[TRA-105] Add API for parent subaccount perpetual positions

indexer/packages/postgres/__tests__/helpers/constants.ts

@@ -468,7 +468,7 @@ export const isolatedPerpetualPosition: PerpetualPositionCreateObject = {
   status: PerpetualPositionStatus.OPEN,
   size: '10',
   maxSize: '25',
-  entryPrice: '20000',
+  entryPrice: '1.5',
   sumOpen: '10',
   sumClose: '0',
   createdAt: createdDateTime.toISO(),
@@ -643,7 +643,7 @@ export const isolatedMarket: MarketCreateObject = {
   pair: 'ISO-USD',
   exponent: -12,
   minPriceChangePpm: 50,
-  oraclePrice: '0.000000075',
+  oraclePrice: '1.00',
 };
 
 export const isolatedMarket2: MarketCreateObject = {

indexer/services/comlink/__tests__/controllers/api/v4/perpetual-positions-controller.test.ts

@@ -1,13 +1,13 @@
 import {
+  BlockTable,
   dbHelpers,
-  testMocks,
-  testConstants,
+  FundingIndexUpdatesTable,
   perpetualMarketRefresher,
+  PerpetualPositionStatus,
   PerpetualPositionTable,
   PositionSide,
-  BlockTable,
-  FundingIndexUpdatesTable,
-  PerpetualPositionStatus,
+  testConstants,
+  testMocks,
 } from '@dydxprotocol-indexer/postgres';
 import { PerpetualPositionResponseObject, RequestMethod } from '../../../../src/types';
 import request from 'supertest';
@@ -245,5 +245,241 @@ describe('perpetual-positions-controller#V4', () => {
         ]),
       }));
     });
+
+    it('Get /perpetualPositions/parentSubaccountNumber gets long/short positions across subaccounts', async () => {
+      await Promise.all([
+        PerpetualPositionTable.create(testConstants.defaultPerpetualPosition),
+        PerpetualPositionTable.create({
+          ...testConstants.isolatedPerpetualPosition,
+          side: PositionSide.SHORT,
+          size: '-10',
+        }),
+      ]);
+      await Promise.all([
+        FundingIndexUpdatesTable.create({
+          ...testConstants.isolatedMarketFundingIndexUpdate,
+          fundingIndex: '10000',
+          effectiveAtHeight: testConstants.createdHeight,
+        }),
+        FundingIndexUpdatesTable.create({
+          ...testConstants.isolatedMarketFundingIndexUpdate,
+          eventId: testConstants.defaultTendermintEventId2,
+          effectiveAtHeight: latestHeight,
+        }),
+      ]);
+
+      const parentSubaccountNumber: number = 0;
+      const response: request.Response = await sendRequest({
+        type: RequestMethod.GET,
+        path: `/v4/perpetualPositions/parentSubaccountNumber?address=${testConstants.defaultAddress}` +
+            `&parentSubaccountNumber=${parentSubaccountNumber}`,
+      });
+
+      const expected: PerpetualPositionResponseObject = {
+        market: testConstants.defaultPerpetualMarket.ticker,
+        side: testConstants.defaultPerpetualPosition.side,
+        status: testConstants.defaultPerpetualPosition.status,
+        size: testConstants.defaultPerpetualPosition.size,
+        maxSize: testConstants.defaultPerpetualPosition.maxSize,
+        entryPrice: getFixedRepresentation(testConstants.defaultPerpetualPosition.entryPrice!),
+        exitPrice: null,
+        sumOpen: testConstants.defaultPerpetualPosition.sumOpen!,
+        sumClose: testConstants.defaultPerpetualPosition.sumClose!,
+        // For the calculation of the net funding (long position):
+        // settled funding on position = 200_000, size = 10, latest funding index = 10050
+        // last updated funding index = 10000
+        // total funding = 200_000 + (10 * (10000 - 10050)) = 199_500
+        netFunding: getFixedRepresentation('199500'),
+        // sumClose=0, so realized Pnl is the same as the net funding of the position.
+        // Unsettled funding is funding payments that already "happened" but not reflected
+        // in the subaccount's balance yet, so it's considered a part of realizedPnl.
+        realizedPnl: getFixedRepresentation('199500'),
+        // For the calculation of the unrealized pnl (long position):
+        // index price = 15_000, entry price = 20_000, size = 10
+        // unrealizedPnl = size * (index price - entry price)
+        // unrealizedPnl = 10 * (15_000 - 20_000)
+        unrealizedPnl: getFixedRepresentation('-50000'),
+        createdAt: testConstants.createdDateTime.toISO(),
+        closedAt: null,
+        createdAtHeight: testConstants.createdHeight,
+        subaccountNumber: testConstants.defaultSubaccount.subaccountNumber,
+      };
+      // object for expected 2 which holds an isolated position in an isolated perpetual
+      // in the isolated subaccount
+      const expected2: PerpetualPositionResponseObject = {
+        market: testConstants.isolatedPerpetualMarket.ticker,
+        side: PositionSide.SHORT,
+        status: testConstants.isolatedPerpetualPosition.status,
+        size: '-10',
+        maxSize: testConstants.isolatedPerpetualPosition.maxSize,
+        entryPrice: getFixedRepresentation(testConstants.isolatedPerpetualPosition.entryPrice!),
+        exitPrice: null,
+        sumOpen: testConstants.isolatedPerpetualPosition.sumOpen!,
+        sumClose: testConstants.isolatedPerpetualPosition.sumClose!,
+        // For the calculation of the net funding (short position):
+        // settled funding on position = 200_000, size = -10, latest funding index = 10200
+        // last updated funding index = 10000
+        // total funding = 200_000 + (-10 * (10000 - 10200)) = 202_000
+        netFunding: getFixedRepresentation('202000'),
+        // sumClose=0, so realized Pnl is the same as the net funding of the position.
+        // Unsettled funding is funding payments that already "happened" but not reflected
+        // in the subaccount's balance yet, so it's considered a part of realizedPnl.
+        realizedPnl: getFixedRepresentation('202000'),
+        // For the calculation of the unrealized pnl (short position):
+        // index price = 1, entry price = 1.5, size = -10
+        // unrealizedPnl = size * (index price - entry price)
+        // unrealizedPnl = -10 * (1-1.5)
+        unrealizedPnl: getFixedRepresentation('5'),
+        createdAt: testConstants.createdDateTime.toISO(),
+        closedAt: null,
+        createdAtHeight: testConstants.createdHeight,
+        subaccountNumber: testConstants.isolatedSubaccount.subaccountNumber,
+      };
+
+      expect(response.body.positions).toEqual(
+        expect.arrayContaining([
+          expect.objectContaining({
+            ...expected,
+          }),
+          expect.objectContaining({
+            ...expected2,
+          }),
+        ]),
+      );
+    });
+
+    it('Get /perpetualPositions/parentSubaccountNumber gets CLOSED position without adjusting funding', async () => {
+      await Promise.all([
+        PerpetualPositionTable.create({
+          ...testConstants.defaultPerpetualPosition,
+          status: PerpetualPositionStatus.CLOSED,
+        }),
+        PerpetualPositionTable.create({
+          ...testConstants.isolatedPerpetualPosition,
+          side: PositionSide.SHORT,
+          size: '-10',
+        }),
+      ]);
+
+      const parentSubaccountNumber: number = 0;
+      const response: request.Response = await sendRequest({
+        type: RequestMethod.GET,
+        path: `/v4/perpetualPositions/parentSubaccountNumber?address=${testConstants.defaultAddress}` +
+            `&parentSubaccountNumber=${parentSubaccountNumber}`,
+      });
+
+      const expected: PerpetualPositionResponseObject = {
+        market: testConstants.defaultPerpetualMarket.ticker,
+        side: testConstants.defaultPerpetualPosition.side,
+        status: PerpetualPositionStatus.CLOSED,
+        size: testConstants.defaultPerpetualPosition.size,
+        maxSize: testConstants.defaultPerpetualPosition.maxSize,
+        entryPrice: getFixedRepresentation(testConstants.defaultPerpetualPosition.entryPrice!),
+        exitPrice: null,
+        sumOpen: testConstants.defaultPerpetualPosition.sumOpen!,
+        sumClose: testConstants.defaultPerpetualPosition.sumClose!,
+        // CLOSED position should not have funding adjusted
+        netFunding: getFixedRepresentation(
+          testConstants.defaultPerpetualPosition.settledFunding,
+        ),
+        realizedPnl: getFixedRepresentation(
+          testConstants.defaultPerpetualPosition.settledFunding,
+        ),
+        // For the calculation of the unrealized pnl (short position):
+        // index price = 15_000, entry price = 20_000, size = 10
+        // unrealizedPnl = size * (index price - entry price)
+        // unrealizedPnl = 10 * (15_000 - 20_000)
+        unrealizedPnl: getFixedRepresentation('-50000'),
+        createdAt: testConstants.createdDateTime.toISO(),
+        closedAt: null,
+        createdAtHeight: testConstants.createdHeight,
+        subaccountNumber: testConstants.defaultSubaccount.subaccountNumber,
+      };
+      const expected2: PerpetualPositionResponseObject = {
+        market: testConstants.isolatedPerpetualMarket.ticker,
+        side: PositionSide.SHORT,
+        status: testConstants.isolatedPerpetualPosition.status,
+        size: '-10',
+        maxSize: testConstants.isolatedPerpetualPosition.maxSize,
+        entryPrice: getFixedRepresentation(testConstants.isolatedPerpetualPosition.entryPrice!),
+        exitPrice: null,
+        sumOpen: testConstants.isolatedPerpetualPosition.sumOpen!,
+        sumClose: testConstants.isolatedPerpetualPosition.sumClose!,
+        // CLOSED position should not have funding adjusted
+        netFunding: getFixedRepresentation(
+          testConstants.isolatedPerpetualPosition.settledFunding,
+        ),
+        realizedPnl: getFixedRepresentation(
+          testConstants.isolatedPerpetualPosition.settledFunding,
+        ),
+        // For the calculation of the unrealized pnl (short position):
+        // index price = 1, entry price = 1.5, size = -10
+        // unrealizedPnl = size * (index price - entry price)
+        // unrealizedPnl = -10 * (1-1.5)
+        unrealizedPnl: getFixedRepresentation('5'),
+        createdAt: testConstants.createdDateTime.toISO(),
+        closedAt: null,
+        createdAtHeight: testConstants.createdHeight,
+        subaccountNumber: testConstants.isolatedSubaccount.subaccountNumber,
+      };
+
+      expect(response.body.positions).toEqual(
+        expect.arrayContaining([
+          expect.objectContaining({
+            ...expected,
+          }),
+          expect.objectContaining({
+            ...expected2,
+          }),
+        ]),
+      );
+    });
+
+    it.each([
+      [
+        'invalid status',
+        {
+          address: defaultAddress,
+          parentSubaccountNumber: defaultSubaccountNumber,
+          status: 'INVALID',
+        },
+        'status',
+        'status must be a valid Position Status (OPEN, etc)',
+      ],
+      [
+        'multiple invalid status',
+        {
+          address: defaultAddress,
+          parentSubaccountNumber: defaultSubaccountNumber,
+          status: 'INVALID,INVALID',
+        },
+        'status',
+        'status must be a valid Position Status (OPEN, etc)',
+      ],
+    ])('Returns 400 when validation fails: %s', async (
+      _reason: string,
+      queryParams: {
+        address?: string,
+        subaccountNumber?: number,
+        status?: string,
+      },
+      fieldWithError: string,
+      expectedErrorMsg: string,
+    ) => {
+      const response: request.Response = await sendRequest({
+        type: RequestMethod.GET,
+        path: `/v4/perpetualPositions/parentSubaccountNumber?${getQueryString(queryParams)}`,
+        expectedStatus: 400,
+      });
+
+      expect(response.body).toEqual(expect.objectContaining({
+        errors: expect.arrayContaining([
+          expect.objectContaining({
+            param: fieldWithError,
+            msg: expectedErrorMsg,
+          }),
+        ]),
+      }));
+    });
   });
 });

indexer/services/comlink/public/api-documentation.md

@@ -1863,6 +1863,106 @@ fetch('https://dydx-testnet.imperator.co/v4/perpetualPositions?address=string&su
 This operation does not require authentication
 </aside>
 
+## ListPositionsForParentSubaccount
+
+<a id="opIdListPositionsForParentSubaccount"></a>
+
+> Code samples
+
+```python
+import requests
+headers = {
+  'Accept': 'application/json'
+}
+
+r = requests.get('https://dydx-testnet.imperator.co/v4/perpetualPositions/parentSubaccountNumber', params={
+  'address': 'string',  'parentSubaccountNumber': '0'
+}, headers = headers)
+
+print(r.json())
+
+```
+
+```javascript
+
+const headers = {
+  'Accept':'application/json'
+};
+
+fetch('https://dydx-testnet.imperator.co/v4/perpetualPositions/parentSubaccountNumber?address=string&parentSubaccountNumber=0',
+{
+  method: 'GET',
+
+  headers: headers
+})
+.then(function(res) {
+    return res.json();
+}).then(function(body) {
+    console.log(body);
+});
+
+```
+
+`GET /perpetualPositions/parentSubaccountNumber`
+
+### Parameters
+
+|Name|In|Type|Required|Description|
+|---|---|---|---|---|
+|address|query|string|true|none|
+|parentSubaccountNumber|query|number(double)|true|none|
+|status|query|array[string]|false|none|
+|limit|query|number(double)|false|none|
+|createdBeforeOrAtHeight|query|number(double)|false|none|
+|createdBeforeOrAt|query|[IsoString](#schemaisostring)|false|none|
+
+#### Enumerated Values
+
+|Parameter|Value|
+|---|---|
+|status|OPEN|
+|status|CLOSED|
+|status|LIQUIDATED|
+
+> Example responses
+
+> 200 Response
+
+```json
+{
+  "positions": [
+    {
+      "market": "string",
+      "status": "OPEN",
+      "side": "LONG",
+      "size": "string",
+      "maxSize": "string",
+      "entryPrice": "string",
+      "realizedPnl": "string",
+      "createdAt": "string",
+      "createdAtHeight": "string",
+      "sumOpen": "string",
+      "sumClose": "string",
+      "netFunding": "string",
+      "unrealizedPnl": "string",
+      "closedAt": "string",
+      "exitPrice": "string",
+      "subaccountNumber": 0
+    }
+  ]
+}
+```
+
+### Responses
+
+|Status|Meaning|Description|Schema|
+|---|---|---|---|
+|200|[OK](https://tools.ietf.org/html/rfc7231#section-6.3.1)|Ok|[PerpetualPositionResponse](#schemaperpetualpositionresponse)|
+
+<aside class="success">
+This operation does not require authentication
+</aside>
+
 ## Get
 
 <a id="opIdGet"></a>