Revert "Emergency patch to handle invalid TimeInForce. (#942)"

This reverts commit 7a027e4.

indexer/packages/postgres/__tests__/lib/protocol-translations.test.ts

@@ -168,8 +168,6 @@ describe('protocolTranslations', () => {
       ['IOC', IndexerOrder_TimeInForce.TIME_IN_FORCE_IOC, TimeInForce.IOC],
       ['UNSPECIFIED', IndexerOrder_TimeInForce.TIME_IN_FORCE_UNSPECIFIED, TimeInForce.GTT],
       ['POST_ONLY', IndexerOrder_TimeInForce.TIME_IN_FORCE_POST_ONLY, TimeInForce.POST_ONLY],
-      // Test case for emergency patch
-      ['INVALID', (100 as IndexerOrder_TimeInForce), TimeInForce.GTT],
     ])('successfully gets TimeInForce given protocol order TIF: %s', (
       _name: string,
       protocolTIF: IndexerOrder_TimeInForce,
@@ -178,14 +176,13 @@ describe('protocolTranslations', () => {
       expect(protocolOrderTIFToTIF(protocolTIF)).toEqual(expectedTimeInForce);
     });
 
-    // Commented out for emergency patch
-    /* it('throws error if unrecognized protocolTIF given', () => {
+    it('throws error if unrecognized protocolTIF given', () => {
       expect(
         () => {
           protocolOrderTIFToTIF(100 as IndexerOrder_TimeInForce);
         },
       ).toThrow(new Error('Unexpected TimeInForce from protocol: 100'));
-    });*/
+    });
   });
 
   describe('tifToProtocolOrderTIF', () => {

indexer/packages/postgres/src/lib/protocol-translations.ts

@@ -275,9 +275,7 @@ export function protocolOrderTIFToTIF(
   protocolOrderTIF: IndexerOrder_TimeInForce,
 ): TimeInForce {
   if (!(protocolOrderTIF in PROTOCOL_TIF_TO_INDEXER_TIF_MAP)) {
-    return TimeInForce.GTT;
-    // Removed for emergency patch
-    // throw new Error(`Unexpected TimeInForce from protocol: ${protocolOrderTIF}`);
+    throw new Error(`Unexpected TimeInForce from protocol: ${protocolOrderTIF}`);
   }
 
   return PROTOCOL_TIF_TO_INDEXER_TIF_MAP[protocolOrderTIF];

indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts

@@ -1451,223 +1451,12 @@ describe('OrderHandler', () => {
     ]);
   });
 
