[IND-511] e2e test for limit order matching (#901)

e2e-testing/README.md

@@ -16,3 +16,33 @@ In another terminal, run
 ```
 pnpm build && pnpm test
 ```
+
+#### Quickest way to reset the network/clear all Indexer data sources without rebuilding from scratch
+
+Go to Docker Desktop
+
+Stop all containers
+
+Delete all dydxprotocold* containers
+
+Reset the protocol by doing the following:
+```
+cd ../protocol
+make reset-chain
+```
+
+Delete the postgres container.
+
+Restart the Kafka container.
+
+Clear all Kafka topics:
+```
+docker cp remove-all-kafka-msgs.sh <container_id>:/opt/kafka
+docker exec -it <container_id> /bin/bash
+./remove-all-kafka-msgs.sh
+```
+
+Restart all containers:
+```
+docker compose -f docker-compose-e2e-test.yml up
+```

e2e-testing/__tests__/helpers/constants.ts

@@ -1,2 +1,58 @@
+import {
+  IPlaceOrder, Order_Side, Order_TimeInForce, OrderFlags,
+} from '@dydxprotocol/v4-client-js';
+import Long from 'long';
+
+import { OrderDetails } from './types';
+
 export const DYDX_LOCAL_ADDRESS = 'dydx199tqg4wdlnu4qjlxchpd7seg454937hjrknju4';
 export const DYDX_LOCAL_MNEMONIC = 'merge panther lobster crazy road hollow amused security before critic about cliff exhibit cause coyote talent happy where lion river tobacco option coconut small';
+export const DYDX_LOCAL_ADDRESS_2 = 'dydx10fx7sy6ywd5senxae9dwytf8jxek3t2gcen2vs';
+export const DYDX_LOCAL_MNEMONIC_2 = 'color habit donor nurse dinosaur stable wonder process post perfect raven gold census inside worth inquiry mammal panic olive toss shadow strong name drum';
+
+export const MNEMONIC_TO_ADDRESS: Record<string, string> = {
+  [DYDX_LOCAL_MNEMONIC]: DYDX_LOCAL_ADDRESS,
+  [DYDX_LOCAL_MNEMONIC_2]: DYDX_LOCAL_ADDRESS_2,
+};
+
+export const ADDRESS_TO_MNEMONIC: Record<string, string> = {
+  [DYDX_LOCAL_ADDRESS]: DYDX_LOCAL_MNEMONIC,
+  [DYDX_LOCAL_ADDRESS_2]: DYDX_LOCAL_MNEMONIC_2,
+};
+
+export const PERPETUAL_PAIR_BTC_USD: number = 0;
+export const quantums: Long = new Long(1_000_000_000);
+export const subticks: Long = new Long(1_000_000_000);
+
+export const defaultOrder: IPlaceOrder = {
+  clientId: 0,
+  orderFlags: OrderFlags.SHORT_TERM,
+  clobPairId: PERPETUAL_PAIR_BTC_USD,
+  side: Order_Side.SIDE_BUY,
+  quantums,
+  subticks,
+  timeInForce: Order_TimeInForce.TIME_IN_FORCE_UNSPECIFIED,
+  reduceOnly: false,
+  clientMetadata: 0,
+};
+
+export const orderDetails: OrderDetails[] = [
+  {
+    mnemonic: DYDX_LOCAL_MNEMONIC,
+    timeInForce: 0,
+    orderFlags: 64,
+    side: 1,
+    clobPairId: PERPETUAL_PAIR_BTC_USD,
+    quantums: 10000000,
+    subticks: 5000000000,
+  },
+  {
+    mnemonic: DYDX_LOCAL_MNEMONIC_2,
+    timeInForce: 0,
+    orderFlags: 64,
+    side: 2,
+    clobPairId: PERPETUAL_PAIR_BTC_USD,
+    quantums: 5000000,
+    subticks: 5000000000,
+  },
+];

e2e-testing/__tests__/helpers/types.ts

@@ -0,0 +1,9 @@
+export type OrderDetails = {
+  mnemonic: string;
+  timeInForce: number;
+  orderFlags: number;
+  side: number;
+  clobPairId: number;
+  quantums: number;
+  subticks: number;
+};

e2e-testing/__tests__/helpers/utils.ts

@@ -1,3 +1,40 @@
+import { IPlaceOrder, Network, SocketClient } from '@dydxprotocol/v4-client-js';
+import Long from 'long';
+
+import { defaultOrder } from './constants';
+import { OrderDetails } from './types';
+
 export async function sleep(milliseconds: number): Promise<void> {
   return new Promise((resolve) => setTimeout(resolve, milliseconds));
 }
+
+export function createModifiedOrder(
+  order: OrderDetails,
+): IPlaceOrder {
+  const modifiedOrder: IPlaceOrder = defaultOrder;
+  modifiedOrder.clientId = Math.floor(Math.random() * 1000000000);
+  modifiedOrder.goodTilBlock = 0;
+  modifiedOrder.clobPairId = order.clobPairId;
+  modifiedOrder.timeInForce = order.timeInForce;
+  modifiedOrder.reduceOnly = false;
+  modifiedOrder.orderFlags = order.orderFlags;
+  modifiedOrder.side = order.side;
+  modifiedOrder.quantums = Long.fromNumber(order.quantums);
+  modifiedOrder.subticks = Long.fromNumber(order.subticks);
+  return modifiedOrder;
+}
+
+export function connectAndValidateSocketClient(validateMessage: Function): void {
+  const mySocket = new SocketClient(
+    Network.local().indexerConfig,
+    () => {},
+    () => {},
+    (message) => {
+      if (typeof message.data === 'string') {
+        const data = JSON.parse(message.data as string);
+        validateMessage(data, mySocket);
+      }
+    },
+  );
+  mySocket.connect();
+}