fix: mark twaps as completed #4
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,5 +1,6 @@ | ||
| import { and, eq, inArray, sql } from "ponder"; | ||
| import { | ||
| candidateDiscreteOrder, | ||
| conditionalOrderGenerator, | ||
| discreteOrder, | ||
| type TwapAdditionalData, | ||
|
|
@@ -12,36 +13,44 @@ const ZERO_TOTALS: TwapAdditionalData = { | |
| executedFee: "0", | ||
| }; | ||
|
|
||
| /** Rebuild TWAP parents' execution state after part-order writes. | ||
| * TWAP-only: every part sells the same token, so summing raw amounts is unit-safe | ||
| * (the orderbook reports executedFee in the sell token for sell orders). Other | ||
| * order types keep additionalData null — e.g. PerpetualSwap parts alternate | ||
| * direction, so a single sum would mix token units. */ | ||
| export async function refreshTwapExecutionState( | ||
| context: Context, | ||
| chainId: number, | ||
| generatorIds: string[], | ||
| blockNumber: bigint, | ||
| ): Promise<string[]> { | ||
| const ids = [...new Set(generatorIds)]; | ||
| if (ids.length === 0) return []; | ||
|
|
||
| const generators = (await context.db.sql | ||
| .select({ | ||
| eventId: conditionalOrderGenerator.eventId, | ||
| orderType: conditionalOrderGenerator.orderType, | ||
| status: conditionalOrderGenerator.status, | ||
| allCandidatesKnown: conditionalOrderGenerator.allCandidatesKnown, | ||
| }) | ||
| .from(conditionalOrderGenerator) | ||
| .where( | ||
| and( | ||
| eq(conditionalOrderGenerator.chainId, chainId), | ||
| inArray(conditionalOrderGenerator.eventId, ids), | ||
| ), | ||
| )) as { | ||
| eventId: string; | ||
| orderType: string; | ||
| status: string; | ||
| allCandidatesKnown: boolean; | ||
| }[]; | ||
|
|
||
| const twapIds = generators | ||
| .filter((generator) => generator.orderType === "TWAP") | ||
| .map((generator) => generator.eventId); | ||
| if (twapIds.length === 0) return []; | ||
|
|
||
| // The .as() aliases are load-bearing: drizzle does not auto-alias raw sql | ||
| // fragments, so without them all three columns come back named "coalesce". | ||
|
|
@@ -54,6 +63,8 @@ export async function refreshTwapExecutedTotals( | |
| executedSellAmount: sql<string>`coalesce(sum(${discreteOrder.executedSellAmount}), 0)::text`.as("executed_sell_amount_sum"), | ||
| executedBuyAmount: sql<string>`coalesce(sum(${discreteOrder.executedBuyAmount}), 0)::text`.as("executed_buy_amount_sum"), | ||
| executedFee: sql<string>`coalesce(sum(${discreteOrder.executedFee}), 0)::text`.as("executed_fee_sum"), | ||
| partCount: sql<number>`count(*)::int`.as("part_count"), | ||
| openPartCount: sql<number>`count(*) filter (where ${discreteOrder.status} = 'open')::int`.as("open_part_count"), | ||
| }) | ||
| .from(discreteOrder) | ||
| .where( | ||
|
|
@@ -65,12 +76,65 @@ export async function refreshTwapExecutedTotals( | |
| .groupBy(discreteOrder.conditionalOrderGeneratorId); | ||
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||
| const totalsByGenerator = new Map( | ||
| rows.map(({ generatorId, partCount, openPartCount, ...totals }) => [ | ||
| generatorId, | ||
| { totals, partCount, openPartCount }, | ||
| ]), | ||
| ); | ||
|
|
||
| const candidateGeneratorIds = new Set( | ||
| ( | ||
| await context.db.sql | ||
| .select({ | ||
| generatorId: candidateDiscreteOrder.conditionalOrderGeneratorId, | ||
| }) | ||
| .from(candidateDiscreteOrder) | ||
| .where( | ||
| and( | ||
| eq(candidateDiscreteOrder.chainId, chainId), | ||
| inArray(candidateDiscreteOrder.conditionalOrderGeneratorId, twapIds), | ||
| ), | ||
| ) | ||
| .groupBy(candidateDiscreteOrder.conditionalOrderGeneratorId) | ||
| ).map((row) => row.generatorId), | ||
| ); | ||
|
|
||
| const completed: string[] = []; | ||
| for (const generator of generators) { | ||
| if (generator.orderType !== "TWAP") continue; | ||
|
|
||
| const aggregate = totalsByGenerator.get(generator.eventId); | ||
| const isComplete = | ||
| generator.status === "Active" && | ||
| generator.allCandidatesKnown && | ||
| aggregate != null && | ||
| aggregate.partCount > 0 && | ||
| aggregate.openPartCount === 0 && | ||
| !candidateGeneratorIds.has(generator.eventId); | ||
| // Orderbook reorg reconciliation can reopen a previously terminal part. | ||
| const isReopened = | ||
| generator.status === "Completed" && | ||
| ((aggregate?.openPartCount ?? 0) > 0 || | ||
| candidateGeneratorIds.has(generator.eventId)); | ||
|
|
||
| await context.db | ||
|
There was a problem hiding this comment. It would be better to collect the individual updates and send them together using
Collaborator
Author
There was a problem hiding this comment. There is no batch on this object https://ponder.sh/docs/indexing/write#store-api 
|
||
| .update(conditionalOrderGenerator, { chainId, eventId: generator.eventId }) | ||
| .set({ | ||
| additionalData: aggregate?.totals ?? ZERO_TOTALS, | ||
| ...(isComplete && { | ||
| status: "Completed" as const, | ||
| lastPollResult: "executionState:allTerminal", | ||
| updatedAtBlock: blockNumber, | ||
| }), | ||
| ...(isReopened && { | ||
| status: "Active" as const, | ||
| lastPollResult: "executionState:reopened", | ||
| updatedAtBlock: blockNumber, | ||
| }), | ||
| }); | ||
|
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||
| if (isComplete) completed.push(generator.eventId); | ||
| } | ||
|
|
||
| return completed; | ||
| } | ||
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If I understood correctly, a child can be changed back to open on reorgs. In that case, I don't see any handler that will change the parent back to incomplete.
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Thanks, fixed in f4a27a7