions.
diff --git a/...res/src/db/migrations/migration_files/20231101173444_update_fills_type_with_deleverage.ts b/...res/src/db/migrations/migration_files/20231101173444_update_fills_type_with_deleverage.ts
@@ -0,0 +1,19 @@
+import * as Knex from 'knex';
+
+import { formatAlterTableEnumSql } from '../helpers';
+
+export async function up(knex: Knex): Promise<void> {
+  return knex.raw(formatAlterTableEnumSql(
+    'fills',
+    'type',
+    ['MARKET', 'LIMIT', 'LIQUIDATED', 'LIQUIDATION', 'DELEVERAGED', 'OFFSETTING'],
+  ));
+}
+
+export async function down(knex: Knex): Promise<void> {
+  return knex.raw(formatAlterTableEnumSql(
+    'fills',
+    'type',
+    ['MARKET', 'LIMIT', 'LIQUIDATED', 'LIQUIDATION'],
+  ));
+}
diff --git a/indexer/packages/postgres/src/types/fill-types.ts b/indexer/packages/postgres/src/types/fill-types.ts
@@ -23,6 +23,12 @@ export enum FillType {
   LIQUIDATED = 'LIQUIDATED',
   // LIQUIDATION is for the maker side of the fill, never used for orders
   LIQUIDATION = 'LIQUIDATION',
+  // DELEVERAGED is for the subaccount that was deleveraged in a deleveraging event.
+  // The fill type will be set to taker.
+  DELEVERAGED = 'DELEVERAGED',
+  // OFFSETTING is for the offsetting subaccount in a deleveraging event.
+  // The fill type will be set to maker.
+  OFFSETTING = 'OFFSETTING',
 }
 
 export interface FillCreateObject {

diff --git a/indexer/packages/postgres/src/types/websocket-message-types.ts b/indexer/packages/postgres/src/types/websocket-message-types.ts
@@ -176,6 +176,7 @@ export interface TradeContent {
   side: string,
   createdAt: IsoString,
   liquidation: boolean,
+  deleveraging: boolean,
 }
 
 /* ------- MarketMessageContents ------- */

diff --git a/indexer/services/comlink/public/api-documentation.md b/indexer/services/comlink/public/api-documentation.md
@@ -2287,6 +2287,8 @@ This operation does not require authentication
 |*anonymous*|LIMIT|
 |*anonymous*|LIQUIDATED|
 |*anonymous*|LIQUIDATION|
+|*anonymous*|DELEVERAGED|
+|*anonymous*|OFFSETTING|
 
 ## MarketType
 

diff --git a/indexer/services/comlink/public/swagger.json b/indexer/services/comlink/public/swagger.json
@@ -304,7 +304,9 @@
           "MARKET",
           "LIMIT",
           "LIQUIDATED",
-          "LIQUIDATION"
+          "LIQUIDATION",
+          "DELEVERAGED",
+          "OFFSETTING"
         ],
         "type": "string"
       },

diff --git a/indexer/services/comlink/public/websocket-documentation.md b/indexer/services/comlink/public/websocket-documentation.md
@@ -260,6 +260,12 @@ export enum FillType {
   LIQUIDATED = 'LIQUIDATED',
   // LIQUIDATION is for the maker side of the fill, never used for orders
   LIQUIDATION = 'LIQUIDATION',
+  // DELEVERAGED is for the subaccount that was deleveraged in a deleveraging event.
+  // The fill type will be set to taker.
+  DELEVERAGED = 'DELEVERAGED',
+  // OFFSETTING is for the offsetting subaccount in a deleveraging event.
+  // The fill type will be set to maker.
+  OFFSETTING = 'OFFSETTING',
 }
 
 export interface TransferSubaccountMessageContents {