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Revert "[CT-629] Fix entryPrice calc (#2455)" (#2600)
1 parent 9a1cde3 commit 80b3113

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4 files changed

+7
-23
lines changed

4 files changed

+7
-23
lines changed

indexer/services/ender/__tests__/handlers/order-fills/liquidation-handler.test.ts

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -137,7 +137,7 @@ describe('LiquidationHandler', () => {
137137
perpetualId: testConstants.defaultPerpetualMarket.id,
138138
side: PositionSide.LONG,
139139
status: PerpetualPositionStatus.OPEN,
140-
size: '5',
140+
size: '10',
141141
maxSize: '25',
142142
sumOpen: '10',
143143
entryPrice: '15000',
@@ -392,7 +392,7 @@ describe('LiquidationHandler', () => {
392392
defaultPerpetualPosition.openEventId,
393393
),
394394
{
395-
sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
395+
sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
396396
entryPrice: getWeightedAverage(
397397
defaultPerpetualPosition.entryPrice!,
398398
defaultPerpetualPosition.size,

indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts

Lines changed: 3 additions & 19 deletions
Original file line numberDiff line numberDiff line change
@@ -138,7 +138,7 @@ describe('OrderHandler', () => {
138138
perpetualId: testConstants.defaultPerpetualMarket.id,
139139
side: PositionSide.LONG,
140140
status: PerpetualPositionStatus.OPEN,
141-
size: '5',
141+
size: '10',
142142
maxSize: '25',
143143
sumOpen: '10',
144144
entryPrice: '15000',
@@ -212,7 +212,6 @@ describe('OrderHandler', () => {
212212
{
213213
goodTilBlock: 15,
214214
},
215-
false,
216215
],
217216
[
218217
'goodTilBlockTime',
@@ -222,17 +221,6 @@ describe('OrderHandler', () => {
222221
{
223222
goodTilBlockTime: 1_000_005_000,
224223
},
225-
false,
226-
],
227-
[
228-
'goodTilBlock',
229-
{
230-
goodTilBlock: 10,
231-
},
232-
{
233-
goodTilBlock: 15,
234-
},
235-
true,
236224
],
237225
])(
238226
'creates fills and orders (with %s), sends vulcan messages for order updates and order ' +
@@ -241,7 +229,6 @@ describe('OrderHandler', () => {
241229
_name: string,
242230
makerGoodTilOneof: Partial<IndexerOrder>,
243231
takerGoodTilOneof: Partial<IndexerOrder>,
244-
useNegativeSize: boolean,
245232
) => {
246233
const transactionIndex: number = 0;
247234
const eventIndex: number = 0;
@@ -297,10 +284,7 @@ describe('OrderHandler', () => {
297284

298285
// create PerpetualPositions
299286
await Promise.all([
300-
PerpetualPositionTable.create({
301-
...defaultPerpetualPosition,
302-
size: useNegativeSize ? '-5' : defaultPerpetualPosition.size,
303-
}),
287+
PerpetualPositionTable.create(defaultPerpetualPosition),
304288
PerpetualPositionTable.create({
305289
...defaultPerpetualPosition,
306290
subaccountId: testConstants.defaultSubaccountId2,
@@ -455,7 +439,7 @@ describe('OrderHandler', () => {
455439
defaultPerpetualPosition.openEventId,
456440
),
457441
{
458-
sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
442+
sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
459443
entryPrice: getWeightedAverage(
460444
defaultPerpetualPosition.entryPrice!,
461445
defaultPerpetualPosition.size,

indexer/services/ender/src/scripts/helpers/dydx_liquidation_fill_handler_per_order.sql

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -200,7 +200,7 @@ BEGIN
200200
perpetual_position_record."side", order_side) THEN
201201
sum_open = dydx_trim_scale(perpetual_position_record."sumOpen" + fill_amount);
202202
entry_price = dydx_get_weighted_average(
203-
perpetual_position_record."entryPrice", ABS(perpetual_position_record."size"),
203+
perpetual_position_record."entryPrice", perpetual_position_record."sumOpen",
204204
maker_price, fill_amount);
205205
perpetual_position_record."sumOpen" = sum_open;
206206
perpetual_position_record."entryPrice" = entry_price;

indexer/services/ender/src/scripts/helpers/dydx_update_perpetual_position_aggregate_fields.sql

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,7 @@ BEGIN
4444
IF dydx_perpetual_position_and_order_side_matching(perpetual_position_record."side", side) THEN
4545
sum_open := dydx_trim_scale(perpetual_position_record."sumOpen" + size);
4646
entry_price := dydx_get_weighted_average(
47-
perpetual_position_record."entryPrice", ABS(perpetual_position_record."size"), price, size
47+
perpetual_position_record."entryPrice", perpetual_position_record."sumOpen", price, size
4848
);
4949
perpetual_position_record."sumOpen" = sum_open;
5050
perpetual_position_record."entryPrice" = entry_price;

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