-  // Testing emergency patch
-  it('handles invalid TimeInForce (%s)', async () => {
-    const transactionIndex: number = 0;
-    const eventIndex: number = 0;
-    const makerQuantums: number = 100;
-    const makerSubticks: number = 1_000_000;
-
-    const makerOrderProto: IndexerOrder = createOrder({
-      subaccountId: defaultSubaccountId,
-      clientId: 0,
-      side: IndexerOrder_Side.SIDE_BUY,
-      quantums: makerQuantums,
-      subticks: makerSubticks,
-      goodTilOneof: {
-        goodTilBlock: 10,
-      },
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      orderFlags: ORDER_FLAG_SHORT_TERM.toString(),
-      // Invalid TIF
-      timeInForce: (4 as IndexerOrder_TimeInForce),
-      reduceOnly: false,
-      clientMetadata: 0,
-    });
-
-    const takerSubticks: number = 150_000;
-    const takerQuantums: number = 10;
-    const takerOrderProto: IndexerOrder = createOrder({
-      subaccountId: defaultSubaccountId2,
-      clientId: 0,
-      side: IndexerOrder_Side.SIDE_SELL,
-      quantums: takerQuantums,
-      subticks: takerSubticks,
-      goodTilOneof: {
-        goodTilBlock: 10,
-      },
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      orderFlags: ORDER_FLAG_LONG_TERM.toString(),
-      // Invalid TIF
-      timeInForce: (17 as IndexerOrder_TimeInForce),
-      reduceOnly: true,
-      clientMetadata: 0,
-    });
-
-    // create initial PerpetualPositions with closed previous positions
-    await Promise.all([
-      // previous position for subaccount 1
-      PerpetualPositionTable.create({
-        ...defaultPerpetualPosition,
-        perpetualId: testConstants.defaultPerpetualMarket3.id,
-        createdAtHeight: '1',
-        size: '0',
-        status: PerpetualPositionStatus.CLOSED,
-        openEventId: testConstants.defaultTendermintEventId2,
-      }),
-      // previous position for subaccount 2
-      PerpetualPositionTable.create({
-        ...defaultPerpetualPosition,
-        perpetualId: testConstants.defaultPerpetualMarket3.id,
-        subaccountId: testConstants.defaultSubaccountId2,
-        createdAtHeight: '1',
-        size: '0',
-        status: PerpetualPositionStatus.CLOSED,
-        openEventId: testConstants.defaultTendermintEventId2,
-      }),
-      // initial position for subaccount 2
-      PerpetualPositionTable.create({
-        ...defaultPerpetualPosition,
-        perpetualId: testConstants.defaultPerpetualMarket3.id,
-      }),
-      PerpetualPositionTable.create({
-        ...defaultPerpetualPosition,
-        perpetualId: testConstants.defaultPerpetualMarket3.id,
-        subaccountId: testConstants.defaultSubaccountId2,
-      }),
-    ]);
-
-    const fillAmount: number = 10;
-    const orderFillEvent: OrderFillEventV1 = createOrderFillEvent(
-      makerOrderProto,
-      takerOrderProto,
-      fillAmount,
-      fillAmount,
-      fillAmount,
-    );
-    const kafkaMessage: KafkaMessage = createKafkaMessageFromOrderFillEvent({
-      orderFillEvent,
-      transactionIndex,
-      eventIndex,
-      height: parseInt(defaultHeight, 10),
-      time: defaultTime,
-      txHash: defaultTxHash,
-    });
-
-    const producerSendMock: jest.SpyInstance = jest.spyOn(producer, 'send');
-    await onMessage(kafkaMessage);
-
-    // This price should be in fixed-point notation rather than exponential notation (1e-8)
-    const makerOrderSize: string = '1'; // quantums in human = 1e2 * 1e-2 = 1
-    const makerPrice: string = '0.00000000000001'; // quote currency / base currency = 1e6 * 1e-16 * 1e-6 / 1e-2 = 1e-14
-    const takerPrice: string = '0.0000000000000015'; // quote currency / base currency = 1.5e5 * 1e-16 * 1e-6 / 1e-2 = 1.5e-15
-    const totalFilled: string = '0.1'; // fillAmount in human = 1e1 * 1e-2 = 1e-1
-    await expectOrderInDatabase({
-      subaccountId: testConstants.defaultSubaccountId,
-      clientId: '0',
-      size: makerOrderSize,
-      totalFilled,
-      price: makerPrice,
-      status: OrderStatus.OPEN, // orderSize > totalFilled so status is open
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      side: protocolTranslations.protocolOrderSideToOrderSide(makerOrderProto.side),
-      orderFlags: makerOrderProto.orderId!.orderFlags.toString(),
-      // Invalid TIF in order is treated as GTT
-      timeInForce: TimeInForce.GTT,
-      reduceOnly: false,
-      goodTilBlock: protocolTranslations.getGoodTilBlock(makerOrderProto)?.toString(),
-      goodTilBlockTime: protocolTranslations.getGoodTilBlockTime(makerOrderProto),
