[CLOB-1054] update state R/W methods (#938)

* [CLOB-1054] update state R/W methods

* comments

* comment

protocol/x/clob/keeper/match_state.go

@@ -7,12 +7,49 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
 )
 
-// GetLastTradePriceForPerpetual gets the last trade price for a perpetual.
-func (k Keeper) GetLastTradePriceForPerpetual(
+// GetTradePricesForPerpetual gets the maximum and minimum traded prices for a perpetual for the
+// current block.
+// These prices are intended to be used for improved conditional order triggering in the EndBlocker.
+func (k Keeper) GetTradePricesForPerpetual(
+	ctx sdk.Context,
+	perpetualId uint32,
+) (
+	minTradePriceSubticks types.Subticks,
+	maxTradePriceSubticks types.Subticks,
+	found bool,
+) {
+	minTradePriceSubticks, found = k.getMinTradePriceForPerpetual(ctx, perpetualId)
+	if !found {
+		return 0, 0, false
+	}
+
+	maxTradePriceSubticks, found = k.getMaxTradePriceForPerpetual(ctx, perpetualId)
+	return minTradePriceSubticks, maxTradePriceSubticks, found
+}
+
+// getMinTradePriceForPerpetual gets the min trade price for a perpetual.
+func (k Keeper) getMinTradePriceForPerpetual(
+	ctx sdk.Context,
+	perpetualId uint32,
+) (subticks types.Subticks, found bool) {
+	store := k.GetMinTradePriceStore(ctx)
+
+	b := store.Get(lib.Uint32ToKey(perpetualId))
+	if b == nil {
+		return 0, false
+	}
+
+	result := gogotypes.UInt64Value{Value: 0}
+	k.cdc.MustUnmarshal(b, &result)
+	return types.Subticks(result.Value), true
+}
+
+// getMaxTradePriceForPerpetual gets the max trade price for a perpetual.
+func (k Keeper) getMaxTradePriceForPerpetual(
 	ctx sdk.Context,
 	perpetualId uint32,
 ) (subticks types.Subticks, found bool) {
-	store := k.GetLastTradePriceStore(ctx)
+	store := k.GetMaxTradePriceStore(ctx)
 
 	b := store.Get(lib.Uint32ToKey(perpetualId))
 	if b == nil {
@@ -24,17 +61,29 @@ func (k Keeper) GetLastTradePriceForPerpetual(
 	return types.Subticks(result.Value), true
 }
 
-// SetLastTradePriceForPerpetual sets the last trade price for a perpetual.
-func (k Keeper) SetLastTradePriceForPerpetual(
+// SetTradePricesForPerpetual sets the maximum and minimum traded prices for a perpetual for the current
+// block.
+// Note that this method updates the transient store and is meant to be called in `DeliverTx` when
+// matches are persisted to state.
+func (k Keeper) SetTradePricesForPerpetual(
 	ctx sdk.Context,
 	perpetualId uint32,
 	subticks types.Subticks,
 ) {
-	store := k.GetLastTradePriceStore(ctx)
-
+	minTradePriceSubticks, maxTradePriceSubticks, found := k.GetTradePricesForPerpetual(ctx, perpetualId)
+	key := lib.Uint32ToKey(perpetualId)
 	value := gogotypes.UInt64Value{Value: subticks.ToUint64()}
-	store.Set(
-		lib.Uint32ToKey(perpetualId),
-		k.cdc.MustMarshal(&value),
-	)
+	b := k.cdc.MustMarshal(&value)
+
+	// Update the min price if not previously saved or if the new price is lower.
+	if !found || subticks < minTradePriceSubticks {
+		store := k.GetMinTradePriceStore(ctx)
+		store.Set(key, b)
+	}
+
+	// Update the max price if not previously saved or if the new price is higher.
+	if !found || subticks > maxTradePriceSubticks {
+		store := k.GetMaxTradePriceStore(ctx)
+		store.Set(key, b)
+	}
 }

protocol/x/clob/keeper/match_state_test.go

@@ -10,21 +10,39 @@ import (
 	"github.com/stretchr/testify/require"
 )
 
-func TestGetSetLastTradePrice(t *testing.T) {
+func TestGetSetLastTradePrices(t *testing.T) {
 	// Setup keeper state and test parameters.
 	memClob := memclob.NewMemClobPriceTimePriority(false)
 	ks := keepertest.NewClobKeepersTestContext(t, memClob, &mocks.BankKeeper{}, &mocks.IndexerEventManager{})
 
 	// Get non-existent last trade price.
-	price, found := ks.ClobKeeper.GetLastTradePriceForPerpetual(ks.Ctx, 0)
-	require.Equal(t, price, types.Subticks(0))
+	minTradePriceSubticks, maxTradePriceSubticks, found := ks.ClobKeeper.GetTradePricesForPerpetual(ks.Ctx, 0)
+	require.Equal(t, minTradePriceSubticks, types.Subticks(0))
+	require.Equal(t, maxTradePriceSubticks, types.Subticks(0))
 	require.False(t, found)
 
