remove collateralization-check for unmatched orders

protocol/testutil/memclob/keeper.go

@@ -284,17 +284,6 @@ func (f *FakeMemClobKeeper) GetStatefulOrdersTimeSlice(
 	return orderIds
 }
 
-func (f *FakeMemClobKeeper) AddOrderToOrderbookSubaccountUpdatesCheck(
-	ctx sdk.Context,
-	clobPairId types.ClobPairId,
-	subaccountOpenOrders map[satypes.SubaccountId][]types.PendingOpenOrder,
-) (
-	success bool,
-	successPerUpdate map[satypes.SubaccountId]satypes.UpdateResult,
-) {
-	return f.collatCheckFn(subaccountOpenOrders)
-}
-
 func (f *FakeMemClobKeeper) addFakePositionSize(
 	ctx sdk.Context,
 	clobPairId types.ClobPairId,

protocol/x/clob/memclob/memclob.go

@@ -637,40 +637,6 @@ func (m *MemClobPriceTimePriority) PlaceOrder(
 		return orderSizeOptimisticallyFilledFromMatchingQuantums, orderStatus, offchainUpdates, nil
 	}
 
-	// The taker order has unfilled size which will be added to the orderbook as a maker order.
-	// Verify the maker order can be added to the orderbook by performing the add-to-orderbook
-	// subaccount updates check.
-	addOrderOrderStatus := m.addOrderToOrderbookSubaccountUpdatesCheck(
-		ctx,
-		order,
-	)
-
-	// If the add order to orderbook subaccount updates check failed, we cannot add the order to the orderbook.
-	if !addOrderOrderStatus.IsSuccess() {
-		if m.generateOffchainUpdates {
-			// Send an off-chain update message indicating the order should be removed from the orderbook
-			// on the Indexer.
-			if message, success := off_chain_updates.CreateOrderRemoveMessage(
-				ctx,
-				order.OrderId,
-				addOrderOrderStatus,
-				nil,
-				ocutypes.OrderRemoveV1_ORDER_REMOVAL_STATUS_BEST_EFFORT_CANCELED,
-			); success {
-				offchainUpdates.AddRemoveMessage(order.OrderId, message)
-			}
-		}
-
-		// remove stateful orders which fail collateralization check while being added to orderbook
-		if order.IsStatefulOrder() && !m.operationsToPropose.IsOrderRemovalInOperationsQueue(order.OrderId) {
-			m.operationsToPropose.MustAddOrderRemovalToOperationsQueue(
-				order.OrderId,
-				types.OrderRemoval_REMOVAL_REASON_UNDERCOLLATERALIZED,
-			)
-		}
-		return orderSizeOptimisticallyFilledFromMatchingQuantums, addOrderOrderStatus, offchainUpdates, nil
-	}
-
 	// If this is a Short-Term order and it's not in the operations queue, add the TX bytes to the
 	// operations to propose.
 	if order.IsShortTermOrder() &&
@@ -1467,59 +1433,6 @@ func (m *MemClobPriceTimePriority) validateNewOrder(
 	return nil
 }
 
-// addOrderToOrderbookSubaccountUpdatesCheck will perform a check to verify that the subaccount updates
-// if the new maker order were to be fully filled are valid.
-// It returns the result of this subaccount updates check. If the check returns an error, it will return
-// the  error so that it can be surfaced to the client.
-//
-// This function will assume that all prior order validation has passed, including the pre-requisite validation of
-// `validateNewOrder` and the actual validation performed within `validateNewOrder`.
-// Note that this is a loose check, mainly for the purposes of spam mitigation. We perform an additional
-// check on the subaccount updates for orders when we attempt to match them.
-func (m *MemClobPriceTimePriority) addOrderToOrderbookSubaccountUpdatesCheck(
-	ctx sdk.Context,
-	order types.Order,
-) types.OrderStatus {
-	defer telemetry.ModuleMeasureSince(
-		types.ModuleName,
-		time.Now(),
-		metrics.PlaceOrder,
-		metrics.Memclob,
-		metrics.AddToOrderbookCollateralizationCheck,
-		metrics.Latency,
-	)
-
-	orderId := order.OrderId
-	subaccountId := orderId.SubaccountId
-
-	// For the collateralization check, use the remaining amount of the order that is resting on the book.
-	remainingAmount, hasRemainingAmount := m.GetOrderRemainingAmount(ctx, order)
-	if !hasRemainingAmount {
-		panic(fmt.Sprintf("addOrderToOrderbookSubaccountUpdatesCheck: order has no remaining amount %v", order))
-	}
-
-	pendingOpenOrder := types.PendingOpenOrder{
-		RemainingQuantums: remainingAmount,
-		IsBuy:             order.IsBuy(),
-		Subticks:          order.GetOrderSubticks(),
-		ClobPairId:        order.GetClobPairId(),
-	}
-
-	// Temporarily construct the subaccountOpenOrders with a single PendingOpenOrder.
-	subaccountOpenOrders := make(map[satypes.SubaccountId][]types.PendingOpenOrder)
-	subaccountOpenOrders[subaccountId] = []types.PendingOpenOrder{pendingOpenOrder}
-
-	// TODO(DEC-1896): AddOrderToOrderbookSubaccountUpdatesCheck should accept a single PendingOpenOrder as a
-	// parameter rather than the subaccountOpenOrders map.
-	_, successPerSubaccountUpdate := m.clobKeeper.AddOrderToOrderbookSubaccountUpdatesCheck(
-		ctx,
-		order.GetClobPairId(),
-		subaccountOpenOrders,
-	)
-
-	return updateResultToOrderStatus(successPerSubaccountUpdate[subaccountId])
-}
-
 // mustAddOrderToOrderbook will add the order to the resting orderbook.
 // This function will assume that all order validation has already been done.
 // If `forceToFrontOfLevel` is true, places the order at the head of the level,

