[CT-514] Clob MsgBatchCancel functionality
#1110
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WalkthroughThe recent updates enhance the protocol with the Changes
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Review Status
Actionable comments generated: 1
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Files selected for processing (6)
- protocol/lib/log/constants.go (1 hunks)
- protocol/mocks/ClobKeeper.go (1 hunks)
- protocol/x/clob/ante/clob.go (1 hunks)
- protocol/x/clob/keeper/orders.go (1 hunks)
- protocol/x/clob/types/clob_keeper.go (1 hunks)
- protocol/x/clob/types/errors.go (1 hunks)
Additional comments: 5
protocol/x/clob/types/clob_keeper.go (1)
- 25-28: The addition of the
BatchCancelShortTermOrdermethod to theClobKeeperinterface correctly implements the required functionality for batch canceling short-term orders.protocol/x/clob/ante/clob.go (1)
- 133-151: The implementation for processing
MsgBatchCancelmessages correctly handles short-term cancels, appropriately skips processing duringReCheckTx, and logs relevant information. This aligns well with the intended functionality and follows best practices.protocol/x/clob/types/errors.go (1)
- 214-218: The addition of the
ErrBatchCancelAllFailederror with code 46 is well-implemented. It provides clear and robust error handling for scenarios where all order cancels in a batch fail.protocol/mocks/ClobKeeper.go (1)
- 53-65: The addition of the
BatchCancelShortTermOrdermock function aligns with the introduction of theMsgBatchCancelfunctionality. This mock will facilitate unit testing of components that depend on theClobKeeperinterface, ensuring they can simulate the behavior of batch canceling short-term orders without requiring an actual implementation. The function signature correctly accepts atypes.Contextand a pointer toclobtypes.MsgBatchCancel, and it returns anerror, which is consistent with the expected behavior for such an operation. The use ofmock.Calledto simulate the function call and allow for the setup of return values and expectations is correctly implemented.protocol/x/clob/keeper/orders.go (1)
- 50-123: The implementation of
BatchCancelShortTermOrderintroduces a new functionality to cancel a batch of short-term orders. Here are some observations and recommendations:
Correctness and Logic: The function's logic appears to be correct, with appropriate checks for stateful validation and handling of individual order cancellations within a batch. The use of
lib.AssertCheckTxMode(ctx)ensures this function is called in the correct transaction context.Error Handling: The function logs errors silently for individual order cancellations that fail, which is acceptable given the context. However, it's crucial to ensure that these logs are monitored and analyzed to prevent silent failures from going unnoticed.
Performance: The function iterates over each order in the batch and attempts to cancel them individually. While this is necessary for the functionality, it's important to monitor the performance impact of processing large batches, especially in terms of transaction execution time and resource usage.
Maintainability: The function is well-structured and follows a clear logic flow, which aids in maintainability. The comments provide useful context for understanding the function's purpose and behavior.
Security: No immediate security concerns are evident in the implementation. The function performs necessary validations and relies on existing mechanisms for order cancellation.
Best Practices: The function adheres to best practices in error handling and logging. It might be beneficial to include metrics or telemetry data collection for monitoring the usage and performance of this new functionality.
Overall, the
BatchCancelShortTermOrderfunction is a well-implemented addition to the protocol, enhancing its capabilities in managing short-term orders. It's important to consider the potential performance implications and ensure adequate monitoring and logging mechanisms are in place.
This reverts commit e5b8a03.
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Actionable comments generated: 2
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Files ignored due to path filters (2)
protocol/go.modis excluded by:!**/*.modprotocol/go.sumis excluded by:!**/*.sum
Files selected for processing (5)
- protocol/testutil/app/app.go (2 hunks)
- protocol/x/clob/ante/ante_wrapper.go (2 hunks)
- protocol/x/clob/ante/clob.go (6 hunks)
- protocol/x/clob/e2e/batch_cancel_test.go (1 hunks)
- protocol/x/clob/keeper/orders.go (1 hunks)
Files skipped from review as they are similar to previous changes (2)
- protocol/x/clob/ante/clob.go
- protocol/x/clob/keeper/orders.go
Additional comments: 2
protocol/x/clob/ante/ante_wrapper.go (1)
- 4-4: The addition of the
fmtimport statement is necessary for the new debug print functionality.protocol/x/clob/e2e/batch_cancel_test.go (1)
- 1-100: The test
TestBatchCancelis well-structured and follows best practices for writing unit tests in Go, including the use of table-driven tests. The use offmt.Printlnfor debugging within tests is acceptable. Ensure that the test cases accurately reflect the intended behavior of theMsgBatchCancelfunctionality and that assertions correctly verify the outcomes.