-	// Set last trade price.
-	ks.ClobKeeper.SetLastTradePriceForPerpetual(ks.Ctx, 0, types.Subticks(17))
+	// Set trade prices.
+	ks.ClobKeeper.SetTradePricesForPerpetual(ks.Ctx, 0, types.Subticks(17))
 
-	// Get the last trade price, which should now exist.
-	price, found = ks.ClobKeeper.GetLastTradePriceForPerpetual(ks.Ctx, 0)
-	require.Equal(t, price, types.Subticks(17))
+	// Get the min and max trade prices, which should now exist.
+	minTradePriceSubticks, maxTradePriceSubticks, found = ks.ClobKeeper.GetTradePricesForPerpetual(ks.Ctx, 0)
+	require.Equal(t, minTradePriceSubticks, types.Subticks(17))
+	require.Equal(t, maxTradePriceSubticks, types.Subticks(17))
+	require.True(t, found)
+
+	// Update the min price.
+	ks.ClobKeeper.SetTradePricesForPerpetual(ks.Ctx, 0, types.Subticks(13))
+
+	minTradePriceSubticks, maxTradePriceSubticks, found = ks.ClobKeeper.GetTradePricesForPerpetual(ks.Ctx, 0)
+	require.Equal(t, minTradePriceSubticks, types.Subticks(13))
+	require.Equal(t, maxTradePriceSubticks, types.Subticks(17))
+	require.True(t, found)
+
+	// Update the max price.
+	ks.ClobKeeper.SetTradePricesForPerpetual(ks.Ctx, 0, types.Subticks(23))
+
+	minTradePriceSubticks, maxTradePriceSubticks, found = ks.ClobKeeper.GetTradePricesForPerpetual(ks.Ctx, 0)
+	require.Equal(t, minTradePriceSubticks, types.Subticks(13))
+	require.Equal(t, maxTradePriceSubticks, types.Subticks(23))
 	require.True(t, found)
 }

protocol/x/clob/keeper/stores.go

@@ -1,9 +1,10 @@
 package keeper
 
 import (
-	storetypes "cosmossdk.io/store/types"
 	"fmt"
 
+	storetypes "cosmossdk.io/store/types"
+
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
 
 	"cosmossdk.io/store/prefix"
@@ -152,11 +153,20 @@ func (k Keeper) fetchStateStoresForOrder(
 	)
 }
 
-// GetLastTradePriceStore fetches a mem store used for reading and updating the
-// last trade prices for perpetuals.
-func (k Keeper) GetLastTradePriceStore(ctx sdk.Context) prefix.Store {
+// GetMinTradePriceStore fetches a transient store used for reading and updating the
+// min trade prices for perpetuals.
+func (k Keeper) GetMinTradePriceStore(ctx sdk.Context) prefix.Store {
 	return prefix.NewStore(
-		ctx.KVStore(k.storeKey),
-		[]byte(types.LastTradePricePrefix),
+		ctx.KVStore(k.transientStoreKey),
+		[]byte(types.MinTradePricePrefix),
+	)
+}
+
+// GetMaxTradePriceStore fetches a transient store used for reading and updating the
+// max trade prices for perpetuals.
+func (k Keeper) GetMaxTradePriceStore(ctx sdk.Context) prefix.Store {
+	return prefix.NewStore(
+		ctx.KVStore(k.transientStoreKey),
+		[]byte(types.MaxTradePricePrefix),
 	)
 }

protocol/x/clob/types/keys.go

@@ -52,10 +52,6 @@ const (
 	// StatefulOrdersTimeSlicePrefix is the key to retrieve a unique list of the stateful orders that
 	// expire at a given timestamp, sorted by order ID.
 	StatefulOrdersTimeSlicePrefix = "ExpTm:"
-
-	// LastTradePricePrefix is the key prefix to retrieve the last trade price for a perpetual.
-	// This is meant to be used for improved conditional order triggering.
-	LastTradePricePrefix = "LastTrade:"
 )
 
 // Store / Memstore
@@ -109,6 +105,14 @@ const (
 	// are stored in a transient store. This count represents the number of uncommitted stateful
 	// `placements - cancellations`.
 	UncommittedStatefulOrderCountPrefix = "NumUncmtSO:"
+
+	// MinTradePricePrefix is the key prefix to retrieve the min trade price for a perpetual.
+	// This is meant to be used for improved conditional order triggering.
+	MinTradePricePrefix = "MinTrade:"
+
+	// MaxTradePricePrefix is the key prefix to retrieve the max trade price for a perpetual.
+	// This is meant to be used for improved conditional order triggering.
+	MaxTradePricePrefix = "MaxTrade:"
 )
 
 // Module Accounts