protocol/x/clob/memclob/memclob_get_order_filled_amount_test.go

@@ -46,9 +46,6 @@ func TestGetOrderFilledAmount(t *testing.T) {
 				ClientId:     0,
 			}
 
-			memClobKeeper.On("AddOrderToOrderbookSubaccountUpdatesCheck", mock.Anything, mock.Anything).
-				Return(true, make(map[satypes.SubaccountId]satypes.UpdateResult))
-
 			memClobKeeper.On("GetStatePosition", mock.Anything, mock.Anything, mock.Anything).
 				Return(big.NewInt(0))
 

protocol/x/clob/memclob/memclob_place_order_test.go

@@ -2822,8 +2822,6 @@ func TestAddOrderToOrderbook_ErrorPlaceNewFullyFilledOrder(t *testing.T) {
 	memclob.SetClobKeeper(&memClobKeeper)
 	memclob.CreateOrderbook(ctx, constants.ClobPair_Btc)
 
-	memClobKeeper.On("AddOrderToOrderbookSubaccountUpdatesCheck", mock.Anything, mock.Anything, mock.Anything).
-		Return(true, make(map[satypes.SubaccountId]satypes.UpdateResult))
 	memClobKeeper.On("GetStatePosition", mock.Anything, mock.Anything, mock.Anything).
 		Return(big.NewInt(0))
 	memClobKeeper.On("ValidateSubaccountEquityTierLimitForNewOrder", mock.Anything, mock.Anything).
@@ -2856,9 +2854,6 @@ func TestAddOrderToOrderbook_PanicsIfFullyFilled(t *testing.T) {
 	orderId := order.OrderId
 	quantums := order.GetBaseQuantums()
 
-	memClobKeeper.On("AddOrderToOrderbookSubaccountUpdatesCheck", mock.Anything, mock.Anything, mock.Anything).
-		Return(true, make(map[satypes.SubaccountId]satypes.UpdateResult))
-
 	memClobKeeper.On("GetStatePosition", mock.Anything, mock.Anything, mock.Anything).
 		Return(big.NewInt(0))
 

protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go

@@ -266,8 +266,6 @@ func TestPurgeInvalidMemclobState(t *testing.T) {
 						satypes.BaseQuantums(0),
 						uint32(0),
 					).Times(5)
-					mockMemClobKeeper.On("AddOrderToOrderbookSubaccountUpdatesCheck", mock.Anything, mock.Anything, mock.Anything).
-						Return(true, make(map[satypes.SubaccountId]satypes.UpdateResult)).Once()
 
 					// Mock out all remaining calls to GetOrderFillAmount, which is called in
 					// `memclob.PurgeInvalidMemclobState` and during test assertions.

protocol/x/clob/memclob/memclob_remove_order_test.go

@@ -327,8 +327,6 @@ func TestRemoveOrderIfFilled(t *testing.T) {
 			memclob := NewMemClobPriceTimePriority(false)
 			memclob.SetClobKeeper(&memClobKeeper)
 
-			memClobKeeper.On("AddOrderToOrderbookSubaccountUpdatesCheck", mock.Anything, mock.Anything, mock.Anything).
-				Return(true, make(map[satypes.SubaccountId]satypes.UpdateResult))
 			memClobKeeper.On("ValidateSubaccountEquityTierLimitForNewOrder", mock.Anything, mock.Anything).Return(nil)
 			memClobKeeper.On("SendOrderbookUpdates", mock.Anything, mock.Anything, mock.Anything).Return().Maybe()
 

protocol/x/clob/types/mem_clob_keeper.go

@@ -29,14 +29,6 @@ type MemClobKeeper interface {
 		offchainUpdates *OffchainUpdates,
 		err error,
 	)
-	AddOrderToOrderbookSubaccountUpdatesCheck(
-		ctx sdk.Context,
-		clobPairId ClobPairId,
-		subaccountOpenOrders map[satypes.SubaccountId][]PendingOpenOrder,
-	) (
-		success bool,
-		successPerUpdate map[satypes.SubaccountId]satypes.UpdateResult,
-	)
 	CanDeleverageSubaccount(
 		ctx sdk.Context,
 		subaccountId satypes.SubaccountId,