[CT-629] Fix entryPrice calc (backport #2415) (#2416)

Co-authored-by: dydxwill <[email protected]>
dydxprotocol · Oct 1, 2024 · fbf6d7d · fbf6d7d
1 parent bf91d95
commit fbf6d7d
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Showing 4 changed files with 6 additions and 6 deletions.
diff --git a/indexer/services/ender/__tests__/handlers/order-fills/liquidation-handler.test.ts b/indexer/services/ender/__tests__/handlers/order-fills/liquidation-handler.test.ts
@@ -132,7 +132,7 @@ describe('LiquidationHandler', () => {
     perpetualId: testConstants.defaultPerpetualMarket.id,
     side: PositionSide.LONG,
     status: PerpetualPositionStatus.OPEN,
-    size: '10',
+    size: '5',
     maxSize: '25',
     sumOpen: '10',
     entryPrice: '15000',
@@ -385,7 +385,7 @@ describe('LiquidationHandler', () => {
             defaultPerpetualPosition.openEventId,
           ),
           {
-            sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
+            sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
             entryPrice: getWeightedAverage(
               defaultPerpetualPosition.entryPrice!,
               defaultPerpetualPosition.size,

diff --git a/indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts b/indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts
@@ -133,7 +133,7 @@ describe('OrderHandler', () => {
     perpetualId: testConstants.defaultPerpetualMarket.id,
     side: PositionSide.LONG,
     status: PerpetualPositionStatus.OPEN,
-    size: '10',
+    size: '5',
     maxSize: '25',
     sumOpen: '10',
     entryPrice: '15000',
@@ -432,7 +432,7 @@ describe('OrderHandler', () => {
             defaultPerpetualPosition.openEventId,
           ),
           {
-            sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
+            sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
             entryPrice: getWeightedAverage(
               defaultPerpetualPosition.entryPrice!,
               defaultPerpetualPosition.size,

diff --git a/indexer/services/ender/src/scripts/helpers/dydx_liquidation_fill_handler_per_order.sql b/indexer/services/ender/src/scripts/helpers/dydx_liquidation_fill_handler_per_order.sql
@@ -196,7 +196,7 @@ BEGIN
                 perpetual_position_record."side", order_side) THEN
             sum_open = dydx_trim_scale(perpetual_position_record."sumOpen" + fill_amount);
             entry_price = dydx_get_weighted_average(
-                    perpetual_position_record."entryPrice", perpetual_position_record."sumOpen",
+                    perpetual_position_record."entryPrice", perpetual_position_record."size",
                     maker_price, fill_amount);
             perpetual_position_record."sumOpen" = sum_open;
             perpetual_position_record."entryPrice" = entry_price;

diff --git a/...er/services/ender/src/scripts/helpers/dydx_update_perpetual_position_aggregate_fields.sql b/...er/services/ender/src/scripts/helpers/dydx_update_perpetual_position_aggregate_fields.sql
@@ -44,7 +44,7 @@ BEGIN
     IF dydx_perpetual_position_and_order_side_matching(perpetual_position_record."side", side) THEN
         sum_open := dydx_trim_scale(perpetual_position_record."sumOpen" + size);
         entry_price := dydx_get_weighted_average(
-            perpetual_position_record."entryPrice", perpetual_position_record."sumOpen", price, size
+            perpetual_position_record."entryPrice", perpetual_position_record."size", price, size
         );
         perpetual_position_record."sumOpen" = sum_open;
         perpetual_position_record."entryPrice" = entry_price;