[TRA-169] keep existing vault orders if price and size don't need upd…

…ates (dydxprotocol#1886)
enriquesouza · Jul 11, 2024 · 8ff1dda · 8ff1dda
1 parent dbedbd7
commit 8ff1dda
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Showing 18 changed files with 728 additions and 266 deletions.
diff --git a/indexer/packages/v4-protos/src/codegen/dydxprotocol/vault/genesis.ts b/indexer/packages/v4-protos/src/codegen/dydxprotocol/vault/genesis.ts
@@ -34,6 +34,9 @@ export interface Vault {
   /** The individual parameters of the vault. */
 
   vaultParams?: VaultParams;
+  /** The client IDs of the most recently placed orders of the vault. */
+
+  mostRecentClientIds: number[];
 }
 /** Vault defines the total shares and owner shares of a vault. */
 
@@ -49,6 +52,9 @@ export interface VaultSDKType {
   /** The individual parameters of the vault. */
 
   vault_params?: VaultParamsSDKType;
+  /** The client IDs of the most recently placed orders of the vault. */
+
+  most_recent_client_ids: number[];
 }
 
 function createBaseGenesisState(): GenesisState {
@@ -111,7 +117,8 @@ function createBaseVault(): Vault {
     vaultId: undefined,
     totalShares: undefined,
     ownerShares: [],
-    vaultParams: undefined
+    vaultParams: undefined,
+    mostRecentClientIds: []
   };
 }
 
@@ -133,6 +140,13 @@ export const Vault = {
       VaultParams.encode(message.vaultParams, writer.uint32(34).fork()).ldelim();
     }
 
+    writer.uint32(42).fork();
+
+    for (const v of message.mostRecentClientIds) {
+      writer.uint32(v);
+    }
+
+    writer.ldelim();
     return writer;
   },
 
@@ -161,6 +175,19 @@ export const Vault = {
           message.vaultParams = VaultParams.decode(reader, reader.uint32());
           break;
 
+        case 5:
+          if ((tag & 7) === 2) {
+            const end2 = reader.uint32() + reader.pos;
+
+            while (reader.pos < end2) {
+              message.mostRecentClientIds.push(reader.uint32());
+            }
+          } else {
+            message.mostRecentClientIds.push(reader.uint32());
+          }
+
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -176,6 +203,7 @@ export const Vault = {
     message.totalShares = object.totalShares !== undefined && object.totalShares !== null ? NumShares.fromPartial(object.totalShares) : undefined;
     message.ownerShares = object.ownerShares?.map(e => OwnerShare.fromPartial(e)) || [];
     message.vaultParams = object.vaultParams !== undefined && object.vaultParams !== null ? VaultParams.fromPartial(object.vaultParams) : undefined;
+    message.mostRecentClientIds = object.mostRecentClientIds?.map(e => e) || [];
     return message;
   }
 

diff --git a/proto/dydxprotocol/vault/genesis.proto b/proto/dydxprotocol/vault/genesis.proto
@@ -25,4 +25,6 @@ message Vault {
   repeated OwnerShare owner_shares = 3;
   // The individual parameters of the vault.
   VaultParams vault_params = 4;
+  // The client IDs of the most recently placed orders of the vault.
+  repeated uint32 most_recent_client_ids = 5;
 }
diff --git a/protocol/app/app.go b/protocol/app/app.go
@@ -1288,16 +1288,17 @@ func New(
 		perpetualsmoduletypes.ModuleName,
 		statsmoduletypes.ModuleName,
 		satypes.ModuleName,
-		// should be before clob EndBlocker so that vault order cancels are
-		// processed before any vault order expirations (handled by clob)
-		vaultmoduletypes.ModuleName,
 		clobmoduletypes.ModuleName,
 		sendingmoduletypes.ModuleName,
 		vestmoduletypes.ModuleName,
 		rewardsmoduletypes.ModuleName,
 		epochsmoduletypes.ModuleName,
 		govplusmoduletypes.ModuleName,
 		delaymsgmoduletypes.ModuleName,
+		// Vault endblocker should be after clob endblocker. Otherwise,
+		// the block after the one where vault orders expire won't have
+		// any vault orders.
+		vaultmoduletypes.ModuleName,
 		listingmoduletypes.ModuleName,
 		revsharemoduletypes.ModuleName,
 		authz.ModuleName,                // No-op.

diff --git a/protocol/app/testdata/default_genesis_state.json b/protocol/app/testdata/default_genesis_state.json
@@ -472,7 +472,7 @@
       "spread_buffer_ppm": 1500,
       "skew_factor_ppm": 2000000,
       "order_size_pct_ppm": 100000,
-      "order_expiration_seconds": 2,
+      "order_expiration_seconds": 60,
       "activation_threshold_quote_quantums": "1000000000"
     },
     "vaults": []

diff --git a/protocol/lib/bytes.go b/protocol/lib/bytes.go
@@ -1,6 +1,7 @@
 package lib
 
 import (
+	"encoding/binary"
 	"strconv"
 )
 