-      clientMetadata: makerOrderProto.clientMetadata.toString(),
-      updatedAt: defaultDateTime.toISO(),
-      updatedAtHeight: defaultHeight.toString(),
-    });
-
-    const takerOrderSize: string = '0.1'; // quantums in human = 1e1 * 1e-2 = 1e-1
-    await expectOrderInDatabase({
-      subaccountId: testConstants.defaultSubaccountId2,
-      clientId: '0',
-      size: takerOrderSize,
-      totalFilled,
-      price: takerPrice,
-      status: OrderStatus.FILLED, // orderSize == totalFilled so status is filled
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      side: protocolTranslations.protocolOrderSideToOrderSide(takerOrderProto.side),
-      orderFlags: takerOrderProto.orderId!.orderFlags.toString(),
-      // Invalid TIF in order is treated as GTT
-      timeInForce: TimeInForce.GTT,
-      reduceOnly: true,
-      goodTilBlock: protocolTranslations.getGoodTilBlock(takerOrderProto)?.toString(),
-      goodTilBlockTime: protocolTranslations.getGoodTilBlockTime(takerOrderProto),
-      clientMetadata: takerOrderProto.clientMetadata.toString(),
-      updatedAt: defaultDateTime.toISO(),
-      updatedAtHeight: defaultHeight.toString(),
-    });
-
-    const eventId: Buffer = TendermintEventTable.createEventId(
-      defaultHeight,
-      transactionIndex,
-      eventIndex,
-    );
-
-    const quoteAmount: string = '0.000000000000001'; // quote amount is price * fillAmount = 1e-14 * 1e-1 = 1e-15
-    await expectFillInDatabase({
-      subaccountId: testConstants.defaultSubaccountId,
-      clientId: '0',
-      liquidity: Liquidity.MAKER,
-      size: totalFilled,
-      price: makerPrice,
-      quoteAmount,
-      eventId,
-      transactionHash: defaultTxHash,
-      createdAt: defaultDateTime.toISO(),
-      createdAtHeight: defaultHeight,
-      type: FillType.LIMIT,
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      side: protocolTranslations.protocolOrderSideToOrderSide(makerOrderProto.side),
-      orderFlags: makerOrderProto.orderId!.orderFlags.toString(),
-      clientMetadata: makerOrderProto.clientMetadata.toString(),
-      fee: defaultMakerFee,
-    });
-    await expectFillInDatabase({
-      subaccountId: testConstants.defaultSubaccountId2,
-      clientId: '0',
-      liquidity: Liquidity.TAKER,
-      size: totalFilled,
-      price: makerPrice,
-      quoteAmount,
-      eventId,
-      transactionHash: defaultTxHash,
-      createdAt: defaultDateTime.toISO(),
-      createdAtHeight: defaultHeight,
-      type: FillType.LIMIT,
-      clobPairId: testConstants.defaultPerpetualMarket3.clobPairId,
-      side: protocolTranslations.protocolOrderSideToOrderSide(takerOrderProto.side),
-      orderFlags: takerOrderProto.orderId!.orderFlags.toString(),
-      clientMetadata: takerOrderProto.clientMetadata.toString(),
-      fee: defaultTakerFee,
-    });
-
-    await Promise.all([
-      expectDefaultOrderAndFillSubaccountKafkaMessages(
-        producerSendMock,
-        eventId,
-        ORDER_FLAG_SHORT_TERM,
-        ORDER_FLAG_LONG_TERM,
-        testConstants.defaultPerpetualMarket3.id,
-        testConstants.defaultPerpetualMarket3.clobPairId,
-      ),
-      expectDefaultTradeKafkaMessageFromTakerFillId(
-        producerSendMock,
-        eventId,
-      ),
-      expectCandlesUpdated(),
-      expectStateFilledQuantums(
-        OrderTable.orderIdToUuid(makerOrderProto.orderId!),
-        orderFillEvent.totalFilledMaker.toString(),
-      ),
-      expectStateFilledQuantums(
-        OrderTable.orderIdToUuid(takerOrderProto.orderId!),
-        orderFillEvent.totalFilledTaker.toString(),
-      ),
-    ]);
-  });
-
   it.each([
     [
       undefined, // no maker order
     ],
     [
-      IndexerOrder.fromPartial({
+      IndexerOrder.fromPartial({ // no orderId
         orderId: undefined,
         side: IndexerOrder_Side.SIDE_BUY,
         quantums: 1,

indexer/services/ender/src/scripts/helpers/dydx_from_protocol_time_in_force.sql

@@ -14,9 +14,7 @@ BEGIN
         WHEN '1'::jsonb THEN RETURN 'IOC'; /** TIME_IN_FORCE_IOC */
         WHEN '2'::jsonb THEN RETURN 'POST_ONLY'; /** TIME_IN_FORCE_POST_ONLY */
         WHEN '3'::jsonb THEN RETURN 'FOK'; /** TIME_IN_FORCE_FILL_OR_KILL */
-        ELSE RETURN 'GTT';
-        -- Removed for an emergency patch
-        -- ELSE RAISE EXCEPTION 'Unexpected TimeInForce from protocol %', tif;
+        ELSE RAISE EXCEPTION 'Unexpected TimeInForce from protocol %', tif;
     END CASE;
 END;
 $$ LANGUAGE plpgsql IMMUTABLE PARALLEL SAFE;