Cast oracle price to bigint and then numeric to get proper values (#2689)

Signed-off-by: Shrenuj Bansal <shrenuj@dydx.exchange>

Author: shrenujb

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

@@ -746,7 +746,7 @@ export const isolatedMarket: MarketCreateObject = {
 export const isolatedMarket2: MarketCreateObject = {
   id: 4,
   pair: 'ISO2-USD',
-  exponent: -12,
+  exponent: -20,
   minPriceChangePpm: 50,
   oraclePrice: '0.000000085',
 };

indexer/services/ender/__tests__/handlers/markets/market-price-update-handler.test.ts

@@ -15,6 +15,7 @@ import { DydxIndexerSubtypes, MarketPriceUpdateEventMessage } from '../../../src
 import {
   defaultHeight,
   defaultMarketPriceUpdate,
+  defaultMarketPriceUpdate3,
   defaultPreviousHeight,
   defaultTime,
   defaultTxHash,
@@ -154,6 +155,39 @@ describe('marketPriceUpdateHandler', () => {
     });
   });
 
+  it('successfully inserts new oracle price for market with very low exponent', async () => {
+    const transactionIndex: number = 0;
+
+    const kafkaMessage: KafkaMessage = createKafkaMessageFromMarketEvent({
+      marketEvents: [defaultMarketPriceUpdate3],
+      transactionIndex,
+      height: defaultHeight,
+      time: defaultTime,
+      txHash: defaultTxHash,
+    });
+
+    await onMessage(kafkaMessage);
+
+    const { market, oraclePrice } = await getDbState(defaultMarketPriceUpdate3);
+
+    expectOraclePriceMatchesEvent(
+      defaultMarketPriceUpdate3 as MarketPriceUpdateEventMessage,
+      oraclePrice,
+      market,
+      defaultHeight,
+    );
+
+    const contents: MarketMessageContents = generateOraclePriceContents(
+      oraclePrice,
+      market.pair,
+    );
+
+    expectMarketKafkaMessage({
+      producerSendMock,
+      contents: JSON.stringify(contents),
+    });
+  });
+
   it('successfully inserts new oracle price for market created in same block', async () => {
     const transactionIndex: number = 0;
     const newMarketId: number = 3000;

indexer/services/ender/__tests__/helpers/constants.ts

@@ -67,6 +67,13 @@ export const defaultMarketPriceUpdate2: MarketEventV1 = {
   },
 };
 
+export const defaultMarketPriceUpdate3: MarketEventV1 = {
+  marketId: 4,
+  priceUpdate: {
+    priceWithExponent: Long.fromValue(100000000, true),
+  },
+};
+
 export const defaultFundingUpdateSampleEvent: FundingEventMessage = {
   type: FundingEventV1_Type.TYPE_PREMIUM_SAMPLE,
   updates: [

indexer/services/ender/src/scripts/handlers/dydx_market_price_update_handler.sql

@@ -11,6 +11,8 @@ CREATE OR REPLACE FUNCTION dydx_market_price_update_handler(block_height int, bl
 
   (Note that no text should exist before the function declaration to ensure that exception line numbers are correct.)
 */
+
+
 DECLARE
     market_record_id integer;
     market_record markets%ROWTYPE;
@@ -25,8 +27,8 @@ BEGIN
     END IF;
 
     oracle_price = dydx_trim_scale(
-        dydx_from_jsonlib_long(event_data->'priceUpdate'->'priceWithExponent') *
-        power(10, market_record.exponent::numeric));
+        (dydx_from_jsonlib_long(event_data->'priceUpdate'->'priceWithExponent') *
+        power(10, market_record.exponent::bigint))::numeric);
 
     market_record."oraclePrice" = oracle_price;