@@ -13,3 +14,21 @@ func IntToString[T int | int32 | int64](i T) string {
 func UintToString[T uint | uint32 | uint64](i T) string {
 	return strconv.FormatUint(uint64(i), 10)
 }
+
+// Uint32ArrayToBytes converts a slice of uint32 to a byte slice.
+func Uint32ArrayToBytes(arr []uint32) []byte {
+	buf := make([]byte, len(arr)*4)
+	for i, v := range arr {
+		binary.BigEndian.PutUint32(buf[i*4:], v)
+	}
+	return buf
+}
+
+// BytesToUint32Array converts a byte slice to a slice of uint32.
+func BytesToUint32Array(b []byte) []uint32 {
+	arr := make([]uint32, len(b)/4)
+	for i := range arr {
+		arr[i] = binary.BigEndian.Uint32(b[i*4:])
+	}
+	return arr
+}
diff --git a/protocol/lib/bytes_test.go b/protocol/lib/bytes_test.go
@@ -24,3 +24,65 @@ func TestUintToString(t *testing.T) {
 	require.Equal(t, "15", UintToString(uint64(15)))
 	require.Equal(t, "18446744073709551615", UintToString(uint64(math.MaxUint64)))
 }
+
+func TestUint32ArrayToBytes(t *testing.T) {
+	require.Equal(
+		t,
+		[]byte{0, 0, 0, 1, 0, 0, 0, 2, 0, 0, 0, 3, 0, 0, 0, 4},
+		Uint32ArrayToBytes([]uint32{1, 2, 3, 4}),
+	)
+	require.Equal(
+		t,
+		[]byte{0, 0, 0, 0, 255, 255, 255, 255},
+		Uint32ArrayToBytes([]uint32{0, 4294967295}),
+	)
+	require.Equal(
+		t,
+		[]byte{7, 91, 205, 21, 58, 222, 104, 177},
+		Uint32ArrayToBytes([]uint32{
+			123456789, // 111_01011011_11001101_00010101
+			987654321, // 111010_11011110_01101000_10110001
+		}),
+	)
+	require.Equal(
+		t,
+		[]byte{0, 0, 3, 233, 0, 0, 7, 210, 0, 0, 11, 187, 0, 0, 15, 164},
+		Uint32ArrayToBytes([]uint32{
+			1001, // 11_11101001
+			2002, // 111_11010010
+			3003, // 1011_10111011
+			4004, // 1111_10100100
+		}),
+	)
+}
+
+func TestBytesToUint32Array(t *testing.T) {
+	require.Equal(
+		t,
+		[]uint32{1, 2, 3, 4},
+		BytesToUint32Array([]byte{0, 0, 0, 1, 0, 0, 0, 2, 0, 0, 0, 3, 0, 0, 0, 4}),
+	)
+	require.Equal(
+		t,
+		[]uint32{0, 4294967295},
+		BytesToUint32Array([]byte{0, 0, 0, 0, 255, 255, 255, 255}),
+	)
+	require.Equal(
+		t,
+		[]uint32{
+			123456789, // 111_01011011_11001101_00010101
+			987654321, // 111010_11011110_01101000_10110001
+		},
+		BytesToUint32Array([]byte{7, 91, 205, 21, 58, 222, 104, 177}),
+	)
+	require.Equal(
+		t,
+		[]uint32{
+			1001, // 11_11101001
+			2002, // 111_11010010
+			3003, // 1011_10111011
+			4004, // 1111_10100100
+		},
+		BytesToUint32Array([]byte{0, 0, 3, 233, 0, 0, 7, 210, 0, 0, 11, 187, 0, 0, 15, 164}),
+	)
+}
diff --git a/protocol/scripts/genesis/sample_pregenesis.json b/protocol/scripts/genesis/sample_pregenesis.json
@@ -1820,7 +1820,7 @@
       "params": {
         "activation_threshold_quote_quantums": "1000000000",
         "layers": 2,
-        "order_expiration_seconds": 2,
+        "order_expiration_seconds": 60,
         "order_size_pct_ppm": 100000,
         "skew_factor_ppm": 2000000,
         "spread_buffer_ppm": 1500,

diff --git a/protocol/testutil/constants/genesis.go b/protocol/testutil/constants/genesis.go
@@ -1509,7 +1509,7 @@ const GenesisState = `{
         "spread_buffer_ppm": 1500,
         "skew_factor_ppm": 2000000,
         "order_size_pct_ppm": 100000,
-        "order_expiration_seconds": 2,
+        "order_expiration_seconds": 60,
         "activation_threshold_quote_quantums": "1000000000"
       },
       "vaults": []

diff --git a/protocol/x/vault/genesis.go b/protocol/x/vault/genesis.go
@@ -33,6 +33,7 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 				panic(err)
 			}
 		}
+		k.SetMostRecentClientIds(ctx, *vault.VaultId, vault.MostRecentClientIds)
 		k.AddVaultToAddressStore(ctx, *vault.VaultId)
 	}
 }