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Actionable comments generated: 2
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Files selected for processing (9)
- protocol/app/module/interface_registry.go (2 hunks)
- protocol/app/process/other_msgs.go (2 hunks)
- protocol/app/process/other_msgs_test.go (2 hunks)
- protocol/app/process/utils_disallow_msgs.go (1 hunks)
- protocol/app/process/utils_disallow_msgs_test.go (1 hunks)
- protocol/testutil/constants/messages.go (2 hunks)
- protocol/testutil/encoding/utils.go (2 hunks)
- protocol/x/clob/ante/clob.go (6 hunks)
- protocol/x/clob/keeper/orders.go (1 hunks)
Files skipped from review as they are similar to previous changes (2)
- protocol/x/clob/ante/clob.go
- protocol/x/clob/keeper/orders.go
Additional comments: 6
protocol/app/process/utils_disallow_msgs.go (1)
- 21-22: The addition of
*clobtypes.MsgBatchCancelto theIsDisallowClobOrderMsgInOtherTxsfunction correctly implements the functionality to disallowMsgBatchCancelmessages in other transactions. This change aligns with the PR's objectives to enhance order management within the protocol.protocol/app/process/utils_disallow_msgs_test.go (1)
- 28-28: The update to the
TestIsDisallowClobOrderMsgInOtherTxsfunction correctly includes*clobtypes.MsgBatchCancelin the test cases, ensuring that the new functionality is covered by the tests. This change is consistent with the PR's objectives and correctly tests the disallowing ofMsgBatchCancelmessages in other transactions.protocol/testutil/encoding/utils.go (1)
- 77-77: The addition of
&clobtypes.MsgBatchCancel{}to the encoding configuration correctly updates the system to support the serialization and deserialization of the newMsgBatchCancelmessage type. This change is necessary for the integration of the new functionality introduced by the PR.protocol/app/module/interface_registry.go (1)
- 80-82: The addition of
MsgBatchCancelto theCustomGetSignersmap in theNewInterfaceRegistryfunction correctly updates the interface registry to support the signing of the newMsgBatchCancelmessage type. This change is necessary for the correct operation of the new functionality introduced by the PR.protocol/testutil/constants/messages.go (1)
- 60-71: The initialization of
Msg_BatchCancelandMsg_BatchCancel_TxBtyescorrectly sets up the newMsgBatchCancelmessage type for testing and usage within the protocol. The specific values provided forSubaccountId,ShortTermCancels, andGoodTilBlockalign with the expected structure of a batch cancel message, ensuring that the new functionality is correctly integrated and testable.protocol/app/process/other_msgs_test.go (1)
- 91-97: The addition of an error case for
MsgBatchCancelin theDecodeOtherMsgsTxtest function correctly tests that batch cancel orders are not allowed inOtherTxs. This change ensures that the new functionality introduced by the PR is correctly integrated and tested, aligning with the changes made to disallowMsgBatchCancelmessages in other transactions.
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Files ignored due to path filters (1)
protocol/x/clob/types/tx.pb.gois excluded by:!**/*.pb.go
Files selected for processing (2)
- proto/dydxprotocol/clob/tx.proto (1 hunks)
- protocol/x/clob/e2e/batch_cancel_test.go (1 hunks)
Files skipped from review as they are similar to previous changes (1)
- protocol/x/clob/e2e/batch_cancel_test.go
Additional comments: 1
proto/dydxprotocol/clob/tx.proto (1)
- 126-126: The change from
fixed32touint32forclient_idsin theOrderBatchmessage could have implications for serialization/deserialization performance and storage, given the differences between fixed and variable-length encoding. It's important to ensure this change aligns with the expected range and usage patterns ofclient_ids. Additionally, verify the impact on existing data and systems to ensure compatibility and performance are maintained.
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Files ignored due to path filters (2)
protocol/go.modis excluded by:!**/*.modprotocol/go.sumis excluded by:!**/*.sum
Files selected for processing (1)
- protocol/x/clob/ante/clob.go (4 hunks)
Files skipped from review as they are similar to previous changes (1)
- protocol/x/clob/ante/clob.go
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Files ignored due to path filters (3)
protocol/go.modis excluded by:!**/*.modprotocol/go.sumis excluded by:!**/*.sumprotocol/x/clob/types/tx.pb.gois excluded by:!**/*.pb.go
Files selected for processing (5)
- indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/tx.ts (4 hunks)
- proto/dydxprotocol/clob/tx.proto (1 hunks)
- protocol/lib/log/constants.go (1 hunks)
- protocol/testutil/app/app.go (2 hunks)
- protocol/x/clob/keeper/orders.go (1 hunks)
Files skipped from review as they are similar to previous changes (4)
- proto/dydxprotocol/clob/tx.proto
- protocol/lib/log/constants.go
- protocol/testutil/app/app.go
- protocol/x/clob/keeper/orders.go
Additional comments: 4
indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/tx.ts (4)
- 170-174: The change from
fixed32touint32for theclientIdsfield in theOrderBatchinterface is correctly documented in the comments. This optimization is intended to save space, which is crucial for performance and storage efficiency in blockchain transactions.- 187-191: Similarly, the SDKType version of the
OrderBatchinterface correctly reflects the change in the serialization type of theclientIdsfield fromfixed32touint32. This consistency between the interface and its SDKType version is important for maintaining the integrity of the data structure across different parts of the system.- 795-795: In the
encodefunction for theOrderBatch, the serialization ofclientIdsasuint32is correctly implemented. This change aligns with the updated interface definition and ensures that the serialization process is optimized for space.- 820-823: The
decodefunction for theOrderBatchcorrectly handles the deserialization ofclientIdsasuint32. This ensures that the data structure is correctly reconstructed from its serialized form, maintaining the integrity of theOrderBatchobject during the deserialization process.
| CheckTx = "check_tx" | ||
| RecheckTx = "recheck_tx" | ||
| DeliverTx = "deliver_tx" | ||
| MsgBatchCancel = "msg_batch_cancel" |
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is there a better group for this? doesn't seem related to CheckTx, DeliverTx, etc
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this is the batch for tag values, i just haven't been bothered to move anything over to this constants file other than the callbacks
protocol/x/clob/keeper/orders.go
Outdated
| // Note that we add `+1` here to account for the fact that `ctx.BlockHeight()` is technically the | ||
| // previously mined block, not the next block that will be proposed. This is due to the fact that | ||
| // this function is only ever called during `CheckTx`. | ||
| nextBlockHeight := lib.MustConvertIntegerToUint32(ctx.BlockHeight() + 1) | ||
|
|
||
| // Statefully validate the GTB and the clob pair ids. | ||
| goodTilBlock := msg.GetGoodTilBlock() | ||
| if err := k.validateGoodTilBlock(goodTilBlock, nextBlockHeight); err != nil { | ||
| return err | ||
| } |
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don't we do this in CancelShortTermOrder?
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we do but i'd rather just error out here than have each one error out slowly in each CancelShortTermOrder call and then return the user a BatchCancelAllFailed with error: invalid GTB, a top level error invalid gtb seems better
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then we can just call k.MemClob.CancelOrder directly? I guess not as future proof. no strong prefernce
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small nit: I kind of don't like this +1 logic everywhere and feel like we should move it to within validateGoodTilBlock.
haven't checked other references to validateGoodTilBlock, so will leave it to you to decide
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Hm we could call memclob directly. I'm ok with either.
Current approach
SendOffchainMessagesgets called multiple times for each keeper call made- each cancel gets its own latency metric exposed
Calling memclob directly
- can coalesce offchain messages and call
SendOffchainMessagesonce - no latency metrics for each cancel
re: the +1 logic, i'm kind of for keeping it as it is since i don't want validateGoodTilBlock method to assume that it's being used in checktx. i'd prefer to keep it as a pure function of its parameters without assuming anything about usage
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Going with keeping the current approach.
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re: the +1 logic, i'm kind of for keeping it as it is since i don't want validateGoodTilBlock method to assume that it's being used in checktx. i'd prefer to keep it as a pure function of its parameters without assuming anything about usage
I meant do something like
func validateGTB(ctx, ...) {
if ctx.IsCheckTx() {
GTB = ctx.BlockHeight() + 1
}
GTB = ctx.BlockHeight()
}
slightly cleaner imo, but up to you
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https://linear.app/dydx/issue/CT-661/change-validation-of-gtb-to-take-into-account-context
Don't want to expand scope of this PR
protocol/x/clob/keeper/orders.go
Outdated
| func (k Keeper) BatchCancelShortTermOrder( | ||
| ctx sdk.Context, | ||
| msg *types.MsgBatchCancel, | ||
| ) error { |
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thought about this a little bit more - what do you think about
- returning (succeeded []uint32, failed []uint32) here
- modify
MsgBatchCancelResponseto return this information to the user (currently it's empty)
This way we don't have to add the logic for oneCancelSucceeded and code would be much cleaner, and at the same time, users know exactly which cancels went through. we can also include []error in addition to failed []uint32 to provide reasons for those failures
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hm i'm down to do the suggestion (1), but returning []error seems a little clunky to me.
Reason being, usually when someone calls a function you expect to check one error to see if it failed or not.
I'm ok with returning just a BatchError, or using the errors.join method, but it seems to just stack errors together separated by newlines. not sure how i feel about that.
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Going to punt this. Details in ticket.
https://linear.app/dydx/issue/CT-649/modify-msgbatchcancelresponse-to-return-success-failure-ids
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I think this function can still return ([]uint32, []uint32) here, the caller can decide what to do with it (e.g. returning ErrBatchCancelAllFailed).
oneCancelSucceeded logic belongs more to the caller imo, slight preference but nbd
protocol/x/clob/keeper/orders.go
Outdated
| for _, batchOrder := range msg.GetShortTermCancels() { | ||
| clobPairId := batchOrder.GetClobPairId() | ||
| if _, found := k.GetClobPair(ctx, types.ClobPairId(clobPairId)); !found { | ||
| return errorsmod.Wrapf( | ||
| types.ErrInvalidClobPairParameter, | ||
| "Invalid clob pair id %+v", | ||
| clobPairId, | ||
| ) | ||
| } | ||
| } |
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ditto - do we not have duplicated validation in CancelShortTermOrder?
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hmm same reasoning as above, i'd just like to reject the message asap. but this does take up some state reads, so this could warrant directly calling memclob cancel.
| GoodTilBlock: goodTilBlock, | ||
| }, | ||
| } | ||
| // Run the short term order. If it errors, just log silently. |
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instead of logging silently we also have the option to wrap and return it back to the user
something like
var wrapped error
for {
...
if err != nil {
wrapped = errorsmod.Wrapf(wrapped, error, ...)
}
}
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ah I guess we made the decision to only return error when all cancellations fail?
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Files ignored due to path filters (1)
protocol/x/clob/types/tx.pb.gois excluded by:!**/*.pb.go
Files selected for processing (3)
- indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/tx.ts (4 hunks)
- proto/dydxprotocol/clob/tx.proto (1 hunks)
- protocol/x/clob/e2e/batch_cancel_test.go (1 hunks)
Files skipped from review as they are similar to previous changes (3)
- indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/tx.ts
- proto/dydxprotocol/clob/tx.proto
- protocol/x/clob/e2e/batch_cancel_test.go
| clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types" | ||
| ) | ||
|
|
||
| // These tests are the same as the e2e tests for single order cancellations. |
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nit: can we add a few tests for batch cancelling multiple orders (e.g. oneCancelSucceeded / all failed scenarios) ? can be done in a separate PR
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Files selected for processing (6)
- protocol/mocks/ClobKeeper.go (1 hunks)
- protocol/x/clob/ante/clob.go (4 hunks)
- protocol/x/clob/e2e/batch_cancel_test.go (1 hunks)
- protocol/x/clob/keeper/orders.go (1 hunks)
- protocol/x/clob/types/clob_keeper.go (1 hunks)
- protocol/x/clob/types/errors.go (1 hunks)
Files skipped from review as they are similar to previous changes (6)
- protocol/mocks/ClobKeeper.go
- protocol/x/clob/ante/clob.go
- protocol/x/clob/e2e/batch_cancel_test.go
- protocol/x/clob/keeper/orders.go
- protocol/x/clob/types/clob_keeper.go
- protocol/x/clob/types/errors.go
* wip implementation * use new cometbft * Revert "use new cometbft" This reverts commit e5b8a03. * go mod tidy * basic e2e test * more msgBatchCancels in code * repeated fixed32 -> uint32 * remove debug prints * update cometbft replace go.mod sha * one more debug print * typo * regen indexer protos * update comment on proto * proto comment changes * extract stateful validation into own fn * pr format comments * clean up test file * new return type with success and failure Signed-off-by: Eric <[email protected]>
commit d98f859 Author: Eric <[email protected]> Date: Mon Mar 11 12:46:53 2024 -0700 Update sample pregenesis Signed-off-by: Eric <[email protected]> commit 7f178fe Author: Mohammed Affan <[email protected]> Date: Mon Mar 11 13:46:08 2024 -0400 [OTE-209] Emit metrics gated through execution mode (dydxprotocol#1157) Signed-off-by: Eric <[email protected]> commit 47e365d Author: dydxwill <[email protected]> Date: Mon Mar 11 13:43:16 2024 -0400 add aggregate comlink response code stats (dydxprotocol#1162) Signed-off-by: Eric <[email protected]> commit 7774ad9 Author: shrenujb <[email protected]> Date: Fri Mar 8 17:30:49 2024 -0500 [TRA-70] Add state migrations for isolated markets (dydxprotocol#1155) Signed-off-by: Shrenuj Bansal <[email protected]> Signed-off-by: Eric <[email protected]> commit 89c7405 Author: Jonathan Fung <[email protected]> Date: Thu Mar 7 17:28:06 2024 -0500 [CT-517] E2E tests batch cancel (dydxprotocol#1149) * more end to end test * extraprint * more e2e test Signed-off-by: Eric <[email protected]> commit 41a3a41 Author: Teddy Ding <[email protected]> Date: Thu Mar 7 15:42:30 2024 -0500 [OTE-200] OIMF protos (dydxprotocol#1125) * OIMF protos * add default genesis value, modify methods interface * fix genesis file * fix integration test * lint Signed-off-by: Eric <[email protected]> commit 2a062b1 Author: Teddy Ding <[email protected]> Date: Thu Mar 7 15:24:15 2024 -0500 Add `v5` upgrade handler and set up container upgrade test (dydxprotocol#1153) * wip * update preupgrade_genesis * fix preupgrade_genesis.json * nit * setupUpgradeStoreLoaders for v5.0.0 Signed-off-by: Eric <[email protected]> commit b7942b3 Author: jayy04 <[email protected]> Date: Thu Mar 7 13:43:48 2024 -0500 [CT-647] construct the initial orderbook snapshot (dydxprotocol#1147) * [CT-647] construct the initial orderbook snapshot * [CT-647] initialize new streams and send orderbook snapshot (dydxprotocol#1152) * [CT-647] initialize new streams and send orderbook snapshot * use sync once * comments Signed-off-by: Eric <[email protected]> commit c67a3c6 Author: shrenujb <[email protected]> Date: Thu Mar 7 12:40:37 2024 -0500 [TRA-84] Move SA module address transfers to use perpetual based SA accounts (dydxprotocol#1146) Signed-off-by: Shrenuj Bansal <[email protected] Signed-off-by: Eric <[email protected]> commit dba23e0 Author: Mohammed Affan <[email protected]> Date: Thu Mar 7 10:34:11 2024 -0500 update readme link to point to the right page (dydxprotocol#1151) Signed-off-by: Eric <[email protected]> commit b5870d5 Author: Tian <[email protected]> Date: Wed Mar 6 16:43:04 2024 -0500 [TRA-86] scaffold x/vault (dydxprotocol#1148) * scaffold x/vault Signed-off-by: Eric <[email protected]> commit 0eca041 Author: jayy04 <[email protected]> Date: Wed Mar 6 10:48:42 2024 -0500 [CT-652] add command line flag for full node streaming (dydxprotocol#1145) Signed-off-by: Eric <[email protected]> commit b319cb8 Author: jayy04 <[email protected]> Date: Tue Mar 5 21:58:35 2024 -0500 [CT-646] stream offchain updates through stream manager (dydxprotocol#1138) * [CT-646] stream offchain updates through stream manager * comments * fix lint * get rid of finished * comments * comments Signed-off-by: Eric <[email protected]> commit 1c54620 Author: shrenujb <[email protected]> Date: Tue Mar 5 16:34:19 2024 -0500 [TRA-78] Add function to retrieve collateral pool addr for a subaccount (dydxprotocol#1142) Signed-off-by: Shrenuj Bansal <[email protected]> Signed-off-by: Eric <[email protected]> commit b8c1d62 Author: dydxwill <[email protected]> Date: Tue Mar 5 15:03:28 2024 -0500 [OTE-141] implement post /compliance/geoblock (dydxprotocol#1129) Signed-off-by: Eric <[email protected]> commit ab8c570 Author: Jonathan Fung <[email protected]> Date: Tue Mar 5 11:19:53 2024 -0500 Fix mock-gen dydxprotocol#1140 Signed-off-by: Eric <[email protected]> commit 12506a1 Author: shrenujb <[email protected]> Date: Mon Mar 4 21:33:28 2024 -0500 [TRA-64] Use market specific insurance fund for cross or isolated markets (dydxprotocol#1132) Signed-off-by: Shrenuj Bansal <[email protected]> Signed-off-by: Eric <[email protected]> commit 929f09e Author: Jonathan Fung <[email protected]> Date: Mon Mar 4 13:48:04 2024 -0800 [CT-514] Clob `MsgBatchCancel` functionality (dydxprotocol#1110) * wip implementation * use new cometbft * Revert "use new cometbft" This reverts commit e5b8a03. * go mod tidy * basic e2e test * more msgBatchCancels in code * repeated fixed32 -> uint32 * remove debug prints * update cometbft replace go.mod sha * one more debug print * typo * regen indexer protos * update comment on proto * proto comment changes * extract stateful validation into own fn * pr format comments * clean up test file * new return type with success and failure Signed-off-by: Eric <[email protected]> commit 41de83e Author: dydxwill <[email protected]> Date: Mon Mar 4 12:22:16 2024 -0500 add index to address read replica lag (dydxprotocol#1137) Signed-off-by: Eric <[email protected]> commit 735d9a8 Author: dydxwill <[email protected]> Date: Mon Mar 4 11:56:59 2024 -0500 rename (dydxprotocol#1136) Signed-off-by: Eric <[email protected]> commit 86617dd Author: jayy04 <[email protected]> Date: Mon Mar 4 10:43:31 2024 -0500 [CT-644] instantiate grpc stream manager (dydxprotocol#1134) * [CT-644] instantiate grpc stream manager * update type * update channel type Signed-off-by: Eric <[email protected]> commit 32afd64 Author: Eric <[email protected]> Date: Mon Mar 11 12:41:06 2024 -0700 Update go version in Dockerfile Signed-off-by: Eric <[email protected]> commit ba27204 Author: Eric <[email protected]> Date: Fri Mar 8 09:44:04 2024 -0800 Add slinky utils, use that to convert between market and currency pair commit 667a804 Author: Eric <[email protected]> Date: Wed Mar 6 20:43:40 2024 -0800 Update error messages commit d53292c Author: Eric <[email protected]> Date: Wed Mar 6 20:16:01 2024 -0800 Update docstrings, rename OracleClient commit daad125 Author: Eric <[email protected]> Date: Mon Mar 4 10:51:23 2024 -0800 VoteExtension slinky logic
Changes included in this PR:
go.modreplace included to use new changes hereBatchCancelflow implementedMsgBatchCancelOrderBatchobject,repeated fixed32was having issues deserializing/serializing. Changed torepeated uint32